Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
Torben G. Andersen, Tim Bollerslev, Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts, International Economic Review, Vol. 39, No. 4, Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance (Nov., 1998), pp. 885-905