Yanyan Yang

Claremont Graduate University

Ph.D. Candidate

Claremont, CA 91711

United States

SCHOLARLY PAPERS

1

DOWNLOADS

37

0

!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information
Ideas:
“  Investor Sentiment, Financial Contagion, Gender Gap in Innovation, Financial Inclusion and Financial Literacy  ”

Scholarly Papers (1)

1.

Do Sentiment and Exchange Rate Share Memories? An Application of Multifractional Process Modeling

Number of pages: 17 Posted: 11 Oct 2017
Yanyan Yang and Qidi Peng
Claremont Graduate University and Claremont Graduate University
Downloads 37 (429,126)

Abstract:

Loading...

Investor Sentiment, EUR/USD exchange rate, Point-wise Holder exponent, Multifractional process, Nonparametric estimation