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Details about Ruipeng Liu

Homepage:http://www.deakin.edu.au/contact/staff-profile/?pid=4377
Workplace:School of Accounting, Economics and Finance, Deakin University, (more information at EDIRC)

Access statistics for papers by Ruipeng Liu.

Last updated 2013-12-08. Update your information in the RePEc Author Service.

Short-id: pli297


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Working Papers

2012

  1. Understanding the source of multifractality in financial markets
    Papers, arXiv.org Downloads View citations (9)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)

2010

  1. Are Shocks to Commodity Prices Persistent?
    Economics Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance Downloads
    See also Journal Article in Applied Energy (2011)
  2. Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models
    Kiel Working Papers, Kiel Institute for the World Economy Downloads

2008

  1. Multifractality and Long-Range Dependence of Asset Returns: The Scaling Behaviour of the Markov-Switching Multifractal Model with Lognormal Volatility Components
    Kiel Working Papers, Kiel Institute for the World Economy Downloads View citations (3)
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2008) Downloads View citations (2)

    See also Journal Article in Advances in Complex Systems (ACS) (2008)

2007

  1. True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics Downloads View citations (5)
    Also in Working Papers, Warwick Business School, Finance Group (2007) Downloads View citations (7)
    Papers, arXiv.org (2007) Downloads View citations (6)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2007)

Undated

  1. The efficient market hypothesis re-visited: new evidence from 100 US firms
    Financial Econometics Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance Downloads

Journal Articles

2012

  1. Understanding the source of multifractality in financial markets
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (17), 4234-4251 Downloads View citations (7)
    See also Working Paper (2012)

2011

  1. Are shocks to commodity prices persistent?
    Applied Energy, 2011, 88, (1), 409-416 Downloads View citations (4)
    See also Working Paper (2010)

2008

  1. MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS
    Advances in Complex Systems (ACS), 2008, 11, (05), 669-684 Downloads View citations (1)
    See also Working Paper (2008)

2007

  1. True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence
    Physica A: Statistical Mechanics and its Applications, 2007, 383, (1), 35-42 Downloads View citations (5)
    See also Working Paper (2007)
 
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