Financial Econometrics Chapter 1.Introduction to Financial Econometrics Jin Ling School of Finance,Zhongnan University of Economics and Law
Financial Econometrics Chapter 1. Introduction to Financial Econometrics Jin Ling School of Finance, Zhongnan University of Economics and Law 1
Introdution Name:Jin Ling(金凌) Email:lingjin@zuel.edu.cn Research Field:Financial development;Financial innovation;Financial markets https://jrxy.zuel.edu.cn/2023/0223/c4521a325265/page.htm 2
Name: Jin Ling (金 凌） Email: lingjin@zuel.edu.cn Research Field: Financial development; Financial innovation; Financial markets https://jrxy.zuel.edu.cn/2023/0223/c4521a325265/page.htm 2 Introdution
Grading ·Participation10% ·Presentation30% ·Team Work(3 or less) Choose a paper and make presentation to analyze the paper(Specially the empirical design). Tell what the problem is and how the paper use econometric techniques to solve the problem. Term Paper 60%(at least 5000 words) Any topics that you are interested in.Tell why you choose the topic ·Collect data ·Empirical design ·Present the results ·Conclusion. 3
• Participation 10% • Presentation 30% • Team Work (3 or less). • Choose a paper and make presentation to analyze the paper (Specially the empirical design). • Tell what the problem is and how the paper use econometric techniques to solve the problem. • Term Paper 60% (at least 5000 words) • Any topics that you are interested in. Tell why you choose the topic. • Collect data. • Empirical design. • Present the results. • Conclusion. 3 Grading
Presentation 。The range of journa: ·Domestic journal:经济研究、管理世界、经济学（季T刊）、世界经济、管理科学学报、中 国工业经济、金融研究 Foreign journal:Journal of Finance,Journal of Financial Economics,Review of Financial Studies, Journal of Financial and Quantitative Analysis,Review of Finance,Journal of Corporate Finance, Journal of Financial Markets,Journal of Financial Intermediation,Journal of Banking and Finance. ·Requirement: 15-20 minutes.One team member makes the presentation and clarifies each's contribution. Tell what the problem is(5 points,20%in the score of term paper). Financial theory (10 points,20%in the score of term paper). How the paper use econometric techniques to explore the variable relation and verify theory(10 points,30%in the score of term paper). The results and applications(5 points,30%in the score of term paper)
• The range of journal: • Domestic journal: 经济研究、管理世界、经济学（季刊）、世界经济、管理科学学报、中 国工业经济、金融研究. • Foreign journal: Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Review of Finance, Journal of Corporate Finance, Journal of Financial Markets, Journal of Financial Intermediation, Journal of Banking and Finance. • Requirement: • 15-20 minutes. One team member makes the presentation and clarifies each’s contribution. • Tell what the problem is (5 points, 20% in the score of term paper). • Financial theory (10 points, 20% in the score of term paper). • How the paper use econometric techniques to explore the variable relation and verify theory (10 points, 30% in the score of term paper). • The results and applications (5 points, 30% in the score of term paper). 4 Presentation
Textbooks 格请学，自理学领研见线五学用型 高级计量经济学 及Stata应用（第=s) 基本有用的 计量经济学 Mostly Useful Science of Econometrics 赵西亮。 香大达 4T值在kn 5
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