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 2 4 6 72
A GMM approach to estimate the roughness of stochastic volatility 0 0 0 5 0 13 16 44
A machine learning approach to volatility forecasting 19 19 19 19 12 12 12 12
A machine learning approach to volatility forecasting 1 1 11 302 5 23 66 899
Edgeworth expansion for Euler approximation of continuous diffusion processes 0 0 0 5 1 2 4 27
Edgeworth expansion for the pre-averaging estimator 0 0 0 1 0 3 4 36
Edgeworth expansion for the pre-averaging estimator 0 0 0 29 1 4 6 81
Functional Sequential Treatment Allocation 0 0 0 2 2 8 16 48
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 2 5 9 16
Inference from high-frequency data: A subsampling approach 0 0 0 36 1 5 5 99
Inference from high-frequency data: A subsampling approach 2 2 2 2 2 2 2 2
Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures 0 0 0 196 2 12 14 44
The incremental information in the yield curve about future interest rate risk 1 1 1 40 4 7 8 84
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 18 2 8 9 71
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 0 0 0 0 0
Treatment Evaluation at the Intensive and Extensive Margins 0 0 0 3 1 4 9 15
Treatment recommendation with distributional targets 0 0 0 2 0 4 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 6 8 56
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 50 1 7 11 76
Warp Speed Price Moves: Jumps after Earnings Announcements 0 0 3 9 3 4 13 33
Warp speed price moves: Jumps after earnings announcements 9 9 9 9 1 2 2 2
Total Working Papers 32 32 45 761 42 135 228 1,746

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 3 13 19 34
A Machine Learning Approach to Volatility Forecasting* 2 13 27 44 15 34 78 128
A short proof of the Doob–Meyer theorem 0 0 0 18 1 7 8 95
Edgeworth expansion for the pre-averaging estimator 0 0 0 0 1 6 9 20
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 0 7 13 14
Functional Sequential Treatment Allocation 0 0 0 5 1 17 19 26
Inference from high-frequency data: A subsampling approach 0 0 0 6 1 9 15 71
The incremental information in the yield curve about future interest rate risk 0 0 1 5 4 11 18 46
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 1 0 6 9 44
Treatment recommendation with distributional targets 0 0 0 0 1 5 11 13
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS 0 0 0 1 2 7 9 18
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 3 3 8 9 33
Warp speed price moves: Jumps after earnings announcements 0 0 8 8 3 18 69 69
Total Journal Articles 2 13 38 94 35 148 286 611

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Statistics updated 2026-03-04