Department of Economics and Business Economics

Bezirgen Veliyev

  1. 2019
  2. Accepted/In press

    Edgeworth expansion for Euler approximation of continuous diffusion processes. / Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro.

    In: Annals of Applied Probability, 21.11.2019.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. Published

    The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing. / Christensen, Kim; Thyrsgaard, Martin; Veliyev, Bezirgen.

    In: Journal of Econometrics, Vol. 212, No. 2, 10.2019, p. 556-583.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  4. Unpublished

    Functional Sequential Treatment Allocation. / Kock, Anders Bredahl; Preinerstorfer, David; Veliyev, Bezirgen.

    In: arXiv, 01.01.2019.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearch

  5. 2018
  6. Published

    Edgeworth expansion for Euler approximation of continuous diffusion processes. / Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.

    Research output: Working paperResearch

  7. Published
  8. 2017
  9. Published

    Edgeworth expansion for the pre-averaging estimator. / Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro.

    In: Stochastic Processes and Their Applications, Vol. 127, No. 11, 2017, p. 3558-3595 .

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  10. Published

    Inference from high-frequency data : A subsampling approach. / Christensen, Kim; Podolskij, Mark; Thamrongrat, Nopporn; Veliyev, Bezirgen.

    In: Journal of Econometrics, Vol. 197, No. 2, 2017, p. 245–272.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  11. 2016
  12. Published

    Validity of Edgeworth expansions for realized volatility estimators. / Hounyo, Ulrich; Veliyev, Bezirgen.

    In: Econometrics Journal, Vol. 19, No. 1, 2016, p. 1-32.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  13. 2015
  14. Published

    Edgeworth expansion for the pre-averaging estimator. / Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: Working paperResearch

  15. Published

    Validity of Edgeworth expansions for realized volatility estimators. / Hounyo, Ulrich; Veliyev, Bezirgen.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: Working paperResearch

  16. 2014
  17. Published

    Utility maximization in a binomial model with transaction costs : A duality approach based on the shadow price process. / Bayer, Christian; Veliyev, Bezirgen.

    In: International Journal of Theoretical and Applied Finance, Vol. 17, No. 4, 13.06.2014, p. 1-27.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  18. 2012
  19. Published

    A short proof of the Doob-Meyer theorem. / Beiglböck, Mathias; Schachermayer, Walter; Veliyev, Bezirgen.

    In: Stochastic Processes and Their Applications, Vol. 122, No. 4, 01.04.2012, p. 1204-1209.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  20. 2011
  21. Published

    A direct proof of the Bichteler-Dellacherie Theorem and connections to arbitrage. / Beiglböck, Mathias; Schachermayer, Walter; Veliyev, Bezirgen.

    In: Annals of Probability, Vol. 39, No. 6, 01.11.2011, p. 2424-2440.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review