Publication Type
Journal Article
Version
publishedVersion
Publication Date
2-2012
Abstract
Eric Ghysels is the Bernstein Distinguished Professor of Economics and Professor of Finance at University of North Carolina at Chapel Hill. In 2008, Eric Ghysels and Robert Engle (2003 Nobel co-Laureate in Economic Science with Clive Granger) founded the Society for Financial Econometrics (SoFiE), establishing a global network of academics and practitioners dedicated to the fast-growing field of financial econometrics. In June 2010, Eric visited the Centre for Financial Econometrics (CoFiE) and the Sim Kee Boon Institute (SKBI) of Financial Economics at Singapore Management University. During his visit we conversed with him about SoFiE and the growing toolroom of financial econometric research, what it has to offer industry practice, and how it might assist central banks and regulators in their daunting task of surveillance of financial markets following the turbulence of the last three years.
Discipline
Econometrics
Research Areas
Econometrics
Publication
Econometric Theory
Volume
28
Issue
1
First Page
207
Last Page
217
ISSN
0266-4666
Identifier
10.1017/S026646661100017X
Publisher
Cambridge University Press
Citation
PHILLIPS, Peter C. B. and YU, Jun.
The ET Interview: A Conversation with Professor Eric Ghysels. (2012). Econometric Theory. 28, (1), 207-217.
Available at: https://ink.library.smu.edu.sg/soe_research/1342
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
https://doi.org/10.1017/S026646661100017X