Jiri Kukacka
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Jiri |
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Kukacka |
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Contact
Affiliations
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Univerzita Karlova v Praze
/ Institut ekonomických studií
Research profile
author of:
- Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment
Papers, arXiv.org (2012)
by Jiri Kukacka & Jozef Barunik
(ReDIF-paper, arx:papers:1205.3763) - Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility
Papers, arXiv.org (2013)
by Jozef Barunik & Jiri Kukacka
(ReDIF-paper, arx:papers:1302.7036) - Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality
Journal of Economic Dynamics and Control, Elsevier (2020)
by Kukacka, Jiri & Kristoufek, Ladislav
(ReDIF-article, eee:dyncon:v:113:y:2020:i:c:s0165188920300257) - Estimation of heuristic switching in behavioral macroeconomic models
Journal of Economic Dynamics and Control, Elsevier (2023)
by Kukacka, Jiri & Sacht, Stephen
(ReDIF-article, eee:dyncon:v:146:y:2023:i:c:s0165188922002883) - Estimation of financial agent-based models with simulated maximum likelihood
Journal of Economic Dynamics and Control, Elsevier (2017)
by Kukacka, Jiri & Barunik, Jozef
(ReDIF-article, eee:dyncon:v:85:y:2017:i:c:p:21-45) - Does parameterization affect the complexity of agent-based models?
Journal of Economic Behavior & Organization, Elsevier (2021)
by Kukacka, Jiri & Kristoufek, Ladislav
(ReDIF-article, eee:jeborg:v:192:y:2021:i:c:p:324-356) - Moment set selection for the SMM using simple machine learning
Journal of Economic Behavior & Organization, Elsevier (2023)
by Zila, Eric & Kukacka, Jiri
(ReDIF-article, eee:jeborg:v:212:y:2023:i:c:p:366-391) - Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics
Journal of Economic Behavior & Organization, Elsevier (2024)
by Proaño, Christian R. & Kukacka, Jiri & Makarewicz, Tomasz
(ReDIF-article, eee:jeborg:v:217:y:2024:i:c:p:312-333) - Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment
Physica A: Statistical Mechanics and its Applications, Elsevier (2013)
by Kukacka, Jiri & Barunik, Jozef
(ReDIF-article, eee:phsmap:v:392:y:2013:i:23:p:5920-5938) - The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2015)
by Jiri Kukacka & Filip Stanek
(ReDIF-paper, fau:wpaper:wp2015_26) - Simulated ML Estimation of Financial Agent-Based Models
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2016)
by Jiri Kukacka & Jozef Barunik
(ReDIF-paper, fau:wpaper:wp2016_07) - Prospect Theory in the Heterogeneous Agent Model
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2016)
by Jan Polach & Jiri Kukacka
(ReDIF-paper, fau:wpaper:wp2016_14) - Credit Rating Downgrade Risk on Equity Returns
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020)
by Periklis Brakatsoulas & Jiri Kukacka
(ReDIF-paper, fau:wpaper:wp2020_13) - Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2023)
by Jan Sila & Evzen Kocenda & Ladislav Kristoufek & Jiri Kukacka
(ReDIF-paper, fau:wpaper:wp2023_24) - Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2024)
by Jiri Kukacka & Erik Zila
(ReDIF-paper, fau:wpaper:wp2024_22) - US Equity Announcement Risk Premia
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2024)
by Lukas Petrasek & Jiri Kukacka
(ReDIF-paper, fau:wpaper:wp2024_38) - The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market
Computational Economics, Springer;Society for Computational Economics (2018)
by Filip Stanek & Jiri Kukacka
(ReDIF-article, kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9649-9) - Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities
Journal of Business Ethics, Springer (2023)
by Aneta Havlinova & Jiri Kukacka
(ReDIF-article, kap:jbuset:v:182:y:2023:i:1:d:10.1007_s10551-021-04935-9) - Fundamental and speculative components of the cryptocurrency pricing dynamics
Financial Innovation, Springer;Southwestern University of Finance and Economics (2023)
by Jiri Kukacka & Ladislav Kristoufek
(ReDIF-article, spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00465-7) - Prospect Theory in the Heterogeneous Agent Model
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents (2019)
by Jan Polach & Jiri Kukacka
(ReDIF-article, spr:jeicoo:v:14:y:2019:i:1:d:10.1007_s11403-018-0219-6) - Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility
Quantitative Finance, Taylor & Francis Journals (2015)
by Jozef Barunik & Jiri Kukacka
(ReDIF-article, taf:quantf:v:15:y:2015:i:6:p:959-973) - On the estimation of behavioral macroeconomic models via simulated maximum likelihood
Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2018)
by Kukacka, Jiri & Jang, Tae-Seok & Sacht, Stephen
(ReDIF-paper, zbw:cauewp:201811) - Estimation of Heuristic Switching in Behavioral Macroeconomic Models
Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2021)
by Kukacka, Jiri & Sacht, Stephen
(ReDIF-paper, zbw:cauewp:202101) - Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility
FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014)
by Baruník, Jozef & Kukacka, Jiri
(ReDIF-paper, zbw:fmpwps:15) - Estimation of financial agent-based models with simulated maximum likelihood
FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016)
by Kukacka, Jiri & Barunik, Jozef
(ReDIF-paper, zbw:fmpwps:63)