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Statistical analysis of sectorial and global indexes at Prague Stock Exchange in 1997 was performed. The relative variability of sectorial indexes ranged from 5 % in Mining to 29 % in Agriculture. About one half of index returns can be approximated by normal distribution. The correlation between...

The paper is concerned with the use of several methods that can be useful from the point of view of trend reversal in financial time series. These methods are demonstrated on PX index time series during 2002-2009. The research itself is subdivided into four parts corresponding to individual...