Taiwan Weighted Index

Taiwan Weighted Index

An index tracking all common stocks that trade on the Taiwan Stock Exchange. The index is weighted for market capitalization; that is, price changes in stocks with higher market caps will affect the index more than stocks with lower market caps. The index's base year is 1966. See also: Taiwan Capitalization Weighted Index.
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72 per cent while Taiwan weighted index eased by 0.
Descriptive Statistics: Taiwan Weighted Index Weekly Rates of Return, Jan.
To check the robustness of our results, we tried different specifications for the conditional volatility equation with p [less than or equal to] 2 and q [less than or equal to] 2, and found that MA(1)-GARCH(1, 1) is the most parsimonious representation of the Taiwan Weighted Index returns.
These provide further evidence that liberalization has reduced the volatility of the Taiwan Weighted Index.
Post-liberalization, the Taiwan Weighted Index is less volatile and is more efficient in processing information.
The Taiwan weighted index fell 5% to close at 3,952.

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