Access Statistics for Peter Julian Amascual Cayton
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| 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 | 1 | 2 | 38 |
| A Nonparametric Option Pricing Model Using Higher Moments | 0 | 0 | 1 | 18 | 0 | 1 | 3 | 71 |
| Estimating Value-at-Risk (VaR) using TiVEx-POT Models | 0 | 0 | 1 | 88 | 0 | 4 | 11 | 290 |
| Median-based seasonal adjustment in the presence of seasonal volatility | 0 | 0 | 0 | 35 | 0 | 0 | 1 | 118 |
| Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology | 0 | 0 | 1 | 79 | 0 | 3 | 6 | 260 |
| Total Working Papers | 0 | 0 | 3 | 228 | 0 | 9 | 23 | 777 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| 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 | 2 | 40 |
| Time-varying conditional Johnson Su density in Value-at-Risk methodology | 0 | 0 | 0 | 10 | 0 | 1 | 2 | 87 |
| Total Journal Articles | 0 | 0 | 0 | 20 | 0 | 1 | 4 | 140 |
| Chapter | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| 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 | 0 | 3 | 18 |
| Total Chapters | 0 | 0 | 0 | 1 | 0 | 0 | 3 | 18 |
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