Aleksey Kolokolov, Ph.D.

Aleksey Kolokolov, Ph.D.
Program Area:
Financial Markets
Position:
Assistant Professor
Institution:
Research Center SAFE
Phone:
+49 69 798 30068
Email:
kolokolov@safe.uni-frankfurt.de
Room:
HoF 1.18
Website
Author/s Title Research Area Published
Massimiliano Caporin, Aleksey Kolokolov, Roberto Renò Systemic Co-Jumps
Journal of Financial Economics
Financial Markets, Systemic Risk Lab 2017
No. Author/s Title Research Area
149 Massimiliano Caporin, Aleksey Kolokolov, Roberto Renò Systemic Co-Jumps Financial Markets, Systemic Risk Lab
Researcher Project Category Status Project Duration Publication Count
Aleksey Kolokolov, Davide Pirino, Roberto Renò Econometric methods for high-frequency financial data analysis Financial Markets Ongoing 2018 0
Monica Billio, Massimiliano Caporin, Aleksey Kolokolov, Roberto Panzica, Loriana Pelizzon, Zorka Simon Network Connectivity, Systemic and Systematic Risk Financial Markets, Systemic Risk Lab Ongoing 2016 1
Patrice Fontaine, Mila Getmansky Sherman, Terrence John Hendershott, Aleksey Kolokolov, Loriana Pelizzon, Peter Sarlin, Jean-Pierre Zigrand Digging into High Frequency Data: Present and Future Risks and Opportunities Systemic Risk Lab, Data Center, Financial Markets Ongoing 2017 0
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