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 5 12 27
Total Working Papers 0 0 0 9 1 5 12 27


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 1 16 23 141
Forecasting Stock Market Realized Variance with Echo State Neural Networks 0 0 0 12 1 9 12 97
Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies 0 0 0 7 0 5 9 37
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 0 6 0 2 3 34
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 1 11 12 80
Total Journal Articles 0 0 1 75 3 43 59 389


Statistics updated 2026-03-04