重要事項 Import Notes

重要事項 Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
Registered students MUST see the Import Notes

2013-10-02

國際金融學習記事--趙家慧

2013-09-30
  • 課程說明與上課注意事項
  • 相關國際金融匯率之符號定義及介紹
  • 國際金融研究重點與思考架構
2013-10-07
  • gretl軟體介紹及主視窗說明
  • gretl 軟體使用資料附檔說明及示範資料
  • 認識簡單線性迴歸及 gretl 中迴歸程式的使用
  • 理論與實證的概念
2013-10-14
  • 利率平價--UIP理論模型
  • 因有預期的效果，所以會產生套利的行為
  • UIP理論模型實証，從傳統OLS推導理論模型的變型
2013-10-21
  • LOP單一價格法則與 PPP購買力平價
  • LOP: Pi=Pj，PPP: P=SP*
  • 白噪音
2013-10-28
  • 課本時間序列分析
  • 自我迴歸模型 AR(1)   函數 yt=f(yt-1)  線性式 yt=a1yt-1
  • 蛛網理論pt=a0+a1pt-1   ，     AR(1)模型具收歛值
  • AR測變數的自我相關，MA測殘差的自我相關
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PO 文注意事項 (Notes about your posts required for this course)

每位同學必需建立與維護 2 個網頁: (updated on 2010.9.19)
Every registered student MUST post and maintain TWO pages at this site.

1. 你的期末報告想要仿照的原始 paper 重點摘要頁, 見 [範例]
A summary of the paper you choose to follow in your term-project. (see a suggestive [summary example ]).

2. 你的學習紀錄頁, 見 [範例]
A "learning weblog" of your progress during this course (see [example]). This example is demonstrative rather than required to conform to.

3. 記得每一頁要在頁尾處輸入你的「標籤」, 包含學號後5碼, 名字或暱稱, 和 其它你自訂的關鍵字, 例 ADF、共整合、PPP、等
When you edit your pages, be sure to write appropriate "Tags" (as many as you wish) (around the bottom of editing screen) for your posted pages to let me identify your required contributions. The tags should at least include your last 5-digit student ID and keywords about the page.

4. 請同學在你所選的 paper 加上標籤:「已選」
If you have already decided a paper to follow and post a page for it. Please be sure to attach that page a specific tag named "selected or 已選." It is of course possible that two or more students may choose the same paper to follow as their term-project. BUT only one of them can be authorized to follow the specific paper. The decision will be based on a first-come-first-serve rule. That is, the one who posts the summary page of a paper gets the first priority to follow that paper posted with a tag named"selected" paper .

5. 在你的 學習紀錄頁加上標籤:「學習記事」
Don't forget to stick a tag "weblog" with your "learning weblog" page in addition to your last 5-digit student ID.


== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
在你的 學習紀錄頁加上標籤:「學習記事」