Application of the Divisia Index with Interconnected Factors in the Warsaw Stock Exchange Index (WIG) fluctuation analysis

This paper presents a method of economic factorial analysis based on the Divisia index extended to interconnected factors. We verify the applicability of the presented method to financial market research by examining fluctuations of the Warsaw Stock Exchange WIG Index (WIG). We consider four main fa...

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Bibliographic Details
Main Authors: Jacek Białek, Radosław Pietrzyk
Format: Article
Language:English
Published: Lodz University Press 2017-11-01
Series:Acta Universitatis Lodziensis. Folia Oeconomica
Subjects:
Online Access:https://czasopisma.uni.lodz.pl/foe/article/view/999