Access Statistics for Luiz K. Hotta

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative Models to extract asset volatility: a comparative study 0 0 0 292 0 0 1 632
Bayesian extensions to diebold-li term structure model 1 1 2 219 1 2 4 575
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 45 2 4 5 145
Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li 0 0 0 1,050 0 0 0 1,383
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach 0 0 1 94 0 2 3 248
Forecasting VaR and ES through Markov-switching GARCH models: does the specication matter? 0 1 6 6 0 1 11 11
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 0 15 1 1 3 70
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 1 274 1 1 2 508
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 25 0 0 1 78
MGARCH models: tradeoff between feasibility and flexibility 0 0 1 59 1 2 4 183
Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados 0 0 0 7 0 1 2 62
Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados 0 0 0 14 0 1 1 74
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 3 3 65
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 1 58 0 0 2 96
On the robustness of the principal volatility components 0 0 0 25 0 0 0 70
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk 0 0 0 64 0 0 3 124
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 1 16 0 2 3 47
Total Working Papers 1 2 13 2,270 6 20 48 4,371

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ALTERNATIVE MODELS TO EXTRACT ASSET VOLATILITY: A COMPARATIVE STUDY 0 0 2 3 0 0 2 16
Aggregation and Disaggregation of Structural Time Series Models 0 0 0 2 0 0 0 6
An analysis of contagion among Asian countries using the canonical model of contagion 0 0 0 7 0 0 1 47
Bayesian Melding Estimation of a Stochastic SEIR Model 0 0 2 74 0 2 5 213
Bayesian extensions to Diebold-Li term structure model 1 2 5 72 1 4 11 207
Bootstrap prediction in univariate volatility models with leverage effect 0 1 1 6 0 1 1 39
Covariance Prediction in Large Portfolio Allocation 0 0 0 10 0 0 1 65
Effect of outliers on forecasting temporally aggregated flow variables 0 0 1 33 0 1 9 131
Estimation of VaR Using Copula and Extreme Value Theory 0 0 2 52 1 2 5 151
Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables 0 0 0 0 0 0 0 3
Exact Maximum Likelihood and Bayesian Estimation of the Stochastic Volatility Model 0 0 1 2 0 1 3 16
Filtragem e Previsão com Modelos de Voltalidade: Voltalidade Estocastica versus GARCH 0 0 0 2 1 1 1 23
Fitting Distributions with the Polyhazard Model with Dependence 0 0 0 0 1 2 2 4
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach 0 0 0 3 0 0 7 26
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 1 2 13 0 2 4 38
IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS 0 0 0 2 2 2 4 21
Indirect Inference in fractional short-term interest rate diffusions 0 0 0 2 1 2 3 39
MGARCH models: Trade-off between feasibility and flexibility 0 0 0 28 1 2 5 156
On the robustness of the principal volatility components 0 0 0 8 1 2 2 36
Quasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility Models 0 0 0 1 0 1 2 11
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting 0 0 1 4 0 0 1 21
Seasonal adjustment of brazilian time series 0 0 0 0 0 0 0 8
THE EFFECT OF AGGREGATION ON PREDICTION IN AUTOREGRESSIVE INTEGRATED MOVING‐AVERAGE MODELS 0 0 0 6 1 1 2 17
The Effect of Overlapping Aggregation on Time Series Models: An Application to the Unemployment Rate in Brazil 0 0 0 7 1 1 2 64
The effect of additive outliers on the estimates from aggregated and disaggregated ARIMA models 0 0 0 18 0 0 0 56
Total Journal Articles 1 4 17 355 11 27 73 1,414

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03