Luiz Koodi Hotta

According to our database, Luiz Koodi Hotta authored at least 4 papers between 2013 and 2017.

Collaborative distances:

• Dijkstra number of nine.
• Erdős number of nine.

2017

GMC/GEL estimation of stochastic volatility models.

Márcio Poletti Laurini, Luiz Koodi Hotta

Commun. Stat. Simul. Comput., 2017

2016

Bootstrap prediction in univariate volatility models with leverage effect.

Carlos Trucíos, Luiz Koodi Hotta

Math. Comput. Simul., 2016

Generalized moment estimation of stochastic differential equations.

Márcio Poletti Laurini, Luiz Koodi Hotta

Comput. Stat., 2016

2013

Indirect Inference in fractional short-term interest rate diffusions.

Márcio Poletti Laurini, Luiz Koodi Hotta

Math. Comput. Simul., 2013