Bogdan Negrea : Citation Profile


Are you Bogdan Negrea?

Academia de Studii Economice din Bucureşti (50% share)
Academia de Studii Economice din Bucureşti (50% share)

4

H index

1

i10 index

29

Citations

RESEARCH PRODUCTION:

9

Articles

4

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   12 years (2002 - 2014). See details.
   Cites by year: 2
   Journals where Bogdan Negrea has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 2 (6.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pne116
   Updated: 2022-01-15    RAS profile: 2014-03-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Bogdan Negrea.

Is cited by:

Schlogl, Erik (3)

Perote, Javier (2)

Mencia, Javier (2)

Mora-Valencia, Andrés (2)

Sentana, Enrique (2)

Necula, Ciprian (2)

Malakhov, Dmitry (1)

Pammolli, Fabio (1)

Chevallier, Julien (1)

Vacca, Gianmarco (1)

Ielpo, Florian (1)

Cites to:

Maillet, Bertrand (11)

Chen, Zhiwu (9)

Cao, Charles (9)

CAPELLE-BLANCARD, Gunther (6)

Gallant, A. (5)

Scholes, Myron (4)

Rockinger, Michael (4)

Milne, Frank (4)

Ait-Sahalia, Yacine (4)

Jondeau, Eric (4)

Lo, Andrew (4)

Main data


Where Bogdan Negrea has published?


Journals with more than one article published# docs
Theoretical and Applied Economics4
The Review of Finance and Banking2

Recent works citing Bogdan Negrea (2021 and 2020)


YearTitle of citing document
2021Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L\evy Motions. (2021). Rachev, Svetlozar T ; Sayit, Hasanjan ; Hu, Dongdong. In: Papers. RePEc:arx:papers:2109.02872.

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2020Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Cortes, Lina M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301980.

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2020Relevant stylized facts about bitcoin: Fluctuations, first return probability, and natural phenomena. (2020). da Silva, R ; da Cunha, C R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437120300133.

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2021Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets. (2021). Pammolli, Fabio ; Flori, Andrea ; Pecora, Nicolo ; Spelta, Alessandro ; Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005136.

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2020Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions. (2020). Barbieri, Laura ; Vacca, Gianmarco ; Zoia, Maria Grazia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:123-:d:445689.

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Bogdan Negrea is editor of


Journal
The Review of Finance and Banking

Works by Bogdan Negrea:


YearTitleTypeCited
2007THE COMPONENTS OF BID-ASK SPREAD FOR BSE STOCKS In: Theoretical and Applied Economics.
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article0
2008Asymmetry in the stochastic volatility models In: Theoretical and Applied Economics.
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article0
2008The Impact of Trades on Daily Volatility: an Empirical Study for Romanian Financial Investments Funds In: Theoretical and Applied Economics.
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article0
2008THE LIQUIDITY ON THE MARKET GOVERNED BY ORDERS In: Theoretical and Applied Economics.
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article0
2014A statistical measure of financial crises magnitude In: Physica A: Statistical Mechanics and its Applications.
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article4
2002Skewness and kurtosis implied by option prices: a second comment In: LSE Research Online Documents on Economics.
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paper6
2002Skewness and Kurtosis Implied by Option Prices: A Second Comment.(2002) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
2002Revisited multi-moment approximate option pricing models: a general comparison (Part 1) In: LSE Research Online Documents on Economics.
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paper7
2002Revisited Multi-moment Approximate Option In: FMG Discussion Papers.
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paper0
2004La volatilité des marchés augmente-t-elle ? In: Revue d'Économie Financière.
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article0
2009Statement by the Editors In: The Review of Finance and Banking.
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article0
2011How to Compute the Liquidity Cost in the Orders-Driven Market? In: The Review of Finance and Banking.
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article0
2004A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction In: Quantitative Finance.
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article12

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