id	sid	eid	entity	type
ajfa-9129	1	1	microsoft	ORG
ajfa-9129	1	2	9129-33376	DATE
ajfa-9129	1	3	asian	NORP
ajfa-9129	1	4	finance & accounting	ORG
ajfa-9129	1	5	1946-052x 2016	MONEY
ajfa-9129	1	6	8	CARDINAL
ajfa-9129	1	7	1	CARDINAL
ajfa-9129	1	8	152	CARDINAL
ajfa-9129	1	9	jordan	GPE
ajfa-9129	1	10	dana al-najjar	PERSON
ajfa-9129	1	11	166	CARDINAL
ajfa-9129	1	12	11931	DATE
ajfa-9129	1	13	jordan tel	PERSON
ajfa-9129	1	14	962	CARDINAL
ajfa-9129	1	15	164	CARDINAL
ajfa-9129	1	16	march 1, 2016	DATE
ajfa-9129	1	17	april 30, 2016	DATE
ajfa-9129	1	18	june 1	DATE
ajfa-9129	1	19	2016	DATE
ajfa-9129	3	1	jordan	GPE
ajfa-9129	5	1	amman stock exchange	ORG
ajfa-9129	5	2	ase	ORG
ajfa-9129	5	3	jan. 1 2005	DATE
ajfa-9129	5	4	2014	DATE
ajfa-9129	6	1	ase	ORG
ajfa-9129	6	2	amman stock exchange	ORG
ajfa-9129	7	1	jordan	GPE
ajfa-9129	8	1	asian journal of finance & accounting	ORG
ajfa-9129	8	2	1946-052x 2016	MONEY
ajfa-9129	8	3	8	CARDINAL
ajfa-9129	8	4	1	CARDINAL
ajfa-9129	8	5	153 1	DATE
ajfa-9129	10	1	raja	PERSON
ajfa-9129	10	2	selvam	PERSON
ajfa-9129	10	3	2011	DATE
ajfa-9129	11	1	markowitz (1952)	ORG
ajfa-9129	12	1	the last three decades	DATE
ajfa-9129	12	2	2011	DATE
ajfa-9129	12	3	2012	DATE
ajfa-9129	12	4	2014	DATE
ajfa-9129	14	1	2010	DATE
ajfa-9129	15	1	mandelbrot	GPE
ajfa-9129	15	2	1963	DATE
ajfa-9129	15	3	1965	DATE
ajfa-9129	15	4	1976	DATE
ajfa-9129	15	5	summer	DATE
ajfa-9129	15	6	1986	DATE
ajfa-9129	15	7	1991	DATE
ajfa-9129	15	8	mcmillan et.al (	PERSON
ajfa-9129	15	9	2000	DATE
ajfa-9129	15	10	2002	DATE
ajfa-9129	15	11	2010	DATE
ajfa-9129	18	1	2011	DATE
ajfa-9129	18	2	al khouri	PERSON
ajfa-9129	18	3	2005	DATE
ajfa-9129	18	4	liu	PERSON
ajfa-9129	18	5	huang	PERSON
ajfa-9129	18	6	2010	DATE
ajfa-9129	18	7	et.al	DATE
ajfa-9129	18	8	2012	DATE
ajfa-9129	18	9	2014	DATE
ajfa-9129	18	10	first	ORDINAL
ajfa-9129	18	11	1976	DATE
ajfa-9129	20	1	linear	ORG
ajfa-9129	21	1	1982	DATE
ajfa-9129	22	1	1986	DATE
ajfa-9129	22	2	one	CARDINAL
ajfa-9129	22	3	asian	NORP
ajfa-9129	22	4	finance & accounting	ORG
ajfa-9129	22	5	1946-052x 2016	MONEY
ajfa-9129	22	6	8	CARDINAL
ajfa-9129	22	7	1	CARDINAL
ajfa-9129	22	8	154	CARDINAL
ajfa-9129	22	9	only two	CARDINAL
ajfa-9129	23	1	engle	PERSON
ajfa-9129	23	2	1982	DATE
ajfa-9129	23	3	1986	DATE
ajfa-9129	26	1	nelson	PERSON
ajfa-9129	26	2	1991	DATE
ajfa-9129	26	3	one	CARDINAL
ajfa-9129	26	4	2000	DATE
ajfa-9129	26	5	su	PERSON
ajfa-9129	26	6	2010	DATE
ajfa-9129	26	7	abd al aal	PERSON
ajfa-9129	26	8	2011	DATE
ajfa-9129	26	9	2012	DATE
ajfa-9129	27	1	al	ORG
ajfa-9129	27	2	2012	DATE
ajfa-9129	28	1	daily	DATE
ajfa-9129	28	2	one	CARDINAL
ajfa-9129	28	3	jordan	GPE
ajfa-9129	28	4	amman stock exchange	ORG
ajfa-9129	28	5	2005-2014	DATE
ajfa-9129	28	6	arab	NORP
ajfa-9129	28	7	spring	DATE
ajfa-9129	28	8	the middle east region	LOC
