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.
JFEC is SoFiE's official journal. It showcases the latest financial econometric research from all corners of the globe.
Announcement: 10th Annual SoFiE Conference
The 10th annual SoFiE conference will be a special anniversary conference back where it originally started at NYU Stern, hosted by the Volatility Institute. The conference will take place from June 21-23, 2017 with a pre-conference day for young researchers on June 20, 2017. Please visit the conference website for more details.
Additionally, the Executive Committee of SoFiE is pleased to announce that the 2018 annual meetings of the society will be held in Lugano, Switzerland at the Università della Svizzera Italiana (USI) from Tue June 12 2018 through Thur June 14, 2018, with the pre-conference on Monday June 11, 2018. The 2019 meeting will be held at the Tsinghua PCBSF, in Beijing, China, dates are to be announced at a future time.
The 9th Annual SoFiE Conference took place at City University of Hong Kong on June 14-17, 2016 in Hong Kong. Please follow the link to the conference website and our Facebook group to review the program and check out photos from the event.
10th Annual SoFiE Conference
Sponsored by: Volatility Institute, Salomon Center, and Finance Department at NYU Stern and The Society for Financial Econometrics (SoFiE)
Date: June 21-23, 2017 and Pre-Conference June 20, 2017
Conference Location: New York, NY
Call for Papers: Full Details
Conference Website: Full Details