Details about Bogdan Negrea
| Workplace: | Facultatea de Finante, Asigurari, Banci şi Burse de Valori (Faculty of Finance, Insurance, Banking and Asset Markets), Academia de Studii Economice din Bucureşti (Bucharest University of Economic Studies), (more information at EDIRC)
Centrul de Cercetari Financiar-Monetare (CEFIMO) (Center for Research in Money and Finance), Facultatea de Finante, Asigurari, Banci şi Burse de Valori (Faculty of Finance, Insurance, Banking and Asset Markets), Academia de Studii Economice din Bucureşti (Bucharest University of Economic Studies), (more information at EDIRC)
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Access statistics for papers by Bogdan Negrea.
Last updated 2014-03-11. Update your information in the RePEc Author Service.
Short-id: pne116
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Working Papers
2002
- Revisited Multi-moment Approximate Option
FMG Discussion Papers, Financial Markets Group 
- Revisited multi-moment approximate option pricing models: a general comparison (Part 1)
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (7)
- Skewness and Kurtosis Implied by Option Prices: A Second Comment
FMG Discussion Papers, Financial Markets Group View citations (5)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) View citations (3)
Journal Articles
2014
- A statistical measure of financial crises magnitude
Physica A: Statistical Mechanics and its Applications, 2014, 397, (C), 54-75 View citations (4)
2011
- How to Compute the Liquidity Cost in the Orders-Driven Market?
The Review of Finance and Banking, 2011, 03, (1), 007-019
2009
- Statement by the Editors
The Review of Finance and Banking, 2009, 01, (1), 005
2008
- Asymmetry in the stochastic volatility models
Theoretical and Applied Economics, 2008, 11(528)(supplement), (11(528)(supplement)), 180-185
- THE LIQUIDITY ON THE MARKET GOVERNED BY ORDERS
Theoretical and Applied Economics, 2008, 12(517)(supplement), (12(517)(supplement)), 24-30
- The Impact of Trades on Daily Volatility: an Empirical Study for Romanian Financial Investments Funds
Theoretical and Applied Economics, 2008, 11(528), (11(528)), 31-36
2007
- THE COMPONENTS OF BID-ASK SPREAD FOR BSE STOCKS
Theoretical and Applied Economics, 2007, 11(516)(supplement)(vol2), (11(516)(supplement)(vol2)), 27-32
2004
- A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction
Quantitative Finance, 2004, 4, (5), 479-488 View citations (18)
- La volatilité des marchés augmente-t-elle ?
Revue d'Économie Financière, 2004, 74, (1), 17-44
Editor
- The Review of Finance and Banking
Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante
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