BFC-M-06: Empirical Data Analysis in Finance

Winter Term 2024/2025

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 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 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).