id	sid	tid	token	lemma	pos
american_scientific_journal-1458	1	1	29	29	NUM
american_scientific_journal-1458	1	2	american	american	ADJ
american_scientific_journal-1458	1	3	scientific	scientific	ADJ
american_scientific_journal-1458	1	4	research	research	NOUN
american_scientific_journal-1458	1	5	journal	journal	NOUN
american_scientific_journal-1458	1	6	for	for	ADP
american_scientific_journal-1458	1	7	engineering	engineering	NOUN
american_scientific_journal-1458	1	8	,	,	PUNCT
american_scientific_journal-1458	1	9	technology	technology	NOUN
american_scientific_journal-1458	1	10	,	,	PUNCT
american_scientific_journal-1458	1	11	and	and	CCONJ
american_scientific_journal-1458	1	12	sciences	science	NOUN
american_scientific_journal-1458	1	13	(	(	PUNCT
american_scientific_journal-1458	1	14	asrjets	asrjet	NOUN
american_scientific_journal-1458	1	15	)	)	PUNCT
american_scientific_journal-1458	1	16	issn	issn	PROPN
american_scientific_journal-1458	1	17	(	(	PUNCT
american_scientific_journal-1458	1	18	print	print	NOUN
american_scientific_journal-1458	1	19	)	)	PUNCT
american_scientific_journal-1458	1	20	2313	2313	NUM
american_scientific_journal-1458	1	21	-	-	SYM
american_scientific_journal-1458	1	22	4410	4410	NUM
american_scientific_journal-1458	1	23	,	,	PUNCT
american_scientific_journal-1458	1	24	issn	issn	PROPN
american_scientific_journal-1458	1	25	(	(	PUNCT
american_scientific_journal-1458	1	26	online	online	ADJ
american_scientific_journal-1458	1	27	)	)	PUNCT
american_scientific_journal-1458	1	28	2313	2313	NUM
american_scientific_journal-1458	1	29	-	-	SYM
american_scientific_journal-1458	1	30	4402	4402	NUM
american_scientific_journal-1458	1	31	©	©	PROPN
american_scientific_journal-1458	1	32	global	global	ADJ
american_scientific_journal-1458	1	33	society	society	NOUN
american_scientific_journal-1458	1	34	of	of	ADP
american_scientific_journal-1458	1	35	scientific	scientific	ADJ
american_scientific_journal-1458	1	36	research	research	NOUN
american_scientific_journal-1458	1	37	and	and	CCONJ
american_scientific_journal-1458	1	38	researchers	researcher	NOUN
american_scientific_journal-1458	1	39	http://asrjetsjournal.org/	http://asrjetsjournal.org/	NOUN
american_scientific_journal-1458	1	40	modelling	model	VERB
american_scientific_journal-1458	1	41	volatility	volatility	NOUN
american_scientific_journal-1458	1	42	of	of	ADP
american_scientific_journal-1458	1	43	daily	daily	ADJ
american_scientific_journal-1458	1	44	stock	stock	NOUN
american_scientific_journal-1458	1	45	returns	return	NOUN
american_scientific_journal-1458	1	46	:	:	PUNCT
american_scientific_journal-1458	1	47	is	be	AUX
american_scientific_journal-1458	1	48	garch(1,1	garch(1,1	NOUN
american_scientific_journal-1458	1	49	)	)	PUNCT
american_scientific_journal-1458	1	50	enough	enough	ADV
american_scientific_journal-1458	1	51	?	?	PUNCT
american_scientific_journal-1458	2	1	mamun	mamun	PROPN
american_scientific_journal-1458	2	2	miaha	miaha	PROPN
american_scientific_journal-1458	2	3	*	*	PROPN
american_scientific_journal-1458	2	4	,	,	PUNCT
american_scientific_journal-1458	2	5	azizur	azizur	VERB
american_scientific_journal-1458	2	6	rahmanb	rahmanb	PROPN
american_scientific_journal-1458	2	7	adepartment	adepartment	NOUN
american_scientific_journal-1458	2	8	of	of	ADP
american_scientific_journal-1458	2	9	statistics	statistic	NOUN
american_scientific_journal-1458	2	10	,	,	PUNCT
american_scientific_journal-1458	2	11	jahangirnagar	jahangirnagar	PROPN
american_scientific_journal-1458	2	12	university	university	PROPN
american_scientific_journal-1458	2	13	,	,	PUNCT
american_scientific_journal-1458	2	14	334	334	NUM
american_scientific_journal-1458	2	15	,	,	PUNCT
american_scientific_journal-1458	2	16	bbh	bbh	PROPN
american_scientific_journal-1458	2	17	,	,	PUNCT
american_scientific_journal-1458	2	18	savar	savar	NOUN
american_scientific_journal-1458	2	19	,	,	PUNCT
american_scientific_journal-1458	2	20	dhaka-1342	dhaka-1342	NOUN
american_scientific_journal-1458	2	21	,	,	PUNCT
american_scientific_journal-1458	2	22	bangladesh	bangladesh	NOUN
american_scientific_journal-1458	2	23	bdepartment	bdepartment	NOUN
american_scientific_journal-1458	2	24	of	of	ADP
american_scientific_journal-1458	2	25	statistics	statistic	NOUN
american_scientific_journal-1458	2	26	,	,	PUNCT
american_scientific_journal-1458	2	27	jahangirnagar	jahangirnagar	PROPN
american_scientific_journal-1458	2	28	university	university	PROPN
american_scientific_journal-1458	2	29	,	,	PUNCT
american_scientific_journal-1458	2	30	savar	savar	NOUN
american_scientific_journal-1458	2	31	,	,	PUNCT
american_scientific_journal-1458	2	32	dhaka-1342	dhaka-1342	NOUN
american_scientific_journal-1458	2	33	,	,	PUNCT
american_scientific_journal-1458	2	34	bangladesh	bangladesh	NOUN
american_scientific_journal-1458	2	35	aemail	aemail	NOUN
american_scientific_journal-1458	2	36	:	:	PUNCT
american_scientific_journal-1458	2	37	mamunmiah.615@gmail.com	mamunmiah.615@gmail.com	X
american_scientific_journal-1458	2	38	bemail	bemail	NOUN
american_scientific_journal-1458	2	39	:	:	PUNCT
american_scientific_journal-1458	2	40	rahman.aziz83@gmail.com	rahman.aziz83@gmail.com	X
american_scientific_journal-1458	2	41	abstract	abstract	ADJ
american_scientific_journal-1458	2	42	volatility	volatility	NOUN
american_scientific_journal-1458	2	43	in	in	ADP
american_scientific_journal-1458	2	44	financial	financial	ADJ
american_scientific_journal-1458	2	45	markets	market	NOUN
american_scientific_journal-1458	2	46	has	have	AUX
american_scientific_journal-1458	2	47	attracted	attract	VERB
american_scientific_journal-1458	2	48	growing	grow	VERB
american_scientific_journal-1458	2	49	attention	attention	NOUN
american_scientific_journal-1458	2	50	by	by	ADP
american_scientific_journal-1458	2	51	academics	academic	NOUN
american_scientific_journal-1458	2	52	,	,	PUNCT
american_scientific_journal-1458	2	53	policy	policy	NOUN
american_scientific_journal-1458	2	54	makers	maker	NOUN
american_scientific_journal-1458	2	55	and	and	CCONJ
american_scientific_journal-1458	2	56	practitioners	practitioner	NOUN
american_scientific_journal-1458	2	57	during	during	ADP
american_scientific_journal-1458	2	58	the	the	DET
american_scientific_journal-1458	2	59	past	past	ADJ
american_scientific_journal-1458	2	60	two	two	NUM
american_scientific_journal-1458	2	61	decades	decade	NOUN
american_scientific_journal-1458	2	62	.	.	PUNCT
american_scientific_journal-1458	3	1	first	first	ADV
american_scientific_journal-1458	3	2	,	,	PUNCT
american_scientific_journal-1458	3	3	volatility	volatility	NOUN
american_scientific_journal-1458	3	4	receives	receive	VERB
american_scientific_journal-1458	3	5	a	a	DET
american_scientific_journal-1458	3	6	great	great	ADJ
american_scientific_journal-1458	3	7	deal	deal	NOUN
american_scientific_journal-1458	3	8	of	of	ADP
american_scientific_journal-1458	3	9	concern	concern	NOUN
american_scientific_journal-1458	3	10	from	from	ADP
american_scientific_journal-1458	3	11	policy	policy	NOUN
american_scientific_journal-1458	3	12	makers	maker	NOUN
american_scientific_journal-1458	3	13	and	and	CCONJ
american_scientific_journal-1458	3	14	financial	financial	ADJ
american_scientific_journal-1458	3	15	market	market	NOUN
american_scientific_journal-1458	3	16	participants	participant	NOUN
american_scientific_journal-1458	3	17	because	because	SCONJ
american_scientific_journal-1458	3	18	it	it	PRON
american_scientific_journal-1458	3	19	can	can	AUX
american_scientific_journal-1458	3	20	be	be	AUX
american_scientific_journal-1458	3	21	used	use	VERB
american_scientific_journal-1458	3	22	as	as	ADP
american_scientific_journal-1458	3	23	a	a	DET
american_scientific_journal-1458	3	24	measurement	measurement	NOUN
american_scientific_journal-1458	3	25	of	of	ADP
american_scientific_journal-1458	3	26	risk	risk	NOUN
american_scientific_journal-1458	3	27	.	.	PUNCT
american_scientific_journal-1458	4	1	second	second	ADJ
american_scientific_journal-1458	4	2	,	,	PUNCT
american_scientific_journal-1458	4	3	high	high	ADJ
american_scientific_journal-1458	4	4	volatility	volatility	NOUN
american_scientific_journal-1458	4	5	of	of	ADP
american_scientific_journal-1458	4	6	return	return	NOUN
american_scientific_journal-1458	4	7	in	in	ADP
american_scientific_journal-1458	4	8	financial	financial	ADJ
american_scientific_journal-1458	4	9	market	market	NOUN
american_scientific_journal-1458	4	10	may	may	AUX
american_scientific_journal-1458	4	11	discourage	discourage	VERB
american_scientific_journal-1458	4	12	investors	investor	NOUN
american_scientific_journal-1458	4	13	to	to	PART
american_scientific_journal-1458	4	14	invest	invest	VERB
american_scientific_journal-1458	4	15	in	in	ADP
american_scientific_journal-1458	4	16	stock	stock	NOUN
american_scientific_journal-1458	4	17	market	market	NOUN
american_scientific_journal-1458	4	18	and	and	CCONJ
american_scientific_journal-1458	4	19	hence	hence	ADV
american_scientific_journal-1458	4	20	greater	great	ADJ
american_scientific_journal-1458	4	21	uncertainty	uncertainty	NOUN
american_scientific_journal-1458	4	22	.	.	PUNCT
american_scientific_journal-1458	5	1	so	so	ADV
american_scientific_journal-1458	5	2	we	we	PRON
american_scientific_journal-1458	5	3	need	need	VERB
american_scientific_journal-1458	5	4	to	to	PART
american_scientific_journal-1458	5	5	estimate	estimate	VERB
american_scientific_journal-1458	5	6	the	the	DET
american_scientific_journal-1458	5	7	appropriate	appropriate	ADJ
american_scientific_journal-1458	5	8	volatility	volatility	NOUN
american_scientific_journal-1458	5	9	model	model	NOUN
american_scientific_journal-1458	5	10	to	to	PART
american_scientific_journal-1458	5	11	capture	capture	VERB
american_scientific_journal-1458	5	12	the	the	DET
american_scientific_journal-1458	5	13	volatility	volatility	NOUN
american_scientific_journal-1458	5	14	.	.	PUNCT
american_scientific_journal-1458	6	1	in	in	ADP
american_scientific_journal-1458	6	2	this	this	DET
american_scientific_journal-1458	6	3	paper	paper	NOUN
american_scientific_journal-1458	6	4	,	,	PUNCT
american_scientific_journal-1458	6	5	we	we	PRON
american_scientific_journal-1458	6	6	study	study	VERB
american_scientific_journal-1458	6	7	the	the	DET
american_scientific_journal-1458	6	8	performance	performance	NOUN
american_scientific_journal-1458	6	9	of	of	ADP
american_scientific_journal-1458	6	10	simple	simple	ADJ
american_scientific_journal-1458	6	11	garch	garch	NOUN
american_scientific_journal-1458	6	12	model	model	NOUN
american_scientific_journal-1458	6	13	.	.	PUNCT
american_scientific_journal-1458	7	1	we	we	PRON
american_scientific_journal-1458	7	2	apply	apply	VERB
american_scientific_journal-1458	7	3	the	the	DET
american_scientific_journal-1458	7	4	generalized	generalized	ADJ
american_scientific_journal-1458	7	5	autoregressive	autoregressive	ADJ
american_scientific_journal-1458	7	6	conditional	conditional	ADJ
american_scientific_journal-1458	7	7	heteroscedasticity	heteroscedasticity	NOUN
american_scientific_journal-1458	7	8	(	(	PUNCT
american_scientific_journal-1458	7	9	garch	garch	NOUN
american_scientific_journal-1458	7	10	)	)	PUNCT
american_scientific_journal-1458	7	11	model	model	NOUN
american_scientific_journal-1458	7	12	of	of	ADP
american_scientific_journal-1458	7	13	different	different	ADJ
american_scientific_journal-1458	7	14	lag	lag	NOUN
american_scientific_journal-1458	7	15	order	order	NOUN
american_scientific_journal-1458	7	16	to	to	PART
american_scientific_journal-1458	7	17	model	model	VERB
american_scientific_journal-1458	7	18	volatility	volatility	NOUN
american_scientific_journal-1458	7	19	of	of	ADP
american_scientific_journal-1458	7	20	stock	stock	NOUN
american_scientific_journal-1458	7	21	returns	return	NOUN
american_scientific_journal-1458	7	22	of	of	ADP
american_scientific_journal-1458	7	23	four	four	NUM
american_scientific_journal-1458	7	24	bangladeshi	bangladeshi	ADJ
american_scientific_journal-1458	7	25	companies	company	NOUN
american_scientific_journal-1458	7	26	on	on	ADP
american_scientific_journal-1458	7	27	dhaka	dhaka	PROPN
american_scientific_journal-1458	7	28	stock	stock	PROPN
american_scientific_journal-1458	7	29	exchange	exchange	PROPN
american_scientific_journal-1458	7	30	(	(	PUNCT
american_scientific_journal-1458	7	31	dse	dse	PROPN
american_scientific_journal-1458	7	32	)	)	PUNCT
american_scientific_journal-1458	7	33	.	.	PUNCT
american_scientific_journal-1458	8	1	akaike	akaike	ADJ
american_scientific_journal-1458	8	2	information	information	NOUN
american_scientific_journal-1458	8	3	criteria	criterion	NOUN
american_scientific_journal-1458	8	4	(	(	PUNCT
american_scientific_journal-1458	8	5	aic	aic	PROPN
american_scientific_journal-1458	8	6	)	)	PUNCT
american_scientific_journal-1458	8	7	and	and	CCONJ
american_scientific_journal-1458	8	8	bayesian	bayesian	NOUN
american_scientific_journal-1458	8	9	information	information	NOUN
american_scientific_journal-1458	8	10	criteria	criterion	NOUN
american_scientific_journal-1458	8	11	(	(	PUNCT
american_scientific_journal-1458	8	12	bic	bic	PROPN
american_scientific_journal-1458	8	13	)	)	PUNCT
american_scientific_journal-1458	8	14	are	be	AUX
american_scientific_journal-1458	8	15	used	use	VERB
american_scientific_journal-1458	8	16	to	to	PART
american_scientific_journal-1458	8	17	select	select	VERB
american_scientific_journal-1458	8	18	the	the	DET
american_scientific_journal-1458	8	19	best	good	ADJ
american_scientific_journal-1458	8	20	garch(p	garch(p	NOUN
american_scientific_journal-1458	8	21	,	,	PUNCT
american_scientific_journal-1458	8	22	q	q	NOUN
american_scientific_journal-1458	8	23	)	)	PUNCT
american_scientific_journal-1458	8	24	model	model	NOUN
american_scientific_journal-1458	8	25	.	.	PUNCT
american_scientific_journal-1458	9	1	from	from	ADP
american_scientific_journal-1458	9	2	the	the	DET
american_scientific_journal-1458	9	3	empirical	empirical	ADJ
american_scientific_journal-1458	9	4	results	result	NOUN
american_scientific_journal-1458	9	5	,	,	PUNCT
american_scientific_journal-1458	9	6	it	it	PRON
american_scientific_journal-1458	9	7	is	be	AUX
american_scientific_journal-1458	9	8	found	find	VERB
american_scientific_journal-1458	9	9	that	that	SCONJ
american_scientific_journal-1458	9	10	the	the	DET
american_scientific_journal-1458	9	11	distribution	distribution	NOUN
american_scientific_journal-1458	9	12	of	of	ADP
american_scientific_journal-1458	9	13	daily	daily	ADJ
american_scientific_journal-1458	9	14	returns	return	NOUN
american_scientific_journal-1458	9	15	are	be	AUX
american_scientific_journal-1458	9	16	nonnormal	nonnormal	ADJ
american_scientific_journal-1458	9	17	with	with	ADP
american_scientific_journal-1458	9	18	negative	negative	ADJ
american_scientific_journal-1458	9	19	skewness	skewness	NOUN
american_scientific_journal-1458	9	20	and	and	CCONJ
american_scientific_journal-1458	9	21	pronounced	pronounce	VERB
american_scientific_journal-1458	9	22	excess	excess	ADJ
american_scientific_journal-1458	9	23	kurtosis	kurtosis	NOUN
american_scientific_journal-1458	9	24	.	.	PUNCT
american_scientific_journal-1458	10	1	result	result	NOUN
american_scientific_journal-1458	10	2	shows	show	VERB
american_scientific_journal-1458	10	3	that	that	SCONJ
american_scientific_journal-1458	10	4	,	,	PUNCT
american_scientific_journal-1458	10	5	garch(1,1	garch(1,1	NOUN
american_scientific_journal-1458	10	6	)	)	PUNCT
american_scientific_journal-1458	10	7	is	be	AUX
american_scientific_journal-1458	10	8	the	the	DET
american_scientific_journal-1458	10	9	best	good	ADJ
american_scientific_journal-1458	10	10	than	than	ADP
american_scientific_journal-1458	10	11	other	other	ADJ
american_scientific_journal-1458	10	12	garch(p	garch(p	PROPN
american_scientific_journal-1458	10	13	,	,	PUNCT
american_scientific_journal-1458	10	14	q	q	NOUN
american_scientific_journal-1458	10	15	)	)	PUNCT
american_scientific_journal-1458	10	16	models	model	NOUN
american_scientific_journal-1458	10	17	in	in	ADP
american_scientific_journal-1458	10	18	modeling	model	VERB
american_scientific_journal-1458	10	19	volatility	volatility	NOUN
american_scientific_journal-1458	10	20	for	for	ADP
american_scientific_journal-1458	10	21	the	the	DET
american_scientific_journal-1458	10	22	daily	daily	ADJ
american_scientific_journal-1458	10	23	return	return	NOUN
american_scientific_journal-1458	10	24	series	series	NOUN
american_scientific_journal-1458	10	25	of	of	ADP
american_scientific_journal-1458	10	26	dse	dse	PROPN
american_scientific_journal-1458	10	27	.	.	PUNCT
american_scientific_journal-1458	11	1	keywords	keyword	NOUN
american_scientific_journal-1458	11	2	:	:	PUNCT
american_scientific_journal-1458	11	3	volatility	volatility	NOUN
american_scientific_journal-1458	11	4	;	;	PUNCT
american_scientific_journal-1458	11	5	stock	stock	NOUN
american_scientific_journal-1458	11	6	return	return	NOUN
american_scientific_journal-1458	11	7	;	;	PUNCT
american_scientific_journal-1458	11	8	dse	dse	PROPN
american_scientific_journal-1458	11	9	;	;	PUNCT
american_scientific_journal-1458	11	10	garch(1,1	garch(1,1	NOUN
american_scientific_journal-1458	11	11	)	)	PUNCT
american_scientific_journal-1458	11	12	.	.	PUNCT
american_scientific_journal-1458	12	1	1	1	X
american_scientific_journal-1458	12	2	.	.	X
american_scientific_journal-1458	12	3	introduction	introduction	NOUN
american_scientific_journal-1458	12	4	volatility	volatility	NOUN
american_scientific_journal-1458	12	5	is	be	AUX
american_scientific_journal-1458	12	6	the	the	DET
american_scientific_journal-1458	12	7	most	most	ADV
american_scientific_journal-1458	12	8	important	important	ADJ
american_scientific_journal-1458	12	9	variable	variable	NOUN
american_scientific_journal-1458	12	10	in	in	ADP
american_scientific_journal-1458	12	11	the	the	DET
american_scientific_journal-1458	12	12	pricing	pricing	NOUN
american_scientific_journal-1458	12	13	of	of	ADP
american_scientific_journal-1458	12	14	derivative	derivative	ADJ
american_scientific_journal-1458	12	15	securities	security	NOUN
american_scientific_journal-1458	12	16	,	,	PUNCT
american_scientific_journal-1458	12	17	whose	whose	DET
american_scientific_journal-1458	12	18	trading	trading	NOUN
american_scientific_journal-1458	12	19	volume	volume	NOUN
american_scientific_journal-1458	12	20	has	have	AUX
american_scientific_journal-1458	12	21	quadrupled	quadruple	VERB
american_scientific_journal-1458	12	22	in	in	ADP
american_scientific_journal-1458	12	23	recent	recent	ADJ
american_scientific_journal-1458	12	24	years	year	NOUN
american_scientific_journal-1458	12	25	.	.	PUNCT
american_scientific_journal-1458	13	1	-----------------------------------------------------------------------	-----------------------------------------------------------------------	PUNCT
american_scientific_journal-1458	14	1	*	*	PUNCT
american_scientific_journal-1458	14	2	corresponding	correspond	VERB
american_scientific_journal-1458	14	3	author	author	NOUN
american_scientific_journal-1458	14	4	.	.	PUNCT
american_scientific_journal-1458	15	1	http://asrjetsjournal.org/	http://asrjetsjournal.org/	PROPN
american_scientific_journal-1458	15	2	american	american	PROPN
american_scientific_journal-1458	15	3	scientific	scientific	PROPN
american_scientific_journal-1458	15	4	research	research	NOUN
american_scientific_journal-1458	15	5	journal	journal	NOUN
american_scientific_journal-1458	15	6	for	for	ADP
american_scientific_journal-1458	15	7	engineering	engineering	NOUN
american_scientific_journal-1458	15	8	,	,	PUNCT
american_scientific_journal-1458	15	9	technology	technology	NOUN
american_scientific_journal-1458	15	10	,	,	PUNCT
american_scientific_journal-1458	15	11	and	and	CCONJ
american_scientific_journal-1458	15	12	sciences	science	NOUN
american_scientific_journal-1458	15	13	(	(	PUNCT
american_scientific_journal-1458	15	14	asrjets	asrjet	NOUN
american_scientific_journal-1458	15	15	)	)	PUNCT
american_scientific_journal-1458	15	16	(	(	PUNCT
american_scientific_journal-1458	15	17	2016	2016	NUM
american_scientific_journal-1458	15	18	)	)	PUNCT
american_scientific_journal-1458	15	19	volume	volume	NOUN
american_scientific_journal-1458	15	20	18	18	NUM
american_scientific_journal-1458	15	21	,	,	PUNCT
american_scientific_journal-1458	15	22	no	no	DET
american_scientific_journal-1458	15	23	1	1	NUM
american_scientific_journal-1458	15	24	,	,	PUNCT
american_scientific_journal-1458	15	25	pp	pp	ADV
american_scientific_journal-1458	15	26	29	29	NUM
american_scientific_journal-1458	15	27	-	-	SYM
american_scientific_journal-1458	15	28	39	39	NUM
american_scientific_journal-1458	15	29	30	30	NUM
american_scientific_journal-1458	15	30	it	it	PRON
american_scientific_journal-1458	15	31	is	be	AUX
american_scientific_journal-1458	15	32	not	not	PART
american_scientific_journal-1458	15	33	the	the	DET
american_scientific_journal-1458	15	34	same	same	ADJ
american_scientific_journal-1458	15	35	as	as	ADP
american_scientific_journal-1458	15	36	risk	risk	NOUN
american_scientific_journal-1458	15	37	.	.	PUNCT
american_scientific_journal-1458	16	1	according	accord	VERB
american_scientific_journal-1458	16	2	to	to	ADP
american_scientific_journal-1458	16	3	[	[	X
american_scientific_journal-1458	16	4	27	27	NUM
american_scientific_journal-1458	16	5	]	]	PUNCT
american_scientific_journal-1458	16	6	,	,	PUNCT
american_scientific_journal-1458	16	7	volatility	volatility	NOUN
american_scientific_journal-1458	16	8	is	be	AUX
american_scientific_journal-1458	16	9	defined	define	VERB
american_scientific_journal-1458	16	10	as	as	ADP
american_scientific_journal-1458	16	11	a	a	DET
american_scientific_journal-1458	16	12	statistical	statistical	ADJ
american_scientific_journal-1458	16	13	measure	measure	NOUN
american_scientific_journal-1458	16	14	of	of	ADP
american_scientific_journal-1458	16	15	the	the	DET
american_scientific_journal-1458	16	16	dispersion	dispersion	NOUN
american_scientific_journal-1458	16	17	of	of	ADP
american_scientific_journal-1458	16	18	returns	return	NOUN
american_scientific_journal-1458	16	19	for	for	ADP
american_scientific_journal-1458	16	20	a	a	DET
american_scientific_journal-1458	16	21	given	give	VERB
american_scientific_journal-1458	16	22	security	security	NOUN
american_scientific_journal-1458	16	23	or	or	CCONJ
american_scientific_journal-1458	16	24	market	market	NOUN
american_scientific_journal-1458	16	25	index	index	NOUN
american_scientific_journal-1458	16	26	and	and	CCONJ
american_scientific_journal-1458	16	27	it	it	PRON
american_scientific_journal-1458	16	28	can	can	AUX
american_scientific_journal-1458	16	29	either	either	CCONJ
american_scientific_journal-1458	16	30	be	be	AUX
american_scientific_journal-1458	16	31	measured	measure	VERB
american_scientific_journal-1458	16	32	using	use	VERB
american_scientific_journal-1458	16	33	the	the	DET
american_scientific_journal-1458	16	34	standard	standard	ADJ
american_scientific_journal-1458	16	35	deviation	deviation	NOUN
american_scientific_journal-1458	16	36	or	or	CCONJ
american_scientific_journal-1458	16	37	variance	variance	NOUN
american_scientific_journal-1458	16	38	between	between	ADP
american_scientific_journal-1458	16	39	returns	return	NOUN
american_scientific_journal-1458	16	40	from	from	ADP
american_scientific_journal-1458	16	41	that	that	DET
american_scientific_journal-1458	16	42	same	same	ADJ
american_scientific_journal-1458	16	43	security	security	NOUN
american_scientific_journal-1458	16	44	or	or	CCONJ
american_scientific_journal-1458	16	45	market	market	NOUN
american_scientific_journal-1458	16	46	index	index	NOUN
american_scientific_journal-1458	16	47	.	.	PUNCT
american_scientific_journal-1458	17	1	the	the	DET
american_scientific_journal-1458	17	2	daily	daily	ADJ
american_scientific_journal-1458	17	3	volatility	volatility	NOUN
american_scientific_journal-1458	17	4	is	be	AUX
american_scientific_journal-1458	17	5	the	the	DET
american_scientific_journal-1458	17	6	measure	measure	NOUN
american_scientific_journal-1458	17	7	of	of	ADP
american_scientific_journal-1458	17	8	fluctuations	fluctuation	NOUN
american_scientific_journal-1458	17	9	within	within	ADP
american_scientific_journal-1458	17	10	a	a	DET
american_scientific_journal-1458	17	11	day	day	NOUN
american_scientific_journal-1458	17	12	and	and	CCONJ
american_scientific_journal-1458	17	13	is	be	AUX
american_scientific_journal-1458	17	14	calculated	calculate	VERB
american_scientific_journal-1458	17	15	as	as	ADP
american_scientific_journal-1458	17	16	the	the	DET
american_scientific_journal-1458	17	17	square	square	NOUN
american_scientific_journal-1458	17	18	of	of	ADP
american_scientific_journal-1458	17	19	the	the	DET
american_scientific_journal-1458	17	20	daily	daily	ADJ
american_scientific_journal-1458	17	21	return	return	NOUN
american_scientific_journal-1458	17	22	series	series	NOUN
american_scientific_journal-1458	17	23	.	.	PUNCT
american_scientific_journal-1458	18	1	the	the	DET
american_scientific_journal-1458	18	2	variable	variable	ADJ
american_scientific_journal-1458	18	3	return	return	NOUN
american_scientific_journal-1458	18	4	is	be	AUX
american_scientific_journal-1458	18	5	denoted	denote	VERB
american_scientific_journal-1458	18	6	by	by	ADP
american_scientific_journal-1458	18	7	r	r	NOUN
american_scientific_journal-1458	18	8	and	and	CCONJ
american_scientific_journal-1458	18	9	is	be	AUX
american_scientific_journal-1458	18	10	calculated	calculate	VERB
american_scientific_journal-1458	18	11	as	as	ADP
american_scientific_journal-1458	18	12	:	:	PUNCT
american_scientific_journal-1458	18	13	)	)	PUNCT
american_scientific_journal-1458	18	14	/log	/log	PUNCT
american_scientific_journal-1458	19	1	(	(	PUNCT
american_scientific_journal-1458	19	2	1−=	1−=	PROPN
american_scientific_journal-1458	19	3	ttt	ttt	PROPN
american_scientific_journal-1458	19	4	xxr	xxr	PROPN
american_scientific_journal-1458	19	5	;	;	PUNCT
american_scientific_journal-1458	19	6	where	where	SCONJ
american_scientific_journal-1458	19	7	,	,	PUNCT
american_scientific_journal-1458	19	8	tx	tx	PROPN
american_scientific_journal-1458	19	9	is	be	AUX
american_scientific_journal-1458	19	10	the	the	DET
american_scientific_journal-1458	19	11	daily	daily	ADJ
american_scientific_journal-1458	19	12	closing	closing	NOUN
american_scientific_journal-1458	19	13	price	price	NOUN
american_scientific_journal-1458	19	14	index	index	NOUN
american_scientific_journal-1458	19	15	.	.	PUNCT
american_scientific_journal-1458	20	1	and	and	CCONJ
american_scientific_journal-1458	20	2	thus	thus	ADV
american_scientific_journal-1458	20	3	the	the	DET
american_scientific_journal-1458	20	4	daily	daily	ADJ
american_scientific_journal-1458	20	5	volatility	volatility	NOUN
american_scientific_journal-1458	20	6	is	be	AUX
american_scientific_journal-1458	20	7	just	just	ADV
american_scientific_journal-1458	20	8	the	the	DET
american_scientific_journal-1458	20	9	square	square	NOUN
