Terence t. l. Chong Department of Economics, The Chinese University of Hong Kong   The Chinese University of Hong Kong The Chinese University of Hong Kong Shatin, N.T., , Hong Kong   chong2064@cuhk.edu.hk   http://www.cuhk.edu.hk/eco/staff/tlchong/tlchong3.htm   Biographical Sketch: Terence Tai-Leung Chong was born in 1968. He obtained his Bachelor degree from the Chinese University of Hong Kong in 1991, and the PhD from the University of Rochester in 1995 under the supervision of Bruce Hansen. He is currently an associate professor of Economics at the Chinese University of Hong Kong. His main research areas include econometrics and Finance. He has published over 80 academic papers, which appear in the Journal of Econometrics, Econometric Theory, Econometrics Journal, Studies in Nonlinear Dynamics and Econometrics, China Economic Review, Pacific Basin Finance Journal and other international journals. He is ranked 37th worldwide in terms of theoretical econometrics publication according to Baltagi (2007) "Worldwide Econometrics Rankings: (1989-2005)", Econometric Theory 23(5), pp 952-1012. He is also ranked top 5% worldwide by RePEc according to the Number of Distinct Works and the Number of Distinct Works weighted by Number of Authors.   Primary Research Focus: Time Series   JEL Areas: C1 : Econometric and Statistical Methods: General G1 : General Financial Markets: General (includes Measurement and Data)