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 1 5 626
Bayesian extensions to diebold-li term structure model 0 0 0 216 0 1 4 565
Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado 0 0 0 44 0 0 0 134
Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li 0 0 0 1,049 0 1 3 1,378
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach 0 4 12 58 3 14 51 131
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 1 8 1 4 18 24
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 272 1 2 5 491
Inferência indireta em modelos fracionários de taxas de juros de curto prazo 0 0 0 25 0 0 1 68
MGARCH models: tradeoff between feasibility and flexibility 0 1 1 58 0 4 15 136
Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados 0 0 0 7 0 0 1 57
Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados 0 0 0 14 1 1 1 68
Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados 0 0 0 7 0 0 1 59
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 1 51 53 1 4 65 73
On the robustness of the principal volatility components 1 1 2 21 5 5 17 43
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk 0 1 10 58 0 2 17 91
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 1 2 11 11 2 7 18 18
Total Working Papers 2 10 88 2,193 14 46 222 3,962


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 0 0 0 1 2 9
Aggregation and Disaggregation of Structural Time Series Models 1 1 1 1 1 1 2 2
An analysis of contagion among Asian countries using the canonical model of contagion 0 0 0 6 0 0 1 39
Bayesian Melding Estimation of a Stochastic SEIR Model 0 0 8 58 2 6 28 181
Bayesian extensions to Diebold-Li term structure model 0 1 2 62 0 2 8 177
Bootstrap prediction in univariate volatility models with leverage effect 0 0 0 2 0 2 3 25
Covariance Prediction in Large Portfolio Allocation 0 0 1 5 1 3 19 40
Effect of outliers on forecasting temporally aggregated flow variables 0 0 0 31 1 2 5 103
Estimation of VaR Using Copula and Extreme Value Theory 0 0 7 45 0 2 21 115
Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables 0 0 0 0 0 0 0 0
Exact Maximum Likelihood and Bayesian Estimation of the Stochastic Volatility Model 0 0 0 1 0 1 4 13
Filtragem e Previsão com Modelos de Voltalidade: Voltalidade Estocastica versus GARCH 0 0 0 2 0 0 2 19
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations 0 0 0 11 0 0 0 32
IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS 0 0 1 1 0 1 4 6
Indirect Inference in fractional short-term interest rate diffusions 0 0 0 2 0 0 0 33
MGARCH models: Trade-off between feasibility and flexibility 0 2 3 15 1 5 21 94
On the robustness of the principal volatility components 1 1 1 1 3 5 13 15
Quasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility Models 0 0 0 1 0 0 1 9
Seasonal adjustment of brazilian time series 0 0 0 0 0 0 3 8
THE EFFECT OF AGGREGATION ON PREDICTION IN AUTOREGRESSIVE INTEGRATED MOVING‐AVERAGE MODELS 0 0 2 3 0 0 5 7
The Effect of Overlapping Aggregation on Time Series Models: An Application to the Unemployment Rate in Brazil 0 0 1 1 3 6 13 25
The effect of additive outliers on the estimates from aggregated and disaggregated ARIMA models 0 0 0 17 1 1 1 54
Total Journal Articles 2 5 27 265 13 38 156 1,006


Statistics updated 2021-01-03