Papers focusing on applications with important substantive implications as well as methodological issues are welcome. Submissions by students and young researchers are particularly encouraged.

The SoFiE Financial Econometrics Summer School is an annual week-long research-based course for Ph.D. students and new faculty in financial econometrics. The lectures will be organized around four themes: 1. The role of stochastic volatility in option pricing. Options prices as expectations of a...