Dimos S Kambouroudis

University of Stirling - Department of Accounting and Finance

Stirling, Scotland FK9 4LA

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

224

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Volatility and Value-at-Risk Forecasting: Does Wavelet De-Noising Help?

Number of pages: 52 Posted: 27 Feb 2017
Abdel Razzaq Al Rababa'a, Dimos S Kambouroudis and David G. McMillan
University of Stirling - Department of Accounting and Finance, University of Stirling - Department of Accounting and Finance and University of Stirling
Downloads 116 (260,248)

Abstract:

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Wavelet; De-noising; Volatility; Forecasting, Value-at-Risk

2.

Stock-Bond Return Dynamic Correlation and Macroeconomic Announcements: Time-Scale Analysis and the Effects of Financial Crises

Number of pages: 66 Posted: 25 May 2018
Abdel Razzaq Al Rababa'a, Dimos S Kambouroudis and David G. McMillan
University of Stirling - Department of Accounting and Finance, University of Stirling - Department of Accounting and Finance and University of Stirling
Downloads 63 (378,195)

Abstract:

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Stock-bond Dynamic Correlation, Macroeconomic Surprises, Financial Crises, Wavelet

3.

Explaining Subsequent Trading Activity Using Wavelet Time-Scale Analysis: International Evidence

Number of pages: 39 Posted: 25 May 2018
Abdel Razzaq Al Rababa'a, Dimos S Kambouroudis and David G. McMillan
University of Stirling - Department of Accounting and Finance, University of Stirling - Department of Accounting and Finance and University of Stirling
Downloads 24 (541,352)

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Investor Overconfidence, Subsequent Trading, Recent Return, Subsequent Return, Wavelet

4.

Volatility Forecasting Across Tanker Freight Rates: The Role of Oil Price Shocks

Number of pages: 35 Posted: 27 Feb 2019
University of Stirling, University of Stirling - Department of Accounting and Finance, Swansea University and University of Piraeus - Department of Maritime Studies
Downloads 13 (612,252)
Citation 1

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Volatility Forecasts, Tanker Freight Rates, Oil Price Shocks, GARCH-X Models

5.

Cross-Border Exchanges and Volatility Forecasting

Forthcoming in Quantitative Finance, 2018
Number of pages: 30 Posted: 02 Aug 2018
Abhinav Goyal, Vasileios Kallinterakis, Dimos S Kambouroudis and Jason Laws
University College Cork, University of Liverpool - Management School (ULMS), University of Stirling - Department of Accounting and Finance and University of Liverpool - Accounting and Finance Division
Downloads 8 (647,323)

Abstract:

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volatility forecasting; exchange groups; feedback trading; global financial crisis