Concepedia

Daniel Traian Pele

DT

10

Publications

252

Citations

10

H-Index

2008

Active since

Affiliations

Bucharest University of Economic Studies(Current)

Daniel Traian Pele is an author at Bucharest University of Economic Studies specializing in financial engineering, asset pricing, and finance.

Top concepts

FinanceBusinessAsset PricingFinancial EngineeringFinancial EconomicsEconomicsManagementEmpirical FinanceAccountingBlockchain

Publications per year

2008–2021

10

Publications

10

Information Entropy and Measures of Market Risk

Daniel Traian Pele, Emese Lazar, Alfonso Dufour · Entropy · 2017 · 46 citations · Full text

Intraday Returns, Economic Forecasting, Financial Economics +13

TESTING MARKET EFFICIENCY VIA DECOMPOSITION OF STOCK RETURN. APPLICATION TO ROMANIAN CAPITAL MARKET

Daniel Traian Pele, Virgil Voineagu · Romanian Journal of Economic Forecasting · 2008 · 35 citations

Empirical Finance, Economics, Financial Economics +11

Using High-Frequency Entropy to Forecast Bitcoin’s Daily Value at Risk

Daniel Traian Pele, Miruna Mazurencu-Marinescu-Pele · Entropy · 2019 · 29 citations · Full text

Volatility Modeling, Engineering, Cryptocurrency +20

THE DEVELOPMENT OF THE ROMANIAN CAPITAL MARKET: EVIDENCES ON INFORMATION EFFICIENCY

Victor Dragot, Andreea Stoian, Daniel Traian Pele et al. · Romanian Journal of Economic Forecasting · 2009 · 27 citations

Empirical Finance, Asset Pricing, Management +16

Are cryptos becoming alternative assets?

Daniel Traian Pele, Niels Wesselhöfft, Wolfgang Karl Härdle et al. · European Journal of Finance · 2021 · 26 citations · Full text

Empirical Finance, Asset Pricing, Data Science +13

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