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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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confidence_distribution.png Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figD1_return_density.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figD3_intraday_vol_pattern.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figD5_acf_returns.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figD6_stance_novelty_scatter.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figD7_semantic_timeseries.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figD8b_log_rv_distribution.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figR10_irf_abn_h_stance_x_novelty.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figR10_irf_ret_h_novelty.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figR10_irf_ret_h_stance.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figR10b_irf_placebo_novelty.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figR10b_irf_placebo_stance.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figR6a_rv_reg_heatmap_30min.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figR8_drift_by_stance.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figR9_drift_by_novelty.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figRob_subperiod_heatmap.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figRob2_multimethod_heatmap.pdf Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
figures.tex Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
novelty_comparison.png Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
pca_axis_quality.png Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
scatter_comparison.png Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...
tone_comparison.png Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...

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