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 1 7 129
A unit root model for trending time-series energy variables 0 0 1 54 0 0 10 77
Are shocks to commodity prices persistent? 0 0 0 114 0 0 10 267
Flexible and robust modelling of volatility comovements: a comparison of two multifractal models 0 0 0 89 0 1 7 256
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 0 1 12 159
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 0 1 9 271
The efficient market hypothesis re-visited: new evidence from 100 US firms 0 0 0 40 0 0 5 156
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 1 1 11 290
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 2 4 13 91
Understanding the source of multifractality in financial markets 0 0 0 88 3 3 22 217
Total Working Papers 0 0 1 724 6 12 106 1,913


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 0 2 25 320
A unit root model for trending time-series energy variables 0 0 0 43 0 0 13 171
Are shocks to commodity prices persistent? 0 0 0 68 2 3 17 223
Determinants of stock price bubbles 0 0 1 42 1 1 9 174
Non-homogeneous volatility correlations in the bivariate multifractal model 0 0 0 7 0 1 8 39
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence 0 0 0 6 1 1 13 66
Understanding the source of multifractality in financial markets 0 0 1 23 2 2 15 111
Total Journal Articles 0 0 2 268 6 10 100 1,104


Statistics updated 2026-09-10