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APA
R. VILELA MENDES, M. JOÃO OLIVEIRA, (2008). A data-reconstructed fractional volatility model. ECONOMICS DISCUSSION PAPERS, 2, ISSN 1867-8009. eISSN .
IEEE
R. VILELA MENDES, M. JOÃO OLIVEIRA, "A data-reconstructed fractional volatility model" in ECONOMICS DISCUSSION PAPERS, vol. 2, 2008.
BIBTEX
@article{21880,
author = {R. VILELA MENDES and M. JOÃO OLIVEIRA},
title = {A data-reconstructed fractional volatility model},
journal = {ECONOMICS DISCUSSION PAPERS},
year = 2008,
volume = 2
}