The visa type must be student visa for both places.
The France Student Visa
In principle, it is mandatory that students who are non-French citizens apply for student visa to study in France. Please go to this webpage to check if you need a student visa for studying MScEGM. Grenoble Ecole de Management has published a guide for international students which all non-French international students should read the chapter on visa.
Hong Kong Student Visa
Unless you meet the conditions specified below*, it is mandatory for non-local students to obtain a student visa (or entry permit for students from Mainland China, Macao and Taiwan) for pursuing the study of the MScEGM programme. Graduate School of HKBU will be the responsible unit for the student visa application to be submitted to the Hong Kong Immigration Department. Non-local students cannot enter Hong Kong for educational purposes in the absence of the required student visa, whether full-degree programmes or otherwise. In other words, although HKSAR government allows some nationals entering Hong Kong without having any ENTRY visa, non-local students are still required to apply for a STUDENT visa for undertaking educational activities.
* Those having either Dependent Visa; or those being granted the Right of Abode, Right to Land or “Unconditional Stay” status in Hong Kong (the symbol “A”, “R” or “U” in the HKSAR smart ID stands for the holder has the right of abode in the HKSAR, the holder has the right to land in the HKSAR, or the holder’s stay in the HKSAR is not limited by the Director of Immigration at the time of registration of the card respectively).
Normally you need a travel document (or passport) that is valid for at least six months after the planned departure date of your return flight. You are suggested to have your travel document valid for 21 months from the start date (late September) of the programme.