Concepedia

Luiz Koodi Hotta

LK

Statistics

Publications

25

Citations

639

H-Index

17

Active since

1989

Affiliations

Universidade Estadual de Campinas (UNICAMP)(Current)

Universidad Carlos III de Madrid

Escola de Economia de São Paulo

Instituto Brasileiro de Mercado de Capitais

Université Libre de Bruxelles

Luiz Koodi Hotta is an author at Universidade Estadual de Campinas (UNICAMP) specializing in business, finance, and financial economics.

Publications per year

1989–2021

25

Publications

25

Using Conditional Copula to Estimate Value at Risk

Helder P. Palaro, Luiz Koodi Hotta · Journal of Data Science · 2021 · 110 citations · Full text

Business, Finance, Risk Management +17

MGARCH models: Trade-off between feasibility and flexibility

Daniel de Almeida, Luiz Koodi Hotta, Esther Ruiz · International Journal of Forecasting · 2017 · 52 citations · Full text

Natural Sciences, Systems Engineering, Optimization +5

Bayesian extensions to Diebold-Li term structure model

Márcio Poletti Laurini, Luiz Koodi Hotta · International Review of Financial Analysis · 2010 · 42 citations

Business, Finance, Bayesian Data Analysis +10

Robust bootstrap forecast densities for GARCH returns and volatilities

Carlos Trucíos, Luiz Koodi Hotta, Esther Ruiz · Journal of Statistical Computation and Simulation · 2017 · 29 citations

Business, Economics, Finance +17

Estimation of VaR Using Copula and Extreme Value Theory

Luiz Koodi Hotta, Edimilson Costa Lucas · Multinational Finance Journal · 2008 · 29 citations · Full text

Business, Economics, Finance +17

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