1507 - 財務計量方法
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，使具備相關研究應有之專業能力，包括統計檢定、聯立方程式、時間序列、縱橫面資料等，以提供學生撰寫論文時之必要計量經濟學分析工具。
This course focuses on providing learning guidelines for financial econometrics. Through theoretical understanding and practical operation, students will be equipped with the professional abilities required for related research, including statistical tests, simultaneous equations, time series, cross-sectional data, etc., and provide students with the necessary econometric analysis tools when writing papers.
課程概述 Course Description
本課程除了回顧常用的計量方法與概念(如簡單迴歸分析，複迴歸分析，定性分析、模型設定、診斷性檢查)外，並針對時間數列分析工具包括單根檢定、ARIMA、ARCH、共整合、因果關係、誤差修正、VAR、虛擬變數等作介紹，並強調上述工具在財務金融市場上的應用。
In addition to reviewing commonly used measurement methods and concepts (such as simple regression analysis, multiple regression analysis, qualitative analysis, model setting, diagnostic inspection), this course also introduces time series analysis tools including single root test, ARIMA, ARCH, co-integration, causality, error correction, VAR, dummy variables, etc., and emphasizes the application of the above tools in financial markets.
參考書目 Reference Books
Econometric Models and Economic Forecasts (4 ed.)；Robert S. Pindyck、Daniel L. Rubinfeld；McGRAW-Hill
Econometric Models and Economic Forecasts (4 ed.); Robert S. Pindyck, Daniel L. Rubinfeld; McGRAW-Hill
評分方式 Grading
| 評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
|---|---|---|
|
Midterm Exam Midterm Exam |
30 | |
|
Final Exam Final Exam |
30 | |
|
作業 Homework |
20 | |
|
平時出席 usually attend |
20 |
授課大綱 Course Plan
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相似課程 Related Courses
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課程資訊 Course Information
基本資料 Basic Information
- 課程代碼 Course Code: 1507
- 學分 Credit: 3-0
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上課時間 Course Time:Tuesday/6,7,8[M101]
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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3A
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選課備註 Memo:限三A
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