# Scholars and Practitioners Convene for 5th Annual Society for Financial Econometrics Conference

The Fifth Annual Society for Financial Econometrics ([SoFiE](http://www.stern.nyu.edu/experience-stern/about/departments-centers-initiatives/centers-of-research/volatility-institute/institute-overview/sofie/index.htm)) 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](http://www.stern.nyu.edu/faculty/bio/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](/experience-stern/about/departments-centers-initiatives/centers-of-research/volatility-institute).

Research Center Events

— 6/20/2012

![](/sites/default/files/styles/480w/public/assets/images/con_036836.gif?itok=6r8vE6OP)## Recent SoFiE Events

- [SoFiE Hosts 2012 Conference on Measuring & Understanding Asset Price Changes](/node/46433)

## Past SoFiE Events

- [Read more](/experience-stern/about/departments-centers-initiatives/centers-of-research/volatility-institute/events/past-conferences)