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 0 0 2 75
Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? 0 1 2 84 0 1 3 128
Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices 0 0 1 28 0 0 3 62
Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study 0 0 2 17 0 0 2 138
Does Bitcoin Improve Investment Portfolio Efficiency? 0 0 0 20 0 0 3 63
Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? 0 0 2 69 0 1 6 265
Investing in VIX futures based on rolling GARCH models forecasts 1 6 36 273 1 11 72 688
Investment strategies beating the market. What can we squeeze from the market? 0 0 1 146 0 1 3 387
Midquotes or Transactional Data? The Comparison of Black Model on HF Data 0 0 1 53 0 0 1 161
Momentum and contrarian effects on the cryptocurrency market 1 1 5 166 3 5 19 468
Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures 0 0 0 100 0 0 3 387
Options delta hedging with no options at all 0 0 2 59 0 0 7 176
Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland 0 0 1 108 0 0 4 554
Simple heuristics for pricing VIX options 0 0 2 30 0 0 7 167
Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework 0 0 0 62 0 0 0 158
Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies 0 0 1 50 1 2 3 137
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options 0 0 0 222 1 1 3 963
Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions 0 0 1 17 0 0 2 105
Total Working Papers 2 8 58 1,522 6 22 143 5,082

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 3 11 0 0 4 47
CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES 0 0 2 4 0 0 3 40
DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY 0 0 0 0 1 3 3 15
Does historical VIX term structure contain valuable information for predicting VIX futures? 0 0 2 103 0 2 16 416
Investment Strategies that Beat the Market. What Can We Squeeze from the Market? 0 0 3 8 0 0 6 21
Momentum and contrarian effects on the cryptocurrency market 0 1 4 35 1 8 14 172
Volatility Measurement, Modeling and Forecasting—An Overview of the Literature 0 0 2 18 0 1 7 53
Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options 0 0 1 10 0 0 3 42
Wycena opcji na VIX – podejscie heurystyczne 0 0 1 8 0 0 1 83
Total Journal Articles 0 1 18 197 2 14 57 889

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Statistics updated 2025-10-06