Staff profile - Ruipeng Liu
Dr Ruipeng Liu
|Faculty or Division:||Faculty of Business & Law|
|Department:||School of Accounting Economics & Finance|
|Campus:||Melbourne Burwood Campus|
|Phone:||+61 3 92446359 +61 3 92446359|
Institution: University of Kiel (Christian-Albrechts-Uni), Germany
Year Attained: 2008
Subjects and units currently teaching
MAF384 Financial modelling
MAF759 Quantitative methods for 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
ResearchCouncil and Australian National University. SPIE Complex System Conference, Dec. 2007
- "Research Excellence Award" by School of Accounting, Economics & Finance, Dec. 2012.
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.