Jiri Kukacka : Citation Profile


Are you Jiri Kukacka?

Univerzita Karlova v Praze

2

H index

0

i10 index

7

Citations

RESEARCH PRODUCTION:

2

Articles

7

Papers

RESEARCH ACTIVITY:

   3 years (2013 - 2016). See details.
   Cites by year: 2
   Journals where Jiri Kukacka has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (12.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pku316
   Updated: 2017-04-22    RAS profile: 2016-12-17    
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Relations with other researchers


Works with:

Baruník, Jozef (7)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jiri Kukacka.

Is cited by:

Righi, Simone (2)

Roventini, Andrea (2)

Biondi, Yuri (2)

Cites to:

Chiarella, Carl (7)

Zwinkels, Remco (7)

Hommes, Cars (6)

Winker, Peter (6)

Bolt, Wilko (6)

Diks, Cees (6)

He, Xuezhong (6)

Gilli, Manfred (6)

van der Leij, Marco (6)

Demertzis, Maria (6)

Westerhoff, Frank (6)

Main data


Where Jiri Kukacka has published?


Working Papers Series with more than one paper published# docs
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies3
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents2
Papers / arXiv.org2

Recent works citing Jiri Kukacka (2017 and 2016)


YearTitle of citing document
2016A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks. (2016). Fern, M ; McKelvey, Bill ; Jos, Mar'Ia . In: Papers. RePEc:arx:papers:1601.04188.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco . In: Papers. RePEc:arx:papers:1703.10639.

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2017Bayesian estimation of agent-based models. (2017). Grazzini, Jakob ; Tsionas, Mike ; Richiardi, Matteo G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:26-47.

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2016What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary. (2016). Righi, Simone ; Biondi, Yuri. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:11:y:2016:i:2:d:10.1007_s11403-015-0159-3.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco . In: LEM Papers Series. RePEc:ssa:lemwps:2017/11.

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Works by Jiri Kukacka:


YearTitleTypeCited
2013Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment In: Papers.
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2013Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment.(2013) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 3
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2013Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility In: Papers.
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2015The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market In: Working Papers IES.
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2016Simulated ML Estimation of Financial Agent-Based Models In: Working Papers IES.
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2016Prospect Theory in the Heterogeneous Agent Model In: Working Papers IES.
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2015Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility In: Quantitative Finance.
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article1
2014Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility.(2014) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016Estimation of financial agent-based models with simulated maximum likelihood In: FinMaP-Working Papers.
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paper3

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