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 0 2 15 426
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 43 2 5 21 186
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 2 340 1 5 25 893
Asymmetric volatility connectedness on forex markets 0 1 5 286 2 6 36 769
Asymmetric volatility connectedness on the forex market 0 0 0 49 1 2 21 149
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 0 0 17 103
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 0 0 8 51
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 0 0 36 1 2 10 120
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 3 77 0 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 1 1 20 140
Do co-jumps impact correlations in currency markets? 0 0 2 163 0 4 27 440
Gold, Oil, and Stocks 0 0 1 28 0 0 12 203
Gold, Oil, and Stocks 0 0 1 124 2 3 25 270
Gold, Oil, and Stocks: Dynamic Correlations 0 0 0 87 1 3 25 302
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 46 0 1 10 238
How does bad and good volatility spill over across petroleum markets? 0 0 0 101 0 0 10 320
Modeling and forecasting exchange rate volatility in time-frequency domain 1 2 3 270 1 5 30 593
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 2 39 1 2 19 124
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 0 0 12 182
Monte Carlo-based tail exponent estimator 0 0 1 30 0 1 9 90
Predicting the volatility of major energy commodity prices: the dynamic persistence model 0 1 20 103 1 8 51 218
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 1 3 196 1 4 24 431
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 0 12 78
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 1 2 10 134
The Dynamic Persistence of Economic Shocks 2 5 56 228 6 20 176 476
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 0 1 16 212
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 0 7 108
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 1 50 1 1 12 99
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 34 695
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 0 1 6 268
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 2 2 8 289
Total Working Papers 3 10 110 3,335 27 88 758 9,292

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 0 1 11 113 0 7 56 411
Asymmetric volatility connectedness on the forex market 0 2 12 62 0 3 51 252
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 1 64 0 0 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 16 184
Do co-jumps impact correlations in currency markets? 0 0 0 9 0 1 9 72
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 0 0 14 240
Fractal Properties of the Financial Market 0 0 0 26 0 2 7 101
Gold, oil, and stocks: Dynamic correlations 1 1 1 66 1 3 12 194
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 2 2 11 252
Heterogeneous agent model with memory and asset price behaviour 0 0 0 28 1 2 9 126
How do skilled traders change the structure of the market 0 0 0 10 0 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 0 1 11 48
Predicting the volatility of major energy commodity prices: The dynamic persistence model 0 0 1 4 0 2 27 38
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 0 0 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 0 1 12 151
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 1 1 14 123
Wavelet Decomposition of the Financial Market 0 0 0 50 0 0 8 178
Total Journal Articles 1 4 32 731 6 29 351 3,325
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 1 1 11 17
Total Chapters 0 0 0 0 1 1 11 17

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Statistics updated 2026-10-11