News

Due to the appointment of Prof. Dr. Hollstein as Dean of Studies, the course "Advanced Econometrics" will be offered in the summer semester 2025 (and in the summer semester 2026). Unfortunately, the courses "Time-Series Econometrics" and "Asset Pricing", which are usually offered in the summer semester, cannot be offered at present.

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We currently have a job opening for a doctoral research position (m/f/x) at our chair as of 01.10.2024 or by arrangement. Application deadline is 15.07.2024. You can find more information here.

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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. [...]

The Chair of Quantitative Methods in Economics and Finance offers new courses for the Bachlor and Master programs for students of economics for the summersemester 2022.

In addition we offer various topics for BSc- and MSc Theses from the subject areas of Volatility and Beta Estimation, Dependence and Jumps, Econometrics and Forecasting, Empirical Asset Pricing, etc.

Moreover Ph.D. students can attend a seminar "Quantitative Methods" with topics from the subject area of Financial Econometrics.

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The Working Paper "The World of Anomalies: Smaller Than We Think?" authored by Fabian Hollstein has been accepted for publication by the Journal of International Money and Finance.

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The Working Paper "Testing Factor Models in the Cross-Section" authored by Fabian Hollstein (together with Marcel Prokopczuk from Leibniz University Hannover) has been accepted for publication by the Journal of Banking and Finance.

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The working paper "How Do Corporate Bond Investors Measure Performance? Evidence from Mutual Fund Flows" authored by Fabian Hollstein (together with Thuy Duong Dang and Marcel Prokopczuk from Leibniz University Hannover) has been accepted for publication by the Journal of Banking and Finance.

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