id	sid	tid	token	lemma	pos
ajfa-10913	1	1	microsoft	microsoft	PROPN
ajfa-10913	1	2	word	word	NOUN
ajfa-10913	1	3	10913	10913	NUM
ajfa-10913	1	4	-	-	SYM
ajfa-10913	1	5	40306	40306	NUM
ajfa-10913	1	6	-	-	PUNCT
ajfa-10913	1	7	1	1	NUM
ajfa-10913	1	8	-	-	PUNCT
ajfa-10913	1	9	sm	sm	NOUN
ajfa-10913	1	10	-	-	PUNCT
ajfa-10913	1	11	writer2	writer2	VERB
ajfa-10913	1	12	-	-	ADJ
ajfa-10913	1	13	new	new	ADJ
ajfa-10913	1	14	asian	asian	ADJ
ajfa-10913	1	15	journal	journal	NOUN
ajfa-10913	1	16	of	of	ADP
ajfa-10913	1	17	finance	finance	PROPN
ajfa-10913	1	18	&	&	CCONJ
ajfa-10913	1	19	accounting	accounting	PROPN
ajfa-10913	1	20	issn	issn	PROPN
ajfa-10913	1	21	1946	1946	NUM
ajfa-10913	1	22	-	-	PUNCT
ajfa-10913	1	23	052x	052x	PROPN
ajfa-10913	1	24	2017	2017	NUM
ajfa-10913	1	25	,	,	PUNCT
ajfa-10913	1	26	vol	vol	NOUN
ajfa-10913	1	27	.	.	NOUN
ajfa-10913	1	28	9	9	NUM
ajfa-10913	1	29	,	,	PUNCT
ajfa-10913	1	30	no	no	INTJ
ajfa-10913	1	31	.	.	NOUN
ajfa-10913	1	32	1	1	NUM
ajfa-10913	1	33	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	1	34	224	224	NUM
ajfa-10913	1	35	generalised	generalise	VERB
ajfa-10913	1	36	lambda	lambda	ADJ
ajfa-10913	1	37	distributions	distribution	NOUN
ajfa-10913	1	38	by	by	ADP
ajfa-10913	1	39	method	method	NOUN
ajfa-10913	1	40	of	of	ADP
ajfa-10913	1	41	moments	moment	NOUN
ajfa-10913	1	42	and	and	CCONJ
ajfa-10913	1	43	maximum	maximum	ADJ
ajfa-10913	1	44	likelihood	likelihood	NOUN
ajfa-10913	1	45	using	use	VERB
ajfa-10913	1	46	the	the	DET
ajfa-10913	1	47	jse	jse	PROPN
ajfa-10913	1	48	-	-	PUNCT
ajfa-10913	1	49	asi	asi	NOUN
ajfa-10913	1	50	returns	return	NOUN
ajfa-10913	1	51	peterson	peterson	PROPN
ajfa-10913	1	52	owusu	owusu	PROPN
ajfa-10913	1	53	junior	junior	PROPN
ajfa-10913	1	54	(	(	PUNCT
ajfa-10913	1	55	corresponding	corresponding	ADJ
ajfa-10913	1	56	author	author	NOUN
ajfa-10913	1	57	)	)	PUNCT
ajfa-10913	1	58	institute	institute	NOUN
ajfa-10913	1	59	of	of	ADP
ajfa-10913	1	60	distance	distance	NOUN
ajfa-10913	1	61	learning	learning	NOUN
ajfa-10913	1	62	(	(	PUNCT
ajfa-10913	1	63	idl	idl	NOUN
ajfa-10913	1	64	)	)	PUNCT
ajfa-10913	1	65	kwame	kwame	PROPN
ajfa-10913	1	66	nkrumah	nkrumah	PROPN
ajfa-10913	1	67	university	university	PROPN
ajfa-10913	1	68	of	of	ADP
ajfa-10913	1	69	science	science	PROPN
ajfa-10913	1	70	&	&	CCONJ
ajfa-10913	1	71	technology	technology	PROPN
ajfa-10913	1	72	(	(	PUNCT
ajfa-10913	1	73	knust	knust	PROPN
ajfa-10913	1	74	)	)	PUNCT
ajfa-10913	1	75	pmb	pmb	PROPN
ajfa-10913	1	76	kumasi	kumasi	PROPN
ajfa-10913	1	77	,	,	PUNCT
ajfa-10913	1	78	ghana	ghana	PROPN
ajfa-10913	1	79	tel	tel	PROPN
ajfa-10913	1	80	:	:	PUNCT
ajfa-10913	1	81	233	233	NUM
ajfa-10913	1	82	-	-	SYM
ajfa-10913	1	83	260	260	NUM
ajfa-10913	1	84	-	-	PUNCT
ajfa-10913	1	85	006	006	NUM
ajfa-10913	1	86	-	-	SYM
ajfa-10913	1	87	397	397	NUM
ajfa-10913	1	88	e-mail:bethpeniel@gmail.com	e-mail:bethpeniel@gmail.com	PROPN
ajfa-10913	1	89	carl	carl	PROPN
ajfa-10913	1	90	h.	h.	PROPN
ajfa-10913	1	91	korkpoe	korkpoe	PROPN
ajfa-10913	1	92	department	department	PROPN
ajfa-10913	1	93	of	of	ADP
ajfa-10913	1	94	computer	computer	NOUN
ajfa-10913	1	95	science	science	NOUN
ajfa-10913	1	96	,	,	PUNCT
ajfa-10913	1	97	school	school	NOUN
ajfa-10913	1	98	of	of	ADP
ajfa-10913	1	99	physical	physical	PROPN
ajfa-10913	1	100	sciences	sciences	PROPN
ajfa-10913	1	101	university	university	PROPN
ajfa-10913	1	102	of	of	ADP
ajfa-10913	1	103	cape	cape	PROPN
ajfa-10913	1	104	coast	coast	PROPN
ajfa-10913	1	105	,	,	PUNCT
ajfa-10913	1	106	pmb	pmb	PROPN
ajfa-10913	1	107	cape	cape	PROPN
ajfa-10913	1	108	coast	coast	PROPN
ajfa-10913	1	109	,	,	PUNCT
ajfa-10913	1	110	ghana	ghana	PROPN
ajfa-10913	1	111	tel	tel	PROPN
ajfa-10913	1	112	:	:	PUNCT
ajfa-10913	1	113	233	233	NUM
ajfa-10913	1	114	-	-	SYM
ajfa-10913	1	115	543	543	NUM
ajfa-10913	1	116	-	-	SYM
ajfa-10913	1	117	179	179	NUM
ajfa-10913	1	118	-	-	NUM
ajfa-10913	1	119	583	583	NUM
ajfa-10913	1	120	e	e	NOUN
ajfa-10913	1	121	-	-	NOUN
ajfa-10913	1	122	mail	mail	NOUN
ajfa-10913	1	123	:	:	PUNCT
ajfa-10913	1	124	ckorkpoe@ucc.edu.gh	ckorkpoe@ucc.edu.gh	NOUN
ajfa-10913	1	125	received	receive	VERB
ajfa-10913	1	126	:	:	PUNCT
ajfa-10913	1	127	feb	feb	PROPN
ajfa-10913	1	128	.	.	PROPN
ajfa-10913	1	129	10	10	NUM
ajfa-10913	1	130	,	,	PUNCT
ajfa-10913	1	131	2017	2017	NUM
ajfa-10913	1	132	accepted	accept	VERB
ajfa-10913	1	133	:	:	PUNCT
ajfa-10913	1	134	april	april	PROPN
ajfa-10913	1	135	5	5	NUM
ajfa-10913	1	136	,	,	PUNCT
ajfa-10913	1	137	2017	2017	NUM
ajfa-10913	1	138	published	publish	VERB
ajfa-10913	1	139	:	:	PUNCT
ajfa-10913	1	140	june	june	PROPN
ajfa-10913	1	141	1	1	NUM
ajfa-10913	1	142	,	,	PUNCT
ajfa-10913	1	143	2017	2017	NUM
ajfa-10913	1	144	doi:10.5296	doi:10.5296	NOUN
ajfa-10913	1	145	/	/	SYM
ajfa-10913	1	146	ajfa.v9i1.10913	ajfa.v9i1.10913	NUM
ajfa-10913	1	147	url	url	NOUN
ajfa-10913	1	148	:	:	PUNCT
ajfa-10913	1	149	http://dx.doi.org/10.5296/ajfa.v9i1.10913	http://dx.doi.org/10.5296/ajfa.v9i1.10913	PROPN
ajfa-10913	1	150	abstract	abstract	VERB
ajfa-10913	1	151	the	the	DET
ajfa-10913	1	152	four	four	NUM
ajfa-10913	1	153	-	-	PUNCT
ajfa-10913	1	154	parameter	parameter	NOUN
ajfa-10913	1	155	generalised	generalise	VERB
ajfa-10913	1	156	lambda	lambda	ADJ
ajfa-10913	1	157	distribution	distribution	NOUN
ajfa-10913	1	158	provides	provide	VERB
ajfa-10913	1	159	the	the	DET
ajfa-10913	1	160	flexibility	flexibility	NOUN
ajfa-10913	1	161	required	require	VERB
ajfa-10913	1	162	to	to	PART
ajfa-10913	1	163	describe	describe	VERB
ajfa-10913	1	164	the	the	DET
ajfa-10913	1	165	key	key	ADJ
ajfa-10913	1	166	moments	moment	NOUN
ajfa-10913	1	167	of	of	ADP
ajfa-10913	1	168	any	any	DET
ajfa-10913	1	169	distribution	distribution	NOUN
ajfa-10913	1	170	as	as	SCONJ
ajfa-10913	1	171	compared	compare	VERB
ajfa-10913	1	172	with	with	ADP
ajfa-10913	1	173	the	the	DET
ajfa-10913	1	174	normal	normal	ADJ
ajfa-10913	1	175	distribution	distribution	NOUN
ajfa-10913	1	176	which	which	PRON
ajfa-10913	1	177	characterises	characterise	VERB
ajfa-10913	1	178	the	the	DET
ajfa-10913	1	179	distribution	distribution	NOUN
ajfa-10913	1	180	with	with	ADP
ajfa-10913	1	181	only	only	ADV
ajfa-10913	1	182	two	two	NUM
ajfa-10913	1	183	moments	moment	NOUN
ajfa-10913	1	184	.	.	PUNCT
ajfa-10913	2	1	as	as	SCONJ
ajfa-10913	2	2	markets	market	NOUN
ajfa-10913	2	3	have	have	AUX
ajfa-10913	2	4	increasingly	increasingly	ADV
ajfa-10913	2	5	become	become	VERB
ajfa-10913	2	6	nervous	nervous	ADJ
ajfa-10913	2	7	,	,	PUNCT
ajfa-10913	2	8	the	the	DET
ajfa-10913	2	9	inadequacies	inadequacy	NOUN
ajfa-10913	2	10	of	of	ADP
ajfa-10913	2	11	the	the	DET
ajfa-10913	2	12	normal	normal	ADJ
ajfa-10913	2	13	distribution	distribution	NOUN
ajfa-10913	2	14	in	in	ADP
ajfa-10913	2	15	capturing	capture	VERB
ajfa-10913	2	16	correctly	correctly	ADV
ajfa-10913	2	17	the	the	DET
ajfa-10913	2	18	tail	tail	NOUN
ajfa-10913	2	19	events	event	NOUN
ajfa-10913	2	20	and	and	CCONJ
ajfa-10913	2	21	describing	describe	VERB
ajfa-10913	2	22	fully	fully	ADV
ajfa-10913	2	23	the	the	DET
ajfa-10913	2	24	entire	entire	ADJ
ajfa-10913	2	25	distribution	distribution	NOUN
ajfa-10913	2	26	of	of	ADP
ajfa-10913	2	27	market	market	NOUN
ajfa-10913	2	28	returns	return	NOUN
ajfa-10913	2	29	have	have	AUX
ajfa-10913	2	30	been	be	AUX
ajfa-10913	2	31	laid	lay	VERB
ajfa-10913	2	32	bare	bare	ADJ
ajfa-10913	2	33	.	.	PUNCT
ajfa-10913	3	1	the	the	DET
ajfa-10913	3	2	focus	focus	NOUN
ajfa-10913	3	3	of	of	ADP
ajfa-10913	3	4	this	this	DET
ajfa-10913	3	5	paper	paper	NOUN
ajfa-10913	3	6	is	be	AUX
ajfa-10913	3	7	to	to	PART
ajfa-10913	3	8	compare	compare	VERB
ajfa-10913	3	9	the	the	DET
ajfa-10913	3	10	generalised	generalise	VERB
ajfa-10913	3	11	method	method	NOUN
ajfa-10913	3	12	of	of	ADP
ajfa-10913	3	13	moments	moment	NOUN
ajfa-10913	3	14	(	(	PUNCT
ajfa-10913	3	15	gmm	gmm	NOUN
ajfa-10913	3	16	)	)	PUNCT
ajfa-10913	3	17	and	and	CCONJ
ajfa-10913	3	18	maximum	maximum	ADJ
ajfa-10913	3	19	likelihood	likelihood	NOUN
ajfa-10913	3	20	essential	essential	ADJ
ajfa-10913	3	21	estimates	estimate	NOUN
ajfa-10913	3	22	(	(	PUNCT
ajfa-10913	3	23	mle	mle	NOUN
ajfa-10913	3	24	)	)	PUNCT
ajfa-10913	3	25	methods	method	NOUN
ajfa-10913	3	26	as	as	ADP
ajfa-10913	3	27	subsets	subset	NOUN
ajfa-10913	3	28	of	of	ADP
ajfa-10913	3	29	the	the	DET
ajfa-10913	3	30	gld	gld	NOUN
ajfa-10913	3	31	for	for	ADP
ajfa-10913	3	32	a	a	DET
ajfa-10913	3	33	better	well	ADJ
ajfa-10913	3	34	fit	fit	NOUN
ajfa-10913	3	35	of	of	ADP
ajfa-10913	3	36	jse	jse	PROPN
ajfa-10913	3	37	all	all	DET
ajfa-10913	3	38	share	share	NOUN
ajfa-10913	3	39	index	index	NOUN
ajfa-10913	3	40	returns	return	NOUN
ajfa-10913	3	41	data	datum	NOUN
ajfa-10913	3	42	.	.	PUNCT
ajfa-10913	4	1	we	we	PRON
ajfa-10913	4	2	have	have	AUX
ajfa-10913	4	3	demonstrated	demonstrate	VERB
ajfa-10913	4	4	that	that	SCONJ
ajfa-10913	4	5	the	the	DET
ajfa-10913	4	6	appropriate	appropriate	ADJ
ajfa-10913	4	7	method	method	NOUN
ajfa-10913	4	8	of	of	ADP
ajfa-10913	4	9	the	the	DET
ajfa-10913	4	10	gld	gld	NOUN
ajfa-10913	4	11	to	to	PART
ajfa-10913	4	12	completely	completely	ADV
ajfa-10913	4	13	describe	describe	VERB
ajfa-10913	4	14	the	the	DET
ajfa-10913	4	15	measures	measure	NOUN
ajfa-10913	4	16	of	of	ADP
ajfa-10913	4	17	central	central	ADJ
ajfa-10913	4	18	tendency	tendency	NOUN
ajfa-10913	4	19	and	and	CCONJ
