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Deakin Research

Research Output for Ruipeng Liu

Note: The 2012, 2013, 2014 publications have not been audited.

Jump to: Publications | Grants and Consultancies | HDR completions

Publications

2013 School of Accounting, Economics and Finance

Gannon, Gerard L. and Liu, Ruipeng (2013) Intraday dynamic hedging and futures market volatility, Review of futures markets, vol. 21, no. 1, pp. 9-32, Institute for Financial Markets, Washington D. C. [C1]
ERA journal ID: Not matching ERA journal list
DRO entry for this publication

Narayan, Paresh Kumar, Mishra, Sagarika, Sharma, Susan and Liu, Ruipeng (2013) Determinants of stock price bubbles, Economic modelling, vol. 35, pp. 661-667, Elsevier BV, Amsterdam, The Netherlands [C1]
ERA journal ID: 18345 – Scopus EID: 2-s2.0-84884342748
DRO entry for this publication

2012 School of Accounting, Economics and Finance

Barunik, Jozef*, Aste, Tomaso*, Di Matteo, T.* and Liu, Ruipeng (2012) Understanding the source of multifractality in financial markets, Physica A: Statistical Mechanics and its Applications, vol. 391, no. 17, pp. 4234-4251, Elsevier, Amsterdam, Netherlands [C1]
ERA journal ID: 351 – Scopus EID: 2-s2.0-84861575062
Citation counts: Scopus - 17, Thomson - 17
DRO entry for this publication

2011 School of Accounting, Economics and Finance

Narayan, Paresh and Liu, Ruipeng (2011) Are shocks to commodity prices persistent?, Applied energy, vol. 88, no. 1, pp. 409-416, Pergamon, Oxford, England [C1]
ERA journal ID: 4005 – Scopus EID: Not tagged
Citation counts: Thomson - 5
DRO entry for this publication

2010 School of Accounting, Economics and Finance

Liu, Ruipeng and Lux, Thomas* (2010) Higher dimensional multifractal processes : a GMM approach, ICCEF 2010 book of abstracts, Society for Computational Economics, London, U.K. [E3]
DRO entry for this publication

2008 School of Accounting, Economics and Finance

Liu, Ruipeng, Di Matteo, T.* and Lux, Thomas* (2008) Multifractality and long-range dependence of asset returns: the scaling behavior of the Markov-switching multifractal model with lognormal volatility components, Advances in complex systems, vol. 11, no. 5, pp. 669-684, World Scientific Publishing, Singapore [C1]
ERA journal ID: 39995 – Scopus EID: 2-s2.0-57249084069
Citation counts: Scopus - 7
DRO entry for this publication

Liu, Ruipeng, Aste, Tomaso* and Di Matteo, T.* (2008) Multi-scaling modelling in financial markets, in Unknown (ed.), Proceedings of SPIE--the International Society for Optical Engineering : Complex systems II, SPIE Digital Library, Bellingham, Wash. [E1.1]
DRO entry for this publication

2007 School of Accounting, Economics and Finance

Liu, Ruipeng, Di Matteo, T.* and Lux, Thomas* (2007) True and apparent scaling : the proximity of the Markov-switching multifractal model to long-range dependence, Physica A, vol. 383, no. 1, pp. 35-42, Elsevier B.V., Amsterdam, Netherlands [C1.1]
ERA journal ID: 351 – Scopus EID: 2-s2.0-34347393131
Citation counts: Scopus - 16, Thomson - 16
DRO entry for this publication

Grants and Consultancies

No grants and/or consultancies found or audited – the 2014 HERDC financial return has not been completed or loaded as yet.

Higher Degree by Research Completions supervised by Ruipeng Liu

No completions found or audited.

Legend:
* Not a member of Deakin University at time of output.

DRO to publications collection last synchronised: Tuesday 29th July 2014 10:04pm

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23rd July 2011