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Publications by Teodosio Pérez‐Amaral

Risk Management of Risk Under the Basel Accord: Forecasting Value‐at‐risk of VIX Futures

Managerial Finance

English

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Environmental Risk Management. Forecasting and Modeling of Emergency Risk Management Situations

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Incorporating Event Risk Into Value-At-Risk

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Value-At-Risk Forecasts Under Scrutiny—the German Experience

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On the Strategic Value of Risk Management

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