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Robert Slepaczuk
(Robert Ślepaczuk)

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This is information that was supplied by Robert Slepaczuk in registering through RePEc. If you are Robert Slepaczuk , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Robert
Middle Name:
Last Name: Slepaczuk
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RePEc Short-ID: ple519

Email: [This author has chosen not to make the email address public]
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Affiliation

Wydział Nauk Ekonomicznych
Uniwersytet Warszawski
Location: Warszawa, Poland
Homepage: http://www.wne.uw.edu.pl/
Email:
Phone: (+48 22) 55 49 144
Fax: (+48 22) 831 28 46
Postal: ul. Dluga 44/50, 00-241 Warszawa
Handle: RePEc:edi:fesuwpl (more details at EDIRC)

Works

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Working papers

  1. Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski, 2012. "Investment strategies beating the market. What can we squeeze from the market?," Working Papers 2012-04, Faculty of Economic Sciences, University of Warsaw.
  2. Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010. "Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options," Working Papers 2010-16, Faculty of Economic Sciences, University of Warsaw.
  3. Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010. "Midquotes or Transactional Data? The Comparison of Black Model on HF Data," Working Papers 2010-15, Faculty of Economic Sciences, University of Warsaw.
  4. Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk, 2010. "Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures," Working Papers 2010-03, Faculty of Economic Sciences, University of Warsaw.
  5. Robert Ślepaczuk & Grzegorz Zakrzewski, 2009. "Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices," Working Papers 2009-11, Faculty of Economic Sciences, University of Warsaw.
  6. Robert Ślepaczuk & Grzegorz Zakrzewski, 2009. "High-Frequency and Model-Free Volatility Estimators," Working Papers 2009-13, Faculty of Economic Sciences, University of Warsaw.
  7. Strawinski, Pawel & Slepaczuk, Robert, 2008. "Analysis of HF data on the WSE in the context of EMH," MPRA Paper 9532, University Library of Munich, Germany.

Articles

  1. Pawel STRAWINSKI & Robert SLEPACZUK, 2008. "Analysis Of High Frequency Data On The Warsaw Stock Exchange In The Context Of Efficient Market Hypothesis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 306-319.
  2. Robert Ślepaczuk, 2005. "Efficiency of the Market of Derivative Instruments Listed on the Warsaw Stock Exchange," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 12.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2009-12-19
  2. NEP-ETS: Econometric Time Series (1) 2009-12-19
  3. NEP-MST: Market Microstructure (4) 2008-07-20 2009-12-19 2010-12-04 2010-12-18. Author is listed
  4. NEP-RMG: Risk Management (2) 2009-11-21 2010-12-18. Author is listed

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