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。本課程著重於財務金融資料的統計特性與相關的計量分析方法探討。除了介紹基礎的統計理論與假設檢定分析外，主要圍繞在時間序列資料的分析方法，包括ARIMA、Unit root與ARCH/GARCH等模型，同時也會帶領同學們進行實務的案例分析與計量程式操作，協助同學進行資料估計、預測與檢定，養成專業計量分析的能力並協助進行財務相關決策。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. This course focuses on the exploration of the statistical characteristics of financial and financial data and related quantitative analysis methods. In addition to introducing basic theoretical and hypothesis confirmation analysis, it mainly focuses on the analysis methods of time sequence data, including ARIMA, Unit root, ARCH/GARCH and other models. At the same time, it will also lead students to conduct practical case analysis and measurement program operations, assist students in data estimation, prediction and confirmation, and develop professional quantitative analysis capabilities and help financial-related decisions.
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.
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 Business achievements |
20 | |
| 期中考期中考 Midterm exam |
25 | |
| 期末考期末考 Final exam |
35 |
