| Determinants of income class in Philippine households: Evidence from the family income and expenditure survey 2009 SJ Villejo, MT Enriquez, MJ Melendres, DE Tan, PJ Cayton The Philippine Statistician 63 (2), 87-104, 2014 | 8 | 2014 |
| Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology PJA Cayton, DS Mapa | 8 | 2012 |
| Time-varying conditional Johnson Su density in Value-at-Risk methodology PJ Cayton, D Mapa Philippine Review of Economics (Online ISSN 2984-8156) 52 (1), 23-44, 2015 | 7 | 2015 |
| Statistical analysis of Philippine water district characteristics and how these affect water tariffs CPC David, PJA Cayton, TE Lorenzo, EC Santos Water international 39 (1), 1-9, 2014 | 4 | 2014 |
| Estimating Value-at-Risk (VaR) Using TiVEx-POT Models PJA Cayton, DS Mapa, MTA Lising ASER, 152, 2010 | 4 | 2010 |
| Estimating Value-at-Risk (VaR) using TiVEx-POT Models DS Mapa, PJ Cayton, MT Lising | 3 | 2009 |
| Essays on non-gaussian time series analysis PJ Cayton The Australian National University, 2017 | 1 | 2017 |
| Median-based seasonal adjustment in the presence of seasonal volatility PJ Cayton, LG Bersales | 1 | 2012 |
| The Impact of News Sentiment on Financial Risk: An Extreme Value Approach PJ Cayton, KY Ho HANDBOOK OF GLOBAL FINANCIAL MARKETS: Transformations, Dependence, and Risk …, 2019 | | 2019 |
| A Nonparametric Option Pricing Model Using Higher Moments PJ Cayton | | 2015 |
| School of Statistics PJA Cayton, MTA Lising, DS Mapa | | 2009 |
| Macroeconomic Fundamentals in Market Risk Estimation PJ Cayton | | |
| Measuring Market Risk with the Folded Peak-Over-Thresholds Approach PJ Cayton | | |
| Statistical Models for Extreme Values PJA Cayton | | |
Dennis MapaUniversity of the Philippines DilimanVerified email at up.edu.ph
