W.K. LI
Chair Professor BSc, MA(York); PhD(W Ont); FIMS; (Hon)MHKSS Office : Rm 502F, Meng Wah Complex Email : hrntlwk@hku.hk   Phone : (852) 2859-2473 Fax : (852) 2858-9041

Short Curriculum Vitae of Professor W.K. Li

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.