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 | 0 | 9 | 0 | 6 | 11 | 26 |
| Total Working Papers | 0 | 0 | 0 | 9 | 0 | 6 | 11 | 26 |
| 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 | 1 | 35 | 11 | 17 | 24 | 140 |
| Forecasting Stock Market Realized Variance with Echo State Neural Networks | 0 | 0 | 0 | 12 | 4 | 8 | 11 | 96 |
| Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies | 0 | 0 | 0 | 7 | 5 | 5 | 9 | 37 |
| Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation | 0 | 0 | 0 | 6 | 2 | 2 | 5 | 34 |
| Use of Adapted Particle Filters in SVJD Models | 0 | 0 | 0 | 15 | 10 | 10 | 11 | 79 |
| Total Journal Articles | 0 | 0 | 1 | 75 | 32 | 42 | 60 | 386 |
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