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Autor
Białek Jacek (University of Lodz, Poland)
Tytuł
Proposition of Stochastic Postulates for Chain Indices
Źródło
Statistics in Transition, 2014, vol. 15, nr 4, s. 545-558, aneks, bibliogr. s. 555-557
Słowa kluczowe
Indeks cen, Procesy stochastyczne, Teoria statystyki
Price index, Stochastic processes, Theory of statistics
Uwagi
summ.
Abstrakt
This article presents and discusses a proposition of stochastic postulates for chain indices. The presented postulates are based on the assumption that prices and quantities are stochastic processes and we consider also the case when price processes are martingales. We define general conditions which allow the chain indices to satisfy these postulates. (original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu
Pełny tekst
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Bibliografia
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ISSN
1234-7655
Język
eng
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