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 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 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). 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.
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