ajfa-10913	4	20	dispersion	dispersion	NOUN
ajfa-10913	4	21	by	by	ADP
ajfa-10913	4	22	additionally	additionally	ADV
ajfa-10913	4	23	capturing	capture	VERB
ajfa-10913	4	24	the	the	DET
ajfa-10913	4	25	risk	risk	NOUN
ajfa-10913	4	26	dimensions	dimension	NOUN
ajfa-10913	4	27	of	of	ADP
ajfa-10913	4	28	skewness	skewness	NOUN
ajfa-10913	4	29	and	and	CCONJ
ajfa-10913	4	30	kurtosis	kurtosis	NOUN
ajfa-10913	4	31	of	of	ADP
ajfa-10913	4	32	the	the	DET
ajfa-10913	4	33	return	return	NOUN
ajfa-10913	4	34	distribution	distribution	NOUN
ajfa-10913	4	35	is	be	AUX
ajfa-10913	4	36	the	the	DET
ajfa-10913	4	37	generalised	generalise	VERB
ajfa-10913	4	38	method	method	NOUN
ajfa-10913	4	39	of	of	ADP
ajfa-10913	4	40	moments	moment	NOUN
ajfa-10913	4	41	(	(	PUNCT
ajfa-10913	4	42	gmm	gmm	NOUN
ajfa-10913	4	43	)	)	PUNCT
ajfa-10913	4	44	with	with	ADP
ajfa-10913	4	45	the	the	DET
ajfa-10913	4	46	kolmogorov	kolmogorov	ADJ
ajfa-10913	4	47	-	-	PUNCT
ajfa-10913	4	48	smirnoff	smirnoff	NOUN
ajfa-10913	4	49	distance	distance	NOUN
ajfa-10913	4	50	good	good	ADJ
ajfa-10913	4	51	-	-	PUNCT
ajfa-10913	4	52	of	of	ADP
ajfa-10913	4	53	-	-	PUNCT
ajfa-10913	4	54	fit	fit	ADJ
ajfa-10913	4	55	statistics	statistic	NOUN
ajfa-10913	4	56	and	and	CCONJ
ajfa-10913	4	57	the	the	DET
ajfa-10913	4	58	quantile	quantile	NOUN
ajfa-10913	4	59	-	-	PUNCT
ajfa-10913	4	60	quantile	quantile	NOUN
ajfa-10913	4	61	graph	graph	NOUN
ajfa-10913	4	62	.	.	PUNCT
ajfa-10913	5	1	these	these	DET
ajfa-10913	5	2	measures	measure	NOUN
ajfa-10913	5	3	are	be	AUX
ajfa-10913	5	4	very	very	ADV
ajfa-10913	5	5	important	important	ADJ
ajfa-10913	5	6	to	to	ADP
ajfa-10913	5	7	any	any	DET
ajfa-10913	5	8	investor	investor	NOUN
ajfa-10913	5	9	in	in	ADP
ajfa-10913	5	10	the	the	DET
ajfa-10913	5	11	equity	equity	NOUN
ajfa-10913	5	12	markets	market	NOUN
ajfa-10913	5	13	.	.	PUNCT
ajfa-10913	6	1	asian	asian	ADJ
ajfa-10913	6	2	journal	journal	PROPN
ajfa-10913	6	3	of	of	ADP
ajfa-10913	6	4	finance	finance	PROPN
ajfa-10913	6	5	&	&	CCONJ
ajfa-10913	6	6	accounting	accounting	PROPN
ajfa-10913	6	7	issn	issn	PROPN
ajfa-10913	6	8	1946	1946	NUM
ajfa-10913	6	9	-	-	PUNCT
ajfa-10913	6	10	052x	052x	PROPN
ajfa-10913	6	11	2017	2017	NUM
ajfa-10913	6	12	,	,	PUNCT
ajfa-10913	6	13	vol	vol	NOUN
ajfa-10913	6	14	.	.	NOUN
ajfa-10913	6	15	9	9	NUM
ajfa-10913	6	16	,	,	PUNCT
ajfa-10913	6	17	no	no	INTJ
ajfa-10913	6	18	.	.	NOUN
ajfa-10913	6	19	1	1	NUM
ajfa-10913	6	20	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	6	21	225	225	NUM
ajfa-10913	6	22	keywords	keyword	NOUN
ajfa-10913	6	23	:	:	PUNCT
ajfa-10913	6	24	generalised	generalise	VERB
ajfa-10913	6	25	hyperbolic	hyperbolic	ADJ
ajfa-10913	6	26	distribution	distribution	NOUN
ajfa-10913	6	27	(	(	PUNCT
ajfa-10913	6	28	ghd	ghd	NOUN
ajfa-10913	6	29	)	)	PUNCT
ajfa-10913	6	30	,	,	PUNCT
ajfa-10913	6	31	generalised	generalise	VERB
ajfa-10913	6	32	lambda	lambda	ADJ
ajfa-10913	6	33	distribution	distribution	NOUN
ajfa-10913	6	34	(	(	PUNCT
ajfa-10913	6	35	gld	gld	PROPN
ajfa-10913	6	36	)	)	PUNCT
ajfa-10913	6	37	,	,	PUNCT
ajfa-10913	6	38	modified	modify	VERB
ajfa-10913	6	39	bessel	bessel	NOUN
ajfa-10913	6	40	function	function	NOUN
ajfa-10913	6	41	,	,	PUNCT
ajfa-10913	6	42	mle	mle	PROPN
ajfa-10913	6	43	,	,	PUNCT
ajfa-10913	6	44	gmm	gmm	PROPN
ajfa-10913	6	45	asian	asian	PROPN
ajfa-10913	6	46	journal	journal	PROPN
ajfa-10913	6	47	of	of	ADP
ajfa-10913	6	48	finance	finance	PROPN
ajfa-10913	6	49	&	&	CCONJ
ajfa-10913	6	50	accounting	accounting	PROPN
ajfa-10913	6	51	issn	issn	PROPN
ajfa-10913	6	52	1946	1946	NUM
ajfa-10913	6	53	-	-	PUNCT
ajfa-10913	6	54	052x	052x	PROPN
ajfa-10913	6	55	2017	2017	NUM
ajfa-10913	6	56	,	,	PUNCT
ajfa-10913	6	57	vol	vol	NOUN
ajfa-10913	6	58	.	.	NOUN
ajfa-10913	6	59	9	9	NUM
ajfa-10913	6	60	,	,	PUNCT
ajfa-10913	6	61	no	no	INTJ
ajfa-10913	6	62	.	.	NOUN
ajfa-10913	6	63	1	1	NUM
ajfa-10913	6	64	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	6	65	226	226	NUM
ajfa-10913	6	66	1	1	NUM
ajfa-10913	6	67	.	.	PUNCT
ajfa-10913	7	1	introduction	introduction	NOUN
ajfa-10913	7	2	risk	risk	NOUN
ajfa-10913	7	3	is	be	AUX
ajfa-10913	7	4	important	important	ADJ
ajfa-10913	7	5	to	to	ADP
ajfa-10913	7	6	investors	investor	NOUN
ajfa-10913	7	7	for	for	ADP
ajfa-10913	7	8	any	any	DET
ajfa-10913	7	9	level	level	NOUN
ajfa-10913	7	10	of	of	ADP
ajfa-10913	7	11	market	market	NOUN
ajfa-10913	7	12	return	return	NOUN
ajfa-10913	7	13	.	.	PUNCT
ajfa-10913	8	1	in	in	ADP
ajfa-10913	8	2	frontier	frontier	NOUN
ajfa-10913	8	3	markets	market	NOUN
ajfa-10913	8	4	with	with	ADP
ajfa-10913	8	5	short	short	ADJ
ajfa-10913	8	6	histories	history	NOUN
ajfa-10913	8	7	,	,	PUNCT
ajfa-10913	8	8	long	long	ADJ
ajfa-10913	8	9	historical	historical	ADJ
ajfa-10913	8	10	data	datum	NOUN
ajfa-10913	8	11	may	may	AUX
ajfa-10913	8	12	be	be	AUX
ajfa-10913	8	13	lacking	lack	VERB
ajfa-10913	8	14	for	for	ADP
ajfa-10913	8	15	modeling	modeling	NOUN
ajfa-10913	8	16	purposes	purpose	NOUN
ajfa-10913	8	17	.	.	PUNCT
ajfa-10913	9	1	market	market	NOUN
ajfa-10913	9	2	analysts	analyst	NOUN
ajfa-10913	9	3	are	be	AUX
ajfa-10913	9	4	also	also	ADV
ajfa-10913	9	5	absent	absent	ADJ
ajfa-10913	9	6	in	in	ADP
ajfa-10913	9	7	most	most	ADJ
ajfa-10913	9	8	cases	case	NOUN
ajfa-10913	9	9	to	to	PART
ajfa-10913	9	10	follow	follow	VERB
ajfa-10913	9	11	usually	usually	ADV
ajfa-10913	9	12	thinly	thinly	ADV
ajfa-10913	9	13	traded	trade	VERB
ajfa-10913	9	14	equities	equity	NOUN
ajfa-10913	9	15	to	to	PART
ajfa-10913	9	16	serve	serve	VERB
ajfa-10913	9	17	the	the	DET
ajfa-10913	9	18	investor	investor	NOUN
ajfa-10913	9	19	community	community	NOUN
ajfa-10913	9	20	.	.	PUNCT
ajfa-10913	10	1	this	this	PRON
ajfa-10913	10	2	makes	make	VERB
ajfa-10913	10	3	it	it	PRON
ajfa-10913	10	4	extra	extra	ADV
ajfa-10913	10	5	challenging	challenging	ADJ
ajfa-10913	10	6	for	for	SCONJ
ajfa-10913	10	7	investors	investor	NOUN
ajfa-10913	10	8	to	to	PART
ajfa-10913	10	9	assess	assess	VERB
ajfa-10913	10	10	the	the	DET
ajfa-10913	10	11	risk	risk	NOUN
ajfa-10913	10	12	-	-	PUNCT
ajfa-10913	10	13	return	return	NOUN
ajfa-10913	10	14	characteristics	characteristic	NOUN
ajfa-10913	10	15	of	of	ADP
ajfa-10913	10	16	their	their	PRON
ajfa-10913	10	17	portfolios	portfolio	NOUN
ajfa-10913	10	18	in	in	ADP
ajfa-10913	10	19	such	such	ADJ
ajfa-10913	10	20	markets	market	NOUN
ajfa-10913	10	21	.	.	PUNCT
ajfa-10913	11	1	we	we	PRON
ajfa-10913	11	2	seek	seek	VERB
ajfa-10913	11	3	to	to	PART
ajfa-10913	11	4	ameliorate	ameliorate	VERB
ajfa-10913	11	5	this	this	DET
ajfa-10913	11	6	challenge	challenge	NOUN
ajfa-10913	11	7	by	by	ADP
ajfa-10913	11	8	providing	provide	VERB
ajfa-10913	11	9	a	a	DET
ajfa-10913	11	10	flexible	flexible	ADJ
ajfa-10913	11	11	four	four	NUM
ajfa-10913	11	12	-	-	PUNCT
ajfa-10913	11	13	parameter	parameter	NOUN
ajfa-10913	11	14	distribution	distribution	NOUN
ajfa-10913	11	15	model	model	NOUN
ajfa-10913	11	16	;	;	PUNCT
ajfa-10913	11	17	the	the	DET
ajfa-10913	11	18	generalised	generalise	VERB
ajfa-10913	11	19	lambda	lambda	ADJ
ajfa-10913	11	20	distribution	distribution	NOUN
ajfa-10913	11	21	(	(	PUNCT
ajfa-10913	11	22	gld	gld	NOUN
ajfa-10913	11	23	)	)	PUNCT
ajfa-10913	11	24	to	to	PART
ajfa-10913	11	25	model	model	VERB
ajfa-10913	11	26	the	the	DET
ajfa-10913	11	27	characteristics	characteristic	NOUN
ajfa-10913	11	28	of	of	ADP
ajfa-10913	11	29	market	market	NOUN
ajfa-10913	11	30	returns	return	NOUN
ajfa-10913	11	31	and	and	CCONJ
ajfa-10913	11	32	the	the	DET
ajfa-10913	11	33	tails	tail	NOUN
ajfa-10913	11	34	risk	risk	VERB
ajfa-10913	11	35	essential	essential	ADJ
ajfa-10913	11	36	to	to	PART
ajfa-10913	11	37	guide	guide	VERB
ajfa-10913	11	38	market	market	NOUN
ajfa-10913	11	39	participants	participant	NOUN
ajfa-10913	11	40	in	in	ADP
ajfa-10913	11	41	forming	form	VERB
ajfa-10913	11	42	efficient	efficient	ADJ
ajfa-10913	11	43	portfolios	portfolio	NOUN
ajfa-10913	11	44	.	.	PUNCT
ajfa-10913	12	1	in	in	ADP
ajfa-10913	12	2	the	the	DET
ajfa-10913	12	3	process	process	NOUN
ajfa-10913	12	4	of	of	ADP
ajfa-10913	12	5	comparing	compare	VERB
ajfa-10913	12	6	the	the	DET
ajfa-10913	12	7	better	well	ADJ
ajfa-10913	12	8	fit	fit	NOUN
ajfa-10913	12	9	between	between	ADP
ajfa-10913	12	10	the	the	DET
ajfa-10913	12	11	gmm	gmm	PROPN
ajfa-10913	12	12	and	and	CCONJ
ajfa-10913	12	13	mle	mle	PROPN
ajfa-10913	12	14	under	under	ADP
ajfa-10913	12	15	gld	gld	PROPN
ajfa-10913	12	16	we	we	PRON
ajfa-10913	12	17	show	show	VERB
ajfa-10913	12	18	the	the	DET
ajfa-10913	12	19	performance	performance	NOUN
ajfa-10913	12	20	of	of	ADP
ajfa-10913	12	21	our	our	PRON
ajfa-10913	12	22	models	model	NOUN
ajfa-10913	12	23	by	by	ADP
ajfa-10913	12	24	comparing	compare	VERB
ajfa-10913	12	25	them	they	PRON
ajfa-10913	12	26	to	to	ADP
ajfa-10913	12	27	the	the	DET
ajfa-10913	12	28	two	two	NUM
ajfa-10913	12	29	-	-	PUNCT
ajfa-10913	12	30	parameter	parameter	NOUN
ajfa-10913	12	31	normal	normal	ADJ
ajfa-10913	12	32	distribution	distribution	NOUN
ajfa-10913	12	33	;	;	PUNCT
ajfa-10913	12	34	a	a	DET
ajfa-10913	12	35	popular	popular	ADJ
ajfa-10913	12	36	but	but	CCONJ
ajfa-10913	12	37	rather	rather	ADV
ajfa-10913	12	38	discredited	discredited	ADJ
ajfa-10913	12	39	model	model	NOUN
ajfa-10913	12	40	in	in	ADP
ajfa-10913	12	41	risk	risk	NOUN
ajfa-10913	12	42	modeling	modeling	NOUN
ajfa-10913	12	43	of	of	ADP
