Master Theses Supervised

Ongoing

Tsz-ho Yim, ``A data-driven bandwidth selector for estimating conditional density function'', Chinese University of Hong Kong, June 2003.
Wing-Man Chan, ``Estimation of value at risk using parametric regression techniques'', Chinese University of Hong Kong, June 2003.
Wentao Yan, ``Model-guided Nonparametric Option Pricing'', Princeton University, May 2009.