Details about Milan Ficura
Access statistics for papers by Milan Ficura.
Last updated 2019-11-19. Update your information in the RePEc Author Service.
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- Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies
Prague Economic Papers, 2019, 2019, (4), 385-401
- Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation
Czech Journal of Economics and Finance (Finance a uver), 2019, 69, (5), 463-488
- Use of Adapted Particle Filters in SVJD Models
European Financial and Accounting Journal, 2018, 2018, (3), 5-20
- Forecasting Stock Market Realized Variance with Echo State Neural Networks
European Financial and Accounting Journal, 2017, 2017, (3), 145-155
- Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods
Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (4), 278-301 View citations (2)
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