SoFiE Administration
Leadership
Andrew Patton
Duke University
President, 2023-2025
Robin Lumsdaine
American University
Treasurer
Matt Matysik
New York University
Associate Director
Council
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
Stan Hurn, Queensland University of Technology
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
Executive Committee
Robert F. Engle, New York University - Institutional Members Representative 2022-2024
Eric Ghysels, University of North Carolina, Chapel Hill - Council Representative 2022-2024
Robin Lumsdaine, American University - Treasurer
Andrew Patton, Duke University - President2023-2025
Tim Bollerslev, Duke University - President 2019-2021
Oliver Linton, University of Cambridge - President 2021-2023
Advisory Board
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
Nominations Committee
Viktor Todorov, Northwestern University - Institutional Members Representative 2022-2025
Bryan Kelly, Yale University - Council Representative 2022-2025
Yingying Li, Hong Kong University of Science and Technology - Council Representative 2022-2025
Oliver Linton, University of Cambridge - President 2021-2023
Institutional Members Committee
Tim Bollerslev, Duke University
Eric Ghysels, University of North Carolina, Chapel Hill
Robert Engle, New York University
Per Mykland, The University of Chicago
Viktor Todorov, Northwestern University
Dick van Dijk, Erasmus University
Jean-Michel Zakoian, ENSAE
Christian Gourieroux, ENSAE
Frank De Jong, Erasmus University
Bas Werker, Tilburg University
Conferences Committee
Eric Ghysels, University of North Carolina, Chapel Hill - Council Representative 2022-2025
Torben Andersen, Northwestern University - Council Representative 2022-2025
René Garcia, University of Montreal - Council Representative 2022-2025
Summer School Committee
Jianqing Fan, Princeton University
Sílvia Gonçalves, McGill University
Viktor Todorov, Northwestern University
Lan Zhang, The University of Chicago
Contact Details
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