1930 - 財務計量經濟學 英授 Taught in English
Financial Econometrics
教育目標 Course Target
本課程目標旨在讓同學瞭解與培養相關能力，包括
1.基本統計分析與檢定應用於財務金融領域。
2.金融工具相關實證分析案例。
3.計量分析軟體操作。
4.專業計量分析能力。
The purpose of this course is to enable students to understand and develop related abilities, including
1. Basic statistical analysis and confirmation are applied to the financial and financial field.
2. Case analysis of financial instruments related to actual evidence.
3. Measurement analysis software operation.
4. Professional quantitative analysis ability.
課程概述 Course Description
現在金融投資工具日趨多元化，而金融資料的統計特性明顯與傳統總體經濟資料有所不同。因此，本課程主要著重於實務上分析財務金融相關工具所需具備的計量知識，因此，除了介紹時間序列的基本統計觀念外，也會帶領同學進行實際操作與應用，修習此課程的學生將可具備計量分析的專業能力。
Nowadays, financial investment tools are diversified, and the statistical characteristics of financial data are clearly different from traditional general economic data. Therefore, this course mainly focuses on the practical analysis of the quantitative knowledge required for financial-related tools. Therefore, in addition to introducing the basic concepts of time sequences, students will also be led to actual operations and applications. Students who study this course will have the professional ability to prepare quantitative analysis.
參考書目 Reference Books
Brooks, C., (2014). Introductory Econometrics for Finance, 3/E. Cambridge University Press. (東華書局)。
Brooks, C., (2014). Introductory Econometrics for Finance, 3/E. Cambridge University Press.
評分方式 Grading
| 評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
|---|---|---|
|
出席情況 Attendance |
20 | |
|
作業成績 Business achievements |
20 | |
|
期中考 Midterm exam |
25 | |
|
期末考 Final exam |
35 |
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
無相似課程 No related courses found
課程資訊 Course Information
基本資料 Basic Information
- 課程代碼 Course Code: 1930
- 學分 Credit: 0-3
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上課時間 Course Time:Monday/3,4,Thursday/3[SS210]
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授課教師 Teacher:王翊全
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修課班級 Class:經濟系3,4
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選課備註 Memo:一般組及產經組指定選修學分，不辦理老師簽名選課
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