An empirical investigation of continuous-time equity return models
By: Torben G. Andersen, Luca Benzoni, Jesper Lund.
Contributors: Benzoni, Luca; Lund, Jesper.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8510; Working paper series (National Bureau of Economic Research) -- working paper no. 8510.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 46
Subjects: Rate of return -- Econometric models.; Stock price forecasting -- Econometric models.; Options -- Prices -- Econometric models.; Time-series analysis.
Genres: Econometric models.
Notes: "October 2001."

JEL no. G12, C50, G13.

Includes bibliographical references (p. 26-32).

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Electronic version available via the Internet at the NBER World Wide Web site.