1-1 金融计量经济学导论 讲授:陈磊 电话:84712508 E-mail: chenleiadufe. edu. cn
1-1 金融计量经济学导论 讲授：陈 磊 电话：84712508 E-mail: chenlei@dufe.edu.cn
1-2 学习要求与建议 ·作为理性人,应追求课堂收益最大化 课堂讲授+课下自学(最好课前预习) 阅读参考书 及时做习题 熟悉相关软件的使用
1-2 学习要求与建议 • 作为理性人，应追求课堂收益最大化 • 课堂讲授+课下自学（最好课前预习） • 阅读参考书 • 及时做习题 • 熟悉相关软件的使用
1-3 引言 金融学的快速发展使它已成为一门相对独立的学科。 金融学“是一门具有高度实证性的科学”,“金融理 论与实证分析之间关系的密切程度是其他社会学科无 法相比的。” ·金融经济学家进行推断的基本方法是金融计量经济学, 即以模型为基础的统计推断。 课程目标:了解和掌握广泛应用于金融领域的现代经济 计量技术 缺少金融计量经济学方面的适当教科书
1-3 引 言 • 金融学的快速发展使它已成为一门相对独立的学科。 • 金融学“是一门具有高度实证性的科学” ， “金融理 论与实证分析之间关系的密切程度是其他社会学科无 法相比的。” • 金融经济学家进行推断的基本方法是金融计量经济学， 即以模型为基础的统计推断。 • 课程目标:了解和掌握广泛应用于金融领域的现代经济 计量技术 • 缺少金融计量经济学方面的适当教科书
1-4 Introductory Econometrics Introducion rcanamntrics for finance for france Chris brooks
1-4 Introductory Econometrics for Finance Chris Brooks
1-5 作者简介 Chris was formerly Professor of Finance at the ISMA Centre, University of Reading, where he also obtained his PhD and Ba in economics and econometrics His areas of research interest include econometric modelling and forecasting, risk measurement, asset management, and property finance He has published over sixty articles in leading academic and practitionerjournals, including the Journal of Business, the Journal of Banking and Finance, Journal of Empirical Finance. oxford Bulletin and Economic journal Chris is Associate Editor of severaljournals, including the International Journal of Forecasting
1-5 作者简介 • Chris was formerly Professor of Finance at the ISMA Centre, University of Reading, where he also obtained his PhD and BA in Economics and Econometrics. • His areas of research interest include econometric modelling and forecasting, risk measurement, asset management, and property finance. • He has published over sixty articles in leading academic and practitioner journals, including the Journal of Business, the Journal of Banking and Finance, Journal of Empirical Finance, Oxford Bulletin and Economic Journal. • Chris is Associate Editor of several journals, including the International Journal of Forecasting