id	sid	eid	entity	type
ajfa-989	1	1	microsoft	ORG
ajfa-989	1	2	989-4059	CARDINAL
ajfa-989	1	3	asian	NORP
ajfa-989	1	4	finance & accounting	ORG
ajfa-989	1	5	1946-052x 2011	DATE
ajfa-989	2	1	3	CARDINAL
ajfa-989	2	2	1	CARDINAL
ajfa-989	2	3	russia	GPE
ajfa-989	2	4	kashif saleem	PERSON
ajfa-989	2	5	finland	GPE
ajfa-989	2	6	september 23, 2011	DATE
ajfa-989	2	7	november 21, 2011	DATE
ajfa-989	2	8	december 1, 2011	DATE
ajfa-989	2	9	russia	GPE
ajfa-989	3	1	1990	DATE
ajfa-989	3	2	2002	DATE
ajfa-989	3	3	dcc	ORG
ajfa-989	3	4	first	ORDINAL
ajfa-989	3	5	two	CARDINAL
ajfa-989	4	1	secondly	ORDINAL
ajfa-989	4	2	dcc	ORG
ajfa-989	4	3	cappiello et al	PERSON
ajfa-989	5	1	2006	DATE
ajfa-989	6	1	russian	NORP
ajfa-989	8	1	dcc	ORG
ajfa-989	8	2	russia	GPE
ajfa-989	8	3	jel	ORG
ajfa-989	8	4	g15 asian journal of finance & accounting	ORG
ajfa-989	8	5	1946-052x 2011	DATE
ajfa-989	9	1	3	CARDINAL
ajfa-989	9	2	1	CARDINAL
ajfa-989	9	3	e5	CARDINAL
ajfa-989	10	1	markowitz (	ORG
ajfa-989	10	2	1952, 1959	DATE
ajfa-989	10	3	recent past	DATE
ajfa-989	12	1	keim	PERSON
ajfa-989	12	2	1986	DATE
ajfa-989	12	3	campbell	ORG
ajfa-989	12	4	ammer	ORG
ajfa-989	12	5	1993	DATE
ajfa-989	12	6	kwan	PERSON
ajfa-989	12	7	1996	DATE
ajfa-989	13	1	2002	DATE
ajfa-989	13	2	connolly et al	PERSON
ajfa-989	13	3	2005	DATE
ajfa-989	13	4	baur	PERSON
ajfa-989	13	5	lucey	PERSON
ajfa-989	13	6	2009	DATE
ajfa-989	13	7	two	CARDINAL
ajfa-989	13	8	alexander et al	PERSON
ajfa-989	14	1	2000	DATE
ajfa-989	15	1	two	CARDINAL
ajfa-989	15	2	two	CARDINAL
ajfa-989	15	3	shiller	ORG
ajfa-989	15	4	1992	DATE
ajfa-989	15	5	campbell	ORG
ajfa-989	15	6	ammer	ORG
ajfa-989	15	7	1993	DATE
ajfa-989	16	1	glabadanidis	PERSON
ajfa-989	16	2	2003	DATE
ajfa-989	17	1	siegel	PERSON
ajfa-989	17	2	1998	DATE
ajfa-989	17	3	2002	DATE
ajfa-989	17	4	cappiello	ORG
ajfa-989	17	5	engle	PERSON
ajfa-989	17	6	sheppard	PERSON
ajfa-989	17	7	2006	DATE
ajfa-989	17	8	2003	DATE
ajfa-989	17	9	connolly et al	PERSON
ajfa-989	17	10	2005	DATE
ajfa-989	17	11	jones	PERSON
ajfa-989	17	12	wilson	PERSON
ajfa-989	17	13	2004	DATE
ajfa-989	17	14	li	PERSON
ajfa-989	17	15	2002	DATE
ajfa-989	17	16	1989	DATE
ajfa-989	19	1	today	DATE
ajfa-989	25	1	the past two and a half decades	DATE
ajfa-989	25	2	1982	DATE
ajfa-989	25	3	1986	DATE
ajfa-989	26	1	asian	NORP
ajfa-989	26	2	finance & accounting	ORG
ajfa-989	26	3	1946-052x 2011	DATE
ajfa-989	27	1	3	CARDINAL
ajfa-989	27	2	1	CARDINAL