american_scientific_journal-1458	20	10	of	of	ADP
american_scientific_journal-1458	20	11	the	the	DET
american_scientific_journal-1458	20	12	daily	daily	ADJ
american_scientific_journal-1458	20	13	return	return	NOUN
american_scientific_journal-1458	20	14	as	as	SCONJ
american_scientific_journal-1458	20	15	:	:	PUNCT
american_scientific_journal-1458	20	16	2	2	NUM
american_scientific_journal-1458	20	17	tt	tt	PROPN
american_scientific_journal-1458	20	18	r	r	PROPN
american_scientific_journal-1458	20	19	=	=	PROPN
american_scientific_journal-1458	20	20	σ	σ	NOUN
american_scientific_journal-1458	20	21	volatility	volatility	NOUN
american_scientific_journal-1458	20	22	forecasts	forecast	NOUN
american_scientific_journal-1458	20	23	are	be	AUX
american_scientific_journal-1458	20	24	fundamental	fundamental	ADJ
american_scientific_journal-1458	20	25	in	in	ADP
american_scientific_journal-1458	20	26	several	several	ADJ
american_scientific_journal-1458	20	27	financial	financial	ADJ
american_scientific_journal-1458	20	28	applications	application	NOUN
american_scientific_journal-1458	20	29	.	.	PUNCT
american_scientific_journal-1458	21	1	for	for	ADP
american_scientific_journal-1458	21	2	instance	instance	NOUN
american_scientific_journal-1458	21	3	,	,	PUNCT
american_scientific_journal-1458	21	4	volatility	volatility	NOUN
american_scientific_journal-1458	21	5	inputs	input	NOUN
american_scientific_journal-1458	21	6	are	be	AUX
american_scientific_journal-1458	21	7	widely	widely	ADV
american_scientific_journal-1458	21	8	used	use	VERB
american_scientific_journal-1458	21	9	for	for	ADP
american_scientific_journal-1458	21	10	portfolio	portfolio	NOUN
american_scientific_journal-1458	21	11	optimization	optimization	NOUN
american_scientific_journal-1458	21	12	,	,	PUNCT
american_scientific_journal-1458	21	13	hedging	hedging	NOUN
american_scientific_journal-1458	21	14	,	,	PUNCT
american_scientific_journal-1458	21	15	risk	risk	NOUN
american_scientific_journal-1458	21	16	management	management	NOUN
american_scientific_journal-1458	21	17	,	,	PUNCT
american_scientific_journal-1458	21	18	and	and	CCONJ
american_scientific_journal-1458	21	19	pricing	pricing	NOUN
american_scientific_journal-1458	21	20	of	of	ADP
american_scientific_journal-1458	21	21	options	option	NOUN
american_scientific_journal-1458	21	22	and	and	CCONJ
american_scientific_journal-1458	21	23	other	other	ADJ
american_scientific_journal-1458	21	24	type	type	NOUN
american_scientific_journal-1458	21	25	of	of	ADP
american_scientific_journal-1458	21	26	derivatives	derivative	NOUN
american_scientific_journal-1458	21	27	[	[	X
american_scientific_journal-1458	21	28	25	25	NUM
american_scientific_journal-1458	21	29	]	]	PUNCT
american_scientific_journal-1458	21	30	.	.	PUNCT
american_scientific_journal-1458	22	1	given	give	VERB
american_scientific_journal-1458	22	2	that	that	DET
american_scientific_journal-1458	22	3	financial	financial	ADJ
american_scientific_journal-1458	22	4	volatility	volatility	NOUN
american_scientific_journal-1458	22	5	is	be	AUX
american_scientific_journal-1458	22	6	a	a	DET
american_scientific_journal-1458	22	7	measure	measure	NOUN
american_scientific_journal-1458	22	8	of	of	ADP
american_scientific_journal-1458	22	9	risk	risk	NOUN
american_scientific_journal-1458	22	10	,	,	PUNCT
american_scientific_journal-1458	22	11	policy	policy	NOUN
american_scientific_journal-1458	22	12	makers	maker	NOUN
american_scientific_journal-1458	22	13	often	often	ADV
american_scientific_journal-1458	22	14	rely	rely	VERB
american_scientific_journal-1458	22	15	on	on	ADP
american_scientific_journal-1458	22	16	market	market	NOUN
american_scientific_journal-1458	22	17	volatility	volatility	NOUN
american_scientific_journal-1458	22	18	to	to	PART
american_scientific_journal-1458	22	19	have	have	VERB
american_scientific_journal-1458	22	20	an	an	DET
american_scientific_journal-1458	22	21	idea	idea	NOUN
american_scientific_journal-1458	22	22	of	of	ADP
american_scientific_journal-1458	22	23	the	the	DET
american_scientific_journal-1458	22	24	vulnerability	vulnerability	NOUN
american_scientific_journal-1458	22	25	of	of	ADP
american_scientific_journal-1458	22	26	financial	financial	ADJ
american_scientific_journal-1458	22	27	markets	market	NOUN
american_scientific_journal-1458	22	28	and	and	CCONJ
american_scientific_journal-1458	22	29	the	the	DET
american_scientific_journal-1458	22	30	economy	economy	NOUN
american_scientific_journal-1458	22	31	[	[	X
american_scientific_journal-1458	22	32	20	20	NUM
american_scientific_journal-1458	22	33	]	]	PUNCT
american_scientific_journal-1458	22	34	.	.	PUNCT
american_scientific_journal-1458	23	1	furthermore	furthermore	ADV
american_scientific_journal-1458	23	2	,	,	PUNCT
american_scientific_journal-1458	23	3	many	many	ADJ
american_scientific_journal-1458	23	4	decisions	decision	NOUN
american_scientific_journal-1458	23	5	are	be	AUX
american_scientific_journal-1458	23	6	taken	take	VERB
american_scientific_journal-1458	23	7	anticipating	anticipate	VERB
american_scientific_journal-1458	23	8	what	what	PRON
american_scientific_journal-1458	23	9	could	could	AUX
american_scientific_journal-1458	23	10	occur	occur	VERB
american_scientific_journal-1458	23	11	in	in	ADP
american_scientific_journal-1458	23	12	the	the	DET
american_scientific_journal-1458	23	13	future	future	NOUN
american_scientific_journal-1458	23	14	,	,	PUNCT
american_scientific_journal-1458	23	15	thus	thus	ADV
american_scientific_journal-1458	23	16	,	,	PUNCT
american_scientific_journal-1458	23	17	a	a	DET
american_scientific_journal-1458	23	18	forecast	forecast	NOUN
american_scientific_journal-1458	23	19	of	of	ADP
american_scientific_journal-1458	23	20	the	the	DET
american_scientific_journal-1458	23	21	volatility	volatility	NOUN
american_scientific_journal-1458	23	22	of	of	ADP
american_scientific_journal-1458	23	23	financial	financial	ADJ
american_scientific_journal-1458	23	24	variables	variable	NOUN
american_scientific_journal-1458	23	25	is	be	AUX
american_scientific_journal-1458	23	26	a	a	DET
american_scientific_journal-1458	23	27	relevant	relevant	ADJ
american_scientific_journal-1458	23	28	piece	piece	NOUN
american_scientific_journal-1458	23	29	of	of	ADP
american_scientific_journal-1458	23	30	information	information	NOUN
american_scientific_journal-1458	23	31	.	.	PUNCT
american_scientific_journal-1458	24	1	so	so	ADV
american_scientific_journal-1458	24	2	we	we	PRON
american_scientific_journal-1458	24	3	need	need	VERB
american_scientific_journal-1458	24	4	to	to	PART
american_scientific_journal-1458	24	5	estimate	estimate	VERB
american_scientific_journal-1458	24	6	the	the	DET
american_scientific_journal-1458	24	7	appropriate	appropriate	ADJ
american_scientific_journal-1458	24	8	volatility	volatility	NOUN
american_scientific_journal-1458	24	9	models	model	NOUN
american_scientific_journal-1458	24	10	that	that	PRON
american_scientific_journal-1458	24	11	capture	capture	VERB
american_scientific_journal-1458	24	12	volatility	volatility	NOUN
american_scientific_journal-1458	24	13	well	well	ADV
american_scientific_journal-1458	24	14	.	.	PUNCT
american_scientific_journal-1458	25	1	in	in	ADP
american_scientific_journal-1458	25	2	this	this	DET
american_scientific_journal-1458	25	3	paper	paper	NOUN
american_scientific_journal-1458	25	4	,	,	PUNCT
american_scientific_journal-1458	25	5	we	we	PRON
american_scientific_journal-1458	25	6	focus	focus	VERB
american_scientific_journal-1458	25	7	upon	upon	SCONJ
american_scientific_journal-1458	25	8	one	one	NUM
american_scientific_journal-1458	25	9	aspect	aspect	NOUN
american_scientific_journal-1458	25	10	of	of	ADP
american_scientific_journal-1458	25	11	garch	garch	NOUN
american_scientific_journal-1458	25	12	models	model	NOUN
american_scientific_journal-1458	25	13	,	,	PUNCT
american_scientific_journal-1458	25	14	namely	namely	ADV
american_scientific_journal-1458	25	15	,	,	PUNCT
american_scientific_journal-1458	25	16	choosing	choose	VERB
american_scientific_journal-1458	25	17	the	the	DET
american_scientific_journal-1458	25	18	best	good	ADJ
american_scientific_journal-1458	25	19	garch	garch	NOUN
american_scientific_journal-1458	25	20	model	model	NOUN
american_scientific_journal-1458	25	21	among	among	ADP
american_scientific_journal-1458	25	22	all	all	DET
american_scientific_journal-1458	25	23	other	other	ADJ
american_scientific_journal-1458	25	24	lag	lag	NOUN
american_scientific_journal-1458	25	25	order	order	NOUN
american_scientific_journal-1458	25	26	of	of	ADP
american_scientific_journal-1458	25	27	garch	garch	NOUN
american_scientific_journal-1458	25	28	models	model	NOUN
american_scientific_journal-1458	25	29	.	.	PUNCT
american_scientific_journal-1458	26	1	there	there	PRON
american_scientific_journal-1458	26	2	are	be	VERB
american_scientific_journal-1458	26	3	many	many	ADJ
american_scientific_journal-1458	26	4	very	very	ADV
american_scientific_journal-1458	26	5	good	good	ADJ
american_scientific_journal-1458	26	6	surveys	survey	NOUN
american_scientific_journal-1458	26	7	covering	cover	VERB
american_scientific_journal-1458	26	8	the	the	DET
american_scientific_journal-1458	26	9	mathematical	mathematical	ADJ
american_scientific_journal-1458	26	10	and	and	CCONJ
american_scientific_journal-1458	26	11	statistical	statistical	ADJ
american_scientific_journal-1458	26	12	properties	property	NOUN
american_scientific_journal-1458	26	13	of	of	ADP
american_scientific_journal-1458	26	14	garch	garch	NOUN
american_scientific_journal-1458	26	15	models	model	NOUN
american_scientific_journal-1458	26	16	.	.	PUNCT
american_scientific_journal-1458	27	1	see	see	VERB
american_scientific_journal-1458	27	2	,	,	PUNCT
american_scientific_journal-1458	27	3	for	for	ADP
american_scientific_journal-1458	27	4	example	example	NOUN
american_scientific_journal-1458	27	5	,	,	PUNCT
american_scientific_journal-1458	27	6	[	[	X
american_scientific_journal-1458	27	7	3	3	NUM
american_scientific_journal-1458	27	8	]	]	PUNCT
american_scientific_journal-1458	27	9	,	,	PUNCT
american_scientific_journal-1458	27	10	[	[	X
american_scientific_journal-1458	27	11	4	4	NUM
american_scientific_journal-1458	27	12	]	]	PUNCT
american_scientific_journal-1458	27	13	,	,	PUNCT
american_scientific_journal-1458	27	14	[	[	X
american_scientific_journal-1458	27	15	18	18	NUM
american_scientific_journal-1458	27	16	]	]	PUNCT
american_scientific_journal-1458	27	17	,	,	PUNCT
american_scientific_journal-1458	27	18	[	[	X
american_scientific_journal-1458	27	19	19	19	NUM
american_scientific_journal-1458	27	20	]	]	PUNCT
american_scientific_journal-1458	27	21	,	,	PUNCT
american_scientific_journal-1458	27	22	[	[	X
american_scientific_journal-1458	27	23	8	8	NUM
american_scientific_journal-1458	27	24	]	]	PUNCT
american_scientific_journal-1458	27	25	and	and	CCONJ
american_scientific_journal-1458	27	26	[	[	X
american_scientific_journal-1458	27	27	26	26	NUM
american_scientific_journal-1458	27	28	]	]	PUNCT
american_scientific_journal-1458	27	29	.	.	PUNCT
american_scientific_journal-1458	28	1	there	there	PRON
american_scientific_journal-1458	28	2	are	be	VERB
american_scientific_journal-1458	28	3	also	also	ADV
american_scientific_journal-1458	28	4	several	several	ADJ
american_scientific_journal-1458	28	5	comprehensive	comprehensive	ADJ
american_scientific_journal-1458	28	6	surveys	survey	NOUN
american_scientific_journal-1458	28	7	that	that	PRON
american_scientific_journal-1458	28	8	focus	focus	VERB
american_scientific_journal-1458	28	9	on	on	ADP
american_scientific_journal-1458	28	10	the	the	DET
american_scientific_journal-1458	28	11	forecasting	forecasting	NOUN
american_scientific_journal-1458	28	12	performance	performance	NOUN
american_scientific_journal-1458	28	13	of	of	ADP
american_scientific_journal-1458	28	14	garch	garch	NOUN
american_scientific_journal-1458	28	15	models	model	NOUN
american_scientific_journal-1458	28	16	including	include	VERB
american_scientific_journal-1458	28	17	[	[	X
american_scientific_journal-1458	28	18	20	20	NUM
american_scientific_journal-1458	28	19	]	]	PUNCT
american_scientific_journal-1458	28	20	,	,	PUNCT
american_scientific_journal-1458	28	21	[	[	X
american_scientific_journal-1458	28	22	21	21	NUM
american_scientific_journal-1458	28	23	]	]	PUNCT
american_scientific_journal-1458	28	24	,	,	PUNCT
american_scientific_journal-1458	28	25	and	and	CCONJ
american_scientific_journal-1458	28	26	[	[	X
american_scientific_journal-1458	28	27	1	1	NUM
american_scientific_journal-1458	28	28	]	]	PUNCT
american_scientific_journal-1458	28	29	.	.	PUNCT
american_scientific_journal-1458	29	1	however	however	ADV
american_scientific_journal-1458	29	2	,	,	PUNCT
american_scientific_journal-1458	29	3	there	there	PRON
american_scientific_journal-1458	29	4	are	be	VERB
american_scientific_journal-1458	29	5	relatively	relatively	ADV
american_scientific_journal-1458	29	6	few	few	ADJ
american_scientific_journal-1458	29	7	surveys	survey	NOUN
american_scientific_journal-1458	29	8	that	that	PRON
american_scientific_journal-1458	29	9	focus	focus	VERB
american_scientific_journal-1458	29	10	on	on	ADP
american_scientific_journal-1458	29	11	the	the	DET
american_scientific_journal-1458	29	12	practical	practical	ADJ
american_scientific_journal-1458	29	13	econometric	econometric	ADJ
american_scientific_journal-1458	29	14	issues	issue	NOUN
american_scientific_journal-1458	29	15	associated	associate	VERB
american_scientific_journal-1458	29	16	with	with	ADP
american_scientific_journal-1458	29	17	estimating	estimate	VERB
american_scientific_journal-1458	29	18	garch	garch	NOUN
american_scientific_journal-1458	29	19	models	model	NOUN
american_scientific_journal-1458	29	20	and	and	CCONJ
american_scientific_journal-1458	29	21	forecasting	forecasting	NOUN
american_scientific_journal-1458	29	22	volatility	volatility	NOUN
american_scientific_journal-1458	29	23	.	.	PUNCT
american_scientific_journal-1458	30	1	this	this	DET
american_scientific_journal-1458	30	2	paper	paper	NOUN
american_scientific_journal-1458	30	3	,	,	PUNCT
american_scientific_journal-1458	30	4	which	which	PRON
american_scientific_journal-1458	30	5	draws	draw	VERB
american_scientific_journal-1458	30	6	heavily	heavily	ADV
american_scientific_journal-1458	30	7	from	from	ADP
american_scientific_journal-1458	30	8	[	[	X
american_scientific_journal-1458	30	9	28	28	NUM
american_scientific_journal-1458	30	10	]	]	PUNCT
american_scientific_journal-1458	30	11	,	,	PUNCT
american_scientific_journal-1458	30	12	gives	give	VERB
american_scientific_journal-1458	30	13	a	a	DET
american_scientific_journal-1458	30	14	tour	tour	NOUN
american_scientific_journal-1458	30	15	through	through	ADP
american_scientific_journal-1458	30	16	the	the	DET
american_scientific_journal-1458	30	17	empirical	empirical	ADJ
american_scientific_journal-1458	30	18	analysis	analysis	NOUN
american_scientific_journal-1458	30	19	of	of	ADP
american_scientific_journal-1458	30	20	univariate	univariate	ADJ
american_scientific_journal-1458	30	21	garch	garch	NOUN
american_scientific_journal-1458	30	22	models	model	NOUN
american_scientific_journal-1458	30	23	for	for	ADP
american_scientific_journal-1458	30	24	financial	financial	ADJ
american_scientific_journal-1458	30	25	time	time	NOUN
american_scientific_journal-1458	30	26	series	series	NOUN
american_scientific_journal-1458	30	27	.	.	PUNCT
american_scientific_journal-1458	31	1	there	there	PRON
american_scientific_journal-1458	31	2	is	be	VERB
american_scientific_journal-1458	31	3	observed	observe	VERB
american_scientific_journal-1458	31	4	considerable	considerable	ADJ
american_scientific_journal-1458	31	5	uncertainty	uncertainty	NOUN
american_scientific_journal-1458	31	6	and	and	CCONJ
american_scientific_journal-1458	31	7	volatility	volatility	NOUN
american_scientific_journal-1458	31	8	both	both	PRON
american_scientific_journal-1458	31	9	in	in	ADP
american_scientific_journal-1458	31	10	the	the	DET
american_scientific_journal-1458	31	11	emerging	emerge	VERB
american_scientific_journal-1458	31	12	and	and	CCONJ
american_scientific_journal-1458	31	13	mature	mature	ADJ
american_scientific_journal-1458	31	14	stock	stock	NOUN
american_scientific_journal-1458	31	15	markets	market	NOUN
american_scientific_journal-1458	31	16	.	.	PUNCT
american_scientific_journal-1458	32	1	great	great	ADJ
american_scientific_journal-1458	32	2	concern	concern	NOUN
american_scientific_journal-1458	32	3	is	be	AUX
american_scientific_journal-1458	32	4	about	about	ADP
american_scientific_journal-1458	32	5	the	the	DET
american_scientific_journal-1458	32	6	fluctuating	fluctuate	VERB
american_scientific_journal-1458	32	7	returns	return	NOUN
american_scientific_journal-1458	32	8	of	of	ADP
american_scientific_journal-1458	32	9	their	their	PRON
american_scientific_journal-1458	32	10	investments	investment	NOUN
american_scientific_journal-1458	32	11	due	due	ADP
american_scientific_journal-1458	32	12	to	to	ADP
american_scientific_journal-1458	32	13	the	the	DET
american_scientific_journal-1458	32	14	market	market	NOUN
american_scientific_journal-1458	32	15	risk	risk	NOUN
american_scientific_journal-1458	32	16	and	and	CCONJ
american_scientific_journal-1458	32	17	variation	variation	NOUN
american_scientific_journal-1458	32	18	in	in	ADP
american_scientific_journal-1458	32	19	the	the	DET
american_scientific_journal-1458	32	20	market	market	NOUN
american_scientific_journal-1458	32	21	price	price	NOUN
american_scientific_journal-1458	32	22	speculation	speculation	NOUN
american_scientific_journal-1458	32	23	as	as	ADV
american_scientific_journal-1458	32	24	well	well	ADV
american_scientific_journal-1458	32	25	as	as	ADP
american_scientific_journal-1458	32	26	the	the	DET
american_scientific_journal-1458	32	27	unstable	unstable	ADJ
american_scientific_journal-1458	32	28	business	business	NOUN
american_scientific_journal-1458	32	29	performance	performance	NOUN
american_scientific_journal-1458	32	30	,	,	PUNCT
american_scientific_journal-1458	32	31	[	[	X
american_scientific_journal-1458	32	32	6	6	NUM
american_scientific_journal-1458	32	33	]	]	PUNCT
american_scientific_journal-1458	32	34	.	.	PUNCT
american_scientific_journal-1458	33	1	in	in	ADP
american_scientific_journal-1458	33	2	the	the	DET
american_scientific_journal-1458	33	3	real	real	ADJ
american_scientific_journal-1458	33	4	world	world	NOUN
american_scientific_journal-1458	33	5	of	of	ADP
american_scientific_journal-1458	33	6	financial	financial	ADJ
american_scientific_journal-1458	33	7	markets	market	NOUN
american_scientific_journal-1458	33	8	,	,	PUNCT
american_scientific_journal-1458	33	9	investors	investor	NOUN
american_scientific_journal-1458	33	10	and	and	CCONJ
american_scientific_journal-1458	33	11	financial	financial	ADJ
american_scientific_journal-1458	33	12	analysts	analyst	NOUN
american_scientific_journal-1458	33	13	are	be	AUX
american_scientific_journal-1458	33	14	generally	generally	ADV
american_scientific_journal-1458	33	15	more	more	ADV
american_scientific_journal-1458	33	16	interested	interested	ADJ
american_scientific_journal-1458	33	17	in	in	ADP
american_scientific_journal-1458	33	18	the	the	DET
american_scientific_journal-1458	33	19	profit	profit	NOUN
american_scientific_journal-1458	33	20	or	or	CCONJ
american_scientific_journal-1458	33	21	loss	loss	NOUN
american_scientific_journal-1458	33	22	of	of	ADP
american_scientific_journal-1458	33	23	the	the	DET
american_scientific_journal-1458	33	24	stock	stock	NOUN
american_scientific_journal-1458	33	25	over	over	ADP
american_scientific_journal-1458	33	26	a	a	DET
american_scientific_journal-1458	33	27	period	period	NOUN
american_scientific_journal-1458	33	28	of	of	ADP
american_scientific_journal-1458	33	29	time	time	NOUN
american_scientific_journal-1458	33	30	that	that	PRON
american_scientific_journal-1458	33	31	is	be	AUX
american_scientific_journal-1458	33	32	;	;	PUNCT
american_scientific_journal-1458	33	33	the	the	DET
american_scientific_journal-1458	33	34	increase	increase	NOUN
american_scientific_journal-1458	33	35	or	or	CCONJ
american_scientific_journal-1458	33	36	decrease	decrease	NOUN
american_scientific_journal-1458	33	37	in	in	ADP
american_scientific_journal-1458	33	38	the	the	DET
american_scientific_journal-1458	33	39	price	price	NOUN
american_scientific_journal-1458	33	40	,	,	PUNCT
american_scientific_journal-1458	33	41	than	than	ADP
american_scientific_journal-1458	33	42	in	in	ADP
american_scientific_journal-1458	33	43	the	the	DET
american_scientific_journal-1458	33	44	price	price	NOUN
american_scientific_journal-1458	33	45	self	self	NOUN
american_scientific_journal-1458	33	46	.	.	PUNCT
american_scientific_journal-1458	34	1	modelling	model	VERB
american_scientific_journal-1458	34	2	volatility	volatility	NOUN
american_scientific_journal-1458	34	3	in	in	ADP
american_scientific_journal-1458	34	4	financial	financial	ADJ
american_scientific_journal-1458	34	5	markets	market	NOUN
american_scientific_journal-1458	34	6	is	be	AUX
american_scientific_journal-1458	34	7	important	important	ADJ
american_scientific_journal-1458	34	8	because	because	SCONJ
american_scientific_journal-1458	34	9	it	it	PRON
american_scientific_journal-1458	34	10	sheds	shed	VERB
american_scientific_journal-1458	34	11	further	further	ADJ
american_scientific_journal-1458	34	12	light	light	NOUN
american_scientific_journal-1458	34	13	on	on	ADP
american_scientific_journal-1458	34	14	the	the	DET
american_scientific_journal-1458	34	15	data	data	NOUN
american_scientific_journal-1458	34	16	generating	generating	NOUN
american_scientific_journal-1458	34	17	process	process	NOUN
american_scientific_journal-1458	34	18	of	of	ADP
american_scientific_journal-1458	34	19	the	the	DET
american_scientific_journal-1458	34	20	returns	return	NOUN
american_scientific_journal-1458	34	21	,	,	PUNCT
american_scientific_journal-1458	34	22	[	[	X
american_scientific_journal-1458	34	23	17	17	NUM
american_scientific_journal-1458	34	24	]	]	PUNCT
american_scientific_journal-1458	34	25	and	and	CCONJ
american_scientific_journal-1458	34	26	the	the	DET
american_scientific_journal-1458	34	27	riskiness	riskiness	NOUN
american_scientific_journal-1458	34	28	associated	associate	VERB
american_scientific_journal-1458	34	29	with	with	ADP
american_scientific_journal-1458	34	30	the	the	DET
american_scientific_journal-1458	34	31	asset	asset	NOUN
american_scientific_journal-1458	34	32	since	since	SCONJ
american_scientific_journal-1458	34	33	volatility	volatility	NOUN
american_scientific_journal-1458	34	34	is	be	AUX
american_scientific_journal-1458	34	35	related	relate	VERB
american_scientific_journal-1458	34	36	to	to	ADP
american_scientific_journal-1458	34	37	risk	risk	NOUN
american_scientific_journal-1458	34	38	,	,	PUNCT
american_scientific_journal-1458	34	39	[	[	X
american_scientific_journal-1458	34	40	24	24	NUM
american_scientific_journal-1458	34	41	]	]	PUNCT
american_scientific_journal-1458	34	42	.	.	PUNCT
american_scientific_journal-1458	35	1	due	due	ADP
american_scientific_journal-1458	35	2	to	to	ADP
american_scientific_journal-1458	35	3	the	the	DET
american_scientific_journal-1458	35	4	usefulness	usefulness	NOUN
american_scientific_journal-1458	35	5	of	of	ADP
american_scientific_journal-1458	35	6	volatility	volatility	NOUN
american_scientific_journal-1458	35	7	,	,	PUNCT
american_scientific_journal-1458	35	8	various	various	ADJ
american_scientific_journal-1458	35	9	models	model	NOUN
american_scientific_journal-1458	35	10	have	have	AUX
american_scientific_journal-1458	35	11	been	be	AUX
american_scientific_journal-1458	35	12	developed	develop	VERB
american_scientific_journal-1458	35	13	since	since	SCONJ
american_scientific_journal-1458	35	14	engel	engel	PROPN
american_scientific_journal-1458	35	15	’s	’s	PART
american_scientific_journal-1458	35	16	paper	paper	NOUN
american_scientific_journal-1458	35	17	of	of	ADP
american_scientific_journal-1458	35	18	1982	1982	NUM
american_scientific_journal-1458	35	19	.	.	PUNCT
american_scientific_journal-1458	36	1	engle	engle	PROPN
american_scientific_journal-1458	36	2	(	(	PUNCT
american_scientific_journal-1458	36	3	1982	1982	NUM
american_scientific_journal-1458	36	4	)	)	PUNCT
american_scientific_journal-1458	36	5	,	,	PUNCT
american_scientific_journal-1458	37	1	[	[	X
american_scientific_journal-1458	37	2	22	22	NUM
american_scientific_journal-1458	37	3	]	]	PUNCT
american_scientific_journal-1458	37	4	studied	study	VERB
american_scientific_journal-1458	37	5	on	on	ADP
american_scientific_journal-1458	37	6	arch	arch	NOUN
american_scientific_journal-1458	37	7	and	and	CCONJ
american_scientific_journal-1458	37	8	bollerslev	bollerslev	ADJ
american_scientific_journal-1458	37	9	(	(	PUNCT
american_scientific_journal-1458	37	10	1986	1986	NUM
american_scientific_journal-1458	37	11	)	)	PUNCT
american_scientific_journal-1458	37	12	,	,	PUNCT
american_scientific_journal-1458	38	1	[	[	X
american_scientific_journal-1458	38	2	23	23	NUM
american_scientific_journal-1458	38	3	]	]	PUNCT
american_scientific_journal-1458	38	4	on	on	ADP
american_scientific_journal-1458	38	5	garch	garch	NOUN
american_scientific_journal-1458	38	6	models	model	NOUN
american_scientific_journal-1458	38	7	,	,	PUNCT
american_scientific_journal-1458	38	8	and	and	CCONJ
american_scientific_journal-1458	38	9	revealed	reveal	VERB
american_scientific_journal-1458	38	10	that	that	SCONJ
american_scientific_journal-1458	38	11	,	,	PUNCT
american_scientific_journal-1458	38	12	these	these	DET
american_scientific_journal-1458	38	13	models	model	NOUN
american_scientific_journal-1458	38	14	were	be	AUX
american_scientific_journal-1458	38	15	designed	design	VERB
american_scientific_journal-1458	38	16	to	to	PART
american_scientific_journal-1458	38	17	deal	deal	VERB
american_scientific_journal-1458	38	18	with	with	ADP
american_scientific_journal-1458	38	19	the	the	DET
american_scientific_journal-1458	38	20	assumption	assumption	NOUN
american_scientific_journal-1458	38	21	of	of	ADP
american_scientific_journal-1458	38	22	non	non	ADJ
american_scientific_journal-1458	38	23	-	-	ADJ
american_scientific_journal-1458	38	24	stationarity	stationarity	NOUN
american_scientific_journal-1458	38	25	found	find	VERB
american_scientific_journal-1458	38	26	in	in	ADP
american_scientific_journal-1458	38	27	real	real	ADJ
american_scientific_journal-1458	38	28	life	life	NOUN
american_scientific_journal-1458	38	29	financial	financial	ADJ
american_scientific_journal-1458	38	30	data	datum	NOUN
american_scientific_journal-1458	38	31	.	.	PUNCT
american_scientific_journal-1458	39	1	he	he	PRON
american_scientific_journal-1458	39	2	further	far	ADV
american_scientific_journal-1458	39	3	pointed	point	VERB
american_scientific_journal-1458	39	4	out	out	ADP
american_scientific_journal-1458	39	5	that	that	SCONJ
american_scientific_journal-1458	39	6	these	these	DET
american_scientific_journal-1458	39	7	models	model	NOUN
