105.673 AKOEK/AKFVM Selected topics in econometrics, finance and insurance
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2015W, SE, 2.0h, 3.0EC

Properties

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Day	Time	Date	Location	Description
Wed	10:00 - 11:00	14.10.2015	Sem.R. DB gelb 04	preliminary discussion
Wed	10:00 - 11:00	04.11.2015	Sem.R. DB gelb 04	Vorbesprechung (Themenvergabe)
Wed	10:00 - 12:00	18.11.2015	Sem.R. DB gelb 04	Nikolaus Altmann:"A Primer on Unit-Roots and Cointegration" and "A Drunk and Her Dog: An Illustration of Cointegration and Error Correction"
Wed	11:00 - 12:30	02.12.2015	Sem.R. DB gelb 04	Fertl Lukas: "High Frequency and Dynamic Pairs Trading Based on Staistical Arbitrage Using a Two-Stage Correlation and Cointegration Approach"
Wed	10:00 - 12:00	16.12.2015	Sem.R. DB gelb 04	Piekarz Peter: Report on ongoing work
Wed	10:00 - 12:00	13.01.2016	Sem.R. DB gelb 04	Altay Sühan: "Pairs trading" and maybe "Basket trading under co-integration with the logistic mixture autoregressive model"
Wed	10:00 - 12:00	20.01.2016	Sem.R. DB gelb 04	Bernkopf Maximilian: "Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck"
Fri	09:00 - 11:00	22.01.2016	Sem.R. DA grün 06B	Florian Huber: "Statistical arbitrage in the US equity markets"

Begin	End	Deregistration end
15.10.2015 00:00	31.10.2015 00:00

Die Anmeldung erfolgt in der Vorbesprechung.

Study Code	Obligation	Semester	Precon.	Info
860 GW Optional Courses - Technical Mathematics	Not specified
860 GW Optional Courses - Technical Mathematics	Not specified

No lecture notes are available.

German