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Jiri Kukacka
Jiri Kukacka
Assistant Professor, Charles University & Czech Academy of Sciences
Verified email at fsv.cuni.cz - Homepage
Title
Cited by
Cited by
Year
Estimation of financial agent-based models with simulated maximum likelihood
J Kukacka, J Barunik
Journal of Economic Dynamics and Control 85, 21-45, 2017
762017
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
742013
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
482020
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
362023
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
332015
Prospect theory in the heterogeneous agent model
J Polach, J Kukacka
Journal of Economic Interaction and Coordination 14 (1), 147-174, 2019
162019
Fundamental and speculative components of the cryptocurrency pricing dynamics
J Kukacka, L Kristoufek
Financial Innovation 9 (1), 61, 2023
142023
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
122022
Estimation of heuristic switching in behavioral macroeconomic models
J Kukacka, S Sacht
Journal of Economic Dynamics and Control 146, 104585, 2023
102023
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
102018
Does parameterization affect the complexity of agent-based models?
J Kukacka, L Kristoufek
Journal of Economic Behavior & Organization 192, 324-356, 2021
9*2021
Nash Q-learning agents in Hotelling’s model: Reestablishing equilibrium
J Vainer, J Kukacka
Communications in Nonlinear Science and Numerical Simulation 99, 105805, 2021
62021
Is the Hamilton Regression Filter Really Superior to Hodrick-Prescott Detrending?
R Franke, J Kukacka, S Sacht
Work in progress, 2020
5*2020
Notes on the neglected premisses of the Hodrick-Prescott detrending and the Hamilton regression filter
R Franke, J Kukacka
Available at SSRN 3747794, 2020
42020
Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics
CR Proaņo, J Kukacka, T Makarewicz
Journal of Economic Behavior & Organization 217, 312-333, 2024
32024
Moment set selection for the SMM using simple machine learning
E Zila, J Kukacka
Journal of Economic Behavior & Organization 212, 366-391, 2023
22023
Reconsidering Hodrick-Prescott Detrending and Its Smoothing Parameter: Extended Version
R Franke, J Kukacka, S Sacht
Available at SSRN 4147280, 2023
12023
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
12019
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
2023
Credit Rating Downgrade Risk on Equity Returns
P Brakatsoulas, J Kukacka
Available at SSRN 3617559, 2021
2021
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