By Professor Valentyn Panchenko

Preprints

Way R; Lafond F; Lillo F; Panchenko V; Farmer JD, 2017, Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves, http://dx.doi.org/10.48550/arxiv.1705.03423

Anufriev M; Duffy J; Panchenko V; Young B, (Re-) Inventing the Traffic Light: Designing Recommendation Devices for Play of Strategic Games, http://dx.doi.org/10.2139/ssrn.4433731

Anufriev M; Panchenko V; Pinotti P, A Model of Network Formation for the Overnight Interbank Market, http://dx.doi.org/10.2139/ssrn.2763964

Panchenko V; Gerasymchuk S; Pavlov OV, Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions, http://dx.doi.org/10.2139/ssrn.2284547

Panchenko V; Gerasymchuk S; Pavlov OV, Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs, http://dx.doi.org/10.2139/ssrn.1288281

Diks CGH; Panchenko V; van Dijk DJC, Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support, http://dx.doi.org/10.2139/ssrn.2254892

Anufriev M; Panchenko V, Connecting the Dots: Econometric Methods for Uncovering Networks with an Application to the Australian Financial Institutions, http://dx.doi.org/10.2139/ssrn.2560594

Blavatskyy P; Ortmann A; Panchenko V, How Common Is the Common-Ratio Effect?, http://dx.doi.org/10.2139/ssrn.3641566

Anufriev M; Duffy J; Panchenko V, Individual Evolutionary Learning in Repeated Beauty Contest Games, http://dx.doi.org/10.2139/ssrn.4656612

Diks CGH; Panchenko V, Nonparametric Tests for Serial Independence Based on Quadratic Forms, http://dx.doi.org/10.2139/ssrn.776286

Blavatskyy PR; Ortmann A; Panchenko V, Now You See It, Now You Donnt: How to Make the Allais Paradox Appear, Disappear, or Reverse, http://dx.doi.org/10.2139/ssrn.2621917

Diks CGH; Panchenko V; van Dijk DJC, Out-of-Sample Comparison of Copula Specifications in Multivariate Density Forecasts, http://dx.doi.org/10.2139/ssrn.1294250

Diks CGH; Panchenko V; van Dijk DJC, Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails, http://dx.doi.org/10.2139/ssrn.1135531

Anufriev M; Duffy J; Panchenko V, Planar Beauty Contests, http://dx.doi.org/10.2139/ssrn.3405083

Anufriev M; Duffy J; Panchenko V, Planar Beauty Contests, http://dx.doi.org/10.2139/ssrn.3404334

Way R; Lillo F; Panchenko V, Wright Meets Markowitz: How Standard Portfolio Theory Changes When Assets Are Technologies Following Experience Curves, http://dx.doi.org/10.2139/ssrn.2965695

Back to profile page