Szymon Borak
Names
| first: |
Szymon |
| last: |
Borak |
Identifer
Contact
Affiliations
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Humboldt-Universität Berlin
/ Wirtschaftswissenschaftliche Fakultät
/ Institut für Statistik und Ökonometrie (ISÖ)
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Humboldt-Universität Berlin
/ Center for Applied Statistics and Econometrics (CASE)
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Humboldt-Universität Berlin
/ Wirtschaftswissenschaftliche Fakultät
/ Sonderforschungsbereich 649: Ökonomisches Risiko
Research profile
author of:
- STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis (RePEc:boc:bocode:m429005)
by Szymon Borak & Rafal Weron - STABLECULL: MATLAB function to estimate stable distribution parameters using the quantile method of McCulloch (RePEc:boc:bocode:m429006)
by Szymon Borak & Rafal Weron - STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams (RePEc:boc:bocode:m429007)
by Szymon Borak & Rafal Weron - Stable Distributions (RePEc:hum:wpaper:sfb649dp2005-008)
by Szymon Borak & Wolfgang Härdle & Rafal Weron - FFT Based Option Pricing (RePEc:hum:wpaper:sfb649dp2005-011)
by Szymon Borak & Kai Detlefsen & Wolfgang Härdle - DSFM fitting of Implied Volatility Surfaces (RePEc:hum:wpaper:sfb649dp2005-022)
by Szymon Borak & Matthias Fengler & Wolfgang Härdle - Convenience Yields for CO2 Emission Allowance Futures Contracts (RePEc:hum:wpaper:sfb649dp2006-076)
by Szymon Borak & Wolfgang Härdle & Stefan Trück & Rafal Weron - Time Series Modelling with Semiparametric Factor Dynamics (RePEc:hum:wpaper:sfb649dp2007-023)
by Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park - Stable distributions (RePEc:zbw:sfb649:sfb649dp2005-008)
by Borak, Szymon & Härdle, Wolfgang Karl & Weron, Rafał - FFT based option pricing (RePEc:zbw:sfb649:sfb649dp2005-011)
by Borak, Szymon & Detlefsen, Kai & Härdle, Wolfgang Karl - DSFM fitting of implied volatility surfaces (RePEc:zbw:sfb649:sfb649dp2005-022)
by Borak, Szymon & Fengler, Matthias R. & Härdle, Wolfgang Karl - Convenience yields for CO2 emission allowance futures contracts (RePEc:zbw:sfb649:sfb649dp2006-076)
by Borak, Szymon & Härdle, Wolfgang Karl & Trück, Stefan & Weron, Rafał - Time series modelling with semiparametric factor dynamics (RePEc:zbw:sfb649:sfb649dp2007-023)
by Borak, Szymon & Härdle, Wolfgang Karl & Mammen, Enno & Park, Byeong U. - A semiparametric factor model for electricity forward curve dynamics (RePEc:zbw:sfb649:sfb649dp2008-050)
by Borak, Szymon & Weron, Rafał - Models for heavy-tailed asset returns (RePEc:zbw:sfb649:sfb649dp2010-049)
by Borak, Szymon & Misiorek, Adam & Weron, Rafał