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Details about Milan Ficura

Workplace:Katedra Bankovnictví a Pojišťovnictví (Department of Banking and Insurance), Fakulty Financí a Účetnictví (Faculty of Finance and Accounting), Vysoká Škola Ekonomická v Praze (University of Economics Prague), (more information at EDIRC)

Access statistics for papers by Milan Ficura.

Last updated 2019-11-19. Update your information in the RePEc Author Service.

Short-id: pfi341

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Journal Articles


  1. Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies
    Prague Economic Papers, 2019, 2019, (4), 385-401 Downloads
  2. 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 Downloads


  1. Use of Adapted Particle Filters in SVJD Models
    European Financial and Accounting Journal, 2018, 2018, (3), 5-20 Downloads


  1. Forecasting Stock Market Realized Variance with Echo State Neural Networks
    European Financial and Accounting Journal, 2017, 2017, (3), 145-155 Downloads


  1. 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 Downloads View citations (2)
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