ajfa-10913	12	44	equity	equity	NOUN
ajfa-10913	12	45	returns	return	NOUN
ajfa-10913	12	46	(	(	PUNCT
ajfa-10913	12	47	see	see	VERB
ajfa-10913	12	48	fama	fama	PROPN
ajfa-10913	12	49	&	&	CCONJ
ajfa-10913	12	50	macbeth	macbeth	PROPN
ajfa-10913	12	51	,	,	PUNCT
ajfa-10913	12	52	1973	1973	NUM
ajfa-10913	12	53	;	;	PUNCT
ajfa-10913	12	54	giot	giot	NOUN
ajfa-10913	12	55	&	&	CCONJ
ajfa-10913	12	56	laurent	laurent	PROPN
ajfa-10913	12	57	,	,	PUNCT
ajfa-10913	12	58	2004	2004	NUM
ajfa-10913	12	59	;	;	PUNCT
ajfa-10913	12	60	hull	hull	NOUN
ajfa-10913	12	61	&	&	CCONJ
ajfa-10913	12	62	white	white	ADJ
ajfa-10913	12	63	,	,	PUNCT
ajfa-10913	12	64	1998	1998	NUM
ajfa-10913	12	65	)	)	PUNCT
ajfa-10913	12	66	.	.	PUNCT
ajfa-10913	13	1	modeling	model	VERB
ajfa-10913	13	2	market	market	NOUN
ajfa-10913	13	3	returns	return	NOUN
ajfa-10913	13	4	by	by	ADP
ajfa-10913	13	5	using	use	VERB
ajfa-10913	13	6	the	the	DET
ajfa-10913	13	7	normal	normal	ADJ
ajfa-10913	13	8	distribution	distribution	NOUN
ajfa-10913	13	9	does	do	AUX
ajfa-10913	13	10	not	not	PART
ajfa-10913	13	11	provide	provide	VERB
ajfa-10913	13	12	the	the	DET
ajfa-10913	13	13	flexibility	flexibility	NOUN
ajfa-10913	13	14	needed	need	VERB
ajfa-10913	13	15	as	as	SCONJ
ajfa-10913	13	16	compared	compare	VERB
ajfa-10913	13	17	to	to	ADP
ajfa-10913	13	18	,	,	PUNCT
ajfa-10913	13	19	for	for	ADP
ajfa-10913	13	20	instance	instance	NOUN
ajfa-10913	13	21	,	,	PUNCT
ajfa-10913	13	22	the	the	DET
ajfa-10913	13	23	four	four	NUM
ajfa-10913	13	24	-	-	PUNCT
ajfa-10913	13	25	parameter	parameter	NOUN
ajfa-10913	13	26	generalised	generalise	VERB
ajfa-10913	13	27	lambda	lambda	ADJ
ajfa-10913	13	28	distribution	distribution	NOUN
ajfa-10913	13	29	.	.	PUNCT
ajfa-10913	14	1	to	to	PART
ajfa-10913	14	2	capture	capture	VERB
ajfa-10913	14	3	the	the	DET
ajfa-10913	14	4	stylised	stylised	ADJ
ajfa-10913	14	5	facts	fact	NOUN
ajfa-10913	14	6	of	of	ADP
ajfa-10913	14	7	a	a	DET
ajfa-10913	14	8	security	security	NOUN
ajfa-10913	14	9	or	or	CCONJ
ajfa-10913	14	10	a	a	DET
ajfa-10913	14	11	return	return	NOUN
ajfa-10913	14	12	series	series	NOUN
ajfa-10913	14	13	there	there	ADV
ajfa-10913	14	14	arises	arise	VERB
ajfa-10913	14	15	the	the	DET
ajfa-10913	14	16	need	need	NOUN
ajfa-10913	14	17	to	to	PART
ajfa-10913	14	18	model	model	VERB
ajfa-10913	14	19	the	the	DET
ajfa-10913	14	20	returns	return	NOUN
ajfa-10913	14	21	in	in	ADP
ajfa-10913	14	22	their	their	PRON
ajfa-10913	14	23	entirety	entirety	NOUN
ajfa-10913	14	24	.	.	PUNCT
ajfa-10913	15	1	value	value	NOUN
ajfa-10913	15	2	-	-	PUNCT
ajfa-10913	15	3	at	at	ADP
ajfa-10913	15	4	-	-	PUNCT
ajfa-10913	15	5	risk	risk	NOUN
ajfa-10913	15	6	(	(	PUNCT
ajfa-10913	15	7	var	var	NOUN
ajfa-10913	15	8	)	)	PUNCT
ajfa-10913	15	9	vis	vis	X
ajfa-10913	15	10	-	-	PUNCT
ajfa-10913	15	11	a	a	X
ajfa-10913	15	12	-	-	PUNCT
ajfa-10913	15	13	vis	vis	X
ajfa-10913	15	14	expected	expect	VERB
ajfa-10913	15	15	shortfall	shortfall	NOUN
ajfa-10913	15	16	(	(	PUNCT
ajfa-10913	15	17	es	es	NOUN
ajfa-10913	15	18	)	)	PUNCT
ajfa-10913	15	19	,	,	PUNCT
ajfa-10913	15	20	as	as	ADP
ajfa-10913	15	21	good	good	ADJ
ajfa-10913	15	22	examples	example	NOUN
ajfa-10913	15	23	,	,	PUNCT
ajfa-10913	15	24	requires	require	VERB
ajfa-10913	15	25	us	we	PRON
ajfa-10913	15	26	to	to	PART
ajfa-10913	15	27	capture	capture	VERB
ajfa-10913	15	28	the	the	DET
ajfa-10913	15	29	risk	risk	NOUN
ajfa-10913	15	30	properties	property	NOUN
ajfa-10913	15	31	of	of	ADP
ajfa-10913	15	32	a	a	DET
ajfa-10913	15	33	return	return	NOUN
ajfa-10913	15	34	using	use	VERB
ajfa-10913	15	35	only	only	ADV
ajfa-10913	15	36	the	the	DET
ajfa-10913	15	37	quantile	quantile	ADJ
ajfa-10913	15	38	values	value	NOUN
ajfa-10913	15	39	in	in	ADP
ajfa-10913	15	40	the	the	DET
ajfa-10913	15	41	left	left	ADJ
ajfa-10913	15	42	tail	tail	NOUN
ajfa-10913	15	43	of	of	ADP
ajfa-10913	15	44	the	the	DET
ajfa-10913	15	45	distribution	distribution	NOUN
ajfa-10913	15	46	.	.	PUNCT
ajfa-10913	16	1	the	the	DET
ajfa-10913	16	2	need	need	NOUN
ajfa-10913	16	3	to	to	PART
ajfa-10913	16	4	model	model	VERB
ajfa-10913	16	5	just	just	ADV
ajfa-10913	16	6	the	the	DET
ajfa-10913	16	7	tail	tail	NOUN
ajfa-10913	16	8	behaviour	behaviour	NOUN
ajfa-10913	16	9	of	of	ADP
ajfa-10913	16	10	the	the	DET
ajfa-10913	16	11	losses	loss	NOUN
ajfa-10913	16	12	in	in	ADP
ajfa-10913	16	13	assets	asset	NOUN
ajfa-10913	16	14	returns	return	NOUN
ajfa-10913	16	15	is	be	AUX
ajfa-10913	16	16	a	a	DET
ajfa-10913	16	17	matter	matter	NOUN
ajfa-10913	16	18	of	of	ADP
ajfa-10913	16	19	empirical	empirical	ADJ
ajfa-10913	16	20	concern	concern	NOUN
ajfa-10913	16	21	.	.	PUNCT
ajfa-10913	17	1	but	but	CCONJ
ajfa-10913	17	2	is	be	AUX
ajfa-10913	17	3	it	it	PRON
ajfa-10913	17	4	well	well	ADV
ajfa-10913	17	5	known	know	VERB
ajfa-10913	17	6	that	that	SCONJ
ajfa-10913	17	7	the	the	DET
ajfa-10913	17	8	normal	normal	ADJ
ajfa-10913	17	9	distribution	distribution	NOUN
ajfa-10913	17	10	is	be	AUX
ajfa-10913	17	11	a	a	DET
ajfa-10913	17	12	poor	poor	ADJ
ajfa-10913	17	13	model	model	NOUN
ajfa-10913	17	14	for	for	ADP
ajfa-10913	17	15	stock	stock	NOUN
ajfa-10913	17	16	returns	return	NOUN
ajfa-10913	17	17	(	(	PUNCT
ajfa-10913	17	18	eberlein	eberlein	PROPN
ajfa-10913	17	19	&	&	CCONJ
ajfa-10913	17	20	keller	keller	PROPN
ajfa-10913	17	21	,	,	PUNCT
ajfa-10913	17	22	1995	1995	NUM
ajfa-10913	17	23	)	)	PUNCT
ajfa-10913	17	24	.	.	PUNCT
ajfa-10913	18	1	the	the	DET
ajfa-10913	18	2	classes	class	NOUN
ajfa-10913	18	3	of	of	ADP
ajfa-10913	18	4	generalised	generalise	VERB
ajfa-10913	18	5	hyperbolic	hyperbolic	ADJ
ajfa-10913	18	6	distribution	distribution	NOUN
ajfa-10913	18	7	(	(	PUNCT
ajfa-10913	18	8	ghd	ghd	NOUN
ajfa-10913	18	9	)	)	PUNCT
ajfa-10913	18	10	have	have	VERB
ajfa-10913	18	11	the	the	DET
ajfa-10913	18	12	capabilities	capability	NOUN
ajfa-10913	18	13	of	of	ADP
ajfa-10913	18	14	mirroring	mirror	VERB
ajfa-10913	18	15	both	both	DET
ajfa-10913	18	16	tail	tail	NOUN
ajfa-10913	18	17	behaviour	behaviour	NOUN
ajfa-10913	18	18	and	and	CCONJ
ajfa-10913	18	19	asymmetries	asymmetry	NOUN
ajfa-10913	18	20	of	of	ADP
ajfa-10913	18	21	returns	return	NOUN
ajfa-10913	18	22	which	which	PRON
ajfa-10913	18	23	is	be	AUX
ajfa-10913	18	24	a	a	DET
ajfa-10913	18	25	desired	desire	VERB
ajfa-10913	18	26	property	property	NOUN
ajfa-10913	18	27	of	of	ADP
ajfa-10913	18	28	distributions	distribution	NOUN
ajfa-10913	18	29	in	in	ADP
ajfa-10913	18	30	finance	finance	NOUN
ajfa-10913	18	31	.	.	PUNCT
ajfa-10913	19	1	besides	besides	SCONJ
ajfa-10913	19	2	the	the	DET
ajfa-10913	19	3	normal	normal	ADJ
ajfa-10913	19	4	distribution	distribution	NOUN
ajfa-10913	19	5	many	many	ADJ
ajfa-10913	19	6	models	model	NOUN
ajfa-10913	19	7	have	have	AUX
ajfa-10913	19	8	been	be	AUX
ajfa-10913	19	9	investigated	investigate	VERB
ajfa-10913	19	10	(	(	PUNCT
ajfa-10913	19	11	see	see	VERB
ajfa-10913	19	12	eberlein	eberlein	PROPN
ajfa-10913	19	13	&	&	CCONJ
ajfa-10913	19	14	keller	keller	PROPN
ajfa-10913	19	15	,	,	PUNCT
ajfa-10913	19	16	1995	1995	NUM
ajfa-10913	19	17	)	)	PUNCT
ajfa-10913	19	18	but	but	CCONJ
ajfa-10913	19	19	it	it	PRON
ajfa-10913	19	20	was	be	AUX
ajfa-10913	19	21	the	the	DET
ajfa-10913	19	22	class	class	NOUN
ajfa-10913	19	23	of	of	ADP
ajfa-10913	19	24	hyperbolic	hyperbolic	ADJ
ajfa-10913	19	25	distributions	distribution	NOUN
ajfa-10913	19	26	which	which	PRON
ajfa-10913	19	27	turned	turn	VERB
ajfa-10913	19	28	out	out	ADP
ajfa-10913	19	29	to	to	PART
ajfa-10913	19	30	be	be	AUX
ajfa-10913	19	31	an	an	DET
ajfa-10913	19	32	excellent	excellent	ADJ
ajfa-10913	19	33	candidate	candidate	NOUN
ajfa-10913	19	34	to	to	PART
ajfa-10913	19	35	provide	provide	VERB
ajfa-10913	19	36	a	a	DET
ajfa-10913	19	37	more	more	ADV
ajfa-10913	19	38	realistic	realistic	ADJ
ajfa-10913	19	39	model	model	NOUN
ajfa-10913	19	40	.	.	PUNCT
ajfa-10913	20	1	in	in	ADP
ajfa-10913	20	2	this	this	DET
ajfa-10913	20	3	paper	paper	NOUN
ajfa-10913	20	4	we	we	PRON
ajfa-10913	20	5	model	model	VERB
ajfa-10913	20	6	the	the	DET
ajfa-10913	20	7	johannesburg	johannesburg	PROPN
ajfa-10913	20	8	stock	stock	PROPN
ajfa-10913	20	9	exchange	exchange	PROPN
ajfa-10913	20	10	all	all	DET
ajfa-10913	20	11	share	share	NOUN
ajfa-10913	20	12	index	index	NOUN
ajfa-10913	20	13	(	(	PUNCT
ajfa-10913	20	14	jse	jse	PROPN
ajfa-10913	20	15	asi	asi	PROPN
ajfa-10913	20	16	)	)	PUNCT
ajfa-10913	20	17	with	with	ADP
ajfa-10913	20	18	the	the	DET
ajfa-10913	20	19	generalised	generalise	VERB
ajfa-10913	20	20	lambda	lambda	ADJ
ajfa-10913	20	21	distribution	distribution	NOUN
ajfa-10913	20	22	(	(	PUNCT
ajfa-10913	20	23	gld	gld	NOUN
ajfa-10913	20	24	)	)	PUNCT
ajfa-10913	20	25	using	use	VERB
ajfa-10913	20	26	the	the	DET
ajfa-10913	20	27	generalised	generalise	VERB
ajfa-10913	20	28	method	method	NOUN
ajfa-10913	20	29	of	of	ADP
ajfa-10913	20	30	moments	moment	NOUN
ajfa-10913	20	31	(	(	PUNCT
ajfa-10913	20	32	gmm	gmm	NOUN
ajfa-10913	20	33	)	)	PUNCT
ajfa-10913	20	34	and	and	CCONJ
ajfa-10913	20	35	the	the	DET
ajfa-10913	20	36	maximum	maximum	ADJ
ajfa-10913	20	37	likelihood	likelihood	NOUN
ajfa-10913	20	38	estimation	estimation	NOUN
ajfa-10913	20	39	(	(	PUNCT
ajfa-10913	20	40	mle	mle	NOUN
ajfa-10913	20	41	)	)	PUNCT
ajfa-10913	20	42	approaches	approach	NOUN
ajfa-10913	20	43	to	to	PART
ajfa-10913	20	44	establish	establish	VERB
ajfa-10913	20	45	the	the	DET
