The Society for Financial Econometrics was founded in October of 2007 by professors Robert Engle (NYU Stern School of Business) and Eric Ghysels (University of North Carolina - Chapel Hill). The goal was to create a Society specifically for financial econometrics and to foster a place where both academics and practitioners can share research and ideas. SoFiE partnered with Oxford University Press and the Journal of Financial Econometrics became the official publication of the Society. SoFiE was originally created as an independent non-profit membership organization and in 2008 became affiliated with New York University. It is currently housed at the NYU Stern School of Business.

Conferences
The first conference was held in New York City at the NYU Stern School of Business on June 4-6, 2008. With about 200 in attendance and sponsors from the NYU Salomon Center and Beyondbond, Inc., the Society became globally recognized as one of the leading organizations in financial econometrics. This was also the first time that the Founding Council met to discuss the administrative structure and the future of the Society.

The second annual conference (SoFiE European Conference) was sponsored by the Swiss Finance Institute and held at the University of Geneva in Geneva, Switzerland on June 10-12, 2009. The third annual conference (SoFiE Asian Conference) will be held at the University of Melbourne in Australia on June 16-18, 2010. In addition to the annual conferences, SoFiE also sponsors and helps organize regional conferences, workshops, and seminars.
More Information on Conferences

Membership
Some of the membership benefits include a subscription to the Journal of Financial Econometrics, discounted conference fees, and exclusive access to job postings.
More Information on Membership

There are three categories of members:

-Individual Members
-Founding Members
-Institutional Members

Founding Council
Original members of the Founding Council were selected during the initial creation of the Society in order to serve as the governing body and help determine the goals and scope of SoFiE. In 2009 we selected additional members to sit on the council and thus the Council became the governing body of the organization
SoFiE Council Homepage

John Y. Campbell - Harvard University
Francis X. Diebold - University of Pennsylvania
Robert F. Engle - New York University
A. Ronald Gallant - Duke University
René Garcia – EDHEC, Nice
John F. Geweke - University of Iowa
Eric Ghysels - University of North Carolina – Chapel Hill
Christian Gouriéroux - University of Toronto and INSEE-CREST
Clive W. J. Granger - University of California – San Diego
Lars Peter Hansen - University of Chicago
Wolfgang Härdle - Humboldt-Universität zu Berlin
Ravi Jagannathan - Northwestern University
Adrian Pagan - Australian National University
Eric Renault - University of North Carolina – Chapel Hill
George Tauchen - Duke University
Halbert L. White, Jr. University of California – San Diego