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 2 69 2 5 11 82
A unit root model for trending time-series energy variables 1 1 1 50 1 6 12 48
Are shocks to commodity prices persistent? 1 2 2 113 2 3 8 245
Flexible and robust modelling of volatility comovements: a comparison of two multifractal models 0 0 0 88 0 1 9 238
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 1 1 1 89 1 1 6 247
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 3 53 0 0 7 136
The efficient market hypothesis re-visited: new evidence from 100 US firms 0 0 0 40 0 0 6 140
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 1 97 1 1 15 264
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 1 3 14 0 1 8 74
Understanding the source of multifractality in financial markets 0 0 2 81 3 5 14 169
Total Working Papers 3 5 15 694 10 23 96 1,643


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 5 8 41 3 20 49 159
A unit root model for trending time-series energy variables 2 3 9 34 3 9 22 124
Are shocks to commodity prices persistent? 1 1 2 63 2 3 11 189
Determinants of stock price bubbles 0 0 3 28 0 3 22 105
Non-homogeneous volatility correlations in the bivariate multifractal model 0 0 4 7 0 0 8 27
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence 0 0 2 4 0 0 10 42
Understanding the source of multifractality in financial markets 0 0 1 14 1 3 13 75
Total Journal Articles 3 9 29 191 9 38 135 721


Statistics updated 2020-07-04