105.673 AKOEK/AKFVM Selected topics in econometrics, finance and insurance
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2022W, SE, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: SE Seminar
  • Format: Presence

Learning outcomes

After successful completion of the course, students are able to work through a concrete scientific text in econometrics and/or financial and actuarial mathematics and to present the corresponding content in an understandle kind of manner.

Subject of course

The topic of this semester is not yet fixed.

Teaching methods

Presentations of the participants

Mode of examination

Immanent

Additional information

First meeting on Wednesday, October 12, 2022 at 1pm in seminar room FH DB gelb 04.

The course is planned entirely in presence. Changes are possible due to the current COVID situation.

Presentations (see also "show single appointments"):

09.11. CLAUDIA KEBSAK
Masako Ikefuji, Roger J.A. Laeven, Jan R. Magnus, Chris Muris
Expected utility and catastrophic risk in a stochastic economy–climate model

07.12. LUKAS WAGNER
Matthew T. Holt, Timo Teräsvirta
Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis

14.12. MANUEL SCHRANZHOFER
María Dolores Gadea Rivas, Jesús Gonzalo
Trends in distributional characteristics: Existence of global warming

11.01. STEFAN TAUSS
Andrew Harvey, Ryoko Ito
Modeling time series when some observations are zero

18.01. FELIX SADOWSKI
Yoosoon Chang, Robert K. Kaufmann, Chang Sik Kim, J. Isaac Miller, Joon Y. Park, Sungkeun Park
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate

Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Wed13:00 - 14:0012.10.2022Sem.R. DB gelb 04 preliminary meeting
Wed13:00 - 14:0019.10.2022Sem.R. DB gelb 04 Themenvergabe und Terminbesprechung
Wed13:00 - 15:0009.11.2022 - 25.01.2023Sem.R. DA grün 06B Vorträge
AKOEK/AKFVM Selected topics in econometrics, finance and insurance - Single appointments
DayDateTimeLocationDescription
Wed12.10.202213:00 - 14:00Sem.R. DB gelb 04 preliminary meeting
Wed19.10.202213:00 - 14:00Sem.R. DB gelb 04 Themenvergabe und Terminbesprechung
Wed09.11.202213:00 - 15:00Sem.R. DA grün 06B KEBSAK: Expected utility and catastrophic risk in a stochastic economy–climate model
Wed23.11.202213:00 - 15:00Sem.R. DA grün 06B Ersatztermin
Wed30.11.202213:00 - 15:00Sem.R. DA grün 06B Ersatztermin
Wed07.12.202213:00 - 15:00Sem.R. DA grün 06B WAGNER: Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis
Wed14.12.202213:00 - 15:00Sem.R. DA grün 06B SCHRANZHOFER: Trends in distributional characteristics: Existence of global warming
Wed11.01.202313:00 - 15:00Sem.R. DA grün 06B TAUSS: Modeling time series when some observations are zero
Wed18.01.202313:00 - 15:00Sem.R. DA grün 06B SADOWSKI: Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
Wed25.01.202313:00 - 15:00Sem.R. DA grün 06B Ersatztermin

Examination modalities

Presentation and summary

Course registration

Begin End Deregistration end
10.10.2022 00:00 14.10.2022 12:00 18.11.2022 12:00

Registration modalities

Registration at the preliminary meeting.

Curricula

Study CodeObligationSemesterPrecon.Info
860 GW Optional Courses - Technical Mathematics Not specified
860 GW Optional Courses - Technical Mathematics Not specified

Literature

 



Miscellaneous

  • Attendance Required!

Language

if required in English