id	sid	eid	entity	type
ajfa-1827	1	1	microsoft	ORG
ajfa-1827	1	2	doi:10.5	CARDINAL
ajfa-1827	1	3	today	DATE
ajfa-1827	1	4	pract classifie	ORG
ajfa-1827	2	1	january	DATE
ajfa-1827	3	1	may 21, 5296	DATE
ajfa-1827	3	2	tical	ORG
ajfa-1827	3	3	2000	DATE
ajfa-1827	3	4	finan	GPE
ajfa-1827	4	1	216-22	CARDINAL
ajfa-1827	4	2	2012	DATE
ajfa-1827	4	3	4i2.1827	CARDINAL
ajfa-1827	5	1	december	DATE
ajfa-1827	5	2	2	CARDINAL
ajfa-1827	5	3	2010	DATE
ajfa-1827	6	1	379 een	QUANTITY
ajfa-1827	6	2	el kaouther	PERSON
ajfa-1827	6	3	ecember 15	DATE
ajfa-1827	6	4	tp://dx.doi.o tal markets research	ORG
ajfa-1827	6	5	assoc analysis	ORG
ajfa-1827	6	6	dai	ORG
ajfa-1827	6	7	phd institute	ORG
ajfa-1827	6	8	016	CARDINAL
ajfa-1827	6	9	5, 2012	DATE
ajfa-1827	6	10	hurst	ORG
ajfa-1827	6	11	daily	DATE
ajfa-1827	6	12	hurst	ORG
ajfa-1827	6	13	tunisia	GPE
ajfa-1827	7	1	ar finance & ac issn	ORG
ajfa-1827	7	2	19 2012	DATE
ajfa-1827	9	1	december 1 1827	DATE
ajfa-1827	9	2	disto sistence	PERSON
ajfa-1827	9	3	effe	NORP
ajfa-1827	9	4	21	CARDINAL
ajfa-1827	9	5	946-052x 4	MONEY
ajfa-1827	9	6	2	CARDINAL
ajfa-1827	9	7	7, 2012	DATE
ajfa-1827	11	1	gener	PERSON
ajfa-1827	11	2	1	CARDINAL
ajfa-1827	11	3	2	CARDINAL
ajfa-1827	11	4	joseph	PERSON
ajfa-1827	11	5	seven-year	DATE
ajfa-1827	12	1	ain informa	PERSON
ajfa-1827	12	2	norma gaussian l	ORG
ajfa-1827	12	3	one	CARDINAL
ajfa-1827	13	1	wi ce	PERSON
ajfa-1827	14	1	seven	QUANTITY
ajfa-1827	16	1	un	ORG
ajfa-1827	18	1	calle heir equilib	PERSON
ajfa-1827	18	2	va ce	FAC
ajfa-1827	19	1	wh nable	PERSON
ajfa-1827	19	2	infl	ORG
ajfa-1827	19	3	achelier1	PERSON
ajfa-1827	19	4	plementatio	ORG
ajfa-1827	20	1	lon alue	PERSON
ajfa-1827	22	1	march 29	DATE
ajfa-1827	22	2	joseph	PERSON
ajfa-1827	22	3	199 ng	QUANTITY
ajfa-1827	22	4	tim 380	PERSON
ajfa-1827	22	5	suppr	PERSON
ajfa-1827	22	6	sive deviati o	PERSON
ajfa-1827	23	1	9, 1900	DATE
ajfa-1827	24	1	98	CARDINAL
ajfa-1827	25	1	asian	NORP
ajfa-1827	25	2	sec	ORG
ajfa-1827	26	1	e future prof t	ORG
ajfa-1827	26	2	distrib	ORG
ajfa-1827	26	3	o	DATE
ajfa-1827	26	4	knowle g	PERSON
ajfa-1827	28	1	o	DATE
ajfa-1827	28	2	wallis 19	DATE
ajfa-1827	28	3	joseph con	PERSON
ajfa-1827	28	4	f kets	PERSON
ajfa-1827	28	5	the co ut future eve ould	ORG
ajfa-1827	33	1	mark rtingale	PERSON
ajfa-1827	34	1	asting devia	PERSON
ajfa-1827	35	1	1973	DATE
ajfa-1827	35	2	68	DATE
ajfa-1827	36	1	19 2012	DATE
ajfa-1827	38	1	kn	PERSON
ajfa-1827	38	2	o ry.	PERSON
ajfa-1827	39	1	ations betw	PERSON
ajfa-1827	40	1	946-052x 4	MONEY
ajfa-1827	40	2	2	CARDINAL
ajfa-1827	41	1	bible	WORK_OF_ART
ajfa-1827	42	1	obj	ORG
ajfa-1827	42	2	uk	GPE
ajfa-1827	42	3	2	CARDINAL
ajfa-1827	43	1	1951	DATE
ajfa-1827	43	2	1978	DATE
ajfa-1827	44	1	the s& p5 hts	ORG
ajfa-1827	44	2	1996	DATE
ajfa-1827	44	3	daily	DATE
ajfa-1827	44	4	21	CARDINAL
ajfa-1827	44	5	japan	GPE
ajfa-1827	44	6	africa	LOC
ajfa-1827	45	1	o	DATE
ajfa-1827	46	1	revi henomenon mer newco ence structu	ORG
ajfa-1827	46	2	1957	DATE
ajfa-1827	46	3	rud	ORG
ajfa-1827	46	4	1991	DATE
ajfa-1827	46	5	rese	NORP
ajfa-1827	46	6	rch	ORG
ajfa-1827	46	7	500	CARDINAL
ajfa-1827	46	8	1999	DATE
ajfa-1827	46	9	200	CARDINAL
ajfa-1827	46	10	ypt	ORG
ajfa-1827	46	11	saudi	NORP
ajfa-1827	46	12	iew	ORG
ajfa-1827	46	13	19	CARDINAL
ajfa-1827	46	14	ates	PERSON
ajfa-1827	46	15	lo	PERSON
ajfa-1827	46	16	lo e volatility onally	ORG
ajfa-1827	46	17	19	CARDINAL
ajfa-1827	46	18	ret	ORG
ajfa-1827	46	19	arabia	GPE
ajfa-1827	46	20	sou indonesia	GPE