ajfa-10913	20	46	better	well	ADJ
ajfa-10913	20	47	fit	fit	NOUN
ajfa-10913	20	48	for	for	ADP
ajfa-10913	20	49	the	the	DET
ajfa-10913	20	50	data	datum	NOUN
ajfa-10913	20	51	.	.	PUNCT
ajfa-10913	21	1	except	except	SCONJ
ajfa-10913	21	2	for	for	ADP
ajfa-10913	21	3	corrado	corrado	PROPN
ajfa-10913	21	4	(	(	PUNCT
ajfa-10913	21	5	2001	2001	NUM
ajfa-10913	21	6	)	)	PUNCT
ajfa-10913	21	7	,	,	PUNCT
ajfa-10913	21	8	tarsitano	tarsitano	NOUN
ajfa-10913	21	9	(	(	PUNCT
ajfa-10913	21	10	2004	2004	NUM
ajfa-10913	21	11	)	)	PUNCT
ajfa-10913	21	12	,	,	PUNCT
ajfa-10913	21	13	chalabi	chalabi	PROPN
ajfa-10913	21	14	,	,	PUNCT
ajfa-10913	21	15	scott	scott	PROPN
ajfa-10913	21	16	,	,	PUNCT
ajfa-10913	21	17	&	&	CCONJ
ajfa-10913	21	18	wuertz	wuertz	PROPN
ajfa-10913	21	19	(	(	PUNCT
ajfa-10913	21	20	2012	2012	NUM
ajfa-10913	21	21	)	)	PUNCT
ajfa-10913	21	22	,	,	PUNCT
ajfa-10913	21	23	and	and	CCONJ
ajfa-10913	21	24	pfaff	pfaff	PROPN
ajfa-10913	21	25	,	,	PUNCT
ajfa-10913	21	26	(	(	PUNCT
ajfa-10913	21	27	2013	2013	NUM
ajfa-10913	21	28	)	)	PUNCT
ajfa-10913	21	29	there	there	PRON
ajfa-10913	21	30	has	have	AUX
ajfa-10913	21	31	been	be	AUX
ajfa-10913	21	32	little	little	ADJ
ajfa-10913	21	33	application	application	NOUN
ajfa-10913	21	34	of	of	ADP
ajfa-10913	21	35	ghd	ghd	NOUN
ajfa-10913	21	36	;	;	PUNCT
ajfa-10913	21	37	especially	especially	ADV
ajfa-10913	21	38	of	of	ADP
ajfa-10913	21	39	the	the	DET
ajfa-10913	21	40	generalised	generalise	VERB
ajfa-10913	21	41	lambda	lambda	ADJ
ajfa-10913	21	42	distribution	distribution	NOUN
ajfa-10913	21	43	(	(	PUNCT
ajfa-10913	21	44	gld	gld	NOUN
ajfa-10913	21	45	)	)	PUNCT
ajfa-10913	21	46	to	to	ADP
ajfa-10913	21	47	data	data	PROPN
ajfa-10913	21	48	.	.	PUNCT
ajfa-10913	22	1	pfaff	pfaff	PROPN
ajfa-10913	22	2	(	(	PUNCT
ajfa-10913	22	3	2013	2013	NUM
ajfa-10913	22	4	)	)	PUNCT
ajfa-10913	22	5	for	for	ADP
ajfa-10913	22	6	instance	instance	NOUN
ajfa-10913	22	7	,	,	PUNCT
ajfa-10913	22	8	applies	apply	VERB
ajfa-10913	22	9	the	the	DET
ajfa-10913	22	10	ghd	ghd	NOUN
ajfa-10913	22	11	and	and	CCONJ
ajfa-10913	22	12	its	its	PRON
ajfa-10913	22	13	special	special	ADJ
ajfa-10913	22	14	cases	case	NOUN
ajfa-10913	22	15	,	,	PUNCT
ajfa-10913	22	16	namely	namely	ADV
ajfa-10913	22	17	;	;	PUNCT
ajfa-10913	22	18	hyperbolic	hyperbolic	ADJ
ajfa-10913	22	19	distribution	distribution	NOUN
ajfa-10913	22	20	(	(	PUNCT
ajfa-10913	22	21	hyp	hyp	PROPN
ajfa-10913	22	22	)	)	PUNCT
ajfa-10913	22	23	,	,	PUNCT
ajfa-10913	22	24	normal	normal	ADJ
ajfa-10913	22	25	inverse	inverse	NOUN
ajfa-10913	22	26	gaussian	gaussian	ADJ
ajfa-10913	22	27	distribution	distribution	NOUN
ajfa-10913	22	28	(	(	PUNCT
ajfa-10913	22	29	nig	nig	NOUN
ajfa-10913	22	30	)	)	PUNCT
ajfa-10913	22	31	,	,	PUNCT
ajfa-10913	22	32	and	and	CCONJ
ajfa-10913	22	33	generalised	generalised	ADJ
ajfa-10913	22	34	lambda	lambda	ADJ
ajfa-10913	22	35	distribution	distribution	NOUN
ajfa-10913	22	36	(	(	PUNCT
ajfa-10913	22	37	gld	gld	NOUN
ajfa-10913	22	38	)	)	PUNCT
ajfa-10913	22	39	to	to	ADP
ajfa-10913	22	40	financial	financial	ADJ
ajfa-10913	22	41	market	market	NOUN
ajfa-10913	22	42	data	datum	NOUN
ajfa-10913	22	43	;	;	PUNCT
ajfa-10913	22	44	the	the	DET
ajfa-10913	22	45	hewlett	hewlett	PROPN
ajfa-10913	22	46	-	-	PUNCT
ajfa-10913	22	47	packard	packard	PROPN
ajfa-10913	22	48	(	(	PUNCT
ajfa-10913	22	49	hwp	hwp	ADJ
ajfa-10913	22	50	)	)	PUNCT
ajfa-10913	22	51	,	,	PUNCT
ajfa-10913	22	52	to	to	PART
ajfa-10913	22	53	draw	draw	VERB
ajfa-10913	22	54	useful	useful	ADJ
ajfa-10913	22	55	insights	insight	NOUN
ajfa-10913	22	56	.	.	PUNCT
ajfa-10913	23	1	the	the	DET
ajfa-10913	23	2	shape	shape	NOUN
ajfa-10913	23	3	range	range	NOUN
ajfa-10913	23	4	of	of	ADP
ajfa-10913	23	5	the	the	DET
ajfa-10913	23	6	gld	gld	PROPN
ajfa-10913	23	7	family	family	NOUN
ajfa-10913	23	8	,	,	PUNCT
ajfa-10913	23	9	for	for	ADP
ajfa-10913	23	10	instance	instance	NOUN
ajfa-10913	23	11	,	,	PUNCT
ajfa-10913	23	12	is	be	AUX
ajfa-10913	23	13	so	so	ADV
ajfa-10913	23	14	large	large	ADJ
ajfa-10913	23	15	that	that	SCONJ
ajfa-10913	23	16	it	it	PRON
ajfa-10913	23	17	can	can	AUX
ajfa-10913	23	18	accommodate	accommodate	VERB
ajfa-10913	23	19	almost	almost	ADV
ajfa-10913	23	20	any	any	DET
ajfa-10913	23	21	financial	financial	ADJ
ajfa-10913	23	22	time	time	NOUN
ajfa-10913	23	23	series	series	NOUN
ajfa-10913	23	24	especially	especially	ADV
ajfa-10913	23	25	useful	useful	ADJ
ajfa-10913	23	26	in	in	ADP
ajfa-10913	23	27	the	the	DET
ajfa-10913	23	28	estimation	estimation	NOUN
ajfa-10913	23	29	of	of	ADP
ajfa-10913	23	30	risk	risk	NOUN
ajfa-10913	23	31	measures	measure	NOUN
ajfa-10913	23	32	where	where	SCONJ
ajfa-10913	23	33	the	the	DET
ajfa-10913	23	34	choice	choice	NOUN
ajfa-10913	23	35	of	of	ADP
ajfa-10913	23	36	distribution	distribution	NOUN
ajfa-10913	23	37	is	be	AUX
ajfa-10913	23	38	crucial	crucial	ADJ
ajfa-10913	23	39	for	for	ADP
ajfa-10913	23	40	accuracy	accuracy	NOUN
ajfa-10913	23	41	(	(	PUNCT
ajfa-10913	23	42	chalabi	chalabi	NOUN
ajfa-10913	23	43	et	et	PROPN
ajfa-10913	23	44	al	al	PROPN
ajfa-10913	23	45	.	.	PROPN
ajfa-10913	23	46	,	,	PUNCT
ajfa-10913	23	47	2012	2012	NUM
ajfa-10913	23	48	)	)	PUNCT
ajfa-10913	23	49	.	.	PUNCT
ajfa-10913	24	1	his	his	PRON
ajfa-10913	24	2	work	work	NOUN
ajfa-10913	24	3	also	also	ADV
ajfa-10913	24	4	showed	show	VERB
ajfa-10913	24	5	that	that	SCONJ
ajfa-10913	24	6	these	these	DET
ajfa-10913	24	7	multi	multi	ADJ
ajfa-10913	24	8	-	-	ADJ
ajfa-10913	24	9	parameter	parameter	ADJ
ajfa-10913	24	10	distributions	distribution	NOUN
ajfa-10913	24	11	provide	provide	VERB
ajfa-10913	24	12	a	a	DET
ajfa-10913	24	13	good	good	ADJ
ajfa-10913	24	14	description	description	NOUN
ajfa-10913	24	15	of	of	ADP
ajfa-10913	24	16	the	the	DET
ajfa-10913	24	17	distribution	distribution	NOUN
ajfa-10913	24	18	of	of	ADP
ajfa-10913	24	19	equity	equity	NOUN
ajfa-10913	24	20	returns	return	NOUN
ajfa-10913	24	21	asian	asian	ADJ
ajfa-10913	24	22	journal	journal	NOUN
ajfa-10913	24	23	of	of	ADP
ajfa-10913	24	24	finance	finance	PROPN
ajfa-10913	24	25	&	&	CCONJ
ajfa-10913	24	26	accounting	accounting	PROPN
ajfa-10913	24	27	issn	issn	PROPN
ajfa-10913	24	28	1946	1946	NUM
ajfa-10913	24	29	-	-	PUNCT
ajfa-10913	24	30	052x	052x	PROPN
ajfa-10913	24	31	2017	2017	NUM
ajfa-10913	24	32	,	,	PUNCT
ajfa-10913	24	33	vol	vol	NOUN
ajfa-10913	24	34	.	.	NOUN
ajfa-10913	24	35	9	9	NUM
ajfa-10913	24	36	,	,	PUNCT
ajfa-10913	24	37	no	no	INTJ
ajfa-10913	24	38	.	.	NOUN
ajfa-10913	24	39	1	1	NUM
ajfa-10913	24	40	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	24	41	227	227	NUM
ajfa-10913	24	42	for	for	ADP
ajfa-10913	24	43	the	the	DET
ajfa-10913	24	44	dow	dow	NOUN
ajfa-10913	24	45	.	.	PUNCT
ajfa-10913	25	1	we	we	PRON
ajfa-10913	25	2	have	have	AUX
ajfa-10913	25	3	,	,	PUNCT
ajfa-10913	25	4	however	however	ADV
ajfa-10913	25	5	,	,	PUNCT
ajfa-10913	25	6	not	not	PART
ajfa-10913	25	7	seen	see	VERB
ajfa-10913	25	8	these	these	DET
ajfa-10913	25	9	distributions	distribution	NOUN
ajfa-10913	25	10	in	in	ADP
ajfa-10913	25	11	empirical	empirical	ADJ
ajfa-10913	25	12	work	work	NOUN
ajfa-10913	25	13	in	in	ADP
ajfa-10913	25	14	emerging	emerge	VERB
ajfa-10913	25	15	and	and	CCONJ
ajfa-10913	25	16	frontier	frontier	NOUN
ajfa-10913	25	17	markets	market	NOUN
ajfa-10913	25	18	.	.	PUNCT
ajfa-10913	26	1	given	give	VERB
ajfa-10913	26	2	investors	investor	NOUN
ajfa-10913	26	3	perception	perception	NOUN
ajfa-10913	26	4	that	that	SCONJ
ajfa-10913	26	5	these	these	DET
ajfa-10913	26	6	two	two	NUM
ajfa-10913	26	7	markets	market	NOUN
ajfa-10913	26	8	are	be	AUX
ajfa-10913	26	9	risky	risky	ADJ
ajfa-10913	26	10	(	(	PUNCT
ajfa-10913	26	11	see	see	VERB
ajfa-10913	26	12	claessens	claessen	NOUN
ajfa-10913	26	13	,	,	PUNCT
ajfa-10913	26	14	dasgupta	dasgupta	PROPN
ajfa-10913	26	15	,	,	PUNCT
ajfa-10913	26	16	&	&	CCONJ
ajfa-10913	26	17	glen	glen	PROPN
ajfa-10913	26	18	,	,	PUNCT
ajfa-10913	26	19	1995	1995	NUM
ajfa-10913	26	20	;	;	PUNCT
ajfa-10913	26	21	errunza	errunza	PROPN
ajfa-10913	26	22	&	&	CCONJ
ajfa-10913	26	23	padmanabhan	padmanabhan	PROPN
ajfa-10913	26	24	,	,	PUNCT
ajfa-10913	26	25	1988	1988	NUM
ajfa-10913	26	26	;	;	PUNCT
ajfa-10913	26	27	hassan	hassan	PROPN
ajfa-10913	26	28	,	,	PUNCT
ajfa-10913	26	29	maroney	maroney	PROPN
ajfa-10913	26	30	,	,	PUNCT
ajfa-10913	26	31	el	el	PROPN
ajfa-10913	26	32	-	-	PUNCT
ajfa-10913	26	33	sady	sady	PROPN
ajfa-10913	26	34	,	,	PUNCT
ajfa-10913	26	35	&	&	CCONJ
ajfa-10913	26	36	telfah	telfah	PROPN
ajfa-10913	26	37	,	,	PUNCT
ajfa-10913	26	38	2003	2003	NUM
ajfa-10913	26	39	;	;	PUNCT
ajfa-10913	26	40	hearn	hearn	NOUN
ajfa-10913	26	41	,	,	PUNCT
ajfa-10913	26	42	piesse	piesse	ADJ
ajfa-10913	26	43	,	,	PUNCT
ajfa-10913	26	44	&	&	CCONJ
ajfa-10913	26	45	strange	strange	ADJ
ajfa-10913	26	46	,	,	PUNCT
ajfa-10913	26	47	2010	2010	NUM
ajfa-10913	26	48	)	)	PUNCT
ajfa-10913	26	49	;	;	PUNCT
ajfa-10913	26	50	the	the	DET
ajfa-10913	26	51	need	need	NOUN
ajfa-10913	26	52	arises	arise	VERB
ajfa-10913	26	53	to	to	PART
ajfa-10913	26	54	establish	establish	VERB
ajfa-10913	26	55	risk	risk	NOUN
ajfa-10913	26	56	-	-	PUNCT
ajfa-10913	26	57	return	return	NOUN
ajfa-10913	26	58	characteristics	characteristic	NOUN
ajfa-10913	26	59	in	in	ADP
ajfa-10913	26	60	equity	equity	NOUN
ajfa-10913	26	61	and	and	CCONJ
ajfa-10913	26	62	indeed	indeed	ADV
ajfa-10913	26	63	related	relate	VERB
