Access Statistics for Milan Ficura

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Historical Calibration of SVJD Models with Deep Learning 0 0 2 9 0 1 7 15
Total Working Papers 0 0 2 9 0 1 7 15


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods 0 0 0 34 2 2 4 118
Forecasting Stock Market Realized Variance with Echo State Neural Networks 0 0 0 12 0 0 2 85
Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies 0 0 0 7 0 0 0 28
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 1 6 2 3 4 31
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 0 0 0 68
Total Journal Articles 0 0 1 74 4 5 10 330


Statistics updated 2025-03-03