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Bozdog, Dragos
 

Stevens Institute of Technology


 Hoboken, NJ 07030
 United States
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. Bozdog, Dragos's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
193		 Total
Citations
0
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Rare Events Analysis of High-Frequency Equity Data | Show Abstract | Download |
Wilmott Journal, pp. 74-81, 2011
Accepted Paper Series
Bozdog, Dragos
Stevens Institute of Technology
Florescu, Ionut
Stevens Institute of Technology
Khashanah, Khaldoun
Stevens Institute of Technology
Wang, Jim
Stevens Institute of Technology
Posted:
29 Feb 12
Last Revised:
02 Mar 12
132
(110,397) 		 
2.  
Construction of Volatility Indices Using a Multinomial Tree Approximation Method | Show Abstract | Download |
HANDBOOK OF MODELING HIGH-FREQUENCY DATA IN FINANCE, Frederi G. Viens, Maria C. Mariani and Ionut Florescu, eds., December 2011
Accepted Paper Series
Bozdog, Dragos
Stevens Institute of Technology
Florescu, Ionut
Stevens Institute of Technology
Khashanah, Khaldoun
Stevens Institute of Technology
Qiu, Hongwei
Stevens Institute of Technology
Posted:
04 Mar 12
50
(202,445) 		 
3.  
A Frontier Market Case: Does Bucharest Stock Exchange Have a Leading Domestic Index? | Show Abstract | Download |
Journal Studia Universitatis Babes-Bolyai Negotia, LVII, 2, 2012, pp. 3-26
Accepted Paper Series
Pop, Cornelia
Babes-Bolyai University
Bozdog, Dragos
Stevens Institute of Technology
Calugaru, Adina
MarketAxess
Posted:
24 Jan 13
11
(309,939) 		 

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