Computer-Based statistical analysis of financial data

Lecturer	Prof. Dr. J. Grammig Dipl.-Volkswirtin K.Kehrle Dipl.-Volkswirtin F.Peter

Level	4 or higher

Profiles	SQ 452

Prerequisites	necessary: undergraduate Statistics favorable: Introductory Econometrics and courses in Finance

Language	English

Time and Place	see below

Exam	written/PC-Lab

Credit Points	4 ECTS 2LP

Content	The course should make students familiar with the SAS macro language, SQL and selected SAS procedures by using the SAS software in practical applications for econometric and statistical analysis. The main focus is the analysis of financial market data

Literature	Boehmer et al.(2002): Using SAS in Financial Research Delwiche/Slaughter(2003): The Little SAS Book Lafler(2004): PROC SQL Beyond the Basics Using SAS

Information

There is no prior assignment to a group. Please simply show up the one of the two courses you would like to attend!

The dates for the course have changed: There will be a session on the 22.4.08!!!

The course will be blocked. The dates are :

Tue 15.04., Tue 22.04., Tue 29.04, Mon 05.05., Tue 27.05., Tue 3.06.

There will be two courses covering exactly the same material. One from 9 am (s.t) to 12 am and the other one from 14 (s.t) pm to 17 pm at each of the dates given above.

Downloads

Session 1 15.04.08	Introduction Slides : pdf Data Sets used in the Introduction: <link fileadmin uni_tuebingen fakultaeten wiso wiwi uploads lehrstuehle prof._grammig lehress08 sas edata.dat download>edata.dat, aby.sas7bdat, abx.sas7bdat The program used in the Introduction can be found here: intro_session.sas
21.04.08	Assignment sheet 1: (pdf ) Assignment sheet 2 and data: (pdf ) (xls ) help for assignment 1 and 2: (sas)
23.04.08	additional help for assignment 1 and 2: (sas)
28.04.08	Assignment Sheets for the 3rd session pdf1 and pdf2
02.05.08	Fourth assignment sheet pdf
26.05.08	Fifth assignment sheet pdf Datasets (sie) (tui) (rwe)
28.05.08	There will be two appointments for the SAS exam on the 17.7.2008 from 6:00pm-7:00pm and 7:00pm-8:00pm. You have to register for the exam in the PC Lab session June 3rd. After this date you can register by an email to kerstin.kehrlespam prevention@uni-tuebingen.de Rules for the exam (pdf)
02.06.08	Sixth assignment sheet pdf Datasets (mkt) (pin ) (buysell)
16.07.08	Important information concerning the exam: It is an open book exam. You are allowed to use: dictionaries (books), books, your own SAS program files (electronically or/and printed), the assignment sheets (printed), your own documentations (printed). Programs that you are allowed to use during the exam. SAS and SAS online documentation.