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Teodosio Perez-Amaral

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Personal Details

First Name: Teodosio
Middle Name:
Last Name: Perez-Amaral
Suffix:

RePEc Short-ID: ppe568

Email:
Homepage: http://www.ucm.es/info/ecocuan/tpa/
Postal Address:
Phone: +34 913942380

Affiliation

Departamento de Fundamentos del Análisis Económico II (Economía Cuantitativa)
Facultad de Ciencias Económicas y Empresariales
Universidad Complutense de Madrid
Location: Madrid, Spain
Homepage: https://www.ucm.es/quantitative-economics/departamento
Email:
Phone: 91 394 2383
Fax: 91 394 2591
Postal: Campus de Somosaguas, 28223 MADRID
Handle: RePEc:edi:dcucmes (more details at EDIRC)

Works

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Working papers

  1. Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral, 2014. "A Stochastic Dominance Approach to Financial Risk Management Strategies," Documentos de Trabajo del ICAE 2014-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2014.
  2. Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," KIER Working Papers 872, Kyoto University, Institute of Economic Research.
  3. Michael McAleer & Juan-�ngel Jim�nez-Mart�n & Teodosio P�rez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers 13-010/III, Tinbergen Institute.
  4. Pérez-Amaral, Teodosio & Gijón, Covadonga & Garín-Muñoz, Teresa & López, Rafael, 2013. "Residential mobile phone users complaints' in Spain," 24th European Regional ITS Conference, Florence 2013 88537, International Telecommunications Society (ITS).
  5. Covadonga Gijón Tascón & Teresa Garín-Muñoz, & Teodosio Pérez-Amaral, 2012. "Satisfaction and protection of individual mobile telecommunications consumers," Documentos de Trabajo del ICAE 2012-21, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  6. Gijón Tascón, Covadonga & Garín Muñoz, Teresa & Pérez Amaral, Teodosio, 2012. "Satisfaction and protection of individual mobile telecommunications consumers: Need for regulation?," 23rd European Regional ITS Conference, Vienna 2012 60405, International Telecommunications Society (ITS).
  7. Aurora García-Gallego & Nikolaos Georgantzís & Joan Martín-Montaner & Teodosio Pérez-Amaral, 2012. "(How) Do research and administrative duties affect university professors’ teaching?," Documentos de Trabajo del ICAE 2012-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  8. Rafael López Zorzano & Teodosio Pérez-Amaral & Teresa Garín-Muñoz & Covadonga Gijón Tascón, 2012. "Customer Service Quality and Incomplete Information in Mobile Telecommunications: A Game Theoretical Approach to Consumer Protection," Documentos de Trabajo del ICAE 2012-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  9. Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "The Rise and Fall of S&P500 Variance Futures," KIER Working Papers 795, Kyoto University, Institute of Economic Research.
  10. Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics 11/05, University of Canterbury, Department of Economics and Finance.
  11. Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/26, University of Canterbury, Department of Economics and Finance.
  12. Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE 2011-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  13. Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  14. Garín-Muñoz, Teresa & Pérez-Amaral, Teodosio, 2010. "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 42, International Telecommunications Society (ITS).
  15. Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Documentos de Trabajo del ICAE 1001, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  16. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-155, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  17. Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos de Trabajo del ICAE 0918, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  18. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CARF F-Series CARF-F-159, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  19. Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos de Trabajo del ICAE 0912, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  20. Leonel Cerno & Teodosio Pérez Amaral, 2006. "Medición y Determinantes de la Brecha Tecnológica en España," Documentos de Trabajo del ICAE 0601, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  21. Leonel Cerno & Teodosio Pérez Amaral, 2005. "Demand for Internet Access and Use in Spain," Documentos de Trabajo del ICAE 0506, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  22. Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005. "Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures," Econometrics 0505003, EconWPA, revised 14 May 2005.
  23. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert L. White, 2004. "A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets," Econometrics Working Papers Archive wp2004_12, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  24. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White, 2003. "Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Documentos de Trabajo del ICAE 0309, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

