A Hausman test for partially linear models with an application to implied volatility surface
Year of publication: |
2020
|
---|---|
Authors: | Jiang, Yixiao |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 13.2020, 11, p. 1-12
|
Publisher: |
Basel : MDPI |
Subject: | implied volatility | option data | semiparametric index model |
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