Access Statistics for Peter Julian Amascual Cayton

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Nonparametric Option Pricing Model Using Higher Moments	0	0	0	18	0	0	2	71
A Nonparametric Option Pricing Model Using Higher Moments	0	0	0	8	1	2	4	41
Estimating Value-at-Risk (VaR) using TiVEx-POT Models	0	0	0	88	1	4	10	296
Median-based seasonal adjustment in the presence of seasonal volatility	0	0	0	35	2	5	7	124
Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology	0	0	0	79	1	5	11	267
Total Working Papers	0	0	0	228	5	16	34	799

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
ESTIMATING VALUE AT RISK VAR USING TIVEX POT MODELS	0	0	0	0	1	2	3	16
Statistical analysis of Philippine water district characteristics and how these affect water tariffs	0	0	0	10	1	1	3	43
Time-varying conditional Johnson Su density in Value-at-Risk methodology	0	0	0	10	2	5	8	93
Total Journal Articles	0	0	0	20	4	8	14	152

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
The Impact of News Sentiment on Financial Risk: An Extreme Value Approach	0	0	1	2	1	2	7	23
Total Chapters	0	0	1	2	1	2	7	23

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Statistics updated 2026-01-09