Szymon Borak

413 total citations
13 papers, 154 citations indexed

About

Szymon Borak is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Szymon Borak has authored 13 papers receiving a total of 154 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 5 papers in Economics and Econometrics and 2 papers in Demography. Recurrent topics in Szymon Borak's work include Stochastic processes and financial applications (8 papers), Financial Risk and Volatility Modeling (7 papers) and Capital Investment and Risk Analysis (3 papers). Szymon Borak is often cited by papers focused on Stochastic processes and financial applications (8 papers), Financial Risk and Volatility Modeling (7 papers) and Capital Investment and Risk Analysis (3 papers). Szymon Borak collaborates with scholars based in United States, Germany and Poland. Szymon Borak's co-authors include Rafał Weron, Wolfgang Karl Härdle, Enno Mammen, Byeong U. Park, Stefan Trück, Matthias R. Fengler, Adam Misiorek and Brenda López Cabrera and has published in prestigious journals such as Journal of the American Statistical Association, Universitext and CERN Document Server (European Organization for Nuclear Research).

In The Last Decade

Szymon Borak

10 papers receiving 145 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Szymon Borak United States	5	91	69	24	23	23	13	154
Paolo Santucci de Magistris Italy	11	151 1.7×	163 2.4×	59 2.5×	15 0.7×	8 0.3×	33	225
Francesco Violante France	6	199 2.2×	132 1.9×	54 2.3×	12 0.5×	21 0.9×	12	257
Péter Erdős Hungary	8	141 1.5×	40 0.6×	46 1.9×	7 0.3×	18 0.8×	21	259
Christian Menn Germany	6	146 1.6×	220 3.2×	35 1.5×	32 1.4×	13 0.6×	6	281
Philippe Goulet Coulombe Canada	6	57 0.6×	22 0.3×	32 1.3×	7 0.3×	16 0.7×	13	128
Giuseppe Storti Italy	9	164 1.8×	157 2.3×	61 2.5×	22 1.0×	10 0.4×	30	237
Silja Kinnebrock United Kingdom	4	149 1.6×	168 2.4×	51 2.1×	16 0.7×	5 0.2×	5	208
Eduardo Rossi Italy	9	179 2.0×	171 2.5×	74 3.1×	23 1.0×	7 0.3×	26	242
Adrian Trapletti Austria	7	54 0.6×	37 0.5×	16 0.7×	4 0.2×	9 0.4×	8	141
Mohamed Boutahar France	9	339 3.7×	138 2.0×	132 5.5×	12 0.5×	14 0.6×	32	390

Countries citing papers authored by Szymon Borak

Since Specialization

Citations

This map shows the geographic impact of Szymon Borak's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Szymon Borak with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Szymon Borak more than expected).

Fields of papers citing papers by Szymon Borak

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Szymon Borak. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Szymon Borak. The network helps show where Szymon Borak may publish in the future.

Co-authorship network of co-authors of Szymon Borak

This figure shows the co-authorship network connecting the top 25 collaborators of Szymon Borak. A scholar is included among the top collaborators of Szymon Borak based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Szymon Borak. Szymon Borak is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

13 of 13 papers shown

1.

Borak, Szymon, et al.. (2013). Statistics of Financial Markets. Universitext. 2 indexed citations

2.

Borak, Szymon, Wolfgang Karl Härdle, & Brenda López Cabrera. (2010). Statistics of financial markets : exercises and solutions. CERN Document Server (European Organization for Nuclear Research). 1 indexed citations

3.

Borak, Szymon, Adam Misiorek, & Rafał Weron. (2010). Models for Heavy-tailed Asset Returns. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 3 indexed citations

4.

Borak, Szymon, Wolfgang Karl Härdle, & Brenda López Cabrera. (2010). Statistics of Financial Markets.

5.

Park, Byeong U., Enno Mammen, Wolfgang Karl Härdle, & Szymon Borak. (2009). Time Series Modelling With Semiparametric Factor Dynamics. Journal of the American Statistical Association. 104(485). 284–298. 62 indexed citations

6.

Borak, Szymon & Rafał Weron. (2008). A semiparametric factor model for electricity forward curve dynamics. SSRN Electronic Journal. 1(3). 3–16. 10 indexed citations

7.

Borak, Szymon, et al.. (2006). Convenience Yields for Co2 Emission Allowance Futures Contracts. SSRN Electronic Journal. 43 indexed citations

8.

Borak, Szymon, Wolfgang Karl Härdle, Stefan Trück, & Rafał Weron. (2006). Convenience Yields for CO2 Emission Allowance Futures Contracts. edoc Publication server (Humboldt University of Berlin). 16 indexed citations

9.

Borak, Szymon. (2005). Implementation of Dynamic Semiparametric Factor Model for Implied Volatilities.

10.

Borak, Szymon. (2005). FFT Based Option Pricing. SSRN Electronic Journal. 1 indexed citations

11.

Borak, Szymon, Matthias R. Fengler, & Wolfgang Karl Härdle. (2005). DSFM fitting of implied volatility surfaces. 526–531. 4 indexed citations

12.

Borak, Szymon & Rafał Weron. (2005). Stable Distributions. SSRN Electronic Journal. 12 indexed citations

13.

Borak, Szymon & Matthias R. Fengler. (2005). DSFM Fitting of Implied Volatility Surfaces. SSRN Electronic Journal.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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