# Tag Info

Accepted

### Estimate Beta of CAPM from Implied Volatility?

Yes it is a better way. Just take a look to figure 3, from Buss and Vilkov (2012, RFS):
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• 3,250

• 9,077
Accepted

### Brownian Motions theorems

For the first part looks quite obvious, since independence implies that the covariance is zero and since the correlation is just the covariance divided by the product of the standard deviations, it ...
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