Lukas Vacha

Names

Contact

Affiliations

• Akademie věd České Republiky → Ústav teorie informace a automatizace (ÚTIA) (weight: 50%)
  • website
  • location: Praha, Czech Republic
• Univerzita Karlova v Praze → Institut ekonomických studií (weight: 50%)
  • website
  • location: Praha, Czech Republic

Research profile

author of:

• Fractal Properties of the Financial Market
  by Lukáš Vácha
• Heterogeneous Agents Model with the Worst Out Algorithm
  by Lukáš Vácha & Miloslav Vošvrda
• Heterogeneous Agents Model with the Worst Out Algorithm
  by Miloslav Vošvrda & Lukáš Vácha
• Local Stability and Bifurcations in Kaldor Model
  by Roman Binter & Lukáš Vácha
• Wavelet Applications to Heterogeneous Agents Model
  by Lukáš Vácha & Miloslav Vošvrda
• Smart predictors in the heterogeneous agent model
  by Jozef Barunik & Lukas Vacha & Miloslav Vosvrda
• Wavelet Analysis of Central European Stock Market Behaviour During the Crisis
  by Jozef Barunik & Lukas Vacha
• Tail Behavior of the Central European Stock Markets during the Financial Crisis
  by Jozef Barunik & Lukas Vacha & Miloslav Vosvrda
• Heterogeneous Agent Model And Numerical Analysis Of Learning
  by Miloslav Vošvrda & Lukáš Vácha
• Wavelets and Sentiment in the Heterogeneous Agents Model
  by Lukas Vacha & Miloslav Vosvrda
• Monte Carlo-Based Tail Exponent Estimator
  by Jozef Barunik & Lukas Vacha
• Tail Behavior of the Central European Stock Markets during the Financial Crisis
  by Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda
• Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data
  by Jozef Barunik & Lukas Vacha & Ladislav Krištoufek
• Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis
  by Lukas Vacha & Jozef Barunik
• Monte Carlo-based tail exponent estimator
  by Jozef Barunik & Lukas Vacha
• Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
  by Jozef Barunik & Lukas Vacha
• Modeling and forecasting exchange rate volatility in time-frequency domain
  by Jozef Barunik & Tomas Krehlik & Lukas Vacha
• How do skilled traders change the structure of the market
  by Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav
• Time-Frequency Dynamics of Biofuels-Fuels-Food System
  by Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilberman
• Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis
  by Vacha, Lukas & Barunik, Jozef
• Monte Carlo-based tail exponent estimator
  by Barunik, Jozef & Vacha, Lukas
• Time-Frequency Dynamics of Biofuels-Fuels-Food System
  by Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilbermand
• Gold, Oil, and Stocks
  by Jozef Barunik & Evzen Kocenda & Lukas Vacha
• Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?
  by Jozef Barunik & Evzen Kocenda & Lukas Vacha
• Contagion among Central and Eastern European stock markets during the financial crisis
  by Jozef Barunik & Lukas Vacha
• Time–frequency dynamics of biofuel–fuel–food system
  by Vacha, Lukas & Janda, Karel & Kristoufek, Ladislav & Zilberman, David
• Contagion among Central and Eastern European Stock Markets during the Financial Crisis
  by Jozef BARUNÍK & Lukáš VÁCHA
• How does bad and good volatility spill over across petroleum markets?
  by Jozef Barunik & Evzen Kocenda & Lukas Vacha
• Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
  by Baruník, Jozef & Vácha, Lukáš
• Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?
  by Barunik, Jozef & Kočenda, Evžen & Vácha, Lukáš
• Gold, Oil, and Stocks
  by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš
• Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover
  by Jozef Baruník & Evžen Kocenda & Lukáš Vácha
• Gold, Oil, and Stocks: Dynamic Correlations
  by Jozef Baruník & Evžen Kocenda & Lukáš Vácha
• Volatility spillovers across petroleum markets
  by Jozef Baruni & Evzen Kocenda & Lukas Vacha
• Business cycle synchronization within the European Union: A wavelet cohesion approach
  by Lubos Hanus & Lukas Vacha
• Time-scale analysis of co-movement in EU sovereign bond markets
  by Filip Smolik & Lukas Vacha
• Business cycle synchronization of the Visegrad Four and the European Union
  by Hanus, Lubos & Vacha, Lukas
• Time-scale analysis of sovereign bonds market co-movement in the EU
  by Smolik, Filip & Vacha, Lukas
• Business cycle synchronization of the Visegrad Four and the European Union
  by Lubos Hanus & Lukas Vacha
• Volatility Spillovers Across Petroleum Markets
  by Jozef Baruník, Evzen Kocenda and Lukáa Vácha
• Modeling and forecasting exchange rate volatility in time-frequency domain
  by Barunik, Jozef & Krehlik, Tomas & Vacha, Lukas
• Modeling and forecasting exchange rate volatility in time-frequency domain
  by Barunik, Jozef & Krehlik, Tomas & Vacha, Lukas
• Do co-jumps impact correlations in currency markets?
  by Jozef Barunik & Lukas Vacha
• Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers
  by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš
• Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
  by Jozef Barunik & Lukas Vacha
• Gold, oil, and stocks: Dynamic correlations
  by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš
• Asymmetric volatility connectedness on forex markets
  by Jozef Barunik & Evzen Kocenda & Lukas Vacha
• Wavelet Decomposition of the Financial Market
  by Lukáš Vácha & Miloslav Vošvrda
• Heterogeneous agent model with memory and asset price behaviour
  by Miloslav Vošvrda & Lukáš Vácha
• Smart Agents and Sentiment in the Heterogeneous Agent Model
  by Lukáš Vácha & Jozef Barunik & Miloslav Vošvrda
• Dynamical Agents' Strategies and the Fractal Market Hypothesis
  by Lukáš Vácha & Miloslav S. Vošvrda
• Asymmetric volatility connectedness on the forex market
  by Jozef Barunik & Evzen Kocenda & Lukas Vacha
• Asymmetric volatility connectedness on the forex market
  by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš
• Do co-jumps impact correlations in currency markets?
  by Barunik, Jozef & Vacha, Lukas
• Time-Frequency Response Analysis of Monetary Policy Transmission
  by Lubos Hanus & Lukas Vacha
• Comovement and disintegration of EU sovereign bond markets during the crisis
  by Vácha, Lukáš & Šmolík, Filip & Baxa, Jaromír
• Growth cycle synchronization of the Visegrad Four and the European Union
  by Luboš Hanus & Lukáš Vácha