ajfa-989	29	1	the early days	DATE
ajfa-989	30	1	1988	DATE
ajfa-989	31	1	1995	DATE
ajfa-989	31	2	scruggs	ORG
ajfa-989	31	3	2003	DATE
ajfa-989	32	1	1990	DATE
ajfa-989	32	2	abid et al.	PERSON
ajfa-989	32	3	2003	DATE
ajfa-989	32	4	dcc	ORG
ajfa-989	32	5	2002	DATE
ajfa-989	34	1	dcc	ORG
ajfa-989	34	2	1	CARDINAL
ajfa-989	34	3	1	CARDINAL
ajfa-989	36	1	2006	DATE
ajfa-989	36	2	two	CARDINAL
ajfa-989	37	1	the past few years	DATE
ajfa-989	37	2	russian	NORP
ajfa-989	37	3	russian	NORP
ajfa-989	38	1	russian	NORP
ajfa-989	38	2	saleem	PERSON
ajfa-989	38	3	2008	DATE
ajfa-989	38	4	today	DATE
ajfa-989	38	5	russia	GPE
ajfa-989	39	1	russian	NORP
ajfa-989	40	1	russia	GPE
ajfa-989	41	1	firstly	ORDINAL
ajfa-989	41	2	two	CARDINAL
ajfa-989	41	3	1990	DATE
ajfa-989	42	1	two	CARDINAL
ajfa-989	42	2	dcc	ORG
ajfa-989	42	3	1	CARDINAL
ajfa-989	42	4	1	CARDINAL
ajfa-989	42	5	engle	PERSON
ajfa-989	42	6	2002	DATE
ajfa-989	43	1	cappiello et al	PERSON
ajfa-989	44	1	2006	DATE
ajfa-989	45	1	russian	NORP
ajfa-989	49	1	asian	NORP
ajfa-989	49	2	finance & accounting	ORG
ajfa-989	49	3	1946-052x 2011	DATE
ajfa-989	50	1	3	CARDINAL
ajfa-989	50	2	1	CARDINAL
ajfa-989	50	3	russian	NORP
ajfa-989	51	1	section 3	LAW
ajfa-989	52	1	section 4	LAW
ajfa-989	52	2	section 5	LAW
ajfa-989	53	1	2	CARDINAL
ajfa-989	53	2	two	CARDINAL
ajfa-989	55	1	bollerslev et	PERSON
ajfa-989	56	1	1988	DATE
ajfa-989	56	2	the early days	DATE
ajfa-989	58	1	1990	DATE
ajfa-989	60	1	chesnay	PERSON
ajfa-989	60	2	jondeau	GPE
ajfa-989	60	3	2001	DATE
ajfa-989	61	1	1990	DATE
ajfa-989	61	2	engle	PERSON
ajfa-989	61	3	sheppard	ORG
ajfa-989	61	4	2001	DATE
ajfa-989	61	5	2002	DATE
ajfa-989	61	6	zero	CARDINAL
ajfa-989	62	1	dcc	ORG
ajfa-989	63	1	rt	ORG
ajfa-989	63	2	k×1	GPE
ajfa-989	63	3	εt	ORG
ajfa-989	63	4	k×1	GPE
ajfa-989	63	5	zero	CARDINAL
ajfa-989	63	6	1t	CARDINAL
ajfa-989	63	7	dcc	ORG
ajfa-989	63	8	tttt drdh	PERSON
ajfa-989	63	9	2	CARDINAL
ajfa-989	63	10	rt	ORG
ajfa-989	64	1	dcc	ORG
ajfa-989	64	2	two	CARDINAL
ajfa-989	65	1	first	ORDINAL
ajfa-989	67	1	2/12/1	CARDINAL
ajfa-989	67	2	kktiitt hhdiagd	ORG
ajfa-989	67	3	3	CARDINAL
ajfa-989	67	4	asian	NORP
ajfa-989	67	5	finance & accounting	ORG
ajfa-989	67	6	1946-052x 2011	DATE
ajfa-989	68	1	3	CARDINAL
ajfa-989	68	2	1	CARDINAL
ajfa-989	68	3	1	CARDINAL
ajfa-989	68	4	1 2 1,,1	CARDINAL
ajfa-989	68	5		ORG
ajfa-989	70	1	4	CARDINAL
ajfa-989	70	2	0	CARDINAL
ajfa-989	72	1	1	CARDINAL
