Narrow search
Showing 1 - 10 of 249
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Nonlinear predictability of short-run deviations in UK stock market return
McMillan, David G. - In: Economics letters 84 (2004) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10002116187