Open access peer-reviewed chapter

Recent Developments in Seasonal Volatility Models

By Julieta Frank, Melody Ghahramani and Aera Thavaneswaran

Submitted: December 1st 2010Reviewed: April 6th 2011Published: July 27th 2011

DOI: 10.5772/24043

Downloaded: 2980

© 2011 The Author(s). Licensee IntechOpen. This chapter is distributed under the terms of the Creative Commons Attribution-NonCommercial-ShareAlike-3.0 License, which permits use, distribution and reproduction for non-commercial purposes, provided the original is properly cited and derivative works building on this content are distributed under the same license.

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Julieta Frank, Melody Ghahramani and Aera Thavaneswaran (July 27th 2011). Recent Developments in Seasonal Volatility Models, Advances in Econometrics - Theory and Applications, Miroslav Verbic, IntechOpen, DOI: 10.5772/24043. Available from:

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