Luiz Koodi Hotta

Publication Activity (10 Years)

Years Active: 2013-2017
Publications (10 Years): 3

Top Topics

Stochastic Differential Equations

Stochastic Model

Short And Long Term

Brownian Motion

Top Venues

Math. Comput. Simul.

Commun. Stat. Simul. Comput.

Publications

Márcio Poletti Laurini, Luiz Koodi Hotta
GMC/GEL estimation of stochastic volatility models. Commun. Stat. Simul. Comput. 46 (9) (2017)
Márcio Poletti Laurini, Luiz Koodi Hotta
Generalized moment estimation of stochastic differential equations. Comput. Stat. 31 (3) (2016)
Carlos Trucíos, Luiz Koodi Hotta
Bootstrap prediction in univariate volatility models with leverage effect. Math. Comput. Simul. 120 (2016)
Márcio Poletti Laurini, Luiz Koodi Hotta
Indirect Inference in fractional short-term interest rate diffusions. Math. Comput. Simul. 94 (2013)