| Forecasting stock return volatility: a comparison of GARCH, Implied volatility, and realized volatility models DS Kambouroudis, DG McMillan, K Tsakou Journal of Futures Markets 36 (12), 1127-1163, 2016 | 110 | 2016 |
| Volatility forecasting across tanker freight rates: The role of oil price shocks K Gavriilidis, DS Kambouroudis, K Tsakou, DA Tsouknidis Transportation Research Part E: Logistics and Transportation Review 118, 376-391, 2018 | 78 | 2018 |
| Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility DS Kambouroudis, DG McMillan, K Tsakou Journal of Futures Markets 41 (10), 1618-1639, 2021 | 34 | 2021 |
| GARCH models and implied volatility DS Kambouroudis, DG McMillan, K Tsakou Working Paper, University of Sussex, 2013 | | 2013 |
