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 17 0 1 4 74
Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? 0 0 1 82 0 0 1 125
Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices 0 0 0 27 1 1 2 60
Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study 0 1 1 16 0 1 1 137
Does Bitcoin Improve Investment Portfolio Efficiency? 0 0 0 20 0 1 3 62
Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? 0 0 2 68 0 2 5 262
Investing in VIX futures based on rolling GARCH models forecasts 1 2 14 242 1 4 46 627
Investment strategies beating the market. What can we squeeze from the market? 0 0 0 145 0 0 1 384
Midquotes or Transactional Data? The Comparison of Black Model on HF Data 0 0 0 52 0 0 1 160
Momentum and contrarian effects on the cryptocurrency market 0 1 6 163 0 6 21 460
Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures 0 0 0 100 0 2 3 386
Options delta hedging with no options at all 0 0 3 57 0 2 10 172
Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland 0 0 0 107 1 1 1 551
Simple heuristics for pricing VIX options 0 1 1 29 0 2 6 164
Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework 0 0 0 62 0 0 4 158
Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies 0 0 0 49 0 0 1 134
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options 0 0 0 222 1 1 2 962
Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions 0 0 1 16 0 0 4 104
Total Working Papers 1 5 29 1,474 4 24 116 4,982

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 1 9 0 0 3 45
CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES 0 0 1 3 0 0 1 38
DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY 0 0 0 0 0 0 0 12
Does historical VIX term structure contain valuable information for predicting VIX futures? 0 0 2 102 0 9 13 411
Investment Strategies that Beat the Market. What Can We Squeeze from the Market? 0 0 2 7 0 1 4 18
Momentum and contrarian effects on the cryptocurrency market 0 1 4 33 0 2 9 161
Volatility Measurement, Modeling and Forecasting—An Overview of the Literature 0 0 3 17 1 2 6 50
Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options 0 0 2 10 0 0 4 40
Wycena opcji na VIX – podejscie heurystyczne 0 0 1 8 0 0 1 83
Total Journal Articles 0 1 16 189 1 14 41 858

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Statistics updated 2025-03-03