Staff profile - Ruipeng Liu

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Dr Ruipeng Liu

Position: Senior Lecturer
Faculty or Division: Faculty of Business & Law
Department: School of Accounting Economics & Finance
Campus: Melbourne Burwood Campus
Phone: +61 3 92446359 +61 3 92446359




Title: PhD
Institution: University of Kiel (Christian-Albrechts-Uni), Germany
Year Attained: 2008


Subjects and units currently teaching

MAF384 Financial modelling

MAF759 Quantitative methods for finance

MAF721 Finance


Awards and prizes

  • "Best Paper Award" by Global Finance Association in the 12th Annual Global Finance Conference, June 2005.
  • "Chinese Government Award for Outstanding Student Abroad"($5000), by China Scholarship Council & Ministry of Education China, April 2006.
  • "Best Poster Award" by Australian Research Council and Australian National University. SPIE Complex System Conference, Dec. 2007
  • "Research Excellence Award" by School of Accounting, Economics & Finance, Dec. 2012.


Research interests

Quantitative finance, Long memory volatility modelling

Multifractal models of asset returns (MMAR)

Empirical finance, financial markets

Risk measurement and management



R. Liu and T. Lux,  Non-homogeneous volatility correlations in the bivariate multifractal model, European Journal of Finance, forthcoming.

Link to publications

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