Rui Vilela Mendes

Universidade Técnica de Lisboa

vilela <at> cii.fc.ul.pt

Papers

Rui Vilela Mendes and Maria J. Oliveira
A Data-Reconstructed Fractional Volatility Model
  • May 13, 2008 |
  • Downloads: 1717 |
  • JEL: C51, G12, G14
  • | 2 comments
  • | 1 citations (RePEc)
  • | discussible