Armin Bänziger-Aiba
Armin Bänziger-Aiba
ZHAW
School of Management and Law
Fachstelle für Financial Data Science und Ökonometrie
Gertrudstrasse 8
8400 Winterthur
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
Awards
Publication Award 2019 (together with Thomas Gramespacher)
School of Management and Law (ZHAW)
12 / 2019
Projects
Publications
Articles in scientific journal, peer-reviewed
- Bachmann, O., Bänziger-Aiba, A. and Gramespacher, T. (2024) 'Geschlechtsspezifische Unterschiede in der Gewinnverteilung bei "Wer wird Millionär?"', Wirtschaftswissenschaftliches Studium, 53(10), pp. 35–30. doi: 10.15358/0340-1650-2024-10-25.
- Bänziger-Aiba, A. et al. (2023) 'New evidence on the information content of earnings announcements for the Swiss market', Journal of Risk and Financial Management, 16(3). doi: 10.3390/jrfm16030156.
- Gramespacher, T. and Bänziger, A. (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). doi: 10.1142/S0219091519500127.
- Bänziger-Aiba, A. and Gramespacher, T. (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.
Books, peer-reviewed
Bachmann, O. et al. (2014) Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl. 2. korrigierte Auflage. Zürich: Compendio.
Book chapters, peer-reviewed
- Gramespacher, T., Bänziger, A. and Hilber, N. (2025) 'Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models', in Lee, C.-F., Lee, A. C., and Lee, J. C. (eds) Handbook of Financial Econometrics, Statistics, Technology, and Risk Management : Volume III. Singapore: World Scientific Publishing, pp. 3265–3289. doi: 10.1142/9789819809950_0098.
- Gramespacher, T., Bänziger-Aiba, A. and Hilber, N. (2020) 'Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models', in Lee, C. F. and Lee, J. C. (eds) Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III. Singapore: World Scientific Publishing, pp. 3465–3489. doi: 10.1142/9789811202391_0098.
- Bänziger-Aiba, A. and Rentzmann, S. (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, A. and Gramespacher, T. (2014) 'Statistische Kennzahlen', in Bachmann, O. et al. (eds) Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl. Zürich: Compendio.