Access Statistics for Lukas Vacha

Author contact details at EconPapers.

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 1 2 15 422
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 1 6 340 2 6 35 884
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 43 3 7 14 175
Asymmetric volatility connectedness on forex markets 0 0 7 285 1 7 34 760
Asymmetric volatility connectedness on the forex market 0 0 0 49 2 10 19 147
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 0 11 17 99
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 0 3 6 48
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 0 2 36 0 2 8 115
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 1 1 3 77 2 7 19 245
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 0 2 110 0 8 14 283
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 1 14 16 136
Do co-jumps impact correlations in currency markets? 0 0 4 162 2 13 24 432
Gold, Oil, and Stocks 1 1 1 124 3 16 18 263
Gold, Oil, and Stocks 1 1 1 28 1 3 10 197
Gold, Oil, and Stocks: Dynamic Correlations 0 0 2 87 2 10 22 293
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 46 0 5 9 237
How does bad and good volatility spill over across petroleum markets? 0 0 1 101 2 4 11 316
Modeling and forecasting exchange rate volatility in time-frequency domain 1 1 2 268 5 13 23 582
Modeling and forecasting exchange rate volatility in time-frequency domain 1 1 2 39 1 5 14 116
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 1 4 11 179
Monte Carlo-based tail exponent estimator 1 1 1 30 1 2 7 87
Predicting the volatility of major energy commodity prices: the dynamic persistence model 2 9 39 102 3 16 104 205
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 4 11 75
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 2 195 3 7 16 421
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 0 3 6 129
The Dynamic Persistence of Economic Shocks 4 21 101 214 9 54 236 425
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 0 7 11 206
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 1 7 107
Time-Frequency Response Analysis of Monetary Policy Transmission 1 1 1 50 1 6 7 94
Time-scale analysis of co-movement in EU sovereign bond markets 0 0 0 32 0 3 6 72
Time-scale analysis of sovereign bonds market co-movement in the EU 1 1 1 37 1 3 3 73
Volatility spillovers across petroleum markets 2 3 4 229 3 16 31 683
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 0 1 3 265
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 0 4 6 286
Total Working Papers 16 42 184 3,314 50 277 793 9,057

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 3 11 108 5 15 63 388
Asymmetric volatility connectedness on the forex market 1 3 8 55 6 16 47 231
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 1 64 1 6 28 261
Comovement and disintegration of EU sovereign bond markets during the crisis 0 0 1 4 0 3 9 27
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 0 1 3 34 3 6 19 179
Do co-jumps impact correlations in currency markets? 0 0 0 9 0 4 8 70
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 1 6 9 234
Fractal Properties of the Financial Market 0 0 0 26 1 4 5 98
Gold, oil, and stocks: Dynamic correlations 0 0 3 65 2 2 14 188
Growth cycle synchronization of the Visegrad Four and the European Union 0 0 1 9 0 3 14 45
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 31 0 5 8 249
Heterogeneous agent model with memory and asset price behaviour 0 0 0 28 1 7 8 124
How do skilled traders change the structure of the market 0 0 0 10 0 2 4 68
Local Stability and Bifurcations in Kaldor Model 0 0 1 38 0 2 5 116
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 25 1 4 11 98
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 2 10 20 27
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 1 2 5 33
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 1 4 4 147
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 21 2 6 11 147
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 2 6 9 118
Wavelet Decomposition of the Financial Market 0 0 0 50 1 3 6 175
Total Journal Articles 4 7 33 716 30 125 323 3,198
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 6 9 15
Total Chapters 0 0 0 0 1 6 9 15

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09