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 1 109 0 0 6 407
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 2 23 333 0 5 48 848
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 42 0 1 7 160
Asymmetric volatility connectedness on forex markets 0 1 13 277 1 8 39 722
Asymmetric volatility connectedness on the forex market 0 0 0 49 0 0 1 127
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 0 0 1 42
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 0 0 0 82
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 0 0 33 0 5 8 106
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 1 1 2 73 1 2 8 225
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 0 0 108 0 2 4 269
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 0 0 2 120
Do co-jumps impact correlations in currency markets? 1 1 6 158 1 2 15 408
Gold, Oil, and Stocks 0 0 0 27 0 1 1 187
Gold, Oil, and Stocks 0 0 0 123 0 0 1 245
Gold, Oil, and Stocks: Dynamic Correlations 0 0 1 85 2 2 4 271
Heterogeneous Agents Model with the Worst Out Algorithm 0 1 1 46 0 1 2 228
How does bad and good volatility spill over across petroleum markets? 0 0 1 100 0 0 4 305
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 1 37 0 2 5 101
Modeling and forecasting exchange rate volatility in time-frequency domain 0 1 9 266 2 5 21 558
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 0 0 0 168
Monte Carlo-based tail exponent estimator 0 0 0 29 1 1 2 80
Predicting the volatility of major energy commodity prices: the dynamic persistence model 1 8 48 56 4 21 85 89
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 1 6 193 1 4 13 405
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 1 3 64
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 0 0 0 123
The Dynamic Persistence of Economic Shocks 6 18 86 106 13 36 151 175
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 0 0 0 195
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 1 1 100
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 1 49 1 1 3 87
Time-scale analysis of co-movement in EU sovereign bond markets 1 1 1 32 2 2 3 66
Time-scale analysis of sovereign bonds market co-movement in the EU 0 1 1 36 0 1 2 70
Volatility spillovers across petroleum markets 0 0 6 225 0 0 18 652
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 0 0 0 262
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 0 0 1 280
Total Working Papers 10 36 208 3,112 29 104 459 8,227

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 1 9 94 2 4 33 319
Asymmetric volatility connectedness on the forex market 0 0 0 47 1 4 13 182
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 0 63 2 4 14 231
Comovement and disintegration of EU sovereign bond markets during the crisis 0 0 0 3 0 0 0 18
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 0 0 0 31 1 2 6 159
Do co-jumps impact correlations in currency markets? 0 0 0 9 1 2 4 61
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 0 0 1 225
Fractal Properties of the Financial Market 0 0 0 26 0 0 0 93
Gold, oil, and stocks: Dynamic correlations 1 1 6 62 1 3 13 174
Growth cycle synchronization of the Visegrad Four and the European Union 0 0 2 7 1 1 4 28
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 31 0 0 0 241
Heterogeneous agent model with memory and asset price behaviour 0 0 0 28 0 1 2 116
How do skilled traders change the structure of the market 0 0 1 10 1 1 2 64
Local Stability and Bifurcations in Kaldor Model 0 0 0 37 0 1 1 111
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 2 25 0 0 4 86
Monte Carlo-based tail exponent estimator 0 0 0 6 1 2 2 35
Predicting the volatility of major energy commodity prices: The dynamic persistence model 0 0 0 0 0 7 7 7
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 0 0 1 28
Smart Agents and Sentiment in the Heterogeneous Agent Model 0 0 0 19 0 0 0 124
Smart predictors in the heterogeneous agent model 0 0 0 20 1 1 1 143
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 21 0 1 1 136
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 0 1 3 109
Volatility Spillovers Across Petroleum Markets 0 0 0 66 1 4 8 251
Wavelet Decomposition of the Financial Market 0 0 1 50 0 0 1 169
Total Journal Articles 2 2 21 745 13 39 121 3,110
2 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 1 1 1 6
Total Chapters 0 0 0 0 1 1 1 6

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Statistics updated 2025-03-03