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Breaking the Mirror: Volatility and Pricing Anomalies in Index and ETF Options
Index options, ETF options, implied volatility, realized volatility, in-the-money (ITM), liquidity, mispricing
Yiyang Zhang
Stock Volatility Prediction with Hybrid Model of FFNN and Lightgbm
Realized volatility, High Frequency Data, LightGBM, FFNN, RMSPE, real-market test
Yiyang Zhang
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