Skip to content
RDP 8902: Option Prices and Implied Volatilities: An Empirical Analysis
Equation (7b)
=
E
t
Σ
i
=
1
k
(
ε
t+i
2
)
,
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeyypa0Jaae yramaaBaaaleaacaqG0baabeaakmaaxadabaGaeu4OdmfaleaacaqG PbGaeyypa0JaaGymaaqaaiaabUgaaaGcdaqadaqaaiabew7aLnaaDa aaleaacaqG0bGaae4kaiaabMgaaeaacaaIYaaaaaGccaGLOaGaayzk aaGaaiilaaaa@45D6@