ajfa-10913	26	64	securities	security	NOUN
ajfa-10913	26	65	in	in	ADP
ajfa-10913	26	66	these	these	DET
ajfa-10913	26	67	markets	market	NOUN
ajfa-10913	26	68	on	on	ADP
ajfa-10913	26	69	a	a	DET
ajfa-10913	26	70	sound	sound	ADJ
ajfa-10913	26	71	theoretical	theoretical	ADJ
ajfa-10913	26	72	footing	footing	NOUN
ajfa-10913	26	73	.	.	PUNCT
ajfa-10913	27	1	in	in	ADP
ajfa-10913	27	2	this	this	DET
ajfa-10913	27	3	paper	paper	NOUN
ajfa-10913	27	4	,	,	PUNCT
ajfa-10913	27	5	therefore	therefore	ADV
ajfa-10913	27	6	,	,	PUNCT
ajfa-10913	27	7	we	we	PRON
ajfa-10913	27	8	find	find	VERB
ajfa-10913	27	9	the	the	DET
ajfa-10913	27	10	better	well	ADJ
ajfa-10913	27	11	fit	fit	NOUN
ajfa-10913	27	12	for	for	ADP
ajfa-10913	27	13	log	log	NOUN
ajfa-10913	27	14	returns	return	NOUN
ajfa-10913	27	15	of	of	ADP
ajfa-10913	27	16	the	the	DET
ajfa-10913	27	17	johannesburg	johannesburg	PROPN
ajfa-10913	27	18	stock	stock	PROPN
ajfa-10913	27	19	exchange	exchange	PROPN
ajfa-10913	27	20	all	all	DET
ajfa-10913	27	21	share	share	NOUN
ajfa-10913	27	22	index	index	NOUN
ajfa-10913	27	23	(	(	PUNCT
ajfa-10913	27	24	jse	jse	PROPN
ajfa-10913	27	25	-	-	PUNCT
ajfa-10913	27	26	asi	asi	NOUN
ajfa-10913	27	27	)	)	PUNCT
ajfa-10913	27	28	between	between	ADP
ajfa-10913	27	29	the	the	DET
ajfa-10913	27	30	gmm	gmm	PROPN
ajfa-10913	27	31	and	and	CCONJ
ajfa-10913	27	32	mle	mle	PROPN
ajfa-10913	27	33	methods	method	NOUN
ajfa-10913	27	34	.	.	PUNCT
ajfa-10913	28	1	2	2	X
ajfa-10913	28	2	.	.	X
ajfa-10913	28	3	theoretical	theoretical	ADJ
ajfa-10913	28	4	framework	framework	NOUN
ajfa-10913	28	5	2.1	2.1	NUM
ajfa-10913	28	6	generalised	generalise	VERB
ajfa-10913	28	7	hyperbolic	hyperbolic	ADJ
ajfa-10913	28	8	distributions	distribution	NOUN
ajfa-10913	28	9	(	(	PUNCT
ajfa-10913	28	10	ghd	ghd	NOUN
ajfa-10913	28	11	)	)	PUNCT
ajfa-10913	28	12	hyperbolic	hyperbolic	ADJ
ajfa-10913	28	13	distributions	distribution	NOUN
ajfa-10913	28	14	are	be	AUX
ajfa-10913	28	15	characterised	characterise	VERB
ajfa-10913	28	16	by	by	ADP
ajfa-10913	28	17	their	their	PRON
ajfa-10913	28	18	log	log	NOUN
ajfa-10913	28	19	-	-	PUNCT
ajfa-10913	28	20	density	density	NOUN
ajfa-10913	28	21	being	be	AUX
ajfa-10913	28	22	a	a	DET
ajfa-10913	28	23	hyperbola	hyperbola	NOUN
ajfa-10913	28	24	unlike	unlike	ADP
ajfa-10913	28	25	normal	normal	ADJ
ajfa-10913	28	26	distributions	distribution	NOUN
ajfa-10913	28	27	whose	whose	DET
ajfa-10913	28	28	log	log	NOUN
ajfa-10913	28	29	-	-	PUNCT
ajfa-10913	28	30	density	density	NOUN
ajfa-10913	28	31	is	be	AUX
ajfa-10913	28	32	a	a	DET
ajfa-10913	28	33	parabola	parabola	NOUN
ajfa-10913	28	34	.	.	PUNCT
ajfa-10913	29	1	one	one	PRON
ajfa-10913	29	2	can	can	AUX
ajfa-10913	29	3	then	then	ADV
ajfa-10913	29	4	expect	expect	VERB
ajfa-10913	29	5	to	to	PART
ajfa-10913	29	6	obtain	obtain	VERB
ajfa-10913	29	7	a	a	DET
ajfa-10913	29	8	reasonable	reasonable	ADJ
ajfa-10913	29	9	alternative	alternative	NOUN
ajfa-10913	29	10	for	for	ADP
ajfa-10913	29	11	heavy	heavy	ADJ
ajfa-10913	29	12	tail	tail	NOUN
ajfa-10913	29	13	distribution	distribution	NOUN
ajfa-10913	29	14	(	(	PUNCT
ajfa-10913	29	15	eberlein	eberlein	PROPN
ajfa-10913	29	16	&	&	CCONJ
ajfa-10913	29	17	keller	keller	PROPN
ajfa-10913	29	18	,	,	PUNCT
ajfa-10913	29	19	1995	1995	NUM
ajfa-10913	29	20	)	)	PUNCT
ajfa-10913	29	21	.	.	PUNCT
ajfa-10913	30	1	the	the	DET
ajfa-10913	30	2	parameterised	parameterise	VERB
ajfa-10913	30	3	hyperbolic	hyperbolic	ADJ
ajfa-10913	30	4	density	density	NOUN
ajfa-10913	30	5	function	function	NOUN
ajfa-10913	30	6	can	can	AUX
ajfa-10913	30	7	be	be	AUX
ajfa-10913	30	8	given	give	VERB
ajfa-10913	30	9	as	as	ADP
ajfa-10913	30	10	ℎ	ℎ	PROPN
ajfa-10913	30	11	(	(	PUNCT
ajfa-10913	30	12	)	)	PUNCT
ajfa-10913	30	13	=	=	SYM
ajfa-10913	31	1	−2	−2	NOUN
ajfa-10913	31	2	κ	κ	PROPN
ajfa-10913	31	3	−	−	PROPN
ajfa-10913	31	4	exp	exp	NOUN
ajfa-10913	31	5	−	−	PROPN
ajfa-10913	31	6	+	+	CCONJ
ajfa-10913	31	7	(	(	PUNCT
ajfa-10913	31	8	−	−	PROPN
ajfa-10913	31	9	)	)	PUNCT
ajfa-10913	32	1	+	+	CCONJ
ajfa-10913	32	2	(	(	PUNCT
ajfa-10913	32	3	−	−	PROPN
ajfa-10913	32	4	)	)	PUNCT
ajfa-10913	32	5	(	(	PUNCT
ajfa-10913	32	6	2.1	2.1	NUM
ajfa-10913	32	7	)	)	PUNCT
ajfa-10913	32	8	where	where	SCONJ
ajfa-10913	32	9	κ	κ	NOUN
ajfa-10913	32	10	is	be	AUX
ajfa-10913	32	11	the	the	DET
ajfa-10913	32	12	modified	modify	VERB
ajfa-10913	32	13	bessel	bessel	NOUN
ajfa-10913	32	14	function	function	NOUN
ajfa-10913	32	15	of	of	ADP
ajfa-10913	32	16	the	the	DET
ajfa-10913	32	17	third	third	ADJ
ajfa-10913	32	18	kind	kind	NOUN
ajfa-10913	32	19	with	with	ADP
ajfa-10913	32	20	index	index	NOUN
ajfa-10913	32	21	ι	ι	PROPN
ajfa-10913	32	22	.	.	PUNCT
ajfa-10913	33	1	and	and	CCONJ
ajfa-10913	33	2	with	with	ADP
ajfa-10913	33	3	>	>	X
ajfa-10913	33	4	0	0	NUM
ajfa-10913	33	5	and	and	CCONJ
ajfa-10913	33	6	0	0	NUM
ajfa-10913	33	7	≤	≤	NOUN
ajfa-10913	34	1	|	|	ADV
ajfa-10913	34	2	|	|	ADV
ajfa-10913	34	3	<	<	AUX
ajfa-10913	34	4	determine	determine	VERB
ajfa-10913	34	5	the	the	DET
ajfa-10913	34	6	shape	shape	NOUN
ajfa-10913	34	7	of	of	ADP
ajfa-10913	34	8	the	the	DET
ajfa-10913	34	9	distribution	distribution	NOUN
ajfa-10913	34	10	,	,	PUNCT
ajfa-10913	34	11	while	while	SCONJ
ajfa-10913	34	12	and	and	CCONJ
ajfa-10913	34	13	are	be	AUX
ajfa-10913	34	14	scale	scale	NOUN
ajfa-10913	34	15	and	and	CCONJ
ajfa-10913	34	16	location	location	NOUN
ajfa-10913	34	17	parameters	parameter	NOUN
ajfa-10913	34	18	respectively	respectively	ADV
ajfa-10913	34	19	.	.	PUNCT
ajfa-10913	35	1	koudou	koudou	PROPN
ajfa-10913	35	2	&	&	CCONJ
ajfa-10913	35	3	ley	ley	PROPN
ajfa-10913	35	4	(	(	PUNCT
ajfa-10913	35	5	2014	2014	NUM
ajfa-10913	35	6	)	)	PUNCT
ajfa-10913	35	7	assert	assert	VERB
ajfa-10913	35	8	that	that	SCONJ
ajfa-10913	35	9	in	in	ADP
ajfa-10913	35	10	1977	1977	NUM
ajfa-10913	35	11	barndorff	barndorff	NOUN
ajfa-10913	35	12	-	-	PUNCT
ajfa-10913	35	13	nielsen	nielsen	PROPN
ajfa-10913	35	14	and	and	CCONJ
ajfa-10913	35	15	halgreen	halgreen	PROPN
ajfa-10913	35	16	showed	show	VERB
ajfa-10913	35	17	that	that	SCONJ
ajfa-10913	35	18	the	the	DET
ajfa-10913	35	19	generalised	generalised	ADJ
ajfa-10913	35	20	inverse	inverse	NOUN
ajfa-10913	35	21	gaussian	gaussian	NOUN
ajfa-10913	35	22	distribution	distribution	NOUN
ajfa-10913	35	23	(	(	PUNCT
ajfa-10913	35	24	gigd	gigd	NOUN
ajfa-10913	35	25	)	)	PUNCT
ajfa-10913	35	26	,	,	PUNCT
ajfa-10913	35	27	sometimes	sometimes	ADV
ajfa-10913	35	28	called	call	VERB
ajfa-10913	35	29	halphen	halphen	ADV
ajfa-10913	35	30	type	type	VERB
ajfa-10913	35	31	a	a	DET
ajfa-10913	35	32	distribution	distribution	NOUN
ajfa-10913	35	33	,	,	PUNCT
ajfa-10913	35	34	with	with	ADP
ajfa-10913	35	35	the	the	DET
ajfa-10913	35	36	following	follow	VERB
ajfa-10913	35	37	probability	probability	NOUN
ajfa-10913	35	38	density	density	NOUN
ajfa-10913	35	39	function	function	NOUN
ajfa-10913	35	40	(	(	PUNCT
ajfa-10913	35	41	;	;	PUNCT
ajfa-10913	35	42	,	,	PUNCT
ajfa-10913	35	43	,	,	PUNCT
ajfa-10913	35	44	)	)	PUNCT
ajfa-10913	35	45	=	=	SYM
ajfa-10913	35	46	(	(	PUNCT
ajfa-10913	35	47	/	/	SYM
ajfa-10913	35	48	)	)	PUNCT
ajfa-10913	35	49	/2κ	/2κ	SYM
ajfa-10913	35	50	exp	exp	NOUN
ajfa-10913	35	51	−	−	PROPN
ajfa-10913	35	52	12	12	NUM
ajfa-10913	35	53	(	(	PUNCT
ajfa-10913	35	54	+	+	CCONJ
ajfa-10913	35	55	)	)	PUNCT
ajfa-10913	35	56	,	,	PUNCT
ajfa-10913	35	57	(	(	PUNCT
ajfa-10913	35	58	>	>	X
ajfa-10913	35	59	0	0	NUM
ajfa-10913	35	60	)	)	PUNCT
ajfa-10913	35	61	(	(	PUNCT
ajfa-10913	35	62	2.2	2.2	NUM
ajfa-10913	35	63	)	)	PUNCT
ajfa-10913	35	64	has	have	VERB
ajfa-10913	35	65	the	the	DET
ajfa-10913	35	66	property	property	NOUN
ajfa-10913	35	67	of	of	ADP
ajfa-10913	35	68	infinite	infinite	ADJ
ajfa-10913	35	69	divisibility	divisibility	NOUN
ajfa-10913	35	70	which	which	PRON
ajfa-10913	35	71	is	be	AUX
ajfa-10913	35	72	used	use	VERB
ajfa-10913	35	73	in	in	ADP
ajfa-10913	35	74	the	the	DET
ajfa-10913	35	75	representation	representation	NOUN
ajfa-10913	35	76	of	of	ADP
ajfa-10913	35	77	hyperbolic	hyperbolic	ADJ
ajfa-10913	35	78	distributions	distribution	NOUN
ajfa-10913	35	79	as	as	ADP
ajfa-10913	35	80	a	a	DET
ajfa-10913	35	81	mixture	mixture	NOUN
ajfa-10913	35	82	of	of	ADP
ajfa-10913	35	83	normals	normal	NOUN
ajfa-10913	35	84	.	.	PUNCT
ajfa-10913	36	1	any	any	DET
ajfa-10913	36	2	mixture	mixture	NOUN
ajfa-10913	36	3	of	of	ADP
ajfa-10913	36	4	the	the	DET
ajfa-10913	36	5	r	r	NOUN
ajfa-10913	36	6	-	-	PUNCT
ajfa-10913	36	7	dimensional	dimensional	ADJ
ajfa-10913	36	8	normal	normal	ADJ
ajfa-10913	36	9	distributions	distribution	NOUN
ajfa-10913	36	10	(	(	PUNCT
ajfa-10913	36	11	,	,	PUNCT
ajfa-10913	36	12	σ	σ	PROPN
ajfa-10913	36	13	)	)	PUNCT
ajfa-10913	36	14	determined	determine	VERB
ajfa-10913	36	15	by	by	ADP
ajfa-10913	36	16	setting	set	VERB
ajfa-10913	36	17	=	=	PUNCT
ajfa-10913	36	18	+	+	CCONJ
ajfa-10913	36	19	δ	δ	PROPN
ajfa-10913	36	20	and	and	CCONJ
ajfa-10913	36	21	σ	σ	PROPN
ajfa-10913	36	22	=	=	SYM
ajfa-10913	36	23	δ	δ	PROPN
ajfa-10913	36	24	.	.	PUNCT
ajfa-10913	37	1	this	this	DET
ajfa-10913	37	2	class	class	NOUN
ajfa-10913	37	3	of	of	ADP
ajfa-10913	37	4	mixtures	mixture	NOUN
ajfa-10913	37	5	includes	include	VERB
ajfa-10913	37	6	the	the	DET
ajfa-10913	37	7	r	r	NOUN
ajfa-10913	37	8	-	-	PUNCT
ajfa-10913	37	9	dimensional	dimensional	ADJ
ajfa-10913	37	10	hyperbolic	hyperbolic	ADJ
