Aneta Zglinska-Pietrzak

University of Lodz - Institute of Economics

Narutowicza 65 str.

PL 90-131, Lodz

Poland

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Scholarly Papers (1)

1.

The Warsaw Stock Exchange Index WIG: Modelling and Forecasting

CESifo Working Paper Series No. 1570
Number of pages: 19 Posted: 11 Nov 2005
Piotr Wdowinski and Aneta Zglinska-Pietrzak
University of Lodz and University of Lodz - Institute of Economics
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Abstract:

Warsaw Stock Exchange, stock index, GARCH model, forecasting