Maria J. Oliveira

Universidade Aberta

oliveira <at> cii.fc.ul.pt

Papers


2008-22	Rui Vilela Mendes and Maria J. Oliveira A Data-Reconstructed Fractional Volatility Model May 13, 2008 \| downloads: 819 \| JEL: C51, G12, G14 \| discussible \| 2 comments \| recommended by 2 readers \| 1 citations (RePEc)