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 0 109 0 0 4 410
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 42 2 3 10 164
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 1 3 11 338 2 11 31 866
Asymmetric volatility connectedness on forex markets 1 2 6 280 1 3 28 732
Asymmetric volatility connectedness on the forex market 0 0 0 49 0 0 2 128
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 0 2 3 85
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 0 1 1 43
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 1 2 35 0 1 9 109
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 2 74 0 1 9 229
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 0 0 108 0 0 2 269
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 0 0 1 120
Do co-jumps impact correlations in currency markets? 1 1 4 159 1 2 9 411
Gold, Oil, and Stocks 0 0 0 123 0 0 0 245
Gold, Oil, and Stocks 0 0 0 27 1 4 5 191
Gold, Oil, and Stocks: Dynamic Correlations 0 0 0 85 0 3 7 275
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 1 46 0 0 1 228
How does bad and good volatility spill over across petroleum markets? 0 1 1 101 1 3 4 308
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 37 1 3 7 105
Modeling and forecasting exchange rate volatility in time-frequency domain 1 1 4 267 2 2 13 563
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 0 1 1 169
Monte Carlo-based tail exponent estimator 0 0 0 29 1 1 3 81
Predicting the volatility of major energy commodity prices: the dynamic persistence model 2 10 46 79 9 44 118 162
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 3 193 0 0 9 406
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 1 3 65
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 9 25 97 160 13 49 179 276
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 1 1 1 196
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 0 1 100
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 0 49 0 0 2 87
Time-scale analysis of co-movement in EU sovereign bond markets 0 0 1 32 0 1 4 67
Time-scale analysis of sovereign bonds market co-movement in the EU 0 0 1 36 0 0 2 70
Volatility spillovers across petroleum markets 0 0 2 225 0 1 13 660
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 1 1 1 281
Total Working Papers 15 44 182 3,203 36 139 483 8,486

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 11 102 5 17 41 351
Asymmetric volatility connectedness on the forex market 1 3 3 50 3 12 23 198
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 0 63 5 7 19 243
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 3 12 167
Do co-jumps impact correlations in currency markets? 0 0 0 9 1 1 6 63
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 0 0 0 225
Fractal Properties of the Financial Market 0 0 0 26 0 0 0 93
Gold, oil, and stocks: Dynamic correlations 0 1 7 65 4 5 15 181
Growth cycle synchronization of the Visegrad Four and the European Union 0 0 2 9 0 4 11 37
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 3 117
How do skilled traders change the structure of the market 0 0 0 10 0 0 1 64
Local Stability and Bifurcations in Kaldor Model 0 1 1 38 0 1 2 112
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 25 0 3 5 90
Monte Carlo-based tail exponent estimator 0 0 0 6 1 2 4 37
Predicting the volatility of major energy commodity prices: The dynamic persistence model 0 1 3 3 0 1 11 11
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 1 2 3 30
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 0 0 1 143
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 21 0 1 4 139
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 0 0 2 109
Volatility Spillovers Across Petroleum Markets 0 0 0 66 3 4 11 257
Wavelet Decomposition of the Financial Market 0 0 1 50 1 1 2 170
Total Journal Articles 2 8 28 765 25 65 176 3,220
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 1 6
Total Chapters 0 0 0 0 0 0 1 6

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