Access Statistics for Milan Ficura

Author contact details at EconPapers.

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 1 2 25 0 2 12 87
Forecasting Stock Market Realized Variance with Echo State Neural Networks 0 0 4 8 3 5 16 56
Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies 1 1 3 3 1 3 8 8
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 2 2 0 1 10 10
Use of Adapted Particle Filters in SVJD Models 0 1 5 10 2 5 25 49
Total Journal Articles 1 3 16 48 6 16 71 210


Statistics updated 2020-09-04