Profile Details

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Hire Dr. Aleksey K.

United Kingdom

USD 300 /hr

Expert in Financial Econometrics (10+ years of research experience)

Profile Summary

I am an Assistant professor at Alliance Manchester Business School. I am an experienced researcher with excellent record of publications in top peer-reviewed econometric and finance journals. My research interests are financial econometrics, statistics and machine learning with the main focus on high-frequency data analysis. I have broad experience in other econometric methods. I provide consultancy regarding theoretical and practical aspects of financial econometrics and machine learning for finance. My prior consultancy experience include, for example, - Using Machine learning for CDS spread nowcasting and forecasting. - Robust estimation of factor-based risk models for stock prices.

Subject Matter Expertise

• ★ Econometrics
• ☆ Machine Learning
• ☆ Financial Modeling
• ☆ Statistics

Services

• Research
• Consulting
• Data & AI

Research Scientific and Technical Research

Consulting Scientific and Technical Consulting

Data & AI Statistical Analysis

Work Experience

Alliance Manchester Business School, University of Manchester

- Present

ASSISTANT PROFESSOR

Alliance Manchester Business School

September 2018 - Present

Education

PhD in Econometrics and Empirical Economics

University of Rome "Tor Vergata"

August 2010 - October 2013

Certifications

• Certification details not provided.

Publications

JOURNAL ARTICLE

Aleksey Kolokolov, Roberto Renò(2023). Jumps or Staleness? . Journal of Business & Economic Statistics. p. 1--17. Informa {UK} Limited

Aleksey Kolokolov(2022). Estimating Jump Activity Using Multipower Variation . Journal of Business & Economic Statistics. 40. (1). p. 128--140. Informa {UK} Limited

Aleksey Kolokolov, Giulia Livieri, Davide Pirino(2020). Statistical inferences for price staleness . Journal of Econometrics. 218. (1). p. 32--81. Elsevier {BV}

Aleksey Kolokolov, Federico Bandi, DAVIDE ERMINIO PIRINO, Roberto Renò(2020). Zeros . Management Science. 66. (8). p. 3466--3479. Institute for Operations Research and the Management Sciences ({INFORMS})

Aleksey Kolokolov, Roberto Renò(2018). Efficient Multipowers* . Journal of Financial Econometrics. 16. (4). p. 629--659. Oxford University Press ({OUP})

Aleksey Kolokolov, Massimiliano Caporin, Roberto Renò(2017). Systemic co-jumps . Journal of Financial Economics. 126. (3). p. 563--591. Elsevier {BV}