The Inaugural Conference of The Society for Financial Econometrics
June 4th, 5th, 6th, 2008
New York University Stern School of BusinessThe Society for Financial Econometrics (SoFiE) is a global network of academics and practitioners dedicated to the rapidly-growing field of financial econometrics. SoFiE is committed to promoting and expanding research and education by organizing annual meetings and conferences, sponsoring programs and activities in the intersection of finance and econometrics.
The first inaugural conference will be held in New York, hosted by the Salomon Center at NYU on
June 4th, 5th, and 6th, 2008. Academics and practitioners in the field, including those who currently are not members of the Society, are invited to submit papers. Each author may submit
only one paper and at least one co-author must be a member of the Society (simultaneous paper submissions and membership applications are allowed).
*Submissions must be received by
January 15, 2008. It is expected that decisions will be made by
March 15, 2008. More information about submitting papers can be found at the following webpage:
http://www.nyu.edu/sofie/Inaugural%20Conference.htmlPapers will be selected via a review process of the Program Committee consisting of:
Robert Engle and Eric GhyselsProgram co-Chairs
Program Committee
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Karim Abadir
Yacine Ait-Sahalia
Gurdip Bakshi
Tim Bollerslev
Michael Brandt
Mikhail Chernov
James Chu
Alastair Hall
Tony Hall |
Joel Hasbrouck
Yongmiao Hong
Takatoshi Ito
Chris Jones
Eric Jacquier
Oliver Linton
Bobby Mariano
Chung-Ming Kuan
Per Mykland |
Matt Richardson
Jeffrey Russell
Neil Shephard
Allan Timmermann
Ruey Tsay
Bas Werker
Jonathan Wright |