The Department of Management, Amrita Vishwa Vidyapeetham, Bangalore campus along with The Indian Econometric Society (TIES) is organising a 2 days workshop on Financial Econometrics using the strongly functional, open source statistical modelling and graphical analysis language “R” from May 27-28, 2017. The goal of the workshop is to introduce and impart an understanding of selected time series econometric tools that are widely used in the field of empirical financial economics and their estimation using R. Pedagogy shall include lectures and hands-on training on R platform. The workshop shall also provide opportunities for networking among researchers, academics, and industry executives working in finance and allied areas.

About Department of Management, Amrita Vishwa Vidyapeetham, Bengaluru

Department of Management at the Amrita Vishwa Vidyapeetham’s Bengaluru Campus is center for excellence in management education. The School offers two dual-degree management programs, a full-time M. B. A. - M. S. and a part-time Executive M. B. A. - M. S., offered in collaboration with the State University of New York, Buffalo, U. S. A. Over the years, the department has prioritized research, both by faculty as well as students, as one of its key objectives. This workshop is a part of this ongoing orientation towards creating a center of excellence in research and allied knowledge.

About The Indian Econometric Society (TIES)

The Indian Econometric Society (TIES) is one of the oldest and largest bodies of professional econometricians and quantitative economists with more than 2000 members from all over India and abroad. TIES regularly organizes training programmes, workshops and conferences to promote the development of econometric methodology and techniques.

About the Workshop

The goal of the workshop is to introduce and impart an understanding of selected time series econometric tools that are widely used in the field of empirical financial economics. The programme would also offer hands-on training using open source econometric software “R” to equip the participants with an understanding of how to use the software and interpret the results obtained from estimation in R. Pedagogy shall include lectures and hands-on training on the software. The workshop shall also provide opportunities for networking among researchers, academics, and industry executives working in finance and allied areas.

Broad Theme

Overview of Financial Data, Regression applications with Financial data; Long run relationships in finance; Unit Roots; Cointegration Analysis; Models of Asset Volatility.

About the software

The workshop will utilize R for data analysis. R is a free open-source statistical modeling and graphical analysis language built upon the S language developed at Bell Labs. It can be downloaded from www.r-project.org. Participants are required to bring their own laptops with the software installed in them.

WHO SHOULD ATTEND

  • Researchers in Finance and Banking
  • Faculty in Colleges and Universities
  • Government and Non-Government Officials Banks and other Financial Institutions
  • Corporate and Consultancy Firms

Topics Covered

  • Overview of Financial Data
  • Regression applications with Financial data
  • Long run relationships in finance 
  • Unit Roots
  • Cointegration Analysis
  • Models of Asset Volatility
     

Day 1: Saturday, May 27, 2017

9 am – 9: 30 am

Registration and Tea

9: 30 am – 10: 15 am

 Welcome Address

10: 30 am –11.30 am

 Brief Overview of Econometric Analysis of Financial Data

11:30 am – 11:45 am

 Tea Break

11.45-1 pm

 Introducing Financial Data and R Package

Lunch Break (1 pm – 2 pm)

2 pm – 3.45 pm

 Regression Applications with Financial Data

Tea Break (3.45 pm -4 pm)

4 pm – 5.30 pm

 Hands on experience of dealing with Financial data and Regression Analysis in R

Day 2:  Sunday, May 28, 2017

9 am – 11 am

Long Run Relationships in Finance

Tea Break (11 am-11.15 am)

11.15 am – 1 pm

 Hands on Experience on dealing with Long Run Relationships in R

Lunch Break (1 pm – 2 pm)

2 pm – 3.45 pm

 Asset Volatility

Tea Break (3.45pm-4 pm)

4 pm – 5.30 pm

  Hands on experience of modelling volatility in R

5.30 pm – 6.15 pm

 Tea, Valediction and Feedback

Important dates

  • Last Date for Registration: May 15, 2017
  • Workshop Dates: May 27-28, 2017

Interested participants should register by sending the filled - registration form along with the prescribed registration fee Rs.5,000 (Five Thousand) (Inclusive of Taxes) in the form of demand draft drawn in favor of “Amrita Centre for Research and Development” payable at Kollam. The registration fee covers tea, lunch and teaching material.

Guidelines for Participation

  • The number of participants is restricted to 30.
  • Other Requirements: Participants are requested to bring their individual laptops for hands-on training sessions.
  • Course Prerequisites: A basic knowledge of Statistics and Econometrics.

Partners

 

Contact

Priyanshi Gupta
Workshop Coordinator,
Department of Management, Amrita Vishwa Vidyapeetham,
Bengaluru Campus, Kasavanahalli,
Carmelaram P.O. Bengaluru - 560 035 Karnataka, India.
Email : g.priyanshi16@gmail.com

ONLINE REGISTRATION FORM

Online Registration Form: Financial Econometrics Workshop 2017

Event Details
Date: 
2017-05-27 09:00 to 2017-05-28 16:00
ORGANIZED BY:
School: 
School of Business
Campus: 
Bengaluru
207
PROGRAMS
OFFERED
6
AMRITA
CAMPUSES
15
CONSTITUENT
SCHOOLS
A
GRADE BY
NAAC, MHRD
8th
RANK(INDIA):
NIRF 2018
150+
INTERNATIONAL
PARTNERS