HKU HKU Dept of Statistics & Actuarial Science, HKU
Huiling YUAN

Research Associate

MSc (Shandong University of Science & Technology); PhD (Shanghai University of Finance & Economics)


Rm 202, Run Run Shaw Building



(852) 3917-8155


(852) 2858-9041

   Research Interests

High-frequency financial statistics, High-dimensional time series, Both low and high frequency data analysis, Network data analysis

   Selected Publications
  1. Yuan, H. L., Mu, Y. and Zhou, Y.. Leverage Effect in High-Frequency Data with Market Microstructure. Statistics and Its Interface, 2020, 13, 91-101.

  2. Song, X. Y., Kim, D., Yuan, H. L., Cui, X. Y., Lu, Z. P., Zhou, Y. and Wang, Y. Z.. Volatility Analysis with Realized GARCH-Ito Models. Journal of Econometrics, 2020, DOI: 10.1016/j.jeconom.2020.07.007.