Luiz Koodi Hotta

Orcid: 0000-0002-1005-602X

According to our database¹, Luiz Koodi Hotta authored at least 4 papers between 2013 and 2017.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2017

GMC/GEL estimation of stochastic volatility models.

[DOI]

Commun. Stat. Simul. Comput., 2017

2016

Bootstrap prediction in univariate volatility models with leverage effect.

[DOI]

Math. Comput. Simul., 2016

Generalized moment estimation of stochastic differential equations.

[DOI]

Comput. Stat., 2016

2013

Indirect Inference in fractional short-term interest rate diffusions.

[DOI]

Math. Comput. Simul., 2013