Financial econometrics

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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.

It showcases the latest financial econometric research from all corners of the globe. The Journal of Financial Econometrics is organizing a special issue in memory of Professor Peter Christoffersen, our friend and colleague, who passed away in June We are particularly interested in papers related to the following topics:.

SOAS University of London

To submit a paper, authors should login to the Journal of Financial Econometrics online submission system and follow the submission instructions as per journal policy. Directly to Financial Econometrics track.

ECTS Credits

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Theory, Method and Application

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Top 10 Essential Resources for Learning Financial Econometrics

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