5 results for “Yip Chee Yin”

Research ArticleOpen accessIn the author namesModelling the Error Term of Australia Gross Domestic ProductAyodele Abraham Agboluaje, Suzilah Ismail, Chee Yin YipThe main aim of this study is to model the Gross Domestic Product (GDP) with the new Combine White Noise (CWN) Model and compare the results with the Vector Autoregressive (VAR) Model and Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH) Model which are the existing models. The CWN model estimation yields best results with least information criteria and high log likelihood … …Journal of Mathematics and Statistics, Vol. 12, Issue 4 · 2 Nov 2016 · 6,930 accessesView PDF Cite

Research ArticleOpen accessIn the author namesDetecting Malaysian Housing BubblesYip Chee Yin, Wong Woei Chyuan, Woo Kok HoongThis paper examines whether Malaysia is facing an impending housing bubble by using a graphical analysis, logical deduction and two statistical tests. Our research results are robust and supported by a three prone approach: Logical deduction working on the historical price trend based on most recent research findings on bubble; testing the stability of the price cycle and a statistical … …American Journal of Applied Sciences, Vol. 13, Issue 3 · 20 Mar 2016 · 8,332 accessesView PDF Cite

Research ArticleOpen accessIn the author namesModeling the Error Term by Moving Average and Generalized Autoregressive Conditional Heteroscedasticity ProcessesAyodele Abraham Agboluaje, Suzilah bt Ismail, Chee Yin YipThis study has been able to reveal that the Combine White Noise model outperforms the existing Generalized Autoregressive Conditional Heteroscedasticity (GARCH) and Moving Average (MA) models in modeling the errors, that exhibits conditional heteroscedasticity and leverage effect. MA process cannot model the data that reveals conditional heteroscedasticity and GARCH cannot model the leverage effect also. The standardized residuals of GARCH … …American Journal of Applied Sciences, Vol. 12, Issue 11 · 20 Nov 2015 · 6,721 accessesView PDF Cite