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

UQO Working Paper No. 7 — Options-implied information for cross-asset return and volatility prediction: evidence from 3.8B option contracts.

🎓 Three Essays on High Frequency Return and Volatility Dynamics in Commodities and Financial Futures Markets Doctoral thesis by articles (thèse par articles) — Simon Pierre Boucher, Faculté des sciences de l'administrat…

WP7 — The Options Implied Information Content for Cross Asset Return and Volatility Prediction Evidence from 3.8 Billion Option Contracts UQO Working Paper No. 7 8250df?style=flat square) success?style=flat square) Key f…

…rics, commodity markets, monetary policy announcements, high frequency finance, volatility modelling, textual analysis, and financialization) alongside the Zyquo suite : six native macOS applications focused on AI and lo…

…experiment Montreal condos thinned to 100/50/25/15/10/5 tx/period; RMSE, bias, volatility, turning points and CI coverage justify the A–E liquidity tiers empirically Weekly vs monthly Same methodology at both frequencie…

…d interest, day count conventions Interest rate risk — duration, convexity, and volatility in the bond market Term structure of interest rates — spot/forward rates, yield curve theories Money markets — T bills, commercia…

…ing Black Scholes model with full Greeks (delta, gamma, theta, vega, rho) GARCH Volatility Volatility modeling and forecasting with GARCH(1,1) , Value at Risk (VaR) Historical, parametric, and Monte Carlo VaR at multiple…