Citation profile for Milan Ficura

Milan Ficura : Citation Profile

Vysoká Škola Ekonomická v Praze

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

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: 1.    Total self citations: 1 (25 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi341
   Updated: 2024-11-04    RAS profile: 2023-03-16
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Witzany, JiÅÃ (2)

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

Is cited by:

Witzany, JiÅÃ (1)

Janda, Karel (1)

Nakatsuma, Teruo (1)

Cites to:

Bollerslev, Tim (9)

Andersen, Torben (9)

Corsi, Fulvio (6)

Diebold, Francis (6)

RenÃ², Roberto (6)

Shephard, Neil (5)

Pirino, Davide (4)

Rossi, Peter (4)

Witzany, JiÅÃ (3)

Urga, Giovanni (2)

Calvet, Laurent (2)

Main data

Where Milan Ficura has published?

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

Recent works citing Milan Ficura (2024 and 2023)

Year	Title of citing document
2023	Machine Learning Applications to Valuation of Options on Non-liquid Markets. (2023). Fiura, Milan ; Witzany, Jii. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.001. Full description at Econpapers \|\| Download paper

Works by Milan Ficura:

Year	Title	Type	Cited
2016	Estimating 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]	article	3
2019	Sequential 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]	article	0
2023	Historical Calibration of SVJD Models with Deep Learning In: Working Papers IES. [Full Text][Citation analysis]	paper	0
2017	Forecasting Stock Market Realized Variance with Echo State Neural Networks In: European Financial and Accounting Journal. [Full Text][Citation analysis]	article	0
2018	Use of Adapted Particle Filters in SVJD Models In: European Financial and Accounting Journal. [Full Text][Citation analysis]	article	0
2019	Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies In: Prague Economic Papers. [Full Text][Citation analysis]	article	0