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Keywords: Taiwan Stock Exchange Capitalization Weighted Stock Index
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Journal Articles
Management Decision (2014) 52 (7): 1255–1262.
Published: 12 August 2014
... where occurrences of relationships are taken into account when forecasting. Taiwan Stock Exchange Capitalization Weighted Stock Index is taken as the forecasting target. Findings – Due to the consideration of occurrences of relationships in forecasting, the out of sample forecasting is improved...

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