Access Statistics for Lukas Vacha

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover 0 0 1 109 1 3 6 410
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 42 0 1 8 161
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 1 2 14 335 5 7 36 855
Asymmetric volatility connectedness on forex markets 0 1 6 278 0 7 34 729
Asymmetric volatility connectedness on the forex market 0 0 0 49 0 1 2 128
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 0 1 1 83
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 0 0 0 42
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 1 1 34 1 2 10 108
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 1 2 74 1 3 8 228
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 0 0 108 0 0 2 269
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 0 0 1 120
Do co-jumps impact correlations in currency markets? 0 0 5 158 1 1 9 409
Gold, Oil, and Stocks 0 0 0 27 0 0 1 187
Gold, Oil, and Stocks 0 0 0 123 0 0 1 245
Gold, Oil, and Stocks: Dynamic Correlations 0 0 0 85 1 1 4 272
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 1 46 0 0 1 228
How does bad and good volatility spill over across petroleum markets? 0 0 0 100 0 0 3 305
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 1 37 0 1 6 102
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 5 266 1 3 18 561
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 0 0 0 168
Monte Carlo-based tail exponent estimator 0 0 0 29 0 0 2 80
Predicting the volatility of major energy commodity prices: the dynamic persistence model 4 13 46 69 6 29 87 118
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 0 2 64
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 5 193 0 1 11 406
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 0 0 0 123
The Dynamic Persistence of Economic Shocks 15 29 94 135 21 52 162 227
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 0 1 100
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 0 0 0 195
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 0 49 0 0 2 87
Time-scale analysis of co-movement in EU sovereign bond markets 0 0 1 32 0 0 3 66
Time-scale analysis of sovereign bonds market co-movement in the EU 0 0 1 36 0 0 2 70
Volatility spillovers across petroleum markets 0 0 3 225 2 7 15 659
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 0 0 0 262
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 0 0 0 280
Total Working Papers 20 47 187 3,159 40 120 438 8,347

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers 1 6 13 100 2 15 38 334
Asymmetric volatility connectedness on the forex market 0 0 0 47 1 4 13 186
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 0 63 1 5 14 236
Comovement and disintegration of EU sovereign bond markets during the crisis 0 0 0 3 0 0 0 18
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 0 0 0 31 3 5 11 164
Do co-jumps impact correlations in currency markets? 0 0 0 9 0 1 5 62
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 0 0 1 225
Fractal Properties of the Financial Market 0 0 0 26 0 0 0 93
Gold, oil, and stocks: Dynamic correlations 2 2 6 64 2 2 11 176
Growth cycle synchronization of the Visegrad Four and the European Union 0 2 2 9 0 5 7 33
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 31 0 0 0 241
Heterogeneous agent model with memory and asset price behaviour 0 0 0 28 0 0 2 116
How do skilled traders change the structure of the market 0 0 0 10 0 0 1 64
Local Stability and Bifurcations in Kaldor Model 0 0 0 37 0 0 1 111
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 1 25 0 1 3 87
Monte Carlo-based tail exponent estimator 0 0 0 6 0 0 2 35
Predicting the volatility of major energy commodity prices: The dynamic persistence model 2 2 2 2 3 3 10 10
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 0 0 1 28
Smart Agents and Sentiment in the Heterogeneous Agent Model 0 0 0 19 0 0 0 124
Smart predictors in the heterogeneous agent model 0 0 0 20 0 0 1 143
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 21 0 2 3 138
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 0 0 2 109
Volatility Spillovers Across Petroleum Markets 0 0 0 66 0 2 9 253
Wavelet Decomposition of the Financial Market 0 0 1 50 0 0 1 169
Total Journal Articles 5 12 25 757 12 45 136 3,155
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Wavelet-Based Correlation Analysis of the Key Traded Assets 0 0 0 0 0 0 1 6
Total Chapters 0 0 0 0 0 0 1 6

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-06-06