Workshop on Financial Econometrics Modeling on 25th – 27th August 2011

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The application of econometric techniques has become more and more standard practice in empirical works of finance and economics. This workshop aims at introducing and imparting a thorough understanding of advanced time series econometric tools that are widely used in the field of empirical financial economics research and practice. The workshop would also offer hands-on training using econometric software to equip the scholars with a clear understanding of how to interpret the results they obtain using such software.

This workshop will be beneficial to young researchers and teachers to gain exposure in applied financial econometrics, computer applications and empirical analysis. Besides, the workshop provides a platform for the academicians, research analysts and student community to learn the developments in theoretical tools and empirical methods with special focus on Bivariate and Multivariate models and Time-Varying Conditional Variance models in finance and economic research. The methodology of the workshop involves hands-on instruction on empirical applications using relevant software.

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