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 1 69 1 1 10 84
A unit root model for trending time-series energy variables 1 1 2 51 2 3 13 51
Are shocks to commodity prices persistent? 0 0 2 113 0 3 7 248
Flexible and robust modelling of volatility comovements: a comparison of two multifractal models 0 0 0 88 0 1 6 239
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 1 53 1 2 6 138
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 1 89 0 1 7 249
The efficient market hypothesis re-visited: new evidence from 100 US firms 0 0 0 40 0 2 6 142
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 1 2 98 0 1 12 265
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 3 14 0 1 6 75
Understanding the source of multifractality in financial markets 0 0 3 82 1 4 17 174
Total Working Papers 1 2 15 697 5 19 90 1,665


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 1 4 12 45 4 13 55 177
A unit root model for trending time-series energy variables 0 0 8 34 3 7 27 132
Are shocks to commodity prices persistent? 0 0 2 63 0 2 11 191
Determinants of stock price bubbles 0 0 2 28 2 4 21 109
Non-homogeneous volatility correlations in the bivariate multifractal model 0 0 1 7 0 0 2 27
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence 0 0 1 4 0 0 6 42
Understanding the source of multifractality in financial markets 1 2 3 16 2 4 14 80
Total Journal Articles 2 6 29 197 11 30 136 758


Statistics updated 2020-11-03