Bulla, Jan (2006): Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series. Published in:
Bulla, Jan (2009): Hidden Markov models with t components. Increased persistence and other aspects. Unpublished.
Bulla, Jan; Mergner, Sascha; Bulla, Ingo; Sesboüé, André and Chesneau, Christophe (2010): Markov-switching Asset Allocation: Do Profitable Strategies Exist? Unpublished.
