Access Statistics for Lukas Vacha

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover 0 0 1 110 2 2 16 426
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 43 3 6 20 184
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 2 340 3 5 26 892
Asymmetric volatility connectedness on forex markets 1 1 6 286 3 5 35 767
Asymmetric volatility connectedness on the forex market 0 0 0 49 1 1 20 148
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 0 0 8 51
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 0 2 18 103
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 0 1 36 1 2 10 119
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 3 77 3 3 20 249
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 0 2 110 0 0 17 286
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 0 0 19 139
Do co-jumps impact correlations in currency markets? 0 1 4 163 3 5 29 440
Gold, Oil, and Stocks 0 0 1 124 0 1 23 268
Gold, Oil, and Stocks 0 0 1 28 0 0 12 203
Gold, Oil, and Stocks: Dynamic Correlations 0 0 2 87 2 5 26 301
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 46 1 1 10 238
How does bad and good volatility spill over across petroleum markets? 0 0 0 101 0 1 12 320
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 2 39 1 2 18 123
Modeling and forecasting exchange rate volatility in time-frequency domain 0 1 2 269 3 5 29 592
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 0 0 13 182
Monte Carlo-based tail exponent estimator 0 0 1 30 1 1 9 90
Predicting the volatility of major energy commodity prices: the dynamic persistence model 0 1 24 103 4 9 55 217
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 1 3 196 2 5 24 430
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 2 13 78
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 1 2 10 133
The Dynamic Persistence of Economic Shocks 1 5 66 226 7 26 194 470
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 1 3 16 212
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 0 8 108
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 1 50 0 0 11 98
Time-scale analysis of co-movement in EU sovereign bond markets 0 0 0 32 0 0 9 76
Time-scale analysis of sovereign bonds market co-movement in the EU 0 0 1 37 0 0 4 74
Volatility spillovers across petroleum markets 0 0 5 230 2 4 33 693
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 1 1 6 268
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 0 0 6 287
Total Working Papers 2 10 129 3,332 45 99 779 9,265

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers 1 2 11 113 3 11 60 411
Asymmetric volatility connectedness on the forex market 1 4 12 62 2 10 54 252
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 1 64 0 1 23 266
Comovement and disintegration of EU sovereign bond markets during the crisis 0 0 1 4 0 0 11 29
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 0 0 3 34 1 2 16 183
Do co-jumps impact correlations in currency markets? 0 0 0 9 1 2 9 72
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 0 1 15 240
Fractal Properties of the Financial Market 0 0 0 26 1 2 8 101
Gold, oil, and stocks: Dynamic correlations 0 0 0 65 2 3 12 193
Growth cycle synchronization of the Visegrad Four and the European Union 0 0 1 10 0 1 14 51
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 31 0 0 9 250
Heterogeneous agent model with memory and asset price behaviour 0 0 0 28 0 1 8 125
How do skilled traders change the structure of the market 0 0 0 10 1 1 9 73
Local Stability and Bifurcations in Kaldor Model 0 0 0 38 0 0 7 119
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 25 0 0 13 103
Monte Carlo-based tail exponent estimator 0 0 0 6 1 1 11 48
Predicting the volatility of major energy commodity prices: The dynamic persistence model 0 0 1 4 1 2 27 38
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 0 1 5 35
Smart Agents and Sentiment in the Heterogeneous Agent Model 0 0 0 19 0 0 6 130
Smart predictors in the heterogeneous agent model 0 0 0 20 0 0 6 149
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 1 22 1 1 12 151
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 0 0 13 122
Wavelet Decomposition of the Financial Market 0 0 0 50 0 0 8 178
Total Journal Articles 2 6 31 730 14 40 356 3,319
3 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Wavelet-Based Correlation Analysis of the Key Traded Assets 0 0 0 0 0 0 10 16
Total Chapters 0 0 0 0 0 0 10 16

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Statistics updated 2026-09-10