@TechReport{economics.dp.2008-22,
 author = {Vilela Mendes, Rui and Oliveira, Maria J.},
 title = {A Data-Reconstructed Fractional Volatility Model},
 type = {Economics Discussion Paper},
 institution = {Kiel Institute for the World Economy},
 year = {2008},
 number = {2008-22},
 url = {http://www.economics-ejournal.org/economics/discussionpapers/2008-22}
}