ajfa-989	73	1	zero	CARDINAL
ajfa-989	74	1	second	ORDINAL
ajfa-989	74	2	zero	CARDINAL
ajfa-989	74	3	2/12/1  tttt	CARDINAL
ajfa-989	74	4	5	CARDINAL
ajfa-989	74	5	111	ORG
ajfa-989	74	6	1	CARDINAL
ajfa-989	74	7	tttt qqq 	PERSON
ajfa-989	75	1	1	CARDINAL
ajfa-989	76	1	two	CARDINAL
ajfa-989	76	2	1()1	DATE
ajfa-989	76	3	1	CARDINAL
ajfa-989	76	4	2/1 1	DATE
ajfa-989	76	5	2 1	DATE
ajfa-989	76	6	2/1 1	DATE
ajfa-989	76	7	2 1	DATE
ajfa-989	76	8	1,1,1	CARDINAL
ajfa-989	76	9		GPE
ajfa-989	76	10	qqqq qq 	ORG
ajfa-989	76	11	6	CARDINAL
ajfa-989	76	12	sheppard	ORG
ajfa-989	76	13	2001	DATE
ajfa-989	76	14	2002	DATE
ajfa-989	76	15	2 1 1 1	DATE
ajfa-989	76	16	7	CARDINAL
ajfa-989	76	17		ORG
ajfa-989	76	18	1/	PRODUCT
ajfa-989	76	19	2 1	DATE
ajfa-989	76	20	1	CARDINAL
ajfa-989	76	21	 	PERSON
ajfa-989	76	22	dcc	ORG
ajfa-989	77	1	2006	DATE
ajfa-989	77	2	asian	NORP
ajfa-989	77	3	finance & accounting	ORG
ajfa-989	77	4	1946-052x 2011	DATE
ajfa-989	78	1	3	CARDINAL
ajfa-989	78	2	1	CARDINAL
ajfa-989	78	3	11111	CARDINAL
ajfa-989	78	4	  	PRODUCT
ajfa-989	78	5	9	CARDINAL
ajfa-989	80	1	nnen	PERSON
ajfa-989	80	2		ORG
ajfa-989	81	1	nnt	ORG
ajfa-989	82	1	3	CARDINAL
ajfa-989	82	2	descriptive statistics daily	ORG
ajfa-989	82	3	russian	NORP
ajfa-989	82	4	stocks1	PERSON
ajfa-989	83	1	jp morgan	ORG
ajfa-989	83	2	russia	GPE
ajfa-989	83	3	russian	NORP
ajfa-989	83	4	russian	NORP
ajfa-989	84	1	july 1994	DATE
ajfa-989	84	2	december 2007	DATE
ajfa-989	84	3	3522	CARDINAL
ajfa-989	85	1	russia	GPE
ajfa-989	85	2	daily	DATE
ajfa-989	85	3	five-day	DATE
ajfa-989	86	1	daily	DATE
ajfa-989	86	2	first	ORDINAL
ajfa-989	86	3	100	CARDINAL
ajfa-989	87	1	1	CARDINAL
ajfa-989	88	1	first	ORDINAL
ajfa-989	89	1	1	CARDINAL
ajfa-989	89	2	1%	PERCENT
ajfa-989	89	3	mackinnon	PERSON
ajfa-989	90	1	1	CARDINAL
ajfa-989	93	1	8000	CARDINAL
ajfa-989	93	2	jul-94	ORG
ajfa-989	93	3	jul-98 jul-00 jul-02 jul-04	PERSON
ajfa-989	93	4	0	CARDINAL
ajfa-989	93	5	600	CARDINAL
ajfa-989	93	6	russia	GPE
ajfa-989	93	7	1	CARDINAL
ajfa-989	94	1	russian	NORP
ajfa-989	94	2	russia	GPE
ajfa-989	94	3	1994	DATE
ajfa-989	95	1	1	CARDINAL
ajfa-989	96	1	asian	NORP
ajfa-989	96	2	finance & accounting	ORG
ajfa-989	96	3	1946-052x 2011	DATE
ajfa-989	97	1	3	CARDINAL
ajfa-989	97	2	1	CARDINAL
ajfa-989	97	3	the first two moments	TIME
ajfa-989	97	4	2402	CARDINAL
ajfa-989	97	5	240	CARDINAL
ajfa-989	97	6	annual	DATE
ajfa-989	102	1	1	CARDINAL
ajfa-989	103	1	russian	NORP
