Mgr. Lukáš Vácha, Ph.D.

Mgr. Lukáš Vácha, Ph.D.


  • Department of Finance and Capital Markets

E-mail: ,

Telephone: +420 602 161 710

Rooms: No. O503, Opletalova 26

ResearcherID: G-6896-2014

Scopus Author ID: 26435647100

ORCID ID: 0000-0002-4032-3096


Job history

ZS 2001-2006 Business cycle theory
LS 2001-2006 Economic Dynamics II
ZS, LS 2007 - 2009 Quantitative Finance I, II
UTIA, ČSAV (CAS) Department of econometrics

Rok vydání


Chapters in monographs


Contributions in the conference proceedings

JEM059 - Financial Econometrics I
JEM061 - Financial Econometrics II
JEM158 - Tools for Modern Macroeconometrics

JED412 - Advanced Financial Econometrics I
JED413 - Advanced Financial Econometrics II

Master theses

Wavelet analysis of financial markets

2016–18 Czech Science Foundation (GA CR) “New measures of dependence between economic variables”, Principal Investigator

Financial markets