Recent advances in econometric modeling have vastly improved our understanding of financial market dynamics. Our ability to adequately capture stylized facts in financial and economic data depends crucially on the development of good models and the estimation of their parameters. With this view, Indira Gandhi Institute of Development Research (IGIDR) is organizing the first workshop in Econometrics of Financial Markets and Banking: Theory and Practice commencing from January 3rd and ending on January 8th, 2005. This will provide a forum for the presentation and discussion of recent advances in financial econometrics and banking with a special reference to India. We will aim at bringing together delegates from the finance industry and specialists from academia directly interested in these topics. The following are the main topics:



                                Volatility Models



                                Spectral Analysis and Non-Linear Models



                                New Frontiers in Computational Finance



                                Data Envelopment, Stochastic Frontier and Performance of Banks



                                Risk Management



Travel support (2nd class fare) to attend the conference would be available (within India) to some participants (scholars) who can not get the institutional support. Those employed researchers/registered students may send their application through proper channel. Accommodation and local hospitality at IGIDR guesthouse will be provided subject to availability only to outstation participants.   Although the registration is free for the Research Scholars/Students, a nominal registration fee of Rs. 500 is going to be charged for the other participants.


Research scholars, faculty and people from industry who are interested in participating in this workshop may send their applications along with a brief resume to the below address by post, fax or by e-mail by December 15, 2004.  Detailed information is available from the IGIDR website (www.igidr/ac/in).






The Registrar


Gen. A.K.Vaidya Marg

Santosh Nagar, Goregaon (East)

Mumbai - 400 065


Fax : 022-2840 2752


Phone number: 022-28400919


Email : finworkshop@igidr.ac.in








Course Material