Third Annual Conference

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
Program: Please view our preliminary program here.

To Register, please download the following form and return it to:

Prof. Paul Kofman
Department of Finance, Economics and Commerce
University of Melbourne
Victoria 3010 Australia
Fax: 8344 6914
Te: 8344 3794

Registration Form
Travel Grant Application

Please check out the main Conference Site for additional information including registration, travel information, and more.


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


Yacine Ait-Sahalia, Bendheim Center for Finance
Stephen Brown, NYU Stern School of Business
Andrew Patton, Duke University
Guofu Zhou, Washington University
Nikolaus Hautsch, Humboldt University


Paul Kofman, Vance Martin, Nilss Olekalns
University of Melbourne


Academics and practitioners in the field, including those who currently are not members of the Society, are invited to submit papers. Each author may submit only one paper and at least one co-author must be a member of the Society (simultaneous paper submissions and membership applications are allowed – membership information: /membership).

Papers can only be submitted electronically via e-mail to, with the subject line “SoFiE 2010 Submission” and must consist of a single PDF file. No other formats will be accepted. Submissions must be received by January 3rd, 2010. It is expected that decisions will be made by February, 2010.

Papers will be selected via a review process of the Program Committee, which consists of:


Co-Chairs: Robert Engle & Eric Ghysels

Heather Anderson, Australian National University
Andrew Ang, Columbia University
Francis X. Diebold, University of Pennsylvania
Dick van Dijk, Erasmus School of Economics
Feike C. Drost, Tilburg University
Mardi Dungey, University of Tasmania
Yanqin Fan, Vanderbilt University
Bruce Grundy, University of Melbourne
Stan Hurn, Queensland University of Technology
Paul Kofman, University of Melbourne
Bob Kimmel, Ohio State University
Asger Lunde, CREATES, Aarhus University
Vance Martin, University of Melbourne
Adrian Pagan, University of Technology, Sydney
Kevin Sheppard, University of Oxford
Allan Timmermann, University of California - San Diego
Viktor Todorov, Northwestern University