ajfa-1827	46	21	first	ORDINAL
ajfa-1827	46	22	li	PERSON
ajfa-1827	47	1	989	CARDINAL
ajfa-1827	47	2	1991	DATE
ajfa-1827	47	3	381	CARDINAL
ajfa-1827	47	4	ong memor mance	PERSON
ajfa-1827	47	5	p cal	ORG
ajfa-1827	47	6	chao 991	PERSON
ajfa-1827	47	7	ret	ORG
ajfa-1827	47	8	uth korea	GPE
ajfa-1827	47	9	brazil	GPE
ajfa-1827	47	10	mexi iterature	ORG
ajfa-1827	47	11	second	ORDINAL
ajfa-1827	48	1	t ame import	ORG
ajfa-1827	48	2	1968	DATE
ajfa-1827	49	1	sowell	ORG
ajfa-1827	49	2	19 ea	CARDINAL
ajfa-1827	49	3	1991	DATE
ajfa-1827	50	1	asian	NORP
ajfa-1827	50	2	these s past one	DATE
ajfa-1827	51	1	u.s.	GPE
ajfa-1827	51	2	ma	PERSON
ajfa-1827	51	3	argentina	GPE
ajfa-1827	51	4	ico	GPE
ajfa-1827	51	5	china	GPE
ajfa-1827	51	6	rese	NORP
ajfa-1827	51	7	18	CARDINAL
ajfa-1827	51	8	1	CARDINAL
ajfa-1827	51	9	992	CARDINAL
ajfa-1827	52	1	arfima p lsen	GPE
ajfa-1827	52	2	1996	DATE
ajfa-1827	52	3	baillie	PERSON
ajfa-1827	52	4	199	CARDINAL
ajfa-1827	54	1	seven	CARDINAL
ajfa-1827	54	2	australia	GPE
ajfa-1827	54	3	india	GPE
ajfa-1827	54	4	h cal	ORG
ajfa-1827	54	5	895	CARDINAL
ajfa-1827	54	6	o	DATE
ajfa-1827	54	7	972	CARDINAL
ajfa-1827	54	8	zin	ORG
ajfa-1827	54	9	96	CARDINAL
ajfa-1827	54	10	19 2012	DATE
ajfa-1827	55	1	financ ny	ORG
ajfa-1827	55	2	peter opong	PERSON
ajfa-1827	56	1	w	PERSON
ajfa-1827	56	2	russia	GPE
ajfa-1827	58	1	1993	DATE
ajfa-1827	60	1	20	CARDINAL
ajfa-1827	60	2	946-052x 4	QUANTITY
ajfa-1827	60	3	2	CARDINAL
ajfa-1827	60	4	1994	DATE
ajfa-1827	61	1	indian	NORP
ajfa-1827	61	2	italy	GPE
ajfa-1827	61	3	tunisia	GPE
ajfa-1827	61	4	seven	CARDINAL
ajfa-1827	62	1	s. hurst	PERSON
ajfa-1827	62	2	nd hipel eries	ORG
ajfa-1827	62	3	includin	ORG
ajfa-1827	62	4	czech	NORP
ajfa-1827	62	5	lrd time	ORG
ajfa-1827	62	6	david	PERSON
ajfa-1827	62	7	averag david g	PERSON
ajfa-1827	63	1	3	CARDINAL
ajfa-1827	63	2	dete mandel standard floods	ORG
ajfa-1827	64	1	1994	DATE
ajfa-1827	64	2	2	CARDINAL
ajfa-1827	65	1	tera earity	PERSON
ajfa-1827	65	2	tim ng	PERSON
ajfa-1827	65	3	j jagric	PERSON
ajfa-1827	66	1	poland	GPE
ajfa-1827	66	2	t mcmillan	PERSON
ajfa-1827	66	3	uk	GPE
ajfa-1827	68	1	w g. mcmilla y	PERSON
ajfa-1827	68	2	dep	GPE
ajfa-1827	69	1	st exponent nvention	PERSON
ajfa-1827	70	1	provid asvirta	PERSON
ajfa-1827	70	2	200	CARDINAL
ajfa-1827	71	1	financ	ORG
ajfa-1827	71	2	1999	DATE
ajfa-1827	71	3	lrd an	ORG
ajfa-1827	71	4	hungary	GPE
ajfa-1827	71	5	slovakia	GPE
ajfa-1827	73	1	tim an, pako	PERSON
ajfa-1827	73	2	ary 2000	DATE
ajfa-1827	74	1	hurst	ORG
ajfa-1827	74	2	s.	PERSON
ajfa-1827	74	3	memor andard devia de	PERSON
ajfa-1827	74	4	9	CARDINAL
ajfa-1827	75	1	nik	PERSON
ajfa-1827	76	1	lo arfima	PERSON
ajfa-1827	76	2	motej jagric upayagale	PERSON
ajfa-1827	76	3	three	CARDINAL
ajfa-1827	76	4	december	DATE
ajfa-1827	77	1	stu ry	PERSON
ajfa-1827	78	1	382	CARDINAL
ajfa-1827	78	2	2001	DATE
ajfa-1827	79	1	tw	GPE
ajfa-1827	79	2	slovenia	GPE
ajfa-1827	79	3	2009	DATE
ajfa-1827	79	4	the behav ave	ORG
ajfa-1827	79	5	implica ong	PERSON
ajfa-1827	79	6	boris po	PERSON
ajfa-1827	79	7	2009	DATE
ajfa-1827	79	8	2010	DATE
ajfa-1827	80	1	asian	NORP
ajfa-1827	80	2	2005	DATE
ajfa-1827	80	3	six	CARDINAL
ajfa-1827	80	4	markets hurst	ORG
ajfa-1827	80	5	expo nal propert es.	PRODUCT
ajfa-1827	81	1	d.	NORP
ajfa-1827	81	2	equi ations	PERSON
ajfa-1827	81	3	y hurst	PERSON
ajfa-1827	81	4	19	CARDINAL
ajfa-1827	81	5	capac rical law of discharges o n journal	ORG
ajfa-1827	81	6	aillie et al	PERSON
