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Emeritus Professor Li, Wai Keung 李偉強

Title:

Emeritus Professor

Department:

Department of Statistics and Actuarial Science

Faculty:

Faculty of Science

Publications - Articles

	Title	Author(s)	Issue Date	Views
	Fuzzy Hidden Markov-Switching Portfolio Selection with Capital Gain Tax Journal:Expert Systems with Applications	GUO, S Ching, W-K Li, W-K Siu, T-K Zhang, Z	2020	95
	Conditional quantile estimation for hysteretic autoregressive models Journal:Statistica Sinica	Li, D Zeng, R Zhang, L Li, WK Li, G	2020	31
	Variable screening for survival data in the presence of heterogeneous censoring Journal:Scandinavian Journal of Statistics: theory and applications	Xu, J Li, WK Ying, Z	2020	38
	A single-stage approach for cointegration-based pairs trading Journal:Finance Research Letters	LAW, KF Li, WK Yu, PLH	2018	102
	GPS trajectory data segmentation based on probabilistic logic Journal:International Journal of Approximate Reasoning	Guo, S Li, X Ching, WK Dan, R Li, WK Zhang, Z	2018	113
	On a spiked model for large volatility matrix estimation from noisy high-frequency data Journal:Computational Statistics & Data Analysis	Shen, K Yao, JJ Li, WK	2018	53
	Forecasting high-dimensional realized volatility matrices using a factor model Journal:Quantitative Finance	Shen, K Yao, JJ Li, WK	2018	45
	On the surprising explanatory power of higher realized moments in practice Journal:Statistics and its Interface	Shen, K Yao, JJ Li, WK	2018	34
	A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models Journal:Biometrika	Zheng, Y Li, WK Li, G	2018	119
	On the compound binomial risk model with delayed claims and randomized dividends Journal:Risks	Wat, KP Yuen, KC Li, WK Wu, X	2018	103

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