Biography
Ghysels was born in Brussels, Belgium, as the son of Pierre Ghysels (a civil servant) and Anna Janssens (a homemaker). He completed his undergraduate studies in economics (Supra Cum Laude) at the Vrije Universiteit Brussel in 1979. He obtained a Fulbright Fellowship from the Hoover Foundation, Belgian American Educational Foundation in 1980, and finished his PhD at the Kellogg Graduate School of Management of Northwestern University in 1984.
He is a Fellow of the American Statistical Association and co-founded with Robert Engle the Society for Financial Econometrics (SoFiE). He is also co-editor of the Journal of Financial Econometrics.
In 2008-2009 he was Resident Scholar at the Federal Reserve Bank of New York and has since been a regular visitor of the bank as well as several other central bank institutions around the world working mostly on topics pertaining to Mixed data sampling regression models and filtering methods.
He is also a Research Fellow at CIRANO, Extramural Fellow at CentER - Tilburg University, Research Affiliate at the Volatility Institute - New York University Stern School of Business and in 2011 Fernand Braudel Senior Fellow at European University Institute, Florence, Italy.
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