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An Empirical Investigation of Continuous-Time Equity Return Models. (2001). Benzoni, Luca ; Andersen, Torben ; Lund, Jesper .
In: NBER Working Papers.
RePEc:nbr:nberwo:8510.

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  35. Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis. (1999). Mele, Antonio ; Fornari, Fabio.
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  39. Option-Based Tests of Interest Rate Diffusion Functions. (1999). Rosenberg, Joshua.
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  42. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1998). Ng, Serena ; Ghysels, Eric.
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  43. Nonparametric density estimation and tests of continuous time interest rate models. (1997). Pritsker, Matt.
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  44. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1997). Ng, Serena ; Ghysels, Eric.
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  45. Nonparametric Methods and Option Pricing. (1997). Renault, Eric ; Ghysels, Eric ; Torres, Olivier ; Patilea, Valentin.
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