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 3 9 75
A GMM approach to estimate the roughness of stochastic volatility 0 0 0 5 0 1 16 45
A machine learning approach to volatility forecasting 2 14 33 33 7 13 25 25
A machine learning approach to volatility forecasting 1 3 13 305 6 16 75 915
Edgeworth expansion for Euler approximation of continuous diffusion processes 0 0 0 5 0 3 6 30
Edgeworth expansion for the pre-averaging estimator 0 0 0 29 0 0 6 81
Edgeworth expansion for the pre-averaging estimator 0 0 0 1 0 1 5 37
Functional Sequential Treatment Allocation 0 0 0 2 0 3 19 51
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 0 4 11 20
Inference from high-frequency data: A subsampling approach 0 0 0 36 0 3 8 102
Inference from high-frequency data: A subsampling approach 0 2 4 4 1 2 4 4
Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures 0 0 0 196 1 6 20 50
The incremental information in the yield curve about future interest rate risk 0 0 1 40 0 3 11 87
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 0 0 5 5 5
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 18 1 5 14 76
Treatment Evaluation at the Intensive and Extensive Margins 0 0 0 3 0 2 10 17
Treatment recommendation with distributional targets 0 0 0 2 0 2 10 31
Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process 0 0 0 16 0 2 10 58
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 50 0 1 10 77
Warp Speed Price Moves: Jumps after Earnings Announcements 0 0 1 9 1 5 13 38
Warp speed price moves: Jumps after earnings announcements 1 1 10 10 8 16 18 18
Total Working Papers 4 20 62 781 25 96 305 1,842

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 24 41 58
A Machine Learning Approach to Volatility Forecasting* 2 5 28 49 10 22 88 150
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 1 3 12 23
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 0 1 14 15
Functional Sequential Treatment Allocation 0 0 0 5 0 1 20 27
Inference from high-frequency data: A subsampling approach 0 0 0 6 1 7 20 78
The incremental information in the yield curve about future interest rate risk 0 0 1 5 1 5 22 51
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 1 0 1 10 45
Treatment recommendation with distributional targets 0 0 0 0 2 6 17 19
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS 0 0 0 1 0 2 11 20
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 3 0 5 14 38
Warp speed price moves: Jumps after earnings announcements 0 0 4 8 6 14 62 83
Total Journal Articles 2 5 35 99 24 91 339 702

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Statistics updated 2026-06-04