学者信息
已发表成果：
WOK 论文 9 篇;中文核心 7 篇;其它论文 4 篇;
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Markov-switching poisson generalized autoregressive conditional heteroscedastic models
STATISTICS AND ITS INTERFACE,1938-7989,2023.
Liu, Jichun; Pan, Yue; Pan, Jiazhu; Almarashi, Abdullah
WOS:000982634600004
收录情况：SCIE -
Bayesian Semiparametric Double Autoregressive Modeling
MATHEMATICAL PROBLEMS IN ENGINEERING,1024-123X,2019-07-15.
Wang, M; Liu, JC
WOS:000477851000001 EI:20193207273772 10.1155/2019/4267532
收录情况：EI、SSCI、CPCI-S、CPCI-SSH -
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS,1081-1826,2018-06.
Haas, M; Liu, JC
WOS:000435582100001 10.1515/snde-2016-0019
收录情况：SSCI、CPCI-S、CPCI-SSH -
A Family of Markov-Switching Garch Processes
JOURNAL OF TIME SERIES ANALYSIS,0143-9782,2012-11.
Liu, Ji-Chun
WOS:000309924500004 10.1111/j.1467-9892.2012.00804.x
收录情况：SCIE -
Structure of a double autoregressive process driven by a hidden Markov chain
STATISTICS & PROBABILITY LETTERS,0167-7152,2012-07.
Liu, Ji-Chun
WOS:000305493300036 10.1016/j.spl.2012.04.001
收录情况：SCIE -
INTEGRATED MARKOV-SWITCHING GARCH PROCESS
ECONOMETRIC THEORY,0266-4666,2009-10.
Liu, Ji-Chun
WOS:000269867600006 10.1017/S0266466608090506
收录情况：SCIE、SSCI -
Stationarity of a family of GARCH processes
ECONOMETRICS JOURNAL,1368-4221,2009.
Liu, Ji-Chun
WOS:000272168300007 10.1111/j.1368-423X.2009.00294.x
收录情况：SCIE、SSCI -
Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process
STATISTICS & PROBABILITY LETTERS,0167-7152,2007-07-15.
Liu, Ji-Chun
WOS:000249162600004 10.1016/j.spl.2007.02.009
收录情况：SCIE、SSCI -
On the tail behaviors of a family of GARCH processes
ECONOMETRIC THEORY,0266-4666,2006-10.
Liu, Ji-Chun
WOS:000240375600004 10.1017/S0266466606060397
收录情况：SCIE、SSCI
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多个资产期权的泡沫和Black-Scholes方程
厦门大学学报(自然科学版),0438-0479,2014-11-28.
王艳培;刘继春
CSCD核心 理工二类核心 -
多维门限GARCH模型
厦门大学学报(自然科学版),0438-0479,2012.
刘继春;张静窈
CSCD核心 理工二类核心 -
带有事件风险的永久美式期权的定价
厦门大学学报(自然科学版),0438-0479,2006-05-30.
陈永娟;刘继春;林顺发
理科核心 -
一族GARCH模型的概率性质
厦门大学学报(自然科学版),0438-0479,2004-07-30.
李正开;刘继春;姚伟杰
理科核心 -
最小对称熵鞅测度和不完备市场中的定价问题
厦门大学学报(自然科学版),0438-0479,2004-07-30.
汤思英;刘继春;杜立金
理科核心 -
局部风险最小下保险合约的套期保值
厦门大学学报(自然科学版),0438-0479,2004-05-30.
杜立金;刘继春;汤思英
理科核心 -
一个非对称GARCH模型的严平稳遍历性
厦门大学学报(自然科学版),0438-0479,2003-03-30.
刘继春
理科核心
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方差Gamma过程与期权定价
数学研究,1006-6837,2007-03-30.
杜立金;刘继春
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带ARMA(1,1)条件异方差相关的随机波动模型的MCMC算法
数学研究,1006-6837,2006-12-30.
邱崇洋;刘继春;陈永娟
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ARCH型有限阶双线性模型的平稳性
莆田学院学报,1672-4143,2006-10-25.
刘继春;林顺发
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非对称稳定幂GARCH的严平稳性与解的唯一性
数学研究,1006-6837,2003-12-30.
姚伟杰;刘继春;李正开