BFC-M-10: Empirical Data Analysis in Finance
Winter Term 2024/2025
Course Description
This course examines mathematical and statistical principles and techniques for implementing empirical analyses of financial data. Topics of study to be taught include: financial data and descriptive statistics; normal distribution and sampling distributions; confidence interval estimation and hypothesis testing; proportions and means testing in financial data; design of experiments and ANOVA; correlation analysis and scatter plots; simple and multiple linear regression; time series and panel data analysis; asset pricing models (CAPM and Fama-French); event studies in finance.
Course and exam language: English
The Module in the Study Program
- Module: BFC-M-10
- Course level: Master
- Recommended semester: 3-4
- ECTS-Credits: 6
- For information on the status of the course in the study program, please refer to the website of the examining board ("Prüfungsausschuss")
Bibliography & Course Material
The corresponding bibliography and further information on the course can be found in the course catalogue ("Modulhandbuch", German only).
Course material as well as organisational details will be provided on the Virtual Campus.
Registration & Scheduling
Registration and deregistration for the exam online through FlexNow! during the official registration period of the Faculty of Social Sciences, Economics and Business Administration.
In the case of any registration problems, please contact bwl-bfc(at)uni-bamberg.de.
For information on deadlines, please refer to FlexNow!, UnivIS, and the Virtual Campus (after the start of the course).
- BFC-M-10: Empirical Data Analysis in Finance, ?bung
- 2 SWS
- Thomas Schmidl
- Details in UnivISzur Lehrveranstaltung BFC-M-10: Empirical Data Analysis in Finance, ?bung
- BFC-M-10: Empirical Data Analysis in Finance
- 2 SWS
- Yana Sokolova
- Details in UnivISzur Lehrveranstaltung BFC-M-10: Empirical Data Analysis in Finance