top

Bibliography

Jiří Kukačka

  1. Kukačka Jiří :  Simulated maximum likelihood estimation of agent-based models in economics and finance , Network Theory and Agent-Based Modeling in Economics and Finance, p. 203-226 , Eds: Chakrabarti A. S., Pichl L., Kaizoji T. [2019] DOI: 10.1007/978-981-13-8319-9_10

  1. Šíla Jan, Kočenda Evžen, Krištoufek Ladislav, Kukačka Jiří :  Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness , JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY vol.96, [2024] Download DOI: 10.1016/j.intfin.2024.102062
  2. Franke R., Kukačka Jiří, Sacht S. :  Is the Hamilton regression filter really superior to Hodrick-Prescott detrending? , Macroeconomic Dynamics [2024] Download DOI: 10.1017/S136510052400018X
  3. Proaño Ch. R., Kukačka Jiří, Makarewicz T. :  Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics , Journal of Economic Behavior & Organization vol.217, 1 (2024), p. 312-333 [2024] Download Download DOI: 10.1016/j.jebo.2023.11.011
  4. Žíla Eric, Kukačka Jiří :  Moment set selection for the SMM using simple machine learning , Journal of Economic Behavior & Organization vol.212, 1 (2023), p. 366-391 [2023] Download Download DOI: 10.1016/j.jebo.2023.05.040
  5. Kukačka Jiří, Krištoufek Ladislav :  Fundamental and speculative components of the cryptocurrency pricing dynamics , Financial Innovation vol.9, [2023] Download Download DOI: 10.1186/s40854-023-00465-7
  6. Kukačka Jiří, Sacht S. :  Estimation of heuristic switching in behavioral macroeconomic models , Journal of Economic Dynamics & Control vol.146 [2023] Download Download DOI: 10.1016/j.jedc.2022.104585
  7. Havlínová A., Kukačka Jiří :  Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities , Journal of Business Ethics vol.182, 1 (2023), p. 223-242 [2023] Download Download DOI: 10.1007/s10551-021-04935-9
  8. Kukačka Jiří, Krištoufek Ladislav :  Does parameterization affect the complexity of agent-based models? , Journal of Economic Behavior & Organization vol.192, 1 (2021), p. 324-356 [2021] Download Download DOI: 10.1016/j.jebo.2021.10.007
  9. Vainer J., Kukačka Jiří :  Nash Q-learning agents in Hotelling's model: Reestablishing equilibrium , Communications in Nonlinear Science and Numerical Simulation vol.99, [2021] Download Download DOI: 10.1016/j.cnsns.2021.105805
  10. Kukačka Jiří, Krištoufek Ladislav :  Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality , Journal of Economic Dynamics & Control vol.113, [2020] Download Download DOI: 10.1016/j.jedc.2020.103855
  11. Polach J., Kukačka Jiří :  Prospect Theory in the Heterogeneous Agent Model , Journal of Economic Interaction and Coordination vol.14, 1 (2019), p. 147-174 [2019] Download Download DOI: 10.1007/s11403-018-0219-6
  12. Staněk F., Kukačka Jiří :  The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market , Computational Economics vol.51, 4 (2018), p. 865-892 [2018] Download DOI: 10.1007/s10614-017-9649-9
  13. Kukačka Jiří, Baruník Jozef :  Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood , Journal of Economic Dynamics & Control vol.85, 1 (2017), p. 21-45 [2017] Download DOI: 10.1016/j.jedc.2017.09.006
  14. Baruník Jozef, Kukačka Jiří :  Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility , Quantitative Finance vol.15, 6 (2015), p. 959-973 [2015] Download DOI: 10.1080/14697688.2014.950319
  15. Kukačka Jiří, Baruník Jozef :  Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment , Physica. A : Statistical Mechanics and its Applications vol.392, 23 (2013), p. 5920-5938 [2013] Download DOI: 10.1016/j.physa.2013.07.050

  1. Šíla Jan, Kočenda Evžen, Kukačka Jiří, Krištoufek Ladislav :  Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness, IES UK, (IES UK 2023) Research Report 24/2023 [2023] Download