2023 International Society for Financial Econometrics (SoFiE) Holds an International Conference

- Special Lecture by Nobel Laureate Robert F. Engle 

-Held at International Hall of Sungkyunkwan University in Jongno-gu, Seoul from June 15th (Thurs) to 18th (Sun)

▲ Robert Engle NYU Stern School of Business(left), Economics Prof. Kim Ji-hyun(right)

The School of Economics (Dean Kim Sung-hyun) will host the international conference of the Society for Financial Econometrics (SoFiE) from June 15th (Thurs) to 18th (Sun) at the International Hall on the Humanities and Social Sciences Campus of Sungkyunkwan University in Jongno-gu, Seoul, with support from the BK21 Education and Research Group of the Department of Economics.

SoFiE is a prestigious academic society in the field of finance and econometrics and publishes an international academic journal (Journal of Financial Econometrics). They hold an international academic conference annually, rotating between Asia, North America, and Europe. In 2022, the conference was held at the University of Cambridge in the UK. This year's conference is expected to be attended by over 100 scholars from more than 10 countries, including the Nobel laureate in economics, Professor Robert F. Engle, who will deliver a special lecture.

Professor Engle, a visiting professor at NYU Stern School of Business, will deliver a special lecture on the topic of "Termination Risk and Sustainability" in the financial market. Professor Engle received the Nobel Prize in Economics in 2003 for his contributions to the analysis of risk in financial markets and the development of econometric techniques for analyzing economic and financial time series. In particular, his development of the ARCH model revolutionized the analysis and prediction of risk in financial time series.

Professor Engle actively contributes to both the academic and professional fields of financial econometrics. It is expected that his special lecture will be of great help not only to students studying financial econometrics and pursuing careers in academia but also to MBA students aiming to become experts in financial practice.

Professor Han Hee-joon and Professor Kim Ji-hyun from the Department of Economics, who planned and organized the international academic conference and special lecture, expressed their gratitude to Sungkyunkwan University and the School of Economics for their great support in the successful hosting of the SoFiE international academic conference, stating that they hope our university students can gain inspiration about the global research directions in the field of financial econometrics through the latest research of overseas scholars and the special lecture by Nobel laureate Rob Engle.

○ International Conference (Society for Financial Econometrics)

 - Date: June 15th (Friday) to 18th (Sunday), 09:00-18:30

 - Place: International Hall, Humanities and Social Sciences Campus, B1-2

○  Nobel Laureate Lecture (Professor Robert F. Engle, NYU Visiting Professor):

 - Lecture Title: Termination Risk and Sustainability

 - Date: June 17th (Saturday), 13:30-14:00

 - Place: Lobby, International Hall, Humanities and Social Sciences Campus, 1st floor