Citation profile for Milan Ficura

Milan Ficura : Citation Profile

Vysoká Škola Ekonomická v Praze

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

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi341
   Updated: 2025-05-10    RAS profile: 2023-03-16
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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:

Nakatsuma, Teruo (1)

Witzany, JiÅÃ (1)

Janda, Karel (1)

Cites to:

Andersen, Torben (9)

Bollerslev, Tim (9)

Diebold, Francis (6)

Corsi, Fulvio (6)

RenÃ², Roberto (6)

Shephard, Neil (5)

Rossi, Peter (4)

Pirino, Davide (4)

Witzany, JiÅÃ (3)

KoÄenda, EvÅ¾en (2)

Hanousek, Jan (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 (2025 and 2024)

Year	Title of citing document

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