ajfa-989	106	1	adf lb(24	GPE
ajfa-989	106	2	24	CARDINAL
ajfa-989	106	3	0.001	CARDINAL
ajfa-989	106	4	52.831	CARDINAL
ajfa-989	106	5	593.04	CARDINAL
ajfa-989	106	6	118.304	CARDINAL
ajfa-989	106	7	14.331	CARDINAL
ajfa-989	106	8	29.794	CARDINAL
ajfa-989	106	9	228.490	CARDINAL
ajfa-989	106	10	3381.6	CARDINAL
ajfa-989	106	11	5%	PERCENT
ajfa-989	107	1	russian	NORP
ajfa-989	108	1	daily	DATE
ajfa-989	108	2	russia	GPE
ajfa-989	110	1	morgan embi	ORG
ajfa-989	110	2	russia	GPE
ajfa-989	110	3	daily	DATE
ajfa-989	111	1	july 1994	DATE
ajfa-989	112	1	240	CARDINAL
ajfa-989	112	2	240	CARDINAL
ajfa-989	113	1	jb	PERSON
ajfa-989	118	1	1	CARDINAL
ajfa-989	118	2	24	CARDINAL
ajfa-989	118	3	five	CARDINAL
ajfa-989	120	1	4	CARDINAL
ajfa-989	120	2	4.1	CARDINAL
ajfa-989	120	3	1990	DATE
ajfa-989	122	1	2	CARDINAL
ajfa-989	122	2	2	CARDINAL
ajfa-989	122	3	5 working days	DATE
ajfa-989	122	4	a week	DATE
ajfa-989	122	5	20 days	DATE
ajfa-989	122	6	one month	DATE
ajfa-989	122	7	240	CARDINAL
ajfa-989	123	1	3	CARDINAL
ajfa-989	123	2	asian	NORP
ajfa-989	123	3	finance & accounting	ORG
ajfa-989	123	4	1946-052x 2011	DATE
ajfa-989	124	1	3	CARDINAL
ajfa-989	124	2	1	CARDINAL
ajfa-989	125	1	1	CARDINAL
ajfa-989	125	2	1	CARDINAL
ajfa-989	126	1	two	CARDINAL
ajfa-989	128	1	two	CARDINAL
ajfa-989	128	2	0.213	CARDINAL
ajfa-989	130	1	ccc	ORG
ajfa-989	130	2	two	CARDINAL
ajfa-989	130	3	keim	PERSON
ajfa-989	130	4	1986	DATE
ajfa-989	130	5	campbell	ORG
ajfa-989	130	6	ammer	ORG
ajfa-989	130	7	1993	DATE
ajfa-989	131	1	six months	DATE
ajfa-989	132	1	2	CARDINAL
ajfa-989	133	1	ccc-garch	ORG
ajfa-989	133	2	1	CARDINAL
ajfa-989	133	3	1	CARDINAL
ajfa-989	133	4	 	PERSON
ajfa-989	133	5	0.156	CARDINAL
ajfa-989	133	6	0.080	CARDINAL
ajfa-989	133	7	0.021	CARDINAL
ajfa-989	133	8	0.978	CARDINAL
ajfa-989	133	9	0.213	CARDINAL
ajfa-989	133	10	0.031	CARDINAL
ajfa-989	133	11	0.001	CARDINAL
ajfa-989	133	12	0.001	CARDINAL
ajfa-989	133	13	0.061* 0.006	QUANTITY
ajfa-989	133	14	0.080	CARDINAL
ajfa-989	133	15	0.919	CARDINAL
ajfa-989	133	16	0.013	CARDINAL
ajfa-989	133	17	0.007	CARDINAL
ajfa-989	133	18	0.005	CARDINAL
ajfa-989	133	19	0.005	CARDINAL
ajfa-989	133	20	1	CARDINAL
ajfa-989	133	21	1	CARDINAL
ajfa-989	133	22	daily	DATE
ajfa-989	133	23	russia	GPE
ajfa-989	133	24	july 1994	DATE
ajfa-989	134	1		DATE
ajfa-989	135	1	two	CARDINAL
ajfa-989	137	1	5%	PERCENT
ajfa-989	138	1	russian	NORP
ajfa-989	138	2	russia	GPE
