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Veliyev, Bezirgen

Co-Author Distance
Author ID: veliyev.bezirgen Recent zbMATH articles by "Veliyev, Bezirgen"
Published as: Veliyev, Bezirgen; Veliyev, B.
External Links: MGP
Documents Indexed: 11 Publications since 2011
Co-Authors: 13 Co-Authors with 11 Joint Publications
358 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
3 Christensen, Kim
3 Podolskij, Mark
2 Beiglböck, Mathias
2 Kock, Anders Bredahl
2 Preinerstorfer, David
2 Schachermayer, Walter
2 Yoshida, Nakahiro
1 Bayer, Christian
1 Bolko, Anine E.
1 Hounyo, Ulrich
1 Pakkanen, Mikko S.
1 Thamrongrat, Nopporn
1 Thyrsgaard, Martin
all top 5

Serials

4 Journal of Econometrics
2 Stochastic Processes and their Applications
1 The Annals of Probability
1 Journal of the American Statistical Association
1 The Annals of Applied Probability
1 The Econometrics Journal
1 International Journal of Theoretical and Applied Finance

Fields

7 Statistics (62-XX)
6 Probability theory and stochastic processes (60-XX)
5 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 Systems theory; control (93-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

9 Publications have been cited 62 times in 52 Documents Cited by ▼ Year ▼
A short proof of the Doob-Meyer theorem. Zbl 1278.60068
Beiglböck, Mathias; Schachermayer, Walter; Veliyev, Bezirgen
12
2012
A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage. Zbl 1232.60028
Beiglböck, Mathias; Schachermayer, Walter; Veliyev, Bezirgen
11
2011
Edgeworth expansion for the pre-averaging estimator. Zbl 1381.60071
Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro
8
2017
Inference from high-frequency data: a subsampling approach. Zbl 1422.62308
Christensen, K.; Podolskij, M.; Thamrongrat, N.; Veliyev, B.
8
2017
Validity of Edgeworth expansions for realized volatility estimators. Zbl 1521.62194
Hounyo, Ulrich; Veliyev, Bezirgen
6
2016
Utility maximization in a binomial model with transaction costs: a duality approach based on the shadow price process. Zbl 1396.91675
Bayer, Christian; Veliyev, Bezirgen
5
2014
A GMM approach to estimate the roughness of stochastic volatility. Zbl 07704472
Bolko, Anine E.; Christensen, Kim; Pakkanen, Mikko S.; Veliyev, Bezirgen
5
2023
Edgeworth expansion for Euler approximation of continuous diffusion processes. Zbl 1472.60097
Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro
4
2020
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing. Zbl 1452.62753
Christensen, Kim; Thyrsgaard, Martin; Veliyev, Bezirgen
3
2019
A GMM approach to estimate the roughness of stochastic volatility. Zbl 07704472
Bolko, Anine E.; Christensen, Kim; Pakkanen, Mikko S.; Veliyev, Bezirgen
5
2023
Edgeworth expansion for Euler approximation of continuous diffusion processes. Zbl 1472.60097
Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro
4
2020
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing. Zbl 1452.62753
Christensen, Kim; Thyrsgaard, Martin; Veliyev, Bezirgen
3
2019
Edgeworth expansion for the pre-averaging estimator. Zbl 1381.60071
Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro
8
2017
Inference from high-frequency data: a subsampling approach. Zbl 1422.62308
Christensen, K.; Podolskij, M.; Thamrongrat, N.; Veliyev, B.
8
2017
Validity of Edgeworth expansions for realized volatility estimators. Zbl 1521.62194
Hounyo, Ulrich; Veliyev, Bezirgen
6
2016
Utility maximization in a binomial model with transaction costs: a duality approach based on the shadow price process. Zbl 1396.91675
Bayer, Christian; Veliyev, Bezirgen
5
2014
A short proof of the Doob-Meyer theorem. Zbl 1278.60068
Beiglböck, Mathias; Schachermayer, Walter; Veliyev, Bezirgen
12
2012
A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage. Zbl 1232.60028
Beiglböck, Mathias; Schachermayer, Walter; Veliyev, Bezirgen
11
2011
all cited Publications top 5 cited Publications
all top 5