ajfa-1827	82	1	wi	ORG
ajfa-1827	82	2	componen arison	PERSON
ajfa-1827	83	1	marko ko	PERSON
ajfa-1827	84	1	951	CARDINAL
ajfa-1827	84	2	hurst	ORG
ajfa-1827	84	3	19 2012	DATE
ajfa-1827	86	1	1996	DATE
ajfa-1827	88	1	20	CARDINAL
ajfa-1827	88	2	the phe mory pheno nge	ORG
ajfa-1827	88	3	hurst	ORG
ajfa-1827	88	4	946-052x 4	MONEY
ajfa-1827	88	5	2	CARDINAL
ajfa-1827	88	6	lrd	PERSON
ajfa-1827	88	7	005	CARDINAL
ajfa-1827	88	8	21	CARDINAL
ajfa-1827	88	9	nile	LOC
ajfa-1827	88	10	hurst	ORG
ajfa-1827	88	11	1	CARDINAL
ajfa-1827	89	1	bresc	ORG
ajfa-1827	89	2	sta	PERSON
ajfa-1827	89	3	constan	GPE
ajfa-1827	89	4	hurst	ORG
ajfa-1827	89	5	1	CARDINAL
ajfa-1827	90	1	22	CARDINAL
ajfa-1827	90	2	sta	PERSON
ajfa-1827	90	3	st nge	GPE
ajfa-1827	90	4	alw hurst	PERSON
ajfa-1827	90	5	tim th	PERSON
ajfa-1827	90	6	19	CARDINAL
ajfa-1827	90	7	hurst	ORG
ajfa-1827	90	8	2h-1-1	CARDINAL
ajfa-1827	90	9	three	CARDINAL
ajfa-1827	91	1	1	CARDINAL
ajfa-1827	91	2	w	GPE
ajfa-1827	91	3	2	CARDINAL
ajfa-1827	93	1	997	DATE
ajfa-1827	93	2	mignon ent	ORG
ajfa-1827	94	1	0	CARDINAL
ajfa-1827	94	2	max ∑ viation	PERSON
ajfa-1827	95	1	efore	ORG
ajfa-1827	95	2	383	CARDINAL
ajfa-1827	96	1	li h<1	PERSON
ajfa-1827	96	2	0	CARDINAL
ajfa-1827	97	1	josep asian	NORP
ajfa-1827	97	2	hurst	ORG
ajfa-1827	99	1	tim	PERSON
ajfa-1827	101	1	ike	PERSON
ajfa-1827	102	1	f st exponent ould	ORG
ajfa-1827	104	1	lo ations	PERSON
ajfa-1827	105	1	19 2012	DATE
ajfa-1827	106	1	andard devi ons	PERSON
ajfa-1827	106	2	1	CARDINAL
ajfa-1827	106	3	0	CARDINAL
ajfa-1827	108	1	946-052x 4	QUANTITY
ajfa-1827	108	2	2	CARDINAL
ajfa-1827	109	1	.73	GPE
ajfa-1827	110	1	0	CARDINAL
ajfa-1827	110	2	ver theoreti	PERSON
ajfa-1827	110	3	kt	ORG
ajfa-1827	110	4	φ	ORG
ajfa-1827	111	1	nega ine	PERSON
ajfa-1827	112	1	rm depende	GPE
ajfa-1827	112	2	199	CARDINAL
ajfa-1827	112	3	ights wj	PERSON
ajfa-1827	113	1	wj	PERSON
ajfa-1827	114	1	urst exponen ensity	ORG
ajfa-1827	114	2	lon r/s	ORG
ajfa-1827	114	3	91	CARDINAL
ajfa-1827	114	4	ese	NORP
ajfa-1827	114	5	1	CARDINAL
ajfa-1827	114	6	kt	ORG
ajfa-1827	114	7	statisti ange	PERSON
ajfa-1827	114	8	introd endence	PERSON
ajfa-1827	115	1	lo	PERSON
ajfa-1827	115	2	199	CARDINAL
ajfa-1827	115	3	2	CARDINAL
ajfa-1827	115	4	andrews	PERSON
ajfa-1827	115	5	19k	CARDINAL
ajfa-1827	115	6	ω 384	ORG
ajfa-1827	116	1	ong memor	PERSON
ajfa-1827	116	2	1991	DATE
ajfa-1827	116	3	1	CARDINAL
ajfa-1827	117	1	2	CARDINAL
ajfa-1827	117	2	newey	ORG
ajfa-1827	117	3	991	CARDINAL
ajfa-1827	119	1	3t2	CARDINAL
ajfa-1827	119	2	ω 1	ORG
ajfa-1827	119	3	asian	NORP
ajfa-1827	120	1	hurst	ORG
ajfa-1827	120	2	195	CARDINAL
ajfa-1827	121	1	1	CARDINAL
ajfa-1827	121	2	2	CARDINAL
ajfa-1827	121	3	1	CARDINAL
ajfa-1827	121	4	f revious peri ss	ORG
ajfa-1827	122	1	1	CARDINAL
ajfa-1827	122	2	987	CARDINAL
ajfa-1827	123	1	19 2012	DATE
ajfa-1827	126	1	946-052x 4	QUANTITY
ajfa-1827	126	2	2	CARDINAL
ajfa-1827	127	1	lo	PERSON
ajfa-1827	127	2	199	CARDINAL
ajfa-1827	127	3	ge	ORG
ajfa-1827	128	1	t nonstati	DATE
ajfa-1827	128	2	hosking notewor	PERSON
ajfa-1827	129	1	0	CARDINAL
ajfa-1827	129	2	91	CARDINAL
ajfa-1827	129	3	arfima ma	PERSON
ajfa-1827	130	1	arima	ORG
ajfa-1827	130	2	para eger coeffi y	PERSON
ajfa-1827	132	1	1981	DATE
ajfa-1827	132	2	1/2	CARDINAL
ajfa-1827	133	1	1/2	CARDINAL
ajfa-1827	135	1	fima proce	ORG
ajfa-1827	135	2	lo	PERSON
ajfa-1827	135	3	1991	DATE
ajfa-1827	136	1	ong memor g	PERSON
ajfa-1827	136	2	g ma	PERSON
ajfa-1827	138	1	1	CARDINAL