american_scientific_journal-1458	39	8	have	have	AUX
american_scientific_journal-1458	39	9	become	become	VERB
american_scientific_journal-1458	39	10	widespread	widespread	ADJ
american_scientific_journal-1458	39	11	tools	tool	NOUN
american_scientific_journal-1458	39	12	for	for	ADP
american_scientific_journal-1458	39	13	dealing	deal	VERB
american_scientific_journal-1458	39	14	with	with	ADP
american_scientific_journal-1458	39	15	time	time	NOUN
american_scientific_journal-1458	39	16	series	series	PROPN
american_scientific_journal-1458	39	17	heteroscedasticity	heteroscedasticity	PROPN
american_scientific_journal-1458	39	18	.	.	PUNCT
american_scientific_journal-1458	40	1	the	the	DET
american_scientific_journal-1458	40	2	arch	arch	ADJ
american_scientific_journal-1458	40	3	and	and	CCONJ
american_scientific_journal-1458	40	4	garch	garch	NOUN
american_scientific_journal-1458	40	5	models	model	NOUN
american_scientific_journal-1458	40	6	treat	treat	VERB
american_scientific_journal-1458	40	7	heteroscedasticity	heteroscedasticity	NOUN
american_scientific_journal-1458	40	8	as	as	ADP
american_scientific_journal-1458	40	9	a	a	DET
american_scientific_journal-1458	40	10	variance	variance	NOUN
american_scientific_journal-1458	40	11	to	to	PART
american_scientific_journal-1458	40	12	be	be	AUX
american_scientific_journal-1458	40	13	modelled	model	VERB
american_scientific_journal-1458	40	14	.	.	PUNCT
american_scientific_journal-1458	41	1	the	the	DET
american_scientific_journal-1458	41	2	goal	goal	NOUN
american_scientific_journal-1458	41	3	of	of	ADP
american_scientific_journal-1458	41	4	such	such	ADJ
american_scientific_journal-1458	41	5	models	model	NOUN
american_scientific_journal-1458	41	6	is	be	AUX
american_scientific_journal-1458	41	7	to	to	PART
american_scientific_journal-1458	41	8	provide	provide	VERB
american_scientific_journal-1458	41	9	a	a	DET
american_scientific_journal-1458	41	10	volatility	volatility	NOUN
american_scientific_journal-1458	41	11	measure	measure	NOUN
american_scientific_journal-1458	41	12	like	like	ADP
american_scientific_journal-1458	41	13	a	a	DET
american_scientific_journal-1458	41	14	standard	standard	ADJ
american_scientific_journal-1458	41	15	deviation	deviation	NOUN
american_scientific_journal-1458	41	16	that	that	PRON
american_scientific_journal-1458	41	17	can	can	AUX
american_scientific_journal-1458	41	18	be	be	AUX
american_scientific_journal-1458	41	19	used	use	VERB
american_scientific_journal-1458	41	20	in	in	ADP
american_scientific_journal-1458	41	21	financial	financial	ADJ
american_scientific_journal-1458	41	22	decisions	decision	NOUN
american_scientific_journal-1458	41	23	concerning	concern	VERB
american_scientific_journal-1458	41	24	risk	risk	NOUN
american_scientific_journal-1458	41	25	analysis	analysis	NOUN
american_scientific_journal-1458	41	26	,	,	PUNCT
american_scientific_journal-1458	41	27	portfolio	portfolio	NOUN
american_scientific_journal-1458	41	28	selection	selection	NOUN
american_scientific_journal-1458	41	29	and	and	CCONJ
american_scientific_journal-1458	41	30	derivative	derivative	ADJ
american_scientific_journal-1458	41	31	pricing	pricing	NOUN
american_scientific_journal-1458	41	32	.	.	PUNCT
american_scientific_journal-1458	42	1	the	the	DET
american_scientific_journal-1458	42	2	assumption	assumption	NOUN
american_scientific_journal-1458	42	3	that	that	DET
american_scientific_journal-1458	42	4	variance	variance	NOUN
american_scientific_journal-1458	42	5	is	be	AUX
american_scientific_journal-1458	42	6	constant	constant	ADJ
american_scientific_journal-1458	42	7	through	through	ADP
american_scientific_journal-1458	42	8	time	time	NOUN
american_scientific_journal-1458	42	9	is	be	AUX
american_scientific_journal-1458	42	10	statistically	statistically	ADV
american_scientific_journal-1458	42	11	inefficient	inefficient	ADJ
american_scientific_journal-1458	42	12	and	and	CCONJ
american_scientific_journal-1458	42	13	inconsistent	inconsistent	ADJ
american_scientific_journal-1458	42	14	,	,	PUNCT
american_scientific_journal-1458	42	15	[	[	X
american_scientific_journal-1458	42	16	13	13	NUM
american_scientific_journal-1458	42	17	]	]	PUNCT
american_scientific_journal-1458	42	18	.	.	PUNCT
american_scientific_journal-1458	43	1	in	in	ADP
american_scientific_journal-1458	43	2	real	real	ADJ
american_scientific_journal-1458	43	3	life	life	NOUN
american_scientific_journal-1458	43	4	,	,	PUNCT
american_scientific_journal-1458	43	5	financial	financial	ADJ
american_scientific_journal-1458	43	6	data	datum	NOUN
american_scientific_journal-1458	43	7	for	for	ADP
american_scientific_journal-1458	43	8	instance	instance	NOUN
american_scientific_journal-1458	43	9	stock	stock	NOUN
american_scientific_journal-1458	43	10	market	market	NOUN
american_scientific_journal-1458	43	11	returns	return	NOUN
american_scientific_journal-1458	43	12	data	datum	NOUN
american_scientific_journal-1458	43	13	,	,	PUNCT
american_scientific_journal-1458	43	14	variance	variance	NOUN
american_scientific_journal-1458	43	15	changes	change	NOUN
american_scientific_journal-1458	43	16	with	with	ADP
american_scientific_journal-1458	43	17	time	time	NOUN
american_scientific_journal-1458	43	18	(	(	PUNCT
american_scientific_journal-1458	43	19	a	a	DET
american_scientific_journal-1458	43	20	phenomenon	phenomenon	NOUN
american_scientific_journal-1458	43	21	termed	term	VERB
american_scientific_journal-1458	43	22	as	as	ADP
american_scientific_journal-1458	43	23	american	american	PROPN
american_scientific_journal-1458	43	24	scientific	scientific	PROPN
american_scientific_journal-1458	43	25	research	research	PROPN
american_scientific_journal-1458	43	26	journal	journal	NOUN
american_scientific_journal-1458	43	27	for	for	ADP
american_scientific_journal-1458	43	28	engineering	engineering	NOUN
american_scientific_journal-1458	43	29	,	,	PUNCT
american_scientific_journal-1458	43	30	technology	technology	NOUN
american_scientific_journal-1458	43	31	,	,	PUNCT
american_scientific_journal-1458	43	32	and	and	CCONJ
american_scientific_journal-1458	43	33	sciences	science	NOUN
american_scientific_journal-1458	43	34	(	(	PUNCT
american_scientific_journal-1458	43	35	asrjets	asrjet	NOUN
american_scientific_journal-1458	43	36	)	)	PUNCT
american_scientific_journal-1458	43	37	(	(	PUNCT
american_scientific_journal-1458	43	38	2016	2016	NUM
american_scientific_journal-1458	43	39	)	)	PUNCT
american_scientific_journal-1458	43	40	volume	volume	NOUN
american_scientific_journal-1458	43	41	18	18	NUM
american_scientific_journal-1458	43	42	,	,	PUNCT
american_scientific_journal-1458	43	43	no	no	DET
american_scientific_journal-1458	43	44	1	1	NUM
american_scientific_journal-1458	43	45	,	,	PUNCT
american_scientific_journal-1458	43	46	pp	pp	ADV
american_scientific_journal-1458	43	47	29	29	NUM
american_scientific_journal-1458	43	48	-	-	SYM
american_scientific_journal-1458	43	49	39	39	NUM
american_scientific_journal-1458	43	50	31	31	NUM
american_scientific_journal-1458	43	51	heteroscedasticity	heteroscedasticity	NOUN
american_scientific_journal-1458	43	52	)	)	PUNCT
american_scientific_journal-1458	43	53	,	,	PUNCT
american_scientific_journal-1458	43	54	hence	hence	ADV
american_scientific_journal-1458	43	55	there	there	PRON
american_scientific_journal-1458	43	56	is	be	VERB
american_scientific_journal-1458	43	57	need	need	NOUN
american_scientific_journal-1458	43	58	for	for	ADP
american_scientific_journal-1458	43	59	studying	study	VERB
american_scientific_journal-1458	43	60	models	model	NOUN
american_scientific_journal-1458	43	61	which	which	PRON
american_scientific_journal-1458	43	62	accommodate	accommodate	VERB
american_scientific_journal-1458	43	63	this	this	DET
american_scientific_journal-1458	43	64	possible	possible	ADJ
american_scientific_journal-1458	43	65	variation	variation	NOUN
american_scientific_journal-1458	43	66	in	in	ADP
american_scientific_journal-1458	43	67	variance	variance	NOUN
american_scientific_journal-1458	43	68	.	.	PUNCT
american_scientific_journal-1458	44	1	many	many	ADJ
american_scientific_journal-1458	44	2	studies	study	NOUN
american_scientific_journal-1458	44	3	have	have	AUX
american_scientific_journal-1458	44	4	suggested	suggest	VERB
american_scientific_journal-1458	44	5	that	that	SCONJ
american_scientific_journal-1458	44	6	volatility	volatility	NOUN
american_scientific_journal-1458	44	7	of	of	ADP
american_scientific_journal-1458	44	8	returns	return	NOUN
american_scientific_journal-1458	44	9	in	in	ADP
american_scientific_journal-1458	44	10	stock	stock	NOUN
american_scientific_journal-1458	44	11	markets	market	NOUN
american_scientific_journal-1458	44	12	world	world	NOUN
american_scientific_journal-1458	44	13	over	over	ADP
american_scientific_journal-1458	44	14	can	can	AUX
american_scientific_journal-1458	44	15	be	be	AUX
american_scientific_journal-1458	44	16	modelled	model	VERB
american_scientific_journal-1458	44	17	and	and	CCONJ
american_scientific_journal-1458	44	18	forecasted	forecast	VERB
american_scientific_journal-1458	44	19	using	use	VERB
american_scientific_journal-1458	44	20	the	the	DET
american_scientific_journal-1458	44	21	garch	garch	NOUN
american_scientific_journal-1458	44	22	type	type	NOUN
american_scientific_journal-1458	44	23	models	model	NOUN
american_scientific_journal-1458	44	24	.	.	PUNCT
american_scientific_journal-1458	45	1	financial	financial	ADJ
american_scientific_journal-1458	45	2	time	time	NOUN
american_scientific_journal-1458	45	3	series	series	PROPN
american_scientific_journal-1458	45	4	usually	usually	ADV
american_scientific_journal-1458	45	5	exhibit	exhibit	VERB
american_scientific_journal-1458	45	6	stylized	stylize	VERB
american_scientific_journal-1458	45	7	characteristics	characteristic	NOUN
american_scientific_journal-1458	45	8	.	.	PUNCT
american_scientific_journal-1458	46	1	firstly	firstly	ADV
american_scientific_journal-1458	46	2	,	,	PUNCT
american_scientific_journal-1458	46	3	it	it	PRON
american_scientific_journal-1458	46	4	was	be	AUX
american_scientific_journal-1458	46	5	observed	observe	VERB
american_scientific_journal-1458	46	6	by	by	ADP
american_scientific_journal-1458	46	7	[	[	X
american_scientific_journal-1458	46	8	23	23	NUM
american_scientific_journal-1458	46	9	]	]	PUNCT
american_scientific_journal-1458	46	10	,	,	PUNCT
american_scientific_journal-1458	46	11	that	that	SCONJ
american_scientific_journal-1458	46	12	financial	financial	ADJ
american_scientific_journal-1458	46	13	returns	return	NOUN
american_scientific_journal-1458	46	14	displayed	display	VERB
american_scientific_journal-1458	46	15	volatility	volatility	NOUN
american_scientific_journal-1458	46	16	clustering	cluster	VERB
american_scientific_journal-1458	46	17	meaning	mean	VERB
american_scientific_journal-1458	46	18	that	that	SCONJ
american_scientific_journal-1458	46	19	large	large	ADJ
american_scientific_journal-1458	46	20	changes	change	NOUN
american_scientific_journal-1458	46	21	in	in	ADP
american_scientific_journal-1458	46	22	the	the	DET
american_scientific_journal-1458	46	23	price	price	NOUN
american_scientific_journal-1458	46	24	of	of	ADP
american_scientific_journal-1458	46	25	an	an	DET
american_scientific_journal-1458	46	26	asset	asset	NOUN
american_scientific_journal-1458	46	27	are	be	AUX
american_scientific_journal-1458	46	28	often	often	ADV
american_scientific_journal-1458	46	29	followed	follow	VERB
american_scientific_journal-1458	46	30	by	by	ADP
american_scientific_journal-1458	46	31	other	other	ADJ
american_scientific_journal-1458	46	32	large	large	ADJ
american_scientific_journal-1458	46	33	changes	change	NOUN
american_scientific_journal-1458	46	34	,	,	PUNCT
american_scientific_journal-1458	46	35	and	and	CCONJ
american_scientific_journal-1458	46	36	small	small	ADJ
american_scientific_journal-1458	46	37	changes	change	NOUN
american_scientific_journal-1458	46	38	are	be	AUX
american_scientific_journal-1458	46	39	often	often	ADV
american_scientific_journal-1458	46	40	followed	follow	VERB
american_scientific_journal-1458	46	41	by	by	ADP
american_scientific_journal-1458	46	42	other	other	ADJ
american_scientific_journal-1458	46	43	small	small	ADJ
american_scientific_journal-1458	46	44	changes	change	NOUN
american_scientific_journal-1458	46	45	.	.	PUNCT
american_scientific_journal-1458	47	1	secondly	secondly	ADV
american_scientific_journal-1458	47	2	,	,	PUNCT
american_scientific_journal-1458	47	3	[	[	X
american_scientific_journal-1458	47	4	9	9	NUM
american_scientific_journal-1458	47	5	]	]	PUNCT
american_scientific_journal-1458	47	6	demonstrated	demonstrate	VERB
american_scientific_journal-1458	47	7	that	that	SCONJ
american_scientific_journal-1458	47	8	financial	financial	ADJ
american_scientific_journal-1458	47	9	data	datum	NOUN
american_scientific_journal-1458	47	10	exhibit	exhibit	VERB
american_scientific_journal-1458	47	11	leptokurtosis	leptokurtosis	NOUN
american_scientific_journal-1458	47	12	meaning	mean	VERB
american_scientific_journal-1458	47	13	that	that	SCONJ
american_scientific_journal-1458	47	14	the	the	DET
american_scientific_journal-1458	47	15	distribution	distribution	NOUN
american_scientific_journal-1458	47	16	of	of	ADP
american_scientific_journal-1458	47	17	the	the	DET
american_scientific_journal-1458	47	18	returns	return	NOUN
american_scientific_journal-1458	47	19	is	be	AUX
american_scientific_journal-1458	47	20	fat	fat	ADJ
american_scientific_journal-1458	47	21	-	-	PUNCT
american_scientific_journal-1458	47	22	tailed	tailed	ADJ
american_scientific_journal-1458	47	23	.	.	PUNCT
american_scientific_journal-1458	48	1	finally	finally	ADV
american_scientific_journal-1458	48	2	,	,	PUNCT
american_scientific_journal-1458	48	3	[	[	X
american_scientific_journal-1458	48	4	11	11	NUM
american_scientific_journal-1458	48	5	]	]	PUNCT
american_scientific_journal-1458	48	6	introduced	introduce	VERB
american_scientific_journal-1458	48	7	the	the	DET
american_scientific_journal-1458	48	8	leverage	leverage	NOUN
american_scientific_journal-1458	48	9	effect	effect	NOUN
american_scientific_journal-1458	48	10	meaning	mean	VERB
american_scientific_journal-1458	48	11	that	that	SCONJ
american_scientific_journal-1458	48	12	volatility	volatility	NOUN
american_scientific_journal-1458	48	13	is	be	AUX
american_scientific_journal-1458	48	14	higher	high	ADJ
american_scientific_journal-1458	48	15	after	after	ADP
american_scientific_journal-1458	48	16	negative	negative	ADJ
american_scientific_journal-1458	48	17	shocks	shock	NOUN
american_scientific_journal-1458	48	18	than	than	ADP
american_scientific_journal-1458	48	19	after	after	ADP
american_scientific_journal-1458	48	20	positive	positive	ADJ
american_scientific_journal-1458	48	21	shocks	shock	NOUN
american_scientific_journal-1458	48	22	of	of	ADP
american_scientific_journal-1458	48	23	the	the	DET
american_scientific_journal-1458	48	24	same	same	ADJ
american_scientific_journal-1458	48	25	magnitude	magnitude	NOUN
american_scientific_journal-1458	48	26	.	.	PUNCT
american_scientific_journal-1458	49	1	a	a	DET
american_scientific_journal-1458	49	2	good	good	ADJ
american_scientific_journal-1458	49	3	volatility	volatility	NOUN
american_scientific_journal-1458	49	4	model	model	NOUN
american_scientific_journal-1458	49	5	,	,	PUNCT
american_scientific_journal-1458	49	6	then	then	ADV
american_scientific_journal-1458	49	7	,	,	PUNCT
american_scientific_journal-1458	49	8	must	must	AUX
american_scientific_journal-1458	49	9	be	be	AUX
american_scientific_journal-1458	49	10	able	able	ADJ
american_scientific_journal-1458	49	11	to	to	PART
american_scientific_journal-1458	49	12	capture	capture	VERB
american_scientific_journal-1458	49	13	and	and	CCONJ
american_scientific_journal-1458	49	14	reflect	reflect	VERB
american_scientific_journal-1458	49	15	these	these	DET
american_scientific_journal-1458	49	16	stylized	stylize	VERB
american_scientific_journal-1458	49	17	facts	fact	NOUN
american_scientific_journal-1458	49	18	,	,	PUNCT
american_scientific_journal-1458	49	19	[	[	X
american_scientific_journal-1458	49	20	22	22	NUM
american_scientific_journal-1458	49	21	]	]	PUNCT
american_scientific_journal-1458	49	22	.	.	PUNCT
american_scientific_journal-1458	50	1	the	the	DET
american_scientific_journal-1458	50	2	daily	daily	ADJ
american_scientific_journal-1458	50	3	returns	return	NOUN
american_scientific_journal-1458	50	4	exhibit	exhibit	VERB
american_scientific_journal-1458	50	5	the	the	DET
american_scientific_journal-1458	50	6	“	"	PUNCT
american_scientific_journal-1458	50	7	stylized	stylize	VERB
american_scientific_journal-1458	50	8	facts	fact	NOUN
american_scientific_journal-1458	50	9	”	"	PUNCT
american_scientific_journal-1458	50	10	of	of	ADP
american_scientific_journal-1458	50	11	volatility	volatility	NOUN
american_scientific_journal-1458	50	12	clustering	cluster	VERB
american_scientific_journal-1458	50	13	as	as	ADV
american_scientific_journal-1458	50	14	well	well	ADV
american_scientific_journal-1458	50	15	as	as	ADP
american_scientific_journal-1458	50	16	non	non	ADJ
american_scientific_journal-1458	50	17	-	-	ADJ
american_scientific_journal-1458	50	18	normal	normal	ADJ
american_scientific_journal-1458	50	19	empirical	empirical	ADJ
american_scientific_journal-1458	50	20	distribution	distribution	NOUN
american_scientific_journal-1458	50	21	.	.	PUNCT
american_scientific_journal-1458	51	1	researchers	researcher	NOUN
american_scientific_journal-1458	51	2	gave	gave	AUX
american_scientific_journal-1458	51	3	documented	document	VERB
american_scientific_journal-1458	51	4	these	these	PRON
american_scientific_journal-1458	51	5	and	and	CCONJ
american_scientific_journal-1458	51	6	many	many	ADJ
american_scientific_journal-1458	51	7	other	other	ADJ
american_scientific_journal-1458	51	8	stylized	stylize	VERB
american_scientific_journal-1458	51	9	facts	fact	NOUN
american_scientific_journal-1458	51	10	about	about	ADP
american_scientific_journal-1458	51	11	the	the	DET
american_scientific_journal-1458	51	12	volatility	volatility	NOUN
american_scientific_journal-1458	51	13	of	of	ADP
american_scientific_journal-1458	51	14	economic	economic	ADJ
american_scientific_journal-1458	51	15	and	and	CCONJ
american_scientific_journal-1458	51	16	financial	financial	ADJ
american_scientific_journal-1458	51	17	time	time	NOUN
american_scientific_journal-1458	51	18	series	series	PROPN
american_scientific_journal-1458	51	19	.	.	PUNCT
american_scientific_journal-1458	52	1	reference	reference	NOUN
american_scientific_journal-1458	53	1	[	[	X
american_scientific_journal-1458	53	2	4	4	NUM
american_scientific_journal-1458	53	3	]	]	PUNCT
american_scientific_journal-1458	53	4	gave	give	VERB
american_scientific_journal-1458	53	5	a	a	DET
american_scientific_journal-1458	53	6	complete	complete	ADJ
american_scientific_journal-1458	53	7	account	account	NOUN
american_scientific_journal-1458	53	8	of	of	ADP
american_scientific_journal-1458	53	9	these	these	DET
american_scientific_journal-1458	53	10	facts	fact	NOUN
american_scientific_journal-1458	53	11	.	.	PUNCT
american_scientific_journal-1458	54	1	the	the	DET
american_scientific_journal-1458	54	2	grch	grch	NOUN
american_scientific_journal-1458	54	3	model	model	NOUN
american_scientific_journal-1458	54	4	is	be	AUX
american_scientific_journal-1458	54	5	capable	capable	ADJ
american_scientific_journal-1458	54	6	of	of	ADP
american_scientific_journal-1458	54	7	explaining	explain	VERB
american_scientific_journal-1458	54	8	many	many	ADJ
american_scientific_journal-1458	54	9	of	of	ADP
american_scientific_journal-1458	54	10	those	those	DET
american_scientific_journal-1458	54	11	stylized	stylize	VERB
american_scientific_journal-1458	54	12	facts	fact	NOUN
american_scientific_journal-1458	54	13	.	.	PUNCT
american_scientific_journal-1458	55	1	the	the	DET
american_scientific_journal-1458	55	2	four	four	NUM
american_scientific_journal-1458	55	3	most	most	ADV
american_scientific_journal-1458	55	4	important	important	ADJ
american_scientific_journal-1458	55	5	ones	one	NOUN
american_scientific_journal-1458	55	6	are	be	AUX
american_scientific_journal-1458	55	7	:	:	PUNCT
american_scientific_journal-1458	55	8	volatility	volatility	NOUN
american_scientific_journal-1458	55	9	clustering	clustering	NOUN
american_scientific_journal-1458	55	10	,	,	PUNCT
american_scientific_journal-1458	55	11	fat	fat	ADJ
american_scientific_journal-1458	55	12	tails	tail	NOUN
american_scientific_journal-1458	55	13	,	,	PUNCT
american_scientific_journal-1458	55	14	volatility	volatility	NOUN
american_scientific_journal-1458	55	15	mean	mean	VERB
american_scientific_journal-1458	55	16	reversion	reversion	NOUN
american_scientific_journal-1458	55	17	,	,	PUNCT
american_scientific_journal-1458	55	18	and	and	CCONJ
american_scientific_journal-1458	55	19	asymmetry	asymmetry	NOUN
american_scientific_journal-1458	55	20	.	.	PUNCT
american_scientific_journal-1458	56	1	2	2	X
american_scientific_journal-1458	56	2	.	.	X
american_scientific_journal-1458	56	3	data	datum	NOUN
american_scientific_journal-1458	56	4	and	and	CCONJ
american_scientific_journal-1458	56	5	methodology	methodology	NOUN
american_scientific_journal-1458	56	6	2.1	2.1	NUM
american_scientific_journal-1458	56	7	data	datum	NOUN
american_scientific_journal-1458	56	8	we	we	PRON
american_scientific_journal-1458	56	9	employ	employ	VERB
american_scientific_journal-1458	56	10	daily	daily	ADJ
american_scientific_journal-1458	56	11	observations	observation	NOUN
american_scientific_journal-1458	56	12	of	of	ADP
american_scientific_journal-1458	56	13	stock	stock	NOUN
american_scientific_journal-1458	56	14	market	market	NOUN
american_scientific_journal-1458	56	15	indices	index	NOUN
american_scientific_journal-1458	56	16	of	of	ADP
american_scientific_journal-1458	56	17	four	four	NUM
american_scientific_journal-1458	56	18	bangladeshi	bangladeshi	ADJ
american_scientific_journal-1458	56	19	companies	company	NOUN
american_scientific_journal-1458	56	20	namely	namely	ADV
american_scientific_journal-1458	56	21	bangladesh	bangladesh	VERB
american_scientific_journal-1458	56	22	export	export	NOUN
american_scientific_journal-1458	56	23	import	import	NOUN
american_scientific_journal-1458	56	24	company	company	NOUN
american_scientific_journal-1458	56	25	limited	limit	VERB
american_scientific_journal-1458	56	26	(	(	PUNCT
american_scientific_journal-1458	56	27	beicl	beicl	PROPN
american_scientific_journal-1458	56	28	)	)	PUNCT
american_scientific_journal-1458	56	29	,	,	PUNCT
american_scientific_journal-1458	56	30	beximco	beximco	PROPN
american_scientific_journal-1458	56	31	pharmaceuticals	pharmaceutical	NOUN
american_scientific_journal-1458	56	32	limited	limit	VERB
american_scientific_journal-1458	56	33	(	(	PUNCT
american_scientific_journal-1458	56	34	bpl	bpl	NOUN
american_scientific_journal-1458	56	35	)	)	PUNCT
american_scientific_journal-1458	56	36	,	,	PUNCT
american_scientific_journal-1458	56	37	prime	prime	PROPN
american_scientific_journal-1458	56	38	bank	bank	PROPN
american_scientific_journal-1458	56	39	limited	limit	VERB
american_scientific_journal-1458	56	40	(	(	PUNCT
american_scientific_journal-1458	56	41	pbl	pbl	NOUN
american_scientific_journal-1458	56	42	)	)	PUNCT
american_scientific_journal-1458	56	43	and	and	CCONJ
american_scientific_journal-1458	56	44	arab	arab	PROPN
american_scientific_journal-1458	56	45	bangladesh	bangladesh	PROPN
american_scientific_journal-1458	56	46	bank	bank	PROPN
american_scientific_journal-1458	56	47	limited	limit	VERB
american_scientific_journal-1458	56	48	(	(	PUNCT
american_scientific_journal-1458	56	49	abbl	abbl	PROPN
american_scientific_journal-1458	56	50	)	)	PUNCT
american_scientific_journal-1458	56	51	for	for	ADP
american_scientific_journal-1458	56	52	the	the	DET
american_scientific_journal-1458	56	53	period	period	NOUN
american_scientific_journal-1458	56	54	january	january	PROPN
american_scientific_journal-1458	56	55	2000	2000	NUM
american_scientific_journal-1458	56	56	to	to	ADP
american_scientific_journal-1458	56	57	november	november	PROPN
american_scientific_journal-1458	56	58	2014	2014	NUM
american_scientific_journal-1458	56	59	.	.	PUNCT
american_scientific_journal-1458	57	1	the	the	DET
american_scientific_journal-1458	57	2	data	datum	NOUN
american_scientific_journal-1458	57	3	were	be	AUX
american_scientific_journal-1458	57	4	provided	provide	VERB
american_scientific_journal-1458	57	5	by	by	ADP
american_scientific_journal-1458	57	6	the	the	DET
american_scientific_journal-1458	57	7	dhaka	dhaka	PROPN
american_scientific_journal-1458	57	8	stock	stock	PROPN
american_scientific_journal-1458	57	9	exchange	exchange	PROPN
american_scientific_journal-1458	57	10	(	(	PUNCT
american_scientific_journal-1458	57	11	dse	dse	PROPN
american_scientific_journal-1458	57	12	)	)	PUNCT
american_scientific_journal-1458	57	13	library	library	NOUN
american_scientific_journal-1458	57	14	.	.	PUNCT
american_scientific_journal-1458	58	1	2.2	2.2	NUM
american_scientific_journal-1458	58	2	garch(p	garch(p	NOUN
american_scientific_journal-1458	58	3	,	,	PUNCT
american_scientific_journal-1458	58	4	q	q	NOUN
american_scientific_journal-1458	58	5	)	)	PUNCT
american_scientific_journal-1458	58	6	model	model	NOUN
american_scientific_journal-1458	58	7	the	the	DET
american_scientific_journal-1458	58	8	autoregressive	autoregressive	ADJ
american_scientific_journal-1458	58	9	conditional	conditional	ADJ
american_scientific_journal-1458	58	10	heterscedasticity	heterscedasticity	NOUN
american_scientific_journal-1458	58	11	(	(	PUNCT
american_scientific_journal-1458	58	12	arch	arch	NOUN
american_scientific_journal-1458	58	13	)	)	PUNCT
american_scientific_journal-1458	58	14	model	model	NOUN
american_scientific_journal-1458	58	15	by	by	ADP
american_scientific_journal-1458	58	16	engle	engle	PROPN
american_scientific_journal-1458	58	17	(	(	PUNCT
american_scientific_journal-1458	58	18	1982	1982	NUM
american_scientific_journal-1458	58	19	)	)	PUNCT
american_scientific_journal-1458	59	1	[	[	X
american_scientific_journal-1458	59	2	22	22	NUM
american_scientific_journal-1458	59	3	]	]	PUNCT
american_scientific_journal-1458	59	4	and	and	CCONJ
american_scientific_journal-1458	59	5	its	its	PRON
american_scientific_journal-1458	59	6	generalization	generalization	NOUN
american_scientific_journal-1458	59	7	,	,	PUNCT
american_scientific_journal-1458	59	8	garch	garch	NOUN
american_scientific_journal-1458	59	9	by	by	ADP
american_scientific_journal-1458	59	10	bollerslev	bollerslev	ADJ
american_scientific_journal-1458	59	11	(	(	PUNCT
american_scientific_journal-1458	59	12	1986	1986	NUM
american_scientific_journal-1458	59	13	)	)	PUNCT
american_scientific_journal-1458	60	1	[	[	X
american_scientific_journal-1458	60	2	23	23	NUM
american_scientific_journal-1458	60	3	]	]	PUNCT
american_scientific_journal-1458	60	4	are	be	AUX
american_scientific_journal-1458	60	5	the	the	DET
american_scientific_journal-1458	60	6	major	major	ADJ
