Lukas Vacha
Names
Contact
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Affiliations
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Akademie věd České Republiky
→ Ústav teorie informace a automatizace (ÚTIA) (weight: 50%)
- website
- location: Praha, Czech Republic
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Univerzita Karlova v Praze
→ Institut ekonomických studií (weight: 50%)
- website
- location: Praha, Czech Republic
Research profile
author of:
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Fractal Properties of the Financial Market
by Lukáš Vácha
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Heterogeneous Agents Model with the Worst Out Algorithm
by Lukáš Vácha & Miloslav Vošvrda
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Heterogeneous Agents Model with the Worst Out Algorithm
by Miloslav Vošvrda & Lukáš Vácha
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Local Stability and Bifurcations in Kaldor Model
by Roman Binter & Lukáš Vácha
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Wavelet Applications to Heterogeneous Agents Model
by Lukáš Vácha & Miloslav Vošvrda
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Smart predictors in the heterogeneous agent model
by Jozef Barunik & Lukas Vacha & Miloslav Vosvrda
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Wavelet Analysis of Central European Stock Market Behaviour During the Crisis
by Jozef Barunik & Lukas Vacha
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Tail Behavior of the Central European Stock Markets during the Financial Crisis
by Jozef Barunik & Lukas Vacha & Miloslav Vosvrda
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Heterogeneous Agent Model And Numerical Analysis Of Learning
by Miloslav Vošvrda & Lukáš Vácha
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Wavelets and Sentiment in the Heterogeneous Agents Model
by Lukas Vacha & Miloslav Vosvrda
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Monte Carlo-Based Tail Exponent Estimator
by Jozef Barunik & Lukas Vacha
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Tail Behavior of the Central European Stock Markets during the Financial Crisis
by Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda
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Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data
by Jozef Barunik & Lukas Vacha & Ladislav Krištoufek
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Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis
by Lukas Vacha & Jozef Barunik
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Monte Carlo-based tail exponent estimator
by Jozef Barunik & Lukas Vacha
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Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
by Jozef Barunik & Lukas Vacha
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Modeling and forecasting exchange rate volatility in time-frequency domain
by Jozef Barunik & Tomas Krehlik & Lukas Vacha
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How do skilled traders change the structure of the market
by Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav
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Time-Frequency Dynamics of Biofuels-Fuels-Food System
by Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilberman
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Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis
by Vacha, Lukas & Barunik, Jozef
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Monte Carlo-based tail exponent estimator
by Barunik, Jozef & Vacha, Lukas
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Time-Frequency Dynamics of Biofuels-Fuels-Food System
by Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilbermand
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Gold, Oil, and Stocks
by Jozef Barunik & Evzen Kocenda & Lukas Vacha
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Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?
by Jozef Barunik & Evzen Kocenda & Lukas Vacha
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Contagion among Central and Eastern European stock markets during the financial crisis
by Jozef Barunik & Lukas Vacha
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Time–frequency dynamics of biofuel–fuel–food system
by Vacha, Lukas & Janda, Karel & Kristoufek, Ladislav & Zilberman, David
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Contagion among Central and Eastern European Stock Markets during the Financial Crisis
by Jozef BARUNÍK & Lukáš VÁCHA
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How does bad and good volatility spill over across petroleum markets?
by Jozef Barunik & Evzen Kocenda & Lukas Vacha
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Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
by Baruník, Jozef & Vácha, Lukáš
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Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?
by Barunik, Jozef & Kočenda, Evžen & Vácha, Lukáš
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Gold, Oil, and Stocks
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš
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Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover
by Jozef Baruník & Evžen Kocenda & Lukáš Vácha
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Gold, Oil, and Stocks: Dynamic Correlations
by Jozef Baruník & Evžen Kocenda & Lukáš Vácha
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Volatility spillovers across petroleum markets
by Jozef Baruni & Evzen Kocenda & Lukas Vacha
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Business cycle synchronization within the European Union: A wavelet cohesion approach
by Lubos Hanus & Lukas Vacha
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Time-scale analysis of co-movement in EU sovereign bond markets
by Filip Smolik & Lukas Vacha
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Business cycle synchronization of the Visegrad Four and the European Union
by Hanus, Lubos & Vacha, Lukas
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Time-scale analysis of sovereign bonds market co-movement in the EU
by Smolik, Filip & Vacha, Lukas
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Business cycle synchronization of the Visegrad Four and the European Union
by Lubos Hanus & Lukas Vacha
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Volatility Spillovers Across Petroleum Markets
by Jozef Baruník, Evzen Kocenda and Lukáa Vácha
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Modeling and forecasting exchange rate volatility in time-frequency domain
by Barunik, Jozef & Krehlik, Tomas & Vacha, Lukas
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Modeling and forecasting exchange rate volatility in time-frequency domain
by Barunik, Jozef & Krehlik, Tomas & Vacha, Lukas
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Do co-jumps impact correlations in currency markets?
by Jozef Barunik & Lukas Vacha
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Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš
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Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
by Jozef Barunik & Lukas Vacha
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Gold, oil, and stocks: Dynamic correlations
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš
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Asymmetric volatility connectedness on forex markets
by Jozef Barunik & Evzen Kocenda & Lukas Vacha
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Wavelet Decomposition of the Financial Market
by Lukáš Vácha & Miloslav Vošvrda
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Heterogeneous agent model with memory and asset price behaviour
by Miloslav Vošvrda & Lukáš Vácha
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Smart Agents and Sentiment in the Heterogeneous Agent Model
by Lukáš Vácha & Jozef Barunik & Miloslav Vošvrda
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Dynamical Agents' Strategies and the Fractal Market Hypothesis
by Lukáš Vácha & Miloslav S. Vošvrda
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Asymmetric volatility connectedness on the forex market
by Jozef Barunik & Evzen Kocenda & Lukas Vacha
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Asymmetric volatility connectedness on the forex market
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš
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Do co-jumps impact correlations in currency markets?
by Barunik, Jozef & Vacha, Lukas
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Time-Frequency Response Analysis of Monetary Policy Transmission
by Lubos Hanus & Lukas Vacha
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Comovement and disintegration of EU sovereign bond markets during the crisis
by Vácha, Lukáš & Šmolík, Filip & Baxa, Jaromír
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Growth cycle synchronization of the Visegrad Four and the European Union
by Luboš Hanus & Lukáš Vácha