2026 Eric Ghysels: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	76	335	301	240	212	409	27444

Eric Ghysels publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Eric Ghysels sits on this spectrum.

42 publications 521+

This scientist: 409 publications — 93rd percentile

93% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Eric Ghysels D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Eric Ghysels sits on this spectrum.

30 D-Index 101+

This scientist: 76 D-Index — 91st percentile

91% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Research.com Recognitions

2001 - Fellow of the American Statistical Association (ASA)

Overview

Eric Ghysels is affiliated with the University of North Carolina at Chapel Hill in the United States. Their research primarily focuses on the fields of economics, econometrics, and finance, with a total of 67 publications within these areas. Their work spans several subfields, including finance, economics and econometrics, general economics, econometrics and finance, statistics and probability, and artificial intelligence.

The main topics covered by Eric Ghysels' research include financial markets and investment strategies, monetary policy and economic impact, complex systems and time series analysis, stochastic processes and financial applications, statistical methods and inference, financial risk and volatility modeling, and market dynamics and volatility.

They have contributed extensively to several frequent publication venues such as the SSRN Electronic Journal, arXiv (Cornell University), Journal of Econometrics, UNC Libraries, and the Journal of Financial Econometrics.

Eric Ghysels has collaborated with a number of frequent co-authors, including:

Andrii Babii
Jonas Striaukas
Jack Morgan
Ryan T. Ball
Mirco Rubin

Recent notable papers authored or co-authored by Eric Ghysels include:

Artificial Intelligence Alter Egos: Who might benefit from robo-investing? (2020, Journal of Empirical Finance)
Liquidity and volatility in the U.S. Treasury market (2020, Journal of Econometrics)
Machine Learning Time Series Regressions With an Application to Nowcasting (2021, Journal of Business and Economic Statistics)
Machine learning panel data regressions with heavy-tailed dependent data: Theory and application (2022, Journal of Econometrics)
Nowcasting Net Asset Values: The Case of Private Equity (2022, Review of Financial Studies)

In recognition of their contributions, Eric Ghysels was named a Fellow of the American Statistical Association (ASA) in 2001.

Best Publications

5 Stochastic volatility

Eric Ghysels;Andrew C. Harvey;Eric Renault

1413
Citations
There is a risk-return trade-off after all ☆

Eric Ghysels;Pedro Santa-Clara;Rossen Valkanov

1363
Citations
MIDAS regressions: Further results and new directions

Eric Ghysels;Arthur Sinko;Rossen Valkanov

1229
Citations
Stock Market Volatility and Macroeconomic Fundamentals

Robert F. Engle;Eric Ghysels;Bumjean Sohn

1213
Citations
Alternative models for stock price dynamics

Mikhail Chernov;A. Ronald Gallant;Eric Ghysels;George Tauchen

1152
Citations
Predicting volatility: getting the most out of return data sampled at different frequencies

Eric Ghysels;Pedro Santa-Clara;Rossen Valkanov

1046
Citations
Ex Ante Skewness and Expected Stock Returns

Jennifer Conrad;Robert F. Dittmar;Eric Ghysels

978
Citations
The MIDAS Touch: Mixed Data Sampling Regression Models

Eric Ghysels;Pedro Santa-Clara;Rossen Valkanov

797
Citations
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Mikhail Chernov;Eric Ghysels;Eric Ghysels

787
Citations
On Stable Factor Structures in the Pricing of Risk: Do Time‐Varying Betas Help or Hurt?

Eric Ghysels

601
Citations
The impact of risk and uncertainty on expected returns.

Evan W. Anderson;Eric Ghysels;Eric Ghysels;Jennifer L. Juergens

591
Citations
Periodic Autoregressive Conditional Heteroscedasticity

Tim Bollerslev;Tim Bollerslev;Eric Ghysels

520
Citations
Detecting multiple breaks in financial market volatility dynamics

Elena Andreou;Eric Ghysels

457
Citations
Why Do Absolute Returns Predict Volatility So Well

Lars Forsberg;Eric Ghysels

432
Citations
Regression models with mixed sampling frequencies

Elena Andreou;Eric Ghysels;Andros Kourtellos

421
Citations
A component model for dynamic correlations

Riccardo Colacito;Robert F. Engle;Eric Ghysels

412
Citations
The Econometric Analysis of Seasonal Time Series

Eric Ghysels;Denise Osborn

367
Citations
Should Macroeconomic Forecasters Use Daily Financial Data and How

Elena Andreou;Eric Ghysels;Andros Kourtellos

362
Citations
Macroeconomics and the reality of mixed frequency data

Eric Ghysels;Eric Ghysels

361
Citations
Testing for unit roots in seasonal time series: Some theoretical extensions and a Monte Carlo investigation

Eric Ghysels;Hahn S. Lee;Jaesum Noh

333
Citations
There is a Risk-Return Tradeoff after All

Pedro Santa-Clara;Pedro Santa-Clara;Pedro Santa-Clara;Eric Ghysels;Rossen I. Valkanov

242
Citations

Frequent Co-Authors

Norman R. Swanson Rutgers, The State University of New Jersey

Mark W. Watson Princeton University

Clive W. J. Granger University of California, San Diego

Rossen I. Valkanov University of California, San Diego

Denise R. Osborn University of Manchester

Eric Renault University of Warwick

René Garcia University of Montreal

Mikhail Chernov University of California, Los Angeles

Robert F. Engle New York University

Christian Gourieroux Toulouse School of Economics

External Links

Wikipedia of Eric Ghysels Personal website of Eric Ghysels Google Scholar page

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