ajfa-989	138	3	2	CARDINAL
ajfa-989	139	1	six-month	DATE
ajfa-989	139	2	dcc	ORG
ajfa-989	142	1	the first quarter of 1996	DATE
ajfa-989	142	2	russian	NORP
ajfa-989	142	3	august 1998	DATE
ajfa-989	143	1	3	CARDINAL
ajfa-989	143	2	the period of 1999	DATE
ajfa-989	143	3	2003	DATE
ajfa-989	145	1	asian	NORP
ajfa-989	145	2	finance & accounting	ORG
ajfa-989	145	3	1946-052x 2011	DATE
ajfa-989	146	1	3	CARDINAL
ajfa-989	146	2	1	CARDINAL
ajfa-989	146	3	e5 www.macrothink.org/ajfa 80	CARDINAL
ajfa-989	147	1	0.4 0.5 0.6	QUANTITY
ajfa-989	147	2	jan-94	ORG
ajfa-989	147	3	jan-98 jan-00 jan-02	ORG
ajfa-989	147	4	jan-06	GPE
ajfa-989	147	5	corr	PERSON
ajfa-989	148	1	cond	PERSON
ajfa-989	149	1	corr	PERSON
ajfa-989	149	2	2	DATE
ajfa-989	149	3	six-month	DATE
ajfa-989	149	4	russian	NORP
ajfa-989	149	5	russia	GPE
ajfa-989	149	6	1994	DATE
ajfa-989	150	1	3	CARDINAL
ajfa-989	151	1	2	CARDINAL
ajfa-989	152	1	dcc	ORG
ajfa-989	153	1	dcc	ORG
ajfa-989	154	1	4.2	CARDINAL
ajfa-989	154	2	dcc	ORG
ajfa-989	154	3	1	CARDINAL
ajfa-989	154	4	1	CARDINAL
ajfa-989	154	5	engle	PERSON
ajfa-989	154	6	2002	DATE
ajfa-989	155	1	dcc	ORG
ajfa-989	155	2	two	CARDINAL
ajfa-989	156	1	first	ORDINAL
ajfa-989	156	2	3	CARDINAL
ajfa-989	156	3	second	ORDINAL
ajfa-989	156	4	2	CARDINAL
ajfa-989	157	1	2	CARDINAL
ajfa-989	158	1	3	CARDINAL
ajfa-989	158	2	first	ORDINAL
ajfa-989	158	3	dcc	ORG
ajfa-989	159	1	asian	NORP
ajfa-989	159	2	finance & accounting	ORG
ajfa-989	159	3	1946-052x 2011	DATE
ajfa-989	160	1	3	CARDINAL
ajfa-989	160	2	1	CARDINAL
ajfa-989	160	3	18 20	CARDINAL
ajfa-989	160	4	jul-94	ORG
ajfa-989	160	5	jul-98 jul-00 jul-02 jul-04	PERSON
ajfa-989	160	6	hbond	CARDINAL
ajfa-989	160	7	3	CARDINAL
ajfa-989	161	1	russian	NORP
ajfa-989	161	2	russia	GPE
ajfa-989	161	3	1994	DATE
ajfa-989	161	4	2007	DATE
ajfa-989	162	1	russian	NORP
ajfa-989	162	2	1998	DATE
ajfa-989	163	1	russian	NORP
ajfa-989	164	1	1989	DATE
ajfa-989	164	2	us	GPE
ajfa-989	165	1	3	CARDINAL
ajfa-989	167	1	3	CARDINAL
ajfa-989	168	1	dcc	ORG
ajfa-989	168	2	1	CARDINAL
ajfa-989	168	3	1	CARDINAL
ajfa-989	168	4	 	PERSON
ajfa-989	168	5	0.148	CARDINAL
ajfa-989	168	6	0.016	CARDINAL
ajfa-989	168	7	0.022	CARDINAL
ajfa-989	168	8	0.977	CARDINAL
ajfa-989	168	9	0.005	CARDINAL
ajfa-989	168	10	0.993	CARDINAL
ajfa-989	168	11	0.032	CARDINAL
ajfa-989	168	12	0.001	CARDINAL
ajfa-989	168	13	0.001	CARDINAL
ajfa-989	168	14	0.026	CARDINAL
ajfa-989	168	15	0.079	CARDINAL
