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

phdthesisfinancevolatilityresearch
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  1. Sun, Aug 9, 2026 1

    1. chore: commit pending workspace changes
      Simon-Pierre Boucher committed 1 mo ago · 1 file

  2. Wed, Aug 5, 2026 1

    1. Initial commit: PhD thesis — three essays on high-frequency dynamics in futures markets
      …
      Three article chapters (speculative trading & macro surprises; ETF iNAV
volatility transmission; FOMC tone & novelty) plus the assembled
Université Laval thesis document (these-ulaval/), with a full README.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
      simon-pierre boucher committed 1 mo ago · 196 files +18,725