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 1 3 17 34
Total Working Papers 0 0 0 9 1 3 17 34


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 2 36 0 2 28 149
Forecasting Stock Market Realized Variance with Echo State Neural Networks 0 0 0 12 0 2 20 106
Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies 0 0 0 7 5 6 17 45
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 0 6 0 1 7 39
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 0 1 14 83
Total Journal Articles 0 0 2 76 5 12 86 422


Statistics updated 2026-09-10