Access Statistics for Jiri Kukacka

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
Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment 0 0 1 92 1 4 8 275
Credit Rating Downgrade Risk on Equity Returns 0 0 0 158 0 1 3 74
Estimation of Heuristic Switching in Behavioral Macroeconomic Models 0 1 1 38 0 9 13 67
Estimation of financial agent-based models with simulated maximum likelihood 0 0 0 32 4 18 25 101
Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness 0 0 0 13 3 9 18 49
On the estimation of behavioral macroeconomic models via simulated maximum likelihood 0 0 0 57 2 8 9 95
Prospect Theory in the Heterogeneous Agent Model 0 0 0 38 0 5 5 68
Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility 0 0 1 93 2 9 14 239
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 0 2 67 2 15 28 205
Simulated ML Estimation of Financial Agent-Based Models 0 0 0 66 1 4 12 190
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market 0 0 0 22 0 2 4 74
US Equity Announcement Risk Premia 0 0 0 6 3 6 12 27
Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model 0 0 1 2 2 2 5 10
Total Working Papers 0 1 6 684 20 92 156 1,474


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment 0 0 0 13 1 2 6 90
Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics 1 2 6 8 2 10 18 22
Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities 1 1 7 21 2 8 37 110
Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality 0 0 1 15 2 8 14 69
Does parameterization affect the complexity of agent-based models? 0 0 0 0 0 5 8 17
Estimation of financial agent-based models with simulated maximum likelihood 1 1 1 15 4 6 8 98
Estimation of heuristic switching in behavioral macroeconomic models 0 0 2 10 0 5 12 34
Fundamental and speculative components of the cryptocurrency pricing dynamics 0 0 2 3 4 8 22 33
Moment set selection for the SMM using simple machine learning 0 0 3 5 2 4 11 15
Prospect Theory in the Heterogeneous Agent Model 0 0 0 10 0 6 9 64
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 1 1 2 7 2 5 10 40
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market 0 0 0 6 3 7 9 59
Total Journal Articles 4 5 24 113 22 74 164 651


Statistics updated 2026-03-04