Research Output for Ruipeng Liu
Note: The 2012, 2013 publications have not been audited.
Jump to: Publications | Grants and Consultancies | HDR completions
Publications
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 BV * North-Holland, Amsterdam, Netherlands [C1]
ERA journal ID: 351 – Scopus EID: 2-s2.0-84861575062
Citation counts:Scopus - 5,
Thomson - 5
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: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]
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: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]
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:
Grants and Consultancies
No grants and/or consultancies found or audited – the 2012 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: Saturday 18th May 2013 10:04pm