ajfa-989	168	16	0.920	CARDINAL
ajfa-989	168	17	0.001	CARDINAL
ajfa-989	168	18	0.001	CARDINAL
ajfa-989	168	19	0.006	CARDINAL
ajfa-989	168	20	0.005	CARDINAL
ajfa-989	168	21	0.005	CARDINAL
ajfa-989	168	22	1	CARDINAL
ajfa-989	168	23	1	CARDINAL
ajfa-989	168	24	daily	DATE
ajfa-989	168	25	russia	GPE
ajfa-989	168	26	july 1994	DATE
ajfa-989	168	27	asian journal of finance & accounting	ORG
ajfa-989	168	28	1946-052x 2011	DATE
ajfa-989	169	1	3	CARDINAL
ajfa-989	169	2	1	CARDINAL
ajfa-989	170	1		DATE
ajfa-989	171	1	dcc	ORG
ajfa-989	173	1	5%	PERCENT
ajfa-989	174	1	dcc	ORG
ajfa-989	174	2	1,1	CARDINAL
ajfa-989	176	1	cappiello et al	PERSON
ajfa-989	177	1	2006	DATE
ajfa-989	177	2	two	CARDINAL
ajfa-989	178	1	4	CARDINAL
ajfa-989	179	1	1	CARDINAL
ajfa-989	179	2	1	CARDINAL
ajfa-989	179	3	russian	NORP
ajfa-989	181	1	russian	NORP
ajfa-989	182	1	4	CARDINAL
ajfa-989	183	1	1	CARDINAL
ajfa-989	183	2	  	WORK_OF_ART
ajfa-989	183	3	0.080	CARDINAL
ajfa-989	183	4	0.977	CARDINAL
ajfa-989	183	5	0.001	CARDINAL
ajfa-989	183	6	0.007	CARDINAL
ajfa-989	183	7	0.982	CARDINAL
ajfa-989	183	8	0.009	CARDINAL
ajfa-989	183	9	0.001	CARDINAL
ajfa-989	183	10	0.001	CARDINAL
ajfa-989	183	11	0.062	CARDINAL
ajfa-989	183	12	0.008	CARDINAL
ajfa-989	183	13	0.098	CARDINAL
ajfa-989	183	14	0.901	CARDINAL
ajfa-989	183	15	0.044	CARDINAL
ajfa-989	183	16	0.002	CARDINAL
ajfa-989	183	17	0.002	CARDINAL
ajfa-989	183	18	0.007	CARDINAL
ajfa-989	183	19	0.007	CARDINAL
ajfa-989	183	20	0.007	CARDINAL
ajfa-989	183	21	0.007	CARDINAL
ajfa-989	183	22	1	CARDINAL
ajfa-989	183	23	1	CARDINAL
ajfa-989	183	24	daily	DATE
ajfa-989	183	25	russia	GPE
ajfa-989	183	26	july 1994	DATE
ajfa-989	184	1		DATE
ajfa-989	186	1	dcc	ORG
ajfa-989	188	1	5%	PERCENT
ajfa-989	188	2	10%	PERCENT
ajfa-989	189	1	dcc	ORG
ajfa-989	190	1	asian journal of finance & accounting	ORG
ajfa-989	190	2	1946-052x 2011	DATE
ajfa-989	191	1	3	CARDINAL
ajfa-989	191	2	1	CARDINAL
ajfa-989	191	3	83 5	DATE
ajfa-989	192	1	one	CARDINAL
ajfa-989	195	1	russian	NORP
ajfa-989	196	1	russia	GPE
ajfa-989	197	1	1990	DATE
ajfa-989	198	1	dcc	ORG
ajfa-989	198	2	1	CARDINAL
ajfa-989	198	3	1	CARDINAL
ajfa-989	198	4	engle	PERSON
ajfa-989	198	5	2002	DATE
ajfa-989	198	6	two	CARDINAL
ajfa-989	199	1	cappiello et al	PERSON
ajfa-989	200	1	2006	DATE
ajfa-989	201	1	russian	NORP
ajfa-989	204	1	abid	GPE
ajfa-989	204	2	f.	PERSON
ajfa-989	204	3	aoua	ORG
ajfa-989	204	4	n.	ORG
