Essential Econometrics for Research in Finance @ NISM

I had the pleasure to attend  EERF 2011 @ NISM, Mumbai.

1. The program is from  Apr 30 - May 10,2011
2. I have met many interesting people from academics including  Mr D N RAO ( who has published widely on Mutual Funds), Dr Pandikumar ( PSGIM) .
3. On Day 1, interesting class sessions & discussion on Financial Data by Dr Kiran Kumar ( earlier with ISB) though afternoon session is a bit lacking in Financial examples .
4. Road map of Econometric tools and Statistical Thinking by  Dr K K on Day 1.
5. Most of the examples relate to Financial Markets and Market Efficiency and Microstructure. I hope to get some inspiration for my PhD Thesis.