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 3 14 424
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 43 0 6 17 178
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 5 340 2 5 32 887
Asymmetric volatility connectedness on forex markets 0 0 7 285 0 3 33 762
Asymmetric volatility connectedness on the forex market 0 0 0 49 0 2 19 147
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 1 2 18 101
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 1 3 9 51
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 0 2 36 0 2 9 117
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 1 3 77 1 3 18 246
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 0 2 110 2 3 17 286
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 0 4 19 139
Do co-jumps impact correlations in currency markets? 0 0 4 162 1 5 26 435
Gold, Oil, and Stocks 0 1 1 28 1 7 16 203
Gold, Oil, and Stocks 0 1 1 124 1 7 22 267
Gold, Oil, and Stocks: Dynamic Correlations 0 0 2 87 1 5 24 296
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 1 101 0 5 14 319
Modeling and forecasting exchange rate volatility in time-frequency domain 0 1 2 268 1 10 26 587
Modeling and forecasting exchange rate volatility in time-frequency domain 0 1 2 39 1 6 19 121
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 2 4 14 182
Monte Carlo-based tail exponent estimator 0 1 1 30 1 3 9 89
Predicting the volatility of major energy commodity prices: the dynamic persistence model 0 2 33 102 0 6 90 208
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 2 195 2 7 19 425
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 1 1 12 76
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 1 2 8 131
The Dynamic Persistence of Economic Shocks 5 11 86 221 9 28 217 444
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 1 8 108
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 1 3 14 209
Time-Frequency Response Analysis of Monetary Policy Transmission 0 1 1 50 0 5 11 98
Time-scale analysis of co-movement in EU sovereign bond markets 0 0 0 32 1 4 10 76
Time-scale analysis of sovereign bonds market co-movement in the EU 0 1 1 37 1 2 4 74
Volatility spillovers across petroleum markets 0 3 5 230 2 9 30 689
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 5 24 163 3,322 34 159 819 9,166

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 6 11 111 5 17 66 400
Asymmetric volatility connectedness on the forex market 3 4 11 58 5 17 56 242
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 1 64 0 5 29 265
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 5 17 181
Do co-jumps impact correlations in currency markets? 0 0 0 9 0 0 8 70
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 2 6 14 239
Fractal Properties of the Financial Market 0 0 0 26 0 2 6 99
Gold, oil, and stocks: Dynamic correlations 0 0 1 65 1 4 14 190
Growth cycle synchronization of the Visegrad Four and the European Union 0 1 1 10 2 5 17 50
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 31 1 1 9 250
Heterogeneous agent model with memory and asset price behaviour 0 0 0 28 0 1 8 124
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 1 38 1 3 8 119
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 25 1 6 16 103
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 1 11 26 36
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 0 2 6 34
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 3 6 149
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 1 1 22 0 5 12 150
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 1 6 13 122
Wavelet Decomposition of the Financial Market 0 0 0 50 1 4 9 178
Total Journal Articles 4 12 33 724 22 111 377 3,279
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 2 10 16
Total Chapters 0 0 0 0 0 2 10 16

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Statistics updated 2026-06-04