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Peter Julian Amascual Cayton

This is information that was supplied by Peter Julian Cayton in registering through RePEc. If you are Peter Julian Amascual Cayton , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Peter Julian
Middle Name:Amascual
Last Name:Cayton
Suffix:
RePEc Short-ID:pca697
https://www.linkedin.com/pub/peter-julian-cayton/24/a5/90a
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  1. Cayton, Peter Julian, 2015. "A Nonparametric Option Pricing Model Using Higher Moments," MPRA Paper 63755, University Library of Munich, Germany.
  2. Cayton, Peter Julian A. & Mapa, Dennis S., 2012. "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper 36206, University Library of Munich, Germany.
  3. Cayton, Peter Julian & Bersales, Lisa Grace, 2012. "Median-based seasonal adjustment in the presence of seasonal volatility," MPRA Paper 37146, University Library of Munich, Germany.
  4. Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009. "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper 25772, University Library of Munich, Germany.
  1. Peter Julian Cayton & Dennis Mapa, 2015. "Time-varying conditional Johnson Su density in Value-at-Risk methodology," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 52(1), pages 23-44, June.
  2. Carlos Primo C. David & Peter Julian A. Cayton & Theresa E. Lorenzo & Eduardo C. Santos, 2014. "Statistical analysis of Philippine water district characteristics and how these affect water tariffs," Water International, Taylor & Francis Journals, vol. 39(1), pages 1-9, January.
  3. Peter Julian A. Cayton & Dennis S. Mapa, Ph. D. & Mary Therese A. Lising, 2010. "Estimating Value-At-Risk (Var) Using TIVEX-POT Models," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 152 - 170, December.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2010-10-23 2012-02-20 2012-03-14. Author is listed
  2. NEP-RMG: Risk Management (2) 2010-10-23 2012-02-20. Author is listed
  3. NEP-BAN: Banking (1) 2010-10-23. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2012-03-14. Author is listed
  5. NEP-FOR: Forecasting (1) 2012-02-20. Author is listed
  6. NEP-ORE: Operations Research (1) 2012-02-20. Author is listed

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