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 2 11 77
A GMM approach to estimate the roughness of stochastic volatility 0 0 0 5 3 3 19 48
A machine learning approach to volatility forecasting 0 0 33 33 4 7 32 32
A machine learning approach to volatility forecasting 0 0 8 305 5 17 74 932
Edgeworth expansion for Euler approximation of continuous diffusion processes 0 0 0 5 1 1 7 31
Edgeworth expansion for the pre-averaging estimator 0 0 0 1 1 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 1 1 19 52
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 1 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 1 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 0 2 22 52
The incremental information in the yield curve about future interest rate risk 0 0 1 40 3 5 16 92
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 18 1 3 17 79
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing 0 0 0 0 1 2 7 7
Treatment Evaluation at the Intensive and Extensive Margins 0 0 0 3 1 1 11 18
Treatment recommendation with distributional targets 0 0 0 2 1 2 10 33
Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process 0 0 0 16 61 62 72 120
Validity of Edgeworth expansions for realized volatility estimators 0 0 0 50 0 0 10 77
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 1 2 20 20
Total Working Papers 0 0 56 781 87 113 392 1,955

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 0 2 43 60
A Machine Learning Approach to Volatility Forecasting* 1 4 30 53 5 26 103 176
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 0 0 11 23
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 0 0 14 15
Functional Sequential Treatment Allocation 0 0 0 5 3 3 23 30
Inference from high-frequency data: A subsampling approach 0 0 0 6 0 1 20 79
The incremental information in the yield curve about future interest rate risk 0 0 1 5 1 3 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 0 3 20 22
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 2 16 40
Warp speed price moves: Jumps after earnings announcements 0 0 2 8 4 9 55 92
Total Journal Articles 1 4 35 103 13 49 356 751

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Statistics updated 2026-09-10