BFC-M-06: Empirical Data Analysis in Finance
Winter Term 2023/2024
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-06
- 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") available for download through /studium/im-studium/modulhandbuecher (German only).
Course material as well as organisational details will be provided on the Virtual Campus.
Registration & Scheduling
Registration and deregistration for the exam ("Prüfung") is possible under "BFC-M-06: Empirical Data Analysis in Finance" through FlexNow!.
Please note that the number of exam participants is limited. The decision about admission/rejection will be communicated after the expiration of the registration deadline.
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).