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Are RiskMetrics forecasts good...
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1
Do artificial neural networks provide improved volatility forecasts : evidence from Asian markets
Sahiner, Mehmet
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Journal of economics and finance : JEF
47
(
2023
)
3
,
pp. 723-762
Persistent link: https://www.econbiz.de/10014380680
Saved in:
2
Left-tail risk and UK stock return predictability : underreaction, overreaction, and arbitrage difficulties
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
95
(
2024
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10015145283
Saved in:
3
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
4
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
5
Forecasting realised volatility : does the LASSO approach outperform HAR?
Ding, Yi
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803163
Saved in:
6
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
7
Lottery stocks in the UK : evidence, characteristics and cause
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International journal of banking, accounting and …
14
(
2024
)
1
,
pp. 58-96
Persistent link: https://www.econbiz.de/10015057209
Saved in:
8
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
9
Cross-border exchanges and volatility forecasting
Goyal, Abhinav
;
Kallinterakis, Vasileios
;
Kambouroudis, …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 789-799
Persistent link: https://www.econbiz.de/10011907940
Saved in:
10
Asymmetric patterns in international stock prices : evidence of random walk and reverting behaviour
McMillan, David G.
- In:
International economics & finance journal : (IEFJ)
2
(
2007
)
1/2
,
pp. 109-126
Persistent link: https://www.econbiz.de/10009911376
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