Luiz K Hotta

Luiz K Hotta

Universidade Estadual de Campinas UNICAMP - São Paulo / Brazil
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 891334
State University of Campinas
person_outline Luiz K Hotta's MOST POPULAR ARTICLES
1-) Using conditional copula to estimate value at riskH Palaro, L HottaJournal of Data Science 4, 93 - 115, 20062272006
2-) Outliers in GARCH processesLK Hotta, R TsayEconomic Time Series: Modeling and Seasonality, 337-358, 2012121*2012
3-) Bayesian extensions to Diebold-Li term structure modelMP Laurini, LK HottaInternational Review of Financial Analysis 19 (5), 342-350, 2010712010
4-) Estimation of var using copula and extreme value theoryL Hotta, E Lucas, H PalaroMultinationalFinanceJournal 12 (3-4), 205-218, 2008712008
5-) MGARCH models: tradeoff between feasibility and flexibilityDD Almeida, LK Hotta, E RuizInternational Journal of Forecasting 34 (1), 45-63, 2018682018