Researcher

Professor Valentyn Panchenko

My Expertise

Financial econometrics; time series analysis; dependence measures and copulae; non-parametric and semi-parametric statistics; agent-based models.

Fields of Research (FoR)

Econometric and Statistical Methods, Financial Econometrics, Financial Economics, Dynamical Systems in Applications

Biography

Valentyn Panchenko is a Professor in Economics at UNSW Business School. He holds a PhD degree from the University of Amsterdam, Netherlands, an MPhil degree from Tingergen Institute, Netherlands.

Valentyn's main research area is Econometrics including big data, networks, dependence modelling, Granger causality, model evaluation and prediction, and structural modelling. He is also interested in economic models with bounded rationality,...view more

Valentyn Panchenko is a Professor in Economics at UNSW Business School. He holds a PhD degree from the University of Amsterdam, Netherlands, an MPhil degree from Tingergen Institute, Netherlands.

Valentyn's main research area is Econometrics including big data, networks, dependence modelling, Granger causality, model evaluation and prediction, and structural modelling. He is also interested in economic models with bounded rationality, heterogeneous agents, learning and economic interactions, and economic experiments.

Valentyn has published articles in the Journal of Econometric Theory, AEJ:Micro, Journal of Econometrics, Experimental Economics, Journal of Economic Dynamics & Control and Journal of Banking & Finance among others. Valentyn has been the chief investigator on various research projects and grants including the ARC Discovery Projects and DECRA.

For more information, visit Valentyn's research website.

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