american_scientific_journal-1458	60	7	and	and	CCONJ
american_scientific_journal-1458	60	8	widely	widely	ADV
american_scientific_journal-1458	60	9	used	use	VERB
american_scientific_journal-1458	60	10	methodologies	methodology	NOUN
american_scientific_journal-1458	60	11	in	in	ADP
american_scientific_journal-1458	60	12	modeling	modeling	NOUN
american_scientific_journal-1458	60	13	and	and	CCONJ
american_scientific_journal-1458	60	14	forecasting	forecast	VERB
american_scientific_journal-1458	60	15	volatility	volatility	NOUN
american_scientific_journal-1458	60	16	of	of	ADP
american_scientific_journal-1458	60	17	financial	financial	ADJ
american_scientific_journal-1458	60	18	time	time	NOUN
american_scientific_journal-1458	60	19	series	series	NOUN
american_scientific_journal-1458	60	20	.	.	PUNCT
american_scientific_journal-1458	61	1	the	the	DET
american_scientific_journal-1458	61	2	standard	standard	ADJ
american_scientific_journal-1458	61	3	garch	garch	NOUN
american_scientific_journal-1458	61	4	(	(	PUNCT
american_scientific_journal-1458	61	5	p	p	X
american_scientific_journal-1458	61	6	,	,	PUNCT
american_scientific_journal-1458	61	7	q	q	NOUN
american_scientific_journal-1458	61	8	)	)	PUNCT
american_scientific_journal-1458	61	9	model	model	NOUN
american_scientific_journal-1458	61	10	expresses	express	VERB
american_scientific_journal-1458	61	11	the	the	DET
american_scientific_journal-1458	61	12	variance	variance	NOUN
american_scientific_journal-1458	61	13	at	at	ADP
american_scientific_journal-1458	61	14	time	time	NOUN
american_scientific_journal-1458	61	15	,	,	PUNCT
american_scientific_journal-1458	61	16	t	t	X
american_scientific_journal-1458	61	17	as	as	ADP
american_scientific_journal-1458	61	18	:	:	PUNCT
american_scientific_journal-1458	61	19	∑∑	∑∑	PROPN
american_scientific_journal-1458	61	20	=	=	PUNCT
american_scientific_journal-1458	61	21	−=	−=	PUNCT
american_scientific_journal-1458	61	22	−	−	PROPN
american_scientific_journal-1458	62	1	+	+	PROPN
american_scientific_journal-1458	62	2	+	+	NOUN
american_scientific_journal-1458	62	3	=	=	X
american_scientific_journal-1458	62	4	p	p	X
american_scientific_journal-1458	62	5	j	j	PROPN
american_scientific_journal-1458	62	6	jtj	jtj	VERB
american_scientific_journal-1458	62	7	q	q	NOUN
american_scientific_journal-1458	63	1	i	i	PRON
american_scientific_journal-1458	63	2	itit	itit	VERB
american_scientific_journal-1458	63	3	1	1	NUM
american_scientific_journal-1458	63	4	2	2	NUM
american_scientific_journal-1458	63	5	1	1	NUM
american_scientific_journal-1458	63	6	22	22	NUM
american_scientific_journal-1458	63	7	σβεαωσ	σβεαωσ	NOUN
american_scientific_journal-1458	63	8	2	2	NUM
american_scientific_journal-1458	63	9	tσ	tσ	NOUN
american_scientific_journal-1458	63	10	is	be	AUX
american_scientific_journal-1458	63	11	the	the	DET
american_scientific_journal-1458	63	12	conditional	conditional	ADJ
american_scientific_journal-1458	63	13	variance	variance	NOUN
american_scientific_journal-1458	63	14	,	,	PUNCT
american_scientific_journal-1458	63	15	tε	tε	ADP
american_scientific_journal-1458	63	16	the	the	DET
american_scientific_journal-1458	63	17	residual	residual	ADJ
american_scientific_journal-1458	63	18	returns	return	NOUN
american_scientific_journal-1458	63	19	,	,	PUNCT
american_scientific_journal-1458	63	20	defined	define	VERB
american_scientific_journal-1458	63	21	as	as	ADP
american_scientific_journal-1458	63	22	;	;	PUNCT
american_scientific_journal-1458	63	23	ttt	ttt	PROPN
american_scientific_journal-1458	63	24	zσε	zσε	PROPN
american_scientific_journal-1458	63	25	=	=	PUNCT
american_scientific_journal-1458	63	26	and	and	CCONJ
american_scientific_journal-1458	63	27	tz	tz	PROPN
american_scientific_journal-1458	63	28	~𝑁𝑁(0,1	~𝑁𝑁(0,1	ADV
american_scientific_journal-1458	63	29	)	)	PUNCT
american_scientific_journal-1458	64	1	i.e	i.e	NOUN
american_scientific_journal-1458	64	2	are	be	AUX
american_scientific_journal-1458	64	3	standardized	standardize	VERB
american_scientific_journal-1458	64	4	residual	residual	ADJ
american_scientific_journal-1458	64	5	returns	return	NOUN
american_scientific_journal-1458	64	6	.	.	PUNCT
american_scientific_journal-1458	65	1	𝜔𝜔	𝜔𝜔	ADP
american_scientific_journal-1458	65	2	,	,	PUNCT
american_scientific_journal-1458	65	3	iα	iα	INTJ
american_scientific_journal-1458	65	4	and	and	CCONJ
american_scientific_journal-1458	65	5	jβ	jβ	PROPN
american_scientific_journal-1458	65	6	are	be	AUX
american_scientific_journal-1458	65	7	the	the	DET
american_scientific_journal-1458	65	8	parameters	parameter	NOUN
american_scientific_journal-1458	65	9	to	to	PART
american_scientific_journal-1458	65	10	be	be	AUX
american_scientific_journal-1458	65	11	estimated	estimate	VERB
american_scientific_journal-1458	65	12	.	.	PUNCT
american_scientific_journal-1458	66	1	in	in	ADP
american_scientific_journal-1458	66	2	order	order	NOUN
american_scientific_journal-1458	66	3	for	for	SCONJ
american_scientific_journal-1458	66	4	the	the	DET
american_scientific_journal-1458	66	5	variance	variance	NOUN
american_scientific_journal-1458	66	6	to	to	PART
american_scientific_journal-1458	66	7	be	be	AUX
american_scientific_journal-1458	66	8	positive	positive	ADJ
american_scientific_journal-1458	66	9	the	the	DET
american_scientific_journal-1458	66	10	necessary	necessary	ADJ
american_scientific_journal-1458	66	11	condition	condition	NOUN
american_scientific_journal-1458	66	12	is	be	AUX
american_scientific_journal-1458	66	13	that	that	SCONJ
american_scientific_journal-1458	66	14	0	0	NUM
american_scientific_journal-1458	66	15	>	>	X
american_scientific_journal-1458	66	16	ω	ω	PROPN
american_scientific_journal-1458	66	17	,	,	PUNCT
american_scientific_journal-1458	66	18	0≥iα	0≥iα	PROPN
american_scientific_journal-1458	66	19	(	(	PUNCT
american_scientific_journal-1458	66	20	for	for	ADP
american_scientific_journal-1458	66	21	qi	qi	PROPN
american_scientific_journal-1458	66	22	,	,	PUNCT
american_scientific_journal-1458	66	23	...	...	PUNCT
american_scientific_journal-1458	66	24	,	,	PUNCT
american_scientific_journal-1458	66	25	1=	1=	NUM
american_scientific_journal-1458	66	26	)	)	PUNCT
american_scientific_journal-1458	66	27	and	and	CCONJ
american_scientific_journal-1458	66	28	0≥iβ	0≥iβ	NUM
american_scientific_journal-1458	66	29	(	(	PUNCT
american_scientific_journal-1458	66	30	for	for	ADP
american_scientific_journal-1458	66	31	pj	pj	PROPN
american_scientific_journal-1458	66	32	,	,	PUNCT
american_scientific_journal-1458	66	33	...	...	PUNCT
american_scientific_journal-1458	66	34	,	,	PUNCT
american_scientific_journal-1458	66	35	1=	1=	NUM
american_scientific_journal-1458	66	36	)	)	PUNCT
american_scientific_journal-1458	66	37	.	.	PUNCT
american_scientific_journal-1458	67	1	for	for	ADP
american_scientific_journal-1458	67	2	0	0	NUM
american_scientific_journal-1458	67	3	=	=	NOUN
american_scientific_journal-1458	67	4	p	p	NOUN
american_scientific_journal-1458	67	5	,	,	PUNCT
american_scientific_journal-1458	67	6	equation	equation	NOUN
american_scientific_journal-1458	67	7	(	(	PUNCT
american_scientific_journal-1458	67	8	1	1	X
american_scientific_journal-1458	67	9	)	)	PUNCT
american_scientific_journal-1458	67	10	reduces	reduce	VERB
american_scientific_journal-1458	67	11	to	to	ADP
american_scientific_journal-1458	67	12	an	an	DET
american_scientific_journal-1458	67	13	arch(q	arch(q	NOUN
american_scientific_journal-1458	67	14	)	)	PUNCT
american_scientific_journal-1458	67	15	model	model	NOUN
american_scientific_journal-1458	67	16	and	and	CCONJ
american_scientific_journal-1458	67	17	for	for	ADP
american_scientific_journal-1458	67	18	qp	qp	NOUN
american_scientific_journal-1458	67	19	=	=	NOUN
american_scientific_journal-1458	67	20	=	=	SYM
american_scientific_journal-1458	67	21	0	0	NUM
american_scientific_journal-1458	67	22	,	,	PUNCT
american_scientific_journal-1458	67	23	equation(1	equation(1	PROPN
american_scientific_journal-1458	67	24	)	)	PUNCT
american_scientific_journal-1458	67	25	reduces	reduce	VERB
american_scientific_journal-1458	67	26	to	to	ADP
american_scientific_journal-1458	67	27	simply	simply	ADV
american_scientific_journal-1458	67	28	white	white	ADJ
american_scientific_journal-1458	67	29	noise	noise	NOUN
american_scientific_journal-1458	67	30	.	.	PUNCT
american_scientific_journal-1458	68	1	in	in	ADP
american_scientific_journal-1458	68	2	this	this	DET
american_scientific_journal-1458	68	3	model	model	NOUN
american_scientific_journal-1458	68	4	,	,	PUNCT
american_scientific_journal-1458	68	5	the	the	DET
american_scientific_journal-1458	68	6	conditional	conditional	ADJ
american_scientific_journal-1458	68	7	variance	variance	NOUN
american_scientific_journal-1458	68	8	only	only	ADV
american_scientific_journal-1458	68	9	depends	depend	VERB
american_scientific_journal-1458	68	10	on	on	ADP
american_scientific_journal-1458	68	11	the	the	DET
american_scientific_journal-1458	68	12	magnitude	magnitude	NOUN
american_scientific_journal-1458	68	13	,	,	PUNCT
american_scientific_journal-1458	68	14	and	and	CCONJ
american_scientific_journal-1458	68	15	not	not	PART
american_scientific_journal-1458	68	16	the	the	DET
american_scientific_journal-1458	68	17	sign	sign	NOUN
american_scientific_journal-1458	68	18	,	,	PUNCT
american_scientific_journal-1458	68	19	of	of	ADP
american_scientific_journal-1458	68	20	the	the	DET
american_scientific_journal-1458	68	21	underlying	underlie	VERB
american_scientific_journal-1458	68	22	asset	asset	NOUN
american_scientific_journal-1458	68	23	.	.	PUNCT
american_scientific_journal-1458	69	1	large	large	ADJ
american_scientific_journal-1458	69	2	arch	arch	ADJ
american_scientific_journal-1458	69	3	coefficients	coefficient	NOUN
american_scientific_journal-1458	69	4	,	,	PUNCT
american_scientific_journal-1458	69	5	iα	iα	X
american_scientific_journal-1458	69	6	imply	imply	VERB
american_scientific_journal-1458	69	7	that	that	SCONJ
american_scientific_journal-1458	69	8	volatility	volatility	NOUN
american_scientific_journal-1458	69	9	reacts	react	VERB
american_scientific_journal-1458	69	10	significantly	significantly	ADV
american_scientific_journal-1458	69	11	to	to	ADP
american_scientific_journal-1458	69	12	market	market	NOUN
american_scientific_journal-1458	69	13	movements	movement	NOUN
american_scientific_journal-1458	69	14	while	while	SCONJ
american_scientific_journal-1458	69	15	large	large	ADJ
american_scientific_journal-1458	69	16	american	american	ADJ
american_scientific_journal-1458	69	17	scientific	scientific	ADJ
american_scientific_journal-1458	69	18	research	research	NOUN
american_scientific_journal-1458	69	19	journal	journal	NOUN
american_scientific_journal-1458	69	20	for	for	ADP
american_scientific_journal-1458	69	21	engineering	engineering	NOUN
american_scientific_journal-1458	69	22	,	,	PUNCT
american_scientific_journal-1458	69	23	technology	technology	NOUN
american_scientific_journal-1458	69	24	,	,	PUNCT
american_scientific_journal-1458	69	25	and	and	CCONJ
american_scientific_journal-1458	69	26	sciences	science	NOUN
american_scientific_journal-1458	69	27	(	(	PUNCT
american_scientific_journal-1458	69	28	asrjets	asrjet	NOUN
american_scientific_journal-1458	69	29	)	)	PUNCT
american_scientific_journal-1458	69	30	(	(	PUNCT
american_scientific_journal-1458	69	31	2016	2016	NUM
american_scientific_journal-1458	69	32	)	)	PUNCT
american_scientific_journal-1458	69	33	volume	volume	NOUN
american_scientific_journal-1458	69	34	18	18	NUM
american_scientific_journal-1458	69	35	,	,	PUNCT
american_scientific_journal-1458	69	36	no	no	DET
american_scientific_journal-1458	69	37	1	1	NUM
american_scientific_journal-1458	69	38	,	,	PUNCT
american_scientific_journal-1458	69	39	pp	pp	ADV
american_scientific_journal-1458	69	40	29	29	NUM
american_scientific_journal-1458	69	41	-	-	SYM
american_scientific_journal-1458	69	42	39	39	NUM
american_scientific_journal-1458	69	43	32	32	NUM
american_scientific_journal-1458	69	44	garch	garch	NOUN
american_scientific_journal-1458	69	45	coefficients	coefficient	NOUN
american_scientific_journal-1458	69	46	,	,	PUNCT
american_scientific_journal-1458	69	47	jβ	jβ	PROPN
american_scientific_journal-1458	69	48	indicate	indicate	VERB
american_scientific_journal-1458	69	49	that	that	SCONJ
american_scientific_journal-1458	69	50	shocks	shock	NOUN
american_scientific_journal-1458	69	51	are	be	AUX
american_scientific_journal-1458	69	52	persistent	persistent	ADJ
american_scientific_journal-1458	69	53	,	,	PUNCT
american_scientific_journal-1458	69	54	[	[	X
american_scientific_journal-1458	69	55	12	12	NUM
american_scientific_journal-1458	69	56	]	]	PUNCT
american_scientific_journal-1458	69	57	.	.	PUNCT
american_scientific_journal-1458	70	1	it	it	PRON
american_scientific_journal-1458	70	2	can	can	AUX
american_scientific_journal-1458	70	3	be	be	AUX
american_scientific_journal-1458	70	4	shown	show	VERB
american_scientific_journal-1458	70	5	that	that	SCONJ
american_scientific_journal-1458	70	6	any	any	DET
american_scientific_journal-1458	70	7	garch(p	garch(p	PROPN
american_scientific_journal-1458	70	8	,	,	PUNCT
american_scientific_journal-1458	70	9	q	q	NOUN
american_scientific_journal-1458	70	10	)	)	PUNCT
american_scientific_journal-1458	70	11	process	process	NOUN
american_scientific_journal-1458	70	12	can	can	AUX
american_scientific_journal-1458	70	13	be	be	AUX
american_scientific_journal-1458	70	14	written	write	VERB
american_scientific_journal-1458	70	15	in	in	ADP
american_scientific_journal-1458	70	16	an	an	DET
american_scientific_journal-1458	70	17	arma(p	arma(p	NOUN
american_scientific_journal-1458	70	18	,	,	PUNCT
american_scientific_journal-1458	70	19	q	q	NOUN
american_scientific_journal-1458	70	20	)	)	PUNCT
american_scientific_journal-1458	70	21	representation	representation	NOUN
american_scientific_journal-1458	71	1	[	[	X
american_scientific_journal-1458	71	2	15	15	NUM
american_scientific_journal-1458	71	3	]	]	PUNCT
american_scientific_journal-1458	71	4	.	.	PUNCT
american_scientific_journal-1458	72	1	as	as	ADP
american_scientific_journal-1458	72	2	an	an	DET
american_scientific_journal-1458	72	3	alternative	alternative	NOUN
american_scientific_journal-1458	72	4	to	to	ADP
american_scientific_journal-1458	72	5	conditional	conditional	ADJ
american_scientific_journal-1458	72	6	normal	normal	ADJ
american_scientific_journal-1458	72	7	distribution	distribution	NOUN
american_scientific_journal-1458	72	8	.	.	PUNCT
american_scientific_journal-1458	72	9	bollerslev	bollerslev	ADJ
american_scientific_journal-1458	72	10	(	(	PUNCT
american_scientific_journal-1458	72	11	1987)[6	1987)[6	NUM
american_scientific_journal-1458	72	12	]	]	PUNCT
american_scientific_journal-1458	72	13	,	,	PUNCT
american_scientific_journal-1458	72	14	and	and	CCONJ
american_scientific_journal-1458	72	15	kaiser	kaiser	PROPN
american_scientific_journal-1458	72	16	(	(	PUNCT
american_scientific_journal-1458	72	17	1996)[14	1996)[14	PROPN
american_scientific_journal-1458	72	18	]	]	PUNCT
american_scientific_journal-1458	72	19	use	use	NOUN
american_scientific_journal-1458	72	20	student	student	NOUN
american_scientific_journal-1458	72	21	-	-	PUNCT
american_scientific_journal-1458	72	22	t	t	NOUN
american_scientific_journal-1458	72	23	distribution	distribution	NOUN
american_scientific_journal-1458	72	24	while	while	SCONJ
american_scientific_journal-1458	72	25	nelson	nelson	PROPN
american_scientific_journal-1458	72	26	(	(	PUNCT
american_scientific_journal-1458	72	27	1991)[16	1991)[16	NOUN
american_scientific_journal-1458	72	28	]	]	X
american_scientific_journal-1458	72	29	,	,	PUNCT
american_scientific_journal-1458	72	30	kaiser	kaiser	PROPN
american_scientific_journal-1458	72	31	(	(	PUNCT
american_scientific_journal-1458	72	32	1996)[14	1996)[14	PROPN
american_scientific_journal-1458	72	33	]	]	PUNCT
american_scientific_journal-1458	72	34	suggests	suggest	VERB
american_scientific_journal-1458	72	35	generalized	generalized	ADJ
american_scientific_journal-1458	72	36	student	student	NOUN
american_scientific_journal-1458	72	37	-	-	PUNCT
american_scientific_journal-1458	72	38	t	t	NOUN
american_scientific_journal-1458	72	39	distribution	distribution	NOUN
american_scientific_journal-1458	72	40	.	.	PUNCT
american_scientific_journal-1458	73	1	in	in	ADP
american_scientific_journal-1458	73	2	this	this	DET
american_scientific_journal-1458	73	3	study	study	NOUN
american_scientific_journal-1458	73	4	,	,	PUNCT
american_scientific_journal-1458	73	5	the	the	DET
american_scientific_journal-1458	73	6	assumption	assumption	NOUN
american_scientific_journal-1458	73	7	of	of	ADP
american_scientific_journal-1458	73	8	conditional	conditional	ADJ
american_scientific_journal-1458	73	9	normality	normality	NOUN
american_scientific_journal-1458	73	10	is	be	AUX
american_scientific_journal-1458	73	11	used	use	VERB
american_scientific_journal-1458	73	12	estimation	estimation	NOUN
american_scientific_journal-1458	73	13	.	.	PUNCT
american_scientific_journal-1458	74	1	2.3	2.3	NUM
american_scientific_journal-1458	74	2	model	model	NOUN
american_scientific_journal-1458	74	3	selection	selection	NOUN
american_scientific_journal-1458	74	4	in	in	ADP
american_scientific_journal-1458	74	5	financial	financial	ADJ
american_scientific_journal-1458	74	6	modelling	modelling	NOUN
american_scientific_journal-1458	74	7	,	,	PUNCT
american_scientific_journal-1458	74	8	one	one	NUM
american_scientific_journal-1458	74	9	of	of	ADP
american_scientific_journal-1458	74	10	the	the	DET
american_scientific_journal-1458	74	11	main	main	ADJ
american_scientific_journal-1458	74	12	challenges	challenge	NOUN
american_scientific_journal-1458	74	13	is	be	AUX
american_scientific_journal-1458	74	14	to	to	PART
american_scientific_journal-1458	74	15	select	select	VERB
american_scientific_journal-1458	74	16	a	a	DET
american_scientific_journal-1458	74	17	suitable	suitable	ADJ
american_scientific_journal-1458	74	18	model	model	NOUN
american_scientific_journal-1458	74	19	from	from	ADP
american_scientific_journal-1458	74	20	a	a	DET
american_scientific_journal-1458	74	21	candidate	candidate	NOUN
american_scientific_journal-1458	74	22	family	family	NOUN
american_scientific_journal-1458	74	23	to	to	PART
american_scientific_journal-1458	74	24	characterize	characterize	VERB
american_scientific_journal-1458	74	25	the	the	DET
american_scientific_journal-1458	74	26	underlying	underlie	VERB
american_scientific_journal-1458	74	27	data	datum	NOUN
american_scientific_journal-1458	74	28	.	.	PUNCT
american_scientific_journal-1458	75	1	the	the	DET
american_scientific_journal-1458	75	2	choice	choice	NOUN
american_scientific_journal-1458	75	3	of	of	ADP
american_scientific_journal-1458	75	4	a	a	DET
american_scientific_journal-1458	75	5	good	good	ADJ
american_scientific_journal-1458	75	6	model	model	NOUN
american_scientific_journal-1458	75	7	in	in	ADP
american_scientific_journal-1458	75	8	the	the	DET
american_scientific_journal-1458	75	9	application	application	NOUN
american_scientific_journal-1458	75	10	of	of	ADP
american_scientific_journal-1458	75	11	time	time	NOUN
american_scientific_journal-1458	75	12	series	series	NOUN
american_scientific_journal-1458	75	13	analysis	analysis	NOUN
american_scientific_journal-1458	75	14	is	be	AUX
american_scientific_journal-1458	75	15	crucial	crucial	ADJ
american_scientific_journal-1458	75	16	;	;	PUNCT
american_scientific_journal-1458	75	17	the	the	DET
american_scientific_journal-1458	75	18	total	total	ADJ
american_scientific_journal-1458	75	19	process	process	NOUN
american_scientific_journal-1458	75	20	can	can	AUX
american_scientific_journal-1458	75	21	not	not	PART
american_scientific_journal-1458	75	22	be	be	AUX
american_scientific_journal-1458	75	23	automated	automate	VERB
american_scientific_journal-1458	75	24	since	since	SCONJ
american_scientific_journal-1458	75	25	the	the	DET
american_scientific_journal-1458	75	26	context	context	NOUN
american_scientific_journal-1458	75	27	is	be	AUX
american_scientific_journal-1458	75	28	all	all	ADV
american_scientific_journal-1458	75	29	important	important	ADJ
american_scientific_journal-1458	75	30	and	and	CCONJ
american_scientific_journal-1458	75	31	there	there	PRON
american_scientific_journal-1458	75	32	is	be	VERB
american_scientific_journal-1458	75	33	never	never	ADV
american_scientific_journal-1458	75	34	a	a	DET
american_scientific_journal-1458	75	35	perfect	perfect	ADJ
american_scientific_journal-1458	75	36	or	or	CCONJ
american_scientific_journal-1458	75	37	unique	unique	ADJ
american_scientific_journal-1458	75	38	model	model	NOUN
american_scientific_journal-1458	75	39	.	.	PUNCT
american_scientific_journal-1458	76	1	model	model	NOUN
american_scientific_journal-1458	76	2	selection	selection	NOUN
american_scientific_journal-1458	76	3	criteria	criterion	NOUN
american_scientific_journal-1458	76	4	provide	provide	VERB
american_scientific_journal-1458	76	5	useful	useful	ADJ
american_scientific_journal-1458	76	6	tools	tool	NOUN
american_scientific_journal-1458	76	7	in	in	ADP
american_scientific_journal-1458	76	8	this	this	DET
american_scientific_journal-1458	76	9	regard	regard	NOUN
american_scientific_journal-1458	76	10	and	and	CCONJ
american_scientific_journal-1458	76	11	assesses	assess	VERB
american_scientific_journal-1458	76	12	whether	whether	SCONJ
american_scientific_journal-1458	76	13	a	a	DET
american_scientific_journal-1458	76	14	fitted	fit	VERB
american_scientific_journal-1458	76	15	model	model	NOUN
american_scientific_journal-1458	76	16	offers	offer	VERB
american_scientific_journal-1458	76	17	an	an	DET
american_scientific_journal-1458	76	18	optimal	optimal	ADJ
american_scientific_journal-1458	76	19	balance	balance	NOUN
american_scientific_journal-1458	76	20	between	between	ADP
american_scientific_journal-1458	76	21	goodness	goodness	NOUN
american_scientific_journal-1458	76	22	-	-	PUNCT
american_scientific_journal-1458	76	23	of	of	ADP
american_scientific_journal-1458	76	24	-	-	PUNCT
american_scientific_journal-1458	76	25	fit	fit	NOUN
american_scientific_journal-1458	76	26	and	and	CCONJ
american_scientific_journal-1458	76	27	parsimony	parsimony	NOUN
american_scientific_journal-1458	76	28	.	.	PUNCT
american_scientific_journal-1458	77	1	ideally	ideally	ADV
american_scientific_journal-1458	77	2	,	,	PUNCT
american_scientific_journal-1458	77	3	a	a	DET
american_scientific_journal-1458	77	4	criteria	criterion	NOUN
american_scientific_journal-1458	77	5	will	will	AUX
american_scientific_journal-1458	77	6	identify	identify	VERB
american_scientific_journal-1458	77	7	candidate	candidate	NOUN
american_scientific_journal-1458	77	8	models	model	NOUN
american_scientific_journal-1458	77	9	that	that	PRON
american_scientific_journal-1458	77	10	are	be	AUX
american_scientific_journal-1458	77	11	either	either	CCONJ
american_scientific_journal-1458	77	12	too	too	ADV
american_scientific_journal-1458	77	13	simplistic	simplistic	ADJ
american_scientific_journal-1458	77	14	to	to	PART
american_scientific_journal-1458	77	15	accommodate	accommodate	VERB
american_scientific_journal-1458	77	16	the	the	DET
american_scientific_journal-1458	77	17	data	datum	NOUN
american_scientific_journal-1458	77	18	or	or	CCONJ
american_scientific_journal-1458	77	19	unnecessarily	unnecessarily	ADV
american_scientific_journal-1458	77	20	complex	complex	ADJ
american_scientific_journal-1458	77	21	.	.	PUNCT
american_scientific_journal-1458	78	1	the	the	DET
american_scientific_journal-1458	78	2	most	most	ADV
american_scientific_journal-1458	78	3	common	common	ADJ
american_scientific_journal-1458	78	4	model	model	NOUN
american_scientific_journal-1458	78	5	selection	selection	NOUN
american_scientific_journal-1458	78	6	criteria	criterion	NOUN
american_scientific_journal-1458	78	7	are	be	AUX
american_scientific_journal-1458	78	8	the	the	DET
american_scientific_journal-1458	78	9	akaike	akaike	ADJ
american_scientific_journal-1458	78	10	information	information	NOUN
american_scientific_journal-1458	78	11	criterion	criterion	NOUN
american_scientific_journal-1458	78	12	(	(	PUNCT
american_scientific_journal-1458	78	13	aic	aic	PROPN
american_scientific_journal-1458	78	14	)	)	PUNCT
american_scientific_journal-1458	78	15	and	and	CCONJ
american_scientific_journal-1458	78	16	the	the	DET
american_scientific_journal-1458	78	17	bayesian	bayesian	ADJ
american_scientific_journal-1458	78	18	information	information	NOUN
american_scientific_journal-1458	78	19	criterion	criterion	NOUN
american_scientific_journal-1458	78	20	(	(	PUNCT
american_scientific_journal-1458	78	21	bic	bic	PROPN
american_scientific_journal-1458	78	22	)	)	PUNCT
american_scientific_journal-1458	78	23	.	.	PUNCT
american_scientific_journal-1458	79	1	aic=	aic=	PROPN
american_scientific_journal-1458	79	2	t	t	PROPN
american_scientific_journal-1458	79	3	ln(residual	ln(residual	ADJ
american_scientific_journal-1458	79	4	sum	sum	NOUN
american_scientific_journal-1458	79	5	of	of	ADP
american_scientific_journal-1458	79	6	squares	square	NOUN
american_scientific_journal-1458	79	7	)	)	PUNCT
american_scientific_journal-1458	80	1	+	+	CCONJ
american_scientific_journal-1458	80	2	2n	2n	NUM
american_scientific_journal-1458	80	3	,	,	PUNCT
american_scientific_journal-1458	80	4	bic=	bic=	PROPN
american_scientific_journal-1458	80	5	t	t	PROPN
american_scientific_journal-1458	80	6	ln(residual	ln(residual	ADJ
american_scientific_journal-1458	80	7	sum	sum	NOUN
american_scientific_journal-1458	80	8	of	of	ADP
american_scientific_journal-1458	80	9	squares	square	NOUN
american_scientific_journal-1458	80	10	)	)	PUNCT
american_scientific_journal-1458	81	1	+	+	CCONJ
american_scientific_journal-1458	81	2	nln(t	nln(t	X
american_scientific_journal-1458	81	3	)	)	PUNCT
american_scientific_journal-1458	81	4	where	where	SCONJ
american_scientific_journal-1458	81	5	,	,	PUNCT
american_scientific_journal-1458	81	6	t	t	PROPN
american_scientific_journal-1458	81	7	is	be	AUX
american_scientific_journal-1458	81	8	the	the	DET
american_scientific_journal-1458	81	9	number	number	NOUN
american_scientific_journal-1458	81	10	of	of	ADP
american_scientific_journal-1458	81	11	usable	usable	ADJ
american_scientific_journal-1458	81	12	observation	observation	NOUN
american_scientific_journal-1458	81	13	,	,	PUNCT
american_scientific_journal-1458	81	14	and	and	CCONJ
american_scientific_journal-1458	81	15	n	n	PRON
american_scientific_journal-1458	81	16	is	be	AUX
american_scientific_journal-1458	81	17	the	the	DET
american_scientific_journal-1458	81	18	number	number	NOUN
american_scientific_journal-1458	81	19	of	of	ADP
american_scientific_journal-1458	81	20	parameter	parameter	NOUN
american_scientific_journal-1458	81	21	to	to	PART
american_scientific_journal-1458	81	22	be	be	AUX
american_scientific_journal-1458	81	23	estimated	estimate	VERB
american_scientific_journal-1458	81	24	.	.	PUNCT
american_scientific_journal-1458	82	1	in	in	ADP