Articles

  1. McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 250-265.
  2. McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 97-111.
  3. Teresa Garín-Muñoz & Covadonga Gijón & Teodosio Pérez-Amaral & Rafael López, 2013. "Customer Satisfaction of Mobile-Internet-Users: An Empirical Approximation for the Case of Spain," Journal of Reviews on Global Economics, Lifescience Global, vol. 2, pages 442-454.
  4. Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013. "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 267-288, 04.
  5. Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 2013. "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), Elsevier, vol. 94(C), pages 183-204.
  6. Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
  7. Michael McAleer & Teodosio Pérez-Amaral, 2012. "Professor Halbert L. White, 1950–2012," Journal of Economic Surveys, Wiley Blackwell, vol. 26(4), pages 551-554, 09.
  8. Chia-lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures," Managerial Finance, Emerald Group Publishing, vol. 37(11), pages 1088-1106, October.
  9. Juan-�ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "The Ten Commandments For Managing Value At Risk Under The Basel Ii Accord," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 850-855, December.
  10. Perez-Amaral, Teodosio & Gallo, Giampiero M. & White, Halbert, 2005. "A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets," Econometric Theory, Cambridge University Press, vol. 21(01), pages 262-277, February.
  11. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White, 2003. "A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 821-838, December.
  12. Teresa Garin-Munoz & Teodosio Perez Amaral, 2000. "An econometric model for international tourism flows to Spain," Applied Economics Letters, Taylor & Francis Journals, vol. 7(8), pages 525-529.
  13. Teresa Garin-Munoz & Teodosio Perez-Amaral, 1999. "A model of Spain-Europe telecommunications," Applied Economics, Taylor & Francis Journals, vol. 31(8), pages 989-997.
  14. Rodriguez-Andres, Antonio & Perez-Amaral, Teodosio, 1998. "Demand for telephone lines and universal service in Spain," Information Economics and Policy, Elsevier, vol. 10(4), pages 501-514, December.
  15. Garin-Munoz, Teresa & Perez-Amaral, Teodosio, 1998. "Econometric modelling of Spanish very long distance international calling," Information Economics and Policy, Elsevier, vol. 10(2), pages 237-252, June.
  16. Teodosio Perez Amaral, 1994. "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, Fundación SEPI, vol. 18(1), pages 193-201, January.
  17. Teodosio Pérez Amaral, 1993. "Un estudio econométrico de la demanda de tráfico telefónico particular en España, 1980-1990," Investigaciones Economicas, Fundación SEPI, vol. 17(2), pages 363-378, May.

NEP Fields

44 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (18) 2010-03-20 2011-01-23 2011-01-30 2011-02-12 2011-03-12 2011-03-26 2011-04-09 2011-04-23 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2011-08-02 2012-11-11 2013-01-19 2013-01-26 2013-06-16 2014-05-09. Author is listed
  2. NEP-BEC: Business Economics (2) 2006-09-16 2011-01-23
  3. NEP-CBA: Central Banking (16) 2009-05-23 2009-08-22 2009-08-22 2011-03-12 2011-03-26 2011-04-09 2011-04-23 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2012-11-11 2013-01-19 2013-01-26 2013-06-16 2014-05-09. Author is listed
  4. NEP-CFN: Corporate Finance (8) 2010-10-23 2011-01-23 2011-02-12 2011-03-12 2011-07-21 2011-07-27 2013-01-26 2014-05-09. Author is listed
  5. NEP-COM: Industrial Competition (1) 2012-11-03
  6. NEP-CTA: Contract Theory & Applications (1) 2012-11-03
  7. NEP-ECM: Econometrics (3) 2003-10-12 2005-05-14 2005-05-23
  8. NEP-EDU: Education (1) 2012-11-03
  9. NEP-EUR: Microeconomic European Issues (1) 2014-01-10
  10. NEP-FMK: Financial Markets (20) 2009-03-22 2009-05-23 2009-08-22 2009-08-22 2009-09-26 2009-09-26 2011-01-23 2011-01-30 2011-02-12 2011-03-12 2011-03-26 2011-04-09 2011-04-23 2011-07-27 2011-08-02 2011-11-14 2011-11-28 2012-11-11 2013-01-19 2014-01-17. Author is listed
  11. NEP-FOR: Forecasting (24) 2009-08-22 2009-09-26 2010-03-20 2010-10-23 2011-01-23 2011-01-30 2011-02-12 2011-03-12 2011-03-26 2011-04-09 2011-04-23 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2011-08-02 2011-11-14 2012-11-11 2013-01-19 2013-01-26 2013-06-16 2013-07-15 2013-07-15 2014-01-17. Author is listed
  12. NEP-ICT: Information & Communication Technologies (1) 2006-09-16
  13. NEP-IND: Industrial Organization (1) 2012-11-03
  14. NEP-MKT: Marketing (3) 2006-09-16 2012-11-03 2014-01-10
  15. NEP-NET: Network Economics (2) 2005-05-14 2006-09-16
  16. NEP-ORE: Operations Research (1) 2014-05-09
  17. NEP-REG: Regulation (6) 2009-03-22 2009-05-23 2009-08-22 2009-08-22 2009-08-22 2010-03-20. Author is listed
  18. NEP-RMG: Risk Management (30) 2009-03-22 2009-05-23 2009-08-22 2009-08-22 2009-08-22 2009-09-26 2009-09-26 2010-03-20 2010-10-23 2011-01-23 2011-01-30 2011-02-12 2011-03-12 2011-03-26 2011-04-09 2011-04-23 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2011-08-02 2011-11-14 2011-11-28 2012-11-11 2013-01-19 2013-01-26 2013-06-16 2013-07-15 2014-01-17 2014-05-09. Author is listed
  19. NEP-SOG: Sociology of Economics (1) 2012-11-03

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