Bezirgen Veliyev
Aarhus Universitet
H-index: 9
Europe-Denmark
Top articles of Bezirgen Veliyev
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
A GMM approach to estimate the roughness of stochastic volatility | Journal of Econometrics | Anine E Bolko Kim Christensen Mikko S Pakkanen Bezirgen Veliyev | 2023/8/1 |
Treatment recommendation with distributional targets | Journal of Econometrics | Anders Bredahl Kock David Preinerstorfer Bezirgen Veliyev | 2023/6/1 |
Warp Speed Price Moves: Jumps after Earnings Announcements | Available at SSRN 4422376 | Kim Christensen Allan Timmermann Bezirgen Veliyev | 2023/4/5 |
A machine learning approach to volatility forecasting | Journal of Financial Econometrics | Kim Christensen Mathias Siggaard Bezirgen Veliyev | 2023/12/15 |
The incremental information in the yield curve about future interest rate risk | Journal of Banking & Finance | Bent Jesper Christensen Mads Markvart Kjær Bezirgen Veliyev | 2023/10/1 |
Functional sequential treatment allocation | Journal of the American Statistical Association | Anders Bredahl Kock David Preinerstorfer Bezirgen Veliyev | 2022/9/14 |
Edgeworth expansion for Euler approximation of continuous diffusion processes | Annals of Applied Probability | Mark Podolskij Bezirgen Veliyev Nakahiro Yoshida | 2020/8/1 |
Functional sequential treatment allocation with covariates | Econometric Theory | Anders Bredahl Kock David Preinerstorfer Bezirgen Veliyev | 2020/1 |
Co-Authors