ajfa-10913	37	11	distribution	distribution	NOUN
ajfa-10913	37	12	(	(	PUNCT
ajfa-10913	37	13	,	,	PUNCT
ajfa-10913	37	14	,	,	PUNCT
ajfa-10913	37	15	,	,	PUNCT
ajfa-10913	37	16	δ	δ	PROPN
ajfa-10913	37	17	)	)	PUNCT
ajfa-10913	37	18	−	−	PROPN
ajfa-10913	38	1	+	+	CCONJ
ajfa-10913	38	2	(	(	PUNCT
ajfa-10913	38	3	−	−	PROPN
ajfa-10913	38	4	)	)	PUNCT
ajfa-10913	38	5	δ	δ	PROPN
ajfa-10913	38	6	(	(	PUNCT
ajfa-10913	38	7	−	−	PROPN
ajfa-10913	38	8	)	)	PUNCT
ajfa-10913	39	1	+	+	CCONJ
ajfa-10913	39	2	(	(	PUNCT
ajfa-10913	39	3	(	(	PUNCT
ajfa-10913	39	4	−	−	PROPN
ajfa-10913	39	5	)	)	PUNCT
ajfa-10913	39	6	)	)	PUNCT
ajfa-10913	39	7	(	(	PUNCT
ajfa-10913	39	8	2.3	2.3	NUM
ajfa-10913	39	9	)	)	PUNCT
ajfa-10913	39	10	where	where	SCONJ
ajfa-10913	39	11	δ	δ	PROPN
ajfa-10913	39	12	is	be	AUX
ajfa-10913	39	13	a	a	DET
ajfa-10913	39	14	positive	positive	ADJ
ajfa-10913	39	15	definite	definite	ADJ
ajfa-10913	39	16	×	×	NOUN
ajfa-10913	39	17	matrix	matrix	NOUN
ajfa-10913	39	18	with	with	ADP
ajfa-10913	39	19	determinant	determinant	ADJ
ajfa-10913	39	20	|δ|	|δ|	NOUN
ajfa-10913	39	21	=	=	SYM
ajfa-10913	39	22	1	1	NUM
ajfa-10913	39	23	and	and	CCONJ
ajfa-10913	39	24	setting	set	VERB
ajfa-10913	39	25	κ	κ	PRON
ajfa-10913	39	26	=	=	NOUN
ajfa-10913	39	27	−	−	PROPN
ajfa-10913	39	28	δ	δ	PROPN
ajfa-10913	39	29	,	,	PUNCT
ajfa-10913	39	30	the	the	DET
ajfa-10913	39	31	norming	norming	NOUN
ajfa-10913	39	32	constant	constant	NOUN
ajfa-10913	39	33	is	be	AUX
ajfa-10913	39	34	given	give	VERB
ajfa-10913	39	35	by	by	ADP
ajfa-10913	39	36	(	(	PUNCT
ajfa-10913	39	37	,	,	PUNCT
ajfa-10913	39	38	,	,	PUNCT
ajfa-10913	39	39	,	,	PUNCT
ajfa-10913	39	40	δ	δ	PROPN
ajfa-10913	39	41	)	)	PUNCT
ajfa-10913	39	42	=	=	SYM
ajfa-10913	39	43	1(2	1(2	NUM
ajfa-10913	39	44	)	)	PUNCT
ajfa-10913	39	45	(	(	PUNCT
ajfa-10913	39	46	)	)	PUNCT
ajfa-10913	39	47	/	/	PUNCT
ajfa-10913	39	48	.	.	PUNCT
ajfa-10913	40	1	κ	κ	X
ajfa-10913	40	2	(	(	PUNCT
ajfa-10913	40	3	)	)	PUNCT
ajfa-10913	40	4	/2	/2	PROPN
ajfa-10913	41	1	(	(	PUNCT
ajfa-10913	41	2	)	)	PUNCT
ajfa-10913	41	3	/	/	SYM
ajfa-10913	41	4	κ	κ	NOUN
ajfa-10913	41	5	(	(	PUNCT
ajfa-10913	41	6	)	)	PUNCT
ajfa-10913	41	7	/	/	SYM
ajfa-10913	41	8	(	(	PUNCT
ajfa-10913	41	9	)	)	PUNCT
ajfa-10913	41	10	(	(	PUNCT
ajfa-10913	41	11	2.4	2.4	NUM
ajfa-10913	41	12	)	)	PUNCT
ajfa-10913	41	13	asian	asian	ADJ
ajfa-10913	41	14	journal	journal	NOUN
ajfa-10913	41	15	of	of	ADP
ajfa-10913	41	16	finance	finance	PROPN
ajfa-10913	41	17	&	&	CCONJ
ajfa-10913	41	18	accounting	accounting	PROPN
ajfa-10913	41	19	issn	issn	PROPN
ajfa-10913	41	20	1946	1946	NUM
ajfa-10913	41	21	-	-	PUNCT
ajfa-10913	41	22	052x	052x	PROPN
ajfa-10913	41	23	2017	2017	NUM
ajfa-10913	41	24	,	,	PUNCT
ajfa-10913	41	25	vol	vol	NOUN
ajfa-10913	41	26	.	.	NOUN
ajfa-10913	41	27	9	9	NUM
ajfa-10913	41	28	,	,	PUNCT
ajfa-10913	41	29	no	no	INTJ
ajfa-10913	41	30	.	.	NOUN
ajfa-10913	41	31	1	1	NUM
ajfa-10913	42	1	ajfa.macrothink.org	ajfa.macrothink.org	PROPN
ajfa-10913	42	2	228	228	NUM
ajfa-10913	42	3	was	be	AUX
ajfa-10913	42	4	introduced	introduce	VERB
ajfa-10913	42	5	by	by	ADP
ajfa-10913	42	6	the	the	DET
ajfa-10913	42	7	same	same	ADJ
ajfa-10913	42	8	authors	author	NOUN
ajfa-10913	42	9	a	a	DET
ajfa-10913	42	10	year	year	NOUN
ajfa-10913	42	11	earlier	early	ADV
ajfa-10913	42	12	(	(	PUNCT
ajfa-10913	42	13	barndorff	barndorff	NOUN
ajfa-10913	42	14	-	-	PUNCT
ajfa-10913	42	15	nielsen	nielsen	PROPN
ajfa-10913	42	16	,	,	PUNCT
ajfa-10913	42	17	blaesild	blaesild	NOUN
ajfa-10913	42	18	,	,	PUNCT
ajfa-10913	42	19	&	&	CCONJ
ajfa-10913	42	20	halgreen	halgreen	PROPN
ajfa-10913	42	21	,	,	PUNCT
ajfa-10913	42	22	1978	1978	NUM
ajfa-10913	42	23	;	;	PUNCT
ajfa-10913	42	24	o.	o.	PROPN
ajfa-10913	42	25	barndorff	barndorff	PROPN
ajfa-10913	42	26	-	-	PUNCT
ajfa-10913	42	27	nielsen	nielsen	PROPN
ajfa-10913	42	28	&	&	CCONJ
ajfa-10913	42	29	halgreen	halgreen	PROPN
ajfa-10913	42	30	,	,	PUNCT
ajfa-10913	42	31	1977	1977	NUM
ajfa-10913	42	32	)	)	PUNCT
ajfa-10913	42	33	.	.	PUNCT
ajfa-10913	43	1	based	base	VERB
ajfa-10913	43	2	on	on	ADP
ajfa-10913	43	3	the	the	DET
ajfa-10913	43	4	daily	daily	ADJ
ajfa-10913	43	5	prices	price	NOUN
ajfa-10913	43	6	of	of	ADP
ajfa-10913	43	7	the	the	DET
ajfa-10913	43	8	30	30	NUM
ajfa-10913	43	9	dax	dax	PROPN
ajfa-10913	43	10	shares	share	NOUN
ajfa-10913	43	11	over	over	ADP
ajfa-10913	43	12	a	a	DET
ajfa-10913	43	13	three	three	NUM
ajfa-10913	43	14	-	-	PUNCT
ajfa-10913	43	15	year	year	NOUN
ajfa-10913	43	16	period	period	NOUN
ajfa-10913	43	17	eberlein	eberlein	PROPN
ajfa-10913	43	18	&	&	CCONJ
ajfa-10913	43	19	keller	keller	PROPN
ajfa-10913	43	20	(	(	PUNCT
ajfa-10913	43	21	1995	1995	NUM
ajfa-10913	43	22	)	)	PUNCT
ajfa-10913	43	23	investigated	investigate	VERB
ajfa-10913	43	24	the	the	DET
ajfa-10913	43	25	distributional	distributional	ADJ
ajfa-10913	43	26	form	form	NOUN
ajfa-10913	43	27	of	of	ADP
ajfa-10913	43	28	compound	compound	NOUN
ajfa-10913	43	29	returns	return	NOUN
ajfa-10913	43	30	after	after	ADP
ajfa-10913	43	31	performing	perform	VERB
ajfa-10913	43	32	a	a	DET
ajfa-10913	43	33	number	number	NOUN
ajfa-10913	43	34	of	of	ADP
ajfa-10913	43	35	statistical	statistical	ADJ
ajfa-10913	43	36	tests	test	NOUN
ajfa-10913	43	37	to	to	ADP
ajfa-10913	43	38	the	the	DET
ajfa-10913	43	39	logical	logical	ADJ
ajfa-10913	43	40	conclusion	conclusion	NOUN
ajfa-10913	43	41	that	that	SCONJ
ajfa-10913	43	42	some	some	DET
ajfa-10913	43	43	standard	standard	ADJ
ajfa-10913	43	44	assumptions	assumption	NOUN
ajfa-10913	43	45	could	could	AUX
ajfa-10913	43	46	not	not	PART
ajfa-10913	43	47	be	be	AUX
ajfa-10913	43	48	justified	justify	VERB
ajfa-10913	43	49	.	.	PUNCT
ajfa-10913	44	1	hence	hence	ADV
ajfa-10913	44	2	,	,	PUNCT
ajfa-10913	44	3	they	they	PRON
ajfa-10913	44	4	introduced	introduce	VERB
ajfa-10913	44	5	the	the	DET
ajfa-10913	44	6	class	class	NOUN
ajfa-10913	44	7	of	of	ADP
ajfa-10913	44	8	hyperbolic	hyperbolic	ADJ
ajfa-10913	44	9	distributions	distribution	NOUN
ajfa-10913	44	10	which	which	PRON
ajfa-10913	44	11	can	can	AUX
ajfa-10913	44	12	be	be	AUX
ajfa-10913	44	13	fitted	fit	VERB
ajfa-10913	44	14	to	to	ADP
ajfa-10913	44	15	empirical	empirical	ADJ
ajfa-10913	44	16	returns	return	NOUN
ajfa-10913	44	17	with	with	ADP
ajfa-10913	44	18	high	high	ADJ
ajfa-10913	44	19	accuracy	accuracy	NOUN
ajfa-10913	44	20	.	.	PUNCT
ajfa-10913	45	1	this	this	PRON
ajfa-10913	45	2	was	be	AUX
ajfa-10913	45	3	the	the	DET
ajfa-10913	45	4	application	application	NOUN
ajfa-10913	45	5	of	of	ADP
ajfa-10913	45	6	ghd	ghd	NOUN
ajfa-10913	45	7	to	to	ADP
ajfa-10913	45	8	the	the	DET
ajfa-10913	45	9	increments	increment	NOUN
ajfa-10913	45	10	of	of	ADP
ajfa-10913	45	11	financial	financial	ADJ
ajfa-10913	45	12	market	market	NOUN
ajfa-10913	45	13	price	price	NOUN
ajfa-10913	45	14	processes	process	NOUN
ajfa-10913	45	15	probably	probably	ADV
ajfa-10913	45	16	first	first	ADV
ajfa-10913	45	17	proposed	propose	VERB
ajfa-10913	45	18	by	by	ADP
ajfa-10913	45	19	eberlein	eberlein	PROPN
ajfa-10913	45	20	and	and	CCONJ
ajfa-10913	45	21	keller	keller	PROPN
ajfa-10913	45	22	in	in	ADP
ajfa-10913	45	23	1995	1995	NUM
ajfa-10913	45	24	(	(	PUNCT
ajfa-10913	45	25	i.e.	i.e.	X
ajfa-10913	45	26	the	the	DET
ajfa-10913	45	27	returns	return	NOUN
ajfa-10913	45	28	resulting	result	VERB
ajfa-10913	45	29	from	from	ADP
ajfa-10913	45	30	geometric	geometric	ADJ
ajfa-10913	45	31	brownian	brownian	ADJ
ajfa-10913	45	32	motion	motion	NOUN
ajfa-10913	45	33	are	be	AUX
ajfa-10913	45	34	increments	increment	NOUN
ajfa-10913	45	35	of	of	ADP
ajfa-10913	45	36	a	a	DET
ajfa-10913	45	37	brownian	brownian	ADJ
ajfa-10913	45	38	motion	motion	NOUN
ajfa-10913	45	39	process	process	NOUN
ajfa-10913	45	40	,	,	PUNCT
ajfa-10913	45	41	thus	thus	ADV
ajfa-10913	45	42	are	be	AUX
ajfa-10913	45	43	independent	independent	ADJ
ajfa-10913	45	44	and	and	CCONJ
ajfa-10913	45	45	normally	normally	ADV
ajfa-10913	45	46	distributed	distribute	VERB
ajfa-10913	45	47	)	)	PUNCT
ajfa-10913	45	48	.	.	PUNCT
ajfa-10913	46	1	again	again	ADV
ajfa-10913	46	2	tests	test	NOUN
ajfa-10913	46	3	applied	apply	VERB
ajfa-10913	46	4	to	to	ADP
ajfa-10913	46	5	real	real	ADJ
ajfa-10913	46	6	data	datum	NOUN
ajfa-10913	46	7	in	in	ADP
ajfa-10913	46	8	this	this	DET
ajfa-10913	46	9	way	way	NOUN
ajfa-10913	46	10	demonstrate	demonstrate	VERB
ajfa-10913	46	11	failure	failure	NOUN
ajfa-10913	46	12	of	of	ADP
ajfa-10913	46	13	the	the	DET
ajfa-10913	46	14	normality	normality	NOUN
ajfa-10913	46	15	assumption	assumption	NOUN
ajfa-10913	46	16	.	.	PUNCT
ajfa-10913	47	1	the	the	DET
ajfa-10913	47	2	popularity	popularity	NOUN
ajfa-10913	47	3	of	of	ADP
ajfa-10913	47	4	the	the	DET
ajfa-10913	47	5	class	class	NOUN
ajfa-10913	47	6	of	of	ADP
ajfa-10913	47	7	ghds	ghds	NOUN
ajfa-10913	47	8	in	in	ADP
ajfa-10913	47	9	finance	finance	NOUN
ajfa-10913	47	10	was	be	AUX
ajfa-10913	47	11	pioneered	pioneer	VERB
ajfa-10913	47	12	in	in	ADP
ajfa-10913	47	13	seminal	seminal	ADJ
ajfa-10913	47	14	papers	paper	NOUN
ajfa-10913	47	15	in	in	ADP
ajfa-10913	47	16	the	the	DET
ajfa-10913	47	17	late	late	ADJ
ajfa-10913	47	18	1990s	1990	NOUN
ajfa-10913	47	19	(	(	PUNCT
ajfa-10913	47	20	see	see	VERB
ajfa-10913	47	21	(	(	PUNCT
ajfa-10913	47	22	barndorff	barndorff	NOUN
ajfa-10913	47	23	-	-	PUNCT
ajfa-10913	47	24	nielsen	nielsen	PROPN
ajfa-10913	47	25	&	&	CCONJ
