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
Email: ruipeng.liu@deakin.edu.au

Biography

Biography

Qualifications

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


Academic

Subjects and units currently teaching

MAF384 Financial modelling

MAF759 Quantitative methods for finance

MAF721 Finance


Awards

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

Research interests

Quantitative finance, Long memory volatility modelling

Multifractal models of asset returns (MMAR)

Empirical finance, financial markets

Risk measurement and management


Publications

Publications

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


Link to publications

http://www.deakin.edu.au/research/admin/pubs/reports/database/dynamic/output/person/person.php?person_code=liuruip


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