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Financial Econometrics

(10146011 + 10146006)

VeranstalterLars Winkelmann
SpracheEnglisch
SemesterSpring 2026
VeranstaltungsumfangSeminar-style instruction and one more
Leistungspunkte6 ECTS
Anmeldemodalität

Campus Management

Hinweis

0258eB1.23

Zielgruppe

Graduate Economics

Voraussetzungen

Qualification objectives:

Students will become familiar with advanced statistical and numerical methods and models at the current state of international research. They will be enabled to understand and analyze these methods and models with mathematical precision. In doing so, they will understand the underlying assumptions and be able to reflect critically on them. They will be able to apply these methods and models to complex data structures.

Contents:

Advanced methods and research questions in statistics and econometrics, e.g., advanced survey statistics, high-dimensional statistical methods, structural microeconometrics, stochastic optimization, Monte Carlo-based methods, big data.

Strategie & Qualitätsmanagement in Studium & Lehre