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 9 27 28 28 24 68 76 76
Structured Hidden Markov Models 0 0 0 0 11 21 98 174
Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques 10 37 99 332 29 86 261 841
Total Working Papers 19 64 127 360 64 175 435 1,091


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 0 8 14 14 3 17 28 28
Stylized facts of financial time series and hidden semi-Markov models 2 9 31 41 4 15 53 69
Total Journal Articles 2 17 45 55 7 32 81 97


Statistics updated 2008-07-03