|
課程名稱 |
計量分析
Quantitative Analysis |
|
開課學期 |
103-1 |
|
授課對象 |
管理學院 財務金融學研究所 |
|
授課教師 |
王馨徽 |
|
課號 |
Fin7047 |
|
課程識別碼 |
723 M9000 |
|
班次 |
|
|
學分 |
3 |
|
全/半年 |
半年 |
|
必/選修 |
必修 |
|
上課時間 |
星期一3,4,@(10:20~) |
|
上課地點 |
管二102 |
|
備註 |
本課程中文授課,使用英文教科書。10:00-13:00上課。
限碩士班以上
總人數上限：80人 |
|
|
|
|
課程簡介影片 |
|
|
核心能力關聯 |
核心能力與課程規劃關聯圖 |
|
課程大綱
|
|
為確保您我的權利,請尊重智慧財產權及不得非法影印
|
|
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 |
Mid-term exam: 40%. Final exam: 50%. Participation: 10% |
|
預期每週課後學習時數 |
|
|
Office Hours |
|
|
指定閱讀 |
|
|
參考書目 |
Principles of Econometrics 4/e by R. Carter Hill, William E. Griffiths, and Guay C. Lim, 2012, Wiley & Sons. ISBN: 9780470873724.
|
|
評量方式
(僅供參考) |
|
|