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Do common volatility models capture cyclical behaviour in volatility?

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Bibliographic Details
Title: Do common volatility models capture cyclical behaviour in volatility?
Authors: Clements, Adam1 (AUTHOR) a.clements@qut.edu.au, Collet, Jérôme2 (AUTHOR)
Source: Applied Financial Economics. Apr2008, Vol. 18 Issue 7, p599-604. 6p. 4 Charts, 1 Graph.
Database: Business Source Ultimate
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ISSN:09603107
DOI:10.1080/09603100600993802