Position/Role: Senior Lecturer

Schools/Unit: Economics

Contact Details:

• Australian School of Business Building, Room 440
• Phone: +61 2 9385 3363
• Fax: +61 2 9313 6337
• Email: v.panchenko.unsw.edu.au
• URL: http://www.economics.unsw.edu.au/ValentynPanchenko
• Curriculum Vitae

Qualifications:

• PhD in Financial Econometrics, University of Amsterdam, the Netherlands
• Master of Philosophy in Economics, Tinbergen Institute, the Netherlands
• Master of Science in Economics/MBA, Oregon State University, USA
• Bachelor of Arts in International Finance, Ivan Franko Lviv National University, Ukraine
• Bachelor of Science in Computer Science, Lviv National Technical University, Ukraine
  
  

Research Areas:

• Financial econometrics and time series analysis
• Dependence measures and copulae
• Non-parametric and semi-parametric statistics
• Agent-based models

Publications:

• Selected Publications