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 3 6 10 84
Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? 0 0 2 84 2 4 11 136
Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices 0 1 2 29 1 8 13 73
Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study 0 0 1 17 0 6 8 145
Does Bitcoin Improve Investment Portfolio Efficiency? 0 0 0 20 0 3 6 68
Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? 0 0 1 69 2 8 16 278
Investing in VIX futures based on rolling GARCH models forecasts 0 0 36 278 3 21 100 728
Investment strategies beating the market. What can we squeeze from the market? 0 0 3 148 3 7 16 400
Midquotes or Transactional Data? The Comparison of Black Model on HF Data 0 0 1 53 1 2 5 165
Momentum and contrarian effects on the cryptocurrency market 0 1 6 169 14 47 79 539
Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures 0 0 0 100 0 6 7 394
Options delta hedging with no options at all 1 1 2 60 3 16 22 196
Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland 0 0 2 109 0 1 19 571
Simple heuristics for pricing VIX options 0 0 1 30 1 5 11 175
Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework 0 0 0 62 1 8 21 179
Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies 0 0 1 50 0 7 13 147
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options 0 0 0 222 0 2 5 967
Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions 0 0 1 17 1 2 6 110
Total Working Papers 1 3 60 1,535 35 159 368 5,355

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 11 0 13 19 65
CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES 0 0 1 4 1 3 5 43
DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY 0 0 0 0 0 1 6 18
Does historical VIX term structure contain valuable information for predicting VIX futures? 0 0 2 105 2 11 33 446
Investment Strategies that Beat the Market. What Can We Squeeze from the Market? 0 0 1 8 1 9 15 33
Momentum and contrarian effects on the cryptocurrency market 0 1 4 37 1 6 19 181
Volatility Measurement, Modeling and Forecasting—An Overview of the Literature 0 0 2 19 0 6 15 65
Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options 0 0 0 10 4 6 13 53
Wycena opcji na VIX – podejscie heurystyczne 0 0 0 8 1 3 5 88
Total Journal Articles 0 1 11 202 10 58 130 992

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Statistics updated 2026-04-09