ajfa-9129	29	1	jordan	GPE
ajfa-9129	29	2	20052014	DATE
ajfa-9129	30	1	section 2 literature review	LAW
ajfa-9129	30	2	3	CARDINAL
ajfa-9129	30	3	section 4	LAW
ajfa-9129	30	4	section 5	LAW
ajfa-9129	31	1	2	CARDINAL
ajfa-9129	32	1	leptokurtosis	PERSON
ajfa-9129	32	2	three	CARDINAL
ajfa-9129	32	3	mandelbrot	PERSON
ajfa-9129	32	4	1963	DATE
ajfa-9129	32	5	1965	DATE
ajfa-9129	32	6	1976	DATE
ajfa-9129	35	1	1982	DATE
ajfa-9129	35	2	1986	DATE
ajfa-9129	38	1	engle	PERSON
ajfa-9129	38	2	1982	DATE
ajfa-9129	39	1	asian journal of finance & accounting	ORG
ajfa-9129	39	2	1946-052x 2016	MONEY
ajfa-9129	39	3	8	CARDINAL
ajfa-9129	39	4	1	CARDINAL
ajfa-9129	39	5	155	CARDINAL
ajfa-9129	39	6	1986	DATE
ajfa-9129	42	1	1987	DATE
ajfa-9129	44	1	nelson	PERSON
ajfa-9129	44	2	1991	DATE
ajfa-9129	47	1	1993	DATE
ajfa-9129	49	1	al	PERSON
ajfa-9129	49	2	1993	DATE
ajfa-9129	49	3	1994	DATE
ajfa-9129	49	4	garch	ORG
ajfa-9129	49	5	2006	DATE
ajfa-9129	49	6	carr	PERSON
ajfa-9129	50	1	hsieh	PERSON
ajfa-9129	50	2	1989	DATE
ajfa-9129	50	3	taylor	PERSON
ajfa-9129	50	4	1994	DATE
ajfa-9129	50	5	bekaert	PERSON
ajfa-9129	50	6	harvey (1997	ORG
ajfa-9129	51	1	al	ORG
ajfa-9129	51	2	1999	DATE
ajfa-9129	51	3	burke	PERSON
ajfa-9129	51	4	2003	DATE
ajfa-9129	51	5	frimpong	PERSON
ajfa-9129	51	6	oteng	PERSON
ajfa-9129	51	7	2006	DATE
ajfa-9129	51	8	2009	DATE
ajfa-9129	51	9	1,1	CARDINAL
ajfa-9129	53	1	2000	DATE
ajfa-9129	53	2	awartani	NORP
ajfa-9129	53	3	2005	DATE
ajfa-9129	53	4	yalami	PERSON
ajfa-9129	53	5	2008	DATE
ajfa-9129	53	6	miron	ORG
ajfa-9129	53	7	2010	DATE
ajfa-9129	53	8	su	PERSON
ajfa-9129	53	9	2010	DATE
ajfa-9129	53	10	daily	DATE
ajfa-9129	54	1	asian journal of finance & accounting	ORG
ajfa-9129	54	2	1946-052x 2016	MONEY
ajfa-9129	54	3	8	CARDINAL
ajfa-9129	54	4	1	CARDINAL
ajfa-9129	54	5	156	CARDINAL
ajfa-9129	54	6	aydin	GPE
ajfa-9129	54	7	2002	DATE
ajfa-9129	54	8	sayyan	PERSON
ajfa-9129	54	9	2005	DATE
ajfa-9129	54	10	2014	DATE
ajfa-9129	54	11	turkey	GPE
ajfa-9129	54	12	ahmad	PERSON
ajfa-9129	54	13	2008	DATE
ajfa-9129	54	14	pakistan	GPE
ajfa-9129	54	15	goudarzi	ORG
ajfa-9129	54	16	2011	DATE
ajfa-9129	54	17	india	GPE
ajfa-9129	55	1	1	CARDINAL
ajfa-9129	55	2	1	CARDINAL
ajfa-9129	56	1	2014	DATE
ajfa-9129	57	1	floros	DATE
ajfa-9129	57	2	2008	DATE
ajfa-9129	57	3	2010	DATE
ajfa-9129	57	4	nigeria su	PERSON
ajfa-9129	57	5	2010	DATE
ajfa-9129	57	6	china	GPE
ajfa-9129	57	7	2011	DATE
ajfa-9129	57	8	malaysia	GPE
ajfa-9129	57	9	abd el aal	GPE
ajfa-9129	57	10	2011	DATE
ajfa-9129	57	11	2012	DATE
ajfa-9129	57	12	egypt	GPE
ajfa-9129	58	1	2012	DATE
ajfa-9129	58	2	saudi arabia	GPE
ajfa-9129	59	1	one	CARDINAL
ajfa-9129	59	2	leptokurtosis	PERSON
ajfa-9129	60	1	jordan	GPE
ajfa-9129	61	1	rousan	PERSON
ajfa-9129	61	2	al khouri	PERSON
ajfa-9129	61	3	2005	DATE
