Qidi Peng

Claremont Graduate University

Research Assistant Professor

150 E. Tenth Street

Claremont, CA 91711

United States

SCHOLARLY PAPERS

1

DOWNLOADS

37

CITATIONS

0

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 (431,240)

Abstract:

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