Academics
-
Schools
- School of Law
- School of Business Administration
- School of Accounting
- School of Finance
- School of Economics
- School of Public Finance and Taxation
- School of Humanities and Communication
- School of Information Science
- School of Public Administration
- School of Art and Design
- School of Foreign Studies
- School of Geography and Tourism
- School of Statistics and Mathematics
- School of Greater Bay Area Film and Television Industry
- International School
- International Business School
- Cultural Creativity and Tourism School
- School of Digital Economy
- Undergraduate Education
- Postgraduate Education
Financial Econometrics
Release Date: 2017-09-221. Basic Course Information
Course Code: 055103
Course Name: Financial Econometrics
Course Type: Specialty Course
Periods: 48
Credits: 3
Target Students: Undergraduates Majoring in Finance
Assessment: Examination
Preparatory Course: Probability Theory and Mathematical Statistics, Statistics, Monetary Banking
2. Course Introduction
Financial Econometrics, which is based on economic, statistical and mathematical statistics, is an important and independent discipline in economics. With effectiveness of applicability and operability, Financial Econometrics analyzes economic activities with quantitative methods and computer software. This course mainly introduces the econometric general concept and working procedure, the basic estimation methods, model checking and correction methods, typical econometric model issues, simultaneous equation models with the basic knowledge (such as model identification, estimation, and testing, etc), and application case of the econometric model.