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Lukas Vacha

Identifiers

  • name variant Lukas Vacha 0.60 · backfill

Papers (13)

  1. Asymmetric volatility connectedness on forex markets q-fin.GN · 2016 · author #3
  2. Do co-jumps impact correlations in currency markets? q-fin.ST · 2016 · author #2
  3. Time-scale analysis of co-movement in EU sovereign bond markets q-fin.EC · 2015 · author #2
  4. Business cycle synchronization within the European Union: A wavelet cohesion approach q-fin.EC · 2015 · author #2
  5. How does bad and good volatility spill over across petroleum markets? q-fin.ST · 2014 · author #3
  6. Contagion among Central and Eastern European stock markets during the financial crisis q-fin.ST · 2013 · author #2
  7. Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? q-fin.GN · 2013 · author #3
  8. Gold, Oil, and Stocks q-fin.ST · 2013 · author #3
  9. Time-Frequency Dynamics of Biofuels-Fuels-Food System q-fin.ST · 2012 · author #1
  10. Modeling and forecasting exchange rate volatility in time-frequency domain q-fin.ST · 2012 · author #3
  11. Realized wavelet-based estimation of integrated variance and jumps in the presence of noise q-fin.ST · 2012 · author #2
  12. Monte Carlo-based tail exponent estimator q-fin.CP · 2012 · author #2
  13. Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis q-fin.ST · 2012 · author #1

Mentions

  • 1405.2445 #3 · backfill · confidence 0.70 Lukas Vacha
  • 1309.0491 #2 · backfill · confidence 0.70 Lukas Vacha
  • 1308.1221 #3 · backfill · confidence 0.70 Lukas Vacha
  • 1308.0210 #3 · backfill · confidence 0.70 Lukas Vacha
  • 1209.0900 #1 · backfill · confidence 0.70 Lukas Vacha
  • 1204.1452 #3 · backfill · confidence 0.70 Lukas Vacha
  • 1202.1854 #2 · backfill · confidence 0.70 Lukas Vacha
  • 1201.4781 #2 · backfill · confidence 0.70 Lukas Vacha
  • 1201.4776 #1 · backfill · confidence 0.70 Lukas Vacha

Frequent Coauthors