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 1 11 77
A GMM approach to estimate the roughness of stochastic volatility 0 0 0 5 0 3 19 48
A machine learning approach to volatility forecasting 1 1 8 306 5 12 76 937
A machine learning approach to volatility forecasting 0 0 33 33 4 10 36 36
Edgeworth expansion for Euler approximation of continuous diffusion processes 0 0 0 5 1 2 8 32
Edgeworth expansion for the pre-averaging estimator 0 0 0 1 0 1 5 38
Edgeworth expansion for the pre-averaging estimator 0 0 0 29 0 0 6 81
Functional Sequential Treatment Allocation 0 0 0 2 2 3 21 54
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 0 1 11 21
Inference from high-frequency data: A subsampling approach 0 0 4 4 0 0 4 4
Inference from high-frequency data: A subsampling approach 0 0 0 36 0 1 9 103
Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures 0 0 0 196 2 3 24 54
The incremental information in the yield curve about future interest rate risk 0 0 1 40 1 4 17 93
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 0 2 3 9 9
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 18 0 2 17 79
Treatment Evaluation at the Intensive and Extensive Margins 0 0 0 3 0 1 11 18
Treatment recommendation with distributional targets 0 0 0 2 1 2 11 34
Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process 0 0 0 16 0 62 71 120
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 50 1 1 11 78
Warp Speed Price Moves: Jumps after Earnings Announcements 0 0 0 9 0 0 10 38
Warp speed price moves: Jumps after earnings announcements 0 0 10 10 0 1 20 20
Total Working Papers 1 1 56 782 19 113 407 1,974

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 2 3 1 1 44 61
A Machine Learning Approach to Volatility Forecasting* 1 3 27 54 10 24 104 186
A short proof of the Doob–Meyer theorem 0 0 0 18 1 1 9 96
Edgeworth expansion for the pre-averaging estimator 0 0 0 0 0 0 11 23
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 0 0 12 15
Functional Sequential Treatment Allocation 0 0 0 5 1 4 24 31
Inference from high-frequency data: A subsampling approach 0 0 0 6 0 1 19 79
The incremental information in the yield curve about future interest rate risk 0 0 1 5 0 2 23 54
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 1 0 0 9 45
Treatment recommendation with distributional targets 0 0 0 0 1 3 21 23
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS 0 0 0 1 0 0 11 20
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 3 0 1 16 40
Warp speed price moves: Jumps after earnings announcements 0 0 1 8 7 16 57 99
Total Journal Articles 2 4 32 105 21 53 360 772

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Statistics updated 2026-10-11