7
H index
7
i10 index
346
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 |
| Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics | 2 |
| Kiel Working Papers / Kiel Institute for the World Economy (IfW Kiel) | 2 |
| Papers / arXiv.org | 2 |
Recent works citing Ruipeng Liu (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets. (2024). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002030. Full description at Econpapers || Download paper |
| 2024 | Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264. Full description at Econpapers || Download paper |
| 2025 | . 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 | 69 |
| 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: 69 | 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 | 48 |
| 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: 48 | article | |
| 2015 | A unit root model for trending time-series energy variables In: Working Papers. [Full Text][Citation analysis] | paper | 104 |
| 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: 104 | article | |
| 2010 | Are shocks to commodity prices persistent? In: Working Papers. [Full Text][Citation analysis] | paper | 52 |
| 2011 | Are shocks to commodity prices persistent?.(2011) In: Applied Energy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2013 | Determinants of stock price bubbles In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
| 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. Last updated February, 4 2025. Contact: CitEc Team