Milan Ficura : Citation Profile

Vysoká Škola Ekonomická v Praze

1

H index

0

i10 index

3

Citations

RESEARCH PRODUCTION:

5

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 0
   Journals where Milan Ficura has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 1 (25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi341
   Updated: 2025-03-22    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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)

Nakatsuma, Teruo (1)

Witzany, Jiří (1)

Cites to:

Bollerslev, Tim (9)

Andersen, Torben (9)

Corsi, Fulvio (6)

Diebold, Francis (6)

Renò, Roberto (6)

Shephard, Neil (5)

Rossi, Peter (4)

Pirino, Davide (4)

Witzany, Jiří (3)

Hanousek, Jan (2)

Kočenda, Evžen (2)

Main data

Production by document typepaperarticle201620172018201920202021202220230123Documents Highcharts.com
Cumulative documents published2016201720182019202020212022202302.557.5Documents Highcharts.com

Citations received20202021202220232024202500.511.5Citations Highcharts.com
Citations by production year2016201720182019202020212022202301234Citations Highcharts.com

H-Index: 1Most cited documents123024Number of citations Highcharts.com
H-Index evolution20200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250300.511.5h-index Highcharts.com

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 (2025 and 2024)

Year  ↓Title of citing document  ↓

Works by Milan Ficura:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		article3
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
2023Historical Calibration of SVJD Models with Deep Learning In: Working Papers IES.
[Full Text][Citation analysis]		paper0
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team