Yanyan Yang

Claremont Graduate University

Ph.D. Candidate

Claremont, CA 91711

United States

SCHOLARLY PAPERS

1

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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 - Institute of Mathematical Sciences
Downloads 47 (486,716)

Abstract:

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