Research Center Events
Scholars and Practitioners Convene for 5th Annual Society for Financial Econometrics Conference
June 20, 2012
The Fifth Annual Society for Financial Econometrics (SoFiE) Conference was hosted by the Oxford-Man Institute and held at the Saïd Business School at the University of Oxford this June. Bringing together academics and practitioners from around the world, the conference featured speakers from a number of leading organizations including Banque de France, NYU Stern, Harvard, Stanford and Brown.
Nobel Laureate and Stern Professor Robert Engle (pictured on right) shared his research on “Dynamic Conditional Beta,” as part of a plenary session on Multivariate Econometric Models.
Co-founded by Professor Engle, SoFiE is housed in NYU Stern’s Volatility Institute.