WIG rate of return histogram and normal distribution curve
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资源简介：
The conducted market analysis covered the period of stock exchange quotations from the beginning of 2010 to the end of 2019 (04/01/2010 - 30/12/2019). Daily data was used, in the form of closing prices of indices operating on the Warsaw Stock Exchange. In order to obtain a complete and generalized picture of the market, the quotations of 4 indices were used: WIG, WIG20, mWIG40 and sWIG80. In order to study price changes, the stock exchange time series were transformed into series of logarithmic rates of return. According to the author, the period selected for analysis is very representative of the Polish market. In the 10-year period under study, no extreme situations were recorded on the stock exchange.
提供机构：
Gdańsk University of Technology
创建时间：
2021-05-08
