| Momentum and contrarian effects on the cryptocurrency market K Kosc, P Sakowski, R Ślepaczuk Physica A: Statistical Mechanics and its Applications 523, 691-701, 2019 | 50 | 2019 |
| Quasi-experimental estimates of class size effect in primary schools in Poland M Jakubowski, P Sakowski International Journal of Educational Research 45 (3), 202-215, 2006 | 38 | 2006 |
| LSTM in algorithmic investment strategies on BTC and S&P500 index J Michańków, P Sakowski, R Ślepaczuk Sensors 22 (3), 917, 2022 | 27 | 2022 |
| DRGs in Europe: a cross country analysis for cholecystectomy G Paat‐Ahi, M Świderek, P Sakowski, J Saluse, A Aaviksoo, ... Health Economics 21, 66-76, 2012 | 25 | 2012 |
| Volatility as an asset class: Obvious benefits and hidden risks J Jablecki, R Kokoszczynski, P Sakowski Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2015 | 10 | 2015 |
| Midquotes or Transactional Data? The Comparison of Black Model on HF Data R Kokoszczynski, P Sakowski, R Ślepaczuk University of Warsaw, Economic Sciences Working Paper, 2010 | 9 | 2010 |
| Option Pricing Models with HF Data–a Comparative Study. The Properties of Black Model with Different Volatility Measures R Kokoszczyński, N Nehrebecka, P Sakowski, P Strawiński, R Ślepaczuk Faculty of Economic Sciences, University of Warsaw Working Papers, 2010 | 7 | 2010 |
| Do multi-factor models produce robustresults? Econometric and diagnostic issues in equity risk premia study P Sakowski, R Ślepaczuk, M Wywiał Studia Ekonomiczne, 203-227, 2016 | 5 | 2016 |
| Investment Strategies that Beat the Market. What Can We Squeeze from the Market? R Ślepaczuk, P Sakowski, G Zakrzewski Financial Internet Quarterly 14 (4), 36-55, 2018 | 4 | 2018 |
| Pomiar i modelowanie zmienności—przegląd literatury J Jabłecki, R Kokoszczyński, P Sakowski, R Ślepaczuk, P Wójcik Ekonomia. Rynek, Gospodarka, Społeczeństwo 31, 22-55, 2012 | 4 | 2012 |
| Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions M Jabłczyńska, K Kosc, P Ryś, R Ślepaczuk, P Sakowski, G Zakrzewski Faculty of Economic Sciences, University of Warsaw Working Papers, 2018 | 3 | 2018 |
| CROSS-SECTIONAL RETURNS FROM DIVERSE PORTFOLIO OF EQUITY INDICES WITH RISK PREMIA EMBEDDED. P Sakowski, R Ślepaczuk, M Wywiał Metody Ilościowe w Badaniach Ekonomicznych 16 (2), 89-101, 2015 | 3 | 2015 |
| Does historical VIX term structure contain valuable information for predicting VIX futures? J Jabłecki, R Kokoszczyński, P Sakowski, R Ślepaczuk, P Wójcik Dynamic Econometric Models 14, 5-28, 2014 | 3 | 2014 |
| Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework P Sakowski, A Turovtseva Faculty of Economic Sciences, University of Warsaw Working Papers, 2020 | 2 | 2020 |
| Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? P Sakowski, R Ślepaczuk, M Wywiał Faculty of Economic Sciences, University of Warsaw Working Papers, 2016 | 2 | 2016 |
| Options delta hedging with no options at all J Jablecki, R Kokoszczynski, P Sakowski, R Ślepaczuk, P Wojcik University of Warsaw Faculty of Economic Sciences Working Paper, 2014 | 2 | 2014 |
| Investment Strategies Beating the Market: What Can We Squeeze from the Market? R Ślepaczuk, G Zakrzewski, P Sakowski Available at SSRN 2508647, 2012 | 2 | 2012 |
| Systemic risk indicator based on implied and realized volatility P Sakowski, R Sieradzki, R Ślepaczuk arXiv preprint arXiv:2307.05719, 2023 | 1 | 2023 |
| Energy and cost efficiency of Bitcoin mining endeavor M Jabłczyńska, K Kosc, P Ryś, P Sakowski, R Ślepaczuk, G Zakrzewski PloS one 18 (3), e0283687, 2023 | 1 | 2023 |
| The systemic risk approach based on implied and realized volatility P Sakowski, R Sieradzki, R Ślepaczuk University of Warsaw, Faculty of Economic Sciences, 2023 | 1 | 2023 |
Robert SlepaczukUniversity of Warsaw, Faculty of Economic Sciences, Department of Quantitative Finance在 wne.uw.edu.pl 的电子邮件经过验证
Robert SlepaczukUniversity of Warsaw, Faculty of Economic Sciences, Department of Quantitative Finance在 wne.uw.edu.pl 的电子邮件经过验证
Ryszard KokoszczyńskiProfessor, Warsaw University在 wne.uw.edu.pl 的电子邮件经过验证