ajfa-9129	61	4	amman stock exchange	ORG
ajfa-9129	61	5	ase	ORG
ajfa-9129	61	6	1992-2004	DATE
ajfa-9129	61	7	daily	DATE
ajfa-9129	61	8	ase	ORG
ajfa-9129	63	1	nader	PERSON
ajfa-9129	63	2	2012	DATE
ajfa-9129	64	1	1991-2010	DATE
ajfa-9129	65	1	amman stock exchange	ORG
ajfa-9129	68	1	3	CARDINAL
ajfa-9129	70	1	the last three decades	DATE
ajfa-9129	70	2	asian	NORP
ajfa-9129	70	3	finance & accounting	ORG
ajfa-9129	70	4	1946-052x 2016	MONEY
ajfa-9129	70	5	8	CARDINAL
ajfa-9129	70	6	1	CARDINAL
ajfa-9129	70	7	157	CARDINAL
ajfa-9129	71	1	1982	DATE
ajfa-9129	72	1	1	CARDINAL
ajfa-9129	74	1	1986	DATE
ajfa-9129	78	1	2	CARDINAL
ajfa-9129	79	1	εt-j	ORG
ajfa-9129	81	1	εt-j 2	ORG
ajfa-9129	87	1	1976	DATE
ajfa-9129	87	2	nelson	PERSON
ajfa-9129	87	3	1991	DATE
ajfa-9129	87	4	glosten et al	ORG
ajfa-9129	88	1	1993	DATE
ajfa-9129	88	2	zakoian	ORG
ajfa-9129	88	3	1994	DATE
ajfa-9129	89	1	asian journal of finance & accounting	ORG
ajfa-9129	89	2	1946-052x 2016	MONEY
ajfa-9129	89	3	8	CARDINAL
ajfa-9129	89	4	1	CARDINAL
ajfa-9129	89	5	158	CARDINAL
ajfa-9129	89	6	amman stock exchange	ORG
ajfa-9129	92	1	2	CARDINAL
ajfa-9129	92	2	3	CARDINAL
ajfa-9129	92	3	firstly	ORDINAL
ajfa-9129	93	1	secondly	ORDINAL
ajfa-9129	93	2	less than 1	CARDINAL
ajfa-9129	94	1	amman stock exchange	ORG
ajfa-9129	94	2	ase	ORG
ajfa-9129	95	1	jordan	GPE
ajfa-9129	96	1	first	ORDINAL
ajfa-9129	100	1	4.	CARDINAL
ajfa-9129	100	2	4.1	CARDINAL
ajfa-9129	100	3	2469daily	CARDINAL
ajfa-9129	100	4	amman stock exchange	ORG
ajfa-9129	100	5	jan. 1. 2005	DATE
ajfa-9129	100	6	dec. 31. 2014	DATE
ajfa-9129	101	1	4	CARDINAL
ajfa-9129	101	2	daily	DATE
ajfa-9129	102	1	asian journal of finance & accounting	ORG
ajfa-9129	102	2	1946-052x 2016	MONEY
ajfa-9129	102	3	8	CARDINAL
ajfa-9129	102	4	1	CARDINAL
ajfa-9129	102	5	159	CARDINAL
ajfa-9129	102	6	close to zero	CARDINAL
ajfa-9129	104	1	4.2	CARDINAL
ajfa-9129	104	2	1	CARDINAL
ajfa-9129	104	3	daily	DATE
ajfa-9129	104	4	amman stock exchange	ORG
ajfa-9129	104	5	2005-2014	DATE
ajfa-9129	104	6	max	PERSON
ajfa-9129	104	7	jarque	ORG
ajfa-9129	105	1	1	CARDINAL
ajfa-9129	105	2	6.686370	CARDINAL
ajfa-9129	105	3	7.86e-05	CARDINAL
ajfa-9129	107	1	0.020350	CARDINAL
ajfa-9129	109	1	0.045302	CARDINAL
ajfa-9129	109	2	2469	CARDINAL
ajfa-9129	109	3	daily	DATE
ajfa-9129	109	4	.004	CARDINAL
ajfa-9129	110	1	max	PERSON
ajfa-9129	110	2	.020	CARDINAL
ajfa-9129	112	1	6.68	CARDINAL
ajfa-9129	112	2	3	CARDINAL
ajfa-9129	113	1	jarque	ORG
ajfa-9129	113	2	1%	PERCENT
ajfa-9129	114	1	amman stock exchange	ORG
ajfa-9129	115	1	asian journal of finance & accounting	ORG
ajfa-9129	115	2	1946-052x 2016	MONEY
ajfa-9129	115	3	8	CARDINAL
ajfa-9129	115	4	1 ajfa.macrothink.org	CARDINAL
ajfa-9129	115	5	160	CARDINAL
ajfa-9129	115	6	figure1	GPE
ajfa-9129	116	1	2005-2014	DATE
ajfa-9129	116	2	1	CARDINAL