ajfa-1827	138	2	385 √	QUANTITY
ajfa-1827	138	3	20	CARDINAL
ajfa-1827	138	4	granger	PERSON
ajfa-1827	138	5	jenkins	PERSON
ajfa-1827	138	6	w	GPE
ajfa-1827	139	1	198	CARDINAL
ajfa-1827	139	2	asian	NORP
ajfa-1827	139	3	o 002	DATE
ajfa-1827	140	1	1	CARDINAL
ajfa-1827	140	2	r. ma	PERSON
ajfa-1827	140	3	accoun	ORG
ajfa-1827	141	1	0	CARDINAL
ajfa-1827	142	1	19	CARDINAL
ajfa-1827	142	2	0	CARDINAL
ajfa-1827	143	1	1991	DATE
ajfa-1827	144	1	1980	DATE
ajfa-1827	145	1	howev	PERSON
ajfa-1827	145	2	al gaussian lly	ORG
ajfa-1827	145	3	991	CARDINAL
ajfa-1827	145	4	19 2012	DATE
ajfa-1827	147	1	sid ticity	PERSON
ajfa-1827	147	2	19 exponent	QUANTITY
ajfa-1827	147	3	946-052x 4	MONEY
ajfa-1827	147	4	2	CARDINAL
ajfa-1827	148	1	981	CARDINAL
ajfa-1827	148	2	menon	PERSON
ajfa-1827	149	1	longif -1	ORG
ajfa-1827	149	2	4	CARDINAL
ajfa-1827	149	3	emp	ORG
ajfa-1827	149	4	daily	DATE
ajfa-1827	149	5	january	DATE
ajfa-1827	149	6	three	CARDINAL
ajfa-1827	149	7	stu	PERSON
ajfa-1827	150	1	arf	ORG
ajfa-1827	150	2	-term	DATE
ajfa-1827	150	3	pirical evid	ORG
ajfa-1827	150	4	21	CARDINAL
ajfa-1827	150	5	countr ng powers	PERSON
ajfa-1827	150	6	2000	DATE
ajfa-1827	150	7	stu rst	PERSON
ajfa-1827	150	8	towa sence	PERSON
ajfa-1827	151	1	respectivel ance	PERSON
ajfa-1827	151	2	three	CARDINAL
ajfa-1827	151	3	1	CARDINAL
ajfa-1827	151	4	sym	ORG
ajfa-1827	151	5	o 3	DATE
ajfa-1827	151	6	fima proce ndency	ORG
ajfa-1827	152	1	zero	CARDINAL
ajfa-1827	153	1	7	CARDINAL
ajfa-1827	153	2	20	CARDINAL
ajfa-1827	153	3	udy ard explorin	ORG
ajfa-1827	155	1	1992	DATE
ajfa-1827	156	1	tematic	NORP
ajfa-1827	156	2	umns	GPE
ajfa-1827	156	3	4	CARDINAL
ajfa-1827	156	4	ates	PERSON
ajfa-1827	156	5	retu mmetrical	PERSON
ajfa-1827	156	6	around zero	CARDINAL
ajfa-1827	157	1	ec	ORG
ajfa-1827	157	2	010	CARDINAL
ajfa-1827	159	1	som l	FAC
ajfa-1827	159	2	4	CARDINAL
ajfa-1827	159	3	provid ypothesis	PERSON
ajfa-1827	159	4	386	CARDINAL
ajfa-1827	161	1	19	CARDINAL
ajfa-1827	162	1	sugg uch	PERSON
ajfa-1827	162	2	linear de	ORG
ajfa-1827	162	3	usi k	PERSON
ajfa-1827	162	4	flatt ollow norm	PERSON
ajfa-1827	163	1	zero	CARDINAL
ajfa-1827	163	2	asian	NORP
ajfa-1827	163	3	dard arma autocorrela	PERSON
ajfa-1827	163	4	1 88	DATE
ajfa-1827	163	5	non-lin	PERSON
ajfa-1827	164	1	1/2	CARDINAL
ajfa-1827	164	2	ations	ORG
ajfa-1827	164	3	7	CARDINAL
ajfa-1827	165	1	1981	DATE
ajfa-1827	166	1	the k finance & ac issn	ORG
ajfa-1827	166	2	19 2012	DATE
ajfa-1827	168	1	1	CARDINAL
ajfa-1827	169	1	simila	ORG
ajfa-1827	169	2	three	CARDINAL
ajfa-1827	170	1	1996	DATE
ajfa-1827	170	2	946-052x 4	MONEY
ajfa-1827	170	3	2	CARDINAL
ajfa-1827	170	4	7	CARDINAL
ajfa-1827	170	5	phillips	ORG
ajfa-1827	170	6	kpss lude	PERSON
ajfa-1827	172	1	jarqueskewne coeffici	PERSON
ajfa-1827	172	2	the jar chi-squ	FAC
ajfa-1827	173	1	ku	PERSON
ajfa-1827	173	2	the null hyp e critical va	ORG
ajfa-1827	173	3	w	ORG
ajfa-1827	173	4	tw	ORG
ajfa-1827	173	5	pra cal	ORG
ajfa-1827	176	1	rej ters	PERSON
ajfa-1827	177	1	w	PERSON
ajfa-1827	177	2	jse	PERSON
ajfa-1827	178	1	actice	PERSON
ajfa-1827	178	2	conv ndom varia of return	ORG
ajfa-1827	178	3	387	CARDINAL
ajfa-1827	178	4	two	CARDINAL
ajfa-1827	180	1	eir significa	PERSON
ajfa-1827	180	2	sse	ORG
ajfa-1827	180	3	stu	PERSON
ajfa-1827	180	4	li	PERSON
ajfa-1827	180	5	ates	PERSON
ajfa-1827	181	1	one	CARDINAL
ajfa-1827	182	1	asian	NORP
ajfa-1827	183	1	appendix 1 ance	PERSON
ajfa-1827	183	2	ise-10	NORP
ajfa-1827	183	3	exhibi ferent	PERSON
