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About
Luiz K. Hotta started working at the Universidade Estadual de Campinas (UNICAMP), Brazil, in 1977, after working at the Fundação Instituto Brasileiro de Geografia e Estatística from 1975 to 1978. He retired from UNICAMP in 2024 and has been a Senior Professor there since then. He received his B.S. degree in Electronic Engineering from the Instituto Tecnológico de Aeronáutica (ITA) in 1974, his M.S. degree in Statistics from the Instituto de Matemática Pura e Aplicada (IMPA) in 1978, and his Ph.D. in Statistics from the London School of Economics in 1983. His research interests include financial time series analysis, risk analysis, volatility estimation, portfolio selection, and robustness. He has published research articles in the Journal of Business and Economic Statistics, Journal of Time Series Analysis, Journal of Empirical Finance, Journal of Statistical Computation and Simulation, International Review of Financial Analysis, Journal of Forecasting, and International Journal of Forecasting.