american_scientific_journal-1458	82	2	practice	practice	NOUN
american_scientific_journal-1458	82	3	,	,	PUNCT
american_scientific_journal-1458	82	4	the	the	DET
american_scientific_journal-1458	82	5	model	model	NOUN
american_scientific_journal-1458	82	6	with	with	ADP
american_scientific_journal-1458	82	7	smallest	small	ADJ
american_scientific_journal-1458	82	8	aic	aic	PROPN
american_scientific_journal-1458	82	9	or	or	CCONJ
american_scientific_journal-1458	82	10	bic	bic	PROPN
american_scientific_journal-1458	82	11	is	be	AUX
american_scientific_journal-1458	82	12	selected	select	VERB
american_scientific_journal-1458	82	13	as	as	ADP
american_scientific_journal-1458	82	14	the	the	DET
american_scientific_journal-1458	82	15	best	good	ADJ
american_scientific_journal-1458	82	16	model	model	NOUN
american_scientific_journal-1458	82	17	according	accord	VERB
american_scientific_journal-1458	82	18	to	to	ADP
american_scientific_journal-1458	82	19	[	[	X
american_scientific_journal-1458	82	20	10	10	NUM
american_scientific_journal-1458	82	21	]	]	PUNCT
american_scientific_journal-1458	82	22	,	,	PUNCT
american_scientific_journal-1458	82	23	a	a	DET
american_scientific_journal-1458	82	24	desirable	desirable	ADJ
american_scientific_journal-1458	82	25	model	model	NOUN
american_scientific_journal-1458	82	26	is	be	AUX
american_scientific_journal-1458	82	27	one	one	NUM
american_scientific_journal-1458	82	28	that	that	PRON
american_scientific_journal-1458	82	29	minimizes	minimize	VERB
american_scientific_journal-1458	82	30	the	the	DET
american_scientific_journal-1458	82	31	aic	aic	PROPN
american_scientific_journal-1458	82	32	and	and	CCONJ
american_scientific_journal-1458	82	33	the	the	DET
american_scientific_journal-1458	82	34	bic	bic	NOUN
american_scientific_journal-1458	82	35	.	.	PUNCT
american_scientific_journal-1458	83	1	3	3	X
american_scientific_journal-1458	83	2	.	.	X
american_scientific_journal-1458	83	3	result	result	NOUN
american_scientific_journal-1458	83	4	and	and	CCONJ
american_scientific_journal-1458	83	5	discussion	discussion	NOUN
american_scientific_journal-1458	83	6	3.1	3.1	NUM
american_scientific_journal-1458	83	7	basic	basic	ADJ
american_scientific_journal-1458	83	8	statistics	statistic	NOUN
american_scientific_journal-1458	83	9	of	of	ADP
american_scientific_journal-1458	83	10	daily	daily	ADJ
american_scientific_journal-1458	83	11	return	return	NOUN
american_scientific_journal-1458	83	12	series	series	NOUN
american_scientific_journal-1458	83	13	table	table	NOUN
american_scientific_journal-1458	83	14	1	1	NUM
american_scientific_journal-1458	83	15	:	:	PUNCT
american_scientific_journal-1458	83	16	descriptive	descriptive	ADJ
american_scientific_journal-1458	83	17	statistics	statistic	NOUN
american_scientific_journal-1458	83	18	of	of	ADP
american_scientific_journal-1458	83	19	daily	daily	ADJ
american_scientific_journal-1458	83	20	return	return	NOUN
american_scientific_journal-1458	83	21	series	series	PROPN
american_scientific_journal-1458	83	22	statistic	statistic	PROPN
american_scientific_journal-1458	83	23	beicl	beicl	PROPN
american_scientific_journal-1458	83	24	bpl	bpl	PROPN
american_scientific_journal-1458	83	25	pbl	pbl	PROPN
american_scientific_journal-1458	83	26	abbl	abbl	PROPN
american_scientific_journal-1458	83	27	mean	mean	VERB
american_scientific_journal-1458	83	28	5.60785e-05	5.60785e-05	NUM
american_scientific_journal-1458	83	29	0.000171	0.000171	NUM
american_scientific_journal-1458	83	30	-0.00064	-0.00064	NOUN
american_scientific_journal-1458	83	31	-0.00028	-0.00028	PROPN
american_scientific_journal-1458	83	32	median	median	PROPN
american_scientific_journal-1458	83	33	-0.00284	-0.00284	PROPN
american_scientific_journal-1458	84	1	-0.00191	-0.00191	INTJ
american_scientific_journal-1458	84	2	-0.00034	-0.00034	PROPN
american_scientific_journal-1458	85	1	-0.001	-0.001	X
american_scientific_journal-1458	86	1	maximum	maximum	NOUN
american_scientific_journal-1458	86	2	2.77259	2.77259	NUM
american_scientific_journal-1458	86	3	0.72022	0.72022	NUM
american_scientific_journal-1458	86	4	0.35017	0.35017	NUM
american_scientific_journal-1458	86	5	0.27173	0.27173	NUM
american_scientific_journal-1458	86	6	minimum	minimum	ADJ
american_scientific_journal-1458	86	7	-2.515	-2.515	NOUN
american_scientific_journal-1458	86	8	-0.73868	-0.73868	X
american_scientific_journal-1458	86	9	-2.37547	-2.37547	PROPN
american_scientific_journal-1458	86	10	-2.31656	-2.31656	PROPN
american_scientific_journal-1458	86	11	standard	standard	ADJ
american_scientific_journal-1458	86	12	deviation	deviation	NOUN
american_scientific_journal-1458	86	13	0.145447254	0.145447254	NUM
american_scientific_journal-1458	86	14	0.037098	0.037098	NUM
american_scientific_journal-1458	86	15	0.052	0.052	NUM
american_scientific_journal-1458	86	16	0.051855	0.051855	NUM
american_scientific_journal-1458	86	17	kurtosis	kurtosis	NOUN
american_scientific_journal-1458	86	18	185.0965682	185.0965682	NUM
american_scientific_journal-1458	86	19	99.76489	99.76489	NUM
american_scientific_journal-1458	86	20	1184.42	1184.42	NUM
american_scientific_journal-1458	86	21	1101.642	1101.642	PROPN
american_scientific_journal-1458	86	22	skewness	skewness	NOUN
american_scientific_journal-1458	86	23	3.681612972	3.681612972	NUM
american_scientific_journal-1458	86	24	-0.59467	-0.59467	ADJ
american_scientific_journal-1458	86	25	-26.0862	-26.0862	PUNCT
american_scientific_journal-1458	86	26	-25.6926	-25.6926	PUNCT
american_scientific_journal-1458	86	27	from	from	ADP
american_scientific_journal-1458	86	28	the	the	DET
american_scientific_journal-1458	86	29	above	above	ADJ
american_scientific_journal-1458	86	30	table	table	NOUN
american_scientific_journal-1458	86	31	we	we	PRON
american_scientific_journal-1458	86	32	observe	observe	VERB
american_scientific_journal-1458	86	33	that	that	SCONJ
american_scientific_journal-1458	86	34	for	for	SCONJ
american_scientific_journal-1458	86	35	every	every	DET
american_scientific_journal-1458	86	36	company	company	NOUN
american_scientific_journal-1458	86	37	skewness	skewness	NOUN
american_scientific_journal-1458	86	38	are	be	AUX
american_scientific_journal-1458	86	39	negative	negative	ADJ
american_scientific_journal-1458	86	40	and	and	CCONJ
american_scientific_journal-1458	86	41	kurtosis	kurtosis	VERB
american_scientific_journal-1458	86	42	value	value	NOUN
american_scientific_journal-1458	86	43	is	be	AUX
american_scientific_journal-1458	86	44	greater	great	ADJ
american_scientific_journal-1458	86	45	american	american	ADJ
american_scientific_journal-1458	86	46	scientific	scientific	ADJ
american_scientific_journal-1458	86	47	research	research	NOUN
american_scientific_journal-1458	86	48	journal	journal	NOUN
american_scientific_journal-1458	86	49	for	for	ADP
american_scientific_journal-1458	86	50	engineering	engineering	NOUN
american_scientific_journal-1458	86	51	,	,	PUNCT
american_scientific_journal-1458	86	52	technology	technology	NOUN
american_scientific_journal-1458	86	53	,	,	PUNCT
american_scientific_journal-1458	86	54	and	and	CCONJ
american_scientific_journal-1458	86	55	sciences	science	NOUN
american_scientific_journal-1458	86	56	(	(	PUNCT
american_scientific_journal-1458	86	57	asrjets	asrjet	NOUN
american_scientific_journal-1458	86	58	)	)	PUNCT
american_scientific_journal-1458	86	59	(	(	PUNCT
american_scientific_journal-1458	86	60	2016	2016	NUM
american_scientific_journal-1458	86	61	)	)	PUNCT
american_scientific_journal-1458	86	62	volume	volume	NOUN
american_scientific_journal-1458	86	63	18	18	NUM
american_scientific_journal-1458	86	64	,	,	PUNCT
american_scientific_journal-1458	86	65	no	no	DET
american_scientific_journal-1458	86	66	1	1	NUM
american_scientific_journal-1458	86	67	,	,	PUNCT
american_scientific_journal-1458	86	68	pp	pp	ADV
american_scientific_journal-1458	86	69	29	29	NUM
american_scientific_journal-1458	86	70	-	-	SYM
american_scientific_journal-1458	86	71	39	39	NUM
american_scientific_journal-1458	86	72	33	33	NUM
american_scientific_journal-1458	86	73	than	than	ADP
american_scientific_journal-1458	86	74	3	3	NUM
american_scientific_journal-1458	86	75	.	.	PUNCT
american_scientific_journal-1458	87	1	hence	hence	ADV
american_scientific_journal-1458	87	2	we	we	PRON
american_scientific_journal-1458	87	3	can	can	AUX
american_scientific_journal-1458	87	4	say	say	VERB
american_scientific_journal-1458	87	5	that	that	SCONJ
american_scientific_journal-1458	87	6	the	the	DET
american_scientific_journal-1458	87	7	return	return	NOUN
american_scientific_journal-1458	87	8	series	series	NOUN
american_scientific_journal-1458	87	9	has	have	VERB
american_scientific_journal-1458	87	10	leptokurtic	leptokurtic	ADJ
american_scientific_journal-1458	87	11	distribution	distribution	NOUN
american_scientific_journal-1458	87	12	.	.	PUNCT
american_scientific_journal-1458	88	1	table	table	NOUN
american_scientific_journal-1458	88	2	2	2	NUM
american_scientific_journal-1458	88	3	:	:	PUNCT
american_scientific_journal-1458	88	4	shapiro	shapiro	PROPN
american_scientific_journal-1458	88	5	-	-	PUNCT
american_scientific_journal-1458	88	6	wilk	wilk	NOUN
american_scientific_journal-1458	88	7	normality	normality	NOUN
american_scientific_journal-1458	88	8	test	test	NOUN
american_scientific_journal-1458	88	9	of	of	ADP
american_scientific_journal-1458	88	10	daily	daily	ADJ
american_scientific_journal-1458	88	11	reurn	reurn	NOUN
american_scientific_journal-1458	88	12	series	series	NOUN
american_scientific_journal-1458	88	13	of	of	ADP
american_scientific_journal-1458	88	14	selected	select	VERB
american_scientific_journal-1458	88	15	companies	company	NOUN
american_scientific_journal-1458	88	16	company	company	NOUN
american_scientific_journal-1458	88	17	name	name	NOUN
american_scientific_journal-1458	88	18	statistics	statistic	NOUN
american_scientific_journal-1458	88	19	significant	significant	ADJ
american_scientific_journal-1458	88	20	beicl	beicl	PROPN
american_scientific_journal-1458	88	21	w=0.2498	w=0.2498	PROPN
american_scientific_journal-1458	88	22	p	p	NOUN
american_scientific_journal-1458	88	23	-	-	PUNCT
american_scientific_journal-1458	88	24	value	value	NOUN
american_scientific_journal-1458	88	25	<	<	X
american_scientific_journal-1458	88	26	16102.2	16102.2	NUM
american_scientific_journal-1458	88	27	−×	−×	PROPN
american_scientific_journal-1458	88	28	bpl	bpl	NOUN
american_scientific_journal-1458	88	29	w=0.67	w=0.67	NOUN
american_scientific_journal-1458	88	30	p	p	NOUN
american_scientific_journal-1458	88	31	-	-	PUNCT
american_scientific_journal-1458	88	32	value	value	NOUN
american_scientific_journal-1458	88	33	<	<	X
american_scientific_journal-1458	88	34	16102.2	16102.2	NUM
american_scientific_journal-1458	88	35	−×	−×	NOUN
american_scientific_journal-1458	88	36	pbl	pbl	NOUN
american_scientific_journal-1458	88	37	w=0.3446	w=0.3446	ADP
american_scientific_journal-1458	88	38	p	p	NOUN
american_scientific_journal-1458	88	39	-	-	PUNCT
american_scientific_journal-1458	88	40	value	value	NOUN
american_scientific_journal-1458	88	41	<	<	X
american_scientific_journal-1458	88	42	16102.2	16102.2	NUM
american_scientific_journal-1458	88	43	−×	−×	NOUN
american_scientific_journal-1458	88	44	abbl	abbl	NOUN
american_scientific_journal-1458	88	45	w=0.3825	w=0.3825	PROPN
american_scientific_journal-1458	88	46	p	p	NOUN
american_scientific_journal-1458	88	47	-	-	PUNCT
american_scientific_journal-1458	88	48	value	value	NOUN
american_scientific_journal-1458	88	49	<	<	X
american_scientific_journal-1458	88	50	16102.2	16102.2	NUM
american_scientific_journal-1458	88	51	−×	−×	NOUN
american_scientific_journal-1458	88	52	from	from	ADP
american_scientific_journal-1458	88	53	the	the	DET
american_scientific_journal-1458	88	54	above	above	ADJ
american_scientific_journal-1458	88	55	shapiro	shapiro	PROPN
american_scientific_journal-1458	88	56	-	-	PUNCT
american_scientific_journal-1458	88	57	wilk	wilk	NOUN
american_scientific_journal-1458	88	58	normality	normality	NOUN
american_scientific_journal-1458	88	59	test	test	NOUN
american_scientific_journal-1458	88	60	we	we	PRON
american_scientific_journal-1458	88	61	observe	observe	VERB
american_scientific_journal-1458	88	62	that	that	SCONJ
american_scientific_journal-1458	88	63	for	for	ADP
american_scientific_journal-1458	88	64	each	each	DET
american_scientific_journal-1458	88	65	company	company	NOUN
american_scientific_journal-1458	88	66	p	p	NOUN
american_scientific_journal-1458	88	67	value	value	NOUN
american_scientific_journal-1458	88	68	is	be	AUX
american_scientific_journal-1458	88	69	approximately	approximately	ADV
american_scientific_journal-1458	88	70	zero	zero	NUM
american_scientific_journal-1458	88	71	i.e.	i.e.	X
american_scientific_journal-1458	88	72	it	it	PRON
american_scientific_journal-1458	88	73	’s	’s	ADJ
american_scientific_journal-1458	88	74	value	value	NOUN
american_scientific_journal-1458	88	75	is	be	AUX
american_scientific_journal-1458	88	76	less	less	ADJ
american_scientific_journal-1458	88	77	than	than	ADP
american_scientific_journal-1458	88	78	0.05	0.05	NUM
american_scientific_journal-1458	88	79	that	that	PRON
american_scientific_journal-1458	88	80	leads	lead	VERB
american_scientific_journal-1458	88	81	null	null	ADJ
american_scientific_journal-1458	88	82	hypothesis	hypothesis	NOUN
american_scientific_journal-1458	88	83	is	be	AUX
american_scientific_journal-1458	88	84	rejected	reject	VERB
american_scientific_journal-1458	88	85	.	.	PUNCT
american_scientific_journal-1458	89	1	so	so	ADV
american_scientific_journal-1458	89	2	we	we	PRON
american_scientific_journal-1458	89	3	can	can	AUX
american_scientific_journal-1458	89	4	say	say	VERB
american_scientific_journal-1458	89	5	that	that	SCONJ
american_scientific_journal-1458	89	6	the	the	DET
american_scientific_journal-1458	89	7	return	return	NOUN
american_scientific_journal-1458	89	8	series	series	NOUN
american_scientific_journal-1458	89	9	is	be	AUX
american_scientific_journal-1458	89	10	nonnormal	nonnormal	ADJ
american_scientific_journal-1458	89	11	which	which	PRON
american_scientific_journal-1458	89	12	support	support	VERB
american_scientific_journal-1458	89	13	descriptive	descriptive	ADJ
american_scientific_journal-1458	89	14	statistic	statistic	NOUN
american_scientific_journal-1458	89	15	returns	return	NOUN
american_scientific_journal-1458	89	16	.	.	PUNCT
american_scientific_journal-1458	90	1	figure	figure	VERB
american_scientific_journal-1458	90	2	1	1	NUM
american_scientific_journal-1458	90	3	:	:	PUNCT
american_scientific_journal-1458	90	4	distribution	distribution	NOUN
american_scientific_journal-1458	90	5	of	of	ADP
american_scientific_journal-1458	90	6	closing	closing	NOUN
american_scientific_journal-1458	90	7	prices	price	NOUN
american_scientific_journal-1458	90	8	of	of	ADP
american_scientific_journal-1458	90	9	the	the	DET
american_scientific_journal-1458	90	10	selected	select	VERB
american_scientific_journal-1458	90	11	companies	company	NOUN
american_scientific_journal-1458	90	12	from	from	ADP
american_scientific_journal-1458	90	13	january	january	PROPN
american_scientific_journal-1458	90	14	,	,	PUNCT
american_scientific_journal-1458	90	15	200	200	NUM
american_scientific_journal-1458	90	16	to	to	ADP
american_scientific_journal-1458	90	17	november	november	PROPN
american_scientific_journal-1458	90	18	,	,	PUNCT
american_scientific_journal-1458	90	19	2014	2014	NUM
american_scientific_journal-1458	90	20	.	.	PUNCT
american_scientific_journal-1458	91	1	from	from	ADP
american_scientific_journal-1458	91	2	the	the	DET
american_scientific_journal-1458	91	3	above	above	ADJ
american_scientific_journal-1458	91	4	plot	plot	NOUN
american_scientific_journal-1458	91	5	,	,	PUNCT
american_scientific_journal-1458	91	6	we	we	PRON
american_scientific_journal-1458	91	7	observe	observe	VERB
american_scientific_journal-1458	91	8	that	that	SCONJ
american_scientific_journal-1458	91	9	over	over	ADP
american_scientific_journal-1458	91	10	the	the	DET
american_scientific_journal-1458	91	11	period	period	NOUN
american_scientific_journal-1458	91	12	of	of	ADP
american_scientific_journal-1458	91	13	study	study	NOUN
american_scientific_journal-1458	91	14	the	the	DET
american_scientific_journal-1458	91	15	prices	price	NOUN
american_scientific_journal-1458	91	16	seem	seem	VERB
american_scientific_journal-1458	91	17	to	to	PART
american_scientific_journal-1458	91	18	be	be	AUX
american_scientific_journal-1458	91	19	trending	trend	VERB
american_scientific_journal-1458	91	20	,	,	PUNCT
american_scientific_journal-1458	91	21	suggesting	suggest	VERB
american_scientific_journal-1458	91	22	perhaps	perhaps	ADV
american_scientific_journal-1458	91	23	that	that	SCONJ
american_scientific_journal-1458	91	24	the	the	DET
american_scientific_journal-1458	91	25	mean	mean	ADJ
american_scientific_journal-1458	91	26	and	and	CCONJ
american_scientific_journal-1458	91	27	variance	variance	NOUN
american_scientific_journal-1458	91	28	gas	gas	NOUN
american_scientific_journal-1458	91	29	been	be	AUX
american_scientific_journal-1458	91	30	changing	change	VERB
american_scientific_journal-1458	91	31	.	.	PUNCT
american_scientific_journal-1458	92	1	so	so	ADV
american_scientific_journal-1458	92	2	we	we	PRON
american_scientific_journal-1458	92	3	say	say	VERB
american_scientific_journal-1458	92	4	that	that	SCONJ
american_scientific_journal-1458	92	5	the	the	DET
american_scientific_journal-1458	92	6	daily	daily	ADJ
american_scientific_journal-1458	92	7	closing	closing	NOUN
american_scientific_journal-1458	92	8	price	price	NOUN
american_scientific_journal-1458	92	9	of	of	ADP
american_scientific_journal-1458	92	10	bangladesh	bangladesh	PROPN
american_scientific_journal-1458	92	11	export	export	NOUN
american_scientific_journal-1458	92	12	import	import	PROPN
american_scientific_journal-1458	92	13	company	company	PROPN
american_scientific_journal-1458	92	14	limited(a	limited(a	PROPN
american_scientific_journal-1458	92	15	)	)	PUNCT
american_scientific_journal-1458	92	16	,	,	PUNCT
american_scientific_journal-1458	92	17	beximco	beximco	PROPN
american_scientific_journal-1458	92	18	pharmaceuticals	pharmaceutical	NOUN
american_scientific_journal-1458	92	19	limited	limit	VERB
american_scientific_journal-1458	92	20	(	(	PUNCT
american_scientific_journal-1458	92	21	b	b	NOUN
american_scientific_journal-1458	92	22	)	)	PUNCT
american_scientific_journal-1458	92	23	,	,	PUNCT
american_scientific_journal-1458	92	24	prime	prime	PROPN
american_scientific_journal-1458	92	25	bank	bank	PROPN
american_scientific_journal-1458	92	26	limited	limit	VERB
american_scientific_journal-1458	92	27	(	(	PUNCT
american_scientific_journal-1458	92	28	c	c	NOUN
american_scientific_journal-1458	92	29	)	)	PUNCT
american_scientific_journal-1458	92	30	and	and	CCONJ
american_scientific_journal-1458	92	31	arab	arab	PROPN
american_scientific_journal-1458	92	32	bangladesh	bangladesh	PROPN
american_scientific_journal-1458	92	33	bank	bank	PROPN
american_scientific_journal-1458	92	34	limited	limit	VERB
american_scientific_journal-1458	92	35	(	(	PUNCT
american_scientific_journal-1458	92	36	d	d	NOUN
american_scientific_journal-1458	92	37	)	)	PUNCT
american_scientific_journal-1458	92	38	is	be	AUX
american_scientific_journal-1458	92	39	not	not	PART
american_scientific_journal-1458	92	40	stationary	stationary	ADJ
american_scientific_journal-1458	92	41	.	.	PUNCT
american_scientific_journal-1458	93	1	american	american	ADJ
american_scientific_journal-1458	93	2	scientific	scientific	ADJ
american_scientific_journal-1458	93	3	research	research	PROPN
american_scientific_journal-1458	93	4	journal	journal	NOUN
american_scientific_journal-1458	93	5	for	for	ADP
american_scientific_journal-1458	93	6	engineering	engineering	NOUN
american_scientific_journal-1458	93	7	,	,	PUNCT
american_scientific_journal-1458	93	8	technology	technology	NOUN
american_scientific_journal-1458	93	9	,	,	PUNCT
american_scientific_journal-1458	93	10	and	and	CCONJ
american_scientific_journal-1458	93	11	sciences	science	NOUN
american_scientific_journal-1458	93	12	(	(	PUNCT
american_scientific_journal-1458	93	13	asrjets	asrjet	NOUN
american_scientific_journal-1458	93	14	)	)	PUNCT
american_scientific_journal-1458	93	15	(	(	PUNCT
american_scientific_journal-1458	93	16	2016	2016	NUM
american_scientific_journal-1458	93	17	)	)	PUNCT
american_scientific_journal-1458	93	18	volume	volume	NOUN
american_scientific_journal-1458	93	19	18	18	NUM
american_scientific_journal-1458	93	20	,	,	PUNCT
american_scientific_journal-1458	93	21	no	no	DET
american_scientific_journal-1458	93	22	1	1	NUM
american_scientific_journal-1458	93	23	,	,	PUNCT
american_scientific_journal-1458	93	24	pp	pp	ADV
american_scientific_journal-1458	93	25	29	29	NUM
american_scientific_journal-1458	93	26	-	-	SYM
american_scientific_journal-1458	93	27	39	39	NUM
american_scientific_journal-1458	93	28	34	34	NUM
american_scientific_journal-1458	93	29	figure	figure	NOUN
american_scientific_journal-1458	93	30	2	2	NUM
american_scientific_journal-1458	93	31	:	:	PUNCT
american_scientific_journal-1458	93	32	distribution	distribution	NOUN
american_scientific_journal-1458	93	33	of	of	ADP
american_scientific_journal-1458	93	34	daily	daily	ADJ
american_scientific_journal-1458	93	35	return	return	NOUN
american_scientific_journal-1458	93	36	series	series	NOUN
american_scientific_journal-1458	93	37	data	datum	NOUN
american_scientific_journal-1458	93	38	of	of	ADP
american_scientific_journal-1458	93	39	selected	select	VERB
american_scientific_journal-1458	93	40	companies	company	NOUN
american_scientific_journal-1458	93	41	from	from	ADP
american_scientific_journal-1458	93	42	january	january	PROPN
american_scientific_journal-1458	93	43	,	,	PUNCT
american_scientific_journal-1458	93	44	200	200	NUM
american_scientific_journal-1458	93	45	to	to	ADP
american_scientific_journal-1458	93	46	november	november	PROPN
american_scientific_journal-1458	93	47	,	,	PUNCT
american_scientific_journal-1458	93	48	2014	2014	NUM
american_scientific_journal-1458	93	49	.	.	PUNCT
american_scientific_journal-1458	94	1	from	from	ADP
american_scientific_journal-1458	94	2	the	the	DET
american_scientific_journal-1458	94	3	above	above	ADJ
american_scientific_journal-1458	94	4	figure	figure	NOUN
american_scientific_journal-1458	94	5	we	we	PRON
american_scientific_journal-1458	94	6	observe	observe	VERB
american_scientific_journal-1458	94	7	that	that	SCONJ
american_scientific_journal-1458	94	8	the	the	DET
american_scientific_journal-1458	94	9	return	return	NOUN
american_scientific_journal-1458	94	10	series	series	NOUN
american_scientific_journal-1458	94	11	appears	appear	VERB
american_scientific_journal-1458	94	12	to	to	PART
american_scientific_journal-1458	94	13	be	be	AUX
american_scientific_journal-1458	94	14	stable	stable	ADJ
american_scientific_journal-1458	94	15	with	with	ADP
american_scientific_journal-1458	94	16	an	an	DET
american_scientific_journal-1458	94	17	average	average	ADJ
american_scientific_journal-1458	94	18	return	return	NOUN
american_scientific_journal-1458	94	19	of	of	ADP
american_scientific_journal-1458	94	20	approximately	approximately	ADV
american_scientific_journal-1458	94	21	zero	zero	NUM
american_scientific_journal-1458	94	22	:	:	PUNCT
american_scientific_journal-1458	94	23	however	however	ADV
american_scientific_journal-1458	94	24	the	the	DET
american_scientific_journal-1458	94	25	volatility	volatility	NOUN
american_scientific_journal-1458	94	26	or	or	CCONJ
american_scientific_journal-1458	94	27	variability	variability	NOUN
american_scientific_journal-1458	94	28	of	of	ADP
american_scientific_journal-1458	94	29	the	the	DET
american_scientific_journal-1458	94	30	data	data	NOUN
american_scientific_journal-1458	94	31	changes	change	NOUN
american_scientific_journal-1458	94	32	over	over	ADP
american_scientific_journal-1458	94	33	time	time	NOUN
american_scientific_journal-1458	94	34	.	.	PUNCT
american_scientific_journal-1458	95	1	in	in	ADP
american_scientific_journal-1458	95	2	fact	fact	NOUN
american_scientific_journal-1458	95	3	,	,	PUNCT
american_scientific_journal-1458	95	4	the	the	DET
american_scientific_journal-1458	95	5	data	datum	NOUN
american_scientific_journal-1458	95	6	shows	show	VERB
american_scientific_journal-1458	95	7	volatility	volatility	NOUN
american_scientific_journal-1458	95	8	clustering	clustering	NOUN
american_scientific_journal-1458	95	9	,	,	PUNCT
american_scientific_journal-1458	95	10	that	that	PRON
american_scientific_journal-1458	95	11	is	be	AUX
american_scientific_journal-1458	95	12	highly	highly	ADV
american_scientific_journal-1458	95	13	volatile	volatile	ADJ
american_scientific_journal-1458	95	14	periods	period	NOUN
american_scientific_journal-1458	95	15	tend	tend	VERB
american_scientific_journal-1458	95	16	to	to	PART
american_scientific_journal-1458	95	17	be	be	AUX
american_scientific_journal-1458	95	18	clustered	cluster	VERB
american_scientific_journal-1458	95	19	together	together	ADV
american_scientific_journal-1458	95	20	means	mean	VERB
american_scientific_journal-1458	95	21	there	there	PRON
american_scientific_journal-1458	95	22	is	be	VERB
american_scientific_journal-1458	95	23	no	no	DET
american_scientific_journal-1458	95	24	visual	visual	ADJ
american_scientific_journal-1458	95	25	evidence	evidence	NOUN
american_scientific_journal-1458	95	26	of	of	ADP
american_scientific_journal-1458	95	27	serial	serial	ADJ
american_scientific_journal-1458	95	28	correlation	correlation	NOUN
american_scientific_journal-1458	95	29	in	in	ADP
american_scientific_journal-1458	95	30	the	the	DET
american_scientific_journal-1458	95	31	return	return	NOUN
american_scientific_journal-1458	95	32	but	but	CCONJ
american_scientific_journal-1458	95	33	there	there	PRON
american_scientific_journal-1458	95	34	is	be	VERB
american_scientific_journal-1458	95	35	evidence	evidence	NOUN
american_scientific_journal-1458	95	36	of	of	ADP
american_scientific_journal-1458	95	37	serial	serial	ADJ
american_scientific_journal-1458	95	38	correlation	correlation	NOUN
american_scientific_journal-1458	95	39	in	in	ADP
american_scientific_journal-1458	95	40	the	the	DET
american_scientific_journal-1458	95	41	amplitude	amplitude	NOUN
american_scientific_journal-1458	95	42	of	of	ADP
american_scientific_journal-1458	95	43	the	the	DET
american_scientific_journal-1458	95	44	returns	return	NOUN
american_scientific_journal-1458	95	45	.	.	PUNCT
american_scientific_journal-1458	96	1	3.2	3.2	NUM
american_scientific_journal-1458	96	2	empirical	empirical	ADJ
american_scientific_journal-1458	96	3	results	result	NOUN
american_scientific_journal-1458	96	4	we	we	PRON
american_scientific_journal-1458	96	5	consider	consider	VERB
american_scientific_journal-1458	96	6	six	six	NUM
american_scientific_journal-1458	96	7	garch(p	garch(p	NOUN
american_scientific_journal-1458	96	8	,	,	PUNCT
american_scientific_journal-1458	96	9	q	q	NOUN
