Armin Bänziger-Aiba

Work at ZHAW

Focus

Applied statistics, (financial market) econometrics, data analysis with R and Python

Teaching

• Statistics (BSc)
• Data analysis with Python (BSc)
• Applied statistics with R (MSc)
• Applied econometrics with R (MSc)
• Applied Data Science: Explorative data analysis with Python (MSc)

Education and Continuing education

Education

• MSc in Economics / Labour Economics
  London School of Economics and Political Science
  1996 - 1997
• BSc in Economics
  Ohio University
  1993 - 1996

Network

ORCID digital identifier

ORCID ID: 0000-0003-3752-2219

Awards

Publication Award 2019 (together with Thomas Gramespacher)
School of Management and Law (ZHAW)
12 / 2019

Projects

• Development of an analytics software for merchants / Team member / abgeschlossen

Publications

• Bänziger-Aiba, Armin; Pitthan, Alexander; Gramespacher, Thomas; Hüppin, Ursina,

  2023.

  New evidence on the information content of earnings announcements for the Swiss market.

  Journal of Risk and Financial Management.

  16(3).

  Available from: https://doi.org/10.3390/jrfm16030156

• Gramespacher, Thomas; Bänziger, Armin,

  2019.

  The bias in two-pass regression tests of asset-pricing models in presence of idiosyncratic errors with cross-sectional dependence.

  Review of Pacific Basin Financial Markets and Policies.

  22(2).

  Available from: https://doi.org/10.1142/S0219091519500127

• Bänziger-Aiba, Armin; Gramespacher, Thomas,

  2015.

  Estimating Beta pricing models with or without an Intercept : results from simulations.

  International Research Journal of Finance and Economics.

  2015(140), pp. 76-82.

• Bachmann, Oliver; Bänziger, Armin; Gramespacher, Thomas; Hilber, Norbert; Rentzmann, Simon,

  2014.

  Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl.

  2. korrigierte Auflage.

  Zürich:

  Compendio.

  ISBN 978-3-7155-9924-3.

• Gramespacher, Thomas; Bänziger-Aiba, Armin; Hilber, Norbert,

  2020.

  Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models

  .

  In:

  Lee, Cheng Few; Lee, John C, eds.,

  Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III.

  Singapore:

  World Scientific.

  pp. 3465-3489.

  Available from: https://doi.org/10.1142/11335

• Bänziger-Aiba, Armin; Rentzmann, Simon,

  2014.

  Diskrete Zufallsvariablen und Wahrscheinlichkeitsverteilungen

  .

  In:

  Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl.

  Zürich:

  Compendio.

  pp. 87-102.

• Bänziger-Aiba, Armin; Gramespacher, Thomas,

  2014.

  Statistische Kennzahlen

  .

  In:

  Bachmann, Oliver; Bänziger, Armin; Gramespacher, Thomas; Hilber, Norbert; Rentzmann, Simon, eds.,

  Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl.

  Zürich:

  Compendio.

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