CMS Business School, JAIN (Deemed-to-be University) is pleased to announce a Five Days’ Professional Development Programme (PDP) on “Volatility Modelling & Market Connectedness using R”. The programme is designed to provide participants with practical and applied skills in financial econometrics and data analytics using R programming.

The sessions will focus on key concepts and hands-on applications in financial time series analysis and market interdependence, enabling participants to strengthen their research and analytical capabilities.

Programme Highlights:

• ARCH/GARCH & DCC-GARCH models
• Financial time series analysis
• Market spillovers & Diebold–Yilmaz Connectedness framework
• Data handling, visualisation, and modelling using R

The programme is ideal for academicians, research scholars, students, and industry professionals with an interest in financial markets, econometrics, and data-driven research.

Resource Persons:

• Dr Miklesh Prasad Yadav
• Dr Chaya Bagrecha
• Dr Gnanendra M

Certification:
E-certificates will be provided to all participants upon successful completion of the programme.

Registration:
Interested participants are requested to register using the following link:
https://docs.google.com/forms/d/1beCbhObBD2elvOoQ9jbzPTIn93QM4rXyhkTvalvkZLU/edit

We look forward to engaging discussions and an enriching learning experience.