Ph.D. in Management Studies (Econometrics), University of Liverpool, October 2007 - July 2011
Supervisor: Professor Brendan McCabe
Topic: “Analysis of Integer Valued Autoregressive Process”
Research Training: Data Collection Strategies, Quantitative Methods, Philosophy of Social Science, and Introduction to Research and Information Skills.
MSc. in Economics, University of Edinburgh, September 2004 - November 2005
Dissertation Title: “Applying the Bootstrap in Time Series Analysis”
Modules: Microeconomics, Macroeconomics, Quantitative Methods, Advanced Microeconomics, Economic Policy.
BEcon in International Finance, Tianjin University of Finance and Economics, September 2001 - July 2004
Dissertation Title: “Mortgage Loan Management in China”
Graduated with distinctions, completed in three years instead of four.
Core Modules: Calculus, Probability and Statistics, Linear Algebra, Accounting, Financial Management, and more.
Jiang, W., Sun, J., Cole, M., & Zhang, Y. (2026). "Virtual water in global supply chains: Trade structure, industrial composition, and policy levers." Ecological Economics, 248, 109068.
Johansson, P., & Sun, J. (forthcoming 2026). "Regression with R and Python: Description, Prediction, and Causal Inference." Springer.
Wu, J., Sun, J., Feng, H., & Long, F. (2026). "Stablecoins, Risk Transmission and Systemic Reconfiguration in a Fragmented USD Access System: Evidence from Quantile Time-Frequency Analysis." Systems, 14(5), 562.
Hong, Y., Linton, O., & Sun, J. (2026 forthcoming). "Econometrics and Time Series Methods: Theory, Applications, and R Implementation." Springer.
Sun, J., Hong, Y., Wang, S., & Yang, Y. (forthcoming 2026). 金融科技学 (FinTech). Higher Education Press.
Sun, J., Hong, Y., & Linton, O. (forthcoming 2026). 金融计量经济学：理论、案例与 R 语言 (Financial Econometrics: Theory, Cases, and R). Higher Education Press.
Sun, J., Zhu, M., & Linton, O. (2025). "Adjusted-range-based self-normalized autocorrelation tests." Economics Letters, 251, 112315.
Sun, J., Hong, Y., Lin, Z., & Xu, W. (2025). "Structural stability of functional data: A new adjusted-range-based self-normalization approach." Economics Letters, 253, 112350.
Hong, Y., Linton, O., McCabe, B., Sun, J., & Wang, S. (2024). "Kolmogorov-Smirnov type testing for structural breaks: A new adjusted-range-based self-normalization approach." Journal of Econometrics, 238(2), 105603.
Cole, M., Sun, J., Jiang, W., & Zang, L. (2024). "Governmental Capabilities and Responsiveness: Global Investigations into CO2 Emissions and Decarbonization." International Journal of Public Administration, 1-19.
Shao, C., Guan, X., Sun, J., Cole, M., & Liu, G. (2022). "Social media interactions between government and the public: A Chinese case study of government WeChat official accounts on information related to COVID-19." Frontiers in Psychology, 13, 955376.
Jiang, W., Cole, M., Sun, J., & Wang, S. (2022). "Innovation, carbon emissions, and the pollution haven hypothesis: Climate capitalism and global reinterpretations." Journal of Environmental Management, 307, 114465.
Hong, Y., Linton, O., McCabe, B., & Sun, J. (2022). "A score statistic for testing the presence of a stochastic trend in conditional variances." Economics Letters, 213, 110394.
Sun, J., Hong, Y., Linton, O., & Zhao, X. (2022). "Adjusted-range self-normalized confidence interval construction for censored dependent data." Economics Letters, 110873.
孙佳婧（通讯作者）等 (2022). "基于调整样本值域的自正则结构性变化的检验." 统计研究 (Statistical Research), 39(04): 122-133.
孙佳婧（第一作者、通讯作者）等 (2020). "基于Katz分布的计数数据自回归模型以及其在预测呼吸系统患病人数中的应用." 应用概率统计, 36(6): 551-568.
Sun, J., Cole, M., Huang, Z., & Wang, S. (2018). "Chinese leadership: Provincial perspectives on promotion and performance." Environment and Planning C: Politics and Space, 37(4), 750-772.
Cui, W., Cheng, H., & Sun, J. (2018). "An RKHS-based approach to double-penalized regression in high-dimensional partially linear models." Journal of Multivariate Analysis, 168, 201-210.
Li, Z., & Sun, J. (2015). Mechanisms and performance of Chinese bear markets and policy suggestions. In Li, Z., & Cheng, S. (Eds.), China's Stock Market Review and Outlook: 2002–2013. Science Press.
Li, Z., Sun, J., & Cole, M. (2015). Mechanisms and performance of Chinese bear markets and policy suggestions. In Li, Z., & Cheng, S. (Eds.), The Chinese Stock Market Volume II (pp. 125–189). Palgrave Macmillan.
Li, Z., Sun, J., & Wang, S. (2013). "An information diffusion-based model of oil futures price." Energy Economics, 36, 518-525.
Sun, J., Chernick, M. R., & LaBudde, R. A. (2011). "A bootstrap test for comparing two variances: simulation of size and power in small samples." Journal of Biopharmaceutical Statistics, 21(6), 1079-1093.
Talk at 4th IMA Conference on Mathematics of Finance and Insurance, The Liner Hotel, Liverpool, UK
Talk at IAEE Asia-Oceania Research Committee Online Seminar, Online
Talk at Glasgow, UK, Glasgow, UK
Talk at Renmin University of China, Beijing, China
Talk at University of Leicester, Leicester, UK
Talk at Rotterdam, Netherlands, Rotterdam, Netherlands
Talk at Hangzhou, China, Hangzhou, China
Talk at University of Birmingham, School of Education, Birmingham, UK
Talk at Beijing, China, Beijing, China
Talk at London, UK, London, UK
Talk at Tsinghua University, Beijing, China, Beijing, China
Talk at University of Melbourne, Melbourne, Australia, Melbourne, Australia (Online)
Talk at Université du Québec à Montréal, Montreal, Canada, Montreal, Canada (Online)
Talk at Rady School of Management, University of California, San Diego, USA, San Diego, USA (Online)
Talk at Shanghai Academy of Social Sciences, Xuhui District, Shanghai, Shanghai, China
Talk at London, UK, London, UK
Talk at Milan, Italy, Milan, Italy (Online)
Talk at Belfast, UK, Belfast, UK (Online)
Talk at Xiamen, China, Xiamen, China
Talk at Dalian, China, Dalian, China
Talk at University of Seville, Spain, Seville, Spain
Talk at University of Chinese Academy of Sciences, Beijing, China, Beijing, China
Associate Editor, Review of Mathematical Economics
(International Press of Boston)
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Associate Editor, Digital Finance
(Springer Nature)
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Associate Editor, Management & Marketing
(Springer Nature)
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