Goodness-of-fit tests for kernel regression with an application to option implied volatilities
| Year of publication: |
2001
|
|---|---|
| Authors: | Ait-Sahalia, Yacine ; Bickel, Peter J. ; Stoker, Thomas M. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 105.2001, 2, p. 363-412
|
| Publisher: |
Elsevier |