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 0 5 122
A unit root model for trending time-series energy variables 0 0 0 53 0 0 3 67
Are shocks to commodity prices persistent? 0 0 0 114 0 0 0 256
Flexible and robust modelling of volatility comovements: a comparison of two multifractal models 0 0 1 89 1 1 3 249
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 2 92 0 0 5 262
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 1 55 0 0 4 146
The efficient market hypothesis re-visited: new evidence from 100 US firms 0 0 0 40 1 1 2 151
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 0 0 2 278
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 0 0 1 78
Understanding the source of multifractality in financial markets 0 0 0 88 1 4 5 195
Total Working Papers 0 0 4 723 3 6 30 1,804

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 1 4 79 0 2 12 293
A unit root model for trending time-series energy variables 0 0 0 43 0 1 1 158
Are shocks to commodity prices persistent? 0 0 1 68 0 0 1 206
Determinants of stock price bubbles 0 0 3 41 2 3 6 165
Non-homogeneous volatility correlations in the bivariate multifractal model 0 0 0 7 0 0 2 31
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence 0 0 0 6 0 2 3 52
Understanding the source of multifractality in financial markets 0 1 1 22 0 2 2 96
Total Journal Articles 0 2 9 266 2 10 27 1,001

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Statistics updated 2025-08-05