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)2 Conferences, 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) and is currently co-editor of the Journal
of Financial Econometrics.
He has published
in the leading economics, finance and statistics journals and has published several books.
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).
The Matlab Toolbox code can be obtained by contacting me, email: email@example.com
Department of EconomicsUniversity of North Carolina - Chapel Hill, Gardner Hall, CB 3305 Chapel Hill, NC 27599-3305 Phone: (919) 966-5325.
Department of FinanceUniversity of North Carolina - Chapel Hill, Kenan-Flagler Business School, Campus Box 3490, McColl Building, Chapel Hill, NC 27599-3490, Phone: (919) 962-9810