
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 ApplicationsBiography
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
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