Cited by 81 Authors

8 Yoshida, Nakahiro
4 Hounyo, Ulrich
4 Podolskij, Mark
3 Christensen, Kim
3 Rosenbaum, Mathieu
3 Veliyev, Bezirgen
2 Chong, Carsten H.
2 Hoffmann, Marc
2 Kuhn, Christoph
2 Mostovyi, Oleksii
2 Siorpaes, Pietro
2 Szymansky, Grégoire
2 Tudor, Ciprian A.
2 Yamagishi, Hayate
1 Ahn, Sang Jin
1 Ahn, Seryoong
1 Akdim, Khadija
1 Bálint, Dániel Ágoston
1 Basse-O’Connor, Andreas
1 Beiglböck, Mathias
1 Bolko, Anine E.
1 Dostál, Petr
1 Eddahbi, M’hamed
1 Ekren, Ibrahim
1 Forde, Martin
1 Gonçalves, Sílvia
1 Haddadi, Mouna
1 He, Lidan
1 Hu, Wei
1 Huang, DanYang
1 Jacka, Saul D.
1 Jeong, Seungwon
1 Jing, Bingyi
1 Jørgensen, Palle E. T.
1 Kalnina, Ilze
1 Karandikar, Rajeeva Laxman
1 Karatzas, Ioannis
1 Kardaras, Constantinos
1 Klůjová, Jana
1 Koike, Yuta
1 Kong, Xinbing
1 Koo, Hyeng Keun
1 Kruglov, Victor M.
1 Léveillé, Ghislain
1 Liu, Qiang
1 Liu, Weiyi
1 Liu, Zhi
1 Meddahi, Nour
1 Mies, Fabian
1 Mitric, Ilie-Radu
1 Molitor, Alexander
1 Nadtochiy, Sergey
1 Neufeld, Ariel David
1 Nielsen, Mikkel Slot
1 Norgilas, Dominykas
1 Nualart, David
1 Nutz, Marcel
1 Pakkanen, Mikko S.
1 Quek, Gary
1 Rao, Bhamidi V.
1 Rogala, Tomasz
1 Rogers, L. C. G.
1 Rosiński, Jan
1 Schachermayer, Walter
1 Scheckter, Thomas Tzvi
1 Smith, Benjamin
1 Steland, Ansgar
1 Stettner, Łukasz
1 Sukochev, Fedor Anatol’evich
1 Tang, Yinfen
1 Tian, Feng
1 Ulbricht, Björn
1 Vetter, Mathias
1 Vovk, Vladimir G.
1 Wang, Guanjun
1 Wang, Mingjin
1 Wu, Fan
1 Zanin, Dmitriy V.
1 Zhang, Bo
1 Zhang, Jianfei
1 Zhang, Zhiyuan
all top 5

Cited in 35 Serials

7 Stochastic Processes and their Applications
3 Journal of Econometrics
3 The Annals of Applied Probability
3 Finance and Stochastics
3 Statistical Inference for Stochastic Processes
2 Stochastic Analysis and Applications
2 Econometric Theory
2 Mathematics and Financial Economics
1 Journal of Mathematical Analysis and Applications
1 Metrika
1 Studia Mathematica
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Statistics
1 Applied Mathematics and Optimization
1 Illinois Journal of Mathematics
1 Kybernetika
1 Mathematica Scandinavica
1 SIAM Journal on Control and Optimization
1 Statistics & Probability Letters
1 Journal of Time Series Analysis
1 Probability Theory and Related Fields
1 Econometric Reviews
1 Communications in Statistics. Theory and Methods
1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
1 Applied Mathematical Finance
1 Electronic Journal of Probability
1 Mathematical Finance
1 International Journal of Theoretical and Applied Finance
1 Scandinavian Actuarial Journal
1 Electronic Journal of Statistics
1 East Asian Mathematical Journal
1 Journal of Business and Economic Statistics
1 Sankhyā. Series A
1 Japanese Journal of Statistics and Data Science
1 Frontiers of Mathematical Finance
all top 5

Cited in 12 Fields

37 Probability theory and stochastic processes (60-XX)
24 Statistics (62-XX)
17 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
5 Systems theory; control (93-XX)
1 Combinatorics (05-XX)
1 Real functions (26-XX)
1 Measure and integration (28-XX)
1 Sequences, series, summability (40-XX)
1 Functional analysis (46-XX)
1 Calculus of variations and optimal control; optimization (49-XX)
1 Computer science (68-XX)
1 Operations research, mathematical programming (90-XX)

Citations by Year