Browsing All of EconStor by Author Vácha, Lukáš
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2009 | Wavelet analysis of Central European stock market behaviour during the crisis | Baruník, Jozef; Vácha, Lukáš |
2010 | Monte Carlo-based tail exponent estimator | Baruník, Jozef; Vácha, Lukáš |
2010 | Tail behavior of the Central European Stock markets during the financial crisis | Baruník, Jozef; Vácha, Lukáš; Vošvrda, Miloslav |
2011 | Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data | Baruník, Jozef; Vácha, Lukáš; Krištoufek, Ladislav |
2014 | Gold, Oil, and Stocks | Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš |
2014 | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise | Baruník, Jozef; Vácha, Lukáš |
2014 | Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? | Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš |
2015 | Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover | Baruník, Jozef; Kocenda, Evžen; Vácha, Lukáš |
2015 | Gold, Oil, and Stocks: Dynamic Correlations | Baruník, Jozef; Kocenda, Evžen; Vácha, Lukáš |