A Data-Reconstructed Fractional Volatility Model

Bibliographic Details
Main Authors:	Rui Vilela Mendes, Maria J. Oliveira
Format:	Article
Language:	English
Published:	De Gruyter 2008-05-01
Series:	Economics : the Open-Access, Open-Assessment e-Journal
Online Access:	http://www.economics-ejournal.org/economics/discussionpapers/2008-22

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spelling	doaj-eeafb0755cff49358374a6d9351e780e2021-09-02T09:30:26ZengDe GruyterEconomics : the Open-Access, Open-Assessment e-Journal1864-60422008-05-01A Data-Reconstructed Fractional Volatility ModelRui Vilela MendesMaria J. Oliveirahttp://www.economics-ejournal.org/economics/discussionpapers/2008-22
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Rui Vilela Mendes Maria J. Oliveira
spellingShingle	Rui Vilela Mendes Maria J. Oliveira A Data-Reconstructed Fractional Volatility Model Economics : the Open-Access, Open-Assessment e-Journal
author_facet	Rui Vilela Mendes Maria J. Oliveira
author_sort	Rui Vilela Mendes
title	A Data-Reconstructed Fractional Volatility Model
title_short	A Data-Reconstructed Fractional Volatility Model
title_full	A Data-Reconstructed Fractional Volatility Model
title_fullStr	A Data-Reconstructed Fractional Volatility Model
title_full_unstemmed	A Data-Reconstructed Fractional Volatility Model
title_sort	data-reconstructed fractional volatility model
publisher	De Gruyter
series	Economics : the Open-Access, Open-Assessment e-Journal
issn	1864-6042
publishDate	2008-05-01
url	http://www.economics-ejournal.org/economics/discussionpapers/2008-22
work_keys_str_mv	AT ruivilelamendes adatareconstructedfractionalvolatilitymodel AT mariajoliveira adatareconstructedfractionalvolatilitymodel AT ruivilelamendes datareconstructedfractionalvolatilitymodel AT mariajoliveira datareconstructedfractionalvolatilitymodel
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A Data-Reconstructed Fractional Volatility Model

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