@article{publication-4686,
	author={Chesney, Marc and Elliott, Robert J and Madan, Dilip and Yang, Hailiang},
	doi={10.1111/j.1467-9965.1993.tb00080.x},
	issn={0960-1627},
	journal={Mathematical Finance},
	number=2,
	pages={85-99},
	publisher={Wiley-Blackwell},
	title={Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying},
	volume=3,
	year=1993,
}