Lukas Vacha
Names
Identifer
Contact
Affiliations
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Univerzita Karlova v Praze
/ Institut ekonomických studií (weight: 50%)
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Akademie věd České Republiky
/ Ústav teorie informace a automatizace (ÚTIA) (weight: 50%)
Research profile
author of:
- Volatility Spillovers Across Petroleum Markets (RePEc:aen:journl:ej36-3-barunik)
by Jozef Baruník, Evzen Kocenda and Lukáa Vácha - Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis (RePEc:arx:papers:1201.4776)
by Lukas Vacha & Jozef Barunik - Monte Carlo-based tail exponent estimator (RePEc:arx:papers:1201.4781)
by Jozef Barunik & Lukas Vacha - Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (RePEc:arx:papers:1202.1854)
by Jozef Barunik & Lukas Vacha - Modeling and forecasting exchange rate volatility in time-frequency domain (RePEc:arx:papers:1204.1452)
by Jozef Barunik & Tomas Krehlik & Lukas Vacha - Time-Frequency Dynamics of Biofuels-Fuels-Food System (RePEc:arx:papers:1209.0900)
by Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilberman - Gold, Oil, and Stocks (RePEc:arx:papers:1308.0210)
by Jozef Barunik & Evzen Kocenda & Lukas Vacha - Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? (RePEc:arx:papers:1308.1221)
by Jozef Barunik & Evzen Kocenda & Lukas Vacha - Contagion among Central and Eastern European stock markets during the financial crisis (RePEc:arx:papers:1309.0491)
by Jozef Barunik & Lukas Vacha - How does bad and good volatility spill over across petroleum markets? (RePEc:arx:papers:1405.2445)
by Jozef Barunik & Evzen Kocenda & Lukas Vacha - Business cycle synchronization within the European Union: A wavelet cohesion approach (RePEc:arx:papers:1506.03106)
by Lubos Hanus & Lukas Vacha - Time-scale analysis of co-movement in EU sovereign bond markets (RePEc:arx:papers:1506.03347)
by Filip Smolik & Lukas Vacha - Do co-jumps impact correlations in currency markets? (RePEc:arx:papers:1602.05489)
by Jozef Barunik & Lukas Vacha - Asymmetric volatility connectedness on forex markets (RePEc:arx:papers:1607.08214)
by Jozef Barunik & Evzen Kocenda & Lukas Vacha - The Dynamic Persistence of Economic Shocks (RePEc:arx:papers:2306.01511)
by Jozef Barunik & Lukas Vacha - Forecasting Volatility of Oil-based Commodities: The Model of Dynamic Persistence (RePEc:arx:papers:2402.01354)
by Jozef Barunik & Lukas Vacha - Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover (RePEc:ces:ceswps:_5305)
by Jozef Baruník & Evžen Kocenda & Lukáš Vácha - Gold, Oil, and Stocks: Dynamic Correlations (RePEc:ces:ceswps:_5333)
by Jozef Baruník & Evžen Kocenda & Lukáš Vácha - Wavelets and Sentiment in the Heterogeneous Agents Model (RePEc:czx:journl:v:15:y:2008:i:25:id:157)
by Lukas Vacha & Miloslav Vosvrda - Heterogeneous Agent Model And Numerical Analysis Of Learning (RePEc:czx:journl:v:9:y:2002:i:17:id:112)
by Miloslav Vošvrda & Lukáš Vácha - Modeling and forecasting exchange rate volatility in time-frequency domain (RePEc:eee:ejores:v:251:y:2016:i:1:p:329-340)
by Barunik, Jozef & Krehlik, Tomas & Vacha, Lukas - Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis (RePEc:eee:eneeco:v:34:y:2012:i:1:p:241-247)
by Vacha, Lukas & Barunik, Jozef - Time–frequency dynamics of biofuel–fuel–food system (RePEc:eee:eneeco:v:40:y:2013:i:c:p:233-241)
by Vacha, Lukas & Janda, Karel & Kristoufek, Ladislav & Zilberman, David - How do skilled traders change the structure of the market (RePEc:eee:finana:v:23:y:2012:i:c:p:66-71)
by Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav - Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers (RePEc:eee:finmar:v:27:y:2016:i:c:p:55-78)
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš - Do co-jumps impact correlations in currency markets? (RePEc:eee:finmar:v:37:y:2018:i:c:p:97-119)
by Barunik, Jozef & Vacha, Lukas - Asymmetric volatility connectedness on the forex market (RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56)
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš - Monte Carlo-based tail exponent estimator (RePEc:eee:phsmap:v:389:y:2010:i:21:p:4863-4874)
by Barunik, Jozef & Vacha, Lukas - Gold, oil, and stocks: Dynamic correlations (RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201)
