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Information about:
Jan Bulla

Personal Details | Affiliation | Works
This is information that was supplied by Jan Bulla in registering through RePEc. If you are Jan Bulla , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Jan
Middle Name:
Last Name: Bulla
Suffix:

RePEc Short-ID: pbu88

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: Jan Bulla Résidence Dakota, Apt. 16 28 bd Kennedy F-66100 Perpignan France
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Bulla, Jan, 2006. "Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series," MPRA Paper 7675, University Library of Munich, Germany. [Downloadable!]

  2. Jan Bulla & Ingo Bulla, 2006. "Structured Hidden Markov Models," Computing in Economics and Finance 2006 437, Society for Computational Economics.

  3. Sascha Mergner & Jan Bulla, 2005. "Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques," Finance 0510029, EconWPA. [Downloadable!]
    Published as:

Articles

  1. Jan Bulla & Andreas Berzel, 2008. "Computational issues in parameter estimation for stationary hidden Markov models," Computational Statistics, Springer, vol. 23(1), pages 1-18, January. [Downloadable!] (restricted)

  2. Sascha Mergner & Jan Bulla, 2008. "Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques," European Journal of Finance, Taylor and Francis Journals, vol. 14(8), pages 771-802. [Downloadable!] (restricted)
    Other versions:

  3. Bulla, Jan & Bulla, Ingo, 2006. "Stylized facts of financial time series and hidden semi-Markov models," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2192-2209, December. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2005-10-29 Author is listed
  2. NEP-EEC: European Economics (1) 2005-10-29 Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2005-10-29 Author is listed
  4. NEP-FIN: Finance (1) 2005-10-29 Author is listed
  5. NEP-FMK: Financial Markets (1) 2005-10-29 Author is listed
  6. NEP-FOR: Forecasting (1) 2005-10-29 Author is listed
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This page was last updated on 2009-12-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.