Eric Ghysels

Bernstein Distinguished Professor of Economics at the University of North Carolina – Chapel Hill and Professor of Finance at the Kenan-Flagler Business School

Eric Ghysels is the Bernstein Distinguished Professor of Economics at the University of North Carolina – Chapel Hill and Professor of Finance at the Kenan-Flagler Business School. His main research interests are time series econometrics and finance. He obtained his Ph.D. from the Kellogg Graduate School of Management at Northwestern University. He has been a visiting professor or scholar at several major U.S., European and Asian universities. He gave invited lectures, including at the World Congress of the Econometric Society, the American Statistical Association Meetings, several (EC)2Conferences, among many others.
He serves on the editorial boards of several academic journals and was co-editor of the Journal of Business and Economic Statistics (2000-2003). He is currently co-editor of the Journal of Financial Econometrics. He has published several books, and also in leading economics, finance and statistics journals. He is a fellow of the American Statistical Association and The Journal of Econometrics. He is also the Founding Co-President of the Society for Financial Econometrics (SoFiE).

His most recent research focuses on MIDAS (meaning Mi(xed) Da(ta) S(ampling)) regression models and related econometric methods. Examples include MIDAS regression models involving data sampled at different frequencies which are of general interest.

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