Bezirgen Veliyev

Available identifiers

Publication	Date of Publication	Type
Functional sequential treatment allocation with covariates	2025-01-20	Paper
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

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