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Dr. R H Patil Memorial Lecture 2019

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EVENT NAME Dr. R H Patil Memorial Lecture 2019
DATE 26th November 2019
VENUE Taj Lands End, Mumbai
CHIEF GUEST Nobel Laureate in Economics Prof. Robert F Engle

 

As part of its Silver Jubilee celebrations, NSE is organising the ‘Dr R H Patil Memorial Lecture’ in the honour of its founder and Managing Director, Dr. R H Patil. Dr. Patil played a pivotal role in transforming India’s capital markets, thereby paving the way for both domestic and global investors to be part of the India growth story. This lecture will be an annual event going forward that will bring insights from quality domestic or international speakers of repute.
We are honoured and delighted to inform you that Prof. Robert F Engle, a Nobel Laureate in Economics will be the Keynote Speaker for this year’s lecture. Prof. Robert F. Engle, was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH). He developed this method for statistical modeling of time-varying volatility and demonstrated that these techniques accurately capture the properties of many time series.
Prof Engle is an expert in time series analysis with a long-standing interest in the analysis of financial markets. His ARCH model and its generalizations have become indispensable tools not only for researchers, but also for analysts of financial markets, who use them in asset pricing and in evaluating portfolio risk. His research has also produced such innovative statistical methods as cointegration, common features, autoregressive conditional duration (ACD), CAViaR and now dynamic conditional correlation (DCC) models.
Prof Engle is currently the Director of the NYU Stern Volatility Institute and is the Co-Founding President of the Society for Financial Econometrics (SoFiE), a global non-profit organization housed at NYU.

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Updated on: 14/01/2020
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