Greetings my friends, en route to SoFiE's annual meeting, in Singapore this time. If you're new to the Society for Financial Econometrics (SoFiE) (and even if you're not), please take a look and click on the links.
SoFiE is a global network of academics and practitioners dedicated to sharing research and ideas in the fast-growing field of financial econometrics. It's an independent non-profit membership organization (check out the governing Council), 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. Its official journal is the Journal of Financial Econometrics, published by Oxford University Press.
The annual SoFiE meetings rotate among the Americas, Europe and Asia and feature all aspects of financial econometrics. This our sixth annual meeting, so we've now been around the world twice: New York, Geneva, Melbourne, Chicago, Oxford and now Singapore. Check out the Singapore program and plenary speakers. We are most grateful for the impressive efforts of this year's local organizers, Jin-Chuan Duan and his fine team at National University of Singapore, and Jun Yu and his fine team at Singapore Management University. Jin-Chuan Duan leads the Risk Management Institute at NUS, and Jun Yu leads the Sim Kee Boon Institute for Financial Economics at SMU.
Check out the SoFiE Facebook group, and visit its web page. You'll see other SoFiE activities as well. They include regional thematic SoFiE meetings (the last was at FGV Rio de Janeiro in December 2012, and the next is in Lugano in October 2013 on large-scale factor models, hosted by the University of Lugano -- more precisely The Faculty of Economics of the Università della Svizzera Italiana -- with additional sponsorship from the Swiss Finance Institute). SoFiE activities also include the annual OMI-SoFiE Financial Econometrics Summer School, thanks to Neil Shephard's entrepreneurship (the last was July 2012 in Oxford at the Oxford-Man Institute (OMI), as is the next, July 2013 on Financial Forecasting featuring Andrew Patton and Allan Timmermann).