Tsakou, K., Kambouroudis, D. S., & McMillan, D. G. (2016). Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models. Journal of Futures Markets, 36(12), pp. 1127-1163. doi:10.1002/fut.21783

Tsakou, Katerina, Dimos S. Kambouroudis, and David G. McMillan. "Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models." Journal of Futures Markets 36, no. 12 (2016): 1127-1163.

Tsakou, Katerina, Dimos S. Kambouroudis, and David G. McMillan. "Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models." Journal of Futures Markets 36.12 (2016): 1127-1163.