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 goal of this course is to enable students to understand and develop relevant abilities, including
1. Basic statistical analysis and testing are applied in the financial field.
2. Empirical analysis cases related to financial instruments.
3. Measurement analysis software operation.
4. Professional quantitative analysis capabilities.
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 becoming increasingly diversified, and the statistical characteristics of financial data are obviously different from traditional general economic data. Therefore, this course mainly focuses on the quantitative knowledge required for practical analysis of financial and financial related tools. Therefore, in addition to introducing the basic statistical concepts of time series, students will also be led to carry out practical operations and applications. Students who take this course will be able to Possess professional capabilities in quantitative analysis.
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. (Donghua Book Company).
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 出席情況出席情況 Attendance |
20 | |
| 作業成績作業成績 Homework results |
20 | |
| 期中考期中考 midterm exam |
25 | |
| 期末考期末考 final exam |
35 |
