joannytan/joan.github.io

Joan Tan Homepage

Welcome to Joan Tan's Homepage

About Me

Pei Pei Tan (Joan)

Department of Econometrics and Business Statistics
Monash Business School (Caulfield)
Victoria, Australia
Email: [email protected]

Languages

English
Chinese
Bahasa Melayu
Conversational Cantonese
Conversational Hokkien

Employment Experience

Shiny app developer
Data analyst
Teaching associate
Senior lecturer

Academic Qualifications

Certified Analytics Professional (CAP), INFORMS USA

Doctor of Philosophy (PhD in Applied Econometrics), Monash University (Australia), Department of Econometrics and Business Statistics

Master of Applied Statistics, University of Malaya (Malaysia), Faculty of Economics and Administration

Bachelor of Economics and Administration (Major in Applied Statistics), University of Malaya (Malaysia), Faculty of Economics and Administration

Research Interests

Data Analytics
Business Statistics
Applied Econometrics
Applied Statistics Business Forecasting

Publications

Ha, J., Tan, P.P., & Goh, K.L. (2018). Linear and nonlinear causal relationship between energy consumption and economic growth in China: New evidence based on wavelet analysis. PLoS ONE 13 (5): e0197785. https://doi.org/10.1371/journal. pone.0197785

Chin, W.C., Lee, M.C., and Tan, P.P. (2016), Heterogeneous Market Hypothesis Evaluation using Multipower Variation Volatility, Communications in Statistics-Simulation and Computation, pp. 1-14, published online on 19 Aug 2016.

Chin, W.C., Lee, M.C., and Tan, P.P., Lee, C. Y., and Tan, N. L. (2016), Dynamic Long Memory High Frequency Multipower Variation Volatility Evaluations for S&P 500, Modern Applied Science, Vol 10, Issue 5.

Tan, P.P., Galagedera, D.U.A., and Ting, S.S. (2015), Modelling Price Movement in Trading Volume-Volatility Relation, Malaysian Journal of Economic Studies, 52(2), pp. 135-156.

Tan, P.P., and Galagedera, D.U.A. (2015), Dynamics of Idiosyncratic Volatility: an Emerging Market Perspective, Global Economic Review, Vol 44, Issue 1, pp. 74-100.

Tang, T.C., and Tan, P.P. (2015), Real Interest Rate and House Prices in Malaysia: An Empirical Study, Economics Bulletin, Vol 35, Issue 1, pp. 270-275.

Chin, W. C., I. Zaidi, Tan, P. P. and Lee, M. C. (2015), The Computation of High Frequency S&P 500 Long-range Dependence Volatility Using Dynamic Modified Rescaled Adjusted Range Approach, Applied Mathematical Sciences, Vol 9, pp. 5915- 5924.

Liau, B.Y. and Tan, P.P. (2014), Gaining Customer Knowledge in Low Cost Airlines Through Text Mining. Industrial Management & Data System, Vol 114, Issue 9, pp. 1344-1359.

Tan, P.P., Chin, W.C. and Galagedera, D.U.A. (2014), A Wavelet-Based Evaluation of Time-Varying Long Memory of Equity Markets: A Paradigm in Crisis. Physica A: Statistical Mechanics and its Applications, Vol 410, pp. 345-358.

Tan, P.P., Galagedera, D.U.A. and Ting, S.S. (2014), Modelling Price Movement in Trading Volume-Volatility Relation, Malaysian Journal of Economic Studies, Volume 52, Issue 2, pp. 135-156.

Tan, P.P, Galagedera, D.U.A, Maharaj, E. A. (2012), A Wavelet Based Investigation of Long Memory in Stock Returns, Physica A: Statistical Mechanics and its Applications Netherlands, Vol 391, Issue 7, pp. 2330-2341.

Tan, P.P, Galagedera, D.U.A, Maharaj, E. A. (2011), Are Asia-Pacific Stock Markets Predictable? Evidence from Wavelet-based Fractional Integration Estimator, World Academy of Science, Engineering and Technology 59, pp. 1921-1926.

Tan, P. P. and Goh K.L. (2009), Structural Breaks in the Interest Rate of Selected East-Asian Countries, International Journal of Applied Business and Economic Research, Vol 7, Issue 2, pp. 97-105.

Academic Supervision

Doctoral Degree (PhD), Ha Junsheng, Energy Industry with Wavelet application, 2013/2014 (Completed)

Masters Degree, Lim Zhen Wen, The Great Gatsby Curve: Education and Income Inequality across Generations, 2014/2015 (Completed)

Masters Degree, Liau Bee Yee, Text Mining for Low Cost Airlines in Malaysia, 2013/2014 (Completed)

Masters Degree, Lim Thiam Sang, Dynamic Automobile Insurance Pricing in Malaysia: A Generalized Linear Model Approach, 2013/2014 (Completed)

Consultancy

Fraud Detection for Automobile Claims, Advisor, 2014-2016, ISM Insurance Services Malaysia Berhad

Study on Property Prices, Economic Cycles and Forecasting, Consultant, 2013-2016, Sime Darby Property

A roadmap for English language Education in Malaysia, Consultant, 2014-2014, Teachers Professional Development Malaysia