本課程主要是針對在財務上所使用的計量方法做一廣泛及理論上的介紹,提供學生了解計量模型在財務資料上的使用，希望學生在學習的過程中能培養對金融數據資料的了解能力。

This course mainly introduces the measurement methods used in finance, and provides students with understanding of the use of measurement models in financial data. We hope that students can cultivate their understanding of financial data during the learning process.

本課程主要是針對在財務上所使用的計量方法做一廣泛及理論上的介紹,首先先介紹迴歸分析，在授課過程會針對OLS及GLS估計作一廣泛性的介紹。其中也包括異質變異數、自我相關。而其使用則以財金議題及其運用。除此之外在財金議題上則會針對其波動度作一介紹。會先從ARIMA 模型開始，再更進一步討論ARCH、GARCH模型。在實際的應用上則會以CAPM、共同基金、事件研究、認購權證市場作一分析。提供學生了解計量模型在財務資料上的使用，希望學生在學習的過程中能培養對金融數據資料的了解能力。

This course mainly introduces a broad and theoretical introduction to the measurement methods used in finance. First, the reproduction analysis will be introduced. During the course, the OLS and GLS estimation will be introduced in a broad manner. This also includes the difference and self-relatedness. And its use is based on financial issues and its use. In addition, the volatility will be introduced in the financial discussion. We will start with the ARIMA model and then discuss the ARCH and GARCH models in a further way. In actual applications, a market analysis will be conducted using CAPM, mutual funds, event research, and purchase rights certification. Provide students with understanding the use of quantitative models in financial data, and hope that students can cultivate their understanding of financial data during the learning process.

鍾惠民　吳壽山　周賓凰　范懷文(2006), 財金計量, 出版社: 雙葉書廊
鍾惠民、周賓凰、孫而音(2011)，財務計量 Eviews 的運用, 新陸書局
Time Series applications to finance, Ngai Hang Chan (2002), Wiley

Long Huimin, Wu Lishan, Zhou Bihuang, Fan Wen (2006), Financial Measurement, Publishing House: Double Ye Library
Long Huimin, Zhou Fenghuang, Sun Eryin (2011), Financial Measurement Eviews, New China Book Bureau
Time Series applications to finance, Ngai Hang Chan (2002), Wiley