Tsakou, K., Kambouroudis, D. S., & McMillan, D. G. (2021). Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. Journal of Futures Markets, 41(10), pp. 1618-1639. doi:10.1002/fut.22241

Tsakou, Katerina, Dimos S. Kambouroudis, and David G. McMillan. "Forecasting Realized Volatility: The Role of Implied Volatility, Leverage Effect, Overnight Returns, and Volatility of Realized Volatility." Journal of Futures Markets 41, no. 10 (2021): 1618-1639.

Tsakou, Katerina, Dimos S. Kambouroudis, and David G. McMillan. "Forecasting Realized Volatility: The Role of Implied Volatility, Leverage Effect, Overnight Returns, and Volatility of Realized Volatility." Journal of Futures Markets 41.10 (2021): 1618-1639.