The Society for Financial Econometrics (SoFiE)
SoFiE is a global network of academics and practitioners dedicated to sharing research and ideas in financial econometrics.
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.
Journal of Financial Econometrics (JFEC)
JFEC is SoFiE's official journal. It showcases the latest financial econometric research from all corners of the globe.
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 Eric Ghysels, Bryan Kelly, Ekaterina Smetanina and Dacheng Xiu.
Sixteenth Annual SoFiE Conference
Sponsored by: Pontifical Catholic University of Rio de Janeiro, Brazil Date: June 14-16, 2023, Pre-Conference June 13, 2023 Conference Location: Pontifical Catholic University of Rio de Janeiro, Brazil