《金融计量学3》课程教学大纲.docxVIP

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《金融计量学3》课程教学大纲 1. Course Information Course Name: Financial Econometrics Course Code: FEG403 Course Credit: 4 Weekly Teaching Hour: 3.0-0.0 Total Teaching Hour:: 51 2. Instructor, lecture room, and etc. (4)Lecture Time:every Thursday 1:00-3:35 pm (5)Principles: 1. The students should not absent from the lectures without exceptional cases. 2. Each assignment should be submitted timely before the deadline. 3. Reading Materials (1)Text Books: 1. An Introduction to Analysis of Financial Data with R, Ruey S. Tsay, Wiley, 2012. (RT2012) 2. 金融数据分析导论:基于R语言, 蔡瑞胸(作者),李洪成,

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