Each year the SoFiE Council elects several "SoFiE Fellows", in recognition of their outstanding contributions to financial econometrics.

Listed below are the 2012 (Inaugural) SoFiE Fellows:

Torben Andersen, Northwestern University
Tim Bollerslev, Duke University
John Y. Campbell, Harvard University
Peter Christoffersen, University of Toronto
Francis X. Diebold, University of Pennsylvania
Darrell Duffie, Stanford University
Robert F. Engle, New York University
A. Ronald Gallant, Duke University
René Garcia, EDHEC Business School, Nice
John F. Geweke, University of Technology, Sydney
Christian Gouriéroux, ENSAE/University of Toronto
Clive W.J. Granger, University of California, San Diego*
Eric Ghysels, University of North Carolina, Chapel Hill
Niels Haldrup, Aarhus University
Lars Peter Hansen, University of Chicago
Wolfgang Härdle, Humboldt-Universitat zu Berlin
Stan Hurn, Queensland University of Technology
Ravi Jagannathan, Northwestern University
Asger Lunde, Aarhus University
Per Mykland, University of Chicago
Adrian Pagan, University of Technology, Sydney
Eric Renault, Brown University
Michael Rockinger, University of Lausanne
Neil Shephard, Oxford University
George Tauchen, Duke University
Allan Timmermann, University of California, San Diego
Timo Terasvirta, Aarhus University
Bas J.M. Werker, Tilburg University
Halbert L. White Jr., University of California, San Diego*
Jun Yu, Singapore Management University

*Deceased