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These re Indicated with the label ‘HCI’. In addition, you can also find lectures with a label ‘LA’. This Is merely a reservation of a computer room that you can use to work on assignments. This implies that no lecture will take place (on lecture times with the label ‘LA’), and that no lecturer will be present. Please keep checking the study guide for potential changes In the lecture schedule Alma of the course This course Introduces basic empirical methods that are used In contemporary financial research.
The objective is to provide students with the necessary tools to duty the relevant literature of other core courses in the program and to conduct empirical financial research within the framework of the Master’s thesis. The course pays ample attention to the Intuition and the applicability of a variety of econometric techniques that are widely used In contemporary emplace research. Reference will be made to many real world examples from the corporate finance and asset pricing literature.
The classes intend to provide hands on experience with the econometric package STATS and will focus on a careful interpretation of the empirical results obtained. Content of the course Event studies Matrices and matrix calculation (refresher) Introduction regression analysis (Simple linear regression, the linear regression model, regression diagnostics, goodness of fit, t-test) Introduction to panel data methods Data collection (CROPS, CDC, Communist) Empirical applications with these econometric techniques Limited dependent variable models (Debit, Profit/Login) An introduction to time series models with applications in finance.
There will be two group assignments, covering Part II and Part Ill of the course. The assignments can be made in groups consisting of at most three students. The deadline for the first assignment is 08/11/2013 The deadline for the second assignment is 02/12/2013 The assignments have to be put in the appropriate mailboxes in the elevator corridor (on the West side) of the 9th floor of the K-building. There will also be a final individual written exam.
A selection of lecture notes and papers will be made available via Blackboard. Entry requirements Finance 1+2. This course is compulsory for the Master in Finance. Access to the WORDS system For students, there is a class user account available for the WORDS data library. You can access the system at http://words-web. Wharton. Upend. Du/words/index. CFML? True Surname: Neff Password: Members Computer class availability Check the study guide on the web. A lecture is labeled with the code ‘He, a computer session, with the code ‘LA’.
No lectures will take place (see also announcement above) during computer sessions, and no lecturer will be present. Grading To pass the course you need to complete the two group assignments and to achieve a minimum of 50 points (over 100) in the final written exam. If you fail to achieve this mark, your grade for the course will be the grade obtained in the final. If you achieve or exceed this mark, your grade will be determined as: 40% group assignments, and 60% final written exam.
Only the final grades (the grade of the written exam, if the student fails to achieve the 50 points mark, or the average of the written exam and the group assignments, if the student does achieve or exceed the 50 points mark) will be announced by the examination office. Count for the resist, but to pass it you need to achieve a minimum of 50 points (over 00) in the written resist exam. If you fail to achieve this mark, your grade will be the grade obtained in the written resist exam. If you achieve or exceed this mark, your grade will be determined as: 40% group assignments, and 60% written resist exam.