  We report results of a systematic study of the broad--band (2--2000 keV)
time--resolved prompt emission spectra of a sample of Gamma-Ray Bursts (GRBs)
detected with both the Wide Field Cameras (WFCs) aboard the BeppoSAX satellite
and the BATSE experiment aboard CGRO. The main goal of the paper is to test
spectral models of the GRB prompt emission that have recently been proposed. In
particular, we test the photospheric model proposed by Ryde and Pe'er (2009),
i.e., blackbody plus power--law, the addition of a blackbody emission to the
Band function in the cases in which this function does not fit the data, and
the Comptonization model developed by Titarchuk et al. (2012). By considering
the few spectra for which the simple Band function does not provide a fully
acceptable fit to the data (Frontera et al. 2012), only in one case we find a
statistically significant better fit by adding a blackbody to this function. We
confirm the results found fitting the BATSE spectra alone with a blackbody plus
a power law. Instead when the BATSE GRB spectra are joined to those obtained
with WFCs (2--28 keV), this model becomes unacceptable in most of time
intervals in which we subdivide the GRB light curves. We find instead that the
Comptonization model is always acceptable, even in the few cases in which the
Band function is inconsistent with the data. We discuss the implications of
these results.