ajfa-10913	47	26	shephard	shephard	PROPN
ajfa-10913	47	27	,	,	PUNCT
ajfa-10913	47	28	1998	1998	NUM
ajfa-10913	47	29	;	;	PUNCT
ajfa-10913	47	30	barndorff	barndorff	PROPN
ajfa-10913	47	31	-	-	PUNCT
ajfa-10913	47	32	nielsen	nielsen	PROPN
ajfa-10913	47	33	&	&	CCONJ
ajfa-10913	47	34	halgreen	halgreen	PROPN
ajfa-10913	47	35	,	,	PUNCT
ajfa-10913	47	36	1977	1977	NUM
ajfa-10913	47	37	;	;	PUNCT
ajfa-10913	47	38	eberlein	eberlein	PROPN
ajfa-10913	47	39	,	,	PUNCT
ajfa-10913	47	40	keller	keller	PROPN
ajfa-10913	47	41	,	,	PUNCT
ajfa-10913	47	42	&	&	CCONJ
ajfa-10913	47	43	prause	prause	PROPN
ajfa-10913	47	44	,	,	PUNCT
ajfa-10913	47	45	1998	1998	NUM
ajfa-10913	47	46	;	;	PUNCT
ajfa-10913	47	47	prause	prause	NOUN
ajfa-10913	47	48	,	,	PUNCT
ajfa-10913	47	49	1997	1997	NUM
ajfa-10913	47	50	,	,	PUNCT
ajfa-10913	47	51	1999	1999	NUM
ajfa-10913	47	52	)	)	PUNCT
ajfa-10913	47	53	.	.	PUNCT
ajfa-10913	48	1	however	however	ADV
ajfa-10913	48	2	the	the	DET
ajfa-10913	48	3	application	application	NOUN
ajfa-10913	48	4	of	of	ADP
ajfa-10913	48	5	hyperbolic	hyperbolic	ADJ
ajfa-10913	48	6	distributions	distribution	NOUN
ajfa-10913	48	7	in	in	ADP
ajfa-10913	48	8	fields	field	NOUN
ajfa-10913	48	9	other	other	ADJ
ajfa-10913	48	10	than	than	ADP
ajfa-10913	48	11	finance	finance	NOUN
ajfa-10913	48	12	is	be	AUX
ajfa-10913	48	13	not	not	PART
ajfa-10913	48	14	limited	limited	ADJ
ajfa-10913	48	15	.	.	PUNCT
ajfa-10913	49	1	the	the	DET
ajfa-10913	49	2	motivation	motivation	NOUN
ajfa-10913	49	3	for	for	ADP
ajfa-10913	49	4	barndorff	barndorff	NOUN
ajfa-10913	49	5	-	-	PUNCT
ajfa-10913	49	6	nielsen	nielsen	PROPN
ajfa-10913	49	7	&	&	CCONJ
ajfa-10913	49	8	halgreen	halgreen	PROPN
ajfa-10913	49	9	(	(	PUNCT
ajfa-10913	49	10	1977	1977	NUM
ajfa-10913	49	11	)	)	PUNCT
ajfa-10913	49	12	to	to	PART
ajfa-10913	49	13	introduce	introduce	VERB
ajfa-10913	49	14	the	the	DET
ajfa-10913	49	15	hyperbolic	hyperbolic	ADJ
ajfa-10913	49	16	distributions	distribution	NOUN
ajfa-10913	49	17	was	be	AUX
ajfa-10913	49	18	the	the	DET
ajfa-10913	49	19	observation	observation	NOUN
ajfa-10913	49	20	by	by	ADP
ajfa-10913	49	21	bagnold	bagnold	PROPN
ajfa-10913	49	22	(	(	PUNCT
ajfa-10913	49	23	1941	1941	NUM
ajfa-10913	49	24	)	)	PUNCT
ajfa-10913	49	25	that	that	SCONJ
ajfa-10913	49	26	the	the	DET
ajfa-10913	49	27	logarithm	logarithm	NOUN
ajfa-10913	49	28	of	of	ADP
ajfa-10913	49	29	the	the	DET
ajfa-10913	49	30	density	density	NOUN
ajfa-10913	49	31	function	function	NOUN
ajfa-10913	49	32	of	of	ADP
ajfa-10913	49	33	distribution	distribution	NOUN
ajfa-10913	49	34	of	of	ADP
ajfa-10913	49	35	the	the	DET
ajfa-10913	49	36	logarithm	logarithm	NOUN
ajfa-10913	49	37	of	of	ADP
ajfa-10913	49	38	the	the	DET
ajfa-10913	49	39	grain	grain	NOUN
ajfa-10913	49	40	size	size	NOUN
ajfa-10913	49	41	in	in	ADP
ajfa-10913	49	42	natural	natural	ADJ
ajfa-10913	49	43	sand	sand	NOUN
ajfa-10913	49	44	deposits	deposit	NOUN
ajfa-10913	49	45	looks	look	VERB
ajfa-10913	49	46	more	more	ADV
ajfa-10913	49	47	like	like	ADP
ajfa-10913	49	48	a	a	DET
ajfa-10913	49	49	hyperbola	hyperbola	NOUN
ajfa-10913	49	50	than	than	ADP
ajfa-10913	49	51	a	a	DET
ajfa-10913	49	52	parabola	parabola	NOUN
ajfa-10913	49	53	(	(	PUNCT
ajfa-10913	49	54	sørensen	sørensen	NOUN
ajfa-10913	49	55	,	,	PUNCT
ajfa-10913	49	56	2006	2006	NUM
ajfa-10913	49	57	)	)	PUNCT
ajfa-10913	49	58	.	.	PUNCT
ajfa-10913	50	1	2.2	2.2	NUM
ajfa-10913	50	2	generalised	generalise	VERB
ajfa-10913	50	3	lambda	lambda	ADJ
ajfa-10913	50	4	distribution	distribution	NOUN
ajfa-10913	50	5	(	(	PUNCT
ajfa-10913	50	6	gld	gld	PROPN
ajfa-10913	50	7	)	)	PUNCT
ajfa-10913	50	8	the	the	DET
ajfa-10913	50	9	four	four	NUM
ajfa-10913	50	10	-	-	PUNCT
ajfa-10913	50	11	parameter	parameter	NOUN
ajfa-10913	50	12	(	(	PUNCT
ajfa-10913	50	13	quantile	quantile	PROPN
ajfa-10913	50	14	)	)	PUNCT
ajfa-10913	50	15	gld	gld	PROPN
ajfa-10913	50	16	family	family	NOUN
ajfa-10913	50	17	is	be	AUX
ajfa-10913	50	18	known	know	VERB
ajfa-10913	50	19	for	for	ADP
ajfa-10913	50	20	its	its	PRON
ajfa-10913	50	21	high	high	ADJ
ajfa-10913	50	22	flexibility	flexibility	NOUN
ajfa-10913	50	23	,	,	PUNCT
ajfa-10913	50	24	producing	produce	VERB
ajfa-10913	50	25	distributions	distribution	NOUN
ajfa-10913	50	26	with	with	ADP
ajfa-10913	50	27	a	a	DET
ajfa-10913	50	28	range	range	NOUN
ajfa-10913	50	29	of	of	ADP
ajfa-10913	50	30	different	different	ADJ
ajfa-10913	50	31	shapes	shape	NOUN
ajfa-10913	50	32	.	.	PUNCT
ajfa-10913	51	1	to	to	PART
ajfa-10913	51	2	start	start	VERB
ajfa-10913	51	3	with	with	ADP
ajfa-10913	51	4	(	(	PUNCT
ajfa-10913	51	5	ramberg	ramberg	PROPN
ajfa-10913	51	6	&	&	CCONJ
ajfa-10913	51	7	schmeister	schmeister	PROPN
ajfa-10913	51	8	,	,	PUNCT
ajfa-10913	51	9	1974	1974	NUM
ajfa-10913	51	10	)	)	PUNCT
ajfa-10913	51	11	show	show	VERB
ajfa-10913	51	12	six	six	NUM
ajfa-10913	51	13	regions	region	NOUN
ajfa-10913	51	14	in	in	ADP
ajfa-10913	51	15	which	which	PRON
ajfa-10913	51	16	the	the	DET
ajfa-10913	51	17	shape	shape	NOUN
ajfa-10913	51	18	parameters	parameter	NOUN
ajfa-10913	51	19	can	can	AUX
ajfa-10913	51	20	lie	lie	VERB
ajfa-10913	51	21	for	for	ADP
ajfa-10913	51	22	which	which	PRON
ajfa-10913	51	23	the	the	DET
ajfa-10913	51	24	shapes	shape	NOUN
ajfa-10913	51	25	of	of	ADP
ajfa-10913	51	26	the	the	DET
ajfa-10913	51	27	gld	gld	NOUN
ajfa-10913	51	28	are	be	AUX
ajfa-10913	51	29	similar	similar	ADJ
ajfa-10913	51	30	,	,	PUNCT
ajfa-10913	51	31	as	as	SCONJ
ajfa-10913	51	32	shown	show	VERB
ajfa-10913	51	33	in	in	ADP
ajfa-10913	51	34	figure	figure	NOUN
ajfa-10913	51	35	1	1	NUM
ajfa-10913	51	36	;	;	PUNCT
ajfa-10913	51	37	the	the	DET
ajfa-10913	51	38	figure	figure	NOUN
ajfa-10913	51	39	is	be	AUX
ajfa-10913	51	40	as	as	SCONJ
ajfa-10913	51	41	given	give	VERB
ajfa-10913	51	42	in	in	ADP
ajfa-10913	51	43	king	king	NOUN
ajfa-10913	51	44	&	&	CCONJ
ajfa-10913	51	45	macgillivray	macgillivray	PROPN
ajfa-10913	51	46	(	(	PUNCT
ajfa-10913	51	47	1999	1999	NUM
ajfa-10913	51	48	)	)	PUNCT
ajfa-10913	51	49	with	with	ADP
ajfa-10913	51	50	notation	notation	NOUN
ajfa-10913	51	51	introduced	introduce	VERB
ajfa-10913	51	52	by	by	ADP
ajfa-10913	51	53	ramberg	ramberg	PROPN
ajfa-10913	51	54	,	,	PUNCT
ajfa-10913	51	55	dudewicz	dudewicz	NOUN
ajfa-10913	51	56	,	,	PUNCT
ajfa-10913	51	57	tadikamalla	tadikamalla	NOUN
ajfa-10913	51	58	,	,	PUNCT
ajfa-10913	51	59	&	&	CCONJ
ajfa-10913	51	60	mykytka	mykytka	PROPN
ajfa-10913	51	61	(	(	PUNCT
ajfa-10913	51	62	1979	1979	NUM
ajfa-10913	51	63	)	)	PUNCT
ajfa-10913	51	64	,	,	PUNCT
ajfa-10913	51	65	chalabi	chalabi	PROPN
ajfa-10913	51	66	et	et	PROPN
ajfa-10913	51	67	al	al	PROPN
ajfa-10913	51	68	.	.	PROPN
ajfa-10913	52	1	(	(	PUNCT
ajfa-10913	52	2	2012	2012	NUM
ajfa-10913	52	3	)	)	PUNCT
ajfa-10913	52	4	,	,	PUNCT
ajfa-10913	52	5	and	and	CCONJ
ajfa-10913	52	6	chalabi	chalabi	PROPN
ajfa-10913	52	7	,	,	PUNCT
ajfa-10913	52	8	scott	scott	PROPN
ajfa-10913	52	9	,	,	PUNCT
ajfa-10913	52	10	&	&	CCONJ
ajfa-10913	52	11	würtz	würtz	PROPN
ajfa-10913	52	12	(	(	PUNCT
ajfa-10913	52	13	2010	2010	NUM
ajfa-10913	52	14	)	)	PUNCT
ajfa-10913	52	15	.	.	PUNCT
ajfa-10913	53	1	the	the	DET
ajfa-10913	53	2	modern	modern	ADJ
ajfa-10913	53	3	freimer	freimer	PROPN
ajfa-10913	53	4	,	,	PUNCT
ajfa-10913	53	5	kollia	kollia	PROPN
ajfa-10913	53	6	,	,	PUNCT
ajfa-10913	53	7	mudholkar	mudholkar	NOUN
ajfa-10913	53	8	,	,	PUNCT
ajfa-10913	53	9	&	&	CCONJ
ajfa-10913	53	10	lin	lin	PROPN
ajfa-10913	53	11	(	(	PUNCT
ajfa-10913	53	12	1988	1988	NUM
ajfa-10913	53	13	)	)	PUNCT
ajfa-10913	53	14	fmkl	fmkl	PROPN
ajfa-10913	53	15	gld	gld	PROPN
ajfa-10913	53	16	(	(	PUNCT
ajfa-10913	53	17	2.6	2.6	NUM
ajfa-10913	53	18	)	)	PUNCT
ajfa-10913	53	19	places	place	VERB
ajfa-10913	53	20	the	the	DET
ajfa-10913	53	21	only	only	ADJ
ajfa-10913	53	22	restriction	restriction	NOUN
ajfa-10913	53	23	of	of	ADP
ajfa-10913	53	24	>	>	X
ajfa-10913	53	25	0	0	X
ajfa-10913	53	26	.	.	PUNCT
ajfa-10913	54	1	the	the	DET
ajfa-10913	54	2	fundamental	fundamental	ADJ
ajfa-10913	54	3	motivation	motivation	NOUN
ajfa-10913	54	4	for	for	ADP
ajfa-10913	54	5	the	the	DET
ajfa-10913	54	6	development	development	NOUN
ajfa-10913	54	7	of	of	ADP
ajfa-10913	54	8	fmkl	fmkl	NOUN
ajfa-10913	54	9	gld	gld	PROPN
ajfa-10913	54	10	is	be	AUX
ajfa-10913	54	11	that	that	SCONJ
ajfa-10913	54	12	the	the	DET
ajfa-10913	54	13	distribution	distribution	NOUN
ajfa-10913	54	14	is	be	AUX
ajfa-10913	54	15	defined	define	VERB
ajfa-10913	54	16	over	over	ADP
ajfa-10913	54	17	all	all	PRON
ajfa-10913	54	18	and	and	CCONJ
ajfa-10913	54	19	(	(	PUNCT
ajfa-10913	54	20	su	su	PROPN
ajfa-10913	54	21	,	,	PUNCT
ajfa-10913	54	22	2007b	2007b	NUM
ajfa-10913	54	23	)	)	PUNCT
ajfa-10913	54	24	.	.	PUNCT
ajfa-10913	55	1	the	the	DET
ajfa-10913	55	2	quantile	quantile	ADJ
ajfa-10913	55	3	probability	probability	NOUN
ajfa-10913	55	4	density	density	NOUN
ajfa-10913	55	5	function	function	NOUN
ajfa-10913	55	6	of	of	ADP
ajfa-10913	55	7	the	the	DET
ajfa-10913	55	8	gld	gld	PROPN
ajfa-10913	55	9	(	(	PUNCT
ajfa-10913	55	10	henceforth	henceforth	ADV
ajfa-10913	55	11	referred	refer	VERB
ajfa-10913	55	12	to	to	ADP
ajfa-10913	55	13	as	as	ADP
ajfa-10913	55	14	rs	rs	PROPN
ajfa-10913	55	15	gld	gld	PROPN
ajfa-10913	55	16	)	)	PUNCT
ajfa-10913	55	17	is	be	AUX
ajfa-10913	55	18	given	give	VERB
ajfa-10913	55	19	as	as	ADP
ajfa-10913	55	20	the	the	DET
