Peter Julian Amascual Cayton
Names
| first: |
Peter Julian |
| middle: |
Amascual |
| last: |
Cayton |
Identifer
Contact
Affiliations
-
Australian National University
/ College of Business and Economics
/ Research School of Finance, Actuarial Studies and Statistics (weight: 50%)
-
University of the Philippines School of Statistics (weight: 50%)
- http://stat.upd.edu.ph
- location: Philippines, Quezon City
Research profile
author of:
- Time-varying conditional Johnson Su density in Value-at-Risk methodology (RePEc:phs:prejrn:v:52:y:2015:i:1:p:23-44)
by Peter Julian Cayton & Dennis Mapa - Estimating Value-at-Risk (VaR) using TiVEx-POT Models (RePEc:pra:mprapa:25772)
by Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese - Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology (RePEc:pra:mprapa:36206)
by Cayton, Peter Julian A. & Mapa, Dennis S. - Median-based seasonal adjustment in the presence of seasonal volatility (RePEc:pra:mprapa:37146)
by Cayton, Peter Julian & Bersales, Lisa Grace - A Nonparametric Option Pricing Model Using Higher Moments (RePEc:pra:mprapa:63755)
by Cayton, Peter Julian - A Nonparametric Option Pricing Model Using Higher Moments (RePEc:pra:mprapa:79134)
by Cayton, Peter Julian & Ho, Kin-Yip - Estimating Value At Risk Var Using Tivex Pot Models (RePEc:srs:jasf00:v:1:y:2010:i:2:p:152-170)
by Peter Julian A Cayton & Dennis S Mapa & Mary Therese A Lising - Statistical analysis of Philippine water district characteristics and how these affect water tariffs (RePEc:taf:rwinxx:v:39:y:2014:i:1:p:1-9)
by Carlos Primo C. David & Peter Julian A. Cayton & Theresa E. Lorenzo & Eduardo C. Santos - The Impact of News Sentiment on Financial Risk: An Extreme Value Approach (RePEc:wsi:wschap:9789813236653_0013)
by Peter Julian Cayton & Kin-Yip Ho