Access Statistics for Bogdan Negrea

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
Revisited Multi-moment Approximate Option 0 0 0 274 0 0 3 683
Revisited multi-moment approximate option pricing models: a general comparison (Part 1) 0 0 2 41 0 1 5 210
Skewness and Kurtosis Implied by Option Prices: A Second Comment 0 1 1 329 0 1 2 751
Skewness and kurtosis implied by option prices: a second comment 0 0 0 35 0 0 2 149
Total Working Papers 0 1 3 679 0 2 12 1,793


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction 0 0 3 103 0 1 4 214
A statistical measure of financial crises magnitude 0 0 1 48 1 1 4 159
Asymmetry in the stochastic volatility models 0 0 0 111 0 0 2 210
How to Compute the Liquidity Cost in the Orders-Driven Market? 0 0 0 73 0 2 3 219
La volatilité des marchés augmente-t-elle ? 0 0 0 9 0 0 2 66
Statement by the Editors 0 0 0 75 0 1 2 218
THE COMPONENTS OF BID-ASK SPREAD FOR BSE STOCKS 0 0 0 32 0 2 4 115
THE LIQUIDITY ON THE MARKET GOVERNED BY ORDERS 0 0 0 25 1 1 2 85
The Impact of Trades on Daily Volatility: an Empirical Study for Romanian Financial Investments Funds 0 0 0 87 0 0 0 196
Total Journal Articles 0 0 4 563 2 8 23 1,482


Statistics updated 2025-08-05