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 4 7 73
A GMM approach to estimate the roughness of stochastic volatility 0 0 0 5 0 10 16 44
A machine learning approach to volatility forecasting 1 2 12 303 2 20 67 901
A machine learning approach to volatility forecasting 12 31 31 31 4 16 16 16
Edgeworth expansion for Euler approximation of continuous diffusion processes 0 0 0 5 1 2 4 28
Edgeworth expansion for the pre-averaging estimator 0 0 0 1 0 1 4 36
Edgeworth expansion for the pre-averaging estimator 0 0 0 29 0 2 6 81
Functional Sequential Treatment Allocation 0 0 0 2 0 7 16 48
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 0 5 8 16
Inference from high-frequency data: A subsampling approach 1 3 3 3 0 2 2 2
Inference from high-frequency data: A subsampling approach 0 0 0 36 0 3 5 99
Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures 0 0 0 196 4 14 18 48
The incremental information in the yield curve about future interest rate risk 0 1 1 40 0 6 8 84
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 18 1 9 10 72
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 0 1 1 1 1
Treatment Evaluation at the Intensive and Extensive Margins 0 0 0 3 2 6 11 17
Treatment recommendation with distributional targets 0 0 0 2 0 2 8 29
Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process 0 0 0 16 0 5 8 56
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 50 0 6 11 76
Warp Speed Price Moves: Jumps after Earnings Announcements 0 0 3 9 0 3 11 33
Warp speed price moves: Jumps after earnings announcements 0 9 9 9 1 3 3 3
Total Working Papers 14 46 59 775 17 127 240 1,763

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 14 25 32 48
A Machine Learning Approach to Volatility Forecasting* 3 10 28 47 5 30 78 133
A short proof of the Doob–Meyer theorem 0 0 0 18 0 6 8 95
Edgeworth expansion for the pre-averaging estimator 0 0 0 0 0 5 9 20
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 0 7 13 14
Functional Sequential Treatment Allocation 0 0 0 5 0 16 19 26
Inference from high-frequency data: A subsampling approach 0 0 0 6 2 8 15 73
The incremental information in the yield curve about future interest rate risk 0 0 1 5 1 10 19 47
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 1 1 5 10 45
Treatment recommendation with distributional targets 0 0 0 0 0 4 11 13
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS 0 0 0 1 1 7 10 19
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 3 1 9 10 34
Warp speed price moves: Jumps after earnings announcements 0 0 7 8 1 14 69 70
Total Journal Articles 3 10 38 97 26 146 303 637

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Statistics updated 2026-04-09