A. Kolokolov

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 21 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 39 citations into it; #8,238 of 10,518 by trust here, #10,352 by citations
• Economics and Econometrics — 27 citations into it; #17,978 of 23,481 by trust here, #23,209 by citations

Whom A. Kolokolov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tim Bollerslev
2. Cecilia Mancini
3. Fulvio Corsi
4. Y. Amihud
5. Suzanne S. Lee
6. Ole E. Barndorff-Nielsen
7. Mark Podolskij
8. Torben G. Andersen
9. F. Longin
10. Nikolaus Hautsch

Who trusts A. Kolokolov overall

1. Claudio Pacati

Papers from A. Kolokolov's perspective

Ordered by how strongly the researchers A. Kolokolov trusts endorse each paper. Same corpus, a different order for every researcher.

1. Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
2. Variance Risk Premiums
3. A Simple Approximate Long-Memory Model of Realized Volatility
4. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
5. Expected stock returns and variance risk premia
6. Tails, Fears and Risk Premia
7. Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
8. No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications
9. Extreme Correlation of International Equity Markets
10. Risk, Jumps, and Diversification

Their papers

• Systemic Co-Jumps (2017) — 70 citations