Citation profile for Szymon Borak

Szymon Borak : Citation Profile

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

H index

i10 index

244

Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   5 years (2005 - 2010). See details.
   Cites by year: 48
   Journals where Szymon Borak has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (0.41 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo287
   Updated: 2026-01-10    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)

Song, Song (9)

Okhrin, Ostap (9)

Su, Liangjun (9)

LINTON, OLIVER (7)

Vici, Laura (7)

Majer, Piotr (7)

Gaffeo, Edoardo (7)

Heekeren, Hauke (7)

Hautsch, Nikolaus (6)

Cites to:

Härdle, Wolfgang (10)

Burtraw, Dallas (7)

Weron, Rafał (7)

Palmer, Karen (5)

Fengler, Matthias (5)

LINTON, OLIVER (5)

Larson, Donald (4)

DA FONSECA, José (4)

Connor, Gregory (4)

merton, robert (4)

French, Kenneth (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

Recent works citing Szymon Borak (2025 and 2024)

Year	Title of citing document
2024	GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua ; Cheng, Tingting. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982. Full description at Econpapers \|\| Download paper
2025	Global identification, estimation and inference of structural impulse response functions in factor models: A unified framework. (2025). Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001113. Full description at Econpapers \|\| Download paper
2025	Power Levy motion: Correlations and relaxation. (2025). Eliazar, Iddo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:674:y:2025:i:c:s0378437125004169. 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	8
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	43
2005	Stable distributions In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	18
2005	FFT based option pricing In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	6
2005	DSFM fitting of implied volatility surfaces In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	0
2006	Convenience yields for CO₂ emission allowance futures contracts In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	0
2007	Time series modelling with semiparametric factor dynamics In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	48
2008	A semiparametric factor model for electricity forward curve dynamics In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	21
2010	Models for heavy-tailed asset returns In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	16