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 73 0 0 12 105
A unit root model for trending time-series energy variables 0 0 0 52 0 1 2 59
Are shocks to commodity prices persistent? 0 0 0 114 0 0 1 255
Flexible and robust modelling of volatility comovements: a comparison of two multifractal models 0 0 0 88 0 0 2 245
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 0 54 0 0 1 142
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 0 90 0 0 0 255
The efficient market hypothesis re-visited: new evidence from 100 US firms 0 0 0 40 0 0 5 147
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 1 100 0 2 5 275
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 0 0 0 76
Understanding the source of multifractality in financial markets 0 0 4 88 0 0 8 187
Total Working Papers 0 0 7 713 0 3 36 1,746


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 4 8 60 1 11 29 230
A unit root model for trending time-series energy variables 0 1 4 39 0 3 16 151
Are shocks to commodity prices persistent? 0 0 1 65 0 0 6 199
Determinants of stock price bubbles 1 1 3 33 1 5 26 148
Non-homogeneous volatility correlations in the bivariate multifractal model 0 0 0 7 0 0 0 27
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence 0 1 1 6 0 2 5 49
Understanding the source of multifractality in financial markets 1 1 1 19 1 1 2 88
Total Journal Articles 2 8 18 229 3 22 84 892


Statistics updated 2022-08-04