Professor of Statistics, Department of Mathematics, Hong Kong University of Science and Technology, China (from 2010).

Adjunct Associate Professor, School of Economics and Commerce and School of Mathematics and Statistics, University of Western Australia, Australia, 2003-2006.

Australian Research Council Postdoctoral Research Fellow in Econometrics, Department of Economics, University of Western Australia, Australia, 1998-2000.

Early Career Research Excellence Award, Modelling and Simulation Society of Australia and New Zealand (MSSANZ), 2003.

Member of International Statistical Institute, elected 2005.

Multa Scripsit Award, Econometric Theory, 2007.

Fellow, Modelling and Simulation Society of Australia and New Zealand, elected 2013.

Biennial Medal, Modelling and Simulation Society of Australia and New Zealand (MSSANZ), 2013.

Associate Editor, Statistics & Probability Letters, 2005-2009.

Associate Editor, Bernoulli, 2007-2009 (Official Journal of the Bernoulli Society for Mathematical Statistics and Probability).

Associate Editor, Electronic Journal of Statistics, from 2009 (sponsored by the Institute of Mathematical Statistics and by the Bernoulli Society).

Associate Editor, Journal of the Japan Statistical Association, from 2010.

Member of Editorial Board, Journal of Reviews on Global Economics, from 2012.

Member of Editorial Board, International Journal of Academic Research in Management, from 2013.

Member of Editorial Board, Annals of Financial Economics, from 2013.

Member of Editorial Board, Journal of Risk and Financial Management, from 2013.

Member of Editorial Board, Journal of Health & Medical Economics, from 2015.

Member of Editorial Board, Journal of Informatics and Data Mining, from 2015.

Co-Guest-Editor, Special issue of Journal of Econometrics on “Frontiers in Time Series and Financial Econometrics”, 2015.

Plenary Speaker, NBER-NSF Time Series Conference. Aarhus, Demark, 2008.

Plenary Speaker, 2013 Annual Meeting of Chinese Statistics, Beijing, China, 2013.

Plenary Speaker, 2013 Conference of Big-Data in Statistics and Probablility, Fuzhou, China, 2013.

Keynote Speaker, International Congress on Modelling and Simulation, Adelaide, Australia, 2013.

Co-Chair, Frontiers of Time Series Analysis and Related Fields: An International Conference in Honour of Professor W.K. Li, 2013, Hong Kong.

Chair, Distinguished Lecturers Session: What Next in Time Series?, Institute of Mathematical Statistics Asia Pacific Rim Meeting, 2012, Japan.