59 0 R
Chapter 1
Financial Returns: Basic Concepts and
Properties
Financial Econometrics
Winter Term 2024/25
Melanie Schienle
Karlsruher Institut fur Technologie
76 0 R
1. Introduction and Motivation 2
Financial Econometrics - What is it?
Combining finance theory with statistical theory.
Transferring a theoretical (financial) model into a (financial)
econometric model.
Modelling financial data.
Predicting fin ...


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