ajfa-989	204	5	mikhail	PERSON
ajfa-989	204	6	a.d.	GPE
ajfa-989	204	7	2003	DATE
ajfa-989	205	1	asian	NORP
ajfa-989	206	1	india	GPE
ajfa-989	206	2	17	CARDINAL
ajfa-989	206	3	1311-1343	DATE
ajfa-989	207	1	alexander	PERSON
ajfa-989	207	2	ferri	ORG
ajfa-989	207	3	2000	DATE
ajfa-989	209	1	29	CARDINAL
ajfa-989	209	2	23	CARDINAL
ajfa-989	210	1	barsky	PERSON
ajfa-989	210	2	r. b.	PERSON
ajfa-989	210	3	1989	DATE
ajfa-989	212	1	american	NORP
ajfa-989	212	2	79	CARDINAL
ajfa-989	212	3	1132	CARDINAL
ajfa-989	213	1	baur	ORG
ajfa-989	213	2	d.	NORP
ajfa-989	213	3	lucey	ORG
ajfa-989	213	4	b.m.	GPE
ajfa-989	213	5	2009	DATE
ajfa-989	215	1	5	CARDINAL
ajfa-989	215	2	339	CARDINAL
ajfa-989	216	1	1990	DATE
ajfa-989	218	1	498	CARDINAL
ajfa-989	218	2	bollerslev t.	PERSON
ajfa-989	218	3	r.f.	GPE
ajfa-989	218	4	wooldridge	PERSON
ajfa-989	218	5	j.m.	GPE
ajfa-989	218	6	1988	DATE
ajfa-989	220	1	96	CARDINAL
ajfa-989	220	2	116	CARDINAL
ajfa-989	220	3	1986	DATE
ajfa-989	222	1	journal of asian journal of finance & accounting	ORG
ajfa-989	222	2	1946-052x 2011	DATE
ajfa-989	223	1	3	CARDINAL
ajfa-989	223	2	1	CARDINAL
ajfa-989	223	3	31	DATE
ajfa-989	223	4	307	CARDINAL
ajfa-989	224	1	http://dx.doi.org/10.1016/0304-4076(86)90063-1 connolly	PERSON
ajfa-989	224	2	r.	NORP
ajfa-989	224	3	2005	DATE
ajfa-989	226	1	40	CARDINAL
ajfa-989	226	2	161	CARDINAL
ajfa-989	227	1	campbell	PERSON
ajfa-989	227	2	j.	PERSON
ajfa-989	227	3	1993	DATE
ajfa-989	230	1	48	DATE
ajfa-989	230	2	3	CARDINAL
ajfa-989	231	1	cappiello	ORG
ajfa-989	231	2	l., engle	ORG
ajfa-989	231	3	r.	NORP
ajfa-989	231	4	sheppard	PERSON
ajfa-989	231	5	2006	DATE
ajfa-989	233	1	4	CARDINAL
ajfa-989	233	2	537-572	CARDINAL
ajfa-989	235	1	chesnay	PERSON
ajfa-989	235	2	f.	PERSON
ajfa-989	235	3	jondeau	GPE
ajfa-989	235	4	2001	DATE
ajfa-989	237	1	banca monte dei paschi di siena	ORG
ajfa-989	238	1	engle	PERSON
ajfa-989	238	2	2002	DATE
ajfa-989	240	1	20	CARDINAL
ajfa-989	240	2	339	CARDINAL
ajfa-989	241	1	http://dx.doi.org/10.1198/073500102288618487 engle r.f.	PERSON
ajfa-989	241	2	kroner	ORG
ajfa-989	241	3	k.f.	PERSON
ajfa-989	241	4	1995	DATE
ajfa-989	243	1	11	CARDINAL
ajfa-989	243	2	122	CARDINAL
ajfa-989	244	1	http://dx.doi.org/10.1017/s0266466600009063 engle	PERSON
ajfa-989	244	2	r.f.	GPE
ajfa-989	244	3	sheppard	PERSON
ajfa-989	244	4	2001	DATE
ajfa-989	245	1	ucsd	GPE
ajfa-989	245	2	san diego	GPE
ajfa-989	246	1	engle	GPE