ajfa-9129	118	1	2	CARDINAL
ajfa-9129	118	2	0.0000	CARDINAL
ajfa-9129	118	3	1%	PERCENT
ajfa-9129	118	4	5%	PERCENT
ajfa-9129	118	5	10%	PERCENT
ajfa-9129	118	6	mackinnon	PERSON
ajfa-9129	118	7	1996	DATE
ajfa-9129	118	8	one	CARDINAL
ajfa-9129	119	1	2	CARDINAL
ajfa-9129	120	1	adf	ORG
ajfa-9129	120	2	1%	PERCENT
ajfa-9129	124	1	2006 2007	DATE
ajfa-9129	124	2	2009	DATE
ajfa-9129	124	3	2010 2011 2012	DATE
ajfa-9129	124	4	2013 2014	DATE
ajfa-9129	124	5	asian journal of finance & accounting	ORG
ajfa-9129	124	6	1946-052x 2016	MONEY
ajfa-9129	124	7	8	CARDINAL
ajfa-9129	124	8	1	CARDINAL
ajfa-9129	124	9	161	CARDINAL
ajfa-9129	124	10	+ + (5	DATE
ajfa-9129	124	11	3	CARDINAL
ajfa-9129	124	12	2468	CARDINAL
ajfa-9129	127	1	2.77e-05	CARDINAL
ajfa-9129	127	2	5.30e-05	CARDINAL
ajfa-9129	127	3	0.0000	CARDINAL
ajfa-9129	127	4	1.80e-07	CARDINAL
ajfa-9129	127	5	0.871524 0.008743	MONEY
ajfa-9129	127	6	0.0000	PRODUCT
ajfa-9129	127	7	0.041913	CARDINAL
ajfa-9129	128	1	0.041524 s.d.	GPE
ajfa-9129	130	1	0.004191	CARDINAL
ajfa-9129	130	2	0.043321	CARDINAL
ajfa-9129	130	3	10678.92	CARDINAL
ajfa-9129	130	4	hannan-quinn	GPE
ajfa-9129	131	1	durbin-watson	ORG
ajfa-9129	131	2	1.839387	MONEY
ajfa-9129	132	1	3	CARDINAL
ajfa-9129	132	2	1%	PERCENT
ajfa-9129	132	3	ase	ORG
ajfa-9129	133	1	1	CARDINAL
ajfa-9129	135	1	1	CARDINAL
ajfa-9129	135	2	1	CARDINAL
ajfa-9129	135	3	van dijk (	ORG
ajfa-9129	135	4	1996	DATE
ajfa-9129	135	5	2000	DATE
ajfa-9129	136	1	1%	PERCENT
ajfa-9129	138	1	asian	NORP
ajfa-9129	138	2	finance & accounting	ORG
ajfa-9129	138	3	1946-052x 2016	MONEY
ajfa-9129	138	4	8	CARDINAL
ajfa-9129	138	5	162	CARDINAL
ajfa-9129	141	1	4	CARDINAL
ajfa-9129	141	2	2468	CARDINAL
ajfa-9129	145	1	2.10e-05	CARDINAL
ajfa-9129	145	2	4.98e-05	CARDINAL
ajfa-9129	145	3	0.046386	CARDINAL
ajfa-9129	145	4	0.0000	CARDINAL
ajfa-9129	145	5	0.243625	CARDINAL
ajfa-9129	145	6	0.0000	PRODUCT
ajfa-9129	146	1	0.0694	CARDINAL
ajfa-9129	146	2	0.0000	CARDINAL
ajfa-9129	146	3	0.041296	CARDINAL
ajfa-9129	147	1	0.040907 s.d	MONEY
ajfa-9129	149	1	0.004193	CARDINAL
ajfa-9129	149	2	0.043349	CARDINAL
ajfa-9129	149	3	10680.72	CARDINAL
ajfa-9129	149	4	hannan	GPE
ajfa-9129	149	5	durbin-watson	ORG
ajfa-9129	150	1	1.830550	CARDINAL
ajfa-9129	152	1	4	CARDINAL
ajfa-9129	153	1	1%	PERCENT
ajfa-9129	153	2	10%	PERCENT
ajfa-9129	154	1	1%	PERCENT
ajfa-9129	154	2	amman stock exchange	ORG
ajfa-9129	154	3	1994	DATE
ajfa-9129	154	4	al khouri	PERSON
ajfa-9129	154	5	2005	DATE
ajfa-9129	155	1	asian journal of finance & accounting	ORG
ajfa-9129	155	2	1946-052x 2016	MONEY
ajfa-9129	155	3	8	CARDINAL
ajfa-9129	155	4	1	CARDINAL
ajfa-9129	155	5	163 5	DATE
ajfa-9129	156	1	jordan	GPE
ajfa-9129	157	1	amman stock exchange	ORG
ajfa-9129	157	2	january 1. 2005 to	DATE
ajfa-9129	157	3	december 31. 2014	DATE
