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researcher

Štefan Lyócsa

1 paper here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.GN1
ORCID 0000-0002-8380-181X
same name
  • Štefan Lyócsa — 1 paper, h 23

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedGranger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment

110 citations · 110 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.GN2014★ 110 cited

Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment

Tomáš Výrost, Štefan Lyócsa, Eduard Baumöhl

The structure of return spillovers is examined by constructing Granger causality networks using daily closing prices of 20 developed markets from 2nd January 2006 to 31st December…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.