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 0 109 0 3 5 410
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 1 2 14 336 5 11 37 860
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 42 1 1 8 162
Asymmetric volatility connectedness on forex markets 0 0 6 278 0 3 31 729
Asymmetric volatility connectedness on the forex market 0 0 0 49 0 0 2 128
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 0 1 1 83
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 0 0 0 42
Business cycle synchronization within the European Union: A wavelet cohesion approach 1 1 2 35 1 2 11 109
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 2 74 1 3 9 229
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 0 0 108 0 0 2 269
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 0 0 1 120
Do co-jumps impact correlations in currency markets? 0 0 5 158 1 2 10 410
Gold, Oil, and Stocks 0 0 0 123 0 0 0 245
Gold, Oil, and Stocks 0 0 0 27 3 3 4 190
Gold, Oil, and Stocks: Dynamic Correlations 0 0 0 85 1 2 5 273
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 1 46 0 0 1 228
How does bad and good volatility spill over across petroleum markets? 1 1 1 101 2 2 4 307
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 5 266 0 2 15 561
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 1 37 0 0 5 102
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 0 0 0 168
Monte Carlo-based tail exponent estimator 0 0 0 29 0 0 2 80
Predicting the volatility of major energy commodity prices: the dynamic persistence model 3 9 47 72 19 36 104 137
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 5 193 0 1 11 406
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 0 2 64
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 0 0 0 123
The Dynamic Persistence of Economic Shocks 9 31 99 144 23 61 176 250
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 0 0 0 195
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 0 1 100
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 0 49 0 0 2 87
Time-scale analysis of co-movement in EU sovereign bond markets 0 0 1 32 0 0 3 66
Time-scale analysis of sovereign bonds market co-movement in the EU 0 0 1 36 0 0 2 70
Volatility spillovers across petroleum markets 0 0 3 225 0 7 14 659
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 0 0 0 262
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 0 0 0 280
Total Working Papers 15 44 194 3,174 57 140 468 8,404

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 14 101 4 13 38 338
Asymmetric volatility connectedness on the forex market 2 2 2 49 3 5 15 189
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 0 63 1 4 14 237
Comovement and disintegration of EU sovereign bond markets during the crisis 0 0 0 3 0 0 0 18
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 0 0 0 31 0 4 10 164
Do co-jumps impact correlations in currency markets? 0 0 0 9 0 0 5 62
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 0 0 0 225
Fractal Properties of the Financial Market 0 0 0 26 0 0 0 93
Gold, oil, and stocks: Dynamic correlations 1 3 7 65 1 3 12 177
Growth cycle synchronization of the Visegrad Four and the European Union 0 1 2 9 1 3 8 34
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 31 0 0 0 241
Heterogeneous agent model with memory and asset price behaviour 0 0 0 28 1 1 3 117
How do skilled traders change the structure of the market 0 0 0 10 0 0 1 64
Local Stability and Bifurcations in Kaldor Model 1 1 1 38 1 1 2 112
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 1 25 2 2 5 89
Monte Carlo-based tail exponent estimator 0 0 0 6 0 0 2 35
Predicting the volatility of major energy commodity prices: The dynamic persistence model 0 2 2 2 0 3 10 10
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 0 0 1 28
Smart Agents and Sentiment in the Heterogeneous Agent Model 0 0 0 19 0 0 0 124
Smart predictors in the heterogeneous agent model 0 0 0 20 0 0 1 143
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 21 1 3 4 139
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 0 0 2 109
Volatility Spillovers Across Petroleum Markets 0 0 0 66 0 1 8 253
Wavelet Decomposition of the Financial Market 0 0 1 50 0 0 1 169
Total Journal Articles 5 13 30 762 15 43 142 3,170
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 0 0 1 6
Total Chapters 0 0 0 0 0 0 1 6

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