Eric Ghysels is the Edward M. 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 of Northwestern University. He has been a visiting professor or scholar at several major U.S., European and Asian universities. He gave invited lectures at the 1990 World Congress of the Econometric Society, the 1995 American Statistical Association Meetings, the 1995 Brazilian Econometric Society Meetings, the 1999 and 2005 (EC)² Conferences on financial econometrics, among many others. He served 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. In 1999 he was Chair of the Business and Economics Statistics section of the American Statistical Association and is the Founding Co-President of the Society for Financial Econometrics (SoFiE). He has published in the leading economics, finance and statistics journals. His most recent research focuses on MIDAS (mixed data sampling) regression models and related econometric methods , Quality Control for Risk Management and asset pricing with heterogeneous agents and model uncertainty. He is also an amateur piano player.
 
 
 

   Education

Ph.D., Kellogg Graduate School of Management, Northwestern U., 1984.

M.A.,  Northwestern University, 1982.

B.A..,  University of Brussels, 1979.

   Current Academic Appointments

Department of Economics, University of North Carolina - Chapel Hill.

Department of Finance, Kenan-Flagler Business School.

CIRANO, Research Fellow.

CentER, Tilburg University, Extramural Fellow.

Publications

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