Welcome!

The Society for Financial Econometrics (SoFiE) is a global network of academics and practitioners dedicated to sharing research and ideas in the fast-growing field of financial econometrics. It is an independent non-profit membership organization, currently housed at New York University. SoFiE is committed to promoting and expanding research and education by organizing and sponsoring conferences, programs and activities at the intersection of finance and econometrics, including links to macroeconomic fundamentals.

Join the SoFiE Facebook group at: http://www.facebook.com/groups/sofienyu/

For Kevin Sheppard's blog, click here!


Cover of the Journal of Financial Econometrics

Journal of Financial Econometrics (JFEC)

JFEC is SoFiE's official journal. It showcases the latest financial econometric research from all corners of the globe.


Next Event:

"Skewness, Heavy Tails, Market Crashes, and Dynamics"

Sponsored by: The Institute for New Economic Thinking (INET) and The Society for Financial Econometrics (SoFiE)
Hosted by: The Institute for New Economic Thinking (INET)and the Faculty of Economics at the University of Cambridge
Date: April 28-29, 2014
Conference Location: University of Cambridge
Call for Papers: Click here

Syndicate content