Aleksey Kolokolov

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Overview

Aleksey Kolokolov is currently working as a lecturer in finance at the Alliance Manchester Business School. He is an experienced researcher with excellent record of publications in top journals including Journal of Financial Economics, Management Science and Journal of Econometrics. Aleksey obtained his Ph.D degree in Econometrics and Empirical Economics from the University of Rome "Tor Vergata" (Italy). His research interests lie primarily in the financial econometrics. His current research papers are dedicated to developing novel econometric methods for real-time and off-line detection of local trends in financial prices, flash crashes, asset price jumps and financial bubbles, and modelling the dynamics of cryptocurrencies and forecasting volatility of financial assets. Aleksey Kolokolov provide consultcy for industry professionals.

Research interests

Financial econometrics, high-frequency data analysis, asset price jumps, flash crashes, financial bubbles

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