Dragos Bozdog

Stevens Institute of Technology

Teaching Associate Professor

Castle Point on Hudson

Hoboken, NJ 07030

United States

http://personal.stevens.edu/~dbozdog/

SCHOLARLY PAPERS

4

DOWNLOADS
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in Total Papers Downloads

962

CITATIONS

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Scholarly Papers (4)

1.

Rare Events Analysis of High-Frequency Equity Data

Wilmott Journal, pp. 74-81, 2011
Number of pages: 13 Posted: 29 Feb 2012 Last Revised: 02 Mar 2012
Stevens Institute of Technology, Stevens Institute of Technology, Stevens Institute of Technology and Stevens Institute of Technology
Downloads 603 (21,052)

Abstract:

high-frequency trading, average daily volume, trading strategy

2.

Construction of Volatility Indices Using a Multinomial Tree Approximation Method

HANDBOOK OF MODELING HIGH-FREQUENCY DATA IN FINANCE, Frederi G. Viens, Maria C. Mariani and Ionut Florescu, eds., December 2011
Number of pages: 24 Posted: 04 Mar 2012
Stevens Institute of Technology, Stevens Institute of Technology, Stevens Institute of Technology and Stevens Institute of Technology
Downloads 61 (272,449)

Abstract:

volatility, multinomial tree

3.

A Frontier Market Case: Does Bucharest Stock Exchange Have a Leading Domestic Index?

Journal Studia Universitatis Babes-Bolyai Negotia, LVII, 2, 2012, pp. 3-26
Number of pages: 23 Posted: 24 Jan 2013
Cornelia Pop, Dragos Bozdog and Adina Calugaru
Babes-Bolyai University, Stevens Institute of Technology and MarketAxess
Downloads 19 (422,542)

Abstract:

frontier market, financial investment companies, Granger-causality, regression, leading index

4.

The Bucharest Stock Exchange Case: Is BET-FI an Index Leader for the Oldest Indices BET and BET-C?

International Business: Research, Teaching and Practice, Volume 7(1), pg.35-54, 2013.
Number of pages: 20 Posted: 02 Nov 2013
Cornelia Pop, Dragos Bozdog and Adina Calugaru
Babes-Bolyai University, Stevens Institute of Technology and MarketAxess
Downloads 5 (494,054)

Abstract:

frontier market, diversification, Granger causality, Romania