As the American real estate loans were traded throughout the world, many banks recorded high losses when the real estate bubble burst. Whereas the German economy emerged relatively well from the financial crisis, many nations are still suffering from its consequences today. The Chair of Quantitative Methods, specializing in Econometrics, researches into methods that can be used to provide a reliable assessment of a borrower's credit risk.

A time-series analysis generally assumes that the time lag between two consecutive observations is equally long; these are referred to as equidistant observations (data). In the case of equidistant data, standard time-series analysis methods can be used to analyze data. If the (high-frequency) intraday rates of shares are analyzed rather than their closing rates, they are generally no longer equidistant, which means that the standard methods of time-series analysis can no longer be used. Research therefore focuses on methods and models that explicitly take the non-equidistant and high-frequency data structure into account.

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