Bezirgen Veliyev

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

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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