معرفی
Dr. Dimos S Kambouroudis is a Senior Lecturer in Finance at the University of Stirling's Department of Accounting & Finance. He joined the university in September 2012 after previous roles at University of Edinburgh Business School and Durham Business School. His research focuses on modeling and forecasting stock market volatility in developed and emerging markets with applications to risk management, particularly examining parameters like model specification, sample periods, trading volume, and volatility indices.
- PhD in Finance from University of St. Andrews School of Management
- MSc in Finance and Investment from Durham University
- MSc in Computer Based Information Systems from unspecified institution
- BA (Hons) in Business Administration from University of Sunderland
His research explores volatility forecasting improvements through various methodologies including regime-switching models, neural networks, wavelet analysis, and extreme range estimators. Key areas include stock-bond correlations, cross-border volatility transmission, and market anomaly detection.
Scientific contributions include 17 publications with recent works on:
- 2025: Regime-switching volatility forecasting
- 2025: Portfolio diversification effectiveness during crises
- 2024: UK stock market tail risk and lottery stock analysis
- 2023: Idiosyncratic volatility puzzle and Asian market neural networks
Awarded Fellow of the Higher Education Academy, his work has been cited in 234 instances according to Google Scholar. He teaches finance-related subjects and contributes to academic policy through his research on market volatility dynamics.
