6

Impact of Analysts' Recommendations on Stock Performance

Panchenko, Valentyn
Journal:
European Journal of Finance
Year:
2007
Language:
english
File:
PDF, 622 KB
english, 2007
10

Goodness-of-fit test for copulas

Valentyn Panchenko
Journal:
Physica A: Statistical Mechanics and its Applications
Year:
2005
Language:
english
File:
PDF, 195 KB
english, 2005
11

Rank-based Entropy Tests for Serial Independence

Diks, Cees, Panchenko, Valentyn
Journal:
Studies in Nonlinear Dynamics and Econometrics
Year:
2008
Language:
english
File:
PDF, 367 KB
english, 2008
13

Likelihood-based scoring rules for comparing density forecasts in tails

Cees Diks, Valentyn Panchenko, Dick van Dijk
Journal:
Journal of Econometrics
Year:
2011
Language:
english
File:
PDF, 727 KB
english, 2011
14

A Note on the Hiemstra-Jones Test for Granger Non-causality

Diks, Cees, Panchenko, Valentyn
Journal:
Studies in Nonlinear Dynamics and Econometrics
Year:
2005
Language:
english
File:
PDF, 218 KB
english, 2005
15

Learning and adaptation's impact on market efficiency

David Goldbaum, Valentyn Panchenko
Journal:
Journal of Economic Behavior & Organization
Year:
2010
Language:
english
File:
PDF, 1.49 MB
english, 2010
17

Asset prices, traders’ behavior and market design

Mikhail Anufriev, Valentyn Panchenko
Journal:
Journal of Economic Dynamics and Control
Year:
2009
Language:
english
File:
PDF, 773 KB
english, 2009