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 3 3 686
Revisited multi-moment approximate option pricing models a general comparison (Part 1) 0 0 2 41 10 27 32 239
Skewness and Kurtosis Implied by Option Prices: A Second Comment 0 0 1 329 9 10 14 764
Skewness and kurtosis implied by option prices: a second comment 0 0 1 36 5 8 11 160
Total Working Papers 0 0 4 680 25 48 60 1,849


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 6 9 12 223
A statistical measure of financial crises magnitude 0 0 0 48 4 8 10 167
Asymmetry in the stochastic volatility models 0 0 0 111 3 3 5 214
How to Compute the Liquidity Cost in the Orders-Driven Market? 0 0 0 73 6 7 10 226
La volatilité des marchés augmente-t-elle ? 0 0 0 9 0 2 3 68
Statement by the Editors 0 0 0 75 8 9 10 227
THE COMPONENTS OF BID-ASK SPREAD FOR BSE STOCKS 0 0 0 32 6 7 10 122
THE LIQUIDITY ON THE MARKET GOVERNED BY ORDERS 0 0 0 25 4 4 8 92
The Impact of Trades on Daily Volatility: an Empirical Study for Romanian Financial Investments Funds 0 0 0 87 1 2 2 198
Total Journal Articles 0 0 2 563 38 51 70 1,537


Statistics updated 2026-02-12