國立中山大學 110學年度第1學期 課程教學大綱

National Sun Yat-sen University 110Academic year1st Semester 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

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.Midterm Exam50%
2.Final Report50%

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.
第一周上課9/23-9/29將採 Google Meet 進行同步遠距課程,已選課學生請於以下連結進
入: https://meet.google.com/qic-qjyb-fsr
相關資料置於本校網路大學,請至本校圖資處首頁網路大學登入。輸入選課系
統帳密登入課程下戴教學簡報及參考資料檔案。




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 Exam50%
2.Final Report50%

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#
1Lim, Hill, and GriffithsIntroduction to EconometricsWiley20189781119923756
2黃智聰 梁儀盈計量經濟學 principles of econonmetricss雙葉2019Taiwan9789866018312

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
12021/09/19~2021/09/25An Introduction to Econometrics
22021/09/26~2021/10/02The Simple Linear Regression Model
32021/10/03~2021/10/09Estimation and Hypothesis Testing
42021/10/10~2021/10/16Prediction, Goodness-of-fit, and Modeling Issues
52021/10/17~2021/10/23The Multiple Regression Model
62021/10/24~2021/10/30Further Inference in the Multiple Regression Model
72021/10/31~2021/11/06Using Indicator Variables
82021/11/07~2021/11/13Heteroskedasticity
92021/11/14~2021/11/20Midterm Exam
102021/11/21~2021/11/27Time Series Data (non-stationary)
112021/11/28~2021/12/04Time Series Data (stationary)
122021/12/05~2021/12/11ARCH Models
132021/12/12~2021/12/18Vector Autoregressive Models
142021/12/19~2021/12/25Panel Model
152021/12/26~2022/01/01Panel Model
162022/01/02~2022/01/08Final Report
172022/01/09~2022/01/15Final Report
182022/01/16~2022/01/22Alternative Curriculum

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.
※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.VV V V     
2.國際觀之能力 2. Global perspective.VV V V     
3.解決財務問題之能力 3. Problem solving ability in Finance.VV V V     
4.溝通之能力 4. Communication skill.VV V V     
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 skillsVV V V     
2.探究與批判思考能力。 2. Inquisitive and critical thinking abilitiesVV V V     
3.終身學習能力。 3. Lifelong learningVV V V     
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:

        
SDG1-消除貧窮(No Poverty)
SDG2-消除飢餓 (Zero Hunger)
SDG3-良好健康與福祉(Good Health and Well-being)
SDG4-教育品質(Quality Education)
SDG5-性別平等(Gender Equality)
SDG6-乾淨水源與公共衛生(Clean Water and Sanitation)
SDG7-可負擔乾淨能源(Affordable and Clean Energy)
SDG8-優質工作與經濟成長(Decent Work and Economic Growth)
SDG9-工業、創新和基礎建設(Industry,Innovation and Infrastructure)
SDG10-減少不平等(Reduced Inequalities)
SDG11-永續城市(Sustainable Cities and Communities)
SDG12-責任消費與生產(Responsible Consumption and Production)
SDG13-氣候行動(Climate Action)
SDG14-海洋生態(Life Below Water)
SDG15-陸域生態(Life on Land)
SDG16-和平、正義和穩健的制度(Peace,Justice And Strong Institutions)
SDG17-促進目標實現的全球夥伴關係(Partnership for the Goals)
本課程和SDGS無關

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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