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 14 424
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 43 3 6 19 181
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 4 340 1 4 28 888
Asymmetric volatility connectedness on forex markets 0 0 7 285 1 3 34 763
Asymmetric volatility connectedness on the forex market 0 0 0 49 0 0 19 147
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 0 3 9 51
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 2 4 20 103
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 0 1 36 1 3 9 118
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 3 77 0 1 17 246
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 0 2 110 0 3 17 286
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 0 3 19 139
Do co-jumps impact correlations in currency markets? 1 1 5 163 1 4 26 436
Gold, Oil, and Stocks 0 0 1 28 0 6 13 203
Gold, Oil, and Stocks 0 0 1 124 0 4 22 267
Gold, Oil, and Stocks: Dynamic Correlations 0 0 2 87 3 6 26 299
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 46 0 0 9 237
How does bad and good volatility spill over across petroleum markets? 0 0 0 101 1 4 13 320
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 2 268 1 6 27 588
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 2 39 1 6 20 122
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 0 3 14 182
Monte Carlo-based tail exponent estimator 0 0 1 30 0 2 9 89
Predicting the volatility of major energy commodity prices: the dynamic persistence model 0 0 30 102 2 5 73 210
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 2 195 2 6 21 427
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 2 3 14 78
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 1 3 9 132
The Dynamic Persistence of Economic Shocks 2 9 79 223 12 31 206 456
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 2 5 16 211
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 1 8 108
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 1 50 0 4 11 98
Time-scale analysis of co-movement in EU sovereign bond markets 0 0 0 32 0 4 10 76
Time-scale analysis of sovereign bonds market co-movement in the EU 0 0 1 37 0 1 4 74
Volatility spillovers across petroleum markets 0 1 5 230 2 8 32 691
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 0 2 5 267
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 0 1 7 287
Total Working Papers 3 11 151 3,325 38 147 800 9,204

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 4 11 112 4 16 66 404
Asymmetric volatility connectedness on the forex market 2 5 11 60 7 18 60 249
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 1 64 1 5 29 266
Comovement and disintegration of EU sovereign bond markets during the crisis 0 0 1 4 0 2 11 29
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 0 0 3 34 1 3 18 182
Do co-jumps impact correlations in currency markets? 0 0 0 9 1 1 9 71
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 1 6 15 240
Fractal Properties of the Financial Market 0 0 0 26 0 1 6 99
Gold, oil, and stocks: Dynamic correlations 0 0 0 65 1 3 14 191
Growth cycle synchronization of the Visegrad Four and the European Union 0 1 1 10 0 5 16 50
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 31 0 1 9 250
Heterogeneous agent model with memory and asset price behaviour 0 0 0 28 0 0 7 124
How do skilled traders change the structure of the market 0 0 0 10 0 4 8 72
Local Stability and Bifurcations in Kaldor Model 0 0 0 38 0 3 7 119
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 25 0 5 14 103
Monte Carlo-based tail exponent estimator 0 0 0 6 0 2 12 47
Predicting the volatility of major energy commodity prices: The dynamic persistence model 0 0 2 4 0 9 26 36
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 1 2 7 35
Smart Agents and Sentiment in the Heterogeneous Agent Model 0 0 0 19 0 0 6 130
Smart predictors in the heterogeneous agent model 0 0 0 20 0 2 6 149
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 1 1 22 0 3 11 150
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 0 4 13 122
Wavelet Decomposition of the Financial Market 0 0 0 50 0 3 9 178
Total Journal Articles 3 11 31 727 17 98 379 3,296
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 0 1 10 16
Total Chapters 0 0 0 0 0 1 10 16

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Statistics updated 2026-07-10