Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Year of publication: |
2001
|
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Authors: | Aït-Sahalia, Yacine ; Bickel, Peter J. ; Stoker, Thomas Martin |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 105.2001, 2, p. 363-412
|
Subject: | Core | Regressionsanalyse | Regression analysis | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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