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

…n and Volatility Dynamics in Commodities and Financial Futures Markets Doctoral thesis by articles (thèse par articles) — Simon Pierre Boucher, Faculté des sciences de l'administration (FSA), Université Laval. Co authors…

…ges specific to financial applications: OLS regression, maximum likelihood, hypothesis testing, heteroskedasticity, autocorrelation, panel data models, and time series analysis (ARMA/ARIMA, unit roots, cointegration), wi…

…Q4 Greeks decay by DTE; max OI "price magnets"? Info rises with DTE; magnet hypothesis rejected (47.0% © 2026 Simon Pierre Boucher · contact@spboucher.ai · Université du Québec en Outaouais…

…s (Anthropic docs, , engineering blogs, eval guides) distilled into RESEARCH SYNTHESIS.md : 15 core principles, the Sharp Skill Checklist , and the ideal SKILL.md template. 2. 🗡️ Build — 72 skills across 7 collections,…