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 4 8 126
A unit root model for trending time-series energy variables 0 0 0 53 3 8 11 75
Are shocks to commodity prices persistent? 0 0 0 114 1 3 6 262
Flexible and robust modelling of volatility comovements: a comparison of two multifractal models 0 0 0 89 1 2 3 251
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 1 92 4 6 9 268
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 5 6 9 153
The efficient market hypothesis re-visited: new evidence from 100 US firms 0 0 0 40 2 3 5 154
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 3 5 8 284
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 5 8 9 86
Understanding the source of multifractality in financial markets 0 0 0 88 4 8 13 203
Total Working Papers 0 0 1 723 30 53 81 1,862


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 7 14 26 312
A unit root model for trending time-series energy variables 0 0 0 43 7 9 12 169
Are shocks to commodity prices persistent? 0 0 0 68 4 9 10 216
Determinants of stock price bubbles 0 0 2 42 1 3 8 169
Non-homogeneous volatility correlations in the bivariate multifractal model 0 0 0 7 2 3 4 34
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence 0 0 0 6 3 6 11 60
Understanding the source of multifractality in financial markets 0 0 1 22 5 9 12 106
Total Journal Articles 0 0 4 267 29 53 83 1,066


Statistics updated 2026-02-12