Peter Julian Amascual Cayton : Citation Profile

Australian National University (50% share)

2

H index

0

i10 index

10

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 1
   Journals where Peter Julian Amascual Cayton has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 1 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca697
   Updated: 2025-04-19    RAS profile: 2024-12-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Julian Amascual Cayton.

Is cited by:

Uppal, Jamshed (2)

Cites to:

Mapa, Dennis (4)

Bollerslev, Tim (4)

Pelletier, Denis (3)

Rockinger, Michael (3)

Jondeau, Eric (3)

Engle, Robert (3)

Barrios, Erniel (2)

Lavado, Rouselle (2)

Zakoian, Jean-Michel (2)

Harvey, Campbell (2)

Hansen, Bruce (2)

Main data

Production by document typechapterpaperarticle20092010201120122013201420152016201720182019024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2009201020112012201320142015201620172018201902.557.510Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201320142015201620172018201920202021202220232024202501234Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200920102011201220132014201520162017201820190246Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 2Most cited documents12340246Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040123h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Peter Julian Amascual Cayton has published?

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5

Recent works citing Peter Julian Amascual Cayton (2025 and 2024)

Year  ↓Title of citing document  ↓

Works by Peter Julian Amascual Cayton:

Year  ↓Title  ↓Type  ↓Cited  ↓
2015Time-varying conditional Johnson Su density in Value-at-Risk methodology In: Philippine Review of Economics.
[Full Text][Citation analysis]		article1
2009Estimating Value-at-Risk (VaR) using TiVEx-POT Models In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2010ESTIMATING VALUE AT RISK VAR USING TIVEX POT MODELS.(2010) In: Journal of Advanced Studies in Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 3		article
2012Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2012Median-based seasonal adjustment in the presence of seasonal volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2015A Nonparametric Option Pricing Model Using Higher Moments In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2015A Nonparametric Option Pricing Model Using Higher Moments.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014Statistical analysis of Philippine water district characteristics and how these affect water tariffs In: Water International.
[Full Text][Citation analysis]		article2
2019The Impact of News Sentiment on Financial Risk: An Extreme Value Approach In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team