Details about Radu Lupu

Access statistics for papers by Radu Lupu.

Last updated 2009-09-01. Update your information in the RePEc Author Service.

Short-id: plu161

Working Papers

2008

1. Empirical Evidence On The Correlation Between The Exchange Rate And Romanian Exports
   MPRA Paper, University Library of Munich, Germany
2. Models for evaluating IPO underpricing
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2009

1. Are Capital Markets Integrated? A Test of Information Transmission within the European Union
   Journal for Economic Forecasting, 2009, 6, (2), 64-80

2008

2. Direction of Change at the Bucharest Stock Exchange
   Romanian Economic Journal, 2008, 11, (27), 165-185
3. International services trade patterns and specialization potential: a comparative Assessment
   Annals of Faculty of Economics, 2008, 1, (1), 49-54
4. The Factors of the Capital Structure in Eastern Europe
   Annals of University of Craiova - Economic Sciences Series, 2008, 1, (36), 432-443

2007

5. Testing for Heteroskedasticity on the Bucharest Stock Exchange
   Romanian Economic Journal, 2007, 10, (23), 19-28

2006

6. Option Pricing with Stochastic Volatility and Jump Diffusion Processes
   Theoretical and Applied Economics, 2006, 3(498), (3(498)), 125-130
7. Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process
   Journal for Economic Forecasting, 2006, 3, (2), 58-71
8. The Adjustment of VaR to the Empirical Distribution of Returns
   Theoretical and Applied Economics, 2006, 4(499), (4(499)), 27-32