ajfa-1827	183	4	gaus tel	PERSON
ajfa-1827	183	5	rns	PERSON
ajfa-1827	185	1	wh n	ORG
ajfa-1827	185	2	the distrib mptotic dis	ORG
ajfa-1827	185	3	chi-squ	ORG
ajfa-1827	187	1	zero	CARDINAL
ajfa-1827	187	2	indica sian distrib	PERSON
ajfa-1827	187	3	nating	PERSON
ajfa-1827	187	4	cont onary	ORG
ajfa-1827	188	1	o	DATE
ajfa-1827	188	2	ho	PERSON
ajfa-1827	188	3	19 2012	DATE
ajfa-1827	191	1	confi ets	PERSON
ajfa-1827	192	1	1	CARDINAL
ajfa-1827	192	2	va	GPE
ajfa-1827	192	3	946-052x 4	MONEY
ajfa-1827	192	4	2	CARDINAL
ajfa-1827	194	1	philli phillips	PERSON
ajfa-1827	194	2	asympto	PERSON
ajfa-1827	195	1	the te heterosc	ORG
ajfa-1827	195	2	1979)3	DATE
ajfa-1827	195	3	3	CARDINAL
ajfa-1827	196	1	phillips	PERSON
ajfa-1827	196	2	the inde pothesis	ORG
ajfa-1827	197	1	ret uare	ORG
ajfa-1827	197	2	one	CARDINAL
ajfa-1827	198	1	w	ORG
ajfa-1827	198	2	1988	DATE
ajfa-1827	198	3	1988	DATE
ajfa-1827	198	4	1	CARDINAL
ajfa-1827	199	1	dickey ful w. ki	PERSON
ajfa-1827	199	2	phillips	PERSON
ajfa-1827	200	1	w moscedastici	FAC
ajfa-1827	200	2	te tain	ORG
ajfa-1827	200	3	estima	PERSON
ajfa-1827	200	4	identi hillips-perro alues	PERSON
ajfa-1827	200	5	kwia ative hypoth alculated va	ORG
ajfa-1827	200	6	ann e	PERSON
ajfa-1827	200	7	usef	PERSON
ajfa-1827	201	1	trevor	PERSON
ajfa-1827	201	2	388	CARDINAL
ajfa-1827	201	3	n and/or hete cal	ORG
ajfa-1827	202	1	1	CARDINAL
ajfa-1827	202	2	1	CARDINAL
ajfa-1827	204	1	adr	ORG
ajfa-1827	204	2	asian	NORP
ajfa-1827	204	3	r.	NORP
ajfa-1827	204	4	1992	DATE
ajfa-1827	205	1	al	PERSON
ajfa-1827	205	2	1992	DATE
ajfa-1827	205	3	rian	NORP
ajfa-1827	205	4	dic errors	ORG
ajfa-1827	206	1	dickey fulle ler	PERSON
ajfa-1827	206	2	19 2012	DATE
ajfa-1827	207	1	furtherm tical	PERSON
ajfa-1827	207	2	instruc	ORG
ajfa-1827	207	3	roo ems	ORG
ajfa-1827	207	4	t. g critical va s	FAC
ajfa-1827	209	1	946-052x 4	QUANTITY
ajfa-1827	209	2	2	CARDINAL
ajfa-1827	209	3	1	CARDINAL
ajfa-1827	209	4	1	CARDINAL
ajfa-1827	209	5	s st	GPE
ajfa-1827	209	6	no s random wal 1	ORG
ajfa-1827	210	1	t 1	DATE
ajfa-1827	210	2	corre	NORP
ajfa-1827	210	3	obs elays	DATE
ajfa-1827	211	1	wh city	GPE
ajfa-1827	211	2	o	DATE
ajfa-1827	211	3	coe	ORG
ajfa-1827	211	4	chi-squar ation	ORG
ajfa-1827	211	5	389	CARDINAL
ajfa-1827	212	1	giv t δ k	PERSON
ajfa-1827	212	2	aracter	PERSON
ajfa-1827	212	3	5%	PERCENT
ajfa-1827	212	4	cor	ORG
ajfa-1827	212	5	s. order k. -1	PERSON
ajfa-1827	212	6	36	CARDINAL
ajfa-1827	213	1	19 2012	DATE
ajfa-1827	214	1	ntly	DATE
ajfa-1827	214	2	946-052x 4	MONEY
ajfa-1827	214	3	2	CARDINAL
ajfa-1827	215	1	effic depende	ORG
ajfa-1827	215	2	1987	DATE
ajfa-1827	215	3	4	CARDINAL
ajfa-1827	215	4	indep x-pierce tes s	PERSON
ajfa-1827	215	5	one	CARDINAL
ajfa-1827	218	1	includin st	PERSON
ajfa-1827	218	2	m. the resu d	PERSON
ajfa-1827	221	1	un	ORG
ajfa-1827	222	1	scheinkm s	ORG
ajfa-1827	222	2	tim ng linear	PERSON
ajfa-1827	222	3	al ection	PERSON
ajfa-1827	222	4	1996	DATE
ajfa-1827	223	1	at least 5	CARDINAL
ajfa-1827	223	2	depende dence	ORG
ajfa-1827	223	3	non-linear	ORG
ajfa-1827	223	4	390	CARDINAL
ajfa-1827	223	5	giv pierce	ORG
ajfa-1827	223	6	s k	PERSON
ajfa-1827	223	7	contra	NORP
ajfa-1827	224	1	non-l	ORG
ajfa-1827	224	2	test4	ORG
ajfa-1827	224	3	e linear depen of returns	ORG
ajfa-1827	225	1	nonlin	GPE
ajfa-1827	226	1	500	CARDINAL
ajfa-1827	227	1	asian	NORP
ajfa-1827	228	1	financ	ORG
ajfa-1827	228	2	brock	GPE
ajfa-1827	228	3	dec cal signific gral	GPE
ajfa-1827	228	4	stoch	GPE
ajfa-1827	228	5	determ	GPE
