課程資訊
課程名稱
財務計量
Financial Econometrics 
開課學期
107-1 
授課對象
管理學院  財務金融學系  
授課教師
王耀輝 
課號
Fin3026 
課程識別碼
703E33500 
班次
 
學分
3.0 
全/半年
半年 
必/選修
選修 
上課時間
星期二2,3,4(9:10~12:10) 
上課地點
管二302 
備註
本課程以英語授課。先修科目:統計一上、計量導論。
總人數上限:50人 
Ceiba 課程網頁
http://ceiba.ntu.edu.tw/1071Fin3026_ 
課程簡介影片
 
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課程概述

This course is to teach introductory econometrics to the 1st-year finance postgraduates.
The text that will be covered in this course is data- and problem-driven, giving students
the skills to estimate and interpret models, whilst having an intuitive grasp of the
underlying theoretical concepts. This course will cover important modern topics such as
time-series forecasting, volatility modeling, switching models and simulation methods. 

課程目標
After completing the course students should:
Understand the important methods and models for the analysis of financial data,
Be able to plan and execute a project in empirical finance, and
Have the fundamental knowledge to learn more advanced econometric methods. 
課程要求
 
預期每週課後學習時數
 
Office Hours
另約時間 
參考書目
Textbook:
Introductory Econometrics for Finance 3/e by Chris Brooks, 2014, Cambridge University
Press. ISBN: 1107034663. (新月)
Reference:
Principles of Econometrics 4/e by R. Carter Hill, William E. Griffiths, and Guay C. Lim,
2012, Wiley & Sons. ISBN: 9780470873724. (雙葉)
Software: EViews 
指定閱讀
 
評量方式
(僅供參考)
   
課程進度
週次
日期
單元主題
無資料