Access Statistics for Bogdan Negrea

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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 4 5 12 695
Revisited multi-moment approximate option pricing models: a general comparison (Part 1) 0 0 1 42 1 1 37 249
Skewness and Kurtosis Implied by Option Prices: A Second Comment 0 0 0 329 1 1 19 773
Skewness and kurtosis implied by option prices: a second comment 0 0 1 37 4 4 22 174
Total Working Papers 0 0 2 682 10 11 90 1,891


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 1 104 0 0 20 234
A statistical measure of financial crises magnitude 0 0 0 48 2 3 14 173
Asymmetry in the stochastic volatility models 0 0 0 111 1 4 7 218
How to Compute the Liquidity Cost in the Orders-Driven Market? 0 0 0 73 0 0 10 229
La volatilité des marchés augmente-t-elle ? 0 0 0 9 0 0 2 68
Statement by the Editors 0 0 0 75 1 1 11 229
THE COMPONENTS OF BID-ASK SPREAD FOR BSE STOCKS 0 0 0 32 4 4 14 129
THE LIQUIDITY ON THE MARKET GOVERNED BY ORDERS 0 0 0 25 4 4 10 98
The Impact of Trades on Daily Volatility: an Empirical Study for Romanian Financial Investments Funds 0 0 0 87 3 3 8 204
Total Journal Articles 0 0 1 564 15 19 96 1,582


Statistics updated 2026-11-12