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 0 0 78 0 3 8 126
A unit root model for trending time-series energy variables 1 1 1 54 1 7 10 76
Are shocks to commodity prices persistent? 0 0 0 114 2 3 8 264
Flexible and robust modelling of volatility comovements: a comparison of two multifractal models 0 0 0 89 1 2 4 252
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 0 92 0 5 6 268
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 0 55 0 5 9 153
The efficient market hypothesis re-visited: new evidence from 100 US firms 0 0 0 40 0 3 4 154
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 1 6 8 285
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 0 8 9 86
Understanding the source of multifractality in financial markets 0 0 0 88 2 7 15 205
Total Working Papers 1 1 1 724 7 49 81 1,869


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 0 0 1 79 1 12 26 313
A unit root model for trending time-series energy variables 0 0 0 43 0 8 12 169
Are shocks to commodity prices persistent? 0 0 0 68 0 7 10 216
Determinants of stock price bubbles 0 0 2 42 3 4 11 172
Non-homogeneous volatility correlations in the bivariate multifractal model 0 0 0 7 1 3 4 35
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence 0 0 0 6 0 6 10 60
Understanding the source of multifractality in financial markets 1 1 2 23 2 9 14 108
Total Journal Articles 1 1 5 268 7 49 87 1,073


Statistics updated 2026-03-04