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 3 12 55 101 15 42 163 286
Structured Hidden Markov Models 0 0 0 0 1 7 53 254
Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques 7 15 82 436 19 54 224 1,137
Total Working Papers 10 27 137 537 35 103 440 1,677


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 1 2 14 38 2 5 32 77
Stylized facts of financial time series and hidden semi-Markov models 0 0 8 55 1 4 27 105
Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques 2 5 25 25 4 12 52 52
Total Journal Articles 3 7 47 118 7 21 111 234


Statistics updated 2009-11-04