HKU ResearcherPage: Li, WK
HKU Researcher
Tel:
- 2859 2473
Office:
Faculty:
Professor Li, Wai Keung
李偉強
- Chair Professor
Research Interests:
- Modelling of multiple time series
- Time series model diagnostic checks
- Threshold autoregressive models
- Semiparametric time series models
- Nonstationary/nonlinear time series with GARCH errors
- Stochastic volatility models
- Autoregressive conditional duration models
- Long memory time series models
- Time series modelling of financial data (including chaos and Granger causality problems)
- Value at risk problems
- Stochastic hydrology and climatology
My URLs:
Also Cited As:
- Lee, Wai K
