Lukáš Vácha

71 total papers · 1.9k total citations
28 papers, 1.4k citations indexed

About

Lukáš Vácha is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Lukáš Vácha has authored 28 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Economics and Econometrics, 16 papers in Finance and 5 papers in General Economics, Econometrics and Finance. Recurrent topics in Lukáš Vácha's work include Market Dynamics and Volatility (16 papers), Complex Systems and Time Series Analysis (15 papers) and Financial Risk and Volatility Modeling (15 papers). Lukáš Vácha is often cited by papers focused on Market Dynamics and Volatility (16 papers), Complex Systems and Time Series Analysis (15 papers) and Financial Risk and Volatility Modeling (15 papers). Lukáš Vácha collaborates with scholars based in Czechia, United States and Germany. Lukáš Vácha's co-authors include Jozef Baruník, Evžen Kočenda, Tomáš Křehlík, Karel Janda, Ladislav Krištoufek, David Zilberman, Miloslav Vošvrda, Filip Šmolík and David Zilberman and has published in prestigious journals such as European Journal of Operational Research, Energy Economics and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Lukáš Vácha

28 papers receiving 1.3k citations

Hit Papers

normalize citations (0→100%) normalize lifespan (0→100%) sort by overperformance

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation benchmark for papers published in the same subfield and year, or reaches the top citation threshold in at least one of its specific research topics.

Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers

2015 342 citations Jozef Baruník, Evžen Kočenda et al. Journal of Financial Markets profile →
Asymmetric volatility connectedness on the forex market

2017 210 citations Jozef Baruník, Evžen Kočenda et al. Journal of International Money and Finance profile →

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author						Papers	Cites
Lukáš Vácha	1.3k	543	391	210	100	28	1.4k
Miguel Angel Rivera Castro	1.4k 1.1×	416 0.8×	374 1.0×	426 2.0×	51 0.5×	30	1.6k
Liyan Han	1.1k 0.9×	450 0.8×	227 0.6×	200 1.0×	91 0.9×	50	1.3k
Sung Y. Park	941 0.7×	383 0.7×	340 0.9×	260 1.2×	63 0.6×	51	1.4k
Chao Liang	1.4k 1.1×	424 0.8×	316 0.8×	343 1.6×	82 0.8×	74	1.6k
Lu Yang	1.4k 1.1×	531 1.0×	371 0.9×	298 1.4×	91 0.9×	60	1.6k
Oğuzhan Çepni	976 0.8×	395 0.7×	199 0.5×	125 0.6×	160 1.6×	46	1.1k
Tae‐Hwan Kim	1.1k 0.8×	596 1.1×	501 1.3×	182 0.9×	62 0.6×	26	1.5k
Zeynel Abidin Özdemir	1.6k 1.3×	374 0.7×	603 1.5×	451 2.1×	85 0.8×	65	1.8k
Yonghong Jiang	1.5k 1.2×	386 0.7×	289 0.7×	323 1.5×	349 3.5×	36	1.6k
Honghai Yu	994 0.8×	497 0.9×	300 0.8×	131 0.6×	35 0.3×	38	1.7k

Countries citing papers authored by Lukáš Vácha

Since Specialization

Citations

This map shows the geographic impact of Lukáš Vácha's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Lukáš Vácha with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lukáš Vácha more than expected).

Fields of papers citing papers by Lukáš Vácha

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Lukáš Vácha. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Lukáš Vácha. The network helps show where Lukáš Vácha may publish in the future.

Co-authorship network of co-authors of Lukáš Vácha

This figure shows the co-authorship network connecting the top 25 collaborators of Lukáš Vácha. A scholar is included among the top collaborators of Lukáš Vácha based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Lukáš Vácha. Lukáš Vácha is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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