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Aleksey Kolokolov

Aleksey Kolokolov

Manchester University

H-index: 7

North America-United States

Contact Aleksey Kolokolov

About Aleksey Kolokolov

Aleksey Kolokolov, With an exceptional h-index of 7 and a recent h-index of 7 (since 2020), a distinguished researcher at Manchester University, specializes in the field of Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Jumps or staleness?

Discontinuous trading in continuous-time econometrics

Do Designated Market Makers Provide Liquidity During Extreme Price Movements?

Criptocrashes

BUMVU estimators

An unbounded intensity model for point processes

Non-Standard Errors

Testing for endogeneity of irregular sampling schemes

Aleksey Kolokolov Information

University

Position

Manchester Business School

Citations(all)

259

Citations(since 2020)

230

Cited By

84

hIndex(all)

7

hIndex(since 2020)

7

i10Index(all)

6

i10Index(since 2020)

5

Email

University Profile Page

Google Scholar

Aleksey Kolokolov Skills & Research Interests

Econometrics

Top articles of Aleksey Kolokolov

Jumps or staleness?

Journal of Business & Economic Statistics

2024/4/2

Aleksey Kolokolov
Aleksey Kolokolov

H-Index: 5

Discontinuous trading in continuous-time econometrics

Available at SSRN 4351618

2023/2/8

Aleksey Kolokolov
Aleksey Kolokolov

H-Index: 5

Do Designated Market Makers Provide Liquidity During Extreme Price Movements?

Available at SSRN 4705101

2023

Kim Christensen
Kim Christensen

H-Index: 11

Aleksey Kolokolov
Aleksey Kolokolov

H-Index: 5

Loriana Pelizzon
Loriana Pelizzon

H-Index: 20

Criptocrashes

Available at SSRN 4663313

2023/12/13

Aleksey Kolokolov
Aleksey Kolokolov

H-Index: 5

BUMVU estimators

Available at SSRN 4538282

2023/8/10

Aleksey Kolokolov
Aleksey Kolokolov

H-Index: 5

An unbounded intensity model for point processes

Available at SSRN 4513848

2023/7

Kim Christensen
Kim Christensen

H-Index: 11

Aleksey Kolokolov
Aleksey Kolokolov

H-Index: 5

Non-Standard Errors

2021/11/11

Felix Holzmeister
Felix Holzmeister

H-Index: 10

Juergen Huber
Juergen Huber

H-Index: 21

Michael Kirchler
Michael Kirchler

H-Index: 28

Utz Weitzel
Utz Weitzel

H-Index: 22

Yacine Ait-Sahalia
Yacine Ait-Sahalia

H-Index: 41

Vitali Alexeev
Vitali Alexeev

H-Index: 7

Diego Amaya
Diego Amaya

H-Index: 5

James Angel
James Angel

H-Index: 14

Gaetan Bakalli
Gaetan Bakalli

H-Index: 4

Andrea Barbon
Andrea Barbon

H-Index: 3

Oleg Bondarenko
Oleg Bondarenko

H-Index: 14

Elie Bouri
Elie Bouri

H-Index: 38

Gunther Capelle-Blancard
Gunther Capelle-Blancard

H-Index: 17

Massimiliano Caporin
Massimiliano Caporin

H-Index: 21

Tolga Caskurlu
Tolga Caskurlu

H-Index: 2

Bidisha Chakrabarty
Bidisha Chakrabarty

H-Index: 12

Mikhail Chernov
Mikhail Chernov

H-Index: 20

Tarun Chordia
Tarun Chordia

H-Index: 33

Benjamin Clapham
Benjamin Clapham

H-Index: 5

Hans Degryse
Hans Degryse

H-Index: 27

Christophe Desagre
Christophe Desagre

H-Index: 0

Thomas Dimpfl
Thomas Dimpfl

H-Index: 18

Teodor Dyakov
Teodor Dyakov

H-Index: 3

Michał Dzieliński
Michał Dzieliński

H-Index: 7

Izidin El Kalak
Izidin El Kalak

H-Index: 5

Michael Farrell
Michael Farrell

H-Index: 1

Andrea Flori
Andrea Flori

H-Index: 8

Sean Foley
Sean Foley

H-Index: 11

Michael Frömmel
Michael Frömmel

H-Index: 11

Sascha Füllbrunn
Sascha Füllbrunn

H-Index: 9

Baoqing Gan
Baoqing Gan

H-Index: 1

Dirk Gerritsen
Dirk Gerritsen

H-Index: 7

Javier Gil-Bazo
Javier Gil-Bazo

H-Index: 7

Ufuk Güçbilmez
Ufuk Güçbilmez

H-Index: 4

Joachim Grammig
Joachim Grammig

H-Index: 11

Björn Hagströmer
Björn Hagströmer

H-Index: 10

Lawrence Harris
Lawrence Harris

H-Index: 8

Nikolaus Hautsch
Nikolaus Hautsch

H-Index: 20

Terrence Hendershott
Terrence Hendershott

H-Index: 25

Ann Marie Hibbert
Ann Marie Hibbert

H-Index: 8

Erik Hjalmarsson
Erik Hjalmarsson

H-Index: 14

Alex R Horenstein
Alex R Horenstein

H-Index: 4

Da Huang
Da Huang

H-Index: 2

Christophe Hurlin
Christophe Hurlin

H-Index: 24

Alexey Ivashchenko
Alexey Ivashchenko

H-Index: 1

Hossein Jahanshahloo
Hossein Jahanshahloo

H-Index: 1

Andreas Kaeck
Andreas Kaeck

H-Index: 9

Arzé Karam
Arzé Karam

H-Index: 3

Egle Karmaziene
Egle Karmaziene

H-Index: 3

Ekaterina Kazak
Ekaterina Kazak

H-Index: 2

Vincent Van Kervel
Vincent Van Kervel

H-Index: 4

Saad Khan
Saad Khan

H-Index: 5

Marta Khomyn
Marta Khomyn

H-Index: 1

Tony Klein
Tony Klein

H-Index: 10

Aleksey Kolokolov
Aleksey Kolokolov

H-Index: 5

Testing for endogeneity of irregular sampling schemes

2022/12/19

Aleksey Kolokolov
Aleksey Kolokolov

H-Index: 5

Estimating jump activity using multipower variation

Journal of Business & Economic Statistics

2022/1/2

Aleksey Kolokolov
Aleksey Kolokolov

H-Index: 5

Statistical inferences for price staleness

Journal of Econometrics

2020/9/1

Aleksey Kolokolov
Aleksey Kolokolov

H-Index: 5

Zeros

2022/9/24

Graziano Gentili
Graziano Gentili

H-Index: 15

See List of Professors in Aleksey Kolokolov University(Manchester University)