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 1 2 4 129
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 1 1 3 139
Does Bitcoin Improve Investment Portfolio Efficiency? 0 0 0 20 1 1 4 64
Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? 0 0 2 69 0 0 6 265
Investing in VIX futures based on rolling GARCH models forecasts 3 5 37 276 6 8 72 694
Investment strategies beating the market. What can we squeeze from the market? 1 1 2 147 2 2 5 389
Midquotes or Transactional Data? The Comparison of Black Model on HF Data 0 0 1 53 1 1 2 162
Momentum and contrarian effects on the cryptocurrency market 0 1 4 166 1 4 16 469
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 1 1 8 177
Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland 1 1 2 109 2 2 6 556
Simple heuristics for pricing VIX options 0 0 2 30 1 1 8 168
Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework 0 0 0 62 2 2 2 160
Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies 0 0 1 50 1 2 4 138
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options 0 0 0 222 0 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 5 9 60 1,527 20 28 153 5,102

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 2 11 2 2 4 49
CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES 0 0 1 4 0 0 2 40
DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY 0 0 0 0 1 2 4 16
Does historical VIX term structure contain valuable information for predicting VIX futures? 2 2 3 105 4 4 19 420
Investment Strategies that Beat the Market. What Can We Squeeze from the Market? 0 0 1 8 0 0 4 21
Momentum and contrarian effects on the cryptocurrency market 1 2 4 36 1 4 14 173
Volatility Measurement, Modeling and Forecasting—An Overview of the Literature 1 1 2 19 3 3 8 56
Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options 0 0 0 10 2 2 4 44
Wycena opcji na VIX – podejscie heurystyczne 0 0 0 8 2 2 2 85
Total Journal Articles 4 5 13 201 15 19 61 904

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Statistics updated 2025-11-08