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RDP 8902: Option Prices and Implied Volatilities: An Empirical Analysis
Equation (8b)
(
Σ
i
=
1
k
ε
t+i
2
)
=
α
+
β
k
σ
2
(
t
,
t+k
)
+
γz
t
+v
t+k
.
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