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 2 2 6 128
A unit root model for trending time-series energy variables 0 1 1 54 0 1 9 76
Are shocks to commodity prices persistent? 0 0 0 114 3 5 11 267
Flexible and robust modelling of volatility comovements: a comparison of two multifractal models 0 0 0 89 3 4 7 255
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 4 4 11 157
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 0 6 268
The efficient market hypothesis re-visited: new evidence from 100 US firms 0 0 0 40 1 1 5 155
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 0 4 10 288
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 1 1 9 87
Understanding the source of multifractality in financial markets 0 0 0 88 5 10 22 213
Total Working Papers 0 1 1 724 19 32 96 1,894


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 2 5 26 317
A unit root model for trending time-series energy variables 0 0 0 43 1 1 13 170
Are shocks to commodity prices persistent? 0 0 0 68 1 3 13 219
Determinants of stock price bubbles 0 0 1 42 1 4 11 173
Non-homogeneous volatility correlations in the bivariate multifractal model 0 0 0 7 1 4 7 38
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence 0 0 0 6 4 4 14 64
Understanding the source of multifractality in financial markets 0 1 2 23 0 2 14 108
Total Journal Articles 0 1 4 268 10 23 98 1,089


Statistics updated 2026-05-06