Do Sentiment and Exchange Rate Share Memories? An Application of Multifractional Process Modeling
Year of publication: |
2017
|
---|---|
Authors: | Yang, Yanyan |
Other Persons: | Peng, Qidi (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Theorie | Theory | Volatilität | Volatility | Prozessmanagement | Business process management | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (17 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 10, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3050354 [DOI] |
Classification: | c46 ; g41 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Speculative Investment and Risk Management of Bitcoin Exchange Rate Returns
Bueno, Pedro, (2017)
-
Olarewaju, Odunayo Magret, (2017)
-
Sun, Youfa, (2015)
- More ...
-
American option pricing with regression : convergence analysis
Liu, Chen, (2019)
-
Peng, Qidi, (2011)
-
Yang, Yanyan, (2017)
- More ...