This lecture is an introduction to the quantitive analysis and modelling of financial data (asset returns, interest rates, ...)
Capital Asset Pricing Model, linear univariate time series models (ARIMA), tests for non stationarity (trend), modelling of time varying volatilities (GARCH)
J.Y. Campbell, A.W. Lo, A.C. MacKinlay, The Econometrics of Financial Markets
T.C. Mills, The Econometric Modelling of Financial Time Series
P. Hackl, Einführung in die Ökonometrie