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 1 3 7 81
Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? 0 0 2 84 0 4 9 134
Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices 0 1 2 29 4 8 12 72
Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study 0 0 1 17 1 6 8 145
Does Bitcoin Improve Investment Portfolio Efficiency? 0 0 0 20 1 4 6 68
Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? 0 0 1 69 0 9 14 276
Investing in VIX futures based on rolling GARCH models forecasts 0 0 36 278 3 28 98 725
Investment strategies beating the market. What can we squeeze from the market? 0 1 3 148 2 8 13 397
Midquotes or Transactional Data? The Comparison of Black Model on HF Data 0 0 1 53 0 2 4 164
Momentum and contrarian effects on the cryptocurrency market 1 2 6 169 14 50 65 525
Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures 0 0 0 100 1 6 8 394
Options delta hedging with no options at all 0 0 2 59 5 14 21 193
Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland 0 0 2 109 0 12 20 571
Simple heuristics for pricing VIX options 0 0 1 30 2 6 10 174
Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework 0 0 0 62 2 14 20 178
Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies 0 0 1 50 2 9 13 147
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options 0 0 0 222 1 3 5 967
Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions 0 0 1 17 0 2 5 109
Total Working Papers 1 4 60 1,534 39 188 338 5,320

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 0 15 20 65
CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES 0 0 1 4 0 2 4 42
DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY 0 0 0 0 1 1 6 18
Does historical VIX term structure contain valuable information for predicting VIX futures? 0 0 3 105 3 24 33 444
Investment Strategies that Beat the Market. What Can We Squeeze from the Market? 0 0 1 8 1 11 14 32
Momentum and contrarian effects on the cryptocurrency market 1 1 4 37 4 5 19 180
Volatility Measurement, Modeling and Forecasting—An Overview of the Literature 0 0 2 19 2 7 15 65
Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options 0 0 0 10 0 5 9 49
Wycena opcji na VIX – podejscie heurystyczne 0 0 0 8 0 2 4 87
Total Journal Articles 1 1 13 202 11 72 124 982

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Statistics updated 2026-03-04