Eric Ghysels

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Eric Ghysels is the Edward M. Bernstein Distinguished Professor of Economics at the University of North Carolina and a Professor of Finance at the Kenan-Flagler Business School . He received his Ph.D. from Kellogg Graduate School of Management.

Ghysels has published in leading economics, finance and statistics academic journals. His most recent research focuses on Mixed data sampling regression models and filtering methods with applications in finance and other fields. He is a fellow of the American Statistical Association and co-editor of the Journal of Financial Econometrics.

The Society for Financial Econometrics (SoFiE) was co-founded by Robert Engle and Eric Ghysels.