OVERVIEW
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:
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Volatility Models
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Spectral Analysis and Non-Linear
Models
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New Frontiers in
Computational Finance
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Data Envelopment,
Stochastic Frontier and Performance of Banks
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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
IGIDR
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
