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 1 3 3 69
A GMM approach to estimate the roughness of stochastic volatility 0 0 0 5 3 5 6 34
A machine learning approach to volatility forecasting 0 3 10 301 5 20 50 881
Edgeworth expansion for Euler approximation of continuous diffusion processes 0 0 0 5 1 2 4 26
Edgeworth expansion for the pre-averaging estimator 0 0 0 29 2 4 5 79
Edgeworth expansion for the pre-averaging estimator 0 0 0 1 2 2 4 35
Functional Sequential Treatment Allocation 0 0 0 2 1 8 9 41
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 0 1 5 11
Inference from high-frequency data: A subsampling approach 0 0 0 36 2 2 2 96
Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures 0 0 0 196 2 4 5 34
The incremental information in the yield curve about future interest rate risk 0 0 0 39 1 2 3 78
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 18 0 1 2 63
Treatment Evaluation at the Intensive and Extensive Margins 0 0 3 3 0 4 6 11
Treatment recommendation with distributional targets 0 0 0 2 2 4 6 27
Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process 0 0 0 16 1 2 3 51
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 50 1 3 5 70
Warp Speed Price Moves: Jumps after Earnings Announcements 0 0 3 9 1 2 16 30
Total Working Papers 0 3 16 729 25 69 134 1,636

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 1 1 2 2 6 8 23
A Machine Learning Approach to Volatility Forecasting* 6 10 27 37 9 21 64 103
A short proof of the Doob–Meyer theorem 0 0 0 18 1 2 3 89
Edgeworth expansion for the pre-averaging estimator 0 0 0 0 1 3 5 15
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 1 1 1 0 4 7 7
Functional Sequential Treatment Allocation 0 0 1 5 1 3 4 10
Inference from high-frequency data: A subsampling approach 0 0 0 6 3 5 10 65
The incremental information in the yield curve about future interest rate risk 0 1 1 5 2 6 10 37
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 1 2 4 5 40
Treatment recommendation with distributional targets 0 0 0 0 1 7 7 9
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS 0 0 0 1 1 3 3 12
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 3 0 1 1 25
Warp speed price moves: Jumps after earnings announcements 0 1 8 8 5 14 56 56
Total Journal Articles 6 14 39 87 28 79 183 491

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Statistics updated 2026-01-09