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 | 13 | 17 | 194 |
| Convenience yields for CO₂ emission allowance futures contracts | 0 | 0 | 0 | 335 | 3 | 3 | 5 | 1,020 |
| DSFM fitting of implied volatility surfaces | 0 | 0 | 0 | 168 | 2 | 6 | 6 | 521 |
| FFT based option pricing | 0 | 0 | 0 | 233 | 1 | 8 | 10 | 541 |
| Models for heavy-tailed asset returns | 1 | 1 | 2 | 72 | 2 | 8 | 13 | 221 |
| Stable distributions | 0 | 0 | 1 | 238 | 0 | 15 | 18 | 484 |
| Time series modelling with semiparametric factor dynamics | 0 | 0 | 1 | 182 | 0 | 1 | 14 | 391 |
| Total Working Papers | 1 | 1 | 4 | 1,297 | 9 | 54 | 83 | 3,372 |
| 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 | 0 | 1 | 366 | 0 | 7 | 9 | 770 |
| STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis | 0 | 0 | 0 | 359 | 4 | 9 | 12 | 931 |
| STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams | 0 | 0 | 4 | 424 | 0 | 3 | 12 | 1,024 |
| Total Software Items | 0 | 0 | 5 | 1,149 | 4 | 19 | 33 | 2,725 |
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