• 3738 Citations
  • 31 h-Index
1985 …2020

Research output per year

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Personal profile

Personal profile

Chinese Name : 李偉強

B.Sc. (First class with Distinction) in Mathematics,

York University, Canada (1975)

M.A. in Mathematics, York University, Canada (1976)

Ph.D. in Statistics, University of Western Ontario (1981)

Elected Member, International Statistical Institute (1991)

Elected Fellow, American Statistical Association (2003)

Elected Fellow, Institute of Mathematical Statistics (2006)

Honorary Member, Hong Kong Statistical Society, conferred March, 2009

Outstanding Service Award, International Chinese Statistical Association,  conferred August, 2009

Research interests

Time Series Analysis;

Financial Econometrics;

Financial Risk Management; 

Big Data Analytics; 

Environmetrics;

Stochastic Processes with Applications to Hydrology and Climatology;

Extreme Value Theory;

Spatial Statistics;

Sampling Methods

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Research Outputs

  • 3738 Citations
  • 31 h-Index
  • 137 Articles
  • 9 Chapters
  • 2 Books

An alternative nonparametric tail risk measure

LAW, K. K. F., LI, W. K. & YU, L. H. P., Aug 2020, In : Quantitative Finance.

Research output: Contribution to journalArticles

  • A portmanteau test for smooth transition autoregressive models

    XIA, Q., ZHANG, Z. & LI, W. K., Sep 2020, In : Journal of Time Series Analysis. 41, 5, p. 722-730

    Research output: Contribution to journalArticles

  • Conditional quantile estimation for hysteretic autoregressive models

    LI, D., ZENG, R., ZHANG, L., LI, W. K. & LI, G., Apr 2020, In : Statistica Sinica. 30, 2, p. 809-827

    Research output: Contribution to journalArticles

  • Evaluation methods for portfolio management

    LAW, K. K. F., LI, W. K. & YU, L. H. P., Apr 2020, In : Applied Stochastic Models in Business and Industry.

    Research output: Contribution to journalArticles