Faculty of Business and Law

School of Accounting, Economics and Finance

Rui Peng Liu

Rui Peng Liu

Senior Lecturer

PhD Kiel

Campus: Melbourne Burwood Campus
Phone: +61 3 924 46359
Email: ruipeng.liu@deakin.edu.au

Link to Research Output

  • Ruipeng. Liu, T. Di Matteo, and Thomas. Lux, True and Apparent Scaling: The Proximity of the Markov-switching Multifractal Model to Long-range Dependence. Physica A, 383, 35-42, 2007.
  • "Best Paper Award" by Global Finance Association in the 12th Annual Global Finance Conference, June 2005.
  • "Best Poster Award" by Australian Research Council and Australian National University. SPIE Complex System Conference, Dec. 2007

Teaching Interests

  • Financial Modelling
  • Quantitative Methods for Finance
  • Portfolio Investments and Financial Planning

Research Interests

  • Quantitative finance
  • Long memory volatility modelling.
  • Financial econometrics, empirical finance, risk measurement and management.
  • Complex system, Econophysics

Professional Affiliations

  • Scientific committee member of WEHIA 2008 Winter conference
  • Society for Economic Science with Heterogeneous Interacting Agents (ESHIA/WEHIA)
  • Financial Management Association (FMA)
  • Society for Computational Economics (SCE)

Deakin University acknowledges the traditional land owners of present campus sites.

25th February 2013