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agent-based modelling
Person
Class
Person
Publication
Programmes
Mgr. Lukáš Vácha Ph.D.
Academic staff at Faculty of Social Sciences
1 class
47 publications
Class
class
Financial Econometrics I
JEM059 |
Faculty of Social Sciences
Publications
publication
Growth cycle synchronization of the Visegrad Four and the European Union
2020 |
Publication without faculty affiliation
publication
Comovement and disintegration of EU sovereign bond markets during the crisis
2019 |
Faculty of Social Sciences
publication
Do co-jumps impact correlations in currency markets?
2018 |
Publication without faculty affiliation
publication
Asymmetric volatility connectedness on the forex market
2017 |
Publication without faculty affiliation
publication
Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers
2016 |
Faculty of Social Sciences
publication
Gold, oil, and stocks: Dynamic correlations
2016 |
Faculty of Social Sciences
publication
Modeling and forecasting exchange rate volatility in time-frequency domain
2016 |
Faculty of Social Sciences
publication
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
2015 |
Faculty of Social Sciences
publication
Volatility Spillovers Across Petroleum Markets
2015 |
Faculty of Social Sciences
publication
Wavelet-Based Correlation Analysis of the Key Traded Assets
2014 |
Faculty of Social Sciences
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