Welcome to SoFiE!

The Society for Financial Econometrics (SoFiE) is a global network of academics and practitioners dedicated to the fast-growing field of financial econometrics. SoFiE is committed to promoting and expanding research and education by organizing annual conferences and sponsoring programs and activities in the intersection of finance and econometrics.

Cover of the Journal of Financial Econometrics

Journal of Financial Econometrics

SoFiE has partnered with the JFEC to showcase the latest financial econometric research from all corners of the globe.

Third Annual Conference

CALL FOR PAPERS!
SoFiE is proud to announce the third annual conference to be held at the University of Melbourne.

Date: June 16, 17, 18, 2010
Location: The University of Melbourne, Australia

University of Melbourne

KEYNOTE SPEAKERS

Francis X. Diebold (University of Pennsylvania), Gala Dinner Speaker
Christian Gouriéroux (CREST and the University of Toronto), Invited JFEC Lecture

INVITED SPEAKERS

News and Announcements

  • Renew your membership for 2010! more info >>
  • Volatility Institute Conference on April 16th, 2010 more info >>
  • New Job Postings (Available to SoFiE members) more info >>
  • New members added to the Council
  • New SoFiE Institutional Members