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Sakowski, Pawel's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
217 |
Total
Citations
2 |
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1.
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Kokoszczynski, Ryszard
National Bank of Poland Sakowski, Pawel
University of Warsaw Slepaczuk, Robert
Warsaw University, Department of Economics
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04 May 11
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Last Revised:
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07 May 11
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71
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option pricing models, financial market volatility, high-frequency financial data, midquotes data, transactional data, realized volatility, implied volatility, stochastic volatility, microstructure bias, emerging markets
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2.
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Kokoszczynski, Ryszard
National Bank of Poland Sakowski, Pawel
University of Warsaw Slepaczuk, Robert
Warsaw University, Department of Economics
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10 Mar 12
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Last Revised:
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31 Oct 12
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61
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option pricing models, financial market volatility, high frequency financial data, realized volatility, implied volatility, microstructure bias, emerging markets, Warsaw Stock Exchange
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3.
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Jakubowski, Maciej
Warsaw University - Faculty of Economic Sciences Sakowski, Pawel
University of Warsaw
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33
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2
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Class size, Educational achievement, Student sorting, School fixed effects, Instrumental variables, Regression discontinuity design
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4.
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Kokoszczynski, Ryszard
National Bank of Poland Sakowski, Pawel
University of Warsaw Slepaczuk, Robert
Warsaw University, Department of Economics Strawinski, Pawel
University of Warsaw, Department of Economics Nehrebecka, Natalia
affiliation not provided to SSRN
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31
(240,579)
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option pricing models, financial market volatility, high-frequency financial data, realized volatility, implied volatility, microstructure bias, emerging markets
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5.
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Kokoszczynski, Ryszard
National Bank of Poland Sakowski, Pawel
University of Warsaw Slepaczuk, Robert
Warsaw University, Department of Economics
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21
(271,695)
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option pricing models, financial market volatility, high-frequency financial data, midquotes data, transactional data, realized volatility, implied volatility, microstructure bias, emerging markets
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Records 1 -
5
of 5 matches
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