Waszkowski, Adam - In: Problems of World Agriculture / Problemy Rolnictwa … 11 (2011) 26
The aim of this research is to verify the hypothesis of the weak form efficiency of capital market. The research is conducted for the WIG-Spożywczy index. In the paper, Wald-Wolfowitz’s test, Quenouille’s test of autocorrelation coefficients, the test of joint autocorrelation with Ljung-...