刘继春
教授
吉林大学统计学博士
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电子邮件：liujichun65@126.com
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个人简介 研究成果 研究项目 Education
Sept. 1997----June 2001: PhD in Statistics, Institute of Mathematics, Jilin University, Changchun, China.
Sept. 1988------June 1991: MSc in Statistics, Department of Mathematics, Northeast Normal University, Changchun, China.
Sept. 1982---June 1986: BSc in Mathematics, Department of Mathematics, Northeast Normal University, Changchun, China.
Employment History
From Jan. 2002--: Associate Professor of Statistics, School of Mathematical Science, Xiamen University, Xiamen, China.
January 1999------Dec. 2001: Associate Professor of Statistics, Department of Mathematics, Jilin Normal College, Jilin, China.
July 1992----Dec. 1998: Lecturer, Department of Mathematics, Jilin Normal College, Jilin, China.
July 1986----June 1992: Assistant Lecturer, Department of Mathematics, Jilin Normal College, Jilin, China.
External Duties
Adjunct Associate Professor at the Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, China, Oct. 2006----.
Areas with Publications
Nonlinear time series; heavy tail time series analysis; multivariate analysis; option price.

Selected Publications in English
1. Liu, J.-C. (2007) Stationarity for a Markov-Switching Box-Cox Transformed Threshold GARCH Process. Statistics & Probability Letters 77, 1428-1338. (SSCI, SCI)
2. Liu, J.-C. (2006a) On the Tail ?Behaviors of a Family of ?GARCH ?Processes. Econometric Theory 22, 852-862. (SSCI, EconLit)
3.Liu, J.C.(2006b)Stationarity of a Markov-Switching GARCH Model.Journal of Financial Econometrics 4, 573-593. (EconLit, SSCI)
4. Liu, J.-C. (2006c) ?On the Tail ?Behaviors of Box-Cox ?Transformed ?Threshold ?GARCH(1,1) Process. ?Statistics & Probability Letters 76, 1323-1330. (SCI)
5. Shi, N., Liu, J.-C. (2001) Multivariate Generalized Autoregressive Conditional Heteroscedastic model. ?Northeast Math. J. 17, 323-332.