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	8	0	0	2	37
A Nonparametric Option Pricing Model Using Higher Moments	0	0	1	18	1	2	3	71
Estimating Value-at-Risk (VaR) using TiVEx-POT Models	0	0	1	88	2	2	13	288
Median-based seasonal adjustment in the presence of seasonal volatility	0	0	0	35	0	1	1	118
Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology	0	0	1	79	1	2	4	258
Total Working Papers	0	0	3	228	4	7	23	772

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	0	0	0	13
Statistical analysis of Philippine water district characteristics and how these affect water tariffs	0	0	0	10	0	0	5	40
Time-varying conditional Johnson Su density in Value-at-Risk methodology	0	0	0	10	1	2	2	87
Total Journal Articles	0	0	0	20	1	2	7	140

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	0	1	0	2	3	18
Total Chapters	0	0	0	1	0	2	3	18

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Statistics updated 2025-05-12