Wang, Jying-Nan, Yuan-Teng Hsu, and Hung-Chun Liu. 2014. “How Useful Are the Various Volatility Estimators for Improving GARCH-Based Volatility Forecasts? Evidence from the Nasdaq-100 Stock Index”. International Journal of Economics and Financial Issues 4 (3):651-56. https://mail.econjournals.com/index.php/ijefi/article/view/863.