1674 - 財務計量方法 英授 Taught in English
Financial Quantitative Methods
教育目標 Course Target
本課程重點在提供財金計量的學習指引,透過理論的瞭解與實務上的操作,期使具備應有之專業能力。
This course focuses on providing financial measurement learning guidance, through theoretical understanding and practical operations, so as to achieve the professional abilities that should be established.
課程概述 Course Description
本課程講授常用的計量方法與概念,包括簡單迴歸分析,複迴歸分析,異質性ˋ序列相關、定性分析、模型設定、診斷性檢查、預測模型等作介紹,並強調上述工具在財務金融市場上的應用。
This course teaches commonly used measurement methods and concepts, including simple replication analysis, replication analysis, heterogeneous sequence correlation, qualitative analysis, model setting, diagnostic checking, prediction model, etc., and emphasizes the application of the above tools in the financial and financial market.
參考書目 Reference Books
主要教材:�
Principles of Econometric (4 rd. Edition);R. Carter Hill, William E. Griffiths, Guay C. Lim
參考用書:
� Econometric Models and Economic Forecasts (4 ed.);Robert S. Pindyck、Daniel L. Rubinfeld;McGRAW-Hill
� Applied Econometric Time Series;Walter Enders;Wiley
� Basic Econometrics (3 ed.);Damodar N. Gujarati;McGRAW-Hill
� Time Series Analysis;James D. Hamilton;Princeton
� 計量經濟學;Andrew C. Harvey著;厲無畏譯;五南圖書出版
Main textbooks:�
Principles of Econometric (4 rd. Edition); R. Carter Hill, William E. Griffiths, Guay C. Lim
Reference book:
� Economic Models and Economic Forecasts (4 ed.); Robert S. Pindyck, Daniel L. Rubinfeld; McGRAW-Hill
� Applied Econometric Time Series; Walter Enders; Wiley
� Basic Econometrics (3 ed.); Damodar N. Gujarati; McGRAW-Hill
� Time Series Analysis; James D. Hamilton; Princeton
� Economy; by Andrew C. Harvey; fearless translation; published by Wunan Book
評分方式 Grading
評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
---|---|---|
Assignments Assignments |
40 | |
Midterm Exam Midterm Exam |
30 | |
Final Exam Final Exam |
30 |
授課大綱 Course Plan
點擊下方連結查看詳細授課大綱
Click the link below to view the detailed course plan
相似課程 Related Courses
課程代碼 Course Code |
課程名稱 Course Name |
授課教師 Instructor |
時間地點 Time & Room |
學分 Credits |
操作 Actions |
---|---|---|---|---|---|
必修-1671
|
財金系3A 王凱立/葉宗穎 | 一/6,7,8[M233] | 0-3 | 詳細資訊 Details |
課程資訊 Course Information
基本資料 Basic Information
- 課程代碼 Course Code: 1674
- 學分 Credit: 0-3
-
上課時間 Course Time:Tuesday/7,8,9[M120]
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授課教師 Teacher:王凱立/葉宗穎
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修課班級 Class:財金系3B
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