HKU Dept of Statistics & Actuarial Science, HKU
Dept of Statistics & Actuarial Science, HKU
 
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W.K. LI

Head of Department
Chair of Statistics

BSc, MA(York); PhD(W Ont); FIMS; FASA; MIS; (Hon)MHKSS

Office:

Rm 303A(Head's office),
Rm 233, Run Run Shaw Building

Email:

hrntlwk@hku.hk

 
Phone:

(852) 3917-8325 (Head's office)
(852) 3917-2473

Fax:

(852) 2858-9041

 
  • Full Curriculum Vitae of Professor W.K. Li

  • Short Curriculum Vitae of Professor W.K. Li

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       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.

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