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~person:"Kambouroudis, Dimos S."
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Kambouroudis, Dimos S.
McMillan, David G.
353
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Forecasting realized volatility : The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
Journal of Futures Markets
41
(
2021
)
10
,
pp. 1618-1639
Persistent link: https://www.econbiz.de/10012632620
Saved in:
2
Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
3
Is there an ideal in-sample length for forecasting volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
4
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
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