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Aleksey Kolokolov
Aleksey Kolokolov
Manchester Business School
Email verificata su manchester.ac.uk - Home page
Titolo
Citata da
Citata da
Anno
Systemic co-jumps
M Caporin, A Kolokolov, R Renò
Journal of Financial Economics 126 (3), 563-591, 2017
782017
Do Designated Market Makers Provide Liquidity During Extreme Price Movements?
M Bellia, K Christensen, A Kolokolov, L Pelizzon, R Reno
Available at SSRN 4705101, 2023
46*2023
Zeros
FM Bandi, A Kolokolov, D Pirino, R Renò
Management Science 66 (8), 3466-3479, 2020
442020
Non-Standard Errors
E Kazak, A Kolokolov, L Mu, L Rognone, KR Schenk-Hoppé, S Zhang
Journal of Finance, 2023
42*2023
Statistical inferences for price staleness
A Kolokolov, G Livieri, D Pirino
Journal of Econometrics 218 (1), 32-81, 2020
172020
Multi-jumps
M Caporin, A Kolokolov, R Reno
Available at SSRN 2488603, 2014
132014
Jumps or staleness?
A Kolokolov, R Renò
Journal of Business & Economic Statistics, 1-17, 2023
82023
Estimating jump activity using multipower variation
A Kolokolov
Journal of Business & Economic Statistics 40 (1), 128-140, 2022
72022
Efficient multipowers
A Kolokolov, R Renò
Journal of Financial Econometrics 16 (4), 629-659, 2018
72018
Discontinuous trading in continuous-time econometrics
FM Bandi, A Kolokolov, D Pirino, R Renò
Available at SSRN 4351618, 2023
6*2023
BUMVU estimators
A Kolokolov, R Renò, P Zoi
Available at SSRN 4538282, 2023
22023
An unbounded intensity model for point processes
K Christensen, A Kolokolov
Available at SSRN 4513848, 2023
22023
Criptocrashes
A Kolokolov
Available at SSRN 4663313, 2023
2023
Testing for endogeneity of irregular sampling schemes
A Kolokolov, G Livieri, D Pirino
CEIS Working Paper, 2022
2022
Systemic co-jumps (web appendix)
M Caporin, A Kolokolov, R Reno
2016
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–15