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Aleksey Kolokolov · Study
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Author
Aleksey Kolokolov
4 works
· latest 2023
· 2 institutions
cluster: provisional
ORCID 0009-0005-3512-4366
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Citations
171
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Most cited in this library
Systemic co-jumps
2017 · 79 citations
Zeros
2020 · 45 citations
Statistical inferences for price staleness
2020 · 26 citations
Jumps or Staleness?
2023 · 21 citations
Works
4 shown
Jumps or Staleness?
Journal of Business and Economic Statistics
·
2023
·
2 authors
·
Open access
21
citations
Zeros
Management Science
·
2020
·
4 authors
·
Open access
45
citations
Statistical inferences for price staleness
Journal of Econometrics
·
2020
·
3 authors
·
Open access
26
citations
Systemic co-jumps
Journal of Financial Economics
·
2017
·
3 authors
·
Open access
79
citations