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PhD thesis — Three essays on high-frequency return and volatility dynamics in commodities and financial futures markets (Université Laval).

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appendix_covid.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 1 mo ago
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appendix_zlb.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 1 mo ago
FIG_MSCT.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics... 1 mo ago
FIG_NLS.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics... 1 mo ago
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figures.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 1 mo ago
main.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 1 mo ago
master.bib Initial commit: PhD thesis — three essays on high-frequency dynamics... 1 mo ago
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tables.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 1 mo ago