國立中山大學 108學年度第2學期 課程教學大綱

National Sun Yat-sen University 108Academic year Course syllabus

中文名稱
Course name(Chinese)

財務研究方法(一)

課號
Course Code

FM521

英文名稱
Course name(English)

METHODOLOGY FOR FINANCE (I)

課程類別
Type of the course

講授類

必選修
Required/Selected

選修

系所
Dept./faculty

財務管理學系碩士班

授課教師
Instructor

王昭文    

學分
Credit

3

因應嚴重特殊傳染性肺炎(武漢肺炎),倘若後續需實施遠距授課,授課方式調整如下:Since COVID-19, if distance learning is necessary, the teaching methods would adjust as follows:

         同步遠距【透過網路直播技術,同時進行線上教學,得採Microsoft Teams、Adobe connect等軟體進行】
同步遠距含錄影【透過網路直播技術,同時進行線上教學並同時錄影,課程內容可擇日再重播,得採Microsoft Teams、Adobe connect等軟體進行】
非同步遠距【課堂錄影或錄製數位教材放置網路供學生可非同時進行線上學習,得採EverCam、PPT簡報錄影、錄音方式進行】
實作類課程,經評估無法採遠距課程教學,後續復課後密集補課

★遠距教學軟體操作說明連結

因應嚴重特殊傳染性肺炎(武漢肺炎),倘若後續需實施遠距授課,評分方式調整如下:Since COVID-19, if distance learning is necessary, the evaluation would adjust as follows:

        
1.課堂參與及討論(無故缺席加重扣分)(Attendance , discussion)30%
2.作業,報告(assignments , reports)70%

課程大綱 Course syllabus

         本課程教學大綱已提供完整英文資訊(本選項僅供統計使用,未提供完整英文資訊者,得免勾記)【Provide information of course syllabus in English.(This is for statistical use only. For those who do not provide information of course syllabus in English, do not check this field.)】

Classical Linear Regression Model
Time Series Modeling and Forecasting
Multivariate Models of Time Series
Modeling Long-Run Relationships in Finance
Panel Data Model
Limited dependent variable models





課程目標 Objectives

         This course focuses on the financial applications of statistical techniques. Several topics will include basic data analysis, regression analysis, testing, and forecasting. Students will be provided with the opportunity to use actual data to test economic and financial theories.





授課方式 Teaching methods

        




評分方式﹝評分標準及比例﹞Evaluation (Criteria and ratio)等第制單科成績對照表 letter grading reference

        
1.課堂參與及討論(無故缺席加重扣分)(Attendance , discussion)30%
2.作業,報告(assignments , reports)70%

參考書/教科書/閱讀文獻 Reference book/ textbook/ documents
〔請遵守智慧財產權觀念,不可非法影印。教師所提供之教材供學生本人自修學習使用,不得散播及做為商業用途〕
No copies for intellectual property rights. Textbooks provided by the instructor used only for self-study, can not broadcast or commercial use

        
序號作者書名出版社出版年出版地ISBN#
No.AutherTitlePublisherYear of
publish
Publisher
place
ISBN#
1楊奕農時間序列分析:經濟與財務上之應用(三版)雙葉書廊20179789865668709
2Kleiber, Christian/ Zeileis, AchimApplied Econometrics with RSpringer2008
3Christoph Hanck, Martin Arnold, Alexander Gerber and Martin SchmelzerIntroduction to Econometrics with RCreatespace Independent Publishing Platform2016

每週課程內容及預計進度 Weekly scheduled progress

        
週次日期授課內容及主題
WeekDateContent and topic
12020/02/27~2020/02/29Classical regression model
22020/03/01~2020/03/07Assumptions and model building
32020/03/08~2020/03/14Univariate time series, AR, MA, and ARMA applications in finance
42020/03/15~2020/03/21Multivariate models, VAR estimation, returns and macroeconomy
52020/03/22~2020/03/28Multivariate models, VAR estimation, returns and macroeconomy
62020/03/29~2020/04/04Long run modeling, integration and cointegration
72020/04/05~2020/04/11Long run modeling, integration and cointegration
82020/04/12~2020/04/18Long run modeling, integration and cointegration
92020/04/19~2020/04/25Mid-Term Exam
102020/04/26~2020/05/02Modeling volatility ARCH/GARCH models
112020/05/03~2020/05/09Modeling volatility ARCH/GARCH models
122020/05/10~2020/05/16Modeling volatility ARCH/GARCH models
132020/05/17~2020/05/23Panel data models
142020/05/24~2020/05/30Panel data models
152020/05/31~2020/06/06Panel data models
162020/06/07~2020/06/13Limited dependent variable models
172020/06/14~2020/06/20Limited dependent variable models
182020/06/21~2020/06/24Fianl-Term Exam

課業討論時間 Office hours

         時段1 Time period 1:
時間 Time:星期二567
地點 Office/Laboratory:管CM 3051
時段2 Time period 2:
時間 Time:
地點 Office/Laboratory:

系所學生專業能力/全校學生基本素養與核心能力 basic disciplines and core capabilitics of the dcpartment and the university

        
系所學生專業能力/全校學生基本素養與核心能力
basic disciplines and core capabilities of the department and the university
課堂活動與評量方式
Class activities and evaluation
本課程欲培養之能力與素養 This course enables students to achieve.紙筆考試或測驗 Test.課堂討論︵含個案討論︶ Group discussion (case analysis).個人書面報告、作業、作品、實驗 Indivisual paper report/ assignment/ work or experiment.群組書面報告、作業、作品、實驗 Group paper report/ assignment/ work or experiment.個人口頭報告 Indivisual oral presentation.群組口頭報告 Group oral presentation.課程規劃之校外參訪及實習 Off-campus visit and intership.證照/檢定 License.參與課程規劃之校內外活動及競賽 Participate in off-campus/ on-campus activities and competitions.課外閱讀 Outside reading.
※系所學生專業能力 Basic disciplines and core capabilities of the department
1.財務倫理之能力與社會責任實踐 1. Financial ethics ability.V          
2.國際觀之能力 2. Global perspective.           
3.解決財務問題之能力 3. Problem solving ability in Finance.V          
4.溝通之能力 4. Communication skill.V          
5.財務管理專業知識之能力 5. Expertise in Financial management.V          
※全校學生基本素養與核心能力 Basic disciplines and core capabilities of the university
1.表達與溝通能力。 1. Articulation and communication skillsV          
2.探究與批判思考能力。 2. Inquisitive and critical thinking abilitiesV          
3.終身學習能力。 3. Lifelong learning           
4.倫理與社會責任。 4. Ethnics and social responsibility           
5.美感品味。 5. Aesthetic appreciation           
6.創造力。 6. CreativityV          
7.全球視野。 7. Global perspectiveV          
8.合作與領導能力。 8. Team work and leadership           
9.山海胸襟與自然情懷。 9. Broad-mindedness and the embrace of nature            

本課程與SDGs相關項目:The course relates to SDGs items:

         尚未建立SDGS資料

本課程校外實習資訊: This course is relevant to internship:

         本課程無註記包含校外實習

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