Access Statistics for Bezirgen Veliyev

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	65
A GMM approach to estimate the roughness of stochastic volatility	0	0	0	5	0	1	2	28
A machine learning approach to volatility forecasting	1	5	21	288	4	11	55	819
Edgeworth expansion for Euler approximation of continuous diffusion processes	0	0	0	5	1	1	2	22
Edgeworth expansion for the pre-averaging estimator	0	0	0	1	0	0	0	30
Edgeworth expansion for the pre-averaging estimator	0	0	0	29	0	0	0	73
Functional Sequential Treatment Allocation	0	0	1	2	0	0	2	31
Functional Sequential Treatment Allocation with Covariates	0	0	0	0	0	0	0	6
Inference from high-frequency data: A subsampling approach	0	0	1	36	0	0	1	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	2	29
The incremental information in the yield curve about future interest rate risk	0	0	1	39	0	0	5	75
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing	0	0	0	18	1	1	2	61
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	1	16	0	0	1	48
Validity of Edgeworth expansions for realized volatility estimators	0	0	2	50	0	1	5	64
Warp Speed Price Moves: Jumps after Earnings Announcements	0	0	2	4	0	1	4	11
Total Working Papers	1	5	29	708	6	16	82	1,477

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	1	0	0	13	13
A Machine Learning Approach to Volatility Forecasting*	1	3	7	7	2	11	22	22
A short proof of the Doob–Meyer theorem	0	0	0	17	0	0	3	85
Edgeworth expansion for the pre-averaging estimator	0	0	0	0	0	0	0	10
Functional Sequential Treatment Allocation	0	0	2	3	0	0	3	5
Inference from high-frequency data: A subsampling approach	0	0	1	6	0	0	5	54
The incremental information in the yield curve about future interest rate risk	0	0	4	4	0	1	27	27
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing	0	0	0	1	0	0	0	33
Treatment recommendation with distributional targets	0	0	0	0	0	0	2	2
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS	0	0	1	1	0	0	1	9
Validity of Edgeworth expansions for realized volatility estimators	0	1	1	3	0	1	2	24
Total Journal Articles	1	4	17	43	2	13	78	284

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Statistics updated 2024-09-04