Bezirgen Veliyev : Citation Profile


Are you Bezirgen Veliyev?

Aarhus Universitet

3

H index

0

i10 index

17

Citations

RESEARCH PRODUCTION:

5

Articles

9

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 2
   Journals where Bezirgen Veliyev has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 2 (10.53 %)

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   Permalink: http://citec.repec.org/pve315
   Updated: 2019-11-16    RAS profile: 2019-01-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Bezirgen Veliyev.

Is cited by:

Cites to:

Shephard, Neil (6)

Meddahi, Nour (6)

Andersen, Torben (5)

Barndorff-Nielsen, Ole (4)

Tetenov, Aleksey (4)

Bollerslev, Tim (4)

Ait-Sahalia, Yacine (3)

Hautsch, Nikolaus (3)

Goncalves, Silvia (3)

Podolskij, Mark (3)

Lunde, Asger (2)

Main data


Where Bezirgen Veliyev has published?


Journals with more than one article published# docs
Stochastic Processes and their Applications2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Bezirgen Veliyev (2019 and 2018)


YearTitle of citing document
2017Is the diurnal pattern sufficient to explain the intraday variation in volatility? A nonparametric assessment. (2017). Podolskij, Mark ; Hounyo, Ulrich ; Christensen, Kim. In: CREATES Research Papers. RePEc:aah:create:2017-30.

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2018Multi-scale analysis of lead-lag relationships in high-frequency financial markets. (2018). Koike, Yuta ; Hayashi, Takaki. In: Papers. RePEc:arx:papers:1708.03992.

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2018Making No-Arbitrage Discounting-Invariant: A New FTAP Beyond NFLVR and NUPBR. (2018). Schweizer, Martin ; Balint, Daniel Agoston. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1823.

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2018Are low-frequency data really uninformative? A forecasting combination perspective. (2018). Ma, Feng ; Zhang, Yaojie ; Liu, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:92-108.

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2017Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading. (2017). Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:130-152.

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Works by Bezirgen Veliyev:


YearTitleTypeCited
2015Validity of Edgeworth expansions for realized volatility estimators In: CREATES Research Papers.
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paper2
2016Validity of Edgeworth expansions for realized volatility estimators.(2016) In: Econometrics Journal.
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This paper has another version. Agregated cites: 2
article
2015Inference from high-frequency data: A subsampling approach In: CREATES Research Papers.
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paper3
2017Inference from high-frequency data: A subsampling approach.(2017) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 3
article
2015Edgeworth expansion for the pre-averaging estimator In: CREATES Research Papers.
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paper0
2015Edgeworth expansion for the pre-averaging estimator.(2015) In: Papers.
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This paper has another version. Agregated cites: 0
paper
2017Edgeworth expansion for the pre-averaging estimator.(2017) In: Stochastic Processes and their Applications.
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This paper has another version. Agregated cites: 0
article
2018The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing In: CREATES Research Papers.
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paper0
2018Edgeworth expansion for Euler approximation of continuous diffusion processes In: CREATES Research Papers.
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paper0
2010A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage In: Papers.
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paper7
2012Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process In: Papers.
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paper0
2014UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS.(2014) In: International Journal of Theoretical and Applied Finance (IJTAF).
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This paper has another version. Agregated cites: 0
article
2019Functional Sequential Treatment Allocation In: Papers.
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paper0
2012A short proof of the Doob–Meyer theorem In: Stochastic Processes and their Applications.
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article5

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