About the journal
The Journal addresses substantive statistical issues raised by the tremendous growth of the financial industry over the last decades. The goal of the Journal is to reflect and advance the relationship between econometrics and finance, both at the methodological and at the empirical levels.
Special Issue in Honor of Hal White
This special issue pays tribute to Hal White's many contributions to financial econometrics. It contains a personal piece by Peter Phillips, followed by the Presidential Address written by Eric Ghysels, a cofounder of SoFiE. Finally, there are four papers on topics related to Hal White's scholarly contributions, each covering both theoretical and applied questions in financial econometrics.
The tenth annual SoFiE Conference will be held from 21st June to 23rd June 2017 in New York.
The Engle Prize is awarded every two or three years to the young scholar or student who has published the best article in the Journal of Financial Econometrics over the preceding period.
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