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.

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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:

Seventh Annual Volatility Institute Conference

Seventh Annual Volatility Institute Conference
Sponsored by: The NYU Stern Volatility Institute, BlackRock, Deutsche Bank, Nasdaq OMX, The Alfred P. Sloan Foundation, SoFiE, and the AIG-NYU Collaborative Research Initiative
Date: April 24, 2015
Conference Location: New York, NY

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