Access Statistics for Pawel Sakowski

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices 0 0 1 18 4 8 14 88
Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? 0 0 2 84 3 5 13 139
Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices 0 0 2 29 2 7 15 75
Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study 0 0 1 17 2 3 10 147
Does Bitcoin Improve Investment Portfolio Efficiency? 0 0 0 20 0 1 6 68
Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? 0 0 1 69 3 5 19 281
Investing in VIX futures based on rolling GARCH models forecasts 0 0 33 278 6 12 100 734
Investment strategies beating the market. What can we squeeze from the market? 0 0 3 148 1 6 17 401
Midquotes or Transactional Data? The Comparison of Black Model on HF Data 0 0 1 53 2 3 7 167
Momentum and contrarian effects on the cryptocurrency market 0 1 6 169 11 39 90 550
Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures 0 0 0 100 1 2 8 395
Options delta hedging with no options at all 0 1 2 60 4 12 26 200
Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland 0 0 1 109 4 4 22 575
Simple heuristics for pricing VIX options 0 0 1 30 2 5 12 177
Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework 0 0 0 62 2 5 23 181
Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies 0 0 1 50 3 5 16 150
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options 0 0 0 222 2 3 7 969
Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions 0 0 1 17 4 5 10 114
Total Working Papers 0 2 56 1,535 56 130 415 5,411

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applying exogenous variables and regime switching to multi-factor models on equity indices 0 0 1 11 3 3 22 68
CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES 0 0 1 4 4 5 8 47
DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY 0 0 0 0 1 2 7 19
Does historical VIX term structure contain valuable information for predicting VIX futures? 0 0 2 105 3 8 36 449
Investment Strategies that Beat the Market. What Can We Squeeze from the Market? 0 0 1 8 0 2 13 33
Momentum and contrarian effects on the cryptocurrency market 0 1 4 37 2 7 21 183
Volatility Measurement, Modeling and Forecasting—An Overview of the Literature 1 1 3 20 1 3 16 66
Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options 0 0 0 10 3 7 16 56
Wycena opcji na VIX – podejscie heurystyczne 0 0 0 8 0 1 5 88
Total Journal Articles 1 2 12 203 17 38 144 1,009

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Statistics updated 2026-05-06