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 7 690
Revisited multi-moment approximate option pricing models: a general comparison (Part 1) 0 0 1 42 0 1 38 248
Skewness and Kurtosis Implied by Option Prices: A Second Comment 0 0 0 329 0 2 21 772
Skewness and kurtosis implied by option prices: a second comment 0 1 2 37 0 2 21 170
Total Working Papers 0 1 3 682 0 5 87 1,880


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 1 1 104 1 5 20 234
A statistical measure of financial crises magnitude 0 0 0 48 1 3 11 170
Asymmetry in the stochastic volatility models 0 0 0 111 0 0 4 214
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 0 0 10 228
THE COMPONENTS OF BID-ASK SPREAD FOR BSE STOCKS 0 0 0 32 0 0 10 125
THE LIQUIDITY ON THE MARKET GOVERNED BY ORDERS 0 0 0 25 0 0 9 94
The Impact of Trades on Daily Volatility: an Empirical Study for Romanian Financial Investments Funds 0 0 0 87 1 1 5 201
Total Journal Articles 0 1 1 564 3 9 81 1,563


Statistics updated 2026-08-07