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 3 4 15 30
Total Working Papers 0 0 0 9 3 4 15 30


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 1 1 2 36 2 5 26 145
Forecasting Stock Market Realized Variance with Echo State Neural Networks 0 0 0 12 6 8 19 104
Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies 0 0 0 7 2 2 11 39
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 0 6 2 2 4 36
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 1 3 14 82
Total Journal Articles 1 1 2 76 13 20 74 406


Statistics updated 2026-05-06