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Course Detail

Degree
Master
Standard Academic Year
Course delivery methods
face-to-face
Subject
Business & administrative studies
Program
School
College of Management
Department
Campus
Classroom
Course Offering Year
Course Offering Month
September - November
Weekday and Period
Monday 789
Capacity
Credits
3
Language
English
Course Number
Fin8036

Econometrics (Ⅰ) National Taiwan University

Course Overview

This course is about the econometric analysis of financial time series. We will cover some popular and useful methods and their empirical applications. These methods include ARIMA processes, GARCH models, stochastic volatility models, and continuous-time models. If time is allowed, we will also look at copula methods and their applications in finance.

Learning Achievement

Competence

Course prerequisites

First priority: Master or PhD studnents in Finance

Grading Philosophy

Course schedule

Course type

Online Course Requirement

Instructor

CHUNG-MING KUAN

Other information

Site for Inquiry

Please inquire about the courses at the address below.