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 3 15 424
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 43 3 6 17 178
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 6 340 1 4 35 885
Asymmetric volatility connectedness on forex markets 0 0 7 285 2 4 33 762
Asymmetric volatility connectedness on the forex market 0 0 0 49 0 2 19 147
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 2 3 8 50
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 1 6 17 100
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 0 2 36 2 2 10 117
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 1 3 77 0 4 18 245
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 0 2 110 1 1 15 284
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 3 9 19 139
Do co-jumps impact correlations in currency markets? 0 0 4 162 2 4 26 434
Gold, Oil, and Stocks 0 1 1 28 5 7 15 202
Gold, Oil, and Stocks 0 1 1 124 3 11 21 266
Gold, Oil, and Stocks: Dynamic Correlations 0 0 2 87 2 7 24 295
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 46 0 1 9 237
How does bad and good volatility spill over across petroleum markets? 0 0 1 101 3 5 14 319
Modeling and forecasting exchange rate volatility in time-frequency domain 0 1 2 268 4 9 26 586
Modeling and forecasting exchange rate volatility in time-frequency domain 0 1 2 39 4 6 18 120
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 1 2 12 180
Monte Carlo-based tail exponent estimator 0 1 1 30 1 2 8 88
Predicting the volatility of major energy commodity prices: the dynamic persistence model 0 3 37 102 3 9 96 208
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 0 11 75
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 2 195 2 6 17 423
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 1 1 7 130
The Dynamic Persistence of Economic Shocks 2 9 96 216 10 36 229 435
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 2 2 13 208
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 1 1 8 108
Time-Frequency Response Analysis of Monetary Policy Transmission 0 1 1 50 4 9 11 98
Time-scale analysis of co-movement in EU sovereign bond markets 0 0 0 32 3 3 9 75
Time-scale analysis of sovereign bonds market co-movement in the EU 0 1 1 37 0 1 3 73
Volatility spillovers across petroleum markets 1 4 5 230 4 10 30 687
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 2 2 5 267
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 1 1 7 287
Total Working Papers 3 24 178 3,317 75 179 825 9,132

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 2 5 11 110 7 13 63 395
Asymmetric volatility connectedness on the forex market 0 3 8 55 6 16 52 237
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 1 64 4 6 30 265
Comovement and disintegration of EU sovereign bond markets during the crisis 0 0 1 4 2 2 11 29
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 0 1 3 34 1 5 19 180
Do co-jumps impact correlations in currency markets? 0 0 0 9 0 0 8 70
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 3 5 12 237
Fractal Properties of the Financial Market 0 0 0 26 1 3 6 99
Gold, oil, and stocks: Dynamic correlations 0 0 3 65 1 3 15 189
Growth cycle synchronization of the Visegrad Four and the European Union 1 1 1 10 3 3 15 48
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 31 0 1 8 249
Heterogeneous agent model with memory and asset price behaviour 0 0 0 28 0 1 8 124
How do skilled traders change the structure of the market 0 0 0 10 4 4 8 72
Local Stability and Bifurcations in Kaldor Model 0 0 1 38 2 2 7 118
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 25 4 7 15 102
Monte Carlo-based tail exponent estimator 0 0 0 6 2 2 12 47
Predicting the volatility of major energy commodity prices: The dynamic persistence model 0 0 4 4 8 11 28 35
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 1 2 6 34
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 2 3 6 149
Tail Behavior of the Central European Stock Markets during the Financial Crisis 1 1 1 22 3 6 12 150
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 3 8 12 121
Wavelet Decomposition of the Financial Market 0 0 0 50 2 3 8 177
Total Journal Articles 4 11 34 720 59 106 367 3,257
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 4 10 16
Total Chapters 0 0 0 0 1 4 10 16

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Statistics updated 2026-05-06