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Search results for: STOCK INDEXES

Ljung-Box test values of selected companies of the Warsaw Stock Exchange
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- P. Kasprzak
- K. Lewandowski
The following dataset includes the Warsaw Stock Exchange market analysis using the Ljung-Box test. Partial autocorrelations up to the 5th order were analyzed, because it will allow to observe the relationship within one week of stock exchange quotations. In the case of the WIG index, the 1st and 2nd order correlation turned out to be statistically significant....

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