Access Statistics for Bezirgen Veliyev

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	2	66
A GMM approach to estimate the roughness of stochastic volatility	0	0	0	5	0	0	2	28
A machine learning approach to volatility forecasting	1	3	20	291	4	9	48	828
Edgeworth expansion for Euler approximation of continuous diffusion processes	0	0	0	5	0	0	1	22
Edgeworth expansion for the pre-averaging estimator	0	0	0	1	0	1	1	31
Edgeworth expansion for the pre-averaging estimator	0	0	0	29	0	0	0	73
Functional Sequential Treatment Allocation	0	0	1	2	1	1	3	32
Functional Sequential Treatment Allocation with Covariates	0	0	0	0	0	0	0	6
Inference from high-frequency data: A subsampling approach	0	0	1	36	0	0	1	94
Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures	0	0	0	196	0	0	1	29
The incremental information in the yield curve about future interest rate risk	0	0	1	39	0	0	3	75
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing	0	0	0	18	0	0	2	61
Treatment recommendation with distributional targets	0	0	0	2	0	0	0	21
Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process	0	0	1	16	0	0	1	48
Validity of Edgeworth expansions for realized volatility estimators	0	0	1	50	0	1	4	65
Warp Speed Price Moves: Jumps after Earnings Announcements	0	2	3	6	0	2	5	13
Total Working Papers	1	5	28	713	5	15	74	1,492

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	0	2	10	15
A Machine Learning Approach to Volatility Forecasting*	1	2	9	9	3	8	30	30
A short proof of the Doob–Meyer theorem	0	1	1	18	0	1	2	86
Edgeworth expansion for the pre-averaging estimator	0	0	0	0	0	0	0	10
Functional Sequential Treatment Allocation	1	1	3	4	1	1	3	6
Inference from high-frequency data: A subsampling approach	0	0	0	6	0	1	3	55
The incremental information in the yield curve about future interest rate risk	0	0	2	4	0	0	8	27
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing	0	0	0	1	0	1	1	34
Treatment recommendation with distributional targets	0	0	0	0	0	0	1	2
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS	0	0	0	1	0	0	0	9
Validity of Edgeworth expansions for realized volatility estimators	0	0	1	3	0	0	1	24
Total Journal Articles	2	4	17	47	4	14	59	298

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Statistics updated 2024-12-04