Person:424465

Available identifiers

zbMath Open veliyev.bezirgenWikidataQ102399657 ScholiaQ102399657MaRDI QIDQ424465

List of research outcomes

Publication	Date of Publication	Type
A GMM approach to estimate the roughness of stochastic volatility	2023-06-29	Paper
Treatment recommendation with distributional targets	2023-06-09	Paper
Functional Sequential Treatment Allocation	2023-03-09	Paper
Validity of Edgeworth expansions for realized volatility estimators	2022-08-02	Paper
Edgeworth expansion for Euler approximation of continuous diffusion processes	2021-03-18	Paper
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing	2019-10-23	Paper
Edgeworth expansion for the pre-averaging estimator	2017-10-10	Paper
Inference from high-frequency data: a subsampling approach	2017-03-10	Paper
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS	2014-08-08	Paper
A short proof of the Doob-Meyer theorem	2012-06-01	Paper
A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage	2012-01-09	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Bezirgen Veliyev