Influence of the kurtosis value on the result of goodness of fit test for the daily rate of return on selected WIG20 and WIG30 companies
Year: 2018
Type: article
Abstract: In the paper, the modeling of empirical distributions of return rates on WIG20 and WIG30 companies was conducted. The validity of the hypothesis was tested, which stated that the fitting of theoretical distributions to empirical distributions of return rates – where the fitting was tested by the chi-squared test – depends on the value of kurtosis. In order to prove the validity of the hypothesis, studies on four sets of diversified data were conducted.
Author: Kamila Bednarz-Okrzyńska
Institution: University of Szczecin
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: diamond
OpenAlex ID: W2933988215