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Hotta, Luiz K.
Pereira, Pedro L. Valls
93
Valls Pereira, Pedro L.
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16
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The effect of overlapping aggregation on time series models : an application to the unemployment rate in Brazil
Hotta, Luiz K.
- In:
Revista de econometria
12
(
1992
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10001144568
Saved in:
2
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
3
On the robustness of the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
-
2019
Persistent link: https://www.econbiz.de/10012179660
Saved in:
4
On the robustness of the principal volatility components
Trucíos, Carlos
;
Hotta, Luiz K.
;
Pereira, Pedro L. Valls
- In:
Journal of empirical finance
52
(
2019
),
pp. 201-219
Persistent link: https://www.econbiz.de/10012171112
Saved in:
5
Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
Saved in:
6
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
7
Filtragem e Previsão com Modelos de Voltalidade: Voltalidade Estocastica versus GARCH
Herencia, Maurício Zevallos
;
Hotta, Luiz K.
;
Pereira, …
- In:
Revista Brasileira de Economia
52
(
1998
)
2
Persistent link: https://www.econbiz.de/10011158755
Saved in:
8
Filtragem e Previsão com Modelos de Voltalidade: Voltalidade Estocastica versus GARCH
Herencia, Maurício Zevallos
;
Hotta, Luiz K.
;
Pereira, …
- In:
Revista Brasileira de Economia
52
(
1998
)
2
,
pp. 241-278
Persistent link: https://www.econbiz.de/10008478045
Saved in:
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