| Systemic co-jumps M Caporin, A Kolokolov, R Renò Journal of Financial Economics 126 (3), 563-591, 2017 | 79 | 2017 |
| Non-Standard Errors E Kazak, A Kolokolov, L Mu, L Rognone, KR Schenk-Hoppé, S Zhang Journal of Finance, 2023 | 47* | 2023 |
| Do Designated Market Makers Provide Liquidity During Extreme Price Movements? M Bellia, K Christensen, A Kolokolov, L Pelizzon, R Reno Available at SSRN 4705101, 2023 | 46* | 2023 |
| Zeros FM Bandi, A Kolokolov, D Pirino, R Renò Management Science 66 (8), 3466-3479, 2020 | 45 | 2020 |
| Statistical inferences for price staleness A Kolokolov, G Livieri, D Pirino Journal of Econometrics 218 (1), 32-81, 2020 | 17 | 2020 |
| Multi-jumps M Caporin, A Kolokolov, R Reno Available at SSRN 2488603, 2014 | 13 | 2014 |
| Jumps or staleness? A Kolokolov, R Renò Journal of Business & Economic Statistics, 1-17, 2023 | 8 | 2023 |
| Estimating jump activity using multipower variation A Kolokolov Journal of Business & Economic Statistics 40 (1), 128-140, 2022 | 7 | 2022 |
| Efficient multipowers A Kolokolov, R Renò Journal of Financial Econometrics 16 (4), 629-659, 2018 | 7 | 2018 |
| Discontinuous trading in continuous-time econometrics FM Bandi, A Kolokolov, D Pirino, R Renò Available at SSRN 4351618, 2023 | 6* | 2023 |
| BUMVU estimators A Kolokolov, R Renò, P Zoi Available at SSRN 4538282, 2023 | 2 | 2023 |
| An unbounded intensity model for point processes K Christensen, A Kolokolov Available at SSRN 4513848, 2023 | 2 | 2023 |
| Criptocrashes A Kolokolov Available at SSRN 4663313, 2023 | | 2023 |
| Testing for endogeneity of irregular sampling schemes A Kolokolov, G Livieri, D Pirino CEIS Working Paper, 2022 | | 2022 |
| Systemic co-jumps (web appendix) M Caporin, A Kolokolov, R Reno | | 2016 |
