Štefan Lyócsa
Title
Cited by
Cited by
Year
Granger causality stock market networks: Temporal proximity and preferential attachment
T Výrost, Š Lyócsa, E Baumöhl
Physica A: Statistical Mechanics and its Applications 427, 262-276, 2015
602015
Granger causality stock market networks: Temporal proximity and preferential attachment
V Tomáš, L Štefan, B Eduard
Physica A: Statistical Mechanics and its Applications 427 (Jun), 262–276, 2015
602015
Determinants of Commercial Banks' Efficiency: Evidence from 11 CEE Countries*
D Pancurová, S Lyócsa
Finance a Uver 63 (2), 152, 2013
602013
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
E Baumöhl, Š Lyócsa
Economic Modelling 38, 175-183, 2014
452014
On the evaluation of Six Sigma projects
M Tkáč, Š Lyócsa
Quality and reliability engineering international 26 (1), 115-124, 2010
432010
Stock market networks: The dynamic conditional correlation approach
Š Lyócsa, T Výrost, E Baumöhl
Physica A: Statistical Mechanics and its Applications 391 (16), 4147-4158, 2012
402012
Networks of volatility spillovers among stock markets
E Baumöhl, E Kočenda, Š Lyócsa, T Výrost
Physica A: Statistical Mechanics and its Applications 490, 1555-1574, 2018
282018
Networks of volatility spillovers among stock markets
E Baumöhl, E Kočenda, Š Lyócsa, T Výrost
Physica A: Statistical Mechanics and its Applications 490, 1555-1574, 2018
282018
Volatility forecasting of strategically linked commodity ETFs: gold-silver
Š Lyócsa, P Molnár
Quantitative Finance 16 (12), 1809-1822, 2016
192016
Return spillovers around the globe: A network approach
Š Lyócsa, T Výrost, E Baumöhl
Economic Modelling 77, 133-146, 2019
182019
Return spillovers around the globe: A network approach
Š Lyócsa, T Výrost, E Baumöhl
Economic Modelling 77, 133-146, 2019
182019
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
E Baumöhl, Š Lyócsa
Finance Research Letters 23, 152-164, 2017
182017
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets
E Baumöhl, Š Lyócsa, T Výrost
Applied Economics Letters 18 (12), 1103-1109, 2011
182011
The stock markets and real economic activity: new evidence from CEE
Š Lyócsa, E Baumöhl, T Výrost
Eastern European Economics 49 (4), 6-23, 2011
132011
Stationarity of time series and the problem of spurious regression
E Baumöhl, Š Lyócsa
MPRA Paper 27926, 2009
132009
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance
R Horváth, Š Lyócsa, E Baumöhl
The European Journal of Finance 24 (5), 391-412, 2018
122018
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance
R Horváth, Š Lyócsa, E Baumöhl
The European Journal of Finance 24 (5), 391-412, 2018
122018
The effect of non-trading days on volatility forecasts in equity markets
PM Štefan Lyócsa
Finance Research Letters, 2017
122017
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds
Š Lyócsa, P Molnár
Energy 155, 462-473, 2018
112018
Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?
Š Lyócsa, P Molnár, N Todorova
Journal of International Financial Markets, Institutions and Money 51, 228-247, 2017
112017
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Articles 1–20