Pawel Sakowski
Names
| first: | Pawel |
| last: | Sakowski |
Identifer
| RePEc Short-ID: | psa504 |
Contact
| homepage: | http://www.wne.uw.edu.pl/sakowski |
| postal address: | Dluga 44/50, 00-241 Warsaw |
Affiliations
-
Uniwersytet Warszawski
/ Wydział Nauk Ekonomicznych
- EDIRC entry
- location:
Research profile
author of:
- Does historical VIX term structure contain valuable information for predicting VIX futures? (RePEc:cpn:umkdem:v:14:y:2014:p:5-28)
by Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik - Momentum and contrarian effects on the cryptocurrency market (RePEc:eee:phsmap:v:523:y:2019:i:c:p:691-701)
by Kosc, Krzysztof & Sakowski, Paweł & Ślepaczuk, Robert - Volatility Measurement, Modeling and Forecasting—An Overview of the Literature (RePEc:eko:ekoeko:31_22)
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik - Wycena opcji na VIX – podejscie heurystyczne (RePEc:eko:ekoeko:38_75)
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik - Applying exogenous variables and regime switching to multi-factor models on equity indices (RePEc:eko:ekoeko:47_79)
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał - Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland (RePEc:pra:mprapa:4958)
by Jakubowski, Maciej & Sakowski, Pawel - Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices (RePEc:rze:efinan:v:12:y:2016:i:2:p:23-35)
by Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³ - Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options (RePEc:vrs:ceuecj:v:4:y:2017:i:51:p:18-39:n:3)
by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk - Investment Strategies that Beat the Market. What Can We Squeeze from the Market? (RePEc:vrs:finiqu:v:14:y:2018:i:4:p:36-55:n:8)
by Ślepaczuk Robert & Sakowski Paweł & Zakrzewski Grzegorz - Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures (RePEc:war:wpaper:2010-03)
by Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk - Midquotes or Transactional Data? The Comparison of Black Model on HF Data (RePEc:war:wpaper:2010-15)
by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk - Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options (RePEc:war:wpaper:2010-16)
by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk - Investment strategies beating the market. What can we squeeze from the market? (RePEc:war:wpaper:2012-04)
by Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski - Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? (RePEc:war:wpaper:2014-18)
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik - Simple heuristics for pricing VIX options (RePEc:war:wpaper:2014-25)
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik - Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies (RePEc:war:wpaper:2014-26)
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik - Options delta hedging with no options at all (RePEc:war:wpaper:2014-27)
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik - Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices (RePEc:war:wpaper:2015-39)
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał - Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study (RePEc:war:wpaper:2016-08)
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał - Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? (RePEc:war:wpaper:2016-09)
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał - Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices (RePEc:war:wpaper:2016-10)
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał - Momentum and contrarian effects on the cryptocurrency market (RePEc:war:wpaper:2018-09)
by Krzysztof Kość & Paweł Sakowski & Robert Ślepaczuk - Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions (RePEc:war:wpaper:2018-18)
by Małgorzata Jabłczyńska & Krzysztof Kosc & Przemysław Ryś & Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski - Investing in VIX futures based on rolling GARCH models forecasts (RePEc:war:wpaper:2020-10)
by Oleh Bilyk & Paweł Sakowski & Robert Ślepaczuk - Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework (RePEc:war:wpaper:2020-41)
by Paweł Sakowski & Anna Turovtseva - Does Bitcoin Improve Investment Portfolio Efficiency? (RePEc:war:wpaper:2020-42)
by Paweł Sakowski & Daria Turovtseva - DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY (RePEc:wly:hlthec:v:21:y:2012:i:s2:p:66-76)
by Gerli Paat‐Ahi & Maria Świderek & Paweł Sakowski & Janek Saluse & Ain Aaviksoo & on behalf of the EURODRG group