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 4 4 6 122
A unit root model for trending time-series energy variables 0 0 0 53 1 3 4 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 0 0 2 248
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 2 4 146
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 1 2 92 0 3 5 262
The efficient market hypothesis re-visited: new evidence from 100 US firms 0 0 0 40 0 1 1 150
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 0 2 2 278
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 0 1 1 78
Understanding the source of multifractality in financial markets 0 0 0 88 1 1 1 191
Total Working Papers 0 1 4 723 6 17 26 1,798


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 4 78 3 5 15 291
A unit root model for trending time-series energy variables 0 0 0 43 0 0 0 157
Are shocks to commodity prices persistent? 0 0 1 68 0 0 1 206
Determinants of stock price bubbles 1 1 3 41 1 1 4 162
Non-homogeneous volatility correlations in the bivariate multifractal model 0 0 0 7 0 1 2 31
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence 0 0 0 6 0 1 1 50
Understanding the source of multifractality in financial markets 0 0 0 21 0 0 0 94
Total Journal Articles 1 1 8 264 4 8 23 991


Statistics updated 2025-05-12