80 Karaoli & Dimitriou Str.
18534 Piraeus, 185 34 -GR
University of Piraeus, Department of Banking and Financial Management
mutual fund, Morningstar Star-Rating System, CAPM, conditional and unconditional portfolio performance evaluation
Central limit theorem, Invariance Principle, mixing, trending variances, variance break
dividend growth, dividend-price ratio, predictability, dividend smoothing, mixed data sampling
Dividend growth, dividend yield, predictability, dividend smoothing, mixed frequency data analysis
autoregressive beta, stock returns, single factor model, serial correlation, conditional heteroscedasticity
Aggregational Gausianity, infinite variance, FIGARCH, financial returns
Autoregression, Robust inference, Wild bootstrap, Polynomial trend, Nonstationary volatility, Eicker-White covariance matrix estimator
polynomial-like noise variance, limiting distribution, order of variance growth, modified t-statistic, heteroscedasticity-robust t-statistic, variance decline
conditional CAPM, time-varying beta, cointegration, Morningstar star-rating system
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aggregate crop yield, central limit theorem, limit theorem for random sums of random variables, normality
File name: JOES.pdf
Brownian motion, Explanatory model, Market efficiency, Scientific explanation, Statistical model, Stock returns
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