| Estimating stochastic volatility and jumps using high-frequency data and Bayesian methods M Fičura, J Witzany Available at SSRN 2551807, 2015 | 20 | 2015 |
| Modelling jump clustering in the four major foreign exchange rates using high-frequency returns and cross-exciting jump processes M Fičura Procedia Economics and Finance 25, 208-219, 2015 | 8 | 2015 |
| Forecasting stock market realized variance with echo state neural networks M Fičura European Financial and Accounting Journal 12 (3), 145-156, 2017 | 5 | 2017 |
| Profitability of trading in the direction of asset price jumps-analysis of multiple assets and frequencies M Fičura Prague Economic Papers 28 (4), 385-401, 2019 | 4 | 2019 |
| Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks M Fičura Ridge Regression and Feed-Forward Neural Networks (January 22, 2017), 2017 | 4 | 2017 |
| Forecasting jumps in the intraday foreign exchange rate time series with hawkes processes and logistic regression M Fičura New Trends in Finance and Accounting: Proceedings of the 17th Annual …, 2017 | 3 | 2017 |
| Machine Learning Applications for the Valuation of Options on Non-liquid Option Markets J Witzany, M Fičura Available at SSRN 4370426, 2023 | 2 | 2023 |
| Bayesian Estimation of Stochastic-Volatility Jump-Diffusion Models on Intraday Price Returns M FIČURA, J WITZANY 18th International Scientific Conference–Applications of Mathematics and …, 2015 | 2 | 2015 |
| Determinants of Non-maturing Deposit Pass-through Rates in Eurozone Countries M Fičura, J Witzany Politická ekonomie 71 (3), 291-318, 2023 | 1 | 2023 |
| Sequential Gibbs Particle Filter Algorithm with an Application to Stochastic Volatility and Jumps Estimation J Witzany, M Fičura Available at SSRN 3194544, 2018 | 1 | 2018 |
| Impact of size and volume on cryptocurrency momentum and reversal M Fičura Available at SSRN 4378429, 2023 | | 2023 |
| Machine Learning Applications to Valuation of Options on Non-liquid Markets J Witzany, M Fičura FFA Working Papers, 2023 | | 2023 |
| Historical calibration of SVJD models with deep learning M Fičura, J Witzany IES Working Paper, 2023 | | 2023 |
| A Comparison of Neural Networks and Bayesian MCMC for the Heston Model Estimation (Forget Statistics–Machine Learning is Sufficient!) J Witzany, M Fičura FFA Working Papers, 2023 | | 2023 |
| Determinants of NMD Pass-Through Rates in Eurozone Countries M Fičura, J Witzany Faculty of Finance and Accounting, University of Economics, 2022 | | 2022 |
| Contagion in Crude Oil Futures Market and 3Y, 4Y and 5Y CDS Markets for the Post-Global Financial Crisis Period: A Multivariate GARCH-cDCC Approach K Tsiaras Vysoká škola báňská-Technická univerzita Ostrava, 2019 | | 2019 |
| Forecasting cross-section of stock returns with realised moments M Fičura European Financial and Accounting Journal 14 (2), 71-84, 2019 | | 2019 |
| Use of adapted particle filters in SVJD models M Fičura, J Witzany European Financial and Accounting Journal 13 (3), 5-20, 2018 | | 2018 |
| Estimation of SVJD Models with Bayesian Methods and Power-Variation Estimators M Fičura, J Witzany Available at SSRN 3212975, 2017 | | 2017 |
| Identifying Price Jumps from Daily Data with Bayesian vs. Non-Parametric methods M Fičura, J Witzany Non-Parametric Methods (January 22, 2017), 2017 | | 2017 |
