SoFiE | SoFiE Administration

Torben Andersen 
Northwestern University
President, 2025-2027

Bas J.M. Werker 
Tilburg University
Treasurer

Matt Matysik 
New York University
Associate Director

Torben G. Andersen, Northwestern University
Tim Bollerslev, Duke University
Marine Carrasco, Université de Montréal
Xiaohong Chen, Yale University
Dick van Dijk, Erasmus School of Economics
Francis X. Diebold, University of Pennsylvania
Darrell Duffie, Stanford University
Robert F. Engle, New York University
Jianqing Fan, Princeton University
René Garcia, Université de Montréal
Eric Ghysels, University of North Carolina, Chapel Hill
Christian Gouriéroux, ENSAE/University of Toronto
Lars Peter Hansen, University of Chicago
Wolfgang K. Härdle, Humboldt University of Berlin
Bryan Kelly, Yale University
Jia Li, Singapore Management University
Oliver Linton, University of Cambridge
Robin Lumsdaine, American University
Per Mykland, University of Chicago
Andrew Patton, Duke University
Roberto Renò, ESSEC
Olivier Scaillet, University of Geneva
Allan Timmermann, University of California, San Diego
Viktor Todorov, Northwestern University
Bas J.M. Werker, Tilburg University
Dacheng Xiu, University of Chicago
Jun Yu, University of Macau
 

Torben Andersen*, Northwestern University - President 2025-2927
Robert F. Engle, New York University - Council Representative 2024-2026
Andrew Patton*, Duke University - President 2023-2025
Bas J.M. Werker, Tilburg University - Treasurer 2024-2026
Viktor Todorov, Northwestern University - Institutional Members Representative 2024-2026

*Chair of this committee

Tim Bollerslev, Duke University
Francis X. Diebold, University of Pennsylvania
Robert F. Engle, New York University
A. Ronald Gallant, The Pennsylvania State University
René Garcia, University of Montreal
John F. Geweke, University of Technology Sydney
Eric Ghysels, University of North Carolina, Chapel Hill
Christian Gouriéroux, ENSAE/University of Toronto
Lars Peter Hansen, University of Chicago
Wolfgang Härdle, Humboldt University of Berlin
Ravi Jagannathan, Northwestern University
Oliver Linton, University of Cambridge
Robin Lumsdaine, American University
Per Mykland, University of Chicago
Andrew J. Patton, Duke University
Eric Renault, Warwick University
George Tauchen, Duke University
Bas J.M. Werker, Tilburog University


 

Torben Andersen, Northwestern University - President 2025-2027
Olivier Scaillet, University of Geneva - Council Representative 2025-2028
Viktor Todorov, Northwestern University - Institutional Members Representative 2022-2026
Dacheng Xiu, University of Chicago Booth - Council Representative 2025-2029

*Chair of this committee

Tim Bollerslev, Duke University
Dick van Dijk, Erasmus University
Robert Engle, New York University
Eric Ghysels*, University of North Carolina, Chapel Hill
Christian Gourieroux, ENSAE
Per Mykland, The University of Chicago
Viktor Todorov, Northwestern University
Bas J.M. Werker, Tilburg University

*Chair of this committee

Eric Ghysels, University of North Carolina, Chapel Hill - Council Representative 2022-2027
Allan Timmermann, UCSD - Council Representative 2016-2029
Jun Yu, University of Macau - Council Representative 2025-2028

*Chair of this committee

Marine Carrasco, University of Montreal, 2025-2028
Roberto Renò, ESSEC, 2025-2029
Viktor Todorov*, Northwestern University, 2023-2027


*Chair of this committee

Mailing Address:
Matt Matysik
The Society for Financial Econometrics
NYU Stern School of Business
44 West 4th Street, KMC 9-155
New York, NY 10012

Tel:   212-998-0826
Fax:  212-995-4220
Email: sofie@stern.nyu.edu