Citation profile for Szymon Borak

Szymon Borak : Citation Profile

Humboldt-Universität Berlin
Humboldt-Universität Berlin
Humboldt-Universität Berlin

H index

i10 index

242

Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   2 years (2005 - 2007). See details.
   Cites by year: 121
   Journals where Szymon Borak has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (0.41 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo287
   Updated: 2024-11-04    RAS profile: 2023-03-11
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Szymon Borak.

Is cited by:

Härdle, Wolfgang (38)

Weron, Rafał (24)

Okhrin, Ostap (9)

Song, Song (9)

Su, Liangjun (9)

Heekeren, Hauke (7)

Vici, Laura (7)

Gaffeo, Edoardo (7)

Majer, Piotr (7)

Hautsch, Nikolaus (6)

Climent Hernández, José (6)

Cites to:

Härdle, Wolfgang (10)

Burtraw, Dallas (7)

Weron, Rafał (6)

Fengler, Matthias (5)

Palmer, Karen (5)

LINTON, OLIVER (5)

DA FONSECA, José (4)

Larson, Donald (4)

Connor, Gregory (4)

Fama, Eugene (3)

merton, robert (3)

Main data

Where Szymon Borak has published?

Working Papers Series with more than one paper published	# docs
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk	7
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany	5

Recent works citing Szymon Borak (2024 and 2023)

Year	Title of citing document
2023	Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937. Full description at Econpapers \|\| Download paper

Works by Szymon Borak:

Year	Title	Type	Cited
2005	Stable Distributions In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	40
2005	FFT Based Option Pricing In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	9
2005	DSFM fitting of Implied Volatility Surfaces In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	2
2006	Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	42
2007	Time Series Modelling with Semiparametric Factor Dynamics In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	44
	In: . [Full Text][Citation analysis]	paper	17
	In: . [Full Text][Citation analysis]	paper	6
	In: . [Full Text][Citation analysis]	paper	0
	In: . [Full Text][Citation analysis]	paper	0
	In: . [Full Text][Citation analysis]	paper	45
	In: . [Full Text][Citation analysis]	paper	21
	In: . [Full Text][Citation analysis]	paper	16