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Eric Ghysels

D-Index & Metrics

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 publications per year

The chart shows the history of publications by Eric Ghysels between 1980 and 2025, highlighting the no. of papers published in each year and offering an overview of the publication velocity of this scholar. Eric Ghysels published across 46 years, from 1980 to 2025, averaging 9.7 papers a year. Output peaked at 31 publications in 2001. 20 of the 445 publications appeared in the last two years.

No. of publications
10 20 30
Bar chart. Horizontal axis: year, 1980 to 2025. Vertical axis: number of publications, 0 to 31. Peak 31 publications in 2001. 1980: 1 publication 1981: 1 publication 1982: 1 publication 1983: 0 publications 1984: 0 publications 1985: 0 publications 1986: 5 publications 1987: 6 publications 1988: 4 publications 1989: 3 publications 1990: 9 publications 1991: 4 publications 1992: 6 publications 1993: 11 publications 1994: 13 publications 1995: 13 publications 1996: 13 publications 1997: 9 publications 1998: 17 publications 1999: 6 publications 2000: 12 publications 2001: 31 publications 2002: 13 publications 2003: 12 publications 2004: 15 publications 2005: 5 publications 2006: 15 publications 2007: 8 publications 2008: 8 publications 2009: 17 publications 2010: 7 publications 2011: 13 publications 2012: 8 publications 2013: 15 publications 2014: 23 publications 2015: 12 publications 2016: 14 publications 2017: 8 publications 2018: 12 publications 2019: 16 publications 2020: 19 publications 2021: 6 publications 2022: 6 publications 2023: 8 publications 2024: 12 publications 2025: 8 publications
1980 2025

445 publications in total across all disciplines

View publications per year as a table
Eric Ghysels: publications per year, 1980 to 2025
Year Publications
1980 1
1981 1
1982 1
1983 0
1984 0
1985 0
1986 5
1987 6
1988 4
1989 3
1990 9
1991 4
1992 6
1993 11
1994 13
1995 13
1996 13
1997 9
1998 17
1999 6
2000 12
2001 31
2002 13
2003 12
2004 15
2005 5
2006 15
2007 8
2008 8
2009 17
2010 7
2011 13
2012 8
2013 15
2014 23
2015 12
2016 14
2017 8
2018 12
2019 16
2020 19
2021 6
2022 6
2023 8
2024 12
2025 8
Total 445
Download as CSV

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.

No. of scientists
25 50 75 100
Bar chart with 97 bars. Horizontal axis: publications, 42–46 to 521+. Vertical axis: number of scientists, 0 to 111. Most scientists, 111, have 137–141 publications. The last bar groups every scientist with 521 publications or more. The highlighted bar, 407–411 publications, is where this scientist sits. 42–46 publications: 1 scientist 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42–46 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.

View publications distribution as a table
Number of Economics and Finance scientists by publication count, Research.com 2026 ranking edition. Based on 3,760 ranked scientists.
Publications Scientists This scientist
42–46 1
47–51 12
52–56 7
57–61 23
62–66 32
67–71 36
72–76 56
77–81 57
82–86 70
87–91 86
92–96 72
97–101 106
102–106 97
107–111 96
112–116 101
117–121 103
122–126 102
127–131 108
132–136 107
137–141 111
142–146 94
147–151 96
152–156 100
157–161 74
162–166 68
167–171 91
172–176 76
177–181 75
182–186 61
187–191 66
192–196 68
197–201 71
202–206 60
207–211 56
212–216 44
217–221 51
222–226 65
227–231 48
232–236 59
237–241 37
242–246 37
247–251 41
252–256 43
257–261 33
262–266 34
267–271 39
272–276 25
277–281 29
282–286 29
287–291 26
292–296 31
297–301 31
302–306 24
307–311 28
312–316 24
317–321 13
322–326 14
327–331 25
332–336 18
337–341 16
342–346 18
347–351 15
352–356 17
357–361 19
362–366 16
367–371 17
372–376 7
377–381 18
382–386 13
387–391 19
392–396 9
397–401 10
402–406 13
407–411 13 409
412–416 5
417–421 10
422–426 6
427–431 12
432–436 9
437–441 9
442–446 10
447–451 12
452–456 8
457–461 4
462–466 7
467–471 4
472–476 5
477–481 6
482–486 7
487–491 8
492–496 5
497–501 4
502–506 4
507–511 5
512–516 7
517–520 7
521+ 99
Download as CSV

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.

