Sandy Suardi

La Trobe University

Senior Lecturer

School of Economics and Finance

Bundoora, 3086

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

145

CITATIONS

0

Scholarly Papers (3)

Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach

Number of pages: 38 Posted: 20 Nov 2009 Last Revised: 25 Nov 2009
Ai Jun Hou and Sandy Suardi
Stockholm University, Business School and La Trobe University
Downloads 93 (232,612)

Abstract:

interest rates, GARCH modelling, nonparametric method, volatility estimation

2.

Factor Reversal in the Euro Zone Stock Returns: Evidence from the Crisis Period

Number of pages: 38 Posted: 26 Oct 2012
Hsin-I Chou, Jing Zhao and Sandy Suardi
La Trobe University - Department of Finance, La Trobe Business School, La Trobe University - Department of Economics and Finance and La Trobe University
Downloads 26 (392,736)

Abstract:

Euro equity markets, country effect, industry effect, portfolio diversification, crisis

3.

Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool

IZA Discussion Paper No. 4748
Number of pages: 37 Posted: 15 Feb 2010
Wang-Sheng Lee and Sandy Suardi
Deakin University and La Trobe University
Downloads 18 (430,559)

Abstract:

minimum wage, teenage employment, structural break