Bezirgen Veliyev
Names
| first: |
Bezirgen |
| last: |
Veliyev |
Identifer
Contact
Affiliations
-
Aarhus Universitet
/ Institut for Økonomi
/ Center for Research in Econometric Analysis of Time Series (CREATES)
Research profile
author of:
- Validity of Edgeworth expansions for realized volatility estimators (RePEc:aah:create:2015-21)
by Ulrich Hounyo & Bezirgen Veliyev - Inference from high-frequency data: A subsampling approach (RePEc:aah:create:2015-45)
by Kim Christensen & Mark Podolskij & Nopporn Thamrongrat & Bezirgen Veliyev - Edgeworth expansion for the pre-averaging estimator (RePEc:aah:create:2015-60)
by Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida - The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (RePEc:aah:create:2018-19)
by Kim Christensen & Martin Thyrsgaard & Bezirgen Veliyev - Edgeworth expansion for Euler approximation of continuous diffusion processes (RePEc:aah:create:2018-28)
by Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida - Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures (RePEc:aah:create:2020-12)
by Anine E. Bolko & Kim Christensen & Mikko S. Pakkanen & Bezirgen Veliyev - A machine learning approach to volatility forecasting (RePEc:aah:create:2021-03)
by Kim Christensen & Mathias Siggaard & Bezirgen Veliyev - A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage (RePEc:arx:papers:1004.5559)
by Mathias Beiglbock & Walter Schachermayer & Bezirgen Veliyev - Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process (RePEc:arx:papers:1209.5175)
by Christian Bayer & Bezirgen Veliyev - Edgeworth expansion for the pre-averaging estimator (RePEc:arx:papers:1512.04716)
by Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida - Functional Sequential Treatment Allocation (RePEc:arx:papers:1812.09408)
by Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev - Functional Sequential Treatment Allocation with Covariates (RePEc:arx:papers:2001.10996)
by Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev - Treatment recommendation with distributional targets (RePEc:arx:papers:2005.09717)
by Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev - A GMM approach to estimate the roughness of stochastic volatility (RePEc:arx:papers:2010.04610)
by Anine E. Bolko & Kim Christensen & Mikko S. Pakkanen & Bezirgen Veliyev - Inference from high-frequency data: A subsampling approach (RePEc:eee:econom:v:197:y:2017:i:2:p:245-272)
by Christensen, K. & Podolskij, M. & Thamrongrat, N. & Veliyev, B. - The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (RePEc:eee:econom:v:212:y:2019:i:2:p:556-583)
by Christensen, Kim & Thyrsgaard, Martin & Veliyev, Bezirgen - A short proof of the Doob–Meyer theorem (RePEc:eee:spapps:v:122:y:2012:i:4:p:1204-1209)
by Beiglböck, Mathias & Schachermayer, Walter & Veliyev, Bezirgen - Edgeworth expansion for the pre-averaging estimator (RePEc:eee:spapps:v:127:y:2017:i:11:p:3558-3595)
by Podolskij, Mark & Veliyev, Bezirgen & Yoshida, Nakahiro - Validity of Edgeworth expansions for realized volatility estimators (RePEc:wly:emjrnl:v:19:y:2016:i:1:p:1-32)
by Ulrich Hounyo & Bezirgen Veliyev - Utility Maximization In A Binomial Model With Transaction Costs: A Duality Approach Based On The Shadow Price Process (RePEc:wsi:ijtafx:v:17:y:2014:i:04:n:s0219024914500228)
by Christian Bayer & Bezirgen Veliyev