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Details about Teodosio Perez-Amaral

E-mail:
Homepage:http://www.ucm.es/info/ecocuan/tpa/
Phone:+34 913942380
Workplace:Instituto Complutense de Analisis Economico (ICAE) (UCM Institute for Economic Analysis), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Business), Universidad Complutense de Madrid (Complutense University of Madrid), (more information at EDIRC)

Access statistics for papers by Teodosio Perez-Amaral.

Last updated 2019-07-05. Update your information in the RePEc Author Service.

Short-id: ppe568


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Working Papers

2015

  1. A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)

2014

  1. A Stochastic Dominance Approach to Financial Risk Management Strategies
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (2)
  2. Consumer complaint behavior in telecommunications: The case of mobile phone users in Spain
    25th European Regional ITS Conference, Brussels 2014, International Telecommunications Society (ITS) Downloads View citations (1)

2013

  1. Has the Basel Accord Improved Risk Management During the Global Financial Crisis
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (20)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2012) Downloads View citations (3)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012) Downloads

    See also Journal Article in The North American Journal of Economics and Finance (2013)
  2. Residential mobile phone users complaints' in Spain
    24th European Regional ITS Conference, Florence 2013, International Telecommunications Society (ITS) Downloads
  3. Risk Modeling and Management: An Overview
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2013) Downloads View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) Downloads

2012

  1. (How) Do research and administrative duties affect university professors’ teaching?
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
  2. Customer Service Quality and Incomplete Information in Mobile Telecommunications: A Game Theoretical Approach to Consumer Protection
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (1)
  3. Satisfaction and protection of individual mobile telecommunications consumers
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
  4. Satisfaction and protection of individual mobile telecommunications consumers: Need for regulation?
    23rd European Regional ITS Conference, Vienna 2012, International Telecommunications Society (ITS) Downloads

2011

  1. GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (3)

    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2013)
  2. Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (5)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (5)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009) Downloads View citations (7)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (29)
  3. International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (4)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (4)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (11)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads View citations (21)

    See also Journal Article in Journal of Forecasting (2013)
  4. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (10)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (10)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (22)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads View citations (18)

    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2013)
  5. Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (14)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (16)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (15)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads View citations (18)

    See also Journal Article in Managerial Finance (2011)
  6. The Rise and Fall of S&P500 Variance Futures
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (6)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (1)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads View citations (9)

2010

  1. GFC-Robust Risk Management Strategies under the Basel Accord
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (13)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (2)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (7)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (14)

    See also Journal Article in International Review of Economics & Finance (2013)
  2. Internet Usage for Travel and Tourism. The Case of Spain
    21st European Regional ITS Conference, Copenhagen 2010: Telecommunications at new crossroads - Changing value configurations, user roles, and regulation, International Telecommunications Society (ITS) Downloads

2009

  1. A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (13)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008) Downloads View citations (8)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009) Downloads View citations (14)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (50)
  2. Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (1)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (8)
    MPRA Paper, University Library of Munich, Germany (2009) Downloads
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads
  3. The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    See also Journal Article in Journal of Economic Surveys (2009)
  4. What Happened to Risk Management During the 2008-09 Financial Crisis?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009) Downloads View citations (11)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (2)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (3)

2006

  1. Medición y Determinantes de la Brecha Tecnológica en España
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads

2005

  1. Demand for Internet Access and Use in Spain
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (1)
  2. Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures
    Econometrics, University Library of Munich, Germany Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2005) Downloads

2004

  1. A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" Downloads View citations (1)
    See also Journal Article in Econometric Theory (2005)

2003

  1. A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" Downloads View citations (15)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2002) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2003) Downloads View citations (9)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)

Journal Articles

2013

  1. Customer Satisfaction of Mobile-Internet-Users: An Empirical Approximation for the Case of Spain
    Journal of Reviews on Global Economics, 2013, 2, 442-454 Downloads
  2. GFC-robust risk management strategies under the Basel Accord
    International Review of Economics & Finance, 2013, 27, (C), 97-111 Downloads View citations (16)
    See also Working Paper (2010)
  3. GFC-robust risk management under the Basel Accord using extreme value methodologies
    Mathematics and Computers in Simulation (MATCOM), 2013, 94, (C), 223-237 Downloads View citations (1)
    See also Working Paper (2011)
  4. Has the Basel Accord improved risk management during the global financial crisis?
    The North American Journal of Economics and Finance, 2013, 26, (C), 250-265 Downloads View citations (23)
    See also Working Paper (2013)
  5. International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord
    Journal of Forecasting, 2013, 32, (3), 267-288 View citations (10)
    See also Working Paper (2011)
  6. Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures
    Mathematics and Computers in Simulation (MATCOM), 2013, 94, (C), 183-204 Downloads View citations (5)
    See also Working Paper (2011)
  7. Satisfaction of individual mobile phone users in Spain
    Telecommunications Policy, 2013, 37, (10), 940-954 Downloads View citations (3)

2012

  1. Professor Halbert L. White, 1950–2012
    Journal of Economic Surveys, 2012, 26, (4), 551-554 Downloads

2011

  1. Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures
    Managerial Finance, 2011, 37, (11), 1088-1106 Downloads View citations (12)
    See also Working Paper (2011)

2009

  1. THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD
    Journal of Economic Surveys, 2009, 23, (5), 850-855 Downloads View citations (44)
    See also Working Paper (2009)

2005

  1. A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
    Econometric Theory, 2005, 21, (01), 262-277 Downloads View citations (11)
    See also Working Paper (2004)

2003

  1. A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)*
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 821-838 Downloads View citations (19)
    See also Working Paper (2003)

2000

  1. An econometric model for international tourism flows to Spain
    Applied Economics Letters, 2000, 7, (8), 525-529 Downloads View citations (34)

1999

  1. A model of Spain-Europe telecommunications
    Applied Economics, 1999, 31, (8), 989-997 Downloads View citations (4)

1998

  1. Demand for telephone lines and universal service in Spain
    Information Economics and Policy, 1998, 10, (4), 501-514 Downloads View citations (1)
  2. Econometric modelling of Spanish very long distance international calling
    Information Economics and Policy, 1998, 10, (2), 237-252 Downloads View citations (15)

1994

  1. Una aplicación de los contrastes M y de la matriz de información dinámica: el caso de la demanda de dinero norteamericana 1960-1984
    Investigaciones Economicas, 1994, 18, (1), 193-201 Downloads

1993

  1. Un estudio econométrico de la demanda de tráfico telefónico particular en España, 1980-1990
    Investigaciones Economicas, 1993, 17, (2), 363-378 Downloads
 
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