| Using conditional copula to estimate value at risk H Palaro, L Hotta Journal of Data Science 4, 93 - 115, 2006 | 236 | 2006 |
| Outliers in GARCH processes LK Hotta, R Tsay Economic Time Series: Modeling and Seasonality, 337-358, 2012 | 124* | 2012 |
| Estimation of var using copula and extreme value theory L Hotta, E Lucas, H Palaro MultinationalFinanceJournal 12 (3-4), 205-218, 2008 | 71 | 2008 |
| Bayesian extensions to Diebold-Li term structure model MP Laurini, LK Hotta International Review of Financial Analysis 19 (5), 342-350, 2010 | 70 | 2010 |
| MGARCH models: tradeoff between feasibility and flexibility DD Almeida, LK Hotta, E Ruiz International Journal of Forecasting 34 (1), 45-63, 2018 | 66 | 2018 |
| Schistosomiasis mansoni in an area of low transmission: I. Impact of control measures O Marçal Júnior, RMJ Patucci, LCS Dias, LK Hotta, A Etzel Revista do Instituto de Medicina Tropical de São Paulo 33 (2), 83-90, 1991 | 39 | 1991 |
| Fatty acid composition of the total, neutral and phospholipids of pond‐raised Brazilian Piaractus mesopotamicus EL Maia, DB RODRIGUEZ‐AMAYA, LK Hotta International journal of food science & technology 30 (5), 591-597, 1995 | 38 | 1995 |
| Identification of unobserved components models LK Hotta Journal of Time Series Analysis 10 (3), 259-270, 1989 | 34 | 1989 |
| The effect of aggregation on prediction in autoregressive integrated moving‐average models LK Hotta, JC Neto Journal of Time Series Analysis 14 (3), 261-269, 1993 | 33 | 1993 |
| Schistosomiasis mansoni in an area of low transmission: II. Risk factors for infection O Marçal Júnior, LK Hotta, RMJ Patucci, CM Glasser, LCS Dias Revista do Instituto de Medicina Tropical de São Paulo 35, 331-335, 1993 | 33 | 1993 |
| Robust bootstrap forecast densities for GARCH returns and volatilities C Trucíos, LK Hotta, E Ruiz Journal of Statistical Computation and Simulation 87 (16), 3152-3174, 2017 | 31* | 2017 |
| Analysis of contagion in emerging markets J de Paula, LK Hotta, M Zevallos Journal of Data Science 6, 601-626, 2008 | 29 | 2008 |
| Bootstrap prediction in univariate volatility models with leverage effect C Trucíos, LK Hotta Mathematics and Computers in Simulation 120, 91-103, 2016 | 27 | 2016 |
| Bayesian melding estimation of a stochastic SEIR model LK Hotta Mathematical Population Studies 17 (2), 101-111, 2010 | 26 | 2010 |
| The leverage effect and the asymmetry of the error distribution in GARCH-based models: The case of Brazilian market related series D Almeida, LK Hotta Pesquisa Operacional 34 (2), 237-250, 2014 | 24 | 2014 |
| Alternative models to extract asset volatility: a comparative study PLV Pereira, LK Hotta, LAR de Souza, NMCG de Almeida Brazilian review of econometrics 19 (1), 57-109, 1999 | 24* | 1999 |
| The effect of additive outliers on the estimates from aggregate and disaggregate ARIMA models LK Hotta International Journal of Forecasting 9 (1), 85-93, 1993 | 24 | 1993 |
| Effect of outliers on forecasting temporally aggregated flow variables LK Hotta, PLV Pereira, R Ota Test 13, 371-402, 2004 | 22 | 2004 |
| Control of schistosomiasis mansoni in a low transmission area LCS Dias, O Marçal Júnior, CM Glasser, HY Kanamura, LK Hotta Memórias do Instituto Oswaldo Cruz 87, 233-239, 1992 | 22 | 1992 |
| Covariance prediction in large portfolio allocation C Trucíos, M Zevallos, LK Hotta, AAP Santos Econometrics 7 (2), 19, 2019 | 21 | 2019 |
Carlos Trucíos MazaUniversity of Campinas在 unicamp.br 的电子邮件经过验证
