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Publisher: Elsevier

Volume 116, Number 1, September 2003

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Frontiers of financial econometrics and financial engineering
pp. 1-7(7)
Authors: Ghysels, E.; Tauchen, G.

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Nonparametric option pricing under shape restrictions
pp. 9-47(39)
Authors: At-Sahalia, Y.; Duarte, J.

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Empirical assessment of an intertemporal option pricing model with latent variables
pp. 49-83(35)
Authors: Garcia, R.; Luger, R.; Renault, E.

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An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
pp. 113-146(34)
Authors: Jagannathan, R.; Kaplin, A.; Sun, S.

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Purebred or hybrid?: Reproducing the volatility in term structure dynamics
pp. 147-180(34)
Authors: Ahn, D.; Dittmar, R.F.; Gallant, A.R.; Gao, B.

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Alternative models for stock price dynamics
pp. 225-257(33)
Authors: Chernov, M.; Ronald Gallant, A.; Ghysels, E.; Tauchen, G.

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Spectral GMM estimation of continuous-time processes
pp. 259-292(34)
Authors: Chacko, G.; Viceira, L.M.

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On the functional estimation of jump-diffusion models
pp. 293-328(36)
Authors: Bandi, F.M.; Nguyen, T.H.

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Empirical reverse engineering of the pricing kernel
pp. 329-364(36)
Author: Chernov, M.

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Empirical option pricing: a retrospection
pp. 387-404(18)
Author: Bates, D.S.

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