InTechOpen uses cookies to offer you the best online experience. By continuing to use our site, you agree to our Privacy Policy.

Business, Management and Economics » "Advances in Econometrics - Theory and Applications", book edited by Miroslav Verbic, ISBN 978-953-307-503-7, Published: July 27, 2011 under CC BY-NC-SA 3.0 license. © The Author(s).

Chapter 3

Recent Developments in Seasonal Volatility Models

By Julieta Frank, Melody Ghahramani and Aera Thavaneswaran
DOI: 10.5772/24043