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Abstr act In the paper, the modeling of empirical distributions of return rates on WIG20 and WIG30 companies was conducted. The validity of the hypothesis was tested, which stated that the fitting of theoretical distributions to empirical distributions of return rates -where the fitting was tested by the chi-squared test -depends on the value of kurtosis. In order to prove the validity of the hypothesis, studies on four sets of diversified data were conducted.doi:10.18276/ejsm.2018.27/2-03 fatcat:yyhnzrycararlpsj475bth3nlm