Jiri Kukacka
Names
first: |
Jiri |
last: |
Kukacka |
Identifer
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 (RePEc:arx:papers:1205.3763)
by Jiri Kukacka & Jozef Barunik - Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility (RePEc:arx:papers:1302.7036)
by Jozef Barunik & Jiri Kukacka - Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality (RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257)
by Kukacka, Jiri & Kristoufek, Ladislav - Estimation of heuristic switching in behavioral macroeconomic models (RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883)
by Kukacka, Jiri & Sacht, Stephen - Estimation of financial agent-based models with simulated maximum likelihood (RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45)
by Kukacka, Jiri & Barunik, Jozef - Does parameterization affect the complexity of agent-based models? (RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356)
by Kukacka, Jiri & Kristoufek, Ladislav - Moment set selection for the SMM using simple machine learning (RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391)
by Zila, Eric & Kukacka, Jiri - Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics (RePEc:eee:jeborg:v:217:y:2024:i:c:p:312-333)
by Proaño, Christian R. & Kukacka, Jiri & Makarewicz, Tomasz - Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment (RePEc:eee:phsmap:v:392:y:2013:i:23:p:5920-5938)
by Kukacka, Jiri & Barunik, Jozef - The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market (RePEc:fau:wpaper:wp2015_26)
by Jiri Kukacka & Filip Stanek - Simulated ML Estimation of Financial Agent-Based Models (RePEc:fau:wpaper:wp2016_07)
by Jiri Kukacka & Jozef Barunik - Prospect Theory in the Heterogeneous Agent Model (RePEc:fau:wpaper:wp2016_14)
by Jan Polach & Jiri Kukacka - Credit Rating Downgrade Risk on Equity Returns (RePEc:fau:wpaper:wp2020_13)
by Periklis Brakatsoulas & Jiri Kukacka - Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness (RePEc:fau:wpaper:wp2023_24)
by Jan Sila & Evzen Kocenda & Ladislav Kristoufek & Jiri Kukacka - The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market (RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9649-9)
by Filip Stanek & Jiri Kukacka - Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities (RePEc:kap:jbuset:v:182:y:2023:i:1:d:10.1007_s10551-021-04935-9)
by Aneta Havlinova & Jiri Kukacka - Fundamental and speculative components of the cryptocurrency pricing dynamics (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00465-7)
by Jiri Kukacka & Ladislav Kristoufek - Prospect Theory in the Heterogeneous Agent Model (RePEc:spr:jeicoo:v:14:y:2019:i:1:d:10.1007_s11403-018-0219-6)
by Jan Polach & Jiri Kukacka - Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility (RePEc:taf:quantf:v:15:y:2015:i:6:p:959-973)
by Jozef Barunik & Jiri Kukacka - On the estimation of behavioral macroeconomic models via simulated maximum likelihood (RePEc:zbw:cauewp:201811)
by Kukacka, Jiri & Jang, Tae-Seok & Sacht, Stephen - Estimation of Heuristic Switching in Behavioral Macroeconomic Models (RePEc:zbw:cauewp:202101)
by Kukacka, Jiri & Sacht, Stephen - Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility (RePEc:zbw:fmpwps:15)
by Baruník, Jozef & Kukacka, Jiri - Estimation of financial agent-based models with simulated maximum likelihood (RePEc:zbw:fmpwps:63)
by Kukacka, Jiri & Barunik, Jozef