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Luiz K. Hotta
Luiz K. Hotta
Department of Statistics, University of Campinas
Dirección de correo verificada de ime.unicamp.br
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Año
Using conditional copula to estimate value at risk
H Palaro, L Hotta
Journal of Data Science 4, 93 - 115, 2006
2402006
Outliers in GARCH processes
LK Hotta, R Tsay
Economic Time Series: Modeling and Seasonality, 337-358, 2012
126*2012
Bayesian extensions to diebold-li term structure model
MP Laurini, LK Hotta
International Review of Financial Analysis 19 (5), 342-350, 2010
712010
Estimation of var using copula and extreme value theory
L Hotta, E Lucas, H Palaro
MultinationalFinanceJournal 12 (3-4), 205-218, 2008
712008
MGARCH models: tradeoff between feasibility and flexibility
DD Almeida, LK Hotta, E Ruiz
International Journal of Forecasting 34 (1), 45-63, 2018
642018
Schistosomiasis mansoni in an area of low transmission: I. Impact of control measures
O Marçal Júnior, RMJ Patucci, LCS Dias, LK Hotta, A Etzel
Revista do Instituto de Medicina Tropical de São Paulo 33 (2), 83-90, 1991
401991
Fatty acid composition of the total, neutral and phospholipids of pond‐raised Brazilian Piaractus mesopotamicus
EL Maia, DB RODRIGUEZ‐AMAYA, LK Hotta
International journal of food science & technology 30 (5), 591-597, 1995
381995
Schistosomiasis mansoni in an area of low transmission: II. Risk factors for infection
O Marçal Júnior, LK Hotta, RMJ Patucci, CM Glasser, LCS Dias
Revista do Instituto de Medicina Tropical de São Paulo 35, 331-335, 1993
351993
The effect of aggregation on prediction in autoregressive integrated moving‐average models
LK Hotta, JC Neto
Journal of Time Series Analysis 14 (3), 261-269, 1993
331993
Identification of unobserved components models
LK Hotta
Journal of Time Series Analysis 10 (3), 259-270, 1989
311989
Robust bootstrap forecast densities for GARCH returns and volatilities
C Trucíos, LK Hotta, E Ruiz
Journal of Statistical Computation and Simulation 87 (16), 3152-3174, 2017
30*2017
Bootstrap prediction in univariate volatility models with leverage effect
C Trucíos, LK Hotta
Mathematics and Computers in Simulation 120, 91-103, 2016
272016
Bayesian melding estimation of a stochastic SEIR model
LK Hotta
Mathematical Population Studies 17 (2), 101-111, 2010
262010
Analysis of contagion in emerging markets
J de Paula, LK Hotta, M Zevallos
Journal of Data Science 6, 601-626, 2008
262008
The effect of additive outliers on the estimates from aggregate and disaggregate ARIMA models
LK Hotta
International Journal of Forecasting 9 (1), 85-93, 1993
251993
Alternative models to extract asset volatility: a comparative study
PLV Pereira, LK Hotta, LAR de Souza, NMCG de Almeida
Brazilian review of econometrics 19 (1), 57-109, 1999
24*1999
Control of schistosomiasis mansoni in a low transmission area
LCS Dias, O Marçal Júnior, CM Glasser, HY Kanamura, LK Hotta
Memórias do Instituto Oswaldo Cruz 87, 233-239, 1992
231992
The leverage effect and the asymmetry of the error distribution in GARCH-based models: The case of Brazilian market related series
D Almeida, LK Hotta
Pesquisa Operacional 34, 237-250, 2014
222014
Effect of outliers on forecasting temporally aggregated flow variables
LK Hotta, PLV Pereira, R Ota
Test 13, 371-402, 2004
222004
Covariance prediction in large portfolio allocation
C Trucíos, M Zevallos, LK Hotta, AAP Santos
Econometrics 7 (2), 19, 2019
182019
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Artículos 1–20