Lukáš Vácha

Economics and Econometrics · 2012–2016

A researcher in the Science corpus: 4 papers; trusts 40 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 86 citations into it; #5,804 of 23,481 by trust here, #4,779 by citations
• Finance — 51 citations into it; #5,737 of 10,518 by trust here, #3,280 by citations
• Management Science and Operations Research — 7 citations into it
• Renewable Energy, Sustainability and the Environment — 7 citations into it; #1,397 of 5,212 by trust here, #3,362 by citations
• Computer Vision and Pattern Recognition — 6 citations into it

Whom Lukáš Vácha trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Antonio Rúa
2. Luís Aguiar-Conraria
3. Robert F. Engle
4. Donald B. Percival
5. James B. Ramsey
6. L. Nunes
7. Aslak Grinsted
8. Ole E. Barndorff-Nielsen
9. Franccois Roueff
10. David Zilberman

Who trusts Lukáš Vácha overall

1. Ladislav Kristoufek
2. C. Aloui
3. Karel Janda
4. Debdatta Pal
5. David Zilberman
6. Besma Hkiri
7. Juan Carlos Reboredo
8. J. Kurka
9. Subrata Kumar Mitra
10. Syed Jawad Hussain Shahzad

Papers from Lukáš Vácha's perspective

Ordered by how strongly the researchers Lukáš Vácha trusts endorse each paper. Same corpus, a different order for every researcher.

1. Wavelet Methods for Time Series Analysis (Technometrics)
2. Application of the cross wavelet transform and wavelet coherence to geophysical time series
3. An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
4. MODELING AND FORECASTING REALIZED VOLATILITY
5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
6. Generalized autoregressive conditional heteroskedasticity
7. Extreme Correlation of International Equity Markets
8. The Distribution of Realized Exchange Rate Volatility
9. Dynamic Conditional Correlation
10. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH

Their papers

• Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillovers (2015) — 414 citations
• Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis (2012) — 490 citations
• Time-Frequency Dynamics of Biofuels-Fuels-Food System (2012) — 114 citations
• Gold, Oil, and Stocks: Dynamic Correlations (2016) — 141 citations