ajfa-1827	228	6	fort	GPE
ajfa-1827	229	1	chi-squ	ORG
ajfa-1827	231	1	1	CARDINAL
ajfa-1827	232	1	su cial markets ock	PERSON
ajfa-1827	232	2	cor robability	ORG
ajfa-1827	232	3	hsieh pothesis yie yzes bds	PERSON
ajfa-1827	233	1	19 2012	DATE
ajfa-1827	234	1	www.macrothi uare	PERSON
ajfa-1827	234	2	wi pendix	FAC
ajfa-1827	234	3	1	CARDINAL
ajfa-1827	235	1	1987	DATE
ajfa-1827	235	2	sche alk	PERSON
ajfa-1827	235	3	1991	DATE
ajfa-1827	236	1	946-052x 4	MONEY
ajfa-1827	236	2	2	CARDINAL
ajfa-1827	237	1	n (1996	DATE
ajfa-1827	237	2	o	DATE
ajfa-1827	237	3	nditions	PERSON
ajfa-1827	237	4	ze	ORG
ajfa-1827	237	5	2	CARDINAL
ajfa-1827	237	6	5	CARDINAL
ajfa-1827	237	7	resu	NORP
ajfa-1827	237	8	second	ORDINAL
ajfa-1827	237	9	hurst	PERSON
ajfa-1827	237	10	5%	PERCENT
ajfa-1827	238	1	informa characte	PERSON
ajfa-1827	238	2	al ro correlati σ	PERSON
ajfa-1827	238	3	6	CARDINAL
ajfa-1827	238	4	1	CARDINAL
ajfa-1827	239	1	pe exponents ar ot	NORP
ajfa-1827	239	2	n work arou h	ORG
ajfa-1827	239	3	one	CARDINAL
ajfa-1827	240	1	th ems	ORG
ajfa-1827	245	1	96	CARDINAL
ajfa-1827	245	2	2	CARDINAL
ajfa-1827	245	3	only six	CARDINAL
ajfa-1827	245	4	infor ny	ORG
ajfa-1827	245	5	one	CARDINAL
ajfa-1827	245	6	al	PERSON
ajfa-1827	245	7	wi	ORG
ajfa-1827	245	8	2	CARDINAL
ajfa-1827	246	1	han 1/2	LAW
ajfa-1827	246	2	391	CARDINAL
ajfa-1827	247	1	cor	ORG
ajfa-1827	247	2	0	CARDINAL
ajfa-1827	247	3	1,620	CARDINAL
ajfa-1827	247	4	45	CARDINAL
ajfa-1827	248	1	asian	NORP
ajfa-1827	248	2	xj	GPE
ajfa-1827	250	1	2	CARDINAL
ajfa-1827	250	2	tical	ORG
ajfa-1827	250	3	47	CARDINAL
ajfa-1827	250	4	one	CARDINAL
ajfa-1827	252	1	n journal	ORG
ajfa-1827	252	2	sta	PERSON
ajfa-1827	254	1	the trad ave	ORG
ajfa-1827	254	2	previou ry	PERSON
ajfa-1827	254	3	ret	ORG
ajfa-1827	254	4	& ac issn	ORG
ajfa-1827	254	5	19 2012	DATE
ajfa-1827	255	1	cor	ORG
ajfa-1827	255	2	andard devi	PERSON
ajfa-1827	255	3	lin ol	PERSON
ajfa-1827	256	1	beca onal	PERSON
ajfa-1827	256	2	1991	DATE
ajfa-1827	256	3	w	PERSON
ajfa-1827	256	4	1	CARDINAL
ajfa-1827	256	5	t ditional ana	GPE
ajfa-1827	256	6	mentio	PERSON
ajfa-1827	256	7	946-052x 4	MONEY
ajfa-1827	256	8	2	CARDINAL
ajfa-1827	256	9	hod	ORG
ajfa-1827	256	10	1/2	CARDINAL
ajfa-1827	257	1	10%	PERCENT
ajfa-1827	257	2	impo speciali encoura markets bstud	ORG
ajfa-1827	257	3	6	CARDINAL
ajfa-1827	258	1	impo	PERSON
ajfa-1827	259	1	informa	PERSON
ajfa-1827	260	1	infor te	ORG
ajfa-1827	260	2	foun pment	PERSON
ajfa-1827	261	1	tion	PERSON
ajfa-1827	261	2	insti ized broker age specula s	ORG
ajfa-1827	261	3	acq ry environm nd	PERSON
ajfa-1827	261	4	wi	ORG
ajfa-1827	261	5	3	CARDINAL
ajfa-1827	261	6	ks	GPE
ajfa-1827	261	7	k ake abnorm	PERSON
ajfa-1827	261	8	wly	GPE
ajfa-1827	261	9	tw	ORG
ajfa-1827	261	10	45	CARDINAL
ajfa-1827	261	11	sse	ORG
ajfa-1827	262	1	asso rice manipu	PERSON
ajfa-1827	262	2	thei periods wi	ORG
ajfa-1827	262	3	lo ket indicatin	PERSON
ajfa-1827	263	1	392	CARDINAL
ajfa-1827	263	2	adju ith differen	PERSON
ajfa-1827	265	1	the pr asian ation about ation	ORG
ajfa-1827	265	2	o	DATE
ajfa-1827	265	3	lea al	PERSON
ajfa-1827	268	1	sto new informa h	ORG
ajfa-1827	269	1	stati	GPE
ajfa-1827	269	2	19 2012	DATE
ajfa-1827	270	1	al	PERSON
ajfa-1827	274	1	w	ORG
ajfa-1827	274	2	946-052x 4	MONEY
ajfa-1827	274	3	2	CARDINAL
ajfa-1827	276	1	howeve exponen replicat referen andrew matrix backus	PERSON
ajfa-1827	276	2	bernste portfoli	PERSON
ajfa-1827	276	3	david g	PERSON
ajfa-1827	276	4	diebold	PERSON
