| Understanding the source of multifractality in financial markets J Barunik, T Aste, T Di Matteo, R Liu Physica A: Statistical Mechanics and its Applications 391 (17), 4234-4251, 2012 | 177 | 2012 |
| A unit root model for trending time-series energy variables PK Narayan, R Liu Energy Economics, 2014 | 143 | 2014 |
| A GARCH Model for Testing Market Efficiency PK Narayan, R Liu, J Westerlund Journal of International Financial Markets, Institutions and Money, 2015 | 96 | 2015 |
| Are shocks to commodity prices persistent? PK Narayan, R Liu Applied energy 88 (1), 409-416, 2011 | 91 | 2011 |
| True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence R Liu, T Di Matteo, T Lux Physica A: Statistical Mechanics and its Applications 383 (1), 35-42, 2007 | 77 | 2007 |
| Determinants of stock price bubbles PK Narayan, S Mishra, S Sharma, R Liu Economic Modelling 35, 661-667, 2013 | 52 | 2013 |
| Multifractality and long-range dependence of asset returns: the scaling behavior of the Markov-switching multifractal model with lognormal volatility components R Liu, T Di Matteo, T Lux Advances in complex systems 11 (05), 669-684, 2008 | 44 | 2008 |
| Higher dimensional multifractal processes: A GMM approach R Liu, T Lux ICCEF 2010 book of abstracts, 2012 | 32* | 2012 |
| New evidence on the weak-form efficient market hypothesis PK Narayan, R Liu Working Paper, 2013 | 23 | 2013 |
| Non-homogeneous volatility correlations in the bivariate multifractal model R Liu, T Lux The European Journal of Finance, 1-21, 2014 | 15 | 2014 |
| Long memory in financial time series: estimation of the bivariate multi-fractal model and its application for value-at-risk R Liu, T Lux Global Finance Conference, 2005 | 15 | 2005 |
| Multivariate multifractal models: estimation of parameters and applications to risk management R Liu Kiel, Christian-Albrechts-Universität, Diss., 2008, 2010 | 7 | 2010 |
| Flexible and robust modelling of volatility comovements: a comparison of two multifractal models R Liu, T Lux Kiel working paper, 2010 | 5 | 2010 |
| Multi-scaling modelling in financial markets [6802-50] R Liu, T Aste, T Di Matteo PROCEEDINGS-SPIE THE INTERNATIONAL SOCIETY FOR OPTICAL ENGINEERING 6802, 6802, 2008 | 4* | 2008 |
| Multi-scaling modelling in financial markets R Liu, T Aste, T Di Matteo Microelectronics, MEMS, and Nanotechnology, 68021A-68021A-8, 2007 | 4 | 2007 |
| The efficient market hypothesis re-visited: new evidence from 100 US firms R Liu, PK Narayan Financial Econometrics Series, Working Paper, 2011 | 1 | 2011 |
| Higher Dimensional Multi-fractal Processes: Filtering via Simulation R Liu, T Lux | 1 | 2008 |
| A look at different scaling behaviors by means of the generalized Hurst exponent approach T Di Matteo, R Liu, T Lux preparation, 2007 | 1 | 2007 |
| Bivariate Multi-Fractal Model: Estimation of parameters and Applications to Risk Management R Liu, T Lux Economics Working paper, 2006 | 1 | 2006 |
| The Efficient Market Hypothesis Re-Visited: New Evidence from 100 US Firms PK Narayan, R Liu Available at SSRN 2052121, 2011 | | 2011 |
