教育经历：
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.
工作经历：
From Aug. 2008--: Professor of Statistics, School of Mathematical Science, Xiamen University, Xiamen, China.
Jan. 2002--July 2008: 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 Professor at the Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, China, Oct. 2006----
研究方向：
Nonlinear time series; heavy tail time series analysis; multivariate analysis; option price.
科研成果：
Statistics & Probability Letters, Statistics, Test, International Review of Economics and Finance, International J. of Quality, Statistics and Reliability etc.
主持项目：
Jan 2011--Dec 2013: The National Natural Science Foundation of China (11071202); Jun 2008--May 2011: The National Natural Science Foundation of Fujian Province, China (2008J0207).
论文：
1. Liu, J.-C. (2012a) A Family of Markov-Switching Garch Processes. Journal of Time Series Analysis 33, 892-902. (SCI)
2. Liu, J.-C. (2012b). Structure of a Double Autoregressive Process\\Driven by Hidden Markov Chain . Statistics & Probability Letters 82, 1468-1473. (SCI)
3. Liu, J.-C. (2009a) INTEGRATED MARKOV-SWITCHING GARCH PROCESS. Econometric Theory 25, 1277-1288. (SCI)
4. Liu, J.-C. (2009b) Stationarity of a Family of GARCH Processes. Econometrics Journal 12, 436–446. (SSCI, SCI)
5. Liu, J.-C. (2007) Stationarity for a Markov-Switching Box-Cox Transformed Threshold GARCH Process. Statistics & Probability Letters 77, 1428-1338. (SSCI, SCI)
6. Liu, J.-C. (2006a) On the Tail Behaviors of a Family of GARCH Processes. Econometric Theory 22, 852-862. (SSCI)
7. Liu, J.-C.(2006b)Stationarity of a Markov-Switching GARCH Model.Journal of Financial Econometrics 4, 573-593. (SSCI)
8. Liu, J.-C. (2006c) On the Tail Behaviors of Box-Cox Transformed Threshold GARCH(1,1) Process. Statistics & Probability Letters 76, 1323-1330. (SCI)
9. Shi, N., Liu, J.-C. (2001) Multivariate Generalized Autoregressive Conditional Heteroscedastic model. Northeast Math. J. 17, 323-332.
Working Papers
1. Liu, J.-C. (2009) The tail of the stationary distribution of an autoregressive process with ARCH(1) errors driven by hidden Markov-chain
Publications Cited
1. Liu, J.-C. (2006b) is cited by
[1] Terasvirta, T. An introduction to univariate GARCH models. Handbook of Financial Time Series ed. by T.G. Andersen, R.A. Davis, J.-P. Kreiss and T. Mikosch, New York: Springe, 2009.
[2] Alexander, C. & Lazar, E. Modelling Regime-Specific Stock Price Volatility. Oxford Bulletin of Economics and Statistics71:761-797, 2009.
[3] Philippe, C. & Marimoutou, V. Hierarchical Hidden Markov Structure for Dynamic Correlations: The Hierarchical RSDC Model. AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1283178##
2. Liu, J.-C. (2006c) is cited by
[1] Pan, J., Wang, H., Tong, H. Estimation and tests power transformed and threshold GARCH models. Journal of Econometrics 142: 352-378, 2008.
[2] Haas, M. The autocorrelation structure of the Markov-switching asymmetric power GARCH process. Statistics & Probability Letters 78:1480-1489, 2008.
[3] Hwang, S.Y. & Baek, J.S. Asymptotic variance-covariance matrix of sample autocorrelations for threshold asymmetric GARCH processes. Statistics 43:35-51, 2009.
3. Liu, J.-C. (2006a) is cited by
[1] Klivecka, A. and Surgailis, D. Garch(1,1) process can have arbitrarily heavy power tails. Lithuanian Mathematical Journal 47: 164-175, 2007.
[2] Haas, M. The autocorrelation structure of the Markov-switching asymmetric power GARCH process. Statistics & Probability Letters 78:1480-1489, 2008.
[3] Ambroževičiūtė, D. & Klivečka, A. On the tvGARCH(1,1) model: Existence, CLT, and tail index. Lithuanian Mathematical Journal 48: 1-16, 2008.
4. Liu, J.-C. (2007) is cited by
[1] Alexander, C. & Lazar, E. Modelling Regime-Specific Stock Price Volatility. Oxford Bulletin of Economics and Statistics71:761-797, 2009.
[2] Haas, M. The autocorrelation structure of the Markov-switching asymmetric power GARCH process. Statistics & Probability Letters 78:1480-1489, 2008.
[3] Lee, O. & Shin, D. W. Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients. Communication in Statistics-Theory and Methods 39: 38-51, 2010.
学生培养：
Zhengkai Li, Weijie Yao, Lijin Du and Siying Tang (2001-2004), Yongjuan Chun, Chongyang Qiu and Shunfa Lin (2003-2006), Zhe Zhong, Mingzhou Wu, Fenli Huang, and Zhang Jingyao (2007-2010), and Chuangneng Cai, Yangpei Wang, and Yajie Gu (2009-2012).
