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 18 1 8 14 89
Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? 0 0 1 84 0 5 12 139
Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices 0 0 1 29 0 3 14 75
Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study 0 0 0 17 0 2 9 147
Does Bitcoin Improve Investment Portfolio Efficiency? 1 1 1 21 1 1 6 69
Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? 0 0 0 69 1 6 18 282
Investing in VIX futures based on rolling GARCH models forecasts 2 2 32 280 13 22 109 747
Investment strategies beating the market. What can we squeeze from the market? 0 0 2 148 0 4 15 401
Midquotes or Transactional Data? The Comparison of Black Model on HF Data 0 0 0 53 1 4 7 168
Momentum and contrarian effects on the cryptocurrency market 0 0 5 169 7 32 95 557
Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures 0 0 0 100 1 2 9 396
Options delta hedging with no options at all 0 1 1 60 0 7 24 200
Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland 0 0 1 109 2 6 24 577
Simple heuristics for pricing VIX options 0 0 0 30 1 4 11 178
Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework 1 1 1 63 1 4 24 182
Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies 0 0 0 50 0 3 15 150
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options 0 0 0 222 0 2 7 969
Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions 0 0 0 17 1 6 10 115
Total Working Papers 4 5 45 1,539 30 121 423 5,441

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 0 11 0 3 21 68
CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES 0 0 0 4 2 7 9 49
DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY 0 0 0 0 0 1 7 19
Does historical VIX term structure contain valuable information for predicting VIX futures? 0 0 2 105 11 16 47 460
Investment Strategies that Beat the Market. What Can We Squeeze from the Market? 0 0 0 8 0 1 12 33
Momentum and contrarian effects on the cryptocurrency market 1 1 4 38 4 7 24 187
Volatility Measurement, Modeling and Forecasting—An Overview of the Literature 0 1 3 20 1 2 17 67
Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options 0 0 0 10 2 9 17 58
Wycena opcji na VIX – podejscie heurystyczne 0 0 0 8 0 1 5 88
Total Journal Articles 1 2 9 204 20 47 159 1,029

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Statistics updated 2026-06-04