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Bogdan Negrea

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This is information that was supplied by Bogdan Negrea in registering through RePEc. If you are Bogdan Negrea , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Bogdan
Middle Name:
Last Name: Negrea
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RePEc Short-ID: pne116

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Affiliation

(50%) Facultatea de Finante, Asigurari, Banci şi Burse de Valori
Academia de Studii Economice din Bucureşti
Location: Bucureşti, Romania
Homepage: http://www.fin.ase.ro/
Email:
Phone: 0040-01-2112650
Fax: 0040-01-3129549
Postal: Strada Mihai Eminescu nr.13-15, sector 1, Bucuresti
Handle: RePEc:edi:ffasero (more details at EDIRC)
(50%) Centrul de Cercetari Financiar-Monetare (CEFIMO)
Facultatea de Finante, Asigurari, Banci şi Burse de Valori
Academia de Studii Economice din Bucureşti
Location: Bucureşti, Romania
Homepage: http://www.dce.ase.ro/centredet.php?centru=9
Email:
Phone: 0040-01-2112650
Fax: 0040-01-3129549
Postal: Strada Mihai Eminescu nr.13-15, sector 1, Bucuresti
Handle: RePEc:edi:cmasero (more details at EDIRC)

Works

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Working papers

  1. Bogdan Negrea & Bertrand Maillet & Emmanuel Jurczenko, 2002. "Revisited Multi-moment Approximate Option," FMG Discussion Papers dp430, Financial Markets Group.
  2. Bogdan Negrea & Bertrand Maillet & Emmanuel Jurczenko, 2002. "Skewness and Kurtosis Implied by Option Prices: A Second Comment," FMG Discussion Papers dp419, Financial Markets Group.
  3. Emmanuel Jurczenko & Bertrand Maillet & Bogdan Negrea, 2002. "Revisited multi-moment approximate option pricing models: a general comparison (Part 1)," LSE Research Online Documents on Economics 24950, London School of Economics and Political Science, LSE Library.

Articles

  1. Negrea, Bogdan, 2014. "A statistical measure of financial crises magnitude," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 397(C), pages 54-75.
  2. Bogdan Negrea, 2011. "How to Compute the Liquidity Cost in the Orders-Driven Market?," 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, vol. 3(1), pages 007-019, June.
  3. Victor Dragota & Bogdan Negrea, 2009. "Statement by the Editors," 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, vol. 1(1), pages 005, December.
  4. Bogdan Negrea, 2008. "The Liquidity On The Market Governed By Orders," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 12(12(517)(s), pages 24-30, December.
  5. Bogdan Negrea & Elena Bojesteanu, 2008. "Asymmetry in the stochastic volatility models," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 11(11(528)(s), pages 180-185, November.
  6. Bogdan Negrea & Lucian Tatu & Andreea Stoian, 2008. "The Impact of Trades on Daily Volatility: an Empirical Study for Romanian Financial Investments Funds," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 11(11(528)), pages 31-36, November.
  7. Bogdan Negrea & Lucian Ţâţu, 2007. "The Components Of Bid-Ask Spread For Bse Stocks," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 11(11(516)(s), pages 27-32, November.
  8. Emmanuel Jurczenko & Bertrand Maillet & Bogdan Negrea, 2004. "A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction," Quantitative Finance, Taylor & Francis Journals, vol. 4(5), pages 479-488.
  9. Hélène Raymond-Feingold & Bogdan Négréa & Christophe Moussu & Bertrand Maillet & Catherine Lubochinsky & Emmanuel Jurczenko & Jérôme Héricourt & Sylvain Friederich & Thierry Chauveau, 2004. "La volatilité des marchés augmente-t-elle ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 17-44.

Editor

  1. 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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