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 1 1 3 684
Revisited multi-moment approximate option pricing models: a general comparison (Part 1) 0 0 2 41 7 8 13 219
Skewness and Kurtosis Implied by Option Prices: A Second Comment 0 0 1 329 0 3 5 754
Skewness and kurtosis implied by option prices: a second comment 0 1 1 36 2 5 5 154
Total Working Papers 0 1 4 680 10 17 26 1,811


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 2 103 2 2 5 216
A statistical measure of financial crises magnitude 0 0 0 48 1 1 4 160
Asymmetry in the stochastic volatility models 0 0 0 111 0 1 3 211
How to Compute the Liquidity Cost in the Orders-Driven Market? 0 0 0 73 0 0 3 219
La volatilité des marchés augmente-t-elle ? 0 0 0 9 1 1 3 67
Statement by the Editors 0 0 0 75 0 0 2 218
THE COMPONENTS OF BID-ASK SPREAD FOR BSE STOCKS 0 0 0 32 0 0 4 115
THE LIQUIDITY ON THE MARKET GOVERNED BY ORDERS 0 0 0 25 0 3 5 88
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 2 563 4 8 29 1,490


Statistics updated 2025-12-06