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Jan Bulla

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

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First Name:Jan
Middle Name:
Last Name:Bulla
RePEc Short-ID:pbu88
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  1. Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe, 2010. "Markov-switching Asset Allocation: Do Profitable Strategies Exist?," MPRA Paper 21154, University Library of Munich, Germany.
  2. Bulla, Jan, 2009. "Hidden Markov models with t components. Increased persistence and other aspects," MPRA Paper 21830, University Library of Munich, Germany.
  3. Jan Bulla & Ingo Bulla, 2006. "Structured Hidden Markov Models," Computing in Economics and Finance 2006 437, Society for Computational Economics.
  4. 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.
  5. Sascha Mergner & Jan Bulla, 2005. "Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques," Finance 0510029, EconWPA.
  1. Jan Bulla, 2010. "Hidden Markov models with t components. Increased persistence and other aspects," Quantitative Finance, Taylor & Francis Journals, vol. 11(3), pages 459-475.
  2. Bulla, Jan & Bulla, Ingo & Nenadic, Oleg, 2010. "hsmm -- An R package for analyzing hidden semi-Markov models," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 611-619, March.
  3. 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.
  4. Sascha Mergner & Jan Bulla, 2008. "Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques," The European Journal of Finance, Taylor & Francis Journals, vol. 14(8), pages 771-802.
  5. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (2) 2005-10-29 2010-04-17
  2. NEP-CFN: Corporate Finance (1) 2005-10-29
  3. NEP-EEC: European Economics (1) 2005-10-29
  4. NEP-FIN: Finance (1) 2005-10-29
  5. NEP-FMK: Financial Markets (1) 2005-10-29
  6. NEP-FOR: Forecasting (1) 2005-10-29

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