ajfa-9129	159	1	amman stock exchange	ORG
ajfa-9129	159	2	1	CARDINAL
ajfa-9129	159	3	1	CARDINAL
ajfa-9129	162	1	1994	DATE
ajfa-9129	162	2	al khouri	PERSON
ajfa-9129	162	3	2005	DATE
ajfa-9129	162	4	2010	DATE
ajfa-9129	162	5	2011	DATE
ajfa-9129	162	6	2012	DATE
ajfa-9129	163	1	1	CARDINAL
ajfa-9129	163	2	1	CARDINAL
ajfa-9129	163	3	amman stock exchange	ORG
ajfa-9129	163	4	ase	ORG
ajfa-9129	164	1	amman stock exchange	ORG
ajfa-9129	167	1	1994	DATE
ajfa-9129	167	2	al khouri	PERSON
ajfa-9129	167	3	2005	DATE
ajfa-9129	168	1	ase	ORG
ajfa-9129	168	2	jordan	GPE
ajfa-9129	168	3	jordan	GPE
ajfa-9129	168	4	iraq	GPE
ajfa-9129	168	5	2003	DATE
ajfa-9129	168	6	2007-2011	DATE
ajfa-9129	168	7	arab	NORP
ajfa-9129	168	8	spring	DATE
ajfa-9129	168	9	amman stock exchange	ORG
ajfa-9129	169	1	amman stock exchange	ORG
ajfa-9129	170	1	abd el aal m.a.	PERSON
ajfa-9129	170	2	2011	DATE
ajfa-9129	171	1	egyptian	NORP
ajfa-9129	172	1	international research journal	ORG
ajfa-9129	172	2	78	DATE
ajfa-9129	173	1	asian	NORP
ajfa-9129	173	2	finance & accounting	ORG
ajfa-9129	173	3	1946-052x 2016	MONEY
ajfa-9129	173	4	8	CARDINAL
ajfa-9129	173	5	1	CARDINAL
ajfa-9129	173	6	164	CARDINAL
ajfa-9129	173	7	r.	NORP
ajfa-9129	173	8	inclan	GPE
ajfa-9129	173	9	1999	DATE
ajfa-9129	175	1	34(1	CARDINAL
ajfa-9129	175	2	i., & sayyan	ORG
ajfa-9129	175	3	2005	DATE
ajfa-9129	177	1	istanbul	GPE
ajfa-9129	177	2	turkey alfreedi	GPE
ajfa-9129	177	3	a.	GPE
ajfa-9129	177	4	shamiri	GPE
ajfa-9129	177	5	a.	PERSON
ajfa-9129	178	1	saudi arabia	GPE
ajfa-9129	179	1	8(1	CARDINAL
ajfa-9129	179	2	98	CARDINAL
ajfa-9129	179	3	106	CARDINAL
ajfa-9129	179	4	al-raimony, & el-nader	ORG
ajfa-9129	179	5	h. m.	PERSON
ajfa-9129	179	6	2012	DATE
ajfa-9129	180	1	jordon	GPE
ajfa-9129	181	1	international journal of economics	ORG
ajfa-9129	181	2	4(11	CARDINAL
ajfa-9129	181	3	108	CARDINAL
ajfa-9129	182	1	a., & wasiuzzaman	ORG
ajfa-9129	182	2	s. (2011	ORG
ajfa-9129	183	1	garch	ORG
ajfa-9129	183	2	malaysian	NORP
ajfa-9129	184	1	the international journal of applied economics	ORG
ajfa-9129	184	2	5(1	CARDINAL
ajfa-9129	184	3	226	CARDINAL
ajfa-9129	185	1	awartani	NORP
ajfa-9129	185	2	b. m. a.	PERSON
ajfa-9129	185	3	2005	DATE
ajfa-9129	187	1	21	CARDINAL
ajfa-9129	187	2	167–183	CARDINAL
ajfa-9129	188	1	http://dx.doi.org/10.1016/j.ijforecast.2004.08.003 aydın	PERSON
ajfa-9129	188	2	2002	DATE
ajfa-9129	189	1	metodlarının kullanılması	PERSON
ajfa-9129	190	1	yayımlanmamış yüksek lisans tezi	ORG
ajfa-9129	190	2	sosyal bilimler enstitüsü	ORG
ajfa-9129	190	3	karaelmas üniversitesi	GPE
ajfa-9129	190	4	zonguldak bekaert	PERSON
ajfa-9129	190	5	harvey c. r.	PERSON
ajfa-9129	190	6	1997	DATE
ajfa-9129	192	1	journal of financial economics	ORG
ajfa-9129	192	2	43	DATE
ajfa-9129	192	3	29	CARDINAL
ajfa-9129	193	1	f.	PERSON
