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 1 4 410
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 1 3 12 337 4 14 34 864
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 42 0 1 8 162
Asymmetric volatility connectedness on forex markets 1 1 6 279 2 2 31 731
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 2 2 3 85
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 1 1 1 43
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 1 2 35 0 2 10 109
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 2 74 0 2 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? 0 0 4 158 0 2 9 410
Gold, Oil, and Stocks 0 0 0 123 0 0 0 245
Gold, Oil, and Stocks 0 0 0 27 0 3 4 190
Gold, Oil, and Stocks: Dynamic Correlations 0 0 0 85 2 4 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 0 2 4 307
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 37 2 2 6 104
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 4 266 0 1 12 561
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 1 1 1 169
Monte Carlo-based tail exponent estimator 0 0 0 29 0 0 2 80
Predicting the volatility of major energy commodity prices: the dynamic persistence model 5 12 47 77 16 41 115 153
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 4 193 0 0 10 406
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 1 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 7 31 94 151 13 57 176 263
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 0 1 100
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 0 0 0 195
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 1 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 3 225 1 3 15 660
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 0 0 0 280
Total Working Papers 14 49 183 3,188 46 143 479 8,450

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 2 13 101 8 14 39 346
Asymmetric volatility connectedness on the forex market 0 2 2 49 6 10 21 195
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 0 63 1 3 14 238
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 2 5 11 166
Do co-jumps impact correlations in currency markets? 0 0 0 9 0 0 5 62
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 3 7 65 0 3 11 177
Growth cycle synchronization of the Visegrad Four and the European Union 0 0 2 9 3 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 1 3 5 90
Monte Carlo-based tail exponent estimator 0 0 0 6 1 1 3 36
Predicting the volatility of major energy commodity prices: The dynamic persistence model 1 3 3 3 1 4 11 11
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 1 1 2 29
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 1 1 8 254
Wavelet Decomposition of the Financial Market 0 0 1 50 0 0 1 169
Total Journal Articles 1 11 29 763 25 52 155 3,195
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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