The list of participants can be downloaded here. The first session takes place on Thursday, November, 11 th at 14 pm st (!) in the PC lab. Please make sure you have an account in the PC lab.
10.11.2010: Intro slides (pdf),
18.11.2010: Slides on market microstructure basics (pdf)
25.11.2010: Assignment 3 (pdf)
help for ods and proc reg (sas)
02.12.2010: Assignment 4 (pdf) and data (sas7bdat)
Important: To take part in the exam you have to be on registered for the course and you have to register for the exam either in the last two sessions on the13th and 14th of January or per Email. You also need a valid PC lab account!
More information can be found (here) and or will be given in the last two sessions.
Assignment 5 help (sas)
Additional Exercises (pdf), data:
Resulting dataset from Task A 3 (sas7bdat)
Resulting dataset from task B 3 for the whole period (sas7bdat)