ajfa-9129	193	2	1976	DATE
ajfa-9129	195	1	1976	DATE
ajfa-9129	196	1	american statistical association	ORG
ajfa-9129	196	2	washington	GPE
ajfa-9129	196	3	dc.	GPE
ajfa-9129	196	4	177–181	CARDINAL
ajfa-9129	196	5	1986	DATE
ajfa-9129	197	1	31(3	CARDINAL
ajfa-9129	197	2	307–327	CARDINAL
ajfa-9129	198	1	http://dx.doi.org/10.1016/0304-4076(86)90063-1 brooks	PERSON
ajfa-9129	198	2	s. p.	PERSON
ajfa-9129	198	3	2003	DATE
ajfa-9129	200	1	european journal of finance	ORG
ajfa-9129	200	2	9	CARDINAL
ajfa-9129	200	3	557	CARDINAL
ajfa-9129	201	1	caporin	GPE
ajfa-9129	201	2	m., & mcaleer	ORG
ajfa-9129	201	3	m. (	PERSON
ajfa-9129	201	4	2006	DATE
ajfa-9129	203	1	journal of financial econometrics	ORG
ajfa-9129	203	2	4(3	CARDINAL
ajfa-9129	203	3	385–412	CARDINAL
ajfa-9129	204	1	a., & rad,	ORG
ajfa-9129	204	2	a. t.	PERSON
ajfa-9129	204	3	1994	DATE
ajfa-9129	205	1	daily	DATE
ajfa-9129	205	2	european	NORP
ajfa-9129	206	1	journal of business finance	ORG
ajfa-9129	206	2	21	CARDINAL
ajfa-9129	206	3	271	CARDINAL
ajfa-9129	207	1	asian	NORP
ajfa-9129	207	2	finance & accounting	ORG
ajfa-9129	207	3	1946-052x 2016	MONEY
ajfa-9129	207	4	8	CARDINAL
ajfa-9129	207	5	1	CARDINAL
ajfa-9129	207	6	165	CARDINAL
ajfa-9129	207	7	ding, z.	PERSON
ajfa-9129	207	8	granger	PERSON
ajfa-9129	207	9	c. w. j., & angle	PERSON
ajfa-9129	207	10	r. f.	PERSON
ajfa-9129	207	11	1993	DATE
ajfa-9129	209	1	1(1	CARDINAL
ajfa-9129	209	2	83–106	CARDINAL
ajfa-9129	210	1	k. o.	PERSON
ajfa-9129	210	2	2010	DATE
ajfa-9129	211	1	nigeria	GPE
ajfa-9129	212	1	african journal of management and administration	ORG
ajfa-9129	212	2	3(1	CARDINAL
ajfa-9129	212	3	8-15	CARDINAL
ajfa-9129	213	1	engle	PERSON
ajfa-9129	213	2	r. f. (	PERSON
ajfa-9129	213	3	1982	DATE
ajfa-9129	214	1	united kingdom	GPE
ajfa-9129	215	1	econometrica	PERSON
ajfa-9129	215	2	987–1007	DATE
ajfa-9129	216	1	http://dx.doi.org/10.2307/1912773 engle	PERSON
ajfa-9129	216	2	r., & granger	ORG
ajfa-9129	216	3	1987	DATE
ajfa-9129	218	1	econometrica	PERSON
ajfa-9129	218	2	251	CARDINAL
ajfa-9129	219	1	2012	DATE
ajfa-9129	220	1	daily	DATE
ajfa-9129	220	2	egypt	GPE
ajfa-9129	221	1	munich	GPE
ajfa-9129	222	1	http://mpra.ub.uni-muenchen.de/50530/	CARDINAL
ajfa-9129	222	2	e. f. (	PERSON
ajfa-9129	222	3	1965	DATE
ajfa-9129	224	1	38	DATE
ajfa-9129	224	2	34–105	CARDINAL
ajfa-9129	225	1	floros	DATE
ajfa-9129	225	2	2008	DATE
ajfa-9129	226	1	egypt	GPE
ajfa-9129	226	2	israel	GPE
ajfa-9129	227	1	2	CARDINAL
ajfa-9129	227	2	32	CARDINAL
ajfa-9129	228	1	p.h.	GPE
ajfa-9129	228	2	d. van dijk	PERSON
ajfa-9129	228	3	1996	DATE
ajfa-9129	229	1	garch models	ORG
ajfa-9129	230	1	15	CARDINAL
ajfa-9129	230	2	229	CARDINAL
ajfa-9129	231	1	frimpong	PERSON
ajfa-9129	231	2	j. m.	PERSON
ajfa-9129	231	3	e. f. (	PERSON
ajfa-9129	231	4	2006	DATE
