7
H index
7
i10 index
328
Citations
Ruipeng Liu : Citation Profile
Deakin University | RESEARCH PRODUCTION: 7 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2007 - 2016). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ruipeng Liu. | Is cited by:
| Cites to:
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Main data
Where Ruipeng Liu has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Deakin University, Department of Economics | 3 |
| Kiel Working Papers / Kiel Institute for the World Economy (IfW Kiel) | 2 |
| Papers / arXiv.org | 2 |
| Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics | 2 |
Recent works citing Ruipeng Liu (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57. Full description at Econpapers || Download paper |
| 2023 | Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734. Full description at Econpapers || Download paper |
| 2023 | Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634. Full description at Econpapers || Download paper |
| 2023 | Climate risk and gold. (2023). Salisu, Afees ; Olaniran, Abeeb ; Lasisi, Lukman. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002027. Full description at Econpapers || Download paper |
| 2023 | Asymmetric multifractal spectrum distribution based on detrending moving average cross-correlation analysis. (2023). Chen, Jiayi ; Shen, NA. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001140. Full description at Econpapers || Download paper |
| 2023 | Modelling the unit root properties of electricity data—A general note on time-domain applications. (2023). Strielkowski, Wadim ; Schneider, Nicolas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123002406. Full description at Econpapers || Download paper |
| 2023 | Price bubbles in commodity market – A single time series and panel data analysis. (2023). Potrykus, Marcin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:110-117. Full description at Econpapers || Download paper |
| 2023 | Testing the Validity of the Quantity Theory of Money on Sectoral Data: Non-Linear Evidence from South Africa. (2023). Ilesanmi, Kehinde Damilola ; Tewari, Devi Datt ; Mndebele, Siyabonga. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:2:p:71-:d:1074417. Full description at Econpapers || Download paper |
| 2023 | Asymmetric evidence of foreign direct investment response to stock returns in Nigeria. (2023). Oladele, Olumuyiwa Samuel ; Owuru, Joel Ede. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00194-4. Full description at Econpapers || Download paper |
| 2023 | Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes. (2023). Tunc, Ipek G ; Yildirim, Dilem ; Kara, Alper. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00312-8. Full description at Econpapers || Download paper |
| 2023 | The unemployment hysteresis by territory, gender, and age groups in Iran. (2023). Gil-Alana, Luis ; Gil-Alaa, Luis A ; Goltabar, Saleh ; Cheratian, Iman. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:2:d:10.1007_s43546-023-00424-5. Full description at Econpapers || Download paper |
| 2023 | A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246. Full description at Econpapers || Download paper |
Works by Ruipeng Liu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence In: Papers. [Full Text][Citation analysis] | paper | 41 |
| 2007 | True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
| 2007 | True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence.(2007) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2012 | Understanding the source of multifractality in financial markets In: Papers. [Full Text][Citation analysis] | paper | 67 |
| 2012 | Understanding the source of multifractality in financial markets.(2012) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | article | |
| 2011 | The efficient market hypothesis re-visited: new evidence from 100 US firms In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | A GARCH model for testing market efficiency In: Working Papers. [Full Text][Citation analysis] | paper | 45 |
| 2016 | A GARCH model for testing market efficiency.(2016) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
| 2015 | A unit root model for trending time-series energy variables In: Working Papers. [Full Text][Citation analysis] | paper | 95 |
| 2015 | A unit root model for trending time-series energy variables.(2015) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | article | |
| 2010 | Are shocks to commodity prices persistent? In: Working Papers. [Full Text][Citation analysis] | paper | 51 |
| 2011 | Are shocks to commodity prices persistent?.(2011) In: Applied Energy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
| 2013 | Determinants of stock price bubbles In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
| 2015 | Non-homogeneous volatility correlations in the bivariate multifractal model In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
| 2008 | Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components In: Economics Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2008 | Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components.(2008) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2010 | Flexible and robust modelling of volatility comovements: a comparison of two multifractal models In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team