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 0 2 14 421
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 1 1 43 0 5 12 172
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 2 7 340 1 8 34 882
Asymmetric volatility connectedness on forex markets 0 0 8 285 1 8 37 759
Asymmetric volatility connectedness on the forex market 0 0 0 49 0 10 18 145
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 1 5 6 48
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 5 12 17 99
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 0 3 36 0 4 9 115
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 3 76 2 8 18 243
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 1 2 110 0 11 14 283
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 5 14 15 135
Do co-jumps impact correlations in currency markets? 0 0 4 162 0 13 22 430
Gold, Oil, and Stocks 0 0 0 123 5 14 15 260
Gold, Oil, and Stocks 0 0 0 27 1 3 9 196
Gold, Oil, and Stocks: Dynamic Correlations 0 0 2 87 3 10 20 291
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 46 1 6 9 237
How does bad and good volatility spill over across petroleum markets? 0 0 1 101 0 3 9 314
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 1 38 1 6 14 115
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 1 267 0 10 19 577
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 0 4 10 178
Monte Carlo-based tail exponent estimator 0 0 0 29 0 4 6 86
Predicting the volatility of major energy commodity prices: the dynamic persistence model 1 10 44 100 3 20 113 202
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 2 195 1 8 13 418
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 5 11 75
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 0 4 6 129
The Dynamic Persistence of Economic Shocks 3 22 104 210 17 73 241 416
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 0 8 11 206
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 2 7 107
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 0 49 4 6 6 93
Time-scale analysis of co-movement in EU sovereign bond markets 0 0 0 32 0 5 6 72
Time-scale analysis of sovereign bonds market co-movement in the EU 0 0 0 36 0 2 2 72
Volatility spillovers across petroleum markets 1 2 2 227 3 17 28 680
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 0 2 3 265
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 0 5 6 286
Total Working Papers 5 38 186 3,298 54 317 780 9,007

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 1 11 105 1 15 64 383
Asymmetric volatility connectedness on the forex market 2 3 7 54 4 15 43 225
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 1 64 1 10 29 260
Comovement and disintegration of EU sovereign bond markets during the crisis 0 1 1 4 0 6 9 27
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 1 3 3 34 1 5 17 176
Do co-jumps impact correlations in currency markets? 0 0 0 9 0 5 9 70
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 1 5 8 233
Fractal Properties of the Financial Market 0 0 0 26 1 3 4 97
Gold, oil, and stocks: Dynamic correlations 0 0 3 65 0 3 12 186
Growth cycle synchronization of the Visegrad Four and the European Union 0 0 2 9 0 5 17 45
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 31 1 6 8 249
Heterogeneous agent model with memory and asset price behaviour 0 0 0 28 0 6 7 123
How do skilled traders change the structure of the market 0 0 0 10 0 3 4 68
Local Stability and Bifurcations in Kaldor Model 0 0 1 38 0 3 5 116
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 25 2 4 11 97
Monte Carlo-based tail exponent estimator 0 0 0 6 0 5 10 45
Predicting the volatility of major energy commodity prices: The dynamic persistence model 0 0 4 4 1 10 18 25
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 0 2 4 32
Smart Agents and Sentiment in the Heterogeneous Agent Model 0 0 0 19 0 4 6 130
Smart predictors in the heterogeneous agent model 0 0 0 20 0 3 3 146
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 21 1 5 9 145
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 3 5 7 116
Volatility Spillovers Across Petroleum Markets 0 1 1 67 2 9 18 269
Wavelet Decomposition of the Financial Market 0 0 0 50 0 3 5 174
Total Journal Articles 3 9 34 779 19 140 327 3,437
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 2 6 8 14
Total Chapters 0 0 0 0 2 6 8 14

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Statistics updated 2026-03-04