Indirect Inference in fractional short-term interest rate diffusions. - Márcio Poletti Laurini; Luiz Koodi Hotta (Math. Comput. Simul., 2013)

Generalized moment estimation of stochastic differential equations. - Márcio Poletti Laurini; Luiz Koodi Hotta (Comput. Stat., 2016)

Bootstrap prediction in univariate volatility models with leverage effect. - Carlos Trucíos; Luiz Koodi Hotta (Math. Comput. Simul., 2016)

GMC/GEL estimation of stochastic volatility models. - Márcio Poletti Laurini; Luiz Koodi Hotta (Commun. Stat. Simul. Comput., 2017)