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	Title	Author(s)	Issue Date	Views
	Multivariate modelling of the autoregressive random variance process Journal:Journal of Time Series Analysis	So, MKP Li, WK Lam, K	1997	143
	On the estimation of an instantaneous transformation for time series Journal:Journal of the Royal Statistical Society. Series B: Statistical Methodology	Xia, Y Tong, H Li, WK Zhu, LX	2000	179
	Some recent developments on conditional variance models Proceeding/Conference:Time Series Workshop of Department of Statistics, The University of Hong Kong	Li, WK	1994	78
	An empirical study of volatility in seven Southeast Asian stock markets using ARV models Journal:Journal of Business Finance and Accounting	So, MKP Lam, K Li, WK	1997	179
	On the empirical influence functionof the portmanteau statistic in AR (1) process Journal:Journal of the Japan Statistical Society	Lee, AH Li, WK Hui, YV	1996	88
	A method of estimating the noise level in a chaotic time series Journal:Chaos	Jayawardena, AW Xu, P Li, WK	2008	190
	A single-stage approach for cointegration-based pairs trading Journal:Finance Research Letters	LAW, KF Li, WK Yu, PLH	2018	102
	The Autoregressive Conditional Marked Duration Model: Statistical Inference to Market Microstructure Journal:Journal of Data Science	Kwok, SSM Li, WK Yu, PLH	2009	97
	Diagnostic checking arma time series models using squared-residual autocorrelations Journal:Journal of Time Series Analysis	McLeod, AI Li, WK	1983	351
	Hydrologic complexity and classification: A simple data reconstruction approach Journal:Hydrological Processes	Sivakumar, B Jayawardena, AW Li, WK	2007	143
	On a dispersion model with Pearson residual responses Journal:Computational Statistics & Data Analysis	Wu, K Li, WK	2016	52
	Time series insurance risk models with dependence structures Proceeding/Conference:International Conference on Actuarial and Financial Risks	Wat, KP Yuen, KC Li, WK	2010	25
	Buffered threshold autoregressive time series models	Li, G Guan, B Li, WK Yu, PLH	2012	100
	Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors Journal:Annals of Statistics	Ling, S Li, WK	1998	57
	Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift	Editor(s):Li, WK Stanford, DA Yu, H	2016	98
	A Black–Litterman approach to correlation stress testing Journal:Quantitative Finance	NG, FC Li, WK Yu, PLH	2014	81
	On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity Journal:Journal of the American Statistical Association	Ling, S Li, WK	1997	175
	Neighbourhood selection for local modelling and prediction of hydrological time series Journal:Journal of Hydrology	Jayawardena, AW Li, WK Xu, P	2002	171
	Evolutionary product unit based neural networks for hydrological time series analysis Journal:Journal of Hydroinformatics	Karunasingha, DSK Jayawardena, AW Li, WK	2011	168
	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
	A stochastic volatility model with Markov switching Journal:Journal of Business and Economic Statistics	So, MKP Lam, K Li, WK	1998	189
	Least absolute deviation estimation for unit root processes with garch errors Journal:Econometric Theory	Li, G Li, WK	2009	157
	A note on the estimation of extreme value distributions using maximum product of spacings Book:Time Series and Related Topics: In Memory of Ching-Zong Wei	Wong, TST Li, WK	2006	129
	Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model Journal:Journal of Royal Statistical Society	Li, WK Lam, K	1995	99
	Value at risk estimation using independent component analysis-generalized autoregressive conditional heteroscedasticity (ICA-garch) models Journal:International Journal of Neural Systems	Wu, EHC Yu, PLH Li, WK	2006	171