ajfa-989	246	2	r. f. (	PERSON
ajfa-989	246	3	1982	DATE
ajfa-989	247	1	united kingdom	GPE
ajfa-989	247	2	econometrica	PERSON
ajfa-989	247	3	50	DATE
ajfa-989	247	4	987	CARDINAL
ajfa-989	248	1	gulko, l. (	PERSON
ajfa-989	248	2	2002	DATE
ajfa-989	250	1	28	CARDINAL
ajfa-989	250	2	59	CARDINAL
ajfa-989	251	1	http://dx.doi.org/10.3905/jpm.2002.319843 ilmanen	PERSON
ajfa-989	251	2	a.	PERSON
ajfa-989	251	3	2003	DATE
ajfa-989	253	1	13	CARDINAL
ajfa-989	253	2	55	CARDINAL
ajfa-989	254	1	c., wilson	PERSON
ajfa-989	254	2	j. (2004	PERSON
ajfa-989	256	1	60	CARDINAL
ajfa-989	256	2	100	CARDINAL
ajfa-989	257	1	kwan	PERSON
ajfa-989	257	2	s. h. (	PERSON
ajfa-989	259	1	journal of financial economics	ORG
ajfa-989	259	2	40	DATE
ajfa-989	259	3	63-80	DATE
ajfa-989	260	1	http://dx.doi.org/10.1016/0304-405x(95)00836-4 keim	PERSON
ajfa-989	260	2	d.b.	GPE
ajfa-989	260	3	stambaugh	ORG
ajfa-989	260	4	1986	DATE
ajfa-989	262	1	journal of financial economics	ORG
ajfa-989	262	2	17	CARDINAL
ajfa-989	262	3	357	CARDINAL
ajfa-989	263	1	li	PERSON
ajfa-989	263	2	2002	DATE
ajfa-989	266	1	yale international center for	ORG
ajfa-989	267	1	markowitz, h. (1952	ORG
ajfa-989	269	1	7	CARDINAL
ajfa-989	269	2	77	CARDINAL
ajfa-989	270	1	asian	NORP
ajfa-989	270	2	finance & accounting	ORG
ajfa-989	270	3	1946-052x 2011	DATE
ajfa-989	271	1	3	CARDINAL
ajfa-989	271	2	1	CARDINAL
ajfa-989	272	1	e5	CARDINAL
ajfa-989	272	2	markowitz, h. (1959).	ORG
ajfa-989	274	1	new york	GPE
ajfa-989	274	2	wiley	PERSON
ajfa-989	274	3	2nd	ORDINAL
ajfa-989	275	1	cambridge	GPE
ajfa-989	275	2	basil blackwell	PERSON
ajfa-989	275	3	1991	DATE
ajfa-989	276	1	saleem	PERSON
ajfa-989	276	2	k.	PERSON
ajfa-989	276	3	m. (2008	PERSON
ajfa-989	277	1	russian	NORP
ajfa-989	278	1	9	CARDINAL
ajfa-989	278	2	40-56	CARDINAL
ajfa-989	279	1	g. w.	PERSON
ajfa-989	279	2	1989	DATE
ajfa-989	281	1	44	CARDINAL
ajfa-989	281	2	1115	CARDINAL
ajfa-989	282	1	shiller	ORG
ajfa-989	282	2	r.	NORP
ajfa-989	282	3	a.	PERSON
ajfa-989	282	4	1992	DATE
ajfa-989	284	1	journal of monetary economics	ORG
ajfa-989	284	2	30	CARDINAL
ajfa-989	284	3	25	CARDINAL
ajfa-989	285	1	scruggs	ORG
ajfa-989	285	2	j.t.	GPE
ajfa-989	285	3	glabdanidis	PERSON
ajfa-989	285	4	2003	DATE
ajfa-989	286	1	premia	ORG
ajfa-989	287	1	38	CARDINAL
ajfa-989	287	2	295	CARDINAL
ajfa-989	288	1	siegel	PERSON
ajfa-989	288	2	j.j.	PERSON
ajfa-989	288	3	1998	DATE
ajfa-989	290	1	irwin professional publishing	ORG