Statistics

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This page includes information on the subject Statistics.

Welcome to the subject of Statistics!

Statistics at Hanken is specialized in economic statistics and econometrics. Areas of activity and strength include financial, applied and micro econometrics.

Statistics (including mathematics) is a key supporting subject for all business and economics students as well as business and economics professionals. Statistics is offered as a minor at Hanken, as a study module in the MSc programme in Finance in Helsinki, as a specialization in the PhD programme in Finance in Helsinki. To learn more, click on one of the links on the right-hand side.

Some of the recent research activities pursued by the members of the subject

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Simulation of 2500 observations from a new type of GARCH model. From ongoing research by Timo Teräsvirta, Niklas Ahlgren and Alexander Back (PhD candidate in Finance with Specialization in Statistics).

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Histogram of trade durations for Apple on Nasdaq for 29.8.2016-29.8.2017. From ongoing research by Markus Belfrage (PhD candidate in Finance with Specialization in Statistics) and Gunnar Rosenqvist on Modelling Ultra-High Frequency Trade Durations with the ACD Model.

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Top left: time series X1, X2, X3 (solid, dashed, dotted,respectively). Top right: lower and upper boundaries of TPT-transformed time series with thickness 1 (solid, dashed, dotted). Bottom left: TPMA of time series for thickness 1 and time-averaged TPMA (thick dashed). Bottom right: new comovement measure MTTPMA of X1, X2, X3 for thickness 1,1,2 and time-averaged MTTPMA (thick dashed). From Agnieszka Jach's book chapter 'A general comovement measure for time series'.

Seminars and Workshops

We participate (as attendees and/or speakers) in:

The Graduate School of Finance Seminar

Time Series Econometrics Seminar at the Helsinki Center of Economic Research

Brown Bag with Finance and Accounting at Hanken