Research Output per year
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
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 journal › Articles
An empirical evaluation of large dynamic covariance models in portfolio value-at-risk estimation
LAW, K., LI, W. K. & YU, L. H. P., Jun 2020, In : Journal of Risk Model Validation. 14, 2, p. 21-39Research output: Contribution to journal › Articles
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. 722-730Research output: Contribution to journal › Articles
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. 809-827Research output: Contribution to journal › Articles
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 journal › Articles