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 1 1 92 1 3 5 271
Credit Rating Downgrade Risk on Equity Returns 0 0 0 158 1 1 2 73
Estimation of Heuristic Switching in Behavioral Macroeconomic Models 0 0 0 37 0 0 2 56
Estimation of financial agent-based models with simulated maximum likelihood 0 0 0 32 1 3 6 80
Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness 0 0 3 13 1 3 14 36
On the estimation of behavioral macroeconomic models via simulated maximum likelihood 0 0 0 57 0 1 2 87
Prospect Theory in the Heterogeneous Agent Model 0 0 0 38 0 0 0 63
Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility 0 0 1 93 0 0 3 227
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 1 2 67 2 3 11 184
Simulated ML Estimation of Financial Agent-Based Models 0 0 0 66 1 4 11 185
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market 0 0 0 22 1 1 4 72
US Equity Announcement Risk Premia 0 0 6 6 0 2 18 18
Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model 0 0 1 2 1 1 3 7
Total Working Papers 0 2 14 683 9 22 81 1,359


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 0 1 6 87
Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics 0 3 3 5 1 4 5 9
Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities 0 0 4 15 2 6 27 86
Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality 0 0 1 15 0 1 5 58
Does parameterization affect the complexity of agent-based models? 0 0 0 0 2 2 5 11
Estimation of financial agent-based models with simulated maximum likelihood 0 0 0 14 0 1 2 91
Estimation of heuristic switching in behavioral macroeconomic models 0 0 2 10 0 0 6 26
Fundamental and speculative components of the cryptocurrency pricing dynamics 1 1 2 3 1 6 11 20
Moment set selection for the SMM using simple machine learning 0 0 3 4 2 2 6 8
Prospect Theory in the Heterogeneous Agent Model 0 0 0 10 0 0 2 56
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 0 1 6 1 1 7 34
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market 0 0 0 6 0 0 1 51
Total Journal Articles 1 4 16 101 9 24 83 537


Statistics updated 2025-09-05