ajfa-1827	276	5	dufréno applica	PERSON
ajfa-1827	276	6	lo nces ws	PERSON
ajfa-1827	276	7	donald w	PERSON
ajfa-1827	278	1	d.k.	GPE
ajfa-1827	280	1	199	CARDINAL
ajfa-1827	280	2	peter l io managem	PERSON
ajfa-1827	280	3	journal g. mcmilla	PERSON
ajfa-1827	280	4	x.doi.org/10	GPE
ajfa-1827	280	5	j., & t l x.doi.org/10	ORG
ajfa-1827	281	1	f.x.	GPE
ajfa-1827	281	2	x.doi.org/10	GPE
ajfa-1827	282	1	f.x.	GPE
ajfa-1827	282	2	oppe dence	ORG
ajfa-1827	283	1	birkh ot g.	PERSON
ajfa-1827	283	2	x.doi.org/10	GPE
ajfa-1827	283	3	l., & subr l	ORG
ajfa-1827	283	4	x.doi.org/10	GPE
ajfa-1827	283	5	o	DATE
ajfa-1827	283	6	1991	DATE
ajfa-1827	284	1	.e	DATE
ajfa-1827	285	1	zin	ORG
ajfa-1827	286	1	19	CARDINAL
ajfa-1827	287	1	0.2307/2077 96	CARDINAL
ajfa-1827	288	1	73	CARDINAL
ajfa-1827	288	2	5	CARDINAL
ajfa-1827	288	3	1999	DATE
ajfa-1827	289	1	25(2	DATE
ajfa-1827	289	2	mikkelsen	PERSON
ajfa-1827	289	3	econo 0.1108/1086 terasvirta	PERSON
ajfa-1827	289	4	0.1016	GPE
ajfa-1827	289	5	0.1016/0304 g.d	QUANTITY
ajfa-1827	289	6	enheim	PERSON
ajfa-1827	289	7	hauser	ORG
ajfa-1827	289	8	berl mignon	PERSON
ajfa-1827	289	9	macroeconom 0.1007/978rhmanyam	DATE
ajfa-1827	290	1	heteroske rica	GPE
ajfa-1827	290	2	993	CARDINAL
ajfa-1827	291	1	7735	DATE
ajfa-1827	291	2	5	CARDINAL
ajfa-1827	292	1	1-2	CARDINAL
ajfa-1827	293	1	1996	DATE
ajfa-1827	294	1	4(3	CARDINAL
ajfa-1827	294	2	63	CARDINAL
ajfa-1827	294	3	6737091099	DATE
ajfa-1827	294	4	04-4076(02	CARDINAL
ajfa-1827	295	1	1989	DATE
ajfa-1827	295	2	4	CARDINAL
ajfa-1827	296	1	199	CARDINAL
ajfa-1827	297	1	4	CARDINAL
ajfa-1827	297	2	lin	PERSON
ajfa-1827	298	1	2002	DATE
ajfa-1827	299	1	f -1-4757-36 a. (2005	ORG
ajfa-1827	300	1	l and 2210900000 393	CARDINAL
ajfa-1827	300	2	metho	PERSON
ajfa-1827	301	1	3	CARDINAL
ajfa-1827	303	1	2009	DATE
ajfa-1827	304	1	95726 (2002	DATE
ajfa-1827	305	1	lo nometrics	PERSON
ajfa-1827	305	2	2)00088-x	QUANTITY
ajfa-1827	305	3	9	CARDINAL
ajfa-1827	306	1	ec 90003-2 91	ORG
ajfa-1827	307	1	90003-2	DATE
ajfa-1827	308	1	2003	DATE
ajfa-1827	309	1	15-1	CARDINAL
ajfa-1827	309	2	01745	DATE
ajfa-1827	309	3	asian	NORP
ajfa-1827	309	4	59(3	CARDINAL
ajfa-1827	310	1	ation uncer	PERSON
ajfa-1827	311	1	n kluwer acad eptions	ORG
ajfa-1827	312	1	evid	GPE
ajfa-1827	312	2	banki l integration	ORG
ajfa-1827	312	3	04-4076(95	CARDINAL
ajfa-1827	313	1	26(4	CARDINAL
ajfa-1827	313	2	24	CARDINAL
ajfa-1827	313	3	19 2012	DATE
ajfa-1827	315	1	25	DATE
ajfa-1827	315	2	6 n	QUANTITY
ajfa-1827	315	3	01732	CARDINAL
ajfa-1827	316	1	4	CARDINAL
ajfa-1827	316	2	2	CARDINAL
ajfa-1827	316	3	1	CARDINAL
ajfa-1827	316	4	1	CARDINAL
ajfa-1827	316	5	24	CARDINAL
ajfa-1827	316	6	1	CARDINAL
ajfa-1827	316	7	lon cointegrati	ORG
ajfa-1827	316	8	299	CARDINAL
ajfa-1827	316	9	946-052x 4	MONEY
ajfa-1827	316	10	2	CARDINAL
ajfa-1827	316	11	hurst	ORG
ajfa-1827	316	12	681-700	CARDINAL
ajfa-1827	319	1	275	CARDINAL
ajfa-1827	321	1	105	CARDINAL
ajfa-1827	321	2	437	CARDINAL
ajfa-1827	323	1	189	CARDINAL
ajfa-1827	324	1	189	CARDINAL
ajfa-1827	325	1	9	CARDINAL
ajfa-1827	327	1	57-86	DATE
ajfa-1827	328	1	hsieh	PERSON
ajfa-1827	328	2	finan hurst	GPE
ajfa-1827	328	3	93-417	CARDINAL
ajfa-1827	329	1	a.w http://dx lo	PERSON
ajfa-1827	329	2	mand covarian	ORG
ajfa-1827	329	3	researc mcleod	PERSON
ajfa-1827	329	4	mignon paris	GPE
ajfa-1827	330	1	mignon nath	PERSON
ajfa-1827	330	2	j., & port	ORG
ajfa-1827	331	1	j., & s. p models	ORG
ajfa-1827	332	1	x.doi.org/10 g	PERSON
