Access Statistics for Szymon Borak
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 semiparametric factor model for electricity forward curve dynamics | 0 | 0 | 0 | 69 | 1 | 2 | 4 | 181 |
| Convenience yields for CO₂ emission allowance futures contracts | 0 | 0 | 0 | 335 | 1 | 2 | 5 | 1,017 |
| DSFM fitting of implied volatility surfaces | 0 | 0 | 0 | 168 | 0 | 0 | 1 | 515 |
| FFT based option pricing | 0 | 0 | 0 | 233 | 2 | 2 | 3 | 533 |
| Models for heavy-tailed asset returns | 0 | 0 | 1 | 71 | 2 | 3 | 5 | 213 |
| Stable distributions | 0 | 0 | 1 | 238 | 1 | 1 | 5 | 469 |
| Time series modelling with semiparametric factor dynamics | 0 | 0 | 1 | 182 | 2 | 6 | 13 | 390 |
| Total Working Papers | 0 | 0 | 3 | 1,296 | 9 | 16 | 36 | 3,318 |
| Software Item | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| STABLECULL: MATLAB function to estimate stable distribution parameters using the quantile method of McCulloch | 0 | 1 | 2 | 366 | 1 | 2 | 5 | 763 |
| STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis | 0 | 0 | 1 | 359 | 0 | 0 | 6 | 922 |
| STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams | 3 | 4 | 4 | 424 | 4 | 7 | 9 | 1,021 |
| Total Software Items | 3 | 5 | 7 | 1,149 | 5 | 9 | 20 | 2,706 |
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