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 3 5 11 279
Credit Rating Downgrade Risk on Equity Returns 0 0 0 158 6 6 9 80
Estimation of Heuristic Switching in Behavioral Macroeconomic Models 0 0 1 38 2 6 18 73
Estimation of financial agent-based models with simulated maximum likelihood 0 0 0 32 7 12 32 109
Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness 0 0 0 13 2 5 19 51
On the estimation of behavioral macroeconomic models via simulated maximum likelihood 0 0 0 57 3 8 15 101
Prospect Theory in the Heterogeneous Agent Model 0 0 0 38 4 5 10 73
Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility 0 0 0 93 4 7 18 244
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 1 2 68 8 13 35 216
Simulated ML Estimation of Financial Agent-Based Models 0 0 0 66 4 7 17 196
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market 0 0 0 22 1 1 4 75
US Equity Announcement Risk Premia 0 0 0 6 1 4 13 28
Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model 0 0 0 2 0 3 5 11
Total Working Papers 0 1 4 685 45 82 206 1,536


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 1 1 14 2 4 8 93
Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics 0 1 6 8 2 6 21 26
Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities 0 2 7 22 5 11 42 119
Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality 0 1 2 16 1 4 16 71
Does parameterization affect the complexity of agent-based models? 0 0 0 0 0 1 9 18
Estimation of financial agent-based models with simulated maximum likelihood 0 1 1 15 3 10 14 104
Estimation of heuristic switching in behavioral macroeconomic models 1 1 3 11 3 6 17 40
Fundamental and speculative components of the cryptocurrency pricing dynamics 1 2 3 5 7 14 30 43
Moment set selection for the SMM using simple machine learning 0 0 1 5 6 9 16 22
Prospect Theory in the Heterogeneous Agent Model 0 1 1 11 2 12 20 76
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 1 1 7 1 3 9 41
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market 0 0 0 6 5 10 16 66
Total Journal Articles 2 11 26 120 37 90 218 719


Statistics updated 2026-05-06