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 2 6 128
A unit root model for trending time-series energy variables 0 0 1 54 1 1 10 77
Are shocks to commodity prices persistent? 0 0 0 114 0 3 11 267
Flexible and robust modelling of volatility comovements: a comparison of two multifractal models 0 0 0 89 0 3 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 92 2 2 8 270
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 1 5 12 158
The efficient market hypothesis re-visited: new evidence from 100 US firms 0 0 0 40 1 2 6 156
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 1 4 11 289
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 0 1 9 87
Understanding the source of multifractality in financial markets 0 0 0 88 1 9 22 214
Total Working Papers 0 0 1 724 7 32 102 1,901


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 0 79 1 5 26 318
A unit root model for trending time-series energy variables 0 0 0 43 1 2 14 171
Are shocks to commodity prices persistent? 0 0 0 68 1 4 14 220
Determinants of stock price bubbles 0 0 1 42 0 1 11 173
Non-homogeneous volatility correlations in the bivariate multifractal model 0 0 0 7 0 3 7 38
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence 0 0 0 6 1 5 14 65
Understanding the source of multifractality in financial markets 0 0 1 23 1 1 14 109
Total Journal Articles 0 0 2 268 5 21 100 1,094


Statistics updated 2026-06-04