Jiřà KukaÄka
Student
Department of Econometrics
Institute of Information Theory and Automation of the CAS
Czech Republic
Biography
JiÅ™í KukaÄka pursuing Ph.D. in the Department of Econometrics under the guidance of PhDr. Jozef Baruník Name of dissertation thesis: Empirical Validation of Heterogeneous Agent Model Faculty: Faculty of Social Sciences CU Duration of study: 01.10.2011-
Research Interest
Estimation of heteregenous agent models
Publications
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Kukacka J, Barunik J. Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment. Physica A: Statistical Mechanics and its Applications. 2013 Dec 1;392(23):5920-38.
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Barunik J, Kukacka J. Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility. Quantitative Finance. 2015 Jun 3;15(6):959-73.
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Stanek F, Kukacka J. The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market. Computational Economics. 2016 Jul 1:1-28.
