Ji-Chun Liu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Markov-switching Poisson generalized autoregressive conditional heteroscedastic models	2023-09-16	Paper
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns	2023-03-30	Paper
A \(q\)-analogue of Apagodu-Zeilberger congruence	2017-09-08	Paper
https://portal.mardi4nfdi.de/entity/Q5257512	2015-06-29	Paper
Euclidean modules	2015-05-08	Paper
Non-planar cluster quivers from surface	2015-02-23	Paper
Idempotent completion of pretriangulated categories.	2015-01-27	Paper
Genuses of cluster quivers of finite mutation type	2014-12-30	Paper
Wedderburn principal theorem of a complete algebra in \(I\)-adic topology.	2014-06-30	Paper
Integrated Markov-switching GARCH process	2014-04-23	Paper
A family of Markov-switching GARCH processes	2014-02-25	Paper
A multivariate threshold GARCH model	2013-01-24	Paper
Structure of a double autoregressive process driven by a hidden Markov chain	2012-08-30	Paper
Stationarity of a family of GARCH processes	2009-12-22	Paper
Variance Gamma process and option pricing	2008-04-04	Paper
Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process	2008-01-21	Paper
https://portal.mardi4nfdi.de/entity/Q3418532	2007-02-05	Paper
ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES	2006-11-14	Paper
The valuation of permanent American options in the presence of event risk	2006-08-09	Paper
On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process	2006-08-04	Paper
https://portal.mardi4nfdi.de/entity/Q3023067	2005-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q3023135	2005-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q3023136	2005-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q4464402	2004-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q4807891	2003-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q4415834	2003-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q4539319	2002-07-04	Paper

Research outcomes over time

This page was built for person: Ji-Chun Liu