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

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  • Ait-Sahalia, Yacine
  • Bickel, Peter J.
  • Stoker, Thomas M.

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  • Ait-Sahalia, Yacine & Bickel, Peter J. & Stoker, Thomas M., 2001. "Goodness-of-fit tests for kernel regression with an application to option implied volatilities," Journal of Econometrics, Elsevier, vol. 105(2), pages 363-412, December.
  • Handle: RePEc:eee:econom:v:105:y:2001:i:2:p:363-412
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