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 | 0 | 1 | 22 | 199 |
| Convenience yields for CO₂ emission allowance futures contracts | 0 | 0 | 0 | 335 | 1 | 3 | 8 | 1,023 |
| DSFM fitting of implied volatility surfaces | 0 | 0 | 0 | 168 | 0 | 0 | 7 | 522 |
| FFT based option pricing | 0 | 0 | 0 | 233 | 0 | 0 | 14 | 545 |
| Models for heavy-tailed asset returns | 0 | 1 | 3 | 74 | 3 | 5 | 20 | 230 |
| Stable distributions | 0 | 0 | 0 | 238 | 0 | 1 | 19 | 486 |
| Time series modelling with semiparametric factor dynamics | 0 | 0 | 0 | 182 | 1 | 1 | 11 | 395 |
| Total Working Papers | 0 | 1 | 3 | 1,299 | 5 | 11 | 101 | 3,400 |
| 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 | 367 | 0 | 2 | 14 | 775 |
| STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis | 0 | 0 | 0 | 359 | 0 | 1 | 16 | 938 |
| STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams | 0 | 0 | 4 | 424 | 0 | 2 | 16 | 1,030 |
| Total Software Items | 0 | 1 | 6 | 1,150 | 0 | 5 | 46 | 2,743 |
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