| 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 |
| Are RiskMetrics forecasts good enough? Evidence from 31 stock markets DG McMillan, D Kambouroudis International Review of Financial Analysis 18 (3), 117-124, 2009 | 64 | 2009 |
| Does VIX or volume improve GARCH volatility forecasts? DS Kambouroudis, DG McMillan Applied Economics 48 (13), 1210-1228, 2016 | 61 | 2016 |
| 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 | 33 | 2021 |
| Forecasting realised volatility: Does the LASSO approach outperform HAR? Y Ding, D Kambouroudis, DG McMillan Journal of International Financial Markets, Institutions and Money 74, 101386, 2021 | 12 | 2021 |
| Is there an ideal in-sample length for forecasting volatility? DS Kambouroudis, DG McMillan Journal of International Financial Markets, Institutions and Money 37, 114-137, 2015 | 12 | 2015 |
| Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets B Korkusuz, DG McMillan, D Kambouroudis Empirical Economics 64 (4), 1517-1537, 2023 | 6 | 2023 |
| Expected profitability, the 52-week high and the idiosyncratic volatility puzzle M Khasawneh, DG McMillan, D Kambouroudis The European Journal of Finance 29 (14), 1621-1648, 2023 | 3 | 2023 |
| Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets B Korkusuz, D Kambouroudis, DG McMillan Finance Research Letters 55, 103992, 2023 | 3 | 2023 |
| Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets M Sahiner, DG McMillan, D Kambouroudis Journal of Economics and Finance 47 (3), 723-762, 2023 | 2 | 2023 |
| Modeling and forecasting stock market volatility in frontier markets: evidence from four European and Four African frontier markets DS Kambouroudis Handbook of Frontier Markets, 39-54, 2016 | 2 | 2016 |
| Lottery stocks in the UK: evidence, characteristics and cause M Khasawneh, DG McMillan, D Kambouroudis International Journal of Banking, Accounting and Finance 14 (1), 58-96, 2024 | 1 | 2024 |
| Cross-border exchanges and volatility forecasting A Goyal, V Kallinterakis, D Kambouroudis, J Laws Quantitative Finance 18 (5), 789-799, 2018 | 1 | 2018 |
| Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties M Khasawneh, DG McMillan, D Kambouroudis International Review of Financial Analysis, 103333, 2024 | | 2024 |
| Forecasting Realised Volatility Using Regime-Switching Models Y Ding, DS Kambouroudis, DG McMillan Available at SSRN 4415386, 2023 | | 2023 |
| Lottery Stocks in the UK: Evidence, Characteristics and Cause D McMillan, D Kambouroudis, M Khasawneh International Journal of Banking, Accounting and Finance, 2022 | | 2022 |
| Stock-Bond Return Dynamic Correlation and Macroeconomic Announcements: Time-Scale Analysis and the Effects of Financial Crises A Rababa'a, A Razzaq, DS Kambouroudis, DG McMillan Available at SSRN 3178710, 2018 | | 2018 |
| Explaining Subsequent Trading Activity Using Wavelet Time-Scale Analysis: International Evidence A Rababa'a, A Razzaq, DS Kambouroudis, DG McMillan Available at SSRN 3178713, 2018 | | 2018 |
| Volatility and Value-at-Risk Forecasting: Does Wavelet De-Noising Help? A Rababa'a, A Razzaq, DS Kambouroudis, DG McMillan Available at SSRN 2923398, 2017 | | 2017 |
David McMillanUniversity of StirlingVerified email at stir.ac.uk
