@article{economics2008-22,
 author = {Rui Vilela Mendes and Maria J. Oliveira},
 title = {A Data-Reconstructed Fractional Volatility Model},
 journal = {Economics: The Open-Access, Open-Assessment E-Journal},
 volume = {2},
 year = {2008},
 number = {2008-22},
 url = {http://www.economics-ejournal.org/economics/discussionpapers/2008-22}
}