Goodness-of-fit tests for kernel regression with an application to option implied volatilities

✍ Scribed by Yacine Aı̈t-Sahalia; Peter J. Bickel; Thomas M. Stoker

• Book ID: 108432618
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 358 KB
• Volume: 105
• Category: Article
• ISSN: 0304-4076
• DOI: 10.1016/s0304-4076(01)00091-4