About Me

Aleksey Kolokolov is an Assistant Professor in Finance with a wide range of research interests. He focuses on econometrics and financial markets, with specific contributions to advanced statistical methods, high-frequency data analysis, forecasting, modelling jumps and flash-crashes. 

Currently, he is affiliated with the New Economic School (NES) in Moscow. Previously, Aleksey was affiliated with Alliance Manachester Business School, the University of Manchester.

He holds a PhD in Econometrics and Empirical Economics at the University of Rome "Tor Vergata", Italy.