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 91 0 0 1 267
Credit Rating Downgrade Risk on Equity Returns 0 0 0 158 0 0 0 71
Estimation of Heuristic Switching in Behavioral Macroeconomic Models 0 0 0 37 0 0 4 54
Estimation of financial agent-based models with simulated maximum likelihood 0 0 1 32 0 1 4 76
Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness 0 1 5 13 2 3 17 31
On the estimation of behavioral macroeconomic models via simulated maximum likelihood 0 0 1 57 0 0 4 86
Prospect Theory in the Heterogeneous Agent Model 0 0 1 38 0 0 1 63
Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility 0 0 1 92 0 0 2 225
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 0 1 65 1 2 8 177
Simulated ML Estimation of Financial Agent-Based Models 0 0 1 66 0 2 11 178
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market 0 0 1 22 1 2 3 70
US Equity Announcement Risk Premia 0 0 6 6 0 0 15 15
Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model 0 0 1 1 1 1 5 5
Total Working Papers 0 1 19 678 5 11 75 1,318


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 1 4 84
Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics 0 0 1 2 0 0 3 4
Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities 2 2 10 14 3 5 36 73
Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality 0 0 1 14 0 1 4 55
Does parameterization affect the complexity of agent-based models? 0 0 0 0 0 2 4 9
Estimation of financial agent-based models with simulated maximum likelihood 0 0 1 14 0 0 4 90
Estimation of heuristic switching in behavioral macroeconomic models 0 0 3 8 1 1 10 22
Fundamental and speculative components of the cryptocurrency pricing dynamics 0 0 0 1 1 1 3 11
Moment set selection for the SMM using simple machine learning 0 0 1 2 0 0 3 4
Prospect Theory in the Heterogeneous Agent Model 0 0 1 10 0 0 6 55
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 0 0 5 0 0 3 30
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market 0 0 0 6 0 0 0 50
Total Journal Articles 2 2 18 89 6 11 80 487


Statistics updated 2025-03-03