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 | 1 | 1 | 3 | 40 |
| A Nonparametric Option Pricing Model Using Higher Moments | 0 | 0 | 0 | 18 | 0 | 0 | 2 | 71 |
| Estimating Value-at-Risk (VaR) using TiVEx-POT Models | 0 | 0 | 0 | 88 | 3 | 4 | 11 | 295 |
| Median-based seasonal adjustment in the presence of seasonal volatility | 0 | 0 | 0 | 35 | 2 | 4 | 5 | 122 |
| Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology | 0 | 0 | 0 | 79 | 1 | 5 | 10 | 266 |
| Total Working Papers | 0 | 0 | 0 | 228 | 7 | 14 | 31 | 794 |
| 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 | 1 | 2 | 15 |
| Statistical analysis of Philippine water district characteristics and how these affect water tariffs | 0 | 0 | 0 | 10 | 0 | 1 | 3 | 42 |
| Time-varying conditional Johnson Su density in Value-at-Risk methodology | 0 | 0 | 0 | 10 | 0 | 3 | 6 | 91 |
| Total Journal Articles | 0 | 0 | 0 | 20 | 0 | 5 | 11 | 148 |
| 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 | 1 | 2 | 0 | 1 | 6 | 22 |
| Total Chapters | 0 | 0 | 1 | 2 | 0 | 1 | 6 | 22 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail