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Jiri Kukacka

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This is information that was supplied by Jiri Kukacka in registering through RePEc. If you are Jiri Kukacka , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jiri
Middle Name:
Last Name: Kukacka
Suffix:

RePEc Short-ID: pku316

Email:
Homepage: http://ies.fsv.cuni.cz/en/staff/kukacka
Postal Address:
Phone:

Affiliation

Institut ekonomických studií
Univerzita Karlova v Praze
Location: Praha, Czech Republic
Homepage: http://ies.fsv.cuni.cz/
Email:
Phone: +420 2 222112330
Fax: +420 2 22112304
Postal: Opletalova 26, CZ-110 00 Prague
Handle: RePEc:edi:icunicz (more details at EDIRC)

Works

as in new window

Working papers

  1. Jozef Barunik & Jiri Kukacka, 2013. "Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility," Papers 1302.7036, arXiv.org, revised May 2013.
  2. Jiri Kukacka & Jozef Barunik, 2012. "Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment," Papers 1205.3763, arXiv.org, revised May 2013.

Articles

  1. Kukacka, Jiri & Barunik, Jozef, 2013. "Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5920-5938.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBE: Cognitive & Behavioural Economics (1) 2012-05-22. Author is listed
  2. NEP-CMP: Computational Economics (1) 2012-05-22. Author is listed
  3. NEP-FMK: Financial Markets (1) 2013-03-02. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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