| Estimation of financial agent-based models with simulated maximum likelihood J Kukacka, J Barunik Journal of Economic Dynamics and Control 85, 21-45, 2017 | 78 | 2017 |
| Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment J Kukacka, J Barunik Physica A: Statistical Mechanics and its Applications 392 (23), 5920-5938, 2013 | 73 | 2013 |
| Corporate social responsibility and stock prices after the financial crisis: The role of strategic CSR activities A Havlinova, J Kukacka Journal of Business Ethics 182 (1), 223-242, 2023 | 57 | 2023 |
| Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality J Kukacka, L Kristoufek Journal of Economic Dynamics and Control, 103855, 2020 | 52 | 2020 |
| Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility J Barunik, J Kukacka Quantitative Finance 15 (6), 959-973, 2015 | 34 | 2015 |
| Fundamental and speculative components of the cryptocurrency pricing dynamics J Kukacka, L Kristoufek Financial Innovation 9 (1), 61, 2023 | 20 | 2023 |
| Prospect theory in the heterogeneous agent model J Polach, J Kukacka Journal of Economic Interaction and Coordination 14 (1), 147-174, 2019 | 16 | 2019 |
| Estimation of heuristic switching in behavioral macroeconomic models J Kukacka, S Sacht Journal of Economic Dynamics and Control 146, 104585, 2023 | 12 | 2023 |
| On the estimation of behavioral macroeconomic models via simulated maximum likelihood J Kukacka, TS Jang, S Sacht A heavily revised and renamed version of this WP was published in the …, 2022 | 11 | 2022 |
| Does parameterization affect the complexity of agent-based models? J Kukacka, L Kristoufek Journal of Economic Behavior & Organization 192, 324-356, 2021 | 11 | 2021 |
| The impact of the Tobin tax in a heterogeneous agent model of the foreign exchange market F Stanek, J Kukacka Computational Economics 51, 865-892, 2018 | 10 | 2018 |
| Is the Hamilton regression filter really superior to Hodrick–Prescott detrending? R Franke, J Kukacka, S Sacht Macroeconomic Dynamics, 1-14, 2022 | 6* | 2022 |
| Nash Q-learning agents in Hotelling’s model: Reestablishing equilibrium J Vainer, J Kukacka Communications in Nonlinear Science and Numerical Simulation 99, 105805, 2021 | 6 | 2021 |
| Notes on the neglected premisses of the Hodrick-Prescott detrending and the Hamilton regression filter R Franke, J Kukacka Available at SSRN 3747794, 2020 | 4 | 2020 |
| Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics CR Proaño, J Kukacka, T Makarewicz Journal of Economic Behavior & Organization 217, 312-333, 2024 | 3 | 2024 |
| Moment set selection for the SMM using simple machine learning E Zila, J Kukacka Journal of Economic Behavior & Organization 212, 366-391, 2023 | 2 | 2023 |
| Reconsidering Hodrick-Prescott detrending and its smoothing parameter: Extended version R Franke, J Kukacka, S Sacht Available at SSRN 4147280, 2023 | 2 | 2023 |
| Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness J Sila, E Kočenda, L Kristoufek, J Kukacka Bad Volatility: The Dichotomy and Drivers of Connectedness in Major …, 2023 | 1* | 2023 |
| Simulated maximum likelihood estimation of agent-based models in economics and finance J Kukacka Network Theory and Agent-Based Modeling in Economics and Finance, 203-226, 2019 | 1 | 2019 |
| Credit Rating Downgrade Risk on Equity Returns P Brakatsoulas, J Kukacka Available at SSRN 3617559, 2021 | | 2021 |
Ladislav KristoufekCharles University; Czech Academy of Sciences在 fsv.cuni.cz 的电子邮件经过验证
