Teoretyczne i empiryczne rozkłady stóp zwrotu indeksów giełdowych produktów rolnych
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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