Monday, December 17, 2018 | |
9:00- 10:00 | Plenary Talk by Nalini Ravishanker, University of Connecticut, USA High-Frequency Financial Time Series Analysis |
10:00-10:15 | High Tea |
10:15- 10:50 | Invited Talk by N Balakrishna, Statistic, Cochin University of Science And Technology Applications of Birnbaum-Saunders Distribution in Modelling Stochastic Volatility |
10:55- 11:30 | Invited Talk by Ananya Lahiri, IIT Tirupati Asymptotic properties of the volatility estimator from high frequency data modeled by mixed fractional Brownian motion |
11:30- 13:00 | Contributed Session 1 Click Here for Detail |
13:00- 14:00 | Lunch |
14:00- 14:35 | Invited Talk by Sugata Sen Roy, Calcutta University Financial Inclusion Measurement : Searching for an Alternative Index |
14:40- 15:15 | Invited Talk by Anirban Chakraborti Mesoscopic Financial Network: Sectoral Co-movements and Core-periphery Structure |
15:15-15:30 | High Tea |
15:30-16:55 | Tuesday, December 18, 2018 |
9:00- 10:00 | Prof T. Krishnan Memorial Talk by Katherine Bennett Ensor, Rice University, USA Filtering and Estimation for a Class of Stochastic Volatility Models with Intractable Likelihoods |
10:00-10:15 | High Tea |
10:15- 10:50 | Invited Talk by Ravindra Khattree, Oakland University, USA A New Approach to the Estimation of Beta Risk and An Analysis of Stock Market Through Copula Transformation and Winsorization with S&P500 Index as Proxy |
10:55- 11:30 | Invited Talk by Sonali Das, CSIR, South Africa Investigating effect of global crisis index on historical comovement of stock returns in the G7 countries: An FDA approach |
11:30- 13:00 | Contributed Session 2 Click Here for Detail |
13:00- 14:00 | Lunch |
14:00- 14:35 | Invited Talk by T.V. Ramanathan, Savitribai Phule Pune University A new class of asymmetric volatility models |
14:40- 15:15 | Invited Talk by Rangan Gupta, University of Pretoria, South Africa Cricket and Stock Markets |
15:15-15:30 | High Tea |
15:30-16:15 | Contributed Session 3 Click Here for Detail |
16:20-17:50 | |
18:00-20:30 | Carnatic Music |
20:30-21:30 | Conference Dinner |
Wednesday, December 19, 2018 | |
9:00- 10:00 | Plenary Talk by Ajay Shah, National Institute of Public Finance and Policy, New Delhi The statistics of exchange rate regimes: Recent developments and possibilities for new research |
10:00-10:15 | High Tea |
10:15- 10:50 | Invited Talk by Debopam Bhattacharya, Cambridge University, UK The Empirical Content of Discrete Choice Models |
10:55- 11:30 | Invited Talk by Arnab Chakrabarti, Indian Statistical Institute, Chennai Copula estimation for bivariate nonsynchronous financial data |
11:35- 12:10 | Invited Talk by Vitthal Kulkarni, HDFC Bank, Mumbai Recent Development in Derivatives Valuations under various Regulatory Guidelines. |
12:15- 12:50 | Invited Talk by Susan Thomas, Indira Gandhi Institute of Development and Research, Mumbai Volatility forecasting for Distance-to-Default estimation |
12:50-13:00 | Vote of Thanks |
13:00- 14:00 | Lunch |
14:00-17:00 | Workshop on "Optimization in Finance" by Anindya Goswami |
Thursday, December 20, 2018 | |
9:00-17:00 | Workshop on "Optimization in Finance" by Anindya Goswami |
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