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 4 22 199
Convenience yields for CO₂ emission allowance futures contracts 0 0 0 335 1 2 7 1,022
DSFM fitting of implied volatility surfaces 0 0 0 168 0 1 7 522
FFT based option pricing 0 0 0 233 0 3 14 545
Models for heavy-tailed asset returns 1 2 3 74 1 5 17 227
Stable distributions 0 0 0 238 0 2 19 486
Time series modelling with semiparametric factor dynamics 0 0 0 182 0 2 16 394
Total Working Papers 1 2 3 1,299 2 19 102 3,395


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 1 1 2 367 1 3 14 775
STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis 0 0 0 359 1 4 16 938
STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams 0 0 4 424 1 5 16 1,030
Total Software Items 1 1 6 1,150 3 12 46 2,743


Statistics updated 2026-07-10