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Information about:
Jan Bulla

Personal Details | Affiliation | Works

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Other registered authors

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

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!]
Published as:
- 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)

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)
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:
- Sascha Mergner & Jan Bulla, 2005. "Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques," Finance 0510029, EconWPA. [Downloadable!]
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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This page was last updated on 2009-1-2.

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.