Does VIX or volume improve GARCH volatility forecasts?

von Kambouroudis, Dimos S.
Veröffentlicht in Applied economics (2016)

Is there an ideal in-sample length for forecasting volatility?

von Kambouroudis, Dimos S.
Veröffentlicht in Journal of international financial markets, institutions & money (2015)

Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models

von Kambouroudis, Dimos S.
Veröffentlicht in The journal of futures markets (2016)

Volatility forecasting across tanker freight rates : the role of oil price shocks

von Gavriilidis, Konstantinos
Veröffentlicht in Transportation research / E (2018)