What are the requirements for Changing Visa from Student to Business F Visa?

I am currently holding a student visa(Until Jan.30) here in Xiamen, China. As I have just graduated from my bachelors I plan to do an internship here in Xiamen, the company that will have me as an internship have agreed to help me prepare the documents.
But i have asked the local consulate and they told me to go to Hong Kong if i want to change my Visa and apply for an F Visa.
My question is, What are the required documents that i will be needing to bring to Hong Kong for my visa application? (I'm currently short in time and chinese new year approaching fast..)
Does anyone have any advice my current situation? (also going back to Philippines is currently out of question as I just graduated and funds are kinda low..)