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Articles by Christopher Gan
Total Records ( 2 ) for Christopher Gan
  Christopher Gan , Sirimon Treepongkaruna and Hue H
  This study examines the stationarity of ten Asian and four Emerging foreign exchange (FX) rates during the 1990s. The paper employs the Augmented Dickey-Fuller (ADF) unit root test to the following FX rates: Hong Kong dollar (HKD), Japanese Yen (JPY), South Korean Won (KRW), New Taiwan dollar (TWN), Chinese renminbi (CHR), Indonesia Rupiah (IDR), Malaysian Ringgit (MYR), Singapore dollar (SGD), Thai baht (THB), Philippines peso (PHP), Argentine Peso (AGP), Brazillian Real (BRR), Mexican peso (MXP), and Russian rouble (RUR). Structural break is also taken into account for series found to be non-stationary using the [1] test. The results show that exchange rate series were found to be non-stationary except for the Chinese renminbi, Mexican and Argentina pesos. Furthermore, the robustness test indicates that the ADF test is robust across different data frequencies for most series we examined. Finally, we find the choice of structural break date is crucial in testing that stationarity for most series examined.
  Visit Limsombunchai , Christopher Gan and Minsoo Lee
  The objective of this study is to empirically compare the predictive power of the hedonic model with an artificial neural network model on house price prediction. A sample of 200 houses in Christchurch, New Zealand is randomly selected from the Harcourt website. Factors including house size, house age, house type, number of bedrooms, number of bathrooms, number of garages, amenities around the house and geographical location are considered. Empirical results support the potential of artificial neural network on house price prediction, although previous studies have commented on its black box nature and achieved different conclusions.
 
 
 
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