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 1 109 0 0 6 407
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 42 1 1 8 161
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 1 2 21 334 1 4 44 849
Asymmetric volatility connectedness on forex markets 1 1 12 278 4 8 40 726
Asymmetric volatility connectedness on the forex market 0 0 0 49 1 1 2 128
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 0 0 0 82
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 0 0 1 42
Business cycle synchronization within the European Union: A wavelet cohesion approach 1 1 1 34 1 5 9 107
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 1 2 3 74 1 2 9 226
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 0 0 108 0 1 4 269
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 1 6 158 0 2 12 408
Gold, Oil, and Stocks 0 0 0 123 0 0 1 245
Gold, Oil, and Stocks 0 0 0 27 0 1 1 187
Gold, Oil, and Stocks: Dynamic Correlations 0 0 1 85 0 2 4 271
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 1 46 0 0 2 228
How does bad and good volatility spill over across petroleum markets? 0 0 1 100 0 0 4 305
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 7 266 1 3 20 559
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 1 37 1 2 6 102
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 0 0 0 168
Monte Carlo-based tail exponent estimator 0 0 0 29 0 1 2 80
Predicting the volatility of major energy commodity prices: the dynamic persistence model 7 12 45 63 12 25 83 101
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 1 6 193 0 3 12 405
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 1 2 64
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 19 82 113 14 38 147 189
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 0 0 0 195
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 1 1 100
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 0 49 0 1 2 87
Time-scale analysis of co-movement in EU sovereign bond markets 0 1 1 32 0 2 3 66
Time-scale analysis of sovereign bonds market co-movement in the EU 0 1 1 36 0 1 2 70
Volatility spillovers across petroleum markets 0 0 6 225 0 0 17 652
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 18 41 197 3,130 37 105 445 8,264

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 97 6 10 37 325
Asymmetric volatility connectedness on the forex market 0 0 0 47 2 6 15 184
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 0 63 2 6 15 233
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 7 160
Do co-jumps impact correlations in currency markets? 0 0 0 9 1 3 5 62
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 0 0 1 225
Fractal Properties of the Financial Market 0 0 0 26 0 0 0 93
Gold, oil, and stocks: Dynamic correlations 0 1 6 62 0 1 13 174
Growth cycle synchronization of the Visegrad Four and the European Union 1 1 3 8 3 4 7 31
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 2 116
How do skilled traders change the structure of the market 0 0 0 10 0 1 1 64
Local Stability and Bifurcations in Kaldor Model 0 0 0 37 0 0 1 111
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 2 25 1 1 4 87
Monte Carlo-based tail exponent estimator 0 0 0 6 0 1 2 35
Predicting the volatility of major energy commodity prices: The dynamic persistence model 0 0 0 0 0 1 7 7
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 0 0 1 28
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 1 1 143
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 21 0 1 1 136
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 3 9 252
Wavelet Decomposition of the Financial Market 0 0 1 50 0 0 1 169
Total Journal Articles 4 6 23 749 17 43 132 3,127
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 1 1 6
Total Chapters 0 0 0 0 0 1 1 6

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