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-陳冠蓉

2013-09-23

  • 期初測驗
  • 課程大綱介紹
2013-09-30
  • 國際金融名詞解釋
  • 各種匯率
  • 國際金融研究重點
  • 國際金融之思考架構
2013-10-07
    
  • Gretl 軟體介紹
  • 迴歸模型檢定：BLUE、White檢定、ARCH LM
  • 利率平價：CIP、UIP
2013-10-14
  • UI(R)P代表式
  • UIP理論模型 
  • UIP實證模型 OLS  ( 其他 : 1.向量自我迴歸  2.非定態的共整合 )
  • UIP理論變形  ( 利率差模型 )
  • CI(R)P代表式
2013-10-21

  • LOP理論
  • PPP理論
  • UIP與費雪方程式實證
  • UIP . PPP與費雪方程式實證

         國際新聞
2013-10-28
  • AR模型 ( 遞迴推算 等比級數公式推導 )
  • ARMA模型
  • 定態與非定態的判斷
  • ARMA (p , q) 落後期判斷
2013-11-04
  • 期中報告 - 同學錄影影片
2013-11-11
  • 期中報告 - 同學錄影影片
2013-11-25
  • 期中報告 - 同學錄影影片
2013-12-09
  • 落遲運算元
  • 非定態時間序列模型  RW (不含截距項  含截距項  含隨機干擾項)
  • 單根 - 特性根與單位圓
2013-12-16
  • 單根檢定(Gretl操作ADF PP KPSS)
  • Enders建議的單根檢定程序
2013-12-23
     
2013-12-30
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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」