Forecasting Financial Time Series (GARCH Models)
On 01/11/2021, an Intuitive and informative workshop titled, “Forecasting Financial Time Series (GARCH Models)" was organized under the supervision of HOD Economics and Finance – Dr. Nazima Ellahi. The two hours event was held in IT Lab 1, FURC. In this Event, around 18 students and faculty members as well participated from the Department of Economics and Finance and Department of Business Administration.
The Event was initiated with the Name of ALLAH. It was followed by the Speaker of the event Dr. Naeem Ullah enlightening the audience on different aspects of the topic. The event was interactive and every participant of the event participated and took part in the discussion about how to perform forecasting of financial time series based on GARCH Models. It was further discussed the various ways to perform various sort of analysis in Eviews under the umbrella of GARCH family. After addressing the issue of hetroskedasticity, guest speaker highlighted the practical ways of how to remove various financial data based problems. If the problems related to financial data exist, then it’s very difficult to perform error free research.
At the end of the event, Dr. Qaisar Ali Malik – HOD Business Administration - was invited on stage to share her insights and present souvenir to the esteemed guest.