Vit Bubak : Citation Profile

Univerzita Karlova v Praze

3

H index

1

i10 index

197

Citations

RESEARCH PRODUCTION:

7

Articles

7

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 12
   Journals where Vit Bubak has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 3 (1.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbu105
   Updated: 2026-02-07    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

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

Is cited by:

Kočenda, Evžen (12)

Antonakakis, Nikolaos (9)

Soucek, Michael (5)

Albrecht, Peter (4)

Do, Hung (4)

Greenwood-Nimmo, Matthew (3)

Hecq, Alain (3)

Filis, George (3)

Chatziantoniou, Ioannis (3)

Baruník, Jozef (3)

Égert, Balázs (3)

Cites to:

Bollerslev, Tim (14)

Engle, Robert (14)

Andersen, Torben (12)

Diebold, Francis (11)

Corsi, Fulvio (5)

Kočenda, Evžen (4)

Horvath, Roman (4)

Bontemps, Christian (4)

Ito, Takatoshi (4)

Melvin, Michael (4)

Kanas, Angelos (3)

Main data

Where Vit Bubak has published?

Journals with more than one article published# docs
Czech Journal of Economics and Finance (Finance a uver)3

Working Papers Series with more than one paper published# docs
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies3

Recent works citing Vit Bubak (2025 and 2024)

YearTitle of citing document
2025Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days. (2024). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2409.15320.

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2025Graph Signal Processing for Global Stock Market Realized Volatility Forecasting. (2025). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2410.22706.

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2025Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2025A common component of Fama and French factor variances. (2025). Grobys, Klaus ; Fathi, Masoumeh ; Ij, Janne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002171.

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2024Transitioning from conventional energy to clean renewable energy in G7 countries: A signed network approach. (2024). Zhang, XU ; Xu, Wenting ; Ozturk, Ilhan ; Rauf, Abdul. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024290.

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2024Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x.

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2024New evidence of interdependence in forex markets: A connection of connection analysis. (2024). Xu, Xin ; Sun, Xiaotong ; Wu, Tao ; Xuan, Siyuan ; Jia, Nanfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002758.

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2024A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545.

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2024Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2025Risk and return spillovers among developed and emerging market currencies. (2025). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001525.

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2024Outlier-robust methods for forecasting realized covariance matrices. (2024). Clements, Adam ; Li, Dan ; Drovandi, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:392-408.

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2025Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach. (2025). Yang, Lu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000919.

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2025Intraday volatility connectedness on the forex market: the role of uncertainty. (2025). Szafranek, Karol ; Rubaszek, Michał ; Uddin, Gazi Salah. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001330.

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2025Event-driven changes in volatility connectedness in global forex markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x24000616.

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2024Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065.

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2025Interconnectedness and return spillover among APEC currency exchange rates: A time-frequency analysis. (2025). Pandey, Dharen ; Kakran, Shubham ; Bajaj, Parminder Kaur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003659.

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2024Science or scientism? On the momentum illusion. (2024). Grobys, Klaus. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:4:d:10.1007_s10436-024-00446-5.

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2025From Fields to Futures: Connectedness Among Edible Oil and Oilseeds- Where Soybean Leads, Others Follow. (2025). Rajib, Prabina ; Tiwari, Priyanshu ; Sarma, Nilotpal. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09458-7.

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2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202423.

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2025Impacts of City Life on Nutrition: Evidence From Resettlement Lotteries in China. (2025). Filipski, Mateusz ; Qiu, Huanguang ; Leng, Ganxiao. In: Health Economics. RePEc:wly:hlthec:v:34:y:2025:i:4:p:677-698.

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Works by Vit Bubak:

YearTitleTypeCited
2010Volatility Transmission in Emerging European Foreign Exchange Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper179
2011Volatility transmission in emerging European foreign exchange markets.(2011) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 179		article
2011Volatility Transmission in Emerging European Foreign Exchange Markets.(2011) In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 179		paper
2019Closing the rural-urban gap in child malnutrition: Evidence from Paraguay, 1997–2012 In: Economics & Human Biology.
[Full Text][Citation analysis]		article6
2010Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market In: Czech Economic Review.
[Full Text][Citation analysis]		article0
2010Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2010Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market.(2010) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2006Seasonality and Non-Trading Effect on Central European Stock Markets (in English) In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article3
2006Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model (in English) In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article0
2009Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article7
2005Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model In: Working Papers IES.
[Citation analysis]		paper0
2006The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2008Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models In: Working Papers IES.
[Full Text][Citation analysis]		paper1
2003Informative value of firm capital structure In: Prague Economic Papers.
[Full Text][Citation analysis]		article1

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