Qidi Peng

Claremont Graduate University - Institute of Mathematical Sciences

Research Associate Professor

150 E. Tenth Street

Claremont, CA 91711

United States

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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 (487,604)

Abstract:

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