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 2 268
Credit Rating Downgrade Risk on Equity Returns 0 0 0 158 0 1 1 72
Estimation of Heuristic Switching in Behavioral Macroeconomic Models 0 0 0 37 0 1 2 56
Estimation of financial agent-based models with simulated maximum likelihood 0 0 0 32 0 0 3 77
Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness 0 0 3 13 1 3 13 34
On the estimation of behavioral macroeconomic models via simulated maximum likelihood 0 0 0 57 1 1 3 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 1 1 93 0 2 3 227
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 0 1 66 0 3 8 181
Simulated ML Estimation of Financial Agent-Based Models 0 0 0 66 1 4 9 182
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market 0 0 0 22 0 1 3 71
US Equity Announcement Risk Premia 0 0 6 6 0 1 16 16
Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model 0 0 1 2 0 0 4 6
Total Working Papers 0 1 12 681 3 17 67 1,340


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 87
Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics 0 0 0 2 0 0 1 5
Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities 0 0 9 15 2 8 33 82
Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality 0 1 1 15 0 2 4 57
Does parameterization affect the complexity of agent-based models? 0 0 0 0 0 0 3 9
Estimation of financial agent-based models with simulated maximum likelihood 0 0 0 14 0 0 1 90
Estimation of heuristic switching in behavioral macroeconomic models 0 2 2 10 0 4 7 26
Fundamental and speculative components of the cryptocurrency pricing dynamics 0 0 1 2 3 5 8 17
Moment set selection for the SMM using simple machine learning 0 0 3 4 0 0 4 6
Prospect Theory in the Heterogeneous Agent Model 0 0 0 10 0 1 6 56
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 1 1 6 0 2 6 33
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market 0 0 0 6 0 1 1 51
Total Journal Articles 0 4 17 97 6 25 80 519


Statistics updated 2025-07-04