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Eric Ghysels

Eric Ghysels

Edward Bernstein Distinguished Professor of Economics and Professor of Finance

Contact

Kenan Center 403A, CB 3440 Chapel Hill, NC 27599-3490

919-962-9810

The main research interests of Eric Ghysels are time series econometrics and finance. His most recent research focuses on MIDAS – Mi(xed) Da(ta) S(ampling) – regression models and related econometric methods, machine learning, artificial intelligence, big data and FinTech

He teaches empirical finance and time series PhD courses.

Dr. Ghysels has published in the leading economics, finance and statistics journals and has published several books. He serves on the editorial boards of several academic journals and was co-editor of  the Journal of Business and Economic Statistics and editor of the Journal of Financial Econometrics.

He is the founding co-president of the Society for Financial Econometrics (SoFiE). He was a resident scholar at the Federal Reserve Bank of New York during 2008-2009 and a Duisenberg Fellow at the European Central Bank in 2011. He is a fellow of the American Statistical Association and the Society for Financial Econometrics.

Dr. Ghysels, who speaks French, Dutch and German, has been a visiting professor or scholar at several major U.S., European and Asian universities.

He received his PhD and MA from Northwestern University and his BA from the University of Brussels.