Eric Ghysels

Eric Ghysels is Professor Emeritus of Economics at the University of North Carolina at Chapel Hill and Professor of Finance at Bernstein's Kenan-Flagler Business School.

He main areas of research are econometrics and time series finance.

D. from Northwestern University's Kellogg Graduate School of Management, and has been a visiting professor or researcher at several leading American, European and Asian universities.

He sits on the editorial boards of several specialist journals and has been co-editor of the Journal of Business and Economic Statistics and editor of the Journal of Financial Econometrics.

He has published articles in leading journals in the fields of economics, finance and statistics. He is also founding co-chairman of the Society for Financial Econometrics (SoFiE). He was a resident researcher at the New York Federal Reserve in 2008-2009 and a Duisenberg Fellow at the European Central Bank in 2011. He is a member of theAmerican Statistical Association and the Society for Financial Econometrics.

His most recent research interests include MIDAS (standing for Mi(xed) Da(ta) S(ampling)) regression models and associated econometric methods, machine learning, artificial intelligence, big data and financial technologies.