Dr. Ruipeng Liu

Address Deakin University
Deakin Business School
Department of Finance
221 Burwood Highway
Burwood VIC 3125
Australien

Projects

As Cooperation Partner
- Current projects
  - High-dimensional multivariate multifractal (HD-MMF) volatility models: regularized estimation, forecasting and risk management applications with realistically large portfolios of assets (Research Grants)