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 2 2 68
A GMM approach to estimate the roughness of stochastic volatility 0 0 0 5 2 2 3 31
A machine learning approach to volatility forecasting 1 4 10 301 10 18 48 876
Edgeworth expansion for Euler approximation of continuous diffusion processes 0 0 0 5 0 1 3 25
Edgeworth expansion for the pre-averaging estimator 0 0 0 1 0 0 2 33
Edgeworth expansion for the pre-averaging estimator 0 0 0 29 1 2 4 77
Functional Sequential Treatment Allocation 0 0 0 2 6 7 8 40
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 1 1 5 11
Inference from high-frequency data: A subsampling approach 0 0 0 36 0 0 0 94
Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures 0 0 0 196 1 2 3 32
The incremental information in the yield curve about future interest rate risk 0 0 0 39 0 1 2 77
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 18 1 1 2 63
Treatment Evaluation at the Intensive and Extensive Margins 0 0 3 3 3 4 11 11
Treatment recommendation with distributional targets 0 0 0 2 1 2 4 25
Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process 0 0 0 16 0 2 2 50
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 50 2 2 4 69
Warp Speed Price Moves: Jumps after Earnings Announcements 0 0 3 9 0 1 16 29
Total Working Papers 1 4 16 729 30 48 119 1,611

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 1 1 1 2 3 4 6 21
A Machine Learning Approach to Volatility Forecasting* 2 8 22 31 10 21 64 94
A short proof of the Doob–Meyer theorem 0 0 0 18 0 1 2 88
Edgeworth expansion for the pre-averaging estimator 0 0 0 0 0 2 4 14
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 1 1 1 1 6 7 7
Functional Sequential Treatment Allocation 0 0 1 5 1 2 3 9
Inference from high-frequency data: A subsampling approach 0 0 0 6 2 3 7 62
The incremental information in the yield curve about future interest rate risk 1 1 1 5 2 4 8 35
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 1 1 2 4 38
Treatment recommendation with distributional targets 0 0 0 0 2 6 6 8
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS 0 0 0 1 2 2 2 11
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 3 1 1 1 25
Warp speed price moves: Jumps after earnings announcements 0 2 8 8 6 14 51 51
Total Journal Articles 4 13 34 81 31 68 165 463

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Statistics updated 2025-12-06