ajfa-9129	232	1	the ghana stock exchange	ORG
ajfa-9129	233	1	american journal of applied sciences	ORG
ajfa-9129	233	2	3	CARDINAL
ajfa-9129	233	3	2042-4048	CARDINAL
ajfa-9129	234	1	http://dx.doi.org/10.3844/ajassp.2006.2042.2048 glosten	ORG
ajfa-9129	234	2	l. r.	PERSON
ajfa-9129	234	3	jagannathan	GPE
ajfa-9129	234	4	r., & runkle	ORG
ajfa-9129	234	5	d. e.	PERSON
ajfa-9129	234	6	1993	DATE
ajfa-9129	236	1	48(5	CARDINAL
ajfa-9129	236	2	1779–1801	CARDINAL
ajfa-9129	237	1	r., & pekkaya	ORG
ajfa-9129	237	2	m. (	PERSON
ajfa-9129	237	3	2014	DATE
ajfa-9129	238	1	turkish	NORP
ajfa-9129	239	1	international journal of economics	ORG
ajfa-9129	239	2	6(4	CARDINAL
ajfa-9129	239	3	23	CARDINAL
ajfa-9129	240	1	gokcan	NORP
ajfa-9129	240	2	s.	PERSON
ajfa-9129	240	3	2000	DATE
ajfa-9129	242	1	19	CARDINAL
ajfa-9129	242	2	499	CARDINAL
ajfa-9129	242	3	goudarzi, h., & ramanarayanan	ORG
ajfa-9129	242	4	c.s.	GPE
ajfa-9129	243	1	2011	DATE
ajfa-9129	244	1	indian	NORP
ajfa-9129	245	1	international journal of business and management	ORG
ajfa-9129	245	2	6(3	CARDINAL
ajfa-9129	245	3	221	CARDINAL
ajfa-9129	246	1	http://dx.doi.org/10.5539/ijbm.v6n3p221 asian journal of finance & accounting	ORG
ajfa-9129	246	2	1946-052x 2016	MONEY
ajfa-9129	246	3	8	CARDINAL
ajfa-9129	246	4	1	CARDINAL
ajfa-9129	246	5	166 hsieh	PERSON
ajfa-9129	246	6	d.a.	PERSON
ajfa-9129	246	7	1989	DATE
ajfa-9129	248	1	journal of business & economic statistics	ORG
ajfa-9129	248	2	7	CARDINAL
ajfa-9129	248	3	307	CARDINAL
ajfa-9129	249	1	jarque	ORG
ajfa-9129	249	2	c.m.	GPE
ajfa-9129	249	3	a.k	GPE
ajfa-9129	249	4	1980	DATE
ajfa-9129	251	1	6	CARDINAL
ajfa-9129	251	2	255	CARDINAL
ajfa-9129	251	3	jarque	ORG
ajfa-9129	251	4	c.m.	GPE
ajfa-9129	251	5	bera	PERSON
ajfa-9129	251	6	1987	DATE
ajfa-9129	253	1	55	DATE
ajfa-9129	253	2	163	CARDINAL
ajfa-9129	254	1	chaiwat	GPE
ajfa-9129	254	2	lin	GPE
ajfa-9129	254	3	yan-xia	PERSON
ajfa-9129	254	4	michael.	PERSON
ajfa-9129	255	1	2011	DATE
ajfa-9129	256	1	asian	NORP
ajfa-9129	257	1	university of wollongong	ORG
ajfa-9129	257	2	13	CARDINAL
ajfa-9129	258	1	lee	PERSON
ajfa-9129	258	2	h. j.	PERSON
ajfa-9129	258	3	2009	DATE
ajfa-9129	260	1	journal of international economic studies	ORG
ajfa-9129	260	2	13(2	CARDINAL
ajfa-9129	260	3	109–142	CARDINAL
ajfa-9129	261	1	kiep.jeai	PERSON
ajfa-9129	262	1	liu	PERSON
ajfa-9129	262	2	h.c.	GPE
ajfa-9129	262	3	2010	DATE
ajfa-9129	264	1	37	DATE
ajfa-9129	264	2	4928-4934	DATE
ajfa-9129	265	1	http://dx.doi.org/10.1016/j.eswa.2009.12.022 liu	PERSON
ajfa-9129	265	2	lee	PERSON
ajfa-9129	265	3	& lee	PERSON
ajfa-9129	265	4	m.	PERSON
ajfa-9129	265	5	2009	DATE
ajfa-9129	267	1	11	CARDINAL
ajfa-9129	268	1	mandelbrot	GPE
ajfa-9129	268	2	b.	PERSON
ajfa-9129	268	3	1963	DATE
ajfa-9129	270	1	36	CARDINAL
ajfa-9129	270	2	394	CARDINAL
