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 1 1 18 0 1 3 75
Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? 0 1 2 83 0 1 3 127
Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices 0 1 1 28 0 2 3 62
Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study 0 1 2 17 0 1 2 138
Does Bitcoin Improve Investment Portfolio Efficiency? 0 0 0 20 0 1 4 63
Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? 0 1 2 69 1 3 6 265
Investing in VIX futures based on rolling GARCH models forecasts 4 26 37 271 9 52 84 686
Investment strategies beating the market. What can we squeeze from the market? 0 1 1 146 1 3 3 387
Midquotes or Transactional Data? The Comparison of Black Model on HF Data 0 1 1 53 0 1 2 161
Momentum and contrarian effects on the cryptocurrency market 0 2 6 165 2 5 19 465
Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures 0 0 0 100 0 0 4 387
Options delta hedging with no options at all 0 1 4 59 0 2 10 176
Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland 0 0 1 108 0 1 4 554
Simple heuristics for pricing VIX options 0 1 2 30 0 2 7 167
Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework 0 0 0 62 0 0 2 158
Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies 0 1 1 50 1 2 2 136
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options 0 0 0 222 0 0 2 962
Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions 0 1 2 17 0 1 3 105
Total Working Papers 4 39 63 1,518 14 78 163 5,074

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 3 11 0 1 4 47
CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES 0 1 2 4 0 1 3 40
DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY 0 0 0 0 2 2 2 14
Does historical VIX term structure contain valuable information for predicting VIX futures? 0 0 2 103 2 3 17 416
Investment Strategies that Beat the Market. What Can We Squeeze from the Market? 0 1 3 8 0 1 7 21
Momentum and contrarian effects on the cryptocurrency market 0 1 3 34 5 7 12 169
Volatility Measurement, Modeling and Forecasting—An Overview of the Literature 0 1 4 18 1 3 9 53
Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options 0 0 1 10 0 2 5 42
Wycena opcji na VIX – podejscie heurystyczne 0 0 1 8 0 0 1 83
Total Journal Articles 0 5 19 196 10 20 60 885

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Statistics updated 2025-08-05