Teodosio Pérez Amaral : Citation Profile


Are you Teodosio Pérez Amaral?

Universidad Complutense de Madrid

12

H index

13

i10 index

339

Citations

RESEARCH PRODUCTION:

16

Articles

67

Papers

RESEARCH ACTIVITY:

   22 years (1993 - 2015). See details.
   Cites by year: 15
   Journals where Teodosio Pérez Amaral has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 44 (11.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe568
   Updated: 2024-04-18    RAS profile: 2021-08-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Teodosio Pérez Amaral.

Is cited by:

Chang, Chia-Lin (81)

Jimenez-Martin, Juan (50)

Maasoumi, Esfandiar (31)

Hammoudeh, Shawkat (11)

da Veiga, Bernardo (10)

Chan, Felix (10)

Hendry, David (8)

Allen, David (7)

Castle, Jennifer (6)

Liu, Xiaochun (5)

Liu, Xiaochun (5)

Cites to:

Jimenez-Martin, Juan (51)

Chang, Chia-Lin (25)

Ling, Shiqing (24)

Caporin, Massimiliano (14)

Casarin, Roberto (13)

da Veiga, Bernardo (12)

Engle, Robert (11)

Bollerslev, Tim (11)

Hafner, Christian (8)

Perignon, Christophe (8)

Chan, Felix (7)

Main data


Where Teodosio Pérez Amaral has published?


Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)2
Information Economics and Policy2
Investigaciones Economicas2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico22
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute12
KIER Working Papers / Kyoto University, Institute of Economic Research9
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo4
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo4
Econometrics Working Papers Archive / Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"2

Recent works citing Teodosio Pérez Amaral (2024 and 2023)


YearTitle of citing document
2023New Facts and Data about Professors and their Research. (2023). Tham, Wei Yang ; Myers, Kyle R ; Xu, Yilun ; Mural, Rachel ; Lakhani, Karim ; Cohodes, Nina ; Thursby, Marie. In: Papers. RePEc:arx:papers:2312.01442.

Full description at Econpapers || Download paper

2024The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

Full description at Econpapers || Download paper

2023Neighborhood Spatio-Temporal Impacts of SDG 8.9: The Case of Urban and Rural Exhibition-Driven Tourism by Multiple Methods. (2023). He, Xincheng ; Chi, Xiaoting ; Zou, Baoping ; Cai, Gangwei ; Zhou, Yanna ; Zhang, Yujin ; Wu, Qian ; Jiang, Wen ; Guo, Yuang. In: Land. RePEc:gam:jlands:v:12:y:2023:i:2:p:368-:d:1050730.

Full description at Econpapers || Download paper

Works by Teodosio Pérez Amaral:


