SPB Git

spb/phd_thesis Public

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

TeX 100%
NameLast commitUpdated
tableD1_desc_1min_returns.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableD3_desc_rolling.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableP_panel_beta_novelty.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableP_panel_beta_stance.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableP_panel_logrv_novelty.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableP_panel_logrv_stance.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableP_panel_return_novelty.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableP_panel_return_stance.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableP_panel_rv_novelty.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableP_panel_rv_stance.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_delta_beta_30min.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_delta_log_rv_30min.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_delta_rv_30min.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_irf_novelty_abn_h.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_irf_novelty_ret_h.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_irf_stance_abn_h.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_irf_stance_ret_h.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_irf_stance_x_novelty_abn_h.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_irf_stance_x_novelty_ret_h.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_log_rv_ratio_30min.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_robustness_30min_A.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_robustness_30min_B.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tableR_rv_ratio_30min.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago
tables.tex Initial commit: PhD thesis — three essays on high-frequency dynamics... 6 days ago