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš - Comovement and disintegration of EU sovereign bond markets during the crisis (RePEc:eee:reveco:v:64:y:2019:i:c:p:541-556)
by Vácha, Lukáš & Šmolík, Filip & Baxa, Jaromír - Time-Frequency Dynamics of Biofuels-Fuels-Food System (RePEc:een:camaaa:2013-27)
by Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilbermand - Heterogeneous Agents Model with the Worst Out Algorithm (RePEc:fau:aucocz:au2007_054)
by Miloslav Vošvrda & Lukáš Vácha - Tail Behavior of the Central European Stock Markets during the Financial Crisis (RePEc:fau:aucocz:au2010_281)
by Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda - Contagion among Central and Eastern European Stock Markets during the Financial Crisis (RePEc:fau:fauart:v:63:y:2013:i:5:p:443-453)
by Jozef BARUNÍK & Lukáš VÁCHA - Heterogeneous Agents Model with the Worst Out Algorithm (RePEc:fau:wpaper:wp091)
by Lukáš Vácha & Miloslav Vošvrda - Wavelet Applications to Heterogeneous Agents Model (RePEc:fau:wpaper:wp2006_21)
by Lukáš Vácha & Miloslav Vošvrda - Wavelet Analysis of Central European Stock Market Behaviour During the Crisis (RePEc:fau:wpaper:wp2009_23)
by Jozef Barunik & Lukas Vacha - Tail Behavior of the Central European Stock Markets during the Financial Crisis (RePEc:fau:wpaper:wp2010_04)
by Jozef Barunik & Lukas Vacha & Miloslav Vosvrda - Monte Carlo-Based Tail Exponent Estimator (RePEc:fau:wpaper:wp2010_06)
by Jozef Barunik & Lukas Vacha - Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data (RePEc:fau:wpaper:wp2011_22)
by Jozef Barunik & Lukas Vacha & Ladislav Krištoufek - Business cycle synchronization of the Visegrad Four and the European Union (RePEc:fau:wpaper:wp2015_19)
by Lubos Hanus & Lukas Vacha - Time-Frequency Response Analysis of Monetary Policy Transmission (RePEc:fau:wpaper:wp2018_30)
by Lubos Hanus & Lukas Vacha - Asymmetric volatility connectedness on the forex market (RePEc:kyo:wpaper:956)
by Jozef Barunik & Evzen Kocenda & Lukas Vacha - Local Stability and Bifurcations in Kaldor Model
[Lokální stabilita a bifurkace v Kaldorově modelu] (RePEc:prg:jnlaop:v:2005:y:2005:i:1:id:123:p:10-20)
by Roman Binter & Lukáš Vácha - Fractal Properties of the Financial Market
[Fraktální vlastnosti finančních trhů] (RePEc:prg:jnlaop:v:2007:y:2007:i:4:id:74:p:49-55)
by Lukáš Vácha - Heterogeneous agent model with memory and asset price behaviour (RePEc:prg:jnlpep:v:2003:y:2003:i:2:id:212)
by Miloslav Vošvrda & Lukáš Vácha - Dynamical Agents' Strategies and the Fractal Market Hypothesis (RePEc:prg:jnlpep:v:2005:y:2005:i:2:id:260:p:163-170)
by Lukáš Vácha & Miloslav S. Vošvrda - Wavelet Decomposition of the Financial Market (RePEc:prg:jnlpep:v:2007:y:2007:i:1:id:296:p:38-54)
by Lukáš Vácha & Miloslav Vošvrda - Smart Agents and Sentiment in the Heterogeneous Agent Model (RePEc:prg:jnlpep:v:2009:y:2009:i:3:id:350:p:209-219)
by Lukáš Vácha & Jozef Barunik & Miloslav Vošvrda - Wavelet-Based Correlation Analysis of the Key Traded Assets (RePEc:spr:dymchp:978-3-319-07061-2_8)
by Jozef Baruník & Evžen Kočenda & Lukas Vacha - Growth cycle synchronization of the Visegrad Four and the European Union (RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1601-x)
by Luboš Hanus & Lukáš Vácha - Smart predictors in the heterogeneous agent model (RePEc:spr:jeicoo:v:4:y:2009:i:2:p:163-172)
by Jozef Barunik & Lukas Vacha & Miloslav Vosvrda - Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (RePEc:taf:quantf:v:15:y:2015:i:8:p:1347-1364)
by Jozef Barunik & Lukas Vacha - Volatility spillovers across petroleum markets (RePEc:wdi:papers:2015-1093)
by Jozef Baruni & Evzen Kocenda & Lukas Vacha - Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? (RePEc:zbw:fmpwps:13)
by Barunik, Jozef & Kočenda, Evžen & Vácha, Lukáš - Gold, Oil, and Stocks (RePEc:zbw:fmpwps:14)
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš - Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (RePEc:zbw:fmpwps:16)
by Baruník, Jozef & Vácha, Lukáš - Business cycle synchronization of the Visegrad Four and the European Union (RePEc:zbw:fmpwps:42)
by Hanus, Lubos & Vacha, Lukas - Time-scale analysis of sovereign bonds market co-movement in the EU (RePEc:zbw:fmpwps:44)
by Smolik, Filip & Vacha, Lukas - Modeling and forecasting exchange rate volatility in time-frequency domain (RePEc:zbw:fmpwps:55)
by Barunik, Jozef & Krehlik, Tomas & Vacha, Lukas