SoFiE | SoFiE Administration

Andrew Patton 
Duke University
President, 2023-2025

Torben Andersen 
Northwestern University
President-Elect, 2025-2027

Bas J.M. Werker 
Tilburg University
Treasurer

Matt Matysik 
New York University
Associate Director

Yacine Aït-Sahalia, Princeton University
Torben G. Andersen, Northwestern University
Federico M. Bandi, Johns Hopkins University
Tim Bollerslev, Duke University
Francis X. Diebold, University of Pennsylvania
Darrell Duffie, Stanford University
Robert F. Engle, New York University
Jianqing Fan, Princeton University
A. Ronald Gallant, The Pennsylvania State University
René Garcia, Université de Montréal
John Geweke, University of Technology Sydney
Eric Ghysels, University of North Carolina, Chapel Hill
Sílvia Gonçalves, McGill University
Christian Gouriéroux, ENSAE/University of Toronto
Lars Peter Hansen, University of Chicago
Wolfgang K. Härdle, Humboldt University of Berlin
Ravi Jagannathan, Northwestern University
Bryan Kelly, Yale University
Yingying Li, Hong Kong University of Science and Technology
Oliver Linton, University of Cambridge
Robin Lumsdaine, American University
Per Mykland, University of Chicago
Andrew Patton, Duke University
Eric Renault, Warwick University
George Tauchen, Duke University
Allan Timmermann, University of California, San Diego
Viktor Todorov, Northwestern University
Fabio Trojani, University of Lugano
Bas J.M. Werker, Tilburg University
Lan Zhang, University of Illinois at Chicago
 

Torben Andersen, Northwestern University - President-Elect 2024-2025
Robert F. Engle, New York University - Council Representative 2024-2026
Oliver Linton, University of Cambridge - President 2021-2023
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


 

Viktor Todorov, Northwestern University - Institutional Members Representative 2022-2026
Bryan Kelly, Yale University - Council Representative 2022-2025
Yingying Li*, Hong Kong University of Science and Technology - Council Representative 2022-2025
Andrew Patton, Duke University - President 2023-2025

*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

Torben Andersen, Northwestern University - Council Representative 2022-2025
René Garcia*, University of Montreal - Council Representative 2022-2025
Eric Ghysels, University of North Carolina, Chapel Hill - Council Representative 2022-2027

*Chair of this committee

Sílvia Gonçalves, McGill University, 2023-2025
Viktor Todorov*, Northwestern University, 2023-2027
Lan Zhang, The University of Chicago, 2023-2025

*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