Access Statistics for Jan Bulla

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series 7 13 57 85 18 40 150 226
Structured Hidden Markov Models 0 0 0 0 5 15 67 241
Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques 7 24 81 413 15 57 226 1,067
Total Working Papers 14 37 138 498 38 112 443 1,534


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Computational issues in parameter estimation for stationary hidden Markov models 2 3 20 34 5 7 41 69
Stylized facts of financial time series and hidden semi-Markov models 1 3 14 55 3 9 31 100
Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques 0 6 17 17 2 14 33 33
Total Journal Articles 3 12 51 106 10 30 105 202


Statistics updated 2009-07-03