Normal Distribution of Returns of Warsaw Stock Exchange Indexes
The paper verified the hypothesis regarding a normal distribution of returns of Warsaw Stock Exchange indexes for the following time intervals: daily, weekly, monthly, quarterly and yearly. The analyzed rates of return were calculated in the following outlines: closing-closing, opening-opening, open...
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Format: | Article |
Language: | English |
Published: |
Wydawnictwo Naukowe Wydziału Zarządzania Uniwersytetu Warszawskiego
2018-05-01
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Series: | Problemy Zarządzania |
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Online Access: | http://pz.wz.uw.edu.pl/gicid/01.3001.0012.2280 |