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 2 3 683
Revisited multi-moment approximate option pricing models: a general comparison (Part 1) 0 0 1 39 0 1 3 207
Skewness and Kurtosis Implied by Option Prices: A Second Comment 0 0 0 328 0 1 1 750
Skewness and kurtosis implied by option prices: a second comment 0 0 0 35 0 0 2 149
Total Working Papers 0 0 1 676 0 4 9 1,789


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 3 101 0 0 3 211
A statistical measure of financial crises magnitude 0 0 2 48 1 2 4 158
Asymmetry in the stochastic volatility models 0 0 0 111 0 1 1 209
How to Compute the Liquidity Cost in the Orders-Driven Market? 0 0 1 73 1 1 3 217
La volatilité des marchés augmente-t-elle ? 0 0 0 9 0 1 1 65
Statement by the Editors 0 0 0 75 0 1 1 217
THE COMPONENTS OF BID-ASK SPREAD FOR BSE STOCKS 0 0 0 32 0 1 1 112
THE LIQUIDITY ON THE MARKET GOVERNED BY ORDERS 0 0 0 25 0 1 1 84
The Impact of Trades on Daily Volatility: an Empirical Study for Romanian Financial Investments Funds 0 0 0 87 0 0 1 196
Total Journal Articles 0 0 6 561 2 8 16 1,469


Statistics updated 2025-03-03