Dr Aleksey Kolokolov

Lecturer in Finance

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Publications

  1. 2020
  2. Published

    Statistical inferences for price staleness

    Kolokolov, A., Livieri, G. & Pirino, D., 1 Sep 2020, In: Journal of Econometrics. 218, 1, p. 32-81 50 p.

    Research output: Contribution to journalArticlepeer-review

  3. E-pub ahead of print

    Estimating Jump Activity Using Multipower Variation

    Kolokolov, A., 25 Jun 2020, (E-pub ahead of print) In: Journal of Business and Economic Statistics.

    Research output: Contribution to journalArticlepeer-review

  4. Published

    Zeros

    Kolokolov, A., Bandi, F., Renò, R. & Pirino, D., 8 May 2020, In: MANAGEMENT SCIENCE. 66, 8, p. 3466-3479 14 p.

    Research output: Contribution to journalArticlepeer-review

  5. 2018
  6. Published

    Efficient multipowers

    Kolokolov, A. & Renò, R., 1 Sep 2018, In: Journal of Financial Econometrics. 16, 4, p. 629-659 31 p.

    Research output: Contribution to journalArticlepeer-review

  7. 2017
  8. Published

    Systemic co-jumps

    Caporin, M., Kolokolov, A. & Renò, R., 1 Dec 2017, In: Journal of Financial Economics. 126, 3, p. 563-591 29 p.

    Research output: Contribution to journalArticlepeer-review

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