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 5 9 75
A GMM approach to estimate the roughness of stochastic volatility 0 0 0 5 1 1 16 45
A machine learning approach to volatility forecasting 0 31 31 31 2 18 18 18
A machine learning approach to volatility forecasting 1 3 13 304 8 15 72 909
Edgeworth expansion for Euler approximation of continuous diffusion processes 0 0 0 5 2 4 6 30
Edgeworth expansion for the pre-averaging estimator 0 0 0 1 1 1 5 37
Edgeworth expansion for the pre-averaging estimator 0 0 0 29 0 1 6 81
Functional Sequential Treatment Allocation 0 0 0 2 3 5 19 51
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 4 6 12 20
Inference from high-frequency data: A subsampling approach 1 4 4 4 1 3 3 3
Inference from high-frequency data: A subsampling approach 0 0 0 36 3 4 8 102
Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures 0 0 0 196 1 7 19 49
The incremental information in the yield curve about future interest rate risk 0 1 1 40 3 7 11 87
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 18 3 6 13 75
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 0 4 5 5 5
Treatment Evaluation at the Intensive and Extensive Margins 0 0 0 3 0 3 11 17
Treatment recommendation with distributional targets 0 0 0 2 2 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 2 2 10 58
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 50 1 2 12 77
Warp Speed Price Moves: Jumps after Earnings Announcements 0 0 1 9 4 7 12 37
Warp speed price moves: Jumps after earnings announcements 0 9 9 9 7 9 10 10
Total Working Papers 2 48 59 777 54 113 287 1,817

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 7 24 38 55
A Machine Learning Approach to Volatility Forecasting* 0 5 27 47 7 27 82 140
A short proof of the Doob–Meyer theorem 0 0 0 18 0 1 8 95
Edgeworth expansion for the pre-averaging estimator 0 0 0 0 2 3 11 22
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 1 1 14 15
Functional Sequential Treatment Allocation 0 0 0 5 1 2 20 27
Inference from high-frequency data: A subsampling approach 0 0 0 6 4 7 19 77
The incremental information in the yield curve about future interest rate risk 0 0 1 5 3 8 22 50
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 4 5 15 17
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS 0 0 0 1 1 4 11 20
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 3 4 8 14 38
Warp speed price moves: Jumps after earnings announcements 0 0 4 8 7 11 61 77
Total Journal Articles 0 5 34 97 41 102 325 678

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Statistics updated 2026-05-06