Access Statistics for Bezirgen Veliyev

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage 0 0 0 17 0 0 1 66
A GMM approach to estimate the roughness of stochastic volatility 0 0 0 5 0 1 2 29
A machine learning approach to volatility forecasting 1 1 9 292 3 7 32 840
Edgeworth expansion for Euler approximation of continuous diffusion processes 0 0 0 5 0 1 3 24
Edgeworth expansion for the pre-averaging estimator 0 0 0 1 0 0 2 32
Edgeworth expansion for the pre-averaging estimator 0 0 0 29 0 0 2 75
Functional Sequential Treatment Allocation 0 0 0 2 0 0 1 32
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 1 2 3 9
Inference from high-frequency data: A subsampling approach 0 0 0 36 0 0 0 94
Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures 0 0 0 196 0 0 1 30
The incremental information in the yield curve about future interest rate risk 0 0 0 39 0 0 1 76
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 18 0 0 2 62
Treatment Evaluation at the Intensive and Extensive Margins 0 0 3 3 1 1 7 7
Treatment recommendation with distributional targets 0 0 0 2 0 0 0 21
Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process 0 0 0 16 0 0 0 48
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 50 2 2 4 67
Warp Speed Price Moves: Jumps after Earnings Announcements 0 2 4 8 0 5 15 25
Total Working Papers 1 3 16 719 7 19 76 1,537

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GMM approach to estimate the roughness of stochastic volatility 0 0 0 1 0 2 4 17
A Machine Learning Approach to Volatility Forecasting* 1 4 17 21 4 12 51 62
A short proof of the Doob–Meyer theorem 0 0 1 18 0 0 2 87
Edgeworth expansion for the pre-averaging estimator 0 0 0 0 0 0 1 11
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 0 0 0 0 1 1
Functional Sequential Treatment Allocation 0 0 2 5 0 0 2 7
Inference from high-frequency data: A subsampling approach 0 0 0 6 0 2 4 58
The incremental information in the yield curve about future interest rate risk 0 0 0 4 1 1 3 29
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 1 0 0 2 35
Treatment recommendation with distributional targets 0 0 0 0 0 0 0 2
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS 0 0 0 1 0 0 0 9
Validity of Edgeworth expansions for realized volatility estimators 0 0 1 3 0 0 1 24
Warp speed price moves: Jumps after earnings announcements 0 4 4 4 5 21 21 21
Total Journal Articles 1 8 25 64 10 38 92 363

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Statistics updated 2025-06-06