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

Keyphrases

• Goodness-of-fit Test 100%
• Kernel Regression 100%
• Option-implied Volatility 100%
• Semi-parametric 50%
• Dimensionality Reduction 50%
• Option Price 50%
• Nonparametric 50%
• Semiparametric Model 50%
• Parametric Model 50%
• Testing Procedures 50%
• Regression-based Method 50%
• Nonparametric Regression 50%
• Residual Sum of Squares 50%
• Black-Scholes Equation 50%
• Vector Function 50%
• Parameter Vector 50%
• Unknown Function 50%
• Hypothesis Model 50%

Mathematics

• Sum of Squares 100%
• Parametric 100%
• Option Price 100%
• Implied Volatility 100%
• Goodness of Fit Test 100%
• Testing Procedure 100%
• Parametric Model 100%
• Parameter Vector 100%
• Residual Sum 100%