Eric Ghysels

Eric Ghysels is the Edward Bernstein Distinguished Professor of Economics and Professor of Finance at the Kenan-Flagler Business School, University of North Carolina at Chapel Hill. His research focuses on time series econometrics, mixed data sampling (MIDAS) models, machine learning, and FinTech. He holds a PhD from Northwestern University and a BA from the University of Brussels. Ghysels has published extensively in leading journals and authored influential books such as Applied Economic Forecasting using Time Series Methods. He served as co-editor of the Journal of Business and Economic Statistics and founded the Society for Financial Econometrics (SoFiE). His honors include Fellowships from the American Statistical Association and SoFiE.

Education: PhD and MA in Economics from Northwestern University (USA), BA in Economics from the University of Brussels (Belgium).

Research Interests: Time series econometrics, MIDAS regression models, machine learning applications in finance, volatility modeling, asset pricing, and financial econometrics. He pioneered the MIDAS methodology for mixed-frequency data analysis and contributed to quantum computing applications in asset pricing.

Scientific Awards: Fellow of the American Statistical Association (2020), Fellow of the Society for Financial Econometrics (2009), Duisenberg Fellow at the European Central Bank (2011).

Advising & Grants: While specific student names are not listed, Ghysels teaches PhD courses in empirical finance and time series analysis. His research has been supported by initiatives such as a $50M Ripple-funded academic program on blockchain applications in finance.

Labs/Teams: Co-founder and president of the Society for Financial Econometrics (SoFiE), fostering collaboration between academia and industry in financial econometrics.