| Using conditional copula to estimate value at risk HP Palaro, LK Hotta Journal of Data Science 4, 93-115, 2006 | 239 | 2006 |
| Outliers in GARCH processes LK Hotta, RS Tsay Manuscript. Graduate School of Business, University of Chicago, 231-240, 1998 | 125* | 1998 |
| MGARCH models: Trade-off between feasibility and flexibility D De Almeida, LK Hotta, E Ruiz International Journal of Forecasting 34 (1), 45-63, 2018 | 72 | 2018 |
| Estimation of VaR using copula and extreme value theory LK Hotta, EC Lucas, HP Palaro Multinational Finance Journal 12 (3/4), 205-218, 2008 | 72 | 2008 |
| Bayesian extensions to Diebold-Li term structure model MP Laurini, LK Hotta International Review of Financial Analysis 19 (5), 342-350, 2010 | 71 | 2010 |
| Schistosomiasis mansoni in an area of low transmission: I. Impact of control measures O Marçal Júnior, RMJ Patucci, LCS Dias, LK Hotta, A Etzel Revista do Instituto de Medicina Tropical de São Paulo 33, 83-90, 1991 | 39 | 1991 |
| Fatty acid composition of the total, neutral and phospholipids of pond‐raised Brazilian Piaractus mesopotamicus EL Maia, DB RODRIGUEZ‐AMAYA, LK Hotta International journal of food science & technology 30 (5), 591-597, 1995 | 38 | 1995 |
| Identification of unobserved components models LK Hotta Journal of Time Series Analysis 10 (3), 259-270, 1989 | 34 | 1989 |
| The effect of aggregation on prediction in autoregressive integrated moving‐average models LK Hotta, JC Neto Journal of Time Series Analysis 14 (3), 261-269, 1993 | 33 | 1993 |
| Schistosomiasis mansoni in an area of low transmission: II. Risk factors for infection O Marçal Júnior, LK Hotta, RMJ Patucci, CM Glasser, LCS Dias Revista do Instituto de Medicina Tropical de São Paulo 35, 331-335, 1993 | 33 | 1993 |
| Robust bootstrap forecast densities for GARCH returns and volatilities C Trucíos, LK Hotta, E Ruiz Journal of Statistical Computation and Simulation 87 (16), 3152-3174, 2017 | 30 | 2017 |
| Bootstrap prediction in univariate volatility models with leverage effect C Trucíos, LK Hotta Mathematics and Computers in Simulation 120, 91-103, 2016 | 30 | 2016 |
| Analysis of contagion in emerging markets J de Paula, LK Hotta, M Zevallos Journal of Data Science 6, 601-626, 2008 | 29 | 2008 |
| Bayesian melding estimation of a stochastic SEIR model LK Hotta Mathematical Population Studies 17 (2), 101-111, 2010 | 28 | 2010 |
| The leverage effect and the asymmetry of the error distribution in GARCH-based models: The case of Brazilian market related series D Almeida, LK Hotta Pesquisa Operacional 34 (2), 237-250, 2014 | 27 | 2014 |
| The effect of additive outliers on the estimates from aggregated and disaggregated ARIMA models LK Hotta International Journal of Forecasting 9 (1), 85-93, 1993 | 25 | 1993 |
| Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach C Trucíos, JHG Mazzeu, M Hallin, LK Hotta, PL Valls Pereira, M Zevallos Journal of Business & Economic Statistics 41 (1), 40-52, 2022 | 24 | 2022 |
| Covariance prediction in large portfolio allocation C Trucíos, M Zevallos, LK Hotta, AAP Santos Econometrics 7 (2), 19, 2019 | 24 | 2019 |
| Alternative models to extract asset volatility: a comparative study PLV Pereira, LK Hotta, LAR de Souza, NMCG de Almeida Brazilian review of econometrics 19 (1), 57-109, 1999 | 24* | 1999 |
| Effect of outliers on forecasting temporally aggregated flow variables LK Hotta, PLV Pereira, R Ota Test 13, 371-402, 2004 | 22 | 2004 |
Carlos Trucíos MazaUniversity of Campinas確認したメール アドレス: unicamp.br