american_scientific_journal-1458	96	10	)	)	PUNCT
american_scientific_journal-1458	96	11	models	model	NOUN
american_scientific_journal-1458	96	12	;	;	PUNCT
american_scientific_journal-1458	96	13	garch(1,1	garch(1,1	NOUN
american_scientific_journal-1458	96	14	)	)	PUNCT
american_scientific_journal-1458	96	15	,	,	PUNCT
american_scientific_journal-1458	96	16	garch(1,2	garch(1,2	NOUN
american_scientific_journal-1458	96	17	)	)	PUNCT
american_scientific_journal-1458	96	18	,	,	PUNCT
american_scientific_journal-1458	96	19	garch(1,3	garch(1,3	NOUN
american_scientific_journal-1458	96	20	)	)	PUNCT
american_scientific_journal-1458	96	21	,	,	PUNCT
american_scientific_journal-1458	96	22	garch(2,1	garch(2,1	NOUN
american_scientific_journal-1458	96	23	)	)	PUNCT
american_scientific_journal-1458	96	24	,	,	PUNCT
american_scientific_journal-1458	96	25	garch(2,2	garch(2,2	NOUN
american_scientific_journal-1458	96	26	)	)	PUNCT
american_scientific_journal-1458	96	27	and	and	CCONJ
american_scientific_journal-1458	96	28	garch(2,3	garch(2,3	NOUN
american_scientific_journal-1458	96	29	)	)	PUNCT
american_scientific_journal-1458	96	30	estimate	estimate	VERB
american_scientific_journal-1458	96	31	the	the	DET
american_scientific_journal-1458	96	32	parameters	parameter	NOUN
american_scientific_journal-1458	96	33	and	and	CCONJ
american_scientific_journal-1458	96	34	compare	compare	VERB
american_scientific_journal-1458	96	35	their	their	PRON
american_scientific_journal-1458	96	36	performance	performance	NOUN
american_scientific_journal-1458	96	37	.	.	PUNCT
american_scientific_journal-1458	97	1	the	the	DET
american_scientific_journal-1458	97	2	results	result	NOUN
american_scientific_journal-1458	97	3	are	be	AUX
american_scientific_journal-1458	97	4	showed	show	VERB
american_scientific_journal-1458	97	5	in	in	ADP
american_scientific_journal-1458	97	6	the	the	DET
american_scientific_journal-1458	97	7	table	table	NOUN
american_scientific_journal-1458	97	8	below	below	ADV
american_scientific_journal-1458	97	9	:	:	PUNCT
american_scientific_journal-1458	97	10	from	from	ADP
american_scientific_journal-1458	97	11	the	the	DET
american_scientific_journal-1458	97	12	above	above	ADJ
american_scientific_journal-1458	97	13	table	table	NOUN
american_scientific_journal-1458	97	14	we	we	PRON
american_scientific_journal-1458	97	15	can	can	AUX
american_scientific_journal-1458	97	16	see	see	VERB
american_scientific_journal-1458	97	17	that	that	SCONJ
american_scientific_journal-1458	97	18	among	among	ADP
american_scientific_journal-1458	97	19	all	all	DET
american_scientific_journal-1458	97	20	the	the	DET
american_scientific_journal-1458	97	21	garch	garch	NOUN
american_scientific_journal-1458	97	22	models	model	NOUN
american_scientific_journal-1458	97	23	garch(1,1	garch(1,1	VERB
american_scientific_journal-1458	97	24	)	)	PUNCT
american_scientific_journal-1458	97	25	model	model	NOUN
american_scientific_journal-1458	97	26	gives	give	VERB
american_scientific_journal-1458	97	27	the	the	DET
american_scientific_journal-1458	97	28	smallest	small	ADJ
american_scientific_journal-1458	97	29	values	value	NOUN
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american_scientific_journal-1458	97	32	and	and	CCONJ
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american_scientific_journal-1458	97	38	four	four	NUM
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american_scientific_journal-1458	97	40	.	.	PUNCT
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american_scientific_journal-1458	98	2	we	we	PRON
american_scientific_journal-1458	98	3	may	may	AUX
american_scientific_journal-1458	98	4	conclude	conclude	VERB
american_scientific_journal-1458	98	5	that	that	DET
american_scientific_journal-1458	98	6	garch(1,1	garch(1,1	NOUN
american_scientific_journal-1458	98	7	)	)	PUNCT
american_scientific_journal-1458	98	8	is	be	AUX
american_scientific_journal-1458	98	9	the	the	DET
american_scientific_journal-1458	98	10	best	good	ADJ
american_scientific_journal-1458	98	11	model	model	NOUN
american_scientific_journal-1458	98	12	to	to	PART
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american_scientific_journal-1458	98	15	returns	return	NOUN
american_scientific_journal-1458	98	16	volatility	volatility	NOUN
american_scientific_journal-1458	98	17	.	.	PUNCT
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american_scientific_journal-1458	99	2	scientific	scientific	ADJ
american_scientific_journal-1458	99	3	research	research	PROPN
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american_scientific_journal-1458	99	5	for	for	ADP
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american_scientific_journal-1458	99	7	,	,	PUNCT
american_scientific_journal-1458	99	8	technology	technology	NOUN
american_scientific_journal-1458	99	9	,	,	PUNCT
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american_scientific_journal-1458	99	11	sciences	science	NOUN
american_scientific_journal-1458	99	12	(	(	PUNCT
american_scientific_journal-1458	99	13	asrjets	asrjet	NOUN
american_scientific_journal-1458	99	14	)	)	PUNCT
american_scientific_journal-1458	99	15	(	(	PUNCT
american_scientific_journal-1458	99	16	2016	2016	NUM
american_scientific_journal-1458	99	17	)	)	PUNCT
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american_scientific_journal-1458	99	19	18	18	NUM
american_scientific_journal-1458	99	20	,	,	PUNCT
american_scientific_journal-1458	99	21	no	no	DET
american_scientific_journal-1458	99	22	1	1	NUM
american_scientific_journal-1458	99	23	,	,	PUNCT
american_scientific_journal-1458	99	24	pp	pp	ADV
american_scientific_journal-1458	99	25	29	29	NUM
american_scientific_journal-1458	99	26	-	-	SYM
american_scientific_journal-1458	99	27	39	39	NUM
american_scientific_journal-1458	99	28	35	35	NUM
american_scientific_journal-1458	99	29	table	table	NOUN
american_scientific_journal-1458	99	30	3	3	NUM
american_scientific_journal-1458	99	31	:	:	PUNCT
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american_scientific_journal-1458	99	33	result	result	NOUN
american_scientific_journal-1458	99	34	of	of	ADP
american_scientific_journal-1458	99	35	garch(p	garch(p	PROPN
american_scientific_journal-1458	99	36	,	,	PUNCT
american_scientific_journal-1458	99	37	q	q	NOUN
american_scientific_journal-1458	99	38	)	)	PUNCT
american_scientific_journal-1458	99	39	models	model	VERB
american_scientific_journal-1458	99	40	3.3	3.3	NUM
american_scientific_journal-1458	99	41	estimation	estimation	NOUN
american_scientific_journal-1458	99	42	results	result	NOUN
american_scientific_journal-1458	99	43	of	of	ADP
american_scientific_journal-1458	99	44	garch(1,1	garch(1,1	NOUN
american_scientific_journal-1458	99	45	)	)	PUNCT
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american_scientific_journal-1458	99	48	selected	select	VERB
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american_scientific_journal-1458	99	50	table	table	VERB
american_scientific_journal-1458	99	51	4	4	NUM
american_scientific_journal-1458	99	52	:	:	PUNCT
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american_scientific_journal-1458	99	54	result	result	NOUN
american_scientific_journal-1458	99	55	of	of	ADP
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american_scientific_journal-1458	99	57	)	)	PUNCT
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american_scientific_journal-1458	99	59	for	for	ADP
american_scientific_journal-1458	99	60	beicl	beicl	PROPN
american_scientific_journal-1458	99	61	parameter	parameter	PROPN
american_scientific_journal-1458	99	62	estimate	estimate	VERB
american_scientific_journal-1458	99	63	standard	standard	ADJ
american_scientific_journal-1458	99	64	error	error	NOUN
american_scientific_journal-1458	99	65	p	p	NOUN
american_scientific_journal-1458	99	66	-	-	PUNCT
american_scientific_journal-1458	99	67	value	value	NOUN
american_scientific_journal-1458	99	68	µ	µ	PROPN
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american_scientific_journal-1458	100	5	ω	ω	NUM
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american_scientific_journal-1458	100	7	0.022867	0.022867	NUM
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american_scientific_journal-1458	100	13	1β	1β	NUM
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american_scientific_journal-1458	100	44	,	,	PUNCT
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american_scientific_journal-1458	100	228	µ	µ	X
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american_scientific_journal-1458	101	3	0.162306	0.162306	NUM
american_scientific_journal-1458	101	4	ω	ω	NUM
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american_scientific_journal-1458	101	8	1α	1α	NUM
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american_scientific_journal-1458	101	15	0.000009	0.000009	NUM
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american_scientific_journal-1458	101	21	is	be	AUX
american_scientific_journal-1458	101	22	2	2	NUM
american_scientific_journal-1458	101	23	1	1	NUM
american_scientific_journal-1458	101	24	2	2	NUM
american_scientific_journal-1458	101	25	1	1	NUM
american_scientific_journal-1458	101	26	2	2	NUM
american_scientific_journal-1458	101	27	743204.0128896.0229814.0	743204.0128896.0229814.0	NUM
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american_scientific_journal-1458	101	29	+	+	PROPN
american_scientific_journal-1458	101	30	+	+	PROPN
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american_scientific_journal-1458	101	33	ttt	ttt	PROPN
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american_scientific_journal-1458	101	35	y	y	PROPN
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american_scientific_journal-1458	101	37	σσ	σσ	ADP
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american_scientific_journal-1458	101	40	6	6	NUM
american_scientific_journal-1458	101	41	:	:	PUNCT
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american_scientific_journal-1458	101	43	result	result	NOUN
american_scientific_journal-1458	101	44	of	of	ADP
american_scientific_journal-1458	101	45	garch(1,1	garch(1,1	NOUN
american_scientific_journal-1458	101	46	)	)	PUNCT
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american_scientific_journal-1458	101	48	for	for	ADP
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american_scientific_journal-1458	101	51	estimate	estimate	VERB
american_scientific_journal-1458	101	52	standard	standard	ADJ
american_scientific_journal-1458	101	53	error	error	NOUN
american_scientific_journal-1458	101	54	p	p	NOUN
american_scientific_journal-1458	101	55	-	-	PUNCT
american_scientific_journal-1458	101	56	value	value	NOUN
american_scientific_journal-1458	101	57	µ	µ	NOUN
american_scientific_journal-1458	101	58	-0.006297	-0.006297	NOUN
american_scientific_journal-1458	101	59	0.054151	0.054151	NUM
american_scientific_journal-1458	101	60	0.907429	0.907429	NUM
american_scientific_journal-1458	101	61	)	)	PUNCT
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american_scientific_journal-1458	101	68	-0.228377	-0.228377	VERB
american_scientific_journal-1458	101	69	0.037511	0.037511	NUM
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american_scientific_journal-1458	101	71	)	)	PUNCT
american_scientific_journal-1458	101	72	3(ar	3(ar	NUM
american_scientific_journal-1458	101	73	-0.867137	-0.867137	NOUN
american_scientific_journal-1458	101	74	0.046045	0.046045	NUM
american_scientific_journal-1458	101	75	0.000000	0.000000	NUM
american_scientific_journal-1458	101	76	)	)	PUNCT
american_scientific_journal-1458	102	1	1(ma	1(ma	PROPN
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american_scientific_journal-1458	102	4	0.000000	0.000000	NUM
american_scientific_journal-1458	102	5	)	)	PUNCT
american_scientific_journal-1458	103	1	2(ma	2(ma	NUM
american_scientific_journal-1458	103	2	0.355290	0.355290	NUM
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american_scientific_journal-1458	103	4	0.000000	0.000000	NUM
american_scientific_journal-1458	103	5	)	)	PUNCT
american_scientific_journal-1458	104	1	3(ma	3(ma	NUM
american_scientific_journal-1458	104	2	0.956256	0.956256	NUM
american_scientific_journal-1458	104	3	0.024805	0.024805	NUM
american_scientific_journal-1458	104	4	0.000000	0.000000	NUM
american_scientific_journal-1458	104	5	ω	ω	NUM
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american_scientific_journal-1458	105	3	1α	1α	NUM
american_scientific_journal-1458	105	4	0.206160	0.206160	NUM
american_scientific_journal-1458	105	5	0.071804	0.071804	NUM
american_scientific_journal-1458	105	6	0.004090	0.004090	NUM
american_scientific_journal-1458	105	7	1β	1β	NUM
american_scientific_journal-1458	105	8	0.742640	0.742640	NUM
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american_scientific_journal-1458	105	10	0.000000	0.000000	NUM
american_scientific_journal-1458	105	11	the	the	DET
american_scientific_journal-1458	105	12	estimated	estimate	VERB
american_scientific_journal-1458	105	13	garch(1,1	garch(1,1	NOUN
american_scientific_journal-1458	105	14	)	)	PUNCT
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american_scientific_journal-1458	105	16	is	be	AUX
american_scientific_journal-1458	105	17	2	2	NUM
american_scientific_journal-1458	105	18	3	3	NUM
american_scientific_journal-1458	105	19	2	2	NUM
american_scientific_journal-1458	105	20	1	1	NUM
american_scientific_journal-1458	105	21	2	2	NUM
american_scientific_journal-1458	105	22	1	1	NUM
american_scientific_journal-1458	105	23	2	2	NUM
american_scientific_journal-1458	105	24	262910.0357867.0332405.0077882.0	262910.0357867.0332405.0077882.0	X
american_scientific_journal-1458	105	25	−−−	−−−	X
american_scientific_journal-1458	106	1	+	+	PUNCT
american_scientific_journal-1458	106	2	+	+	ADJ
american_scientific_journal-1458	106	3	+	+	NOUN
american_scientific_journal-1458	106	4	=	=	SYM
american_scientific_journal-1458	106	5	=	=	SYM
american_scientific_journal-1458	106	6	tttt	tttt	NOUN
american_scientific_journal-1458	106	7	ttt	ttt	PROPN
american_scientific_journal-1458	106	8	y	y	PROPN
american_scientific_journal-1458	106	9	y	y	PROPN
american_scientific_journal-1458	106	10	σσσ	σσσ	ADV
american_scientific_journal-1458	106	11	εσ	εσ	VERB
american_scientific_journal-1458	106	12	american	american	ADJ
american_scientific_journal-1458	106	13	scientific	scientific	ADJ
american_scientific_journal-1458	106	14	research	research	NOUN
american_scientific_journal-1458	106	15	journal	journal	NOUN
american_scientific_journal-1458	106	16	for	for	ADP
american_scientific_journal-1458	106	17	engineering	engineering	NOUN
american_scientific_journal-1458	106	18	,	,	PUNCT
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american_scientific_journal-1458	106	20	,	,	PUNCT
american_scientific_journal-1458	106	21	and	and	CCONJ
american_scientific_journal-1458	106	22	sciences	science	NOUN
american_scientific_journal-1458	106	23	(	(	PUNCT
american_scientific_journal-1458	106	24	asrjets	asrjet	NOUN
american_scientific_journal-1458	106	25	)	)	PUNCT
american_scientific_journal-1458	106	26	(	(	PUNCT
american_scientific_journal-1458	106	27	2016	2016	NUM
american_scientific_journal-1458	106	28	)	)	PUNCT
american_scientific_journal-1458	106	29	volume	volume	NOUN
american_scientific_journal-1458	106	30	18	18	NUM
american_scientific_journal-1458	106	31	,	,	PUNCT
american_scientific_journal-1458	106	32	no	no	DET
american_scientific_journal-1458	106	33	1	1	NUM
american_scientific_journal-1458	106	34	,	,	PUNCT
american_scientific_journal-1458	106	35	pp	pp	ADV
american_scientific_journal-1458	106	36	29	29	NUM
american_scientific_journal-1458	106	37	-	-	SYM
american_scientific_journal-1458	106	38	39	39	NUM
american_scientific_journal-1458	106	39	37	37	NUM
american_scientific_journal-1458	106	40	table	table	NOUN
american_scientific_journal-1458	106	41	7	7	NUM
american_scientific_journal-1458	106	42	:	:	PUNCT
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american_scientific_journal-1458	106	44	result	result	NOUN
american_scientific_journal-1458	106	45	of	of	ADP
american_scientific_journal-1458	106	46	garch(1,1	garch(1,1	NOUN
american_scientific_journal-1458	106	47	)	)	PUNCT
american_scientific_journal-1458	106	48	model	model	NOUN
american_scientific_journal-1458	106	49	for	for	ADP
american_scientific_journal-1458	106	50	abbl	abbl	NOUN
american_scientific_journal-1458	106	51	parameter	parameter	PROPN
american_scientific_journal-1458	106	52	estimate	estimate	VERB
american_scientific_journal-1458	106	53	standard	standard	ADJ
american_scientific_journal-1458	106	54	error	error	NOUN
american_scientific_journal-1458	106	55	p	p	NOUN
american_scientific_journal-1458	106	56	-	-	PUNCT
american_scientific_journal-1458	106	57	value	value	NOUN
american_scientific_journal-1458	106	58	µ	µ	NOUN
american_scientific_journal-1458	106	59	0.005663	0.005663	NUM
american_scientific_journal-1458	106	60	0.053638	0.053638	NUM
american_scientific_journal-1458	106	61	0.915925	0.915925	NUM
american_scientific_journal-1458	106	62	)	)	PUNCT
american_scientific_journal-1458	106	63	1(ar	1(ar	NUM
american_scientific_journal-1458	106	64	-0.424958	-0.424958	NOUN
american_scientific_journal-1458	106	65	0.317697	0.317697	NUM
american_scientific_journal-1458	106	66	0.181020	0.181020	NUM
american_scientific_journal-1458	106	67	)	)	PUNCT
american_scientific_journal-1458	106	68	2(ar	2(ar	NUM
american_scientific_journal-1458	106	69	-0.056589	-0.056589	NOUN
american_scientific_journal-1458	106	70	0.070146	0.070146	NUM
american_scientific_journal-1458	106	71	0.419820	0.419820	NUM
american_scientific_journal-1458	106	72	)	)	PUNCT
american_scientific_journal-1458	107	1	1(ma	1(ma	NUM
american_scientific_journal-1458	107	2	0.526438	0.526438	NUM
american_scientific_journal-1458	107	3	0.316239	0.316239	NUM
american_scientific_journal-1458	107	4	0.095976	0.095976	NUM
american_scientific_journal-1458	107	5	ω	ω	NUM
american_scientific_journal-1458	107	6	0.000795	0.000795	NUM
american_scientific_journal-1458	107	7	0.002470	0.002470	NUM
american_scientific_journal-1458	107	8	0.747601	0.747601	NUM
american_scientific_journal-1458	107	9	1α	1α	NUM
american_scientific_journal-1458	107	10	0.000000	0.000000	NUM
american_scientific_journal-1458	107	11	0.002461	0.002461	NUM
american_scientific_journal-1458	107	12	1.000000	1.000000	NUM
american_scientific_journal-1458	107	13	1β	1β	NUM
american_scientific_journal-1458	107	14	0.999000	0.999000	NUM
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american_scientific_journal-1458	107	16	0.000000	0.000000	NUM
american_scientific_journal-1458	107	17	the	the	DET
american_scientific_journal-1458	107	18	estimated	estimate	VERB
american_scientific_journal-1458	107	19	garch(1,1	garch(1,1	NOUN
american_scientific_journal-1458	107	20	)	)	PUNCT
american_scientific_journal-1458	107	21	model	model	NOUN
american_scientific_journal-1458	107	22	is	be	AUX
american_scientific_journal-1458	107	23	2	2	NUM
american_scientific_journal-1458	107	24	1	1	NUM
american_scientific_journal-1458	107	25	2	2	NUM
american_scientific_journal-1458	107	26	999000.0000795.0	999000.0000795.0	NOUN
american_scientific_journal-1458	107	27	−+=	−+=	X
american_scientific_journal-1458	107	28	=	=	PUNCT
american_scientific_journal-1458	107	29	tt	tt	PROPN
american_scientific_journal-1458	107	30	ttty	ttty	VERB
american_scientific_journal-1458	107	31	σσ	σσ	ADV
american_scientific_journal-1458	107	32	εσ	εσ	NOUN
american_scientific_journal-1458	107	33	4	4	NUM
american_scientific_journal-1458	107	34	.	.	X
american_scientific_journal-1458	107	35	conclusion	conclusion	VERB
american_scientific_journal-1458	107	36	the	the	DET
american_scientific_journal-1458	107	37	volatility	volatility	NOUN
american_scientific_journal-1458	107	38	of	of	ADP
american_scientific_journal-1458	107	39	dhaka	dhaka	PROPN
american_scientific_journal-1458	107	40	stock	stock	PROPN
american_scientific_journal-1458	107	41	exchange	exchange	PROPN
american_scientific_journal-1458	107	42	(	(	PUNCT
american_scientific_journal-1458	107	43	dse	dse	PROPN
american_scientific_journal-1458	107	44	)	)	PUNCT
american_scientific_journal-1458	107	45	returns	return	NOUN
american_scientific_journal-1458	107	46	of	of	ADP
american_scientific_journal-1458	107	47	four	four	NUM
american_scientific_journal-1458	107	48	selected	select	VERB
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american_scientific_journal-1458	107	50	beicl	beicl	PROPN
american_scientific_journal-1458	107	51	,	,	PUNCT
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american_scientific_journal-1458	107	53	,	,	PUNCT
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american_scientific_journal-1458	107	55	and	and	CCONJ
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american_scientific_journal-1458	107	57	has	have	AUX
american_scientific_journal-1458	107	58	been	be	AUX
american_scientific_journal-1458	107	59	modelled	model	VERB
american_scientific_journal-1458	107	60	for	for	ADP
american_scientific_journal-1458	107	61	a	a	DET
american_scientific_journal-1458	107	62	period	period	NOUN
american_scientific_journal-1458	107	63	of	of	ADP
american_scientific_journal-1458	107	64	01/01/2000	01/01/2000	NUM
american_scientific_journal-1458	107	65	to	to	ADP
american_scientific_journal-1458	107	66	30/11/2014	30/11/2014	NUM
american_scientific_journal-1458	107	67	using	use	VERB
american_scientific_journal-1458	107	68	different	different	ADJ
american_scientific_journal-1458	107	69	garch(p	garch(p	NOUN
american_scientific_journal-1458	107	70	,	,	PUNCT
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american_scientific_journal-1458	107	72	)	)	PUNCT
american_scientific_journal-1458	107	73	models	model	NOUN
american_scientific_journal-1458	107	74	;	;	PUNCT
american_scientific_journal-1458	107	75	garch(1,1	garch(1,1	NOUN
american_scientific_journal-1458	107	76	)	)	PUNCT
american_scientific_journal-1458	107	77	,	,	PUNCT
american_scientific_journal-1458	107	78	garch(1,2	garch(1,2	NOUN
american_scientific_journal-1458	107	79	)	)	PUNCT
american_scientific_journal-1458	107	80	,	,	PUNCT
american_scientific_journal-1458	107	81	garch(1,3	garch(1,3	NOUN
american_scientific_journal-1458	107	82	)	)	PUNCT
american_scientific_journal-1458	107	83	,	,	PUNCT
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american_scientific_journal-1458	107	85	)	)	PUNCT
american_scientific_journal-1458	107	86	,	,	PUNCT
american_scientific_journal-1458	107	87	garch(2,2	garch(2,2	NOUN
american_scientific_journal-1458	107	88	)	)	PUNCT
american_scientific_journal-1458	107	89	and	and	CCONJ
american_scientific_journal-1458	107	90	garch(2,3	garch(2,3	PROPN
american_scientific_journal-1458	107	91	)	)	PUNCT
american_scientific_journal-1458	107	92	.	.	PUNCT
american_scientific_journal-1458	108	1	from	from	ADP
american_scientific_journal-1458	108	2	the	the	DET
american_scientific_journal-1458	108	3	empirical	empirical	ADJ
american_scientific_journal-1458	108	4	results	result	NOUN
american_scientific_journal-1458	108	5	obtained	obtain	VERB
american_scientific_journal-1458	108	6	,	,	PUNCT
american_scientific_journal-1458	108	7	we	we	PRON
american_scientific_journal-1458	108	8	can	can	AUX
american_scientific_journal-1458	108	9	conclude	conclude	VERB
american_scientific_journal-1458	108	10	the	the	DET
american_scientific_journal-1458	108	11	following	following	NOUN
american_scientific_journal-1458	108	12	:	:	PUNCT
american_scientific_journal-1458	108	13	firstly	firstly	ADV
american_scientific_journal-1458	108	14	,	,	PUNCT
american_scientific_journal-1458	108	15	it	it	PRON
american_scientific_journal-1458	108	16	was	be	AUX
american_scientific_journal-1458	108	17	found	find	VERB
american_scientific_journal-1458	108	18	that	that	SCONJ
american_scientific_journal-1458	108	19	the	the	DET
american_scientific_journal-1458	108	20	return	return	NOUN
american_scientific_journal-1458	108	21	series	series	NOUN
american_scientific_journal-1458	108	22	of	of	ADP
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american_scientific_journal-1458	108	27	distributed	distribute	VERB
american_scientific_journal-1458	108	28	.	.	PUNCT
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american_scientific_journal-1458	109	2	,	,	PUNCT
american_scientific_journal-1458	109	3	the	the	DET
american_scientific_journal-1458	109	4	dse	dse	PROPN
american_scientific_journal-1458	109	5	return	return	NOUN
american_scientific_journal-1458	109	6	series	series	NOUN
american_scientific_journal-1458	109	7	also	also	ADV
american_scientific_journal-1458	109	8	exhibit	exhibit	VERB
american_scientific_journal-1458	109	9	volatility	volatility	NOUN
american_scientific_journal-1458	109	10	clustering	clustering	NOUN
american_scientific_journal-1458	109	11	and	and	CCONJ
american_scientific_journal-1458	109	12	leptokurtosis	leptokurtosis	NOUN
american_scientific_journal-1458	109	13	as	as	SCONJ
american_scientific_journal-1458	109	14	seen	see	VERB
american_scientific_journal-1458	109	15	from	from	ADP
american_scientific_journal-1458	109	16	the	the	DET
american_scientific_journal-1458	109	17	high	high	ADJ
american_scientific_journal-1458	109	18	excess	excess	ADJ
american_scientific_journal-1458	109	19	kurtosis	kurtosis	NOUN
american_scientific_journal-1458	109	20	values	value	NOUN
american_scientific_journal-1458	109	21	.	.	PUNCT
american_scientific_journal-1458	110	1	over	over	ADP
american_scientific_journal-1458	110	2	all	all	DET
american_scientific_journal-1458	110	3	,	,	PUNCT
american_scientific_journal-1458	110	4	garch(1,1	garch(1,1	NOUN
american_scientific_journal-1458	110	5	)	)	PUNCT
american_scientific_journal-1458	110	6	performed	perform	VERB
american_scientific_journal-1458	110	7	best	well	ADV
american_scientific_journal-1458	110	8	in	in	ADP
american_scientific_journal-1458	110	9	modeling	model	VERB
american_scientific_journal-1458	110	10	volatility	volatility	NOUN
american_scientific_journal-1458	110	11	of	of	ADP
american_scientific_journal-1458	110	12	dse	dse	PROPN
american_scientific_journal-1458	110	13	stock	stock	NOUN
american_scientific_journal-1458	110	14	returns	return	NOUN
american_scientific_journal-1458	110	15	.	.	PUNCT
american_scientific_journal-1458	111	1	acknowledgement	acknowledgement	NOUN
american_scientific_journal-1458	111	2	there	there	PRON
american_scientific_journal-1458	111	3	are	be	VERB
american_scientific_journal-1458	111	4	many	many	ADJ
american_scientific_journal-1458	111	5	people	people	NOUN
american_scientific_journal-1458	111	6	that	that	SCONJ
american_scientific_journal-1458	111	7	i	i	PRON
american_scientific_journal-1458	111	8	would	would	AUX
american_scientific_journal-1458	111	9	like	like	VERB
american_scientific_journal-1458	111	10	to	to	PART
american_scientific_journal-1458	111	11	thank	thank	VERB