ajfa-1827	332	2	1991	DATE
ajfa-1827	333	1	c nce	PERSON
ajfa-1827	333	2	46	DATE
ajfa-1827	333	3	183	CARDINAL
ajfa-1827	333	4	1951	DATE
ajfa-1827	333	5	1996	DATE
ajfa-1827	334	1	w.	PERSON
ajfa-1827	334	2	1991	DATE
ajfa-1827	335	1	w.	PERSON
ajfa-1827	336	1	second l	DATE
ajfa-1827	336	2	burton g mic perspec l	PERSON
ajfa-1827	336	3	burton g nancial revi delbrot	PERSON
ajfa-1827	336	4	b.b.	PERSON
ajfa-1827	336	5	4	DATE
ajfa-1827	336	6	909	CARDINAL
ajfa-1827	336	7	a.i.	GPE
ajfa-1827	336	8	x.doi.org/10 n	ORG
ajfa-1827	337	1	1998	DATE
ajfa-1827	338	1	1997	DATE
ajfa-1827	338	2	c. m conferen ter-hudak	PERSON
ajfa-1827	339	1	1981	DATE
ajfa-1827	340	1	0.1093	ORG
ajfa-1827	340	2	39-1877	DATE
ajfa-1827	342	1	11 6	CARDINAL
ajfa-1827	345	1	londo g.	PERSON
ajfa-1827	345	2	2003	DATE
ajfa-1827	346	1	17(1	DATE
ajfa-1827	346	2	2005	DATE
ajfa-1827	347	1	iew	ORG
ajfa-1827	347	2	1972	DATE
ajfa-1827	348	1	an & wallis	ORG
ajfa-1827	348	2	j 918.	PERSON
ajfa-1827	349	1	http://d k.w. hip	PERSON
ajfa-1827	349	2	0.1029	PRODUCT
ajfa-1827	351	1	2001	DATE
ajfa-1827	352	1	lo nce	PERSON
ajfa-1827	353	1	s.	PERSON
ajfa-1827	353	2	1990	DATE
ajfa-1827	354	1	86	DATE
ajfa-1827	354	2	1983	DATE
ajfa-1827	355	1	t al	PERSON
ajfa-1827	355	2	67-9892.19	CARDINAL
ajfa-1827	356	1	6	CARDINAL
ajfa-1827	356	2	770	CARDINAL
ajfa-1827	357	1	016	CARDINAL
ajfa-1827	357	2	8368	DATE
ajfa-1827	357	3	palgrave	GPE
ajfa-1827	357	4	59	CARDINAL
ajfa-1827	358	1	1-9	CARDINAL
ajfa-1827	358	2	2	CARDINAL
ajfa-1827	359	1	1968	DATE
ajfa-1827	360	1	n dx.doi.org/10 pel	ORG
ajfa-1827	360	2	1978	DATE
ajfa-1827	362	1	394	CARDINAL
ajfa-1827	362	2	87	CARDINAL
ajfa-1827	363	1	83.tb00371	CARDINAL
ajfa-1827	363	2	5	CARDINAL
ajfa-1827	364	1	-5398(96)00	GPE
ajfa-1827	364	2	e macmillan nt market h p://dx.doi.o	ORG
ajfa-1827	364	3	dx.doi.org/1 cal methodo	ORG
ajfa-1827	365	1	joseph	PERSON
ajfa-1827	365	2	0.1029	GPE
ajfa-1827	367	1	india asian	NORP
ajfa-1827	367	2	.x rencing.	WORK_OF_ART
ajfa-1827	368	1	1	CARDINAL
ajfa-1827	368	2	62	CARDINAL
ajfa-1827	370	1	0009-6	CARDINAL
ajfa-1827	372	1	10.1111	CARDINAL
ajfa-1827	372	2	j.07	PRODUCT
ajfa-1827	372	3	des renta springer ve an stock m n	ORG
ajfa-1827	372	4	61.1991.tb0	CARDINAL
ajfa-1827	372	5	/089533003	GPE
ajfa-1827	372	6	732-8516.20	QUANTITY
ajfa-1827	372	7	al hydrology 0909	PERSON
ajfa-1827	372	8	adj	ORG
ajfa-1827	372	9	abilités	ORG
ajfa-1827	372	10	bour erlag	PERSON
ajfa-1827	373	1	19 2012	DATE
ajfa-1827	375	1	4	CARDINAL
ajfa-1827	375	2	2	DATE
ajfa-1827	375	3	68	DATE
ajfa-1827	375	4	1	CARDINAL
ajfa-1827	376	1	04646.x ns	QUANTITY
ajfa-1827	376	2	fina ica	PERSON
ajfa-1827	376	3	59	DATE
ajfa-1827	376	4	127	CARDINAL
ajfa-1827	377	1	30 year	DATE
ajfa-1827	377	2	1	CARDINAL
ajfa-1827	377	3	259	CARDINAL
ajfa-1827	377	4	14	CARDINAL
ajfa-1827	377	5	4	CARDINAL
ajfa-1827	378	1	946-052x 4	MONEY
ajfa-1827	378	2	2	CARDINAL
ajfa-1827	378	3	221	CARDINAL
ajfa-1827	378	4	165	CARDINAL
ajfa-1827	379	1	merican ance	PERSON
ajfa-1827	379	2	33	DATE
ajfa-1827	379	3	79	CARDINAL
ajfa-1827	380	1	8	CARDINAL
ajfa-1827	382	1	ge	ORG
ajfa-1827	382	2	491	CARDINAL
ajfa-1827	383	1	newey	ORG
ajfa-1827	383	2	703-708 olsen	QUANTITY
ajfa-1827	383	3	267-282	CARDINAL
ajfa-1827	383	4	econom	ORG
ajfa-1827	383	5	sixth	ORDINAL
ajfa-1827	383	6	7	CARDINAL
ajfa-1827	383	7	whitney skedasticity 8	PERSON
ajfa-1827	385	1	1998	DATE
ajfa-1827	386	1	beh ts journal	ORG
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