Teaching News

The Chair of Quantitative Methods in Economics and Finance offers the Bachelor course "Statistical Programming with R" for students of economics for the wintersemester 2023/24. Note that the class is taking place already in September. Further information can be found on the course page.

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The Chair of Quantitative Methods in Economics and Finance offers the new course "Advanced Econometrics" for the  Master program for students of economics for the wintersemester 2022/23.

In addition, we offer seminars for Bachelor and Master students with topics from the subject areas Financial Econometrics and Quantitative Methods.

Lastly, this semester we also offer a special seminar for PhD students. The presentation and allocation of topics will take place on 10th of November 2022 at 14:15…

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The Chair of Quantitative Methods in Economics and Finance offers the new Bachelor course "Statistical Programming with R" for students of economics for the wintersemester 2022/23. [...]

Research News

The Working Paper "Estimating Stock Market Betas via Machine Learning" authored by Fabian Hollstein (joint with W. Drobetz, M. Prokopczuk and T. Otto from Hamburg University und der Leibniz University Hannover) has been accepted for publication by the Journal of Financial and Quantitative Analysis.

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The article "Which Factors for Corporate Bond Returns?" authored by Fabian Hollstein (joint with T.D. Dang und M. Prokopczuk of Leibniz University Hannover) has been published as Editor's Choice Article in the Review of Asset Pricing Studies, Vol. 13(4).

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The Working Paper "Market Power and Systematic Risk" authored by Fabian Hollstein (joint with M. Prokopczuk and C. Würsig from Leibniz University Hannover) has been accepted for publication in Financial Management.

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