Szymon Borak

Finance · 2009–2010

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #5,892 of 10,518 by trust here, #6,671 by citations
• Economics and Econometrics — 13 citations into it; #12,790 of 23,481 by trust here, #16,151 by citations
• Statistics and Probability — 7 citations into it

Whom Szymon Borak trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Rafal Weron
2. John P. Nolan
3. Muneya Matsui
4. Dilip B Madan 5
5. Svetlana Boyarchenko
6. Rosario Nunzio Mantegna
7. Michele Leonardo Bianchi
8. Svetlozar T. Rachev
9. Akimichi Takemura
10. Sergei Levendorskii

Who trusts Szymon Borak overall

1. Dominik Liebl

Papers from Szymon Borak's perspective

Ordered by how strongly the researchers Szymon Borak trusts endorse each paper. Same corpus, a different order for every researcher.

1. Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives
2. Tempering stable processes
3. Maximum likelihood estimation and diagnostics for stable distributions
4. Stable Paretian Models in Finance
5. The Pricing of Options and Corporate Liabilities
6. The Variance Gamma (V.G.) Model for Share Market Returns
7. Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach
8. Stable Distributions. Models for Heavy Tailed Data
9. OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
10. Stochastic process with ultraslow convergence to a Gaussian: The truncated Lévy flight.

Their papers

• Time Series Modelling With Semiparametric Factor Dynamics (2009) — 106 citations
• Models for Heavy-tailed Asset Returns (2010) — 74 citations