american_scientific_journal-1458	111	12	for	for	ADP
american_scientific_journal-1458	111	13	their	their	PRON
american_scientific_journal-1458	111	14	contribution	contribution	NOUN
american_scientific_journal-1458	111	15	to	to	ADP
american_scientific_journal-1458	111	16	this	this	DET
american_scientific_journal-1458	111	17	paper	paper	NOUN
american_scientific_journal-1458	111	18	.	.	PUNCT
american_scientific_journal-1458	112	1	i	i	PRON
american_scientific_journal-1458	112	2	express	express	VERB
american_scientific_journal-1458	112	3	my	my	PRON
american_scientific_journal-1458	112	4	sincere	sincere	ADJ
american_scientific_journal-1458	112	5	thanks	thank	NOUN
american_scientific_journal-1458	112	6	and	and	CCONJ
american_scientific_journal-1458	112	7	profound	profound	ADJ
american_scientific_journal-1458	112	8	gratitude	gratitude	NOUN
american_scientific_journal-1458	112	9	to	to	ADP
american_scientific_journal-1458	112	10	lecturer	lecturer	NOUN
american_scientific_journal-1458	112	11	azizur	azizur	VERB
american_scientific_journal-1458	112	12	rahman	rahman	PROPN
american_scientific_journal-1458	112	13	for	for	ADP
american_scientific_journal-1458	112	14	invaluable	invaluable	ADJ
american_scientific_journal-1458	112	15	advice	advice	NOUN
american_scientific_journal-1458	112	16	,	,	PUNCT
american_scientific_journal-1458	112	17	guidance	guidance	NOUN
american_scientific_journal-1458	112	18	and	and	CCONJ
american_scientific_journal-1458	112	19	encouragement	encouragement	NOUN
american_scientific_journal-1458	112	20	to	to	ADP
american_scientific_journal-1458	112	21	this	this	DET
american_scientific_journal-1458	112	22	work	work	NOUN
american_scientific_journal-1458	112	23	.	.	PUNCT
american_scientific_journal-1458	113	1	i	i	PRON
american_scientific_journal-1458	113	2	would	would	AUX
american_scientific_journal-1458	113	3	particularly	particularly	ADV
american_scientific_journal-1458	113	4	like	like	VERB
american_scientific_journal-1458	113	5	to	to	PART
american_scientific_journal-1458	113	6	thank	thank	VERB
american_scientific_journal-1458	113	7	my	my	PRON
american_scientific_journal-1458	113	8	elder	elder	ADJ
american_scientific_journal-1458	113	9	brother	brother	NOUN
american_scientific_journal-1458	113	10	al	al	PROPN
american_scientific_journal-1458	113	11	amin	amin	PROPN
american_scientific_journal-1458	113	12	who	who	PRON
american_scientific_journal-1458	113	13	helped	help	VERB
american_scientific_journal-1458	113	14	me	i	PRON
american_scientific_journal-1458	113	15	with	with	ADP
american_scientific_journal-1458	113	16	the	the	DET
american_scientific_journal-1458	113	17	research	research	NOUN
american_scientific_journal-1458	113	18	.	.	PUNCT
american_scientific_journal-1458	114	1	a	a	DET
american_scientific_journal-1458	114	2	special	special	ADJ
american_scientific_journal-1458	114	3	thank	thank	NOUN
american_scientific_journal-1458	114	4	goes	go	VERB
american_scientific_journal-1458	114	5	to	to	ADP
american_scientific_journal-1458	114	6	the	the	DET
american_scientific_journal-1458	114	7	reviewers	reviewer	NOUN
american_scientific_journal-1458	114	8	and	and	CCONJ
american_scientific_journal-1458	114	9	the	the	DET
american_scientific_journal-1458	114	10	editorial	editorial	ADJ
american_scientific_journal-1458	114	11	board	board	NOUN
american_scientific_journal-1458	114	12	of	of	ADP
american_scientific_journal-1458	114	13	asrjets	asrjet	NOUN
american_scientific_journal-1458	114	14	.	.	PUNCT
american_scientific_journal-1458	115	1	references	reference	NOUN
american_scientific_journal-1458	115	2	[	[	X
american_scientific_journal-1458	115	3	1	1	NUM
american_scientific_journal-1458	115	4	]	]	PUNCT
american_scientific_journal-1458	115	5	andersen	andersen	PROPN
american_scientific_journal-1458	115	6	,	,	PUNCT
american_scientific_journal-1458	115	7	t.	t.	NOUN
american_scientific_journal-1458	115	8	,	,	PUNCT
american_scientific_journal-1458	115	9	and	and	CCONJ
american_scientific_journal-1458	115	10	bollerslev	bollerslev	ADJ
american_scientific_journal-1458	115	11	,	,	PUNCT
american_scientific_journal-1458	115	12	t.	t.	PROPN
american_scientific_journal-1458	115	13	,	,	PUNCT
american_scientific_journal-1458	115	14	christoffersen	christoffersen	PROPN
american_scientific_journal-1458	115	15	,	,	PUNCT
american_scientific_journal-1458	115	16	p.k	p.k	PROPN
american_scientific_journal-1458	115	17	.	.	PROPN
american_scientific_journal-1458	115	18	,	,	PUNCT
american_scientific_journal-1458	115	19	and	and	CCONJ
american_scientific_journal-1458	115	20	diebold	diebold	NOUN
american_scientific_journal-1458	115	21	,	,	PUNCT
american_scientific_journal-1458	115	22	f.x	f.x	PROPN
american_scientific_journal-1458	115	23	.	.	PROPN
american_scientific_journal-1458	115	24	(	(	PUNCT
american_scientific_journal-1458	115	25	2006	2006	NUM
american_scientific_journal-1458	115	26	)	)	PUNCT
american_scientific_journal-1458	115	27	.	.	PUNCT
american_scientific_journal-1458	116	1	volatility	volatility	NOUN
american_scientific_journal-1458	116	2	forecasting	forecasting	NOUN
american_scientific_journal-1458	116	3	.	.	PUNCT
american_scientific_journal-1458	117	1	in	in	ADP
american_scientific_journal-1458	117	2	g.	g.	PROPN
american_scientific_journal-1458	117	3	elliott	elliott	PROPN
american_scientific_journal-1458	117	4	,	,	PUNCT
american_scientific_journal-1458	117	5	c.w.j.granger	c.w.j.granger	NOUN
american_scientific_journal-1458	117	6	,	,	PUNCT
american_scientific_journal-1458	117	7	and	and	CCONJ
american_scientific_journal-1458	117	8	a.	a.	NOUN
american_scientific_journal-1458	117	9	timmermann	timmermann	PROPN
american_scientific_journal-1458	117	10	,	,	PUNCT
american_scientific_journal-1458	117	11	editors	editor	NOUN
american_scientific_journal-1458	117	12	,	,	PUNCT
american_scientific_journal-1458	117	13	handbook	handbook	NOUN
american_scientific_journal-1458	117	14	of	of	ADP
american_scientific_journal-1458	117	15	economic	economic	ADJ
american_scientific_journal-1458	117	16	forecasting	forecasting	NOUN
american_scientific_journal-1458	117	17	,	,	PUNCT
american_scientific_journal-1458	117	18	american	american	PROPN
american_scientific_journal-1458	117	19	scientific	scientific	ADJ
american_scientific_journal-1458	117	20	research	research	NOUN
american_scientific_journal-1458	117	21	journal	journal	NOUN
american_scientific_journal-1458	117	22	for	for	ADP
american_scientific_journal-1458	117	23	engineering	engineering	NOUN
american_scientific_journal-1458	117	24	,	,	PUNCT
american_scientific_journal-1458	117	25	technology	technology	NOUN
american_scientific_journal-1458	117	26	,	,	PUNCT
american_scientific_journal-1458	117	27	and	and	CCONJ
american_scientific_journal-1458	117	28	sciences	science	NOUN
american_scientific_journal-1458	117	29	(	(	PUNCT
american_scientific_journal-1458	117	30	asrjets	asrjet	NOUN
american_scientific_journal-1458	117	31	)	)	PUNCT
american_scientific_journal-1458	117	32	(	(	PUNCT
american_scientific_journal-1458	117	33	2016	2016	NUM
american_scientific_journal-1458	117	34	)	)	PUNCT
american_scientific_journal-1458	117	35	volume	volume	NOUN
american_scientific_journal-1458	117	36	18	18	NUM
american_scientific_journal-1458	117	37	,	,	PUNCT
american_scientific_journal-1458	117	38	no	no	DET
american_scientific_journal-1458	117	39	1	1	NUM
american_scientific_journal-1458	117	40	,	,	PUNCT
american_scientific_journal-1458	117	41	pp	pp	ADV
american_scientific_journal-1458	117	42	29	29	NUM
american_scientific_journal-1458	117	43	-	-	SYM
american_scientific_journal-1458	117	44	39	39	NUM
american_scientific_journal-1458	117	45	38	38	NUM
american_scientific_journal-1458	117	46	amsterdam	amsterdam	PROPN
american_scientific_journal-1458	117	47	,	,	PUNCT
american_scientific_journal-1458	117	48	north	north	NOUN
american_scientific_journal-1458	117	49	holland	holland	NOUN
american_scientific_journal-1458	117	50	.	.	PUNCT
american_scientific_journal-1458	118	1	[	[	X
american_scientific_journal-1458	118	2	2	2	X
american_scientific_journal-1458	118	3	]	]	PUNCT
american_scientific_journal-1458	118	4	b.	b.	PROPN
american_scientific_journal-1458	118	5	mandelbrot	mandelbrot	PROPN
american_scientific_journal-1458	118	6	.	.	PUNCT
american_scientific_journal-1458	119	1	the	the	DET
american_scientific_journal-1458	119	2	variation	variation	NOUN
american_scientific_journal-1458	119	3	of	of	ADP
american_scientific_journal-1458	119	4	certain	certain	ADJ
american_scientific_journal-1458	119	5	speculative	speculative	ADJ
american_scientific_journal-1458	119	6	prices	price	NOUN
american_scientific_journal-1458	119	7	.	.	PUNCT
american_scientific_journal-1458	120	1	journal	journal	NOUN
american_scientific_journal-1458	120	2	of	of	ADP
american_scientific_journal-1458	120	3	business	business	NOUN
american_scientific_journal-1458	120	4	,	,	PUNCT
american_scientific_journal-1458	120	5	36:394–419	36:394–419	PROPN
american_scientific_journal-1458	120	6	,	,	PUNCT
american_scientific_journal-1458	120	7	1993	1993	NUM
american_scientific_journal-1458	120	8	.	.	PUNCT
american_scientific_journal-1458	121	1	[	[	X
american_scientific_journal-1458	121	2	3	3	NUM
american_scientific_journal-1458	121	3	]	]	X
american_scientific_journal-1458	121	4	bera	bera	NOUN
american_scientific_journal-1458	121	5	,	,	PUNCT
american_scientific_journal-1458	121	6	a.k	a.k	PROPN
american_scientific_journal-1458	121	7	.	.	PROPN
american_scientific_journal-1458	121	8	and	and	CCONJ
american_scientific_journal-1458	121	9	higgins	higgins	PROPN
american_scientific_journal-1458	121	10	,	,	PUNCT
american_scientific_journal-1458	121	11	m.l	m.l	PROPN
american_scientific_journal-1458	121	12	.	.	PUNCT
american_scientific_journal-1458	121	13	(	(	PUNCT
american_scientific_journal-1458	121	14	1995	1995	NUM
american_scientific_journal-1458	121	15	)	)	PUNCT
american_scientific_journal-1458	121	16	.	.	PUNCT
american_scientific_journal-1458	122	1	on	on	ADP
american_scientific_journal-1458	122	2	arch	arch	ADJ
american_scientific_journal-1458	122	3	models	model	NOUN
american_scientific_journal-1458	122	4	:	:	PUNCT
american_scientific_journal-1458	122	5	properties	property	NOUN
american_scientific_journal-1458	122	6	,	,	PUNCT
american_scientific_journal-1458	122	7	estimation	estimation	NOUN
american_scientific_journal-1458	122	8	and	and	CCONJ
american_scientific_journal-1458	122	9	testing	testing	NOUN
american_scientific_journal-1458	122	10	.	.	PUNCT
american_scientific_journal-1458	123	1	journal	journal	NOUN
american_scientific_journal-1458	123	2	of	of	ADP
american_scientific_journal-1458	123	3	economic	economic	ADJ
american_scientific_journal-1458	123	4	surveys	survey	NOUN
american_scientific_journal-1458	123	5	,	,	PUNCT
american_scientific_journal-1458	123	6	7	7	NUM
american_scientific_journal-1458	123	7	,	,	PUNCT
american_scientific_journal-1458	123	8	305	305	NUM
american_scientific_journal-1458	123	9	-	-	SYM
american_scientific_journal-1458	123	10	362	362	NUM
american_scientific_journal-1458	123	11	.	.	PUNCT
american_scientific_journal-1458	124	1	[	[	X
american_scientific_journal-1458	124	2	4	4	NUM
american_scientific_journal-1458	124	3	]	]	X
american_scientific_journal-1458	124	4	bollerslev	bollerslev	ADJ
american_scientific_journal-1458	124	5	,	,	PUNCT
american_scientific_journal-1458	124	6	t.	t.	PROPN
american_scientific_journal-1458	124	7	,	,	PUNCT
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american_scientific_journal-1458	124	9	,	,	PUNCT
american_scientific_journal-1458	124	10	r.	r.	PROPN
american_scientific_journal-1458	124	11	f.	f.	PROPN
american_scientific_journal-1458	124	12	,	,	PUNCT
american_scientific_journal-1458	124	13	and	and	CCONJ
american_scientific_journal-1458	124	14	nelson	nelson	PROPN
american_scientific_journal-1458	124	15	,	,	PUNCT
american_scientific_journal-1458	124	16	d.	d.	PROPN
american_scientific_journal-1458	124	17	b.	b.	PROPN
american_scientific_journal-1458	124	18	(	(	PUNCT
american_scientific_journal-1458	124	19	1994	1994	NUM
american_scientific_journal-1458	124	20	)	)	PUNCT
american_scientific_journal-1458	124	21	.	.	PUNCT
american_scientific_journal-1458	125	1	arch	arch	ADJ
american_scientific_journal-1458	125	2	models	model	NOUN
american_scientific_journal-1458	125	3	.	.	PUNCT
american_scientific_journal-1458	126	1	in	in	ADP
american_scientific_journal-1458	126	2	r.	r.	PROPN
american_scientific_journal-1458	126	3	f.	f.	PROPN
american_scientific_journal-1458	126	4	engle	engle	PROPN
american_scientific_journal-1458	126	5	and	and	CCONJ
american_scientific_journal-1458	126	6	d.	d.	PROPN
american_scientific_journal-1458	126	7	l.	l.	PROPN
american_scientific_journal-1458	126	8	mcfadden	mcfadden	PROPN
american_scientific_journal-1458	126	9	,	,	PUNCT
american_scientific_journal-1458	126	10	editors	editor	NOUN
american_scientific_journal-1458	126	11	,	,	PUNCT
american_scientific_journal-1458	126	12	handbook	handbook	NOUN
american_scientific_journal-1458	126	13	of	of	ADP
american_scientific_journal-1458	126	14	econometrics	econometric	NOUN
american_scientific_journal-1458	126	15	,	,	PUNCT
american_scientific_journal-1458	126	16	vol	vol	NOUN
american_scientific_journal-1458	126	17	.	.	PROPN
american_scientific_journal-1458	126	18	4	4	NUM
american_scientific_journal-1458	126	19	,	,	PUNCT
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american_scientific_journal-1458	126	21	science	science	PROPN
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american_scientific_journal-1458	126	24	,	,	PUNCT
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american_scientific_journal-1458	127	2	5	5	NUM
american_scientific_journal-1458	127	3	]	]	X
american_scientific_journal-1458	127	4	bollerslev	bollerslev	NOUN
american_scientific_journal-1458	127	5	,	,	PUNCT
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american_scientific_journal-1458	127	8	.	.	PUNCT
american_scientific_journal-1458	128	1	“	"	PUNCT
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american_scientific_journal-1458	128	4	conditional	conditional	ADJ
american_scientific_journal-1458	128	5	heteroskedasticity	heteroskedasticity	NOUN
american_scientific_journal-1458	128	6	,	,	PUNCT
american_scientific_journal-1458	128	7	”	"	PUNCT
american_scientific_journal-1458	128	8	j.	j.	PROPN
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american_scientific_journal-1458	128	10	31	31	NUM
american_scientific_journal-1458	128	11	,	,	PUNCT
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american_scientific_journal-1458	128	13	.	.	PUNCT
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american_scientific_journal-1458	129	2	-	-	SYM
american_scientific_journal-1458	129	3	28	28	NUM
american_scientific_journal-1458	129	4	.	.	PUNCT
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american_scientific_journal-1458	130	2	6	6	NUM
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american_scientific_journal-1458	130	7	.	.	PUNCT
american_scientific_journal-1458	131	1	risk	risk	NOUN
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american_scientific_journal-1458	131	3	and	and	CCONJ
american_scientific_journal-1458	131	4	analysis	analysis	NOUN
american_scientific_journal-1458	131	5	,	,	PUNCT
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american_scientific_journal-1458	131	7	1	1	NUM
american_scientific_journal-1458	131	8	:	:	PUNCT
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american_scientific_journal-1458	131	14	.	.	PUNCT
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american_scientific_journal-1458	132	2	,	,	PUNCT
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american_scientific_journal-1458	132	4	,	,	PUNCT
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american_scientific_journal-1458	133	3	]	]	X
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american_scientific_journal-1458	133	5	.	.	PUNCT
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american_scientific_journal-1458	133	19	.	.	PUNCT
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american_scientific_journal-1458	134	2	,	,	PUNCT
american_scientific_journal-1458	134	3	49:1057–1072	49:1057–1072	NUM
american_scientific_journal-1458	134	4	,	,	PUNCT
american_scientific_journal-1458	134	5	1981	1981	NUM
american_scientific_journal-1458	134	6	.	.	PUNCT
american_scientific_journal-1458	135	1	[	[	X
american_scientific_journal-1458	135	2	8	8	NUM
american_scientific_journal-1458	135	3	]	]	PUNCT
american_scientific_journal-1458	135	4	diebold	diebold	NOUN
american_scientific_journal-1458	135	5	,	,	PUNCT
american_scientific_journal-1458	135	6	f.x	f.x	PROPN
american_scientific_journal-1458	135	7	.	.	PROPN
american_scientific_journal-1458	135	8	and	and	CCONJ
american_scientific_journal-1458	135	9	lopez	lopez	PROPN
american_scientific_journal-1458	135	10	,	,	PUNCT
american_scientific_journal-1458	135	11	j.a	j.a	PROPN
american_scientific_journal-1458	135	12	.	.	PROPN
american_scientific_journal-1458	135	13	(	(	PUNCT
american_scientific_journal-1458	135	14	1996	1996	NUM
american_scientific_journal-1458	135	15	)	)	PUNCT
american_scientific_journal-1458	135	16	.	.	PUNCT
american_scientific_journal-1458	136	1	modeling	model	VERB
american_scientific_journal-1458	136	2	volatility	volatility	NOUN
american_scientific_journal-1458	136	3	dynamics	dynamic	NOUN
american_scientific_journal-1458	136	4	.	.	PUNCT
american_scientific_journal-1458	137	1	in	in	ADP
american_scientific_journal-1458	137	2	k.	k.	PROPN
american_scientific_journal-1458	137	3	hoover	hoover	PROPN
american_scientific_journal-1458	137	4	,	,	PUNCT
american_scientific_journal-1458	137	5	editor	editor	NOUN
american_scientific_journal-1458	137	6	,	,	PUNCT
american_scientific_journal-1458	137	7	macroeconomics	macroeconomic	NOUN
american_scientific_journal-1458	137	8	:	:	PUNCT
american_scientific_journal-1458	137	9	developments	development	NOUN
american_scientific_journal-1458	137	10	,	,	PUNCT
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american_scientific_journal-1458	137	12	and	and	CCONJ
american_scientific_journal-1458	137	13	prospects	prospect	NOUN
american_scientific_journal-1458	137	14	.	.	PUNCT
american_scientific_journal-1458	138	1	kluwer	kluwer	NOUN
american_scientific_journal-1458	138	2	,	,	PUNCT
american_scientific_journal-1458	138	3	boston	boston	PROPN
american_scientific_journal-1458	138	4	.	.	PUNCT
american_scientific_journal-1458	139	1	[	[	X
american_scientific_journal-1458	139	2	9	9	X
american_scientific_journal-1458	139	3	]	]	PUNCT
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american_scientific_journal-1458	139	6	.	.	PUNCT
american_scientific_journal-1458	140	1	the	the	DET
american_scientific_journal-1458	140	2	behaviour	behaviour	NOUN
american_scientific_journal-1458	140	3	of	of	ADP
american_scientific_journal-1458	140	4	stock	stock	NOUN
american_scientific_journal-1458	140	5	market	market	NOUN
american_scientific_journal-1458	140	6	prices	price	NOUN
american_scientific_journal-1458	140	7	.	.	PUNCT
american_scientific_journal-1458	141	1	journal	journal	NOUN
american_scientific_journal-1458	141	2	of	of	ADP
american_scientific_journal-1458	141	3	business	business	NOUN
american_scientific_journal-1458	141	4	,	,	PUNCT
american_scientific_journal-1458	141	5	1(34	1(34	NUM
american_scientific_journal-1458	141	6	-	-	SYM
american_scientific_journal-1458	141	7	105	105	NUM
american_scientific_journal-1458	141	8	)	)	PUNCT
american_scientific_journal-1458	141	9	,	,	PUNCT
american_scientific_journal-1458	141	10	1965	1965	NUM
american_scientific_journal-1458	141	11	.	.	PUNCT
american_scientific_journal-1458	142	1	[	[	X
american_scientific_journal-1458	142	2	10	10	NUM
american_scientific_journal-1458	142	3	]	]	PUNCT
american_scientific_journal-1458	142	4	enders	ender	NOUN
american_scientific_journal-1458	142	5	,	,	PUNCT
american_scientific_journal-1458	142	6	w.	w.	NOUN
american_scientific_journal-1458	142	7	(	(	PUNCT
american_scientific_journal-1458	142	8	1995	1995	NUM
american_scientific_journal-1458	142	9	)	)	PUNCT
american_scientific_journal-1458	142	10	,	,	PUNCT
american_scientific_journal-1458	142	11	applied	apply	VERB
american_scientific_journal-1458	142	12	econometric	econometric	ADJ
american_scientific_journal-1458	142	13	time	time	NOUN
american_scientific_journal-1458	142	14	series	series	NOUN
american_scientific_journal-1458	142	15	,	,	PUNCT
american_scientific_journal-1458	142	16	john	john	PROPN
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american_scientific_journal-1458	142	18	and	and	CCONJ
american_scientific_journal-1458	142	19	sons	son	NOUN
american_scientific_journal-1458	142	20	,	,	PUNCT
american_scientific_journal-1458	142	21	ny	ny	PROPN
american_scientific_journal-1458	142	22	.	.	PUNCT
american_scientific_journal-1458	143	1	[	[	X
american_scientific_journal-1458	143	2	11	11	NUM
american_scientific_journal-1458	143	3	]	]	X
american_scientific_journal-1458	143	4	f.	f.	PROPN
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american_scientific_journal-1458	143	6	.	.	PUNCT
american_scientific_journal-1458	144	1	studies	study	NOUN
american_scientific_journal-1458	144	2	of	of	ADP
american_scientific_journal-1458	144	3	stock	stock	NOUN
american_scientific_journal-1458	144	4	market	market	NOUN
american_scientific_journal-1458	144	5	volatility	volatility	NOUN
american_scientific_journal-1458	144	6	changes	change	NOUN
american_scientific_journal-1458	144	7	.	.	PUNCT
american_scientific_journal-1458	145	1	proceedings	proceeding	NOUN
american_scientific_journal-1458	145	2	of	of	ADP
american_scientific_journal-1458	145	3	the	the	DET
american_scientific_journal-1458	145	4	american	american	PROPN
american_scientific_journal-1458	145	5	statistical	statistical	PROPN
american_scientific_journal-1458	145	6	association	association	NOUN
american_scientific_journal-1458	145	7	,	,	PUNCT
american_scientific_journal-1458	145	8	pages	page	NOUN
american_scientific_journal-1458	145	9	177–181	177–181	NUM
american_scientific_journal-1458	145	10	,	,	PUNCT
american_scientific_journal-1458	145	11	business	business	NOUN
american_scientific_journal-1458	145	12	and	and	CCONJ
american_scientific_journal-1458	145	13	economic	economic	ADJ
american_scientific_journal-1458	145	14	statistics	statistic	NOUN
american_scientific_journal-1458	145	15	section	section	NOUN
american_scientific_journal-1458	145	16	,	,	PUNCT
american_scientific_journal-1458	145	17	1976	1976	NUM
american_scientific_journal-1458	145	18	.	.	PUNCT
american_scientific_journal-1458	146	1	[	[	X
american_scientific_journal-1458	146	2	12	12	NUM
american_scientific_journal-1458	146	3	]	]	X
american_scientific_journal-1458	146	4	j.a.mcneil	j.a.mcneil	NOUN
american_scientific_journal-1458	146	5	,	,	PUNCT
american_scientific_journal-1458	146	6	r.frey	r.frey	NOUN
american_scientific_journal-1458	146	7	,	,	PUNCT
american_scientific_journal-1458	146	8	andp.embrechets	andp.embrechet	NOUN
american_scientific_journal-1458	146	9	.	.	PUNCT
american_scientific_journal-1458	146	10	quantitative	quantitative	ADJ
american_scientific_journal-1458	146	11	risk	risk	NOUN
american_scientific_journal-1458	146	12	management	management	NOUN
american_scientific_journal-1458	146	13	:	:	PUNCT
american_scientific_journal-1458	146	14	concepts	concept	NOUN
american_scientific_journal-1458	146	15	,	,	PUNCT
american_scientific_journal-1458	146	16	techniques	technique	NOUN
american_scientific_journal-1458	146	17	and	and	CCONJ
american_scientific_journal-1458	146	18	tools	tool	NOUN
american_scientific_journal-1458	146	19	.	.	PUNCT
american_scientific_journal-1458	147	1	princeton	princeton	PROPN
american_scientific_journal-1458	147	2	university	university	PROPN
american_scientific_journal-1458	147	3	press	press	NOUN
american_scientific_journal-1458	147	4	,	,	PUNCT
american_scientific_journal-1458	147	5	princeton	princeton	PROPN
american_scientific_journal-1458	147	6	and	and	CCONJ
american_scientific_journal-1458	147	7	oxford	oxford	PROPN
american_scientific_journal-1458	147	8	,	,	PUNCT
american_scientific_journal-1458	147	9	1967	1967	NUM
american_scientific_journal-1458	147	10	.	.	PUNCT
american_scientific_journal-1458	148	1	[	[	X
american_scientific_journal-1458	148	2	13	13	NUM
american_scientific_journal-1458	148	3	]	]	PUNCT
american_scientific_journal-1458	148	4	j.	j.	PROPN
american_scientific_journal-1458	148	5	y.	y.	PROPN
american_scientific_journal-1458	148	6	campbell	campbell	PROPN
american_scientific_journal-1458	148	7	,	,	PUNCT
american_scientific_journal-1458	148	8	a.	a.	PROPN
american_scientific_journal-1458	148	9	w.	w.	PROPN
american_scientific_journal-1458	148	10	lo	lo	PROPN
american_scientific_journal-1458	148	11	,	,	PUNCT
american_scientific_journal-1458	148	12	and	and	CCONJ
american_scientific_journal-1458	148	13	a.	a.	PROPN
american_scientific_journal-1458	148	14	c.	c.	PROPN
american_scientific_journal-1458	148	15	mackinlay	mackinlay	PROPN
american_scientific_journal-1458	148	16	.	.	PUNCT
american_scientific_journal-1458	149	1	modelling	model	VERB
american_scientific_journal-1458	149	2	daily	daily	ADJ
american_scientific_journal-1458	149	3	value	value	NOUN
american_scientific_journal-1458	149	4	at	at	ADP
american_scientific_journal-1458	149	5	risk	risk	NOUN
american_scientific_journal-1458	149	6	using	use	VERB
american_scientific_journal-1458	149	7	realized	realize	VERB
american_scientific_journal-1458	149	8	volatility	volatility	NOUN
american_scientific_journal-1458	149	9	and	and	CCONJ
american_scientific_journal-1458	149	10	arch	arch	ADJ
american_scientific_journal-1458	149	11	type	type	NOUN
american_scientific_journal-1458	149	12	models	model	NOUN
american_scientific_journal-1458	149	13	.	.	PUNCT
american_scientific_journal-1458	150	1	journal	journal	NOUN
american_scientific_journal-1458	150	2	of	of	ADP
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american_scientific_journal-1458	150	4	finance	finance	NOUN
american_scientific_journal-1458	150	5	,	,	PUNCT
american_scientific_journal-1458	150	6	11(3):379–398	11(3):379–398	NUM
american_scientific_journal-1458	150	7	,	,	PUNCT
american_scientific_journal-1458	150	8	1997	1997	NUM
american_scientific_journal-1458	150	9	.	.	PUNCT
american_scientific_journal-1458	151	1	[	[	X
american_scientific_journal-1458	151	2	14	14	NUM
american_scientific_journal-1458	151	3	]	]	X
american_scientific_journal-1458	151	4	kaiser	kaiser	PROPN
american_scientific_journal-1458	151	5	,	,	PUNCT
american_scientific_journal-1458	151	6	thomas	thomas	PROPN
american_scientific_journal-1458	151	7	1996	1996	NUM
american_scientific_journal-1458	151	8	.	.	PUNCT
american_scientific_journal-1458	152	1	“	"	PUNCT
american_scientific_journal-1458	152	2	one	one	NUM
american_scientific_journal-1458	152	3	-	-	PUNCT
american_scientific_journal-1458	152	4	factor	factor	NOUN
