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 1 10 76
A GMM approach to estimate the roughness of stochastic volatility 0 0 0 5 0 0 16 45
A machine learning approach to volatility forecasting 0 1 9 305 2 18 74 927
A machine learning approach to volatility forecasting 0 2 33 33 2 10 28 28
Edgeworth expansion for Euler approximation of continuous diffusion processes 0 0 0 5 0 0 6 30
Edgeworth expansion for the pre-averaging estimator 0 0 0 1 0 0 5 37
Edgeworth expansion for the pre-averaging estimator 0 0 0 29 0 0 6 81
Functional Sequential Treatment Allocation 0 0 0 2 0 0 19 51
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 0 0 11 20
Inference from high-frequency data: A subsampling approach 0 0 4 4 0 1 4 4
Inference from high-frequency data: A subsampling approach 0 0 0 36 0 0 8 102
Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures 0 0 0 196 1 3 22 52
The incremental information in the yield curve about future interest rate risk 0 0 1 40 0 2 13 89
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 18 1 3 16 78
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 0 0 1 6 6
Treatment Evaluation at the Intensive and Extensive Margins 0 0 0 3 0 0 10 17
Treatment recommendation with distributional targets 0 0 0 2 0 1 10 32
Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process 0 0 0 16 1 1 11 59
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 50 0 0 10 77
Warp Speed Price Moves: Jumps after Earnings Announcements 0 0 0 9 0 1 10 38
Warp speed price moves: Jumps after earnings announcements 0 1 10 10 0 9 19 19
Total Working Papers 0 4 57 781 7 51 314 1,868

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 1 2 0 5 43 60
A Machine Learning Approach to Volatility Forecasting* 1 5 30 52 9 31 103 171
A short proof of the Doob–Meyer theorem 0 0 0 18 0 0 8 95
Edgeworth expansion for the pre-averaging estimator 0 0 0 0 0 1 11 23
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 0 0 14 15
Functional Sequential Treatment Allocation 0 0 0 5 0 0 20 27
Inference from high-frequency data: A subsampling approach 0 0 0 6 1 2 20 79
The incremental information in the yield curve about future interest rate risk 0 0 1 5 1 3 24 53
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 1 0 0 9 45
Treatment recommendation with distributional targets 0 0 0 0 2 5 20 22
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS 0 0 0 1 0 0 11 20
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 3 1 2 16 40
Warp speed price moves: Jumps after earnings announcements 0 0 2 8 5 11 58 88
Total Journal Articles 1 5 35 102 19 60 357 738

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Statistics updated 2026-08-07