Milan Ficura : Citation Profile


Are you Milan Ficura?

Vysoká Škola Ekonomická v Praze

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Citations

RESEARCH PRODUCTION:

5

Articles

RESEARCH ACTIVITY:

   3 years (2016 - 2019). See details.
   Cites by year: 0
   Journals where Milan Ficura has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (50 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi341
   Updated: 2020-10-17    RAS profile: 2019-11-19    
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Relations with other researchers


Works with:

Witzany, Jiří (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Milan Ficura.

Is cited by:

Janda, Karel (1)

Cites to:

Andersen, Torben (8)

Bollerslev, Tim (7)

Diebold, Francis (6)

Rossi, Peter (4)

Christoffersen, Peter (3)

Witzany, Jiří (3)

Shephard, Neil (3)

Calvet, Laurent (2)

Novotny, Jan (2)

Kočenda, Evžen (2)

Pirino, Davide (2)

Main data


Where Milan Ficura has published?


Journals with more than one article published# docs
European Financial and Accounting Journal2
Czech Journal of Economics and Finance (Finance a uver)2

Recent works citing Milan Ficura (2020 and 2019)


YearTitle of citing document
2020Residual shape risk on natural gas market with mixed jump diffusion price dynamics. (2020). Janda, Karel ; Kourilek, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319302464.

Full description at Econpapers || Download paper

Works by Milan Ficura:


YearTitleTypeCited
2016Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article1
2019Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article0
2017Forecasting Stock Market Realized Variance with Echo State Neural Networks In: European Financial and Accounting Journal.
[Full Text][Citation analysis]
article0
2018Use of Adapted Particle Filters in SVJD Models In: European Financial and Accounting Journal.
[Full Text][Citation analysis]
article0
2019Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies In: Prague Economic Papers.
[Full Text][Citation analysis]
article0

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