Dimos Kambouroudis

Volatility forecasting across tanker freight rates: The role of oil price shocks

Konstantinos Gavriilidis, Dimos Kambouroudis, Katerina Tsakou et al. · Transportation Research Part E Logistics and Transportation Review · 2018 · 94 citations · Full text

Volatility Modeling, Economic Forecasting, Asset Pricing +9

Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models

Dimos Kambouroudis, David G. McMillan, Katerina Tsakou · Journal of Futures Markets · 2016 · 87 citations

Volatility Modeling, Engineering, Volatility Models +18

Are RiskMetrics forecasts good enough? Evidence from 31 stock markets

David G. McMillan, Dimos Kambouroudis · International Review of Financial Analysis · 2009 · 54 citations · Full text

Economic Forecasting, Engineering, Asset Pricing +10

Does VIX or volume improve GARCH volatility forecasts?

Dimos Kambouroudis, David G. McMillan · Applied Economics · 2015 · 49 citations

Forecasting Methodology, Volatility Modeling, Engineering +17

Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets

Burak Korkusuz, David G. McMillan, Dimos Kambouroudis · Empirical Economics · 2022 · 24 citations · Full text

Financial Network Analysis, Economics, Volatility Modeling +14