YearTitleTypeCited
2012Professor Halbert L. White, 1950–2012 In: Journal of Economic Surveys.
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2003A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* In: Oxford Bulletin of Economics and Statistics.
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2003A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)..(2003) In: Econometrics Working Papers Archive.
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2010GFC-Robust Risk Management Strategies under the Basel Accord In: Working Papers in Economics.
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2013GFC-robust risk management strategies under the Basel Accord.(2013) In: International Review of Economics & Finance.
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2010GFC-Robust Risk Management Strategies under the Basel Accord.(2010) In: Econometric Institute Research Papers.
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2010GFC-Robust Risk Management Strategies under the Basel Accord.(2010) In: KIER Working Papers.
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2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord In: Working Papers in Economics.
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2011International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord.(2011) In: Econometric Institute Research Papers.
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2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord.(2011) In: KIER Working Papers.
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2013International Evidence on GFC?Robust Forecasts for Risk Management under the Basel Accord.(2013) In: Journal of Forecasting.
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2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures In: Working Papers in Economics.
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2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures.(2011) In: Econometric Institute Research Papers.
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2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures.(2011) In: KIER Working Papers.
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2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures In: Working Papers in Economics.
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2013Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures.(2013) In: Mathematics and Computers in Simulation (MATCOM).
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2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: Econometric Institute Research Papers.
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2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: KIER Working Papers.
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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies In: Working Papers in Economics.
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2013GFC-robust risk management under the Basel Accord using extreme value methodologies.(2013) In: Mathematics and Computers in Simulation (MATCOM).
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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: Econometric Institute Research Papers.
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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: KIER Working Papers.
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2011The Rise and Fall of S&P500 Variance Futures In: Working Papers in Economics.
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2011The Rise and Fall of S&P500 Variance Futures.(2011) In: Econometric Institute Research Papers.
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2011The Rise and Fall of S&P500 Variance Futures.(2011) In: KIER Working Papers.
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2013Has the Basel Accord Improved Risk Management During the Global Financial Crisis In: Working Papers in Economics.
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2013Has the Basel Accord improved risk management during the global financial crisis?.(2013) In: The North American Journal of Economics and Finance.
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2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: Econometric Institute Research Papers.
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2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: Econometric Institute Research Papers.
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2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: KIER Working Papers.
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2013Risk Modeling and Management: An Overview In: Working Papers in Economics.
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2013Risk Modelling and Management: An Overview.(2013) In: Econometric Institute Research Papers.
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2013Risk Modelling and Management: An Overview.(2013) In: KIER Working Papers.
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2009What Happened to Risk Management During the 2008-09 Financial Crisis? In: CARF F-Series.
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2009What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: Econometric Institute Research Papers.
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2009What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: CIRJE F-Series.
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2009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? In: CARF F-Series.
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2011Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?.(2011) In: KIER Working Papers.
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2009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?.(2009) In: CIRJE F-Series.
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2009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk In: CARF F-Series.
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2008A decision rule to minimize daily capital charges in forecasting value-at-risk.(2008) In: Econometric Institute Research Papers.
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2009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk.(2009) In: CIRJE F-Series.
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2009Optimal Risk Management Before, During and After the 2008-09 Financial Crisis In: CARF F-Series.
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2009Optimal Risk Management Before, During and After the 2008-09 Financial Crisis.(2009) In: MPRA Paper.
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2009Optimal Risk Management Before, During and After the 2008-09 Financial Crisis.(2009) In: CIRJE F-Series.
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2005A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets In: Econometric Theory.
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2004A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets..(2004) In: Econometrics Working Papers Archive.
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1998Econometric modelling of Spanish very long distance international calling In: Information Economics and Policy.
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1998Demand for telephone lines and universal service in Spain In: Information Economics and Policy.
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2013Satisfaction of individual mobile phone users in Spain In: Telecommunications Policy.
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2015A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? In: Econometric Institute Research Papers.
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1993Un estudio econométrico de la demanda de tráfico telefónico particular en España, 1980-1990 In: Investigaciones Economicas.
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1994Una aplicación de los contrastes M y de la matriz de información dinámica: el caso de la demanda de dinero norteamericana 1960-1984 In: Investigaciones Economicas.
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2013Customer Satisfaction of Mobile-Internet-Users: An Empirical Approximation for the Case of Spain In: Journal of Reviews on Global Economics.
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2000An econometric model for international tourism flows to Spain In: Applied Economics Letters.
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1999A model of Spain-Europe telecommunications In: Applied Economics.
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2005Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures..(2005) In: Econometrics.
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2010Internet Usage for Travel and Tourism. The Case of Spain In: 21st European Regional ITS Conference, Copenhagen 2010: Telecommunications at new crossroads - Changing value configurations, user roles, and regulation.
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2012Satisfaction and protection of individual mobile telecommunications consumers: Need for regulation? In: 23rd European Regional ITS Conference, Vienna 2012.
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2013Residential mobile phone users complaints in Spain In: 24th European Regional ITS Conference, Florence 2013.
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2014Consumer complaint behavior in telecommunications: The case of mobile phone users in Spain In: 25th European Regional ITS Conference, Brussels 2014.
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