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 1 4 4 70
A GMM approach to estimate the roughness of stochastic volatility 0 0 0 5 10 15 16 44
A machine learning approach to volatility forecasting 0 1 10 301 13 28 61 894
Edgeworth expansion for Euler approximation of continuous diffusion processes 0 0 0 5 0 1 4 26
Edgeworth expansion for the pre-averaging estimator 0 0 0 1 1 3 4 36
Edgeworth expansion for the pre-averaging estimator 0 0 0 29 1 4 5 80
Functional Sequential Treatment Allocation 0 0 0 2 5 12 14 46
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 3 4 7 14
Inference from high-frequency data: A subsampling approach 0 0 0 36 2 4 4 98
Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures 0 0 0 196 8 11 12 42
The incremental information in the yield curve about future interest rate risk 0 0 0 39 2 3 4 80
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 18 6 7 7 69
Treatment Evaluation at the Intensive and Extensive Margins 0 0 1 3 3 6 8 14
Treatment recommendation with distributional targets 0 0 0 2 2 5 8 29
Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process 0 0 0 16 5 6 8 56
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 50 5 8 10 75
Warp Speed Price Moves: Jumps after Earnings Announcements 0 0 3 9 0 1 15 30
Total Working Papers 0 1 14 729 67 122 191 1,703

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 1 1 2 8 13 16 31
A Machine Learning Approach to Volatility Forecasting* 5 13 27 42 10 29 66 113
A short proof of the Doob–Meyer theorem 0 0 0 18 5 6 7 94
Edgeworth expansion for the pre-averaging estimator 0 0 0 0 4 5 8 19
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 7 8 14 14
Functional Sequential Treatment Allocation 0 0 0 5 15 17 18 25
Inference from high-frequency data: A subsampling approach 0 0 0 6 5 10 15 70
The incremental information in the yield curve about future interest rate risk 0 1 1 5 5 9 15 42
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 1 4 7 9 44
Treatment recommendation with distributional targets 0 0 0 0 3 6 10 12
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS 0 0 0 1 4 7 7 16
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 3 5 6 6 30
Warp speed price moves: Jumps after earnings announcements 0 0 8 8 10 21 66 66
Total Journal Articles 5 15 38 92 85 144 257 576

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12