Rui Vilela Mendes

Universidade Técnica de Lisboa

vilela <at> cii.fc.ul.pt

Papers

2008-22
DiscussionPaper
Rui Vilela Mendes and Maria J. Oliveira
A Data-Reconstructed Fractional Volatility Model
May 13, 2008 | downloads: 1015 | JEL: C51, G12, G14 | discussible | 2 comments | 1 citations (RePEc)