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 1 1 109 0 2 6 406
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 2 6 21 327 5 16 54 835
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 0 41 0 1 1 154
Asymmetric volatility connectedness on forex markets 1 2 16 274 4 9 43 704
Asymmetric volatility connectedness on the forex market 0 0 1 49 0 0 3 126
Business cycle synchronization of the Visegrad Four and the European Union 0 0 1 9 0 0 4 42
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 0 0 2 82
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 0 0 33 1 2 2 100
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 2 72 0 0 7 220
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 0 0 108 0 0 3 267
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 0 0 1 119
Do co-jumps impact correlations in currency markets? 1 2 9 155 1 2 23 402
Gold, Oil, and Stocks 0 0 0 123 0 1 1 245
Gold, Oil, and Stocks 0 0 0 27 0 0 1 186
Gold, Oil, and Stocks: Dynamic Correlations 0 0 1 85 0 0 1 268
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 45 0 0 1 227
How does bad and good volatility spill over across petroleum markets? 0 0 1 100 1 2 3 304
Modeling and forecasting exchange rate volatility in time-frequency domain 0 1 1 37 0 2 3 98
Modeling and forecasting exchange rate volatility in time-frequency domain 1 2 7 263 1 7 19 550
Monte Carlo-Based Tail Exponent Estimator 0 0 1 39 0 0 1 168
Monte Carlo-based tail exponent estimator 0 0 0 29 0 0 2 78
Predicting the volatility of major energy commodity prices: the dynamic persistence model 3 10 33 33 6 13 44 44
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 0 1 62
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 1 2 5 190 1 2 10 397
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 22 53 63 10 32 94 97
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 0 0 1 195
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 0 0 99
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 1 49 0 0 6 85
Time-scale analysis of co-movement in EU sovereign bond markets 0 0 0 31 0 0 0 63
Time-scale analysis of sovereign bonds market co-movement in the EU 0 0 0 35 0 0 0 68
Volatility spillovers across petroleum markets 1 1 11 223 2 3 29 647
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 0 0 2 262
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 0 0 1 280
Total Working Papers 16 49 165 3,021 32 94 369 8,003

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 3 4 11 91 3 14 34 310
Asymmetric volatility connectedness on the forex market 0 0 3 47 1 2 13 175
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 1 63 0 2 11 224
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 0 2 8 155
Do co-jumps impact correlations in currency markets? 0 0 1 9 0 0 3 57
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 1 61 0 1 2 225
Fractal Properties of the Financial Market 0 0 0 26 0 0 0 93
Gold, oil, and stocks: Dynamic correlations 0 0 5 58 0 1 10 166
Growth cycle synchronization of the Visegrad Four and the European Union 0 0 2 7 0 0 2 26
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 0 0 114
How do skilled traders change the structure of the market 0 0 1 10 0 0 1 63
Local Stability and Bifurcations in Kaldor Model 0 0 0 37 0 0 1 110
Modeling and forecasting exchange rate volatility in time-frequency domain 0 1 3 25 0 1 4 85
Monte Carlo-based tail exponent estimator 0 0 0 6 0 0 1 33
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 1 11 0 0 1 27
Smart Agents and Sentiment in the Heterogeneous Agent Model 0 0 1 19 0 0 1 124
Smart predictors in the heterogeneous agent model 0 0 0 20 0 0 1 142
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 21 0 0 0 135
Time–frequency dynamics of biofuel–fuel–food system 0 0 1 18 0 0 2 107
Volatility Spillovers Across Petroleum Markets 0 0 1 66 0 2 4 246
Wavelet Decomposition of the Financial Market 0 0 1 49 0 0 2 168
Total Journal Articles 3 5 33 737 4 25 101 3,044
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 0 0 0 5
Total Chapters 0 0 0 0 0 0 0 5

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Statistics updated 2024-09-04