RDP 8804: Pricing Behaviour in Australian Financial Futures Markets Equation (6)

E( ε t+1 2 )=α+ Σ i=0 k β i ε ti 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeyramaabm aabaGaeqyTdu2aa0baaSqaaiaabshacqGHRaWkcaaIXaaabaGaaGOm aaaaaOGaayjkaiaawMcaaiabg2da9iabeg7aHjabgUcaRmaaqahaba GaeqOSdi2aaSbaaSqaaiaabMgaaeqaaOGaeqyTdu2aa0baaSqaaiaa bshacqGHsislcaaIXaaabaGaaGOmaaaaaeaacaqGPbGaeyypa0JaaG imaaqaaiaabUgaa0GaeyyeIuoaaaa@4EBF@