1. Vilela Mendes, R., Lima, R., Araújo, T.: A process-reconstruction analysis of market fluctuations. Int. J. Theor. Appl. Finance 5, 797–821 (2002)
2. Vilela Mendes, R., Araújo, T., Louçã, F.: Reconstructing an economic space from a market metric. Phys. A 323, 635–650 (2003)
3. Araújo, T., Louçã, F.: The geometry of crashes. A measure of the dynamics of stock market crises. Quant. Finance 7, 63–74 (2007)
4. Vilela Mendes, R., Oliveira, M.J.: A data-reconstructed fractional volatility model. Economics (2008). http://www.economics-ejournal.org/economics/discussionpapers/2008-22 . arXiv:math/0602013
5. Vilela Mendes, R.: The fractional volatility model: An agent-based interpretation. Phys. A 387, 3987–3994 (2008)