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 0 92 1 2 12 283
Credit Rating Downgrade Risk on Equity Returns 0 0 0 158 0 0 7 80
Estimation of Heuristic Switching in Behavioral Macroeconomic Models 0 0 1 38 0 1 20 76
Estimation of financial agent-based models with simulated maximum likelihood 0 0 0 32 1 1 31 111
Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness 0 0 0 13 0 1 19 55
On the estimation of behavioral macroeconomic models via simulated maximum likelihood 0 0 0 57 1 1 15 102
Prospect Theory in the Heterogeneous Agent Model 0 0 0 38 0 0 11 74
Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility 0 0 0 93 3 3 20 247
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 0 1 68 3 9 43 227
Simulated ML Estimation of Financial Agent-Based Models 0 1 1 67 1 2 13 198
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market 0 0 0 22 2 2 5 77
US Equity Announcement Risk Premia 0 0 0 6 0 0 13 31
Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model 0 0 0 2 0 0 7 14
Total Working Papers 0 1 3 686 12 22 216 1,575


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 1 14 0 0 6 93
Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics 0 0 3 8 0 2 20 29
Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities 0 0 7 22 1 4 38 124
Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality 0 1 2 17 0 2 15 73
Does parameterization affect the complexity of agent-based models? 0 0 0 0 0 0 7 18
Estimation of financial agent-based models with simulated maximum likelihood 0 0 1 15 1 2 16 107
Estimation of heuristic switching in behavioral macroeconomic models 0 0 1 11 2 2 17 43
Fundamental and speculative components of the cryptocurrency pricing dynamics 0 0 2 5 0 2 26 46
Moment set selection for the SMM using simple machine learning 0 0 1 5 0 0 15 23
Prospect Theory in the Heterogeneous Agent Model 0 1 2 12 1 2 22 78
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 0 1 7 0 2 10 44
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market 0 0 0 6 0 1 16 67
Total Journal Articles 0 2 21 122 5 19 208 745


Statistics updated 2026-09-10