ajfa-9129	271	1	harry	PERSON
ajfa-9129	271	2	1952	DATE
ajfa-9129	273	1	7(1	DATE
ajfa-9129	273	2	77	CARDINAL
ajfa-9129	274	1	http://dx.doi.org/10.1111/j.1540-6261.1952.tb01525.x mcmillan	PERSON
ajfa-9129	274	2	d.	NORP
ajfa-9129	274	3	speight, a., & apgwilym	ORG
ajfa-9129	274	4	2000	DATE
ajfa-9129	276	1	10	CARDINAL
ajfa-9129	276	2	435–448	CARDINAL
ajfa-9129	277	1	miron	ORG
ajfa-9129	277	2	d., & tudor	ORG
ajfa-9129	277	3	c.	GPE
ajfa-9129	277	4	2010	DATE
ajfa-9129	279	1	romanian	NORP
ajfa-9129	279	2	3	CARDINAL
ajfa-9129	279	3	74–92	CARDINAL
ajfa-9129	280	1	najand	ORG
ajfa-9129	280	2	m. (2002	PERSON
ajfa-9129	281	1	linear	ORG
ajfa-9129	282	1	37	CARDINAL
ajfa-9129	282	2	93	CARDINAL
ajfa-9129	283	1	nelson	PERSON
ajfa-9129	283	2	d. b.	PERSON
ajfa-9129	283	3	1991	DATE
ajfa-9129	285	1	econometrica	PERSON
ajfa-9129	285	2	347–370	CARDINAL
ajfa-9129	286	1	r. a.	PERSON
ajfa-9129	286	2	2009	DATE
ajfa-9129	287	1	nigerian	NORP
ajfa-9129	288	1	5(4	CARDINAL
ajfa-9129	288	2	426	CARDINAL
ajfa-9129	289	1	asian	NORP
ajfa-9129	289	2	finance & accounting	ORG
ajfa-9129	289	3	1946-052x 2016	MONEY
ajfa-9129	289	4	8	CARDINAL
ajfa-9129	289	5	1	CARDINAL
ajfa-9129	289	6	167	CARDINAL
ajfa-9129	289	7	r. a.	PERSON
ajfa-9129	289	8	2009	DATE
ajfa-9129	290	1	naira/dollar	MONEY
ajfa-9129	291	1	5(3	CARDINAL
ajfa-9129	291	2	377	CARDINAL
ajfa-9129	292	1	j. m., & summers	PERSON
ajfa-9129	292	2	l.h.	GPE
ajfa-9129	292	3	1986	DATE
ajfa-9129	294	1	american	NORP
ajfa-9129	294	2	76	DATE
ajfa-9129	294	3	1143-1151	CARDINAL
ajfa-9129	295	1	raja	PERSON
ajfa-9129	295	2	m., & m. selvam	ORG
ajfa-9129	295	3	2011	DATE
ajfa-9129	297	1	5	CARDINAL
ajfa-9129	297	2	18	CARDINAL
ajfa-9129	298	1	a., & ahmad	ORG
ajfa-9129	298	2	s. (	PERSON
ajfa-9129	298	3	2008	DATE
ajfa-9129	300	1	20	CARDINAL
ajfa-9129	301	1	r., & al-khouri	PERSON
ajfa-9129	301	2	r. (	GPE
ajfa-9129	301	3	2005	DATE
ajfa-9129	302	1	daily	DATE
ajfa-9129	302	2	amman stock exchange	ORG
ajfa-9129	302	3	1992-2004	DATE
ajfa-9129	303	1	2(4	CARDINAL
ajfa-9129	303	2	99	CARDINAL
ajfa-9129	304	1	su	PERSON
ajfa-9129	304	2	2010	DATE
ajfa-9129	305	1	daily	DATE
ajfa-9129	305	2	china	GPE
ajfa-9129	306	1	university of gothenburg	ORG
ajfa-9129	308	1	taylor	PERSON
ajfa-9129	308	2	s.	PERSON
ajfa-9129	308	3	1994	DATE
ajfa-9129	310	1	4	CARDINAL
ajfa-9129	310	2	183	CARDINAL
ajfa-9129	311	1	y. k.	PERSON
ajfa-9129	312	1	1991	DATE
ajfa-9129	313	1	the tokyo stock exchange	ORG
ajfa-9129	314	1	japan	GPE
ajfa-9129	314	2	3	CARDINAL
ajfa-9129	314	3	285–98	DATE
ajfa-9129	314	4	2008	DATE
ajfa-9129	316	1	15	CARDINAL
ajfa-9129	316	2	159–174	CARDINAL
ajfa-9129	317	1	zakoian	NORP
ajfa-9129	317	2	j. m.	PERSON
ajfa-9129	317	3	1994	DATE
ajfa-9129	318	1	heteroscedasticity models	ORG
ajfa-9129	319	1	931–955	CARDINAL
ajfa-9129	320	1	94)90039-6	CARDINAL