Peter Julian Amascual Cayton : Citation Profile

Are you Peter Julian Amascual Cayton?

Australian National University (50% share)

2

H index

0

i10 index

10

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 1
   Journals where Peter Julian Amascual Cayton has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca697
   Updated: 2024-01-16    RAS profile: 2022-09-08    
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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 Peter Julian Amascual Cayton.

Is cited by:

Uppal, Jamshed (2)

Cites to:

Mapa, Dennis (4)

Bollerslev, Tim (4)

Jondeau, Eric (3)

Engle, Robert (3)

Pelletier, Denis (3)

Rockinger, Michael (3)

Zakoian, Jean-Michel (2)

Lavado, Rouselle (2)

Barrios, Erniel (2)

Hansen, Bruce (2)

Harvey, Campbell (2)

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, Germany5

Recent works citing Peter Julian Amascual Cayton (2024 and 2023)

YearTitle of citing document
2023Estimated 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:

YearTitleTypeCited
2015Time-varying conditional Johnson Su density in Value-at-Risk methodology In: Philippine Review of Economics.
[Full Text][Citation analysis]		article1
2009Estimating Value-at-Risk (VaR) using TiVEx-POT Models In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2010ESTIMATING 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
2012Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2012Median-based seasonal adjustment in the presence of seasonal volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2015A Nonparametric Option Pricing Model Using Higher Moments In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2015A Nonparametric Option Pricing Model Using Higher Moments.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014Statistical analysis of Philippine water district characteristics and how these affect water tariffs In: Water International.
[Full Text][Citation analysis]		article2
2019The Impact of News Sentiment on Financial Risk: An Extreme Value Approach In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team