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 0 1 14 89
Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? 0 0 1 84 0 1 13 140
Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices 0 0 1 29 0 0 13 75
Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study 0 0 0 17 0 0 9 147
Does Bitcoin Improve Investment Portfolio Efficiency? 0 1 1 21 0 1 6 69
Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? 0 0 0 69 0 4 20 285
Investing in VIX futures based on rolling GARCH models forecasts 0 3 10 281 1 20 68 754
Investment strategies beating the market. What can we squeeze from the market? 0 0 2 148 0 0 14 401
Midquotes or Transactional Data? The Comparison of Black Model on HF Data 0 0 0 53 0 1 7 168
Momentum and contrarian effects on the cryptocurrency market 0 0 4 169 2 13 98 563
Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures 0 0 0 100 0 1 9 396
Options delta hedging with no options at all 0 0 1 60 0 0 24 200
Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland 0 0 1 109 0 2 23 577
Simple heuristics for pricing VIX options 0 0 0 30 1 2 12 179
Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework 0 1 1 63 0 2 25 183
Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies 0 0 0 50 0 0 14 150
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options 0 0 0 222 0 1 8 970
Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions 0 0 0 17 0 1 10 115
Total Working Papers 0 5 22 1,540 4 50 387 5,461


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 1 22 69
CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES 0 0 0 4 0 3 10 50
DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY 0 0 0 0 0 0 5 19
Does historical VIX term structure contain valuable information for predicting VIX futures? 0 0 2 105 1 12 45 461
Investment Strategies that Beat the Market. What Can We Squeeze from the Market? 0 0 0 8 1 1 13 34
Momentum and contrarian effects on the cryptocurrency market 0 1 4 38 1 10 24 193
Volatility Measurement, Modeling and Forecasting—An Overview of the Literature 0 0 2 20 0 1 14 67
Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options 0 0 0 10 0 2 16 58
Wycena opcji na VIX – podejscie heurystyczne 0 0 0 8 0 0 5 88
Total Journal Articles 0 1 8 204 3 30 154 1,039


Statistics updated 2026-08-07