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. SoFiE is committed to promoting and expanding research and education by organizing and sponsoring...

Submissions from all areas of financial econometrics and empirical finance are welcome, including estimation and testing, asset pricing and risk management, high frequency econometrics and market microstructure, forecasting and forecast evaluation, machine learning and “big data.”SoFiE is...

The SoFiE Financial Econometrics Schools are annual week-long research-based courses for Ph.D. students and new faculty in financial econometrics. The course is intended for Ph.D. students and researchers in statistics, econometrics and finance. It covers an introduction to statistical machine...

Everybody planning to attend the Annual SoFiE conference is invited to register and attend this Pre-Conference. It will help raise the quality and recognition to the benefit of the scholars in our organization! The pre-conference provides students, postdocs, and untenured professors (with up to...

The purpose is to bring together researchers from different disciplines that study Liquidity, Credit Risk and Extreme Events. This includes econometrics, finance, mathematics and statistics.