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 1 271 2 3 10 672
Revisited multi-moment approximate option pricing models: a general comparison (Part 1) 0 0 3 32 7 13 42 139
Skewness and Kurtosis Implied by Option Prices: A Second Comment 0 0 1 328 0 1 5 745
Skewness and kurtosis implied by option prices: a second comment 0 2 4 32 0 3 8 134
Total Working Papers 0 2 9 663 9 20 65 1,690


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 6 85 0 2 8 182
A statistical measure of financial crises magnitude 0 1 2 41 0 1 9 144
Asymmetry in the stochastic volatility models 0 0 1 111 0 0 2 205
How to Compute the Liquidity Cost in the Orders-Driven Market? 0 0 1 72 0 1 5 211
La volatilité des marchés augmente-t-elle ? 0 0 0 9 0 0 2 62
Statement by the Editors 0 0 0 72 1 1 4 212
THE COMPONENTS OF BID-ASK SPREAD FOR BSE STOCKS 0 0 0 31 0 0 2 109
THE LIQUIDITY ON THE MARKET GOVERNED BY ORDERS 0 0 0 25 0 0 2 83
The Impact of Trades on Daily Volatility: an Empirical Study for Romanian Financial Investments Funds 0 0 0 87 0 0 2 195
Total Journal Articles 0 2 10 533 1 5 36 1,403


Statistics updated 2022-01-05