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Luiz K. Hotta

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First Name:Luiz
Middle Name:K.
Last Name:Hotta
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RePEc Short-ID:pho297
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  1. Márcio Laurini & Luiz Koodi Hotta, 2011. "Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations," IBMEC RJ Economics Discussion Papers 2011-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  2. Laurini, Márcio Poletti & Hotta, Luiz Koodi, 2009. "Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados," Insper Working Papers wpe_161, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  3. Laurini, Márcio P. & Hotta, Luiz K., 2009. "Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado," Insper Working Papers wpe_173, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  4. Laurini, Márcio P. & Hotta, Luiz K., 2008. "Bayesian extensions to diebold-li term structure model," Insper Working Papers wpe_122, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  5. Laurini, Márcio P. & Hotta, Luiz K., 2008. "Inferência indireta em modelos fracionários de taxas de juros de curto prazo," Insper Working Papers wpe_121, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  6. Laurini, Márcio P. & Hotta, Luiz K., 2007. "Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li," Insper Working Papers wpe_88, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  7. Pedro L. Valls Pereira & Hotta, L.K. & Souza, L.A.R., 1999. "Alternative Models to extract asset volatility: a comparative study," Finance Lab Working Papers flwp_14, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  1. MÁrcio Poletti Laurini & Luiz Koodi Hotta, 2014. "Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(3), pages 214-230, 04.
  2. Laurini, Márcio Poletti & Hotta, Luiz Koodi, 2013. "Indirect Inference in fractional short-term interest rate diffusions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 109-126.
  3. Ribeiro, André L.P. & Hotta, Luiz K., 2013. "An analysis of contagion among Asian countries using the canonical model of contagion," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 62-69.
  4. Laurini, Márcio Poletti & Hotta, Luiz Koodi, 2010. "Bayesian extensions to Diebold-Li term structure model," International Review of Financial Analysis, Elsevier, vol. 19(5), pages 342-350, December.
  5. Luiz Hotta, 2010. "Bayesian Melding Estimation of a Stochastic SEIR Model," Mathematical Population Studies, Taylor & Francis Journals, vol. 17(2), pages 101-111.
  6. L. K. Hotta & E. C. Lucas & H. P Palaro, 2008. "Estimation of VaR Using Copula and Extreme Value Theory," Multinational Finance Journal, Multinational Finance Journal, vol. 12(3-4), pages 205-218, September.
  7. Luiz Hotta & Pedro Pereira & Rissa Ota, 2004. "Effect of outliers on forecasting temporally aggregated flow variables," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 13(2), pages 371-402, December.
  8. Herencia, Maurício Zevallos & Hotta, Luiz K. & Pereira, Pedro L. Valls, 1998. "Filtragem e Previsão com Modelos de Voltalidade: Voltalidade Estocastica versus GARCH," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 52(2), April.
  9. Hotta, Luiz Koodi, 1993. "The effect of additive outliers on the estimates from aggregated and disaggregated ARIMA models," International Journal of Forecasting, Elsevier, vol. 9(1), pages 85-93, April.
    RePEc:fgv:epgrbe:v:52:n:2:a:1 is not listed on IDEAS
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2007-05-26 2011-03-26. Author is listed
  2. NEP-FOR: Forecasting (1) 2011-03-26
  3. NEP-IAS: Insurance Economics (1) 2009-07-28
  4. NEP-IFN: International Finance (1) 2008-08-06
  5. NEP-MAC: Macroeconomics (1) 2008-08-06
  6. NEP-MON: Monetary Economics (1) 2008-08-06
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