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 0 0 3 683
Revisited multi-moment approximate option pricing models: a general comparison (Part 1) 0 0 2 41 1 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 1 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 1 1 4 214
A statistical measure of financial crises magnitude 0 0 1 48 0 0 3 158
Asymmetry in the stochastic volatility models 0 0 0 111 0 1 2 210
How to Compute the Liquidity Cost in the Orders-Driven Market? 0 0 0 73 2 2 3 219
La volatilité des marchés augmente-t-elle ? 0 0 0 9 0 1 2 66
Statement by the Editors 0 0 0 75 1 1 2 218
THE COMPONENTS OF BID-ASK SPREAD FOR BSE STOCKS 0 0 0 32 1 2 4 115
THE LIQUIDITY ON THE MARKET GOVERNED BY ORDERS 0 0 0 25 0 0 1 84
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 5 8 21 1,480


Statistics updated 2025-07-04