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 2 7 690
Revisited multi-moment approximate option pricing models a general comparison (Part 1) 0 0 1 42 1 4 39 248
Skewness and Kurtosis Implied by Option Prices: A Second Comment 0 0 0 329 1 3 20 771
Skewness and kurtosis implied by option prices: a second comment 0 0 1 36 1 8 20 169
Total Working Papers 0 0 2 681 3 17 86 1,878


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 1 1 1 104 3 8 19 232
A statistical measure of financial crises magnitude 0 0 0 48 2 2 11 169
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 1 12 229
La volatilité des marchés augmente-t-elle ? 0 0 0 9 0 0 2 68
Statement by the Editors 0 0 0 75 0 1 11 228
THE COMPONENTS OF BID-ASK SPREAD FOR BSE STOCKS 0 0 0 32 0 2 11 125
THE LIQUIDITY ON THE MARKET GOVERNED BY ORDERS 0 0 0 25 0 2 10 94
The Impact of Trades on Daily Volatility: an Empirical Study for Romanian Financial Investments Funds 0 0 0 87 0 1 4 200
Total Journal Articles 1 1 1 564 5 17 84 1,559


Statistics updated 2026-06-04