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

phd thesis finance volatility research

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Name	Last commit	Updated
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tableD1_desc_1min_returns.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableD3_desc_rolling.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableP_panel_beta_novelty.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableP_panel_beta_stance.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableP_panel_logrv_novelty.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableP_panel_logrv_stance.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableP_panel_return_novelty.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableP_panel_return_stance.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableP_panel_rv_novelty.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableP_panel_rv_stance.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_delta_beta_30min.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_delta_log_rv_30min.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_delta_rv_30min.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_irf_novelty_abn_h.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_irf_novelty_ret_h.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_irf_stance_abn_h.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_irf_stance_ret_h.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_irf_stance_x_novelty_abn_h.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_irf_stance_x_novelty_ret_h.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_log_rv_ratio_30min.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_robustness_30min_A.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_robustness_30min_B.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tableR_rv_ratio_30min.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago
tables.tex	Initial commit: PhD thesis — three essays on high-frequency dynamics in futures...	3 mo ago

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