Grace Lee Ching Yap

Contact

• workRoom BB12 B Block
  Malaysia Campus
  Jalan Broga
  43500 Semenyih
  Selangor Darul Ehsan
  Malaysia
• work+6 (03) 8924 8150
• Grace.Yap@nottingham.edu.my

Research Summary

Data analysis, time series, analysis, forecasting

Recent Publications

• GRACE LEE CHING YAP and WEN CHEONG CHIN, 2017. An Improvement to LMSV Parameter Estimation: Modelling and Forecasting Volatility and Value-at-risk American Scientific Research Journal for Engineering, Technology, and Sciences. 27(1), 213 - 233
• LIEW, KIAN WAH, YAP, GRACE LEE CHING, OSMAN, ROHAIZAN, LEE, BETSY GUAT POH and CHEE, WING LOON, 2017. Structuring achievement goal orientation through group problem solving activities International Journal of Social Sciences and Education Research. 3(1), 208-217
• GRACE LEE CHING YAP and WEN CHEONG CHIN, 2016. Spectral bandwidth selection for long memory Modern Applied Science. 10, 8
• WEN CHEONG CHIN, MIN CHERNG LEE, TAN PEI PEI and GRACE LEE CHING YAP, 2016. Dynamic Long Memory High Frequency Multipower Variation Volatility Evaluations for S&P500 Modern Applied Science. 10, 5

• View all publications

Past Research

Data envelopment analysis and stochastic frontier analysis

• GRACE LEE CHING YAP and WEN CHEONG CHIN, 2017. An Improvement to LMSV Parameter Estimation: Modelling and Forecasting Volatility and Value-at-risk American Scientific Research Journal for Engineering, Technology, and Sciences. 27(1), 213 - 233
• LIEW, KIAN WAH, YAP, GRACE LEE CHING, OSMAN, ROHAIZAN, LEE, BETSY GUAT POH and CHEE, WING LOON, 2017. Structuring achievement goal orientation through group problem solving activities International Journal of Social Sciences and Education Research. 3(1), 208-217
• GRACE LEE CHING YAP and WEN CHEONG CHIN, 2016. Spectral bandwidth selection for long memory Modern Applied Science. 10, 8
• WEN CHEONG CHIN, MIN CHERNG LEE, TAN PEI PEI and GRACE LEE CHING YAP, 2016. Dynamic Long Memory High Frequency Multipower Variation Volatility Evaluations for S&P500 Modern Applied Science. 10, 5
• WEN CHEONG CHIN, MIN CHERNG LEE and GRACE LEE CHING YAP, 2016. Modelling Financial Market Volatility Using Asymmetric-Skewed-ARFIMAX and -HARX Models Inzinerine Ekonomika-Engineering Economics. 27, 4
• G.L.C. YAP, 2016. Normalizing logarithms of realized volatility in an ARFIMA model International JOurnal of Mathematical, Computational, Physical, Electrical and Computer Engineering. 10, 12
• WEN CHEONG CHIN, MIN CHERNG LEE and GRACE LEE CHING YAP, 2016. Heterogeneous autoregressive model with structural break using nearest neighbor truncation volatility estimators for DAX SpringerPlus. 5, 1883
• WEN CHEONG CHIN, MIN CHERNG LEE and GRACE LEE CHING YAP, 2016. HETEROGENEOUS MARKET HYPOTHESIS EVALUATIONS USING VARIOUS JUMP-ROBUST REALIZED VOLATILITY Romanian Journal of Economic Forecasting. XIX, 4
• G. L. C. YAP and K. W. LIEW, 2015. Bandwidth selection method for bias-reduced log-periodogram estimator in decaying spectral density Journal of Scientific Research and Development. 2(10), 86-92
• YAP, G. L. C., 2015. Weighted fuzzy c-means time series forecasting International Journal of Information and Management Science. 26, 253 - 269
• GRACE LEE CHING YAP, WAN ROSMANIRA ISMAIL and ZAIDI ISA, 2013. An Alternative Approach to Reduce Dimensionality in Data Envelopment Analysis Journal of Modern Applied Statistical Methods. 12(1), 128-147
• ROHAIZAN OSMAN, THONG LEE FAH and GRACE YAP LEE CHING, 2013. Calculus Pearson.
• YAP, G. L. C., ISMAIL, W. R. and ISA, Z., 2012. An alternative approach to handle high dimensionality in DEA: Consumption efficiency analysis in Malaysia car market International Journal of Applied Mathematics & Statistics. 25(1), 52 - 65
• YAP, G. L. C., ISMAIL, W. R. and ISA, Z., 2012. Statistical inference in high dimensional DEA model International Journal of Applied Mathematics & Statistics. 29(5), 17 - 33
• ROHAIZAN OSMAN, THONG LEE FAH and GRACE YAP LEE CHING, 2010. CalculusII Prentice Hall.