Bezirgen Veliyev

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Functional sequential treatment allocation with covariates Econometric Theory	2025-01-20	Paper
A GMM approach to estimate the roughness of stochastic volatility Journal of Econometrics	2023-06-29	Paper
Treatment recommendation with distributional targets Journal of Econometrics	2023-06-09	Paper
Functional Sequential Treatment Allocation Journal of the American Statistical Association	2023-03-09	Paper
Validity of Edgeworth expansions for realized volatility estimators Econometrics Journal	2022-08-02	Paper
Edgeworth expansion for Euler approximation of continuous diffusion processes The Annals of Applied Probability	2021-03-18	Paper
Edgeworth expansion for Euler approximation of continuous diffusion processes The Annals of Applied Probability	2021-03-18	Paper
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing Journal of Econometrics	2019-10-23	Paper
Edgeworth expansion for the pre-averaging estimator Stochastic Processes and their Applications	2017-10-10	Paper
Inference from high-frequency data: a subsampling approach Journal of Econometrics	2017-03-10	Paper
Utility maximization in a binomial model with transaction costs: a duality approach based on the shadow price process International Journal of Theoretical and Applied Finance	2014-08-08	Paper
A short proof of the Doob-Meyer theorem Stochastic Processes and their Applications	2012-06-01	Paper
A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage The Annals of Probability	2012-01-09	Paper

Research outcomes over time

This page was built for person: Bezirgen Veliyev