2
H index
0
i10 index
10
Citations
Peter Julian Amascual Cayton : Citation Profile
Australian National University (50% share) | RESEARCH PRODUCTION: 3 Articles 5 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2009 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Julian Amascual Cayton. | Is cited by:
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Main data
Where Peter Julian Amascual Cayton has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 5 |
Recent works citing Peter Julian Amascual Cayton (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Estimated Impact of Covid-19 on Exchange Rate Risk of Multinational Enterprises Operating in Emerging Markets. (2023). Khazeh, Kashi ; Manakyan, Herman ; Arvi, Leonard. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-4. Full description at Econpapers || Download paper |
Works by Peter Julian Amascual Cayton:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Time-varying conditional Johnson Su density in Value-at-Risk methodology In: Philippine Review of Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Estimating Value-at-Risk (VaR) using TiVEx-POT Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2010 | ESTIMATING VALUE AT RISK VAR USING TIVEX POT MODELS.(2010) In: Journal of Advanced Studies in Finance. [Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2012 | Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Median-based seasonal adjustment in the presence of seasonal volatility In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Nonparametric Option Pricing Model Using Higher Moments In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Nonparametric Option Pricing Model Using Higher Moments.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Statistical analysis of Philippine water district characteristics and how these affect water tariffs In: Water International. [Full Text][Citation analysis] | article | 2 |
| 2019 | The Impact of News Sentiment on Financial Risk: An Extreme Value Approach In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team