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 1 18 0 3 4 78
Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? 0 0 2 84 2 4 7 132
Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices 0 0 1 28 1 3 6 65
Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study 0 0 2 17 0 1 3 139
Does Bitcoin Improve Investment Portfolio Efficiency? 0 0 0 20 1 2 4 65
Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? 0 0 1 69 3 5 8 270
Investing in VIX futures based on rolling GARCH models forecasts 0 5 38 278 10 19 82 707
Investment strategies beating the market. What can we squeeze from the market? 1 2 3 148 4 6 9 393
Midquotes or Transactional Data? The Comparison of Black Model on HF Data 0 0 1 53 1 2 3 163
Momentum and contrarian effects on the cryptocurrency market 1 2 5 168 17 24 33 492
Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures 0 0 0 100 0 1 3 388
Options delta hedging with no options at all 0 0 2 59 1 4 10 180
Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland 0 1 2 109 11 16 20 570
Simple heuristics for pricing VIX options 0 0 2 30 2 3 8 170
Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework 0 0 0 62 7 13 13 171
Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies 0 0 1 50 2 3 6 140
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options 0 0 0 222 1 2 4 965
Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions 0 0 1 17 1 3 4 108
Total Working Papers 2 10 62 1,532 64 114 227 5,196

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 2 11 2 5 7 52
CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES 0 0 1 4 0 0 2 40
DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY 0 0 0 0 0 2 5 17
Does historical VIX term structure contain valuable information for predicting VIX futures? 0 2 3 105 15 19 32 435
Investment Strategies that Beat the Market. What Can We Squeeze from the Market? 0 0 1 8 3 3 6 24
Momentum and contrarian effects on the cryptocurrency market 0 1 3 36 0 3 15 175
Volatility Measurement, Modeling and Forecasting—An Overview of the Literature 0 1 2 19 1 6 10 59
Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options 0 0 0 10 3 5 7 47
Wycena opcji na VIX – podejscie heurystyczne 0 0 0 8 0 2 2 85
Total Journal Articles 0 4 12 201 24 45 86 934

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Statistics updated 2026-01-09