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Ruipeng Liu

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First Name:Ruipeng
Middle Name:
Last Name:Liu
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RePEc Short-ID:pli297
Email:[This author has chosen not to make the email address public]
Homepage:http://www.deakin.edu.au/contact/staff-profile/?pid=4377
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Location: Melbourne, Australia
Homepage: http://www.deakin.edu.au/buslaw/aef/
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Postal: Faculty of Business and Law, 221 Burwood Highway, Burwood 3125.
Handle: RePEc:edi:sedeaau (more details at EDIRC)
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  1. 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.
  2. Ruipeng Liu & Thomas Lux, 2010. "Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models," Kiel Working Papers 1594, Kiel Institute for the World Economy.
  3. Paresh Kumar Narayan & Ruipeng Liu, 2010. "Are Shocks to Commodity Prices Persistent?," Economics Series 2010_02, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  4. Ruipeng Liu & Tiziana Di Matteo & Thomas Lux, 2008. "Multifractality and Long-Range Dependence of Asset Returns: The Scaling Behaviour of the Markov-Switching Multifractal Model with Lognormal Volatility Components," Kiel Working Papers 1427, Kiel Institute for the World Economy.
  5. Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2007. "True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence," Economics Working Papers 2007,06, Christian-Albrechts-University of Kiel, Department of Economics.
  6. Paresh K Narayan & Ruipeng Liu, . "A GARCH Model for Testing Market Efficiency," Financial Econometics Series 2015_01, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  7. Paresh K Narayan & Ruipeng Liu, . "A Unit Root Model for Trending Time-series Energy Variables," Financial Econometics Series 2015_05, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  8. Ruipeng Liu & Paresh Kumar Narayan, . "The efficient market hypothesis re-visited: new evidence from 100 US firms," Financial Econometics Series 2011_08, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  1. Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan & Liu, Ruipeng, 2013. "Determinants of stock price bubbles," Economic Modelling, Elsevier, vol. 35(C), pages 661-667.
  2. 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.
  3. Narayan, Paresh Kumar & Liu, Ruipeng, 2011. "Are shocks to commodity prices persistent?," Applied Energy, Elsevier, vol. 88(1), pages 409-416, January.
  4. Ruipeng Liu & T. Di Matteo & Thomas Lux, 2008. "Multifractality And Long-Range Dependence Of Asset Returns: The Scaling Behavior Of The Markov-Switching Multifractal Model With Lognormal Volatility Components," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(05), pages 669-684.
  5. 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.
8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-03-13
  2. NEP-ECM: Econometrics (5) 2007-05-12 2008-09-20 2010-03-13 2015-08-13 2015-08-13. Author is listed
  3. NEP-ETS: Econometric Time Series (5) 2007-05-12 2010-03-13 2012-01-18 2015-08-13 2015-08-13. Author is listed
  4. NEP-FMK: Financial Markets (1) 2015-08-13
  5. NEP-RMG: Risk Management (1) 2010-03-13

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