HKU ResearcherPage: Li, WK

Admission	Field of Study	Thesis Title
2011 Phd Ip Ho Leung	Enviornmental Risk Management
2011 MPhil Lo Pak Hang	Time-series Analysis
2010 Phd Ng Fo Chun	Option Pricing Theory, Monte Carlo Methods, Credit Risk
2010 Phd Guan Bo	Stochastic Process and Stochastic Differential Equation	ON SOME NEW THRESHOLD-TYPE TIME SERIES MODELS
2010 MPhil Ma Sai Shing	Time Series
2010 MPhil Li Yuan	Financial Econometrics; Financial Risk Management	ON MIXED PORTMANTEAU STATISTICS FOR THE DIAGNOSTIC CHECKING OF TIME SERIES MODELS USING GAUSSIAN QUASI-MAXIMUM LIKELIHOOD APPROACH
2010 MPhil Lee David	Statistical Data / Time Series, and its Relation with Derivatives Pricing	STATISTICAL INFERENCE OF A THRESHOLD MODEL IN EXTREME VALUE ANALYSIS
2009 MPhil Ng Fo Chun	Option Pricing Theory, Monte Carlo Methods, Credit Risk
2009 MPhil Guan Bo	Stochastic Process and Stochastic Differential Equation
2008 Phd Wat Kam Pui	Time Series Analysis and Actuarial Science	DISCRETE-TIME INSURANCE RISK MODELS WITH DEPENDENCE STRUCTURES
2008 Phd Wang Chao	Time Series Analysis, Stochastic Process, Risk Management	STATISTICAL INFERENCE FOR SOME DISCRETE-VALUED TIME SERIES
2008 MPhil Chen Qiming	Time Series, Financial and Insurance Risk Management	STATISTICAL INFERENCE FOR THE APGARCH AND THRESHOLD APGARCH MODELS
2007 Phd Wu Ka Yui Karl	Time Series Analysis	ON SOME EXTENSIONS OF GENERALIZED LINEAR MODELS WITH VARYING DISPERSION
2007 Phd Li Muyi	The Theory and Application of Statistics	STATISTICAL INFERENCE ON SOME LONG MEMORY VOLATILITY MODELS
2007 Phd Friedlander Michael Arthur	Applied Mathematics Pertaining to Financial Markets	A ROBUST NON-TIME SERIES APPROACH FOR VALUATION OF WEATHER DERIVATIVES AND WEATHER RISK
2007 MPhil Wat Kam Pui	Time Series Analysis and Actuarial Science
2006 Phd Wong Siu Tung	Time Series Analysis	ON SOME ISSUES IN THE MODELLING OF EXTREME OBSERVATIONS
2006 MPhil Li Tang	Mathematical Modeling and Computing	MARKOV CHAIN MODELS FOR RE-MANUFACTURING SYSTEMS AND CREDIT RISK MANAGEMENT
2006 MPhil Lin Zhongli	Actuarial Science	ON THE STATISTICAL INFERENCE OF SOME NONLINEAR TIME SERIES MODELS
2006 MPhil Cheng Xixin	Time Series	MIXTURE TIME SERIES MODELS AND THEIR APPLICATIONS IN VOLATILITY ESTIMATION AND STATISTICAL ARBITRAGE TRADING
2005 MPhil Zhou Xuan	Financial & Actuarial Risk, Time Series	ON THE ESTIMATION AND TESTING OF SOME THRESHOLD MODELS
2004 Phd Lui Chiu Sing Gilbert	Time Series Analysis	SOME STATISTICAL TOPICS ON SEQUENTIAL DATA ASSIMILATION
2004 MPhil Wong Siu Tung	Time Series Analysis
2004 MPhil Kwok Sai Man Simon	Stochastic Processes / Time Series Analysis	STATISTICAL INFERENCE OF SOME FINANCIAL TIME SERIES MODELS
2003 Phd Li Guodong	Time Series Analysis	ON SOME NONLINEAR TIME SERIES MODELS AND THE LEAST ABSOLUTE DEVIATION ESTIMATION
2003 MPhil Cheng Lap Yan	Statistical Models for Financial Data	EXTENSION OF PRICE-TREND MODELS WITH APPLICATIONS IN FINANCE
2002 Phd Jin Shusong	Statistical Methods	NONLINEAR TIME SERIES MODELING WITH APPLICATION TO FINANCE AND OTHER FIELDS
2002 MPhil Wan Lai Mei	Time Series Modeling of Financial and Actuarial Data	Ruin analysis of correlated aggregate claims models
2002 MPhil Liu Ka Yee	Analysis of Discrete Choice and Rank Data	Bayes and Empirical Bayes estimation for the Panel Threshold Autoregressive Model and non-Gaussian time series
2001 Phd Kwan Chun Kit	Time Series Analysis	STATISTICAL INFERENCE FOR SOME FINANCIAL TIME SERIES MODELS WITH CONDITIONAL HETEROSCEDASTICITY
2001 MPhil Jin Shusong	Statistical Methods
1999 Phd Fu Bo	Longitudinal data analysis	"Some Topics in Longitudinal Data Analysis and Panel Time Series Models"
1998 MPhil Wong Wing Mei	Financial Time Series Analysis related to risk management and volatility modelling	SOME TOPICS IN MODEL SELECTION IN FINANCIAL TIME SERIES ANALYSIS
1998 MPhil Tsang Wai Yin	Time Series Analysis	Aspects of Modelling Stochastic Volatility
1998 MPhil Chong Siu Yung	Time Series	Comparison of Estimates of Autoregressive Models with Superimposed Errors
1997 Phd Fong Pak Wing	The analysis of time series	TOPICS IN FINANCIAL TIME SERIES ANALYSIS: THEORY AND APPLICATIONS
1995 Phd Xia Yingcun	"Time Series, Multivariate Analysis, Quality Management, Econometrics "	On Some Nonparametric and Semiparametric Approaches to Time Series Modelling

HKU ResearcherPage: Li, WK

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