| A machine learning approach to volatility forecasting K Christensen, M Siggaard, B Veliyev Journal of Financial Econometrics 21 (5), 1680-1727, 2023 | 104 | 2023 |
| A short proof of the Doob–Meyer theorem M Beiglboeck, W Schachermayer, B Veliyev Stochastic Processes and their applications 122 (4), 1204-1209, 2012 | 61 | 2012 |
| A GMM approach to estimate the roughness of stochastic volatility AE Bolko, K Christensen, MS Pakkanen, B Veliyev Journal of Econometrics 235 (2), 745-778, 2023 | 55* | 2023 |
| A direct proof of the Bichteler–Dellacherie theorem and connections to arbitrage M Beiglböck, W Schachermayer, B Veliyev Annals of Probability 39 (6), 2424-2440, 2011 | 36 | 2011 |
| Inference from high-frequency data: A subsampling approach K Christensen, M Podolskij, N Thamrongrat, B Veliyev Journal of Econometrics 197 (2), 245-272, 2017 | 24 | 2017 |
| Edgeworth expansion for the pre-averaging estimator M Podolskij, B Veliyev, N Yoshida Stochastic Processes and their Applications 127 (11), 3558-3595, 2017 | 15 | 2017 |
| Functional sequential treatment allocation AB Kock, D Preinerstorfer, B Veliyev Journal of the American Statistical Association 117 (539), 1311-1323, 2022 | 14 | 2022 |
| The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing K Christensen, M Thyrsgaard, B Veliyev Journal of Econometrics 212 (2), 556-583, 2019 | 11 | 2019 |
| Validity of Edgeworth expansions for realized volatility estimators U Hounyo, B Veliyev The Econometrics Journal 19 (1), 1-32, 2016 | 11 | 2016 |
| Edgeworth expansion for Euler approximation of continuous diffusion processes M Podolskij, B Veliyev, N Yoshida Annals of Applied Probability 30 (4), 1971-2003, 2020 | 10 | 2020 |
| Treatment recommendation with distributional targets AB Kock, D Preinerstorfer, B Veliyev Journal of Econometrics 234 (2), 624-646, 2023 | 9 | 2023 |
| Utility Maximization in a Binomial Model with transaction costs: A duality approach based on the shadow price process C Bayer, B Veliyev International Journal of Theoretical and Applied Finance 17 (4), 2014 | 9 | 2014 |
| A machine learning approach to volatility forecasting (Vol. 3): Department of Economics and Business Economics K Christensen, M Siggaard, B Veliyev Aarhus University, 2021 | 5 | 2021 |
| Warp speed price moves: Jumps after earnings announcements K Christensen, A Timmermann, B Veliyev Available at SSRN 4422376, 2023 | 4 | 2023 |
| Functional sequential treatment allocation with covariates AB Kock, D Preinerstorfer, B Veliyev Econometric Theory, 1-42, 2020 | 2 | 2020 |
| The incremental information in the yield curve about future interest rate risk BJ Christensen, MM Kjær, B Veliyev Journal of Banking & Finance 155, 106973, 2023 | 1 | 2023 |
| Warp Speed Price Moves: Jumps after Earnings Announcements A Timmermann, K Christensen, B Veliyev CEPR Discussion Papers, 2023 | | 2023 |
| REALIZED PRINCIPAL COMPONENT ANALYSIS OF NOISY HIGH-FREQUENCY DATA F Benvenuti, K Christensen, B Veliyev " Our battered suitcases were piled on the sidewalk again; We had longer …, 0 | | |
Kim ChristensenAarhus University在 econ.au.dk 的电子邮件经过验证
