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/


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.


New SoFiE Seminar Series

SoFiE is pleased to announce the new Society for Financial Econometrics Seminar Series, featuring bi-monthly presentations of cutting-edge research by leading scholars in financial econometrics. Presentations are followed by discussion and audience participation. The SoFiE Seminar series is organized and moderated by Andrew Patton from Duke University.

SoFiE Seminar Series events are held as Zoom webinars and are open to all. If you would like to receive updates about these events, please email sofie@stern.nyu.edu and request to join our mailing list. Otherwise, please continue check this website for the most up-to-date list of our events. Recordings of past events will be featured on SoFiE's youtube channel.

Next Event:

Thirteenth Annual SoFiE Conference

Dear All,

In keeping with measures taken across the globe to help mitigate the spread of the COVID-19 pandemic, we have decided to cancel the upcoming SoFiE annual conference at the Rady School on June 14-17, 2020.

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