Browsing All of EconStor by Author Kukacka, Jiri
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2014 | Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility | Baruník, Jozef; Kukacka, Jiri |
2016 | Prospect Theory in the Heterogeneous Agent Model | Polach, Jan; Kukacka, Jiri |
2016 | Estimation of financial agent-based models with simulated maximum likelihood | Kukacka, Jiri; Barunik, Jozef |
2018 | On the estimation of behavioral macroeconomic models via simulated maximum likelihood | Kukacka, Jiri; Jang, Tae-Seok; Sacht, Stephen |
2020 | Credit rating downgrade risk on equity returns | Brakatsoulas, Periklis; Kukacka, Jiri |
2021 | Estimation of Heuristic Switching in Behavioral Macroeconomic Models | Kukacka, Jiri; Sacht, Stephen |
2023 | Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness | Sila, Jan; Kočenda, Evžen; Krištoufek, Ladislav; Kukacka, Jiri |
2024 | Wealth, cost, and misperception: Empirical estimation of three interaction channels in a financial-macroeconomic agent-based model | Kukacka, Jiri; Zila, Erik |
2024 | US equity announcement risk premia | Petraseka, Lukas; Kukacka, Jiri |