ࡱ> nrm[ RXbjbj;zΐΐ> 668T$"CCCCC !""""""$3'>"]"CCh]" CC! ! C;  !s"0" q'hxq' q' L!6 W,o"""q'6 E: ~Nmf[bJun ChenYYec[ch 0Financial economics 0^Seg Ne N0Wp z~c[a111g11ehTN 08:00-11:305309NeIntroduction and Organization of the Paper1. Definition of financial economics2. Examples of research topics in financial economics3. Introduction to models used by financial economicsؚt^~,gyuTRxvzuNeDifference equations1. Definition of difference equations2. Particular solutions to differnce equations3. Homeogeneous solutions to differnce equations4. Stability conditions5. Examples of stable seriesNeStationary time-series models1. Definition of stationary time-series model2. Properties of stationary time-series models211g12ehTN 18:00-21:305403NeStationary time-series models1. Indentification of optimal ARMA models2. Estimation of ARMA models3. Diagnostic checking of ARMA models4. Example of model selectionؚt^~,gyuTRxvzuNeQuiz-1NeModelling volatility1. Heteroscedasticity2. Defintion of ARCH Models311g13ehT N 08:00-11:305402NeModelling volatility1. Testing for "ARCH Effects"2. GARCH Models3. Estiamtion of ARCH/GARCH Models4. Introductions to other GARCH Modelsؚt^~,gyuTRxvzuNeModels with trends1. Dickey-Fuller Tests2. Procedure to Test for Unit Roots411g14ehTV 14:00-17:305421NeQuiz-2ؚt^~,gyuTRxvzuNeModels with trends1. Stationarity and Unit Root Testing2. Two types of Non-Stationarity3. Detrending4. Augmented Dickey-Fuller Tests 5. Stationarity TestsNeMultiequation time-series models1. 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Choosing the Optimal Lag Length for a VAR511g15ehTN 08:00-11:305401NeMultiequation time-series models1. Primitive vs. Standard Form VARs2. Block Significance and Causality Tests3. Impulse Responses4. Variance Decompsitionؚt^~,gyuTRxvzuNeCointegration and error-correction models1. Introduction to Cointegration2. Equilibrium Correction or Error Correcton Models3. Sepcifying an ECM611g16ehTmQ 08:00-11:305403NeQuiz-3ؚt^~,gyuTRxvzuNeCointegration and error-correction models1. Testing for Cointegration in Regression2. The Engle-Granger Approach3. The Johansen Test4. 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