DrRuipeng Liu

Dr Ruipeng Liu is a Senior Lecturer in the Department of Finance in Deakin Business School. Ruipeng completed his PhD in Quantitative Finance from the University of Kiel, Germany. Prior to joining Deakin, he was appointed as post-doctoral fellow in the Department of Applied Maths at the Australian National University (ANU).

Ruipeng is an expert in financial markets modelling, risk measurements and managements, and volatility forecasting. His research interests cover a broad area of asset pricing, financial markets anomalies, and behavioural aspects of finance. He is also interested in applying tools from stochastic physics such as multifractal processes, to study stylized facts of financial markets such as volatility clustering and long memory. He has served as committee member of international workshops and conferences, and reviewer of a number of journals in finance, economics. He has also served as guest editor of Journal of Risk and Financial Management. His international research profile is attested by peer reviewed journal publications and competitive research grants including National Natural Science Foundation of China (NSFC) grants of total RMB 940,000.