| The University of Hong Kong - Professor Li, Wai Keung

HKU ResearcherPage: Li, WK

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Professor Li, Wai Keung

李偉強

Title	Professor: Chair of Statistics Professor: Chair of Statistics
Dept:	Dept of Statistics & Actuarial Science
Faculty:	Faculty of Science

Contact Information

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Tel:	2859 2473
Office:	MW 502G

Professor Li, Wai Keung

李偉強

Title	Professor: Chair of Statistics Professor: Chair of Statistics
Dept:	Dept of Statistics & Actuarial Science
Faculty:	Faculty of Science
Research Interests: (click to check for cognate researchers)	Semiparametric time series models Time series model diagnostic checks Value at risk problems Time series modelling of financial data (including chaos and Granger causality problems) Threshold autoregressive models Long memory time series models Autoregressive conditional duration models Stochastic volatility models Stochastic hydrology and climatology Nonstationary/nonlinear time series with GARCH errors Modelling of multiple time series
My URLs:	Departmental page
Also Cited As:	Lee, Wai K

Honours, Awards & Prizes

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Spoken Languages:

English, Cantonese

(

英語、粵語

)

Written Languages:

English, Chinese

(

英文、中文

)

Area of expertise:

Environmental statistics (環境統計)
Risk management and financial time series (金融時間序列)

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