Access Statistics for Ruipeng Liu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GARCH model for testing market efficiency 0 2 4 75 0 2 10 107
A unit root model for trending time-series energy variables 0 0 0 52 0 0 1 59
Are shocks to commodity prices persistent? 0 0 0 114 0 0 0 255
Flexible and robust modelling of volatility comovements: a comparison of two multifractal models 0 0 0 88 0 0 0 245
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 0 54 0 0 0 142
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 0 90 0 0 0 255
The efficient market hypothesis re-visited: new evidence from 100 US firms 0 0 0 40 0 0 4 147
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 1 100 0 0 3 275
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 0 0 0 76
Understanding the source of multifractality in financial markets 0 0 3 88 0 0 5 187
Total Working Papers 0 2 8 715 0 2 23 1,748


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GARCH model for testing market efficiency 1 4 11 64 1 8 32 238
A unit root model for trending time-series energy variables 0 0 4 39 0 0 12 151
Are shocks to commodity prices persistent? 0 0 1 65 0 1 5 200
Determinants of stock price bubbles 0 0 3 33 1 1 21 149
Non-homogeneous volatility correlations in the bivariate multifractal model 0 0 0 7 0 1 1 28
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence 0 0 1 6 0 0 4 49
Understanding the source of multifractality in financial markets 0 0 1 19 0 0 1 88
Total Journal Articles 1 4 21 233 2 11 76 903


Statistics updated 2022-11-05