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 2 16 91
Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? 0 0 0 84 0 1 13 141
Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices 0 0 1 29 0 1 14 76
Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study 0 0 0 17 2 2 11 149
Does Bitcoin Improve Investment Portfolio Efficiency? 0 0 1 21 0 0 6 69
Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? 0 0 0 69 1 1 21 286
Investing in VIX futures based on rolling GARCH models forecasts 1 2 10 283 2 4 69 757
Investment strategies beating the market. What can we squeeze from the market? 0 0 2 148 1 1 15 402
Midquotes or Transactional Data? The Comparison of Black Model on HF Data 0 0 0 53 0 0 7 168
Momentum and contrarian effects on the cryptocurrency market 0 0 3 169 6 9 102 570
Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures 0 0 0 100 1 2 11 398
Options delta hedging with no options at all 1 1 2 61 2 6 30 206
Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland 0 0 1 109 0 0 23 577
Simple heuristics for pricing VIX options 0 0 0 30 0 29 40 207
Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework 0 0 1 63 0 0 25 183
Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies 0 0 0 50 1 1 14 151
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options 0 0 0 222 1 1 8 971
Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions 1 1 1 18 1 1 11 116
Total Working Papers 3 4 22 1,544 19 61 436 5,518

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 1 1 1 12 2 3 25 72
CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES 0 0 0 4 0 0 10 50
DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY 0 0 0 0 0 0 4 19
Does historical VIX term structure contain valuable information for predicting VIX futures? 2 2 4 107 2 3 47 463
Investment Strategies that Beat the Market. What Can We Squeeze from the Market? 1 2 2 10 2 5 17 38
Momentum and contrarian effects on the cryptocurrency market 0 0 3 38 4 7 27 199
Volatility Measurement, Modeling and Forecasting—An Overview of the Literature 0 0 2 20 1 2 16 69
Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options 0 0 0 10 1 1 17 59
Wycena opcji na VIX – podejscie heurystyczne 0 0 0 8 2 2 7 90
Total Journal Articles 4 5 12 209 14 23 170 1,059

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Statistics updated 2026-10-11