Access Statistics for Milan Ficura

Author contact details at EconPapers.

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 0 4 17
Total Working Papers 0 0 0 9 0 0 4 17


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 0 1 7 121
Forecasting Stock Market Realized Variance with Echo State Neural Networks 0 0 0 12 1 1 1 86
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 0 6 0 0 4 32
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 1 1 1 69
Total Journal Articles 0 0 0 74 2 3 13 336


Statistics updated 2025-09-05