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Recent Developments in Seasonal Volatility Models

Written By

Julieta Frank, Melody Ghahramani and Aera Thavaneswaran

Submitted: 01 December 2010 Published: 27 July 2011

DOI: 10.5772/24043

From the Edited Volume

Advances in Econometrics - Theory and Applications

Edited by Miroslav Verbic

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Written By

Julieta Frank, Melody Ghahramani and Aera Thavaneswaran

Submitted: 01 December 2010 Published: 27 July 2011