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 0 3 16 33
Total Working Papers 0 0 0 9 0 3 16 33


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 1 4 28 149
Forecasting Stock Market Realized Variance with Echo State Neural Networks 0 0 0 12 1 2 21 106
Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies 0 0 0 7 0 1 12 40
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation 0 0 0 6 1 3 7 39
Use of Adapted Particle Filters in SVJD Models 0 0 0 15 1 1 15 83
Total Journal Articles 0 0 2 76 4 11 83 417


Statistics updated 2026-08-07