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 13 0 0 1 58
Edgeworth expansion for Euler approximation of continuous diffusion processes 0 0 2 5 0 0 6 15
Edgeworth expansion for the pre-averaging estimator 0 0 0 0 0 0 2 24
Edgeworth expansion for the pre-averaging estimator 0 0 0 29 0 0 8 38
Functional Sequential Treatment Allocation 0 0 0 0 1 3 12 25
Inference from high-frequency data: A subsampling approach 0 0 1 35 1 1 7 82
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 17 0 1 10 51
Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process 0 0 0 12 1 1 2 39
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 47 0 0 1 56
Total Working Papers 0 0 3 158 3 6 49 388


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A short proof of the Doob–Meyer theorem 0 0 0 17 1 1 3 76
Edgeworth expansion for the pre-averaging estimator 0 0 0 0 0 0 1 7
Inference from high-frequency data: A subsampling approach 0 0 1 2 0 1 10 40
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS 0 0 0 0 1 1 3 6
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 0 0 0 1 13
Total Journal Articles 0 0 1 19 2 3 18 142


Statistics updated 2021-01-03