國立中山大學109學年度第2學期財務研究方法（一）課程大綱

國立中山大學 109學年度第2學期課程教學大綱

National Sun Yat-sen University 109Academic 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

佘博文

學分
Credit

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.Midterm Exam (or report)：50%
2.Final exam (or report)：50%

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.)】

This course is interdisciplinary and will cover the theories and practices of econometrics for finance. We will integrate the knowledge and practices including the models applying cross sectional, time series, and panel data. The Software of Econometric will be introduced as well. Students successfully completing this course will be familiar with the current practices of econometrics and have the capability to conduct empirical research.

課程目標 Objectives

This course will introduce the basic concepts of econometrics for finance. Students will learn to apply the methodology of econometrics to analysis the data they obtained. This course will enable students to analysis the data collected from real world, and made their forecast. Lastly, students will be trained to improve their logic to know if the estimation is reliable and suitable in real world.

授課方式 Teaching methods

Lecture
It is strongly suggested that students who take this course need to have basic knowledge of Statistics and Calculus.

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.Midterm Exam：50%
2.Final Exam：50%

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.	Auther	Title	Publisher	Year of publish	Publisher place	ISBN#
1	Lim, Hill, and Griffiths	Introduction to Econometrics	Wiley	2018		9781119923756
2	黃智聰梁儀盈	計量經濟學 principles of econonmetricss	雙葉	2019	Taiwan	9789866018312

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
Week	Date	Content and topic
1	2021/02/21~2021/02/27	Welcome and Introduction
2	2021/02/28~2021/03/06	An Introduction to Econometrics
3	2021/03/07~2021/03/13	NSYSU Sport Day
4	2021/03/14~2021/03/20	The Simple Linear Regression Model
5	2021/03/21~2021/03/27	Estimation and Hypothesis Testing
6	2021/03/28~2021/04/03	Prediction, Goodness-of-fit, and Modeling Issues
7	2021/04/04~2021/04/10	The Multiple Regression Model
8	2021/04/11~2021/04/17	Further Inference in the Multiple Regression Model
9	2021/04/18~2021/04/24	Midterm Exam
10	2021/04/25~2021/05/01	Using Indicator Variables
11	2021/05/02~2021/05/08	Heteroskedasticity
12	2021/05/09~2021/05/15	Time Series Data (stationary)
13	2021/05/16~2021/05/22	Endogenous Regressors and Moment Based Estimation
14	2021/05/23~2021/05/29	Simultaneous Equations Models
15	2021/05/30~2021/06/05	ARCH Models
16	2021/06/06~2021/06/12	Vector Autoregressive Models
17	2021/06/13~2021/06/19	Final Exam
18	2021/06/20~2021/06/26	Final settlement and grading review

課業討論時間 Office hours

時段1 Time period 1:
時間 Time：星期二14:00-16:00
地點 Office/Laboratory：館4075
時段2 Time period 2：
時間 Time：星期三10:00-12:00
地點 Office/Laboratory：館4075

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.
課外閱讀 Outside reading.
課外閱讀 Outside reading.

※系所學生專業能力 Basic disciplines and core capabilities of the department

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.

4.溝通之能力 4. Communication skill.

5.財務管理專業知識之能力 5. Expertise in Financial management.

※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 skills

2.探究與批判思考能力。 2. Inquisitive and critical thinking abilities

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. Creativity

7.全球視野。 7. Global perspective

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