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 0 17 0 0 3 74
Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? 0 0 1 82 1 1 2 126
Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices 0 0 0 27 0 1 2 60
Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study 0 0 1 16 0 0 1 137
Does Bitcoin Improve Investment Portfolio Efficiency? 0 0 0 20 0 0 3 62
Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? 0 0 1 68 0 0 4 262
Investing in VIX futures based on rolling GARCH models forecasts 3 4 13 245 6 8 43 634
Investment strategies beating the market. What can we squeeze from the market? 0 0 0 145 0 0 1 384
Midquotes or Transactional Data? The Comparison of Black Model on HF Data 0 0 0 52 0 0 1 160
Momentum and contrarian effects on the cryptocurrency market 0 0 4 163 0 0 18 460
Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures 0 0 0 100 0 1 4 387
Options delta hedging with no options at all 0 1 4 58 0 2 12 174
Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland 1 1 1 108 1 3 3 553
Simple heuristics for pricing VIX options 0 0 1 29 1 1 7 165
Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework 0 0 0 62 0 0 3 158
Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies 0 0 0 49 0 0 1 134
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options 0 0 0 222 0 1 2 962
Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions 0 0 1 16 0 0 3 104
Total Working Papers 4 6 27 1,479 9 18 113 4,996

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 1 2 10 0 1 4 46
CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES 0 0 1 3 1 1 2 39
DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY 0 0 0 0 0 0 0 12
Does historical VIX term structure contain valuable information for predicting VIX futures? 0 1 3 103 0 2 15 413
Investment Strategies that Beat the Market. What Can We Squeeze from the Market? 0 0 2 7 2 2 6 20
Momentum and contrarian effects on the cryptocurrency market 0 0 3 33 0 1 8 162
Volatility Measurement, Modeling and Forecasting—An Overview of the Literature 0 0 3 17 0 1 6 50
Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options 0 0 1 10 0 0 3 40
Wycena opcji na VIX – podejscie heurystyczne 0 0 1 8 0 0 1 83
Total Journal Articles 0 2 16 191 3 8 45 865

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Statistics updated 2025-05-12