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 0 14 424
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 3 340 1 4 25 889
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 43 0 3 19 181
Asymmetric volatility connectedness on forex markets 0 0 6 285 1 2 33 764
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 34 0 3 18 103
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 0 1 8 51
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 0 1 36 0 1 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 2 17 286
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 0 0 19 139
Do co-jumps impact correlations in currency markets? 0 1 5 163 1 3 27 437
Gold, Oil, and Stocks 0 0 1 124 1 2 23 268
Gold, Oil, and Stocks 0 0 1 28 0 1 13 203
Gold, Oil, and Stocks: Dynamic Correlations 0 0 2 87 0 4 24 299
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 0 1 13 320
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 2 39 0 2 18 122
Modeling and forecasting exchange rate volatility in time-frequency domain 1 1 3 269 1 3 28 589
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 0 2 13 182
Monte Carlo-based tail exponent estimator 0 0 1 30 0 1 9 89
Predicting the volatility of major energy commodity prices: the dynamic persistence model 1 1 26 103 3 5 60 213
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 1 1 3 196 1 5 22 428
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 3 13 78
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 0 2 9 132
The Dynamic Persistence of Economic Shocks 2 9 74 225 7 28 200 463
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 0 8 108
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 0 3 16 211
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 1 50 0 0 11 98
Time-scale analysis of co-movement in EU sovereign bond markets 0 0 0 32 0 1 9 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 0 5 230 0 4 31 691
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 0 0 5 267
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 0 0 7 287
Total Working Papers 5 13 142 3,330 16 88 770 9,220

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 2 11 112 4 13 62 408
Asymmetric volatility connectedness on the forex market 1 6 12 61 1 13 55 250
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 1 64 0 1 28 266
Comovement and disintegration of EU sovereign bond markets during the crisis 0 0 1 4 0 0 11 29
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 0 0 3 34 0 2 16 182
Do co-jumps impact correlations in currency markets? 0 0 0 9 0 1 9 71
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 0 3 15 240
Fractal Properties of the Financial Market 0 0 0 26 1 1 7 100
Gold, oil, and stocks: Dynamic correlations 0 0 0 65 0 2 14 191
Growth cycle synchronization of the Visegrad Four and the European Union 0 0 1 10 1 3 14 51
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 1 1 8 125
How do skilled traders change the structure of the market 0 0 0 10 0 0 8 72
Local Stability and Bifurcations in Kaldor Model 0 0 0 38 0 1 7 119
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 25 0 1 13 103
Monte Carlo-based tail exponent estimator 0 0 0 6 0 0 11 47
Predicting the volatility of major energy commodity prices: The dynamic persistence model 0 0 1 4 1 2 26 37
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 0 1 6 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 0 6 149
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 1 22 0 0 11 150
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 0 1 13 122
Wavelet Decomposition of the Financial Market 0 0 0 50 0 1 9 178
Total Journal Articles 1 8 31 728 9 48 364 3,305
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 0 10 16
Total Chapters 0 0 0 0 0 0 10 16

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Statistics updated 2026-08-07