Dimos joined the University of Stirling in September 2012 as a Lecturer in Finance. Before joining the University of Stirling, Dimos worked for the University of Edinburgh Business School and Durham Business School. He obtained his PhD from the University of St. Andrews School of Management and holds an MSc in Finance and Investment from Durham University, an MSc in Computer Based Information Systems and a BA (Hons) in Business Administration from the University of Sunderland. Dimos is a Fellow of the Higher Education Academy.
Dimo’s research looks at modelling and forecasting the volatility of stock markets in both developed and emerging markets, and with applications to risk management. Taking into account a number of different parameters such as the model, in and out of sample periods, trading volume and the volatility index; the main aim is on improving the accuracy of the volatility forecasts. Since high volatility is associated with uncertainty market disruption, accurately modelling and forecasting volatility helps manage and control risk.
Gavriilidis K, Kambouroudis DS, Tsakou K & Tsouknidis DA (2018) Volatility forecasting across tanker freight rates: the role of oil price shocks. Transportation Research Part E: Logistics and Transportation Review, 118, pp. 376-391. https://doi.org/10.1016/j.tre.2018.08.012
Kambouroudis DS, McMillan D & Tsakou K (2016) Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models. Journal of Futures Markets, 36 (12), pp. 1127-1163. https://doi.org/10.1002/fut.21783
Kambouroudis DS (2016) Modeling and Forecasting Stock Market Volatility in Frontier Markets: Evidence from four European and Four African Frontier Markets. In: Andrikopoulos P, Gregoriou N & Kallinterakis V (eds.) Handbook of Frontier Markets: The African, European and Asian Evidence. Amsterdam and New York: Elsevier, pp. 39-54. http://store.elsevier.com/Handbook-of-Frontier-Markets/isbn-9780128037768/
Kambouroudis DS & McMillan DG (2015) Is there an ideal in-sample length for forecasting volatility?. Journal of International Financial Markets, Institutions and Money, 37, pp. 114-137. https://doi.org/10.1016/j.intfin.2015.02.006
McMillan D & Kambouroudis DS (2009) Are RiskMetrics forecasts good enough? Evidence from 31 stock markets. International Review of Financial Analysis, 18 (3), pp. 117-124. https://doi.org/10.1016/j.irfa.2009.03.006