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)
Victoria University of Wellington, School of Mathematics, Statistics and Computer Science
Homepage: http://www.mcs.vuw.ac.nz/
Location: Wellington
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- 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!]
- Jan Bulla & Ingo Bulla, 2006.
"Structured Hidden Markov Models,"
Computing in Economics and Finance 2006
437, Society for Computational Economics.
- Sascha Mergner & Jan Bulla, 2005.
"Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques,"
Finance
0510029, EconWPA.
[Downloadable!]
Articles
- 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)
- 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):
- NEP-CFN: Corporate Finance (1) 2005-10-29 Author is listed
- NEP-EEC: European Economics (1) 2005-10-29 Author is listed
- NEP-ETS: Econometric Time Series (1) 2005-10-29 Author is listed
- NEP-FIN: Finance (1) 2005-10-29 Author is listed
- NEP-FMK: Financial Markets (1) 2005-10-29 Author is listed
- NEP-FOR: Forecasting (1) 2005-10-29 Author is listed
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