《金融计量学》课程简介模版英文版.docx
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1、Course IntroductionFinancial EconometricsCourse Code:Course Code:Course Name: Financial EconometricsPrerequisites : Statistics, Probability Theory and Mathematical Statistics, Econometrics, Microeconomics, Macroeconomics.Follow-up Courses: Financial Engineering, Fixed Income SecuritiesBilingual Teac
2、hing or Not:Credits: 3Lecture Hours: 48Total Credit Hours: 48Experiment Hours:Practice Hours:Programming Hours:School: 08 School of BusinessTarget Major: FinanceCourse DescriptionFinancial econometrics is an important course of finance, which lays the methodological foundation of quantitative analys
3、is and empirical research for the following professional courses and professional elective courses. The main contents can be divided into three parts: the first part is the basis of financial metrology, which mainly includes the univariate linear regression model, multivariate linear regression mode
4、l, regression model after relaxing the basic assumptions, virtual variable model, nonlinear model, etc.; the second part is the financial time series model, which mainly includes unit root test, autoregressive moving average (ARMA) model, Co The third part is the application of financial econometric
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