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: 2024-11-04    RAS profile: 2022-09-08    
   Missing citations? Add them    Incorrect content? Let us know

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)

Pelletier, Denis (3)

Rockinger, Michael (3)

Engle, Robert (3)

Barrios, Erniel (2)

Hansen, Bruce (2)

Lavado, Rouselle (2)

Zakoian, Jean-Michel (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. Last updated November, 3 2024. Contact: CitEc Team