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 1 1 6 123
A unit root model for trending time-series energy variables 0 0 0 53 2 2 5 69
Are shocks to commodity prices persistent? 0 0 0 114 2 4 5 261
Flexible and robust modelling of volatility comovements: a comparison of two multifractal models 0 0 1 89 1 1 3 250
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 1 1 5 148
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 1 92 1 1 4 263
The efficient market hypothesis re-visited: new evidence from 100 US firms 0 0 0 40 0 0 2 151
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 0 0 3 279
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 3 3 8 198
Total Working Papers 0 0 3 723 11 13 42 1,820


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 1 79 3 6 17 301
A unit root model for trending time-series energy variables 0 0 0 43 1 3 4 161
Are shocks to commodity prices persistent? 0 0 0 68 2 3 3 209
Determinants of stock price bubbles 0 1 2 42 2 3 7 168
Non-homogeneous volatility correlations in the bivariate multifractal model 0 0 0 7 1 1 2 32
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence 0 0 0 6 0 1 5 54
Understanding the source of multifractality in financial markets 0 0 1 22 2 3 5 99
Total Journal Articles 0 1 4 267 11 20 43 1,024


Statistics updated 2025-12-06