Ruipeng Liu
Names
Identifer
Contact
Affiliations
-
Deakin University
/ Business School
/ Department of Finance
Research profile
author of:
- True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence (RePEc:arx:papers:0704.1338)
by Ruipeng Liu & T. Di Matteo & Thomas Lux - Understanding the source of multifractality in financial markets (RePEc:arx:papers:1201.1535)
by Jozef Barunik & Tomaso Aste & Tiziana Di Matteo & Ruipeng Liu - The efficient market hypothesis re-visited: new evidence from 100 US firms (RePEc:dkn:ecomet:fe_2011_08)
by Liu, Ruipeng & Narayan, Paresh - A GARCH model for testing market efficiency (RePEc:dkn:ecomet:fe_2015_01)
by Narayan, Paresh Kumar & Liu, Ruipeng - A unit root model for trending time-series energy variables (RePEc:dkn:ecomet:fe_2015_05)
by Narayan, Paresh Kumar & Liu, Ruipeng - Are shocks to commodity prices persistent? (RePEc:dkn:econwp:eco_2010_02)
by Narayan, Paresh Kumar & Liu, Ruipeng - Are shocks to commodity prices persistent? (RePEc:eee:appene:v:88:y:2011:i:1:p:409-416)
by Narayan, Paresh Kumar & Liu, Ruipeng - Determinants of stock price bubbles (RePEc:eee:ecmode:v:35:y:2013:i:c:p:661-667)
by Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan & Liu, Ruipeng - A unit root model for trending time-series energy variables (RePEc:eee:eneeco:v:50:y:2015:i:c:p:391-402)
by Narayan, Paresh Kumar & Liu, Ruipeng - A GARCH model for testing market efficiency (RePEc:eee:intfin:v:41:y:2016:i:c:p:121-138)
by Narayan, Paresh Kumar & Liu, Ruipeng & Westerlund, Joakim - True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence (RePEc:eee:phsmap:v:383:y:2007:i:1:p:35-42)
by Liu, Ruipeng & Di Matteo, T. & Lux, Thomas - Understanding the source of multifractality in financial markets (RePEc:eee:phsmap:v:391:y:2012:i:17:p:4234-4251)
by Barunik, Jozef & Aste, Tomaso & Di Matteo, T. & Liu, Ruipeng - Non-homogeneous volatility correlations in the bivariate multifractal model (RePEc:taf:eurjfi:v:21:y:2015:i:12:p:971-991)
by Ruipeng Liu & Thomas Lux - True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence (RePEc:zbw:cauewp:5534)
by Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas - Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components (RePEc:zbw:cauewp:7371)
by Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas - Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components (RePEc:zbw:ifwkwp:1427)
by Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas - Flexible and robust modelling of volatility comovements: a comparison of two multifractal models (RePEc:zbw:ifwkwp:1594)
by Liu, Ruipeng & Lux, Thomas