I am a faculty member in the Department of Information Systems, Business Statistics and Operations Management (ISOM) at the Hong Kong University of Science and Technology (HKUST). I received his Ph.D. in Statistics and B.Sc. in Applied Mathematics from the University of Hong Kong in 1996 and 1991, respectively. I have been with HKUST since 1996 and was promoted to full professor in 2019. My research focuses on nonlinear time series analysis, financial time series modelling, market volatility, and the dynamic structure of economic data. I am also known for my work on Value at Risk estimation in financial markets.