american_scientific_journal-1458	152	5	-	-	PUNCT
american_scientific_journal-1458	152	6	garch	garch	NOUN
american_scientific_journal-1458	152	7	models	model	NOUN
american_scientific_journal-1458	152	8	for	for	ADP
american_scientific_journal-1458	152	9	german	german	ADJ
american_scientific_journal-1458	152	10	stocks	stock	NOUN
american_scientific_journal-1458	152	11	:	:	PUNCT
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american_scientific_journal-1458	152	13	and	and	CCONJ
american_scientific_journal-1458	152	14	forecasting	forecasting	NOUN
american_scientific_journal-1458	152	15	,	,	PUNCT
american_scientific_journal-1458	152	16	”	"	PUNCT
american_scientific_journal-1458	152	17	work	work	NOUN
american_scientific_journal-1458	152	18	.	.	PUNCT
american_scientific_journal-1458	153	1	paper	paper	NOUN
american_scientific_journal-1458	153	2	,	,	PUNCT
american_scientific_journal-1458	153	3	school	school	NOUN
american_scientific_journal-1458	153	4	of	of	ADP
american_scientific_journal-1458	153	5	business	business	NOUN
american_scientific_journal-1458	153	6	and	and	CCONJ
american_scientific_journal-1458	153	7	economics	economic	NOUN
american_scientific_journal-1458	153	8	,	,	PUNCT
american_scientific_journal-1458	153	9	university	university	NOUN
american_scientific_journal-1458	153	10	of	of	ADP
american_scientific_journal-1458	153	11	tübingen	tübingen	PROPN
american_scientific_journal-1458	154	1	[	[	X
american_scientific_journal-1458	154	2	15	15	NUM
american_scientific_journal-1458	154	3	]	]	X
american_scientific_journal-1458	154	4	kaun	kaun	NOUN
american_scientific_journal-1458	154	5	,	,	PUNCT
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american_scientific_journal-1458	154	7	(	(	PUNCT
american_scientific_journal-1458	154	8	2003	2003	NUM
american_scientific_journal-1458	154	9	)	)	PUNCT
american_scientific_journal-1458	154	10	,	,	PUNCT
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american_scientific_journal-1458	154	16	models	model	NOUN
american_scientific_journal-1458	154	17	,	,	PUNCT
american_scientific_journal-1458	154	18	institute	institute	NOUN
american_scientific_journal-1458	154	19	of	of	ADP
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american_scientific_journal-1458	154	21	,	,	PUNCT
american_scientific_journal-1458	154	22	academia	academia	PROPN
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american_scientific_journal-1458	154	24	,	,	PUNCT
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american_scientific_journal-1458	154	27	.	.	PUNCT
american_scientific_journal-1458	155	1	[	[	X
american_scientific_journal-1458	155	2	16	16	NUM
american_scientific_journal-1458	155	3	]	]	X
american_scientific_journal-1458	155	4	nelson	nelson	PROPN
american_scientific_journal-1458	155	5	,	,	PUNCT
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american_scientific_journal-1458	155	8	1991	1991	NUM
american_scientific_journal-1458	155	9	.	.	PUNCT
american_scientific_journal-1458	156	1	“	"	PUNCT
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american_scientific_journal-1458	156	4	in	in	ADP
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american_scientific_journal-1458	156	7	:	:	PUNCT
american_scientific_journal-1458	156	8	a	a	DET
american_scientific_journal-1458	156	9	new	new	ADJ
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american_scientific_journal-1458	156	11	,	,	PUNCT
american_scientific_journal-1458	156	12	”	"	PUNCT
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american_scientific_journal-1458	156	14	59:2	59:2	NUM
american_scientific_journal-1458	156	15	,	,	PUNCT
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american_scientific_journal-1458	156	17	.	.	PUNCT
american_scientific_journal-1458	157	1	347	347	NUM
american_scientific_journal-1458	157	2	-	-	SYM
american_scientific_journal-1458	157	3	70	70	NUM
american_scientific_journal-1458	157	4	.	.	PUNCT
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american_scientific_journal-1458	158	5	for	for	ADP
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american_scientific_journal-1458	158	7	,	,	PUNCT
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american_scientific_journal-1458	158	9	,	,	PUNCT
american_scientific_journal-1458	158	10	and	and	CCONJ
american_scientific_journal-1458	158	11	sciences	science	NOUN
american_scientific_journal-1458	158	12	(	(	PUNCT
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american_scientific_journal-1458	158	15	(	(	PUNCT
american_scientific_journal-1458	158	16	2016	2016	NUM
american_scientific_journal-1458	158	17	)	)	PUNCT
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american_scientific_journal-1458	158	19	18	18	NUM
american_scientific_journal-1458	158	20	,	,	PUNCT
american_scientific_journal-1458	158	21	no	no	DET
american_scientific_journal-1458	158	22	1	1	NUM
american_scientific_journal-1458	158	23	,	,	PUNCT
american_scientific_journal-1458	158	24	pp	pp	ADV
american_scientific_journal-1458	158	25	29	29	NUM
american_scientific_journal-1458	158	26	-	-	SYM
american_scientific_journal-1458	158	27	39	39	NUM
american_scientific_journal-1458	158	28	39	39	NUM
american_scientific_journal-1458	158	29	[	[	X
american_scientific_journal-1458	158	30	17	17	NUM
american_scientific_journal-1458	158	31	]	]	PUNCT
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american_scientific_journal-1458	158	34	and	and	CCONJ
american_scientific_journal-1458	158	35	z.	z.	PROPN
american_scientific_journal-1458	158	36	zhichao	zhichao	PROPN
american_scientific_journal-1458	158	37	.	.	PUNCT
american_scientific_journal-1458	159	1	forecasting	forecast	VERB
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american_scientific_journal-1458	159	3	volatility	volatility	NOUN
american_scientific_journal-1458	159	4	:	:	PUNCT
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american_scientific_journal-1458	159	6	from	from	ADP
american_scientific_journal-1458	159	7	chinese	chinese	ADJ
american_scientific_journal-1458	159	8	stock	stock	NOUN
american_scientific_journal-1458	159	9	market	market	NOUN
american_scientific_journal-1458	159	10	.	.	PUNCT
american_scientific_journal-1458	160	1	volume	volume	NOUN
american_scientific_journal-1458	160	2	6	6	NUM
american_scientific_journal-1458	160	3	of	of	ADP
american_scientific_journal-1458	160	4	working	work	VERB
american_scientific_journal-1458	160	5	paper	paper	NOUN
american_scientific_journal-1458	160	6	in	in	ADP
american_scientific_journal-1458	160	7	economics	economic	NOUN
american_scientific_journal-1458	160	8	and	and	CCONJ
american_scientific_journal-1458	160	9	finance	finance	NOUN
american_scientific_journal-1458	160	10	.	.	PUNCT
american_scientific_journal-1458	161	1	university	university	NOUN
american_scientific_journal-1458	161	2	of	of	ADP
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american_scientific_journal-1458	161	4	,	,	PUNCT
american_scientific_journal-1458	161	5	2006	2006	NUM
american_scientific_journal-1458	161	6	.	.	PUNCT
american_scientific_journal-1458	162	1	[	[	X
american_scientific_journal-1458	162	2	18	18	NUM
american_scientific_journal-1458	162	3	]	]	SYM
american_scientific_journal-1458	162	4	pagan	pagan	NOUN
american_scientific_journal-1458	162	5	,	,	PUNCT
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american_scientific_journal-1458	162	7	(	(	PUNCT
american_scientific_journal-1458	162	8	1996	1996	NUM
american_scientific_journal-1458	162	9	)	)	PUNCT
american_scientific_journal-1458	162	10	.	.	PUNCT
american_scientific_journal-1458	163	1	the	the	DET
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american_scientific_journal-1458	163	3	of	of	ADP
american_scientific_journal-1458	163	4	financial	financial	ADJ
american_scientific_journal-1458	163	5	markets	market	NOUN
american_scientific_journal-1458	163	6	.	.	PUNCT
american_scientific_journal-1458	164	1	journal	journal	NOUN
american_scientific_journal-1458	164	2	of	of	ADP
american_scientific_journal-1458	164	3	empirical	empirical	ADJ
american_scientific_journal-1458	164	4	finance	finance	NOUN
american_scientific_journal-1458	164	5	,	,	PUNCT
american_scientific_journal-1458	164	6	3	3	NUM
american_scientific_journal-1458	164	7	,	,	PUNCT
american_scientific_journal-1458	164	8	15	15	NUM
american_scientific_journal-1458	164	9	-	-	SYM
american_scientific_journal-1458	164	10	102	102	NUM
american_scientific_journal-1458	164	11	.	.	PUNCT
american_scientific_journal-1458	165	1	[	[	X
american_scientific_journal-1458	165	2	19	19	NUM
american_scientific_journal-1458	165	3	]	]	X
american_scientific_journal-1458	165	4	palm	palm	NOUN
american_scientific_journal-1458	165	5	,	,	PUNCT
american_scientific_journal-1458	165	6	f.c	f.c	PROPN
american_scientific_journal-1458	165	7	.	.	PROPN
american_scientific_journal-1458	165	8	(	(	PUNCT
american_scientific_journal-1458	165	9	1996	1996	NUM
american_scientific_journal-1458	165	10	)	)	PUNCT
american_scientific_journal-1458	165	11	.	.	PUNCT
american_scientific_journal-1458	166	1	garch	garch	NOUN
american_scientific_journal-1458	166	2	models	model	NOUN
american_scientific_journal-1458	166	3	of	of	ADP
american_scientific_journal-1458	166	4	volatility	volatility	NOUN
american_scientific_journal-1458	166	5	.	.	PUNCT
american_scientific_journal-1458	167	1	in	in	ADP
american_scientific_journal-1458	167	2	g.s	g.s	PROPN
american_scientific_journal-1458	167	3	.	.	PROPN
american_scientific_journal-1458	167	4	maddala	maddala	PROPN
american_scientific_journal-1458	167	5	and	and	CCONJ
american_scientific_journal-1458	167	6	c.r	c.r	PROPN
american_scientific_journal-1458	167	7	.	.	PROPN
american_scientific_journal-1458	167	8	rao	rao	PROPN
american_scientific_journal-1458	167	9	,	,	PUNCT
american_scientific_journal-1458	167	10	editors	editor	NOUN
american_scientific_journal-1458	167	11	,	,	PUNCT
american_scientific_journal-1458	167	12	handbook	handbook	NOUN
american_scientific_journal-1458	167	13	of	of	ADP
american_scientific_journal-1458	167	14	statistics	statistic	NOUN
american_scientific_journal-1458	167	15	(	(	PUNCT
american_scientific_journal-1458	167	16	vol	vol	NOUN
american_scientific_journal-1458	167	17	14	14	NUM
american_scientific_journal-1458	167	18	)	)	PUNCT
american_scientific_journal-1458	167	19	,	,	PUNCT
american_scientific_journal-1458	167	20	statistical	statistical	ADJ
american_scientific_journal-1458	167	21	methods	method	NOUN
american_scientific_journal-1458	167	22	in	in	ADP
american_scientific_journal-1458	167	23	finance	finance	NOUN
american_scientific_journal-1458	167	24	,	,	PUNCT
american_scientific_journal-1458	167	25	pp	pp	ADJ
american_scientific_journal-1458	167	26	.	.	PUNCT
american_scientific_journal-1458	168	1	209	209	NUM
american_scientific_journal-1458	168	2	-	-	SYM
american_scientific_journal-1458	168	3	240	240	NUM
american_scientific_journal-1458	168	4	.	.	PUNCT
american_scientific_journal-1458	169	1	north	north	PROPN
american_scientific_journal-1458	169	2	holland	holland	PROPN
american_scientific_journal-1458	169	3	.	.	PUNCT
american_scientific_journal-1458	170	1	[	[	X
american_scientific_journal-1458	170	2	20	20	NUM
american_scientific_journal-1458	170	3	]	]	X
american_scientific_journal-1458	170	4	poon	poon	NOUN
american_scientific_journal-1458	170	5	,	,	PUNCT
american_scientific_journal-1458	170	6	s	s	PROPN
american_scientific_journal-1458	170	7	-	-	NOUN
american_scientific_journal-1458	170	8	h.	h.	PROPN
american_scientific_journal-1458	170	9	and	and	CCONJ
american_scientific_journal-1458	170	10	granger	granger	PROPN
american_scientific_journal-1458	170	11	,	,	PUNCT
american_scientific_journal-1458	170	12	c.w.j	c.w.j	NOUN
american_scientific_journal-1458	170	13	.	.	PUNCT
american_scientific_journal-1458	171	1	(	(	PUNCT
american_scientific_journal-1458	171	2	2003	2003	NUM
american_scientific_journal-1458	171	3	)	)	PUNCT
american_scientific_journal-1458	171	4	.	.	PUNCT
american_scientific_journal-1458	172	1	forecasting	forecast	VERB
american_scientific_journal-1458	172	2	volatility	volatility	NOUN
american_scientific_journal-1458	172	3	in	in	ADP
american_scientific_journal-1458	172	4	financial	financial	ADJ
american_scientific_journal-1458	172	5	markets	market	NOUN
american_scientific_journal-1458	172	6	:	:	PUNCT
american_scientific_journal-1458	172	7	a	a	DET
american_scientific_journal-1458	172	8	review	review	NOUN
american_scientific_journal-1458	172	9	.	.	PUNCT
american_scientific_journal-1458	173	1	journal	journal	NOUN
american_scientific_journal-1458	173	2	of	of	ADP
american_scientific_journal-1458	173	3	economic	economic	ADJ
american_scientific_journal-1458	173	4	literature	literature	NOUN
american_scientific_journal-1458	173	5	,	,	PUNCT
american_scientific_journal-1458	173	6	41	41	NUM
american_scientific_journal-1458	173	7	,	,	PUNCT
american_scientific_journal-1458	173	8	478	478	NUM
american_scientific_journal-1458	173	9	-	-	SYM
american_scientific_journal-1458	173	10	539	539	NUM
american_scientific_journal-1458	173	11	.	.	PUNCT
american_scientific_journal-1458	174	1	[	[	X
american_scientific_journal-1458	174	2	21	21	NUM
american_scientific_journal-1458	174	3	]	]	X
american_scientific_journal-1458	174	4	poon	poon	NOUN
american_scientific_journal-1458	174	5	,	,	PUNCT
american_scientific_journal-1458	174	6	s.-h	s.-h	NOUN
american_scientific_journal-1458	174	7	.	.	PUNCT
american_scientific_journal-1458	175	1	(	(	PUNCT
american_scientific_journal-1458	175	2	2005	2005	NUM
american_scientific_journal-1458	175	3	)	)	PUNCT
american_scientific_journal-1458	175	4	.	.	PUNCT
american_scientific_journal-1458	176	1	a	a	DET
american_scientific_journal-1458	176	2	practical	practical	ADJ
american_scientific_journal-1458	176	3	guide	guide	NOUN
american_scientific_journal-1458	176	4	to	to	ADP
american_scientific_journal-1458	176	5	forecasting	forecast	VERB
american_scientific_journal-1458	176	6	financial	financial	ADJ
american_scientific_journal-1458	176	7	market	market	NOUN
american_scientific_journal-1458	176	8	volatility	volatility	NOUN
american_scientific_journal-1458	176	9	.	.	PUNCT
american_scientific_journal-1458	177	1	john	john	PROPN
american_scientific_journal-1458	177	2	wiley	wiley	PROPN
american_scientific_journal-1458	177	3	&	&	CCONJ
american_scientific_journal-1458	177	4	sons	son	NOUN
american_scientific_journal-1458	177	5	,	,	PUNCT
american_scientific_journal-1458	177	6	new	new	PROPN
american_scientific_journal-1458	177	7	york	york	PROPN
american_scientific_journal-1458	177	8	.	.	PUNCT
american_scientific_journal-1458	178	1	[	[	X
american_scientific_journal-1458	178	2	22	22	NUM
american_scientific_journal-1458	178	3	]	]	PUNCT
american_scientific_journal-1458	178	4	r.	r.	PROPN
american_scientific_journal-1458	178	5	f.	f.	PROPN
american_scientific_journal-1458	178	6	engle	engle	PROPN
american_scientific_journal-1458	178	7	and	and	CCONJ
american_scientific_journal-1458	178	8	j.	j.	PROPN
american_scientific_journal-1458	178	9	a.	a.	PROPN
american_scientific_journal-1458	178	10	patton	patton	PROPN
american_scientific_journal-1458	178	11	.	.	PUNCT
american_scientific_journal-1458	179	1	what	what	PRON
american_scientific_journal-1458	179	2	is	be	AUX
american_scientific_journal-1458	179	3	a	a	DET
american_scientific_journal-1458	179	4	good	good	ADJ
american_scientific_journal-1458	179	5	volatility	volatility	NOUN
american_scientific_journal-1458	179	6	model	model	NOUN
american_scientific_journal-1458	179	7	?	?	PUNCT
american_scientific_journal-1458	180	1	quantitative	quantitative	ADJ
american_scientific_journal-1458	180	2	finance	finance	NOUN
american_scientific_journal-1458	180	3	,	,	PUNCT
american_scientific_journal-1458	180	4	1:237–245	1:237–245	NUM
american_scientific_journal-1458	180	5	,	,	PUNCT
american_scientific_journal-1458	180	6	2001	2001	NUM
american_scientific_journal-1458	180	7	.	.	PUNCT
american_scientific_journal-1458	181	1	[	[	X
american_scientific_journal-1458	181	2	23	23	NUM
american_scientific_journal-1458	181	3	]	]	PUNCT
american_scientific_journal-1458	181	4	t.	t.	PROPN
american_scientific_journal-1458	181	5	bollerslev	bollerslev	NOUN
american_scientific_journal-1458	181	6	.	.	PUNCT
american_scientific_journal-1458	182	1	generalized	generalize	VERB
american_scientific_journal-1458	182	2	autoregressive	autoregressive	ADJ
american_scientific_journal-1458	182	3	conditional	conditional	ADJ
american_scientific_journal-1458	182	4	heteroscedasticity	heteroscedasticity	NOUN
american_scientific_journal-1458	182	5	.	.	PUNCT
american_scientific_journal-1458	182	6	journal	journal	PROPN
american_scientific_journal-1458	182	7	of	of	ADP
american_scientific_journal-1458	182	8	econometrics	econometric	NOUN
american_scientific_journal-1458	182	9	,	,	PUNCT
american_scientific_journal-1458	182	10	31:307–327	31:307–327	NUM
american_scientific_journal-1458	182	11	,	,	PUNCT
american_scientific_journal-1458	182	12	1986	1986	NUM
american_scientific_journal-1458	182	13	.	.	PUNCT
american_scientific_journal-1458	183	1	[	[	X
american_scientific_journal-1458	183	2	24	24	NUM
american_scientific_journal-1458	183	3	]	]	PUNCT
american_scientific_journal-1458	183	4	t.	t.	NOUN
american_scientific_journal-1458	183	5	trilochan	trilochan	PROPN
american_scientific_journal-1458	183	6	and	and	CCONJ
american_scientific_journal-1458	183	7	a.	a.	PROPN
american_scientific_journal-1458	183	8	g.	g.	PROPN
american_scientific_journal-1458	183	9	luis	luis	PROPN
american_scientific_journal-1458	183	10	.	.	PUNCT
american_scientific_journal-1458	184	1	suitability	suitability	NOUN
american_scientific_journal-1458	184	2	of	of	ADP
american_scientific_journal-1458	184	3	volatility	volatility	NOUN
american_scientific_journal-1458	184	4	models	model	NOUN
american_scientific_journal-1458	184	5	for	for	ADP
american_scientific_journal-1458	184	6	forecasting	forecast	VERB
american_scientific_journal-1458	184	7	stock	stock	NOUN
american_scientific_journal-1458	184	8	market	market	NOUN
american_scientific_journal-1458	184	9	returns	return	NOUN
american_scientific_journal-1458	184	10	:	:	PUNCT
american_scientific_journal-1458	184	11	a	a	DET
american_scientific_journal-1458	184	12	study	study	NOUN
american_scientific_journal-1458	184	13	on	on	ADP
american_scientific_journal-1458	184	14	the	the	DET
american_scientific_journal-1458	184	15	indian	indian	ADJ
american_scientific_journal-1458	184	16	national	national	PROPN
american_scientific_journal-1458	184	17	stock	stock	PROPN
american_scientific_journal-1458	184	18	exchange	exchange	PROPN
american_scientific_journal-1458	184	19	.	.	PUNCT
american_scientific_journal-1458	185	1	american	american	ADJ
american_scientific_journal-1458	185	2	journal	journal	PROPN
american_scientific_journal-1458	185	3	of	of	ADP
american_scientific_journal-1458	185	4	applied	apply	VERB
american_scientific_journal-1458	185	5	sciences	science	NOUN
american_scientific_journal-1458	185	6	,	,	PUNCT
american_scientific_journal-1458	185	7	7(11):1487	7(11):1487	NUM
american_scientific_journal-1458	185	8	–	–	PUNCT
american_scientific_journal-1458	185	9	1494	1494	NUM
american_scientific_journal-1458	185	10	,	,	PUNCT
american_scientific_journal-1458	185	11	2010	2010	NUM
american_scientific_journal-1458	185	12	.	.	PUNCT
american_scientific_journal-1458	186	1	[	[	X
american_scientific_journal-1458	186	2	25	25	NUM
american_scientific_journal-1458	186	3	]	]	X
american_scientific_journal-1458	186	4	taylor	taylor	PROPN
american_scientific_journal-1458	186	5	,	,	PUNCT
american_scientific_journal-1458	186	6	s.	s.	PROPN
american_scientific_journal-1458	186	7	j.	j.	PROPN
american_scientific_journal-1458	186	8	(	(	PUNCT
american_scientific_journal-1458	186	9	2005	2005	NUM
american_scientific_journal-1458	186	10	)	)	PUNCT
american_scientific_journal-1458	186	11	.	.	PUNCT
american_scientific_journal-1458	187	1	asset	asset	NOUN
american_scientific_journal-1458	187	2	price	price	NOUN
american_scientific_journal-1458	187	3	dynamics	dynamic	NOUN
american_scientific_journal-1458	187	4	,	,	PUNCT
american_scientific_journal-1458	187	5	volatility	volatility	NOUN
american_scientific_journal-1458	187	6	,	,	PUNCT
american_scientific_journal-1458	187	7	and	and	CCONJ
american_scientific_journal-1458	187	8	prediction	prediction	NOUN
american_scientific_journal-1458	187	9	.	.	PUNCT
american_scientific_journal-1458	188	1	princeton	princeton	PROPN
american_scientific_journal-1458	188	2	uni	uni	ADJ
american_scientific_journal-1458	188	3	-	-	ADJ
american_scientific_journal-1458	188	4	versity	versity	NOUN
american_scientific_journal-1458	188	5	press	press	NOUN
american_scientific_journal-1458	188	6	.	.	PUNCT
american_scientific_journal-1458	189	1	[	[	X
american_scientific_journal-1458	189	2	26	26	NUM
american_scientific_journal-1458	189	3	]	]	PUNCT
american_scientific_journal-1458	189	4	teräsvirta	teräsvirta	PROPN
american_scientific_journal-1458	189	5	,	,	PUNCT
american_scientific_journal-1458	189	6	t.	t.	PROPN
american_scientific_journal-1458	189	7	(	(	PUNCT
american_scientific_journal-1458	189	8	2008	2008	NUM
american_scientific_journal-1458	189	9	)	)	PUNCT
american_scientific_journal-1458	189	10	.	.	PUNCT
american_scientific_journal-1458	190	1	an	an	DET
american_scientific_journal-1458	190	2	introduction	introduction	NOUN
american_scientific_journal-1458	190	3	to	to	ADP
american_scientific_journal-1458	190	4	univariate	univariate	ADJ
american_scientific_journal-1458	190	5	garch	garch	NOUN
american_scientific_journal-1458	190	6	models	model	NOUN
american_scientific_journal-1458	190	7	.	.	PUNCT
american_scientific_journal-1458	191	1	in	in	ADP
american_scientific_journal-1458	191	2	t.g	t.g	PROPN
american_scientific_journal-1458	191	3	.	.	PROPN
american_scientific_journal-1458	191	4	andersen	andersen	PROPN
american_scientific_journal-1458	191	5	,	,	PUNCT
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american_scientific_journal-1458	191	7	.	.	PROPN
american_scientific_journal-1458	191	8	davis	davis	PROPN
american_scientific_journal-1458	191	9	,	,	PUNCT
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american_scientific_journal-1458	191	11	-	-	PUNCT
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american_scientific_journal-1458	191	13	kreiss	kreiss	NOUN
american_scientific_journal-1458	191	14	,	,	PUNCT
american_scientific_journal-1458	191	15	and	and	CCONJ
american_scientific_journal-1458	191	16	t.	t.	PROPN
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american_scientific_journal-1458	191	18	,	,	PUNCT
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american_scientific_journal-1458	191	20	,	,	PUNCT
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american_scientific_journal-1458	191	23	financial	financial	ADJ
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american_scientific_journal-1458	191	25	series	series	PROPN
american_scientific_journal-1458	191	26	,	,	PUNCT
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american_scientific_journal-1458	191	29	,	,	PUNCT
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american_scientific_journal-1458	191	31	.	.	PUNCT
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american_scientific_journal-1458	192	2	27	27	NUM
american_scientific_journal-1458	192	3	]	]	PUNCT
american_scientific_journal-1458	192	4	z.	z.	PROPN
american_scientific_journal-1458	192	5	s.	s.	PROPN
american_scientific_journal-1458	192	6	a	a	DET
american_scientific_journal-1458	192	7	suliman	suliman	NOUN
american_scientific_journal-1458	192	8	and	and	CCONJ
american_scientific_journal-1458	192	9	p.	p.	NOUN
american_scientific_journal-1458	192	10	winker	winker	NOUN
american_scientific_journal-1458	192	11	.	.	PUNCT
american_scientific_journal-1458	193	1	modelling	model	VERB
american_scientific_journal-1458	193	2	stock	stock	NOUN
american_scientific_journal-1458	193	3	market	market	NOUN
american_scientific_journal-1458	193	4	volatility	volatility	NOUN
american_scientific_journal-1458	193	5	using	use	VERB
american_scientific_journal-1458	193	6	univariate	univariate	ADJ
american_scientific_journal-1458	193	7	garch	garch	NOUN
american_scientific_journal-1458	193	8	models	model	NOUN
american_scientific_journal-1458	193	9	:	:	PUNCT
american_scientific_journal-1458	193	10	evidence	evidence	NOUN
american_scientific_journal-1458	193	11	from	from	ADP
american_scientific_journal-1458	193	12	sudan	sudan	PROPN
american_scientific_journal-1458	193	13	and	and	CCONJ
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american_scientific_journal-1458	193	15	.	.	PUNCT
american_scientific_journal-1458	194	1	international	international	ADJ
american_scientific_journal-1458	194	2	journal	journal	PROPN
american_scientific_journal-1458	194	3	of	of	ADP
american_scientific_journal-1458	194	4	economics	economic	NOUN
american_scientific_journal-1458	194	5	and	and	CCONJ
american_scientific_journal-1458	194	6	finance	finance	NOUN
american_scientific_journal-1458	194	7	,	,	PUNCT
american_scientific_journal-1458	194	8	4(8):161–176	4(8):161–176	NOUN
american_scientific_journal-1458	194	9	,	,	PUNCT
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american_scientific_journal-1458	194	11	.	.	PUNCT
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american_scientific_journal-1458	195	2	28	28	NUM
american_scientific_journal-1458	195	3	]	]	X
american_scientific_journal-1458	195	4	zivolt	zivolt	PROPN
american_scientific_journal-1458	195	5	,	,	PUNCT
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american_scientific_journal-1458	195	7	,	,	PUNCT
american_scientific_journal-1458	195	8	and	and	CCONJ
american_scientific_journal-1458	195	9	wang	wang	PROPN
american_scientific_journal-1458	195	10	,	,	PUNCT
american_scientific_journal-1458	195	11	j.	j.	PROPN
american_scientific_journal-1458	195	12	(	(	PUNCT
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american_scientific_journal-1458	195	14	)	)	PUNCT
american_scientific_journal-1458	195	15	.	.	PUNCT
american_scientific_journal-1458	196	1	modeling	model	VERB
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american_scientific_journal-1458	196	4	series	series	NOUN
american_scientific_journal-1458	196	5	with	with	ADP
american_scientific_journal-1458	196	6	s	s	NOUN
american_scientific_journal-1458	196	7	-	-	PUNCT
american_scientific_journal-1458	196	8	plus	plus	ADJ
american_scientific_journal-1458	196	9	,	,	PUNCT
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american_scientific_journal-1458	196	12	.	.	PUNCT
american_scientific_journal-1458	197	1	springer	springer	NOUN
american_scientific_journal-1458	197	2	-	-	PUNCT
american_scientific_journal-1458	197	3	verlag	verlag	PROPN
american_scientific_journal-1458	197	4	,	,	PUNCT
american_scientific_journal-1458	197	5	new	new	PROPN
american_scientific_journal-1458	197	6	york	york	PROPN
american_scientific_journal-1458	197	7	.	.	PUNCT