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., & Gramespacher, T. (2024). Geschlechtsspezifische Unterschiede in der Gewinnverteilung bei „Wer wird Millionär?“. Wirtschaftswissenschaftliches Studium, 53(10), 35–30. https://doi.org/10.15358/0340-1650-2024-10-25
- Bänziger-Aiba, A., Pitthan, A., Gramespacher, T., & Hüppin, U. (2023). New evidence on the information content of earnings announcements for the Swiss market. Journal of Risk and Financial Management, 16(3). https://doi.org/10.3390/jrfm16030156
- Gramespacher, T., & 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). https://doi.org/10.1142/S0219091519500127
- Bänziger-Aiba, A., & Gramespacher, T. (2015). Estimating Beta pricing models with or without an Intercept : results from simulations. International Research Journal of Finance and Economics, 2015(140), 76–82.
Books, peer-reviewed
Bachmann, O., Bänziger, A., Gramespacher, T., Hilber, N., & Rentzmann, S. (2014). Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl (2. korrigierte Auflage). Compendio.
Book chapters, peer-reviewed
- Gramespacher, T., Bänziger, A., & Hilber, N. (2025). Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models. In C.-F. Lee, A. C. Lee, & J. C. Lee (Eds.), Handbook of Financial Econometrics, Statistics, Technology, and Risk Management : Volume III (pp. 3265–3289). World Scientific Publishing. https://doi.org/10.1142/9789819809950_0098
- Gramespacher, T., Bänziger-Aiba, A., & Hilber, N. (2020). Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models. In C. F. Lee & J. C. Lee (Eds.), Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III (pp. 3465–3489). World Scientific Publishing. https://doi.org/10.1142/9789811202391_0098
- Bänziger-Aiba, A., & Gramespacher, T. (2014). Statistische Kennzahlen. In O. Bachmann, A. Bänziger, T. Gramespacher, N. Hilber, & S. Rentzmann (eds.), Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl. Compendio.
- Bänziger-Aiba, A., & Rentzmann, S. (2014). Diskrete Zufallsvariablen und Wahrscheinlichkeitsverteilungen. In Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl (pp. 87–102). Compendio.