References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2007Brownian Motion and Stochastic Calculus7,421 cited
• 2005Theory of rational option pricing7,161 cited
• 1999Continuous Martingales and Brownian Motion6,200 cited
• 1977An equilibrium characterization of the term structure6,104 cited
• 1976The valuation of options for alternative stochastic processes2,935 cited
• 1993Dynamic Asset Pricing Theory.2,891 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1980On estimating the expected return on the market2,818 cited
• 1991Brownian motion and stochastic calculus2,089 cited
• 1986Stock return variances1,813 cited
• 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate1,679 cited
• 1990ARCH models as diffusion approximations943 cited
• 1996Testing Continuous-Time Models of the Spot Interest Rate923 cited