No. of scientists
50 100 150
Bar chart with 72 bars. Horizontal axis: D-Index, 30 to 101+. Vertical axis: number of scientists, 0 to 178. Most scientists, 178, have 33 D-Index. The last bar groups every scientist with 101 D-Index or more. The highlighted bar, 76 D-Index, is where this scientist sits. 30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
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.

View D-Index distribution as a table
Number of Economics and Finance scientists by D-index, Research.com 2026 ranking edition. Based on 3,760 ranked scientists.
D-Index Scientists This scientist
30 126
31 147
32 157
33 178
34 171
35 141
36 132
37 129
38 130
39 120
40 117
41 113
42 114
43 97
44 115
45 86
46 78
47 83
48 62
49 74
50 50
51 66
52 69
53 55
54 67
55 61
56 62
57 45
58 34
59 47
60 46
61 36
62 37
63 56
64 50
65 32
66 28
67 30
68 24
69 25
70 22
71 21
72 26
73 24
74 23
75 12
76 14 76
77 15
78 15
79 17
80 17
81 11
82 10
83 16
84 11
85 5
86 9
87 13
88 9
89 7
90 6
91 4
92 8
93 10
94 11
95 6
96 4
97 4
98 6
99 6
100 8
101+ 100
Download as CSV

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

  • There is a risk-return trade-off after all ☆

    Eric Ghysels;Pedro Santa-Clara;Rossen Valkanov

  • MIDAS regressions: Further results and new directions

    Eric Ghysels;Arthur Sinko;Rossen Valkanov

  • Stock Market Volatility and Macroeconomic Fundamentals

    Robert F. Engle;Eric Ghysels;Bumjean Sohn

  • Alternative models for stock price dynamics

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

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

    Eric Ghysels;Pedro Santa-Clara;Rossen Valkanov

  • Ex Ante Skewness and Expected Stock Returns

    Jennifer Conrad;Robert F. Dittmar;Eric Ghysels

  • The MIDAS Touch: Mixed Data Sampling Regression Models

    Eric Ghysels;Pedro Santa-Clara;Rossen Valkanov

  • 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

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

    Eric Ghysels

  • The impact of risk and uncertainty on expected returns.

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

  • Periodic Autoregressive Conditional Heteroscedasticity

    Tim Bollerslev;Tim Bollerslev;Eric Ghysels

  • Detecting multiple breaks in financial market volatility dynamics

    Elena Andreou;Eric Ghysels

  • Why Do Absolute Returns Predict Volatility So Well

    Lars Forsberg;Eric Ghysels

  • Regression models with mixed sampling frequencies

    Elena Andreou;Eric Ghysels;Andros Kourtellos

  • A component model for dynamic correlations

    Riccardo Colacito;Robert F. Engle;Eric Ghysels

  • The Econometric Analysis of Seasonal Time Series

    Eric Ghysels;Denise Osborn

  • Should Macroeconomic Forecasters Use Daily Financial Data and How

    Elena Andreou;Eric Ghysels;Andros Kourtellos

  • Macroeconomics and the reality of mixed frequency data

    Eric Ghysels;Eric Ghysels

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

    Eric Ghysels;Hahn S. Lee;Jaesum Noh

  • There is a Risk-Return Tradeoff after All

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

Frequent Co-Authors

Norman R. Swanson
Norman R. Swanson Rutgers, The State University of New Jersey
Mark W. Watson
Mark W. Watson Princeton University
Clive W. J. Granger
Clive W. J. Granger University of California, San Diego
Rossen I. Valkanov
Rossen I. Valkanov University of California, San Diego
Denise R. Osborn
Denise R. Osborn University of Manchester
Eric Renault
Eric Renault University of Warwick
René Garcia
René Garcia University of Montreal
Mikhail Chernov
Mikhail Chernov University of California, Los Angeles
Robert F. Engle
Robert F. Engle New York University
Christian Gourieroux
Christian Gourieroux Toulouse School of Economics

External Links

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

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