A process-reconstruction analysis of market fluctuations
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- Hugo C. Mendes & Alberto Murta & R. Vilela Mendes, 2015. "Long Range Dependence And The Dynamics Of Exploited Fish Populations," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 18(07n08), pages 1-14, November.
- Rui Vilela Mendes & M. J. Oliveira, 2006. "A data-reconstructed fractional volatility model," Papers math/0602013, arXiv.org, revised Jun 2007.
- R. Vilela Mendes & M. J. Oliveira & A. M. Rodrigues, 2012. "The fractional volatility model: No-arbitrage, leverage and completeness," Papers 1205.2866, arXiv.org.
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