Teoretyczne i empiryczne rozkłady stóp zwrotu indeksów giełdowych produktów rolnych
Theoretical and empirical rate distributions of return stock market indices for agricultural products

Summary/Abstract: The purpose of this article is to estimate and compare the distribution of selected return stock market index listed on the CME (Chicago Mercantile Exchange). A variety of different distributions that have been suggested in the literature was fitted to the empirical time-series by means of the Maximum Likelihood Method. In order to verify the goodness-of-fit of each of the theoretical distribution under consideration the three different tests were employed: x2 test, Kolmogorov test as well as Anderson-Darling test.

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