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Ruipeng Liu

Personal Details

First Name:Ruipeng
Middle Name:
Last Name:Liu
Suffix:
RePEc Short-ID:pli297
[This author has chosen not to make the email address public]
http://www.deakin.edu.au/contact/staff-profile/?pid=4377
Terminal Degree:2008 Institut für Volkswirtschaftslehre; Christian-Albrechts-Universität Kiel (from RePEc Genealogy)

Affiliation

Department of Finance
Business School
Deakin University

Melbourne, Australia
http://www.deakin.edu.au/business/finance
RePEc:edi:dfdeaau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Narayan, Paresh Kumar & Liu, Ruipeng, 2015. "A GARCH model for testing market efficiency," Working Papers fe_2015_01, Deakin University, Department of Economics.
  2. Narayan, Paresh Kumar & Liu, Ruipeng, 2015. "A unit root model for trending time-series energy variables," Working Papers fe_2015_05, Deakin University, Department of Economics.
  3. Jozef Barunik & Tomaso Aste & Tiziana Di Matteo & Ruipeng Liu, 2012. "Understanding the source of multifractality in financial markets," Papers 1201.1535, arXiv.org, revised Jan 2012.
  4. Liu, Ruipeng & Narayan, Paresh, 2011. "The efficient market hypothesis re-visited: new evidence from 100 US firms," Working Papers fe_2011_08, Deakin University, Department of Economics.
  5. Narayan, Paresh Kumar & Liu, Ruipeng, 2010. "Are shocks to commodity prices persistent?," Working Papers eco_2010_02, Deakin University, Department of Economics.
  6. Liu, Ruipeng & Lux, Thomas, 2010. "Flexible and robust modelling of volatility comovements: a comparison of two multifractal models," Kiel Working Papers 1594, Kiel Institute for the World Economy (IfW Kiel).
  7. Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2008. "Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components," Economics Working Papers 2008-09, Christian-Albrechts-University of Kiel, Department of Economics.
  8. Ruipeng Liu & T. Di Matteo & Thomas Lux, 2007. "True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence," Papers 0704.1338, arXiv.org.

Articles

  1. Narayan, Paresh Kumar & Liu, Ruipeng & Westerlund, Joakim, 2016. "A GARCH model for testing market efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 121-138.
  2. Ruipeng Liu & Thomas Lux, 2015. "Non-homogeneous volatility correlations in the bivariate multifractal model," The European Journal of Finance, Taylor & Francis Journals, vol. 21(12), pages 971-991, September.
  3. Narayan, Paresh Kumar & Liu, Ruipeng, 2015. "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, vol. 50(C), pages 391-402.
  4. Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan & Liu, Ruipeng, 2013. "Determinants of stock price bubbles," Economic Modelling, Elsevier, vol. 35(C), pages 661-667.
  5. Barunik, Jozef & Aste, Tomaso & Di Matteo, T. & Liu, Ruipeng, 2012. "Understanding the source of multifractality in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(17), pages 4234-4251.
  6. Narayan, Paresh Kumar & Liu, Ruipeng, 2011. "Are shocks to commodity prices persistent?," Applied Energy, Elsevier, vol. 88(1), pages 409-416, January.
  7. Liu, Ruipeng & Di Matteo, T. & Lux, Thomas, 2007. "True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 383(1), pages 35-42.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2007-05-12 2008-09-20 2015-08-13 2015-08-13
  2. NEP-ETS: Econometric Time Series (4) 2007-05-12 2012-01-18 2015-08-13 2015-08-13
  3. NEP-ENE: Energy Economics (1) 2015-08-13
  4. NEP-FMK: Financial Markets (1) 2015-08-13

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