RDP 8902: Option Prices and Implied Volatilities: An Empirical Analysis
Equation
E
t
(
T
−
(
t
+
1
)
)
σ
2
(
t
+
1
,
T
)
=
Σ
i
=
2
T
E
t
(
ε
t
+
i
2
)
.
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeyramaaBa aaleaacaqG0baabeaakmaabmaabaGaaeivaiabgkHiTmaabmaabaGa aeiDaiabgUcaRiaaigdaaiaawIcacaGLPaaaaiaawIcacaGLPaaacq aHdpWCdaahaaWcbeqaaiaaikdaaaGcdaqadaqaaiaabshacqGHRaWk caaIXaGaaiilaiaaykW7caqGubaacaGLOaGaayzkaaGaeyypa0ZaaC bmaeaacqqHJoWuaSqaaiaabMgacqGH9aqpcaaIYaaabaGaaeivaaaa kiaabweadaWgaaWcbaGaaeiDaaqabaGcdaqadaqaaiaabw7adaqhaa WcbaGaaeiDaiabgUcaRiaabMgaaeaacaaIYaaaaaGccaGLOaGaayzk aaGaaiOlaaaa@58CE@