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 | 5 | 6 | 9 | 186 |
| Convenience yields for CO₂ emission allowance futures contracts | 0 | 0 | 0 | 335 | 0 | 1 | 5 | 1,017 |
| DSFM fitting of implied volatility surfaces | 0 | 0 | 0 | 168 | 1 | 1 | 1 | 516 |
| FFT based option pricing | 0 | 0 | 0 | 233 | 3 | 5 | 6 | 536 |
| Models for heavy-tailed asset returns | 0 | 0 | 1 | 71 | 2 | 4 | 7 | 215 |
| Stable distributions | 0 | 0 | 1 | 238 | 3 | 4 | 8 | 472 |
| Time series modelling with semiparametric factor dynamics | 0 | 0 | 1 | 182 | 0 | 5 | 13 | 390 |
| Total Working Papers | 0 | 0 | 3 | 1,296 | 14 | 26 | 49 | 3,332 |
| 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 | 2 | 4 | 6 | 765 |
| STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis | 0 | 0 | 1 | 359 | 5 | 5 | 11 | 927 |
| STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams | 0 | 4 | 4 | 424 | 3 | 10 | 12 | 1,024 |
| Total Software Items | 0 | 5 | 7 | 1,149 | 10 | 19 | 29 | 2,716 |
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