E-LIB Suche - Ergebnisse für: Hotta, Luiz K.

1

Forecasting Conditional Covariance Matrices in High-Dimensi..:

Trucíos, Carlos ; Mazzeu, João H. G. ; Hallin, Marc...
Journal of Business & Economic Statistics. 41 (2021) 1 - p. 40-52 , 2021

Link: https://doi.org/10.1080/..

2

Robustness and the general dynamic factor model with infini..:

Trucíos, Carlos ; Mazzeu, João H.G. ; Hotta, Luiz K...
International Journal of Forecasting. 37 (2021) 4 - p. 1520-1534 , 2021

Link: https://doi.org/10.1016/..

3

Covariance Prediction in Large Portfolio Allocation:

Trucíos, Carlos ; Zevallos, Mauricio ; Hotta, Luiz K..
Econometrics. 7 (2019) 2 - p. 19 , 2019

Link: https://doi.org/10.3390/..

4

On the robustness of the principal volatility components:

Trucíos, Carlos ; Hotta, Luiz K. ; Valls Pereira, Pedro L.
Journal of Empirical Finance. 52 (2019) - p. 201-219 , 2019

Link: https://doi.org/10.1016/..

5

MGARCH models: Trade-off between feasibility and flexibilit:

de Almeida, Daniel ; Hotta, Luiz K. ; Ruiz, Esther
International Journal of Forecasting. 34 (2018) 1 - p. 45-63 , 2018

Link: https://doi.org/10.1016/..

6

Robust bootstrap densities for dynamic conditional correlat..:

Trucíos, Carlos ; Hotta, Luiz K. ; Ruiz, Esther
Journal of Statistical Computation and Simulation. 88 (2018) 10 - p. 1976-2000 , 2018

Link: https://doi.org/10.1080/..

7

Quasi-maximum likelihood estimation of GARCH models in the ..:

Cascone, Marcos H. ; Hotta, Luiz K.
Journal of Statistical Computation and Simulation. 89 (2018) 2 - p. 292-314 , 2018

Link: https://doi.org/10.1080/..

8

Robust bootstrap forecast densities for GARCH returns and v..:

Trucíos, Carlos ; Hotta, Luiz K. ; Ruiz, Esther
Journal of Statistical Computation and Simulation. 87 (2017) 16 - p. 3152-3174 , 2017

Link: https://doi.org/10.1080/..

9

Bootstrap prediction in univariate volatility models with l..:

Trucíos, Carlos ; Hotta, Luiz K.
Mathematics and Computers in Simulation. 120 (2016) - p. 91-103 , 2016

Link: https://doi.org/10.1016/..

10

A nonhomogeneous Poisson process geostatistical model:

Morales, Fidel Ernesto Castro ; Vicini, Lorena ; Hotta, Luiz K..
Stochastic Environmental Research and Risk Assessment. 31 (2016) 2 - p. 493-507 , 2016

Link: https://doi.org/10.1007/..

11

Estimation of the Heteroskedastic Canonical Contagion Model..:

Ribeiro, André L. P. ; Hotta, Luiz K. ; Zhou, Wei-Xing
PLOS ONE. 11 (2016) 12 - p. e0168967 , 2016

Link: https://doi.org/10.1371/..

12

An analysis of contagion among Asian countries using the ca..:

Ribeiro, André L.P. ; Hotta, Luiz K.
International Review of Financial Analysis. 29 (2013) - p. 62-69 , 2013

Link: https://doi.org/10.1016/..

13

Fitting Distributions with the Polyhazard Model with Depend..:

Tsai, Rodrigo ; Hotta, Luiz K.
Communications in Statistics - Theory and Methods. 44 (2013) 9 - p. 1886-1895 , 2013

Link: https://doi.org/10.1080/..

14

Non-Homogeneous Poisson Processes Applied to Count Data: A ..:

Vicini, Lorena ; Hotta, Luiz K. ; Achcar, Jorge A.
Journal of Environmental Protection. 3 (2012) 10 - p. 1336-1345 , 2012

Link: https://doi.org/10.4236/..

15

Influential observations in GARCH models:

Zevallos, Mauricio ; Hotta, Luiz K.
Journal of Statistical Computation and Simulation. 82 (2012) 11 - p. 1571-1589 , 2012

Link: https://doi.org/10.1080/..