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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Bibliographic Details
Main Author: prof. dr hab. Krzysztof Borowski
Format: Article
Language:English
Published: Wydawnictwo Naukowe Wydziału Zarządzania Uniwersytetu Warszawskiego 2018-05-01
Series:Problemy Zarządzania
Subjects:
Online Access:http://pz.wz.uw.edu.pl/gicid/01.3001.0012.2280