With the stock market freaking out and all, I figured I should take a look at how volatility was being priced in the option market. The CBOE generously provides snapshots of market data for anyone interested to download. By using this data, we can calculate the markets ‘implied volatility’, or level of ‘freaking
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