ajfa-10913	55	21	inverse	inverse	NOUN
ajfa-10913	55	22	distribution	distribution	NOUN
ajfa-10913	55	23	function	function	NOUN
ajfa-10913	55	24	of	of	ADP
ajfa-10913	55	25	tukey	tukey	NOUN
ajfa-10913	55	26	’s	’s	PART
ajfa-10913	55	27	lambda	lambda	ADJ
ajfa-10913	55	28	distribution	distribution	NOUN
ajfa-10913	55	29	(	(	PUNCT
ajfa-10913	55	30	tld	tld	NOUN
ajfa-10913	55	31	)	)	PUNCT
ajfa-10913	55	32	(	(	PUNCT
ajfa-10913	55	33	|	|	ADV
ajfa-10913	55	34	)	)	PUNCT
ajfa-10913	55	35	=	=	SYM
ajfa-10913	56	1	(	(	PUNCT
ajfa-10913	56	2	|	|	ADV
ajfa-10913	56	3	,	,	PUNCT
ajfa-10913	56	4	,	,	PUNCT
ajfa-10913	56	5	,	,	PUNCT
ajfa-10913	56	6	)	)	PUNCT
ajfa-10913	56	7	=	=	PUNCT
ajfa-10913	57	1	+	+	NUM
ajfa-10913	57	2	−	−	PROPN
ajfa-10913	57	3	(	(	PUNCT
ajfa-10913	57	4	1	1	NUM
ajfa-10913	57	5	−	−	NOUN
ajfa-10913	57	6	)	)	PUNCT
ajfa-10913	57	7	(	(	PUNCT
ajfa-10913	57	8	2.5	2.5	NUM
ajfa-10913	57	9	)	)	PUNCT
ajfa-10913	57	10	where	where	SCONJ
ajfa-10913	57	11	are	be	AUX
ajfa-10913	57	12	the	the	DET
ajfa-10913	57	13	probabilities	probability	NOUN
ajfa-10913	57	14	,	,	PUNCT
ajfa-10913	57	15	∈	∈	PROPN
ajfa-10913	58	1	[	[	X
ajfa-10913	58	2	0,1	0,1	NUM
ajfa-10913	58	3	]	]	PUNCT
ajfa-10913	58	4	,	,	PUNCT
ajfa-10913	58	5	,	,	PUNCT
ajfa-10913	58	6	are	be	AUX
ajfa-10913	58	7	the	the	DET
ajfa-10913	58	8	location	location	NOUN
ajfa-10913	58	9	and	and	CCONJ
ajfa-10913	58	10	scale	scale	NOUN
ajfa-10913	58	11	parameters	parameter	NOUN
ajfa-10913	58	12	,	,	PUNCT
ajfa-10913	58	13	and	and	CCONJ
ajfa-10913	58	14	,	,	PUNCT
ajfa-10913	58	15	are	be	AUX
ajfa-10913	58	16	the	the	DET
ajfa-10913	58	17	shape	shape	NOUN
ajfa-10913	58	18	parameters	parameter	NOUN
ajfa-10913	58	19	jointly	jointly	ADV
ajfa-10913	58	20	related	relate	VERB
ajfa-10913	58	21	to	to	ADP
ajfa-10913	58	22	the	the	DET
ajfa-10913	58	23	strengths	strength	NOUN
ajfa-10913	58	24	of	of	ADP
ajfa-10913	58	25	the	the	DET
ajfa-10913	58	26	lower	low	ADJ
ajfa-10913	58	27	and	and	CCONJ
ajfa-10913	58	28	upper	upper	ADJ
ajfa-10913	58	29	tails	tail	NOUN
ajfa-10913	58	30	,	,	PUNCT
ajfa-10913	58	31	respectively	respectively	ADV
ajfa-10913	58	32	.	.	PUNCT
ajfa-10913	59	1	the	the	DET
ajfa-10913	59	2	original	original	ADJ
ajfa-10913	59	3	one	one	NUM
ajfa-10913	59	4	-	-	PUNCT
ajfa-10913	59	5	parameter	parameter	NOUN
ajfa-10913	59	6	tld	tld	NOUN
ajfa-10913	59	7	results	result	NOUN
ajfa-10913	59	8	in	in	ADP
ajfa-10913	59	9	the	the	DET
ajfa-10913	59	10	limiting	limit	VERB
ajfa-10913	59	11	case	case	NOUN
ajfa-10913	59	12	=	=	SYM
ajfa-10913	59	13	0	0	NUM
ajfa-10913	59	14	and	and	CCONJ
ajfa-10913	59	15	=	=	SYM
ajfa-10913	59	16	=	=	SYM
ajfa-10913	59	17	=	=	SYM
ajfa-10913	59	18	(	(	PUNCT
ajfa-10913	59	19	chalabi	chalabi	PROPN
ajfa-10913	59	20	et	et	PROPN
ajfa-10913	59	21	al	al	PROPN
ajfa-10913	59	22	.	.	PROPN
ajfa-10913	59	23	,	,	PUNCT
ajfa-10913	59	24	2010	2010	NUM
ajfa-10913	59	25	)	)	PUNCT
ajfa-10913	59	26	.	.	PUNCT
ajfa-10913	60	1	the	the	DET
ajfa-10913	60	2	fmkl	fmkl	NOUN
ajfa-10913	60	3	gld	gld	PROPN
ajfa-10913	60	4	can	can	AUX
ajfa-10913	60	5	be	be	AUX
ajfa-10913	60	6	written	write	VERB
ajfa-10913	60	7	as	as	ADP
ajfa-10913	60	8	asian	asian	ADJ
ajfa-10913	60	9	journal	journal	PROPN
ajfa-10913	60	10	of	of	ADP
ajfa-10913	60	11	finance	finance	PROPN
ajfa-10913	60	12	&	&	CCONJ
ajfa-10913	60	13	accounting	accounting	PROPN
ajfa-10913	60	14	issn	issn	PROPN
ajfa-10913	60	15	1946	1946	NUM
ajfa-10913	60	16	-	-	PUNCT
ajfa-10913	60	17	052x	052x	PROPN
ajfa-10913	60	18	2017	2017	NUM
ajfa-10913	60	19	,	,	PUNCT
ajfa-10913	60	20	vol	vol	NOUN
ajfa-10913	60	21	.	.	NOUN
ajfa-10913	60	22	9	9	NUM
ajfa-10913	60	23	,	,	PUNCT
ajfa-10913	60	24	no	no	INTJ
ajfa-10913	60	25	.	.	NOUN
ajfa-10913	60	26	1	1	NUM
ajfa-10913	60	27	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	60	28	229	229	NUM
ajfa-10913	60	29	(	(	PUNCT
ajfa-10913	60	30	|	|	ADV
ajfa-10913	60	31	)	)	PUNCT
ajfa-10913	60	32	=	=	SYM
ajfa-10913	60	33	(	(	PUNCT
ajfa-10913	60	34	|	|	ADV
ajfa-10913	60	35	,	,	PUNCT
ajfa-10913	60	36	,	,	PUNCT
ajfa-10913	60	37	,	,	PUNCT
ajfa-10913	60	38	)	)	PUNCT
ajfa-10913	60	39	=	=	PUNCT
ajfa-10913	61	1	+	+	NUM
ajfa-10913	61	2	−	−	PROPN
ajfa-10913	61	3	(	(	PUNCT
ajfa-10913	61	4	)	)	PUNCT
ajfa-10913	61	5	(	(	PUNCT
ajfa-10913	61	6	2.6	2.6	NUM
ajfa-10913	61	7	)	)	PUNCT
ajfa-10913	61	8	figure	figure	NOUN
ajfa-10913	61	9	1	1	NUM
ajfa-10913	61	10	.	.	PUNCT
ajfa-10913	62	1	graph	graph	NOUN
ajfa-10913	62	2	of	of	ADP
ajfa-10913	62	3	the	the	DET
ajfa-10913	62	4	parameters	parameter	NOUN
ajfa-10913	62	5	regions	region	NOUN
ajfa-10913	62	6	of	of	ADP
ajfa-10913	62	7	the	the	DET
ajfa-10913	62	8	gld	gld	NOUN
ajfa-10913	62	9	in	in	ADP
ajfa-10913	62	10	the	the	DET
ajfa-10913	62	11	vs.	vs.	ADJ
ajfa-10913	62	12	space	space	NOUN
ajfa-10913	62	13	that	that	PRON
ajfa-10913	62	14	produce	produce	VERB
ajfa-10913	62	15	proper	proper	ADJ
ajfa-10913	62	16	statistical	statistical	ADJ
ajfa-10913	62	17	distributions	distribution	NOUN
ajfa-10913	62	18	.	.	PUNCT
ajfa-10913	63	1	source	source	NOUN
ajfa-10913	63	2	:	:	PUNCT
ajfa-10913	63	3	(	(	PUNCT
ajfa-10913	63	4	chalabi	chalabi	NOUN
ajfa-10913	63	5	et	et	PROPN
ajfa-10913	63	6	al	al	PROPN
ajfa-10913	63	7	.	.	PROPN
ajfa-10913	63	8	,	,	PUNCT
ajfa-10913	63	9	2010	2010	NUM
ajfa-10913	63	10	)	)	PUNCT
ajfa-10913	63	11	the	the	DET
ajfa-10913	63	12	parameter	parameter	NOUN
ajfa-10913	63	13	constellations	constellation	NOUN
ajfa-10913	63	14	that	that	PRON
ajfa-10913	63	15	fall	fall	VERB
ajfa-10913	63	16	in	in	ADP
ajfa-10913	63	17	the	the	DET
ajfa-10913	63	18	third	third	ADJ
ajfa-10913	63	19	quadrant	quadrant	NOUN
ajfa-10913	63	20	imply	imply	VERB
ajfa-10913	63	21	skewed	skewed	ADJ
ajfa-10913	63	22	and	and	CCONJ
ajfa-10913	63	23	heavy	heavy	ADJ
ajfa-10913	63	24	-	-	PUNCT
ajfa-10913	63	25	tailed	tail	VERB
ajfa-10913	63	26	distributions	distribution	NOUN
ajfa-10913	63	27	;	;	PUNCT
ajfa-10913	63	28	that	that	PRON
ajfa-10913	63	29	is	be	AUX
ajfa-10913	63	30	a	a	DET
ajfa-10913	63	31	nice	nice	ADJ
ajfa-10913	63	32	characteristic	characteristic	NOUN
ajfa-10913	63	33	of	of	ADP
ajfa-10913	63	34	stylised	stylised	ADJ
ajfa-10913	63	35	facts	fact	NOUN
ajfa-10913	63	36	about	about	ADP
ajfa-10913	63	37	financial	financial	ADJ
ajfa-10913	63	38	return	return	NOUN
ajfa-10913	63	39	series	series	NOUN
ajfa-10913	63	40	giving	give	VERB
ajfa-10913	63	41	more	more	ADJ
ajfa-10913	63	42	credence	credence	NOUN
ajfa-10913	63	43	to	to	ADP
ajfa-10913	63	44	the	the	DET
ajfa-10913	63	45	use	use	NOUN
ajfa-10913	63	46	of	of	ADP
ajfa-10913	63	47	non	non	ADJ
ajfa-10913	63	48	-	-	ADJ
ajfa-10913	63	49	normal	normal	ADJ
ajfa-10913	63	50	distributions	distribution	NOUN
ajfa-10913	63	51	,	,	PUNCT
ajfa-10913	63	52	in	in	ADP
ajfa-10913	63	53	this	this	DET
ajfa-10913	63	54	case	case	NOUN
ajfa-10913	63	55	gld	gld	NOUN
ajfa-10913	63	56	to	to	PART
ajfa-10913	63	57	capture	capture	VERB
ajfa-10913	63	58	this	this	DET
ajfa-10913	63	59	behaviour	behaviour	NOUN
ajfa-10913	63	60	(	(	PUNCT
ajfa-10913	63	61	pfaff	pfaff	PROPN
ajfa-10913	63	62	,	,	PUNCT
ajfa-10913	63	63	2013	2013	NUM
ajfa-10913	63	64	)	)	PUNCT
ajfa-10913	63	65	.	.	PUNCT
ajfa-10913	64	1	the	the	DET
ajfa-10913	64	2	various	various	ADJ
ajfa-10913	64	3	methods	method	NOUN
ajfa-10913	64	4	for	for	ADP
ajfa-10913	64	5	estimation	estimation	NOUN
ajfa-10913	64	6	of	of	ADP
ajfa-10913	64	7	the	the	DET
ajfa-10913	64	8	optimal	optimal	ADJ
ajfa-10913	64	9	values	value	NOUN
ajfa-10913	64	10	for	for	ADP
ajfa-10913	64	11	the	the	DET
ajfa-10913	64	12	parameter	parameter	NOUN
ajfa-10913	64	13	vector	vector	NOUN
ajfa-10913	64	14	in	in	ADP
ajfa-10913	64	15	the	the	DET
ajfa-10913	64	16	literature	literature	NOUN
ajfa-10913	64	17	include	include	VERB
ajfa-10913	64	18	,	,	PUNCT
ajfa-10913	64	19	among	among	ADP
ajfa-10913	64	20	others	other	NOUN
ajfa-10913	64	21	(	(	PUNCT
ajfa-10913	64	22	1	1	NUM
ajfa-10913	64	23	)	)	PUNCT
ajfa-10913	64	24	moment	moment	NOUN
ajfa-10913	64	25	-	-	PUNCT
ajfa-10913	64	26	matching	match	VERB
ajfa-10913	64	27	approach	approach	NOUN
ajfa-10913	64	28	by	by	ADP
ajfa-10913	64	29	ramberg	ramberg	PROPN
ajfa-10913	64	30	&	&	CCONJ
ajfa-10913	64	31	schmeister	schmeister	PROPN
ajfa-10913	64	32	(	(	PUNCT
ajfa-10913	64	33	1974	1974	NUM
ajfa-10913	64	34	)	)	PUNCT
ajfa-10913	64	35	and	and	CCONJ
ajfa-10913	64	36	ramberg	ramberg	PROPN
ajfa-10913	64	37	et	et	PROPN
ajfa-10913	64	38	al	al	PROPN
ajfa-10913	64	39	.	.	PROPN
ajfa-10913	65	1	(	(	PUNCT
ajfa-10913	65	2	1979	1979	NUM
ajfa-10913	65	3	)	)	PUNCT
ajfa-10913	65	4	,	,	PUNCT
ajfa-10913	65	5	(	(	PUNCT
ajfa-10913	65	6	2	2	X
ajfa-10913	65	7	)	)	PUNCT
ajfa-10913	65	8	percentile	percentile	NOUN
ajfa-10913	65	9	-	-	PUNCT
ajfa-10913	65	10	based	base	VERB
ajfa-10913	65	11	approach	approach	NOUN
ajfa-10913	65	12	by	by	ADP
ajfa-10913	65	13	karian	karian	PROPN
ajfa-10913	65	14	&	&	CCONJ
ajfa-10913	65	15	dudewicz	dudewicz	PROPN
ajfa-10913	65	16	(	(	PUNCT
ajfa-10913	65	17	1999	1999	NUM
ajfa-10913	65	18	)	)	PUNCT
ajfa-10913	65	19	,	,	PUNCT
ajfa-10913	65	20	(	(	PUNCT
ajfa-10913	65	21	3	3	X
ajfa-10913	65	22	)	)	PUNCT
ajfa-10913	65	23	histogram	histogram	NOUN
ajfa-10913	65	24	-	-	PUNCT
ajfa-10913	65	25	based	base	VERB
ajfa-10913	65	26	approach	approach	NOUN
ajfa-10913	65	27	by	by	ADP
ajfa-10913	65	28	su	su	PROPN
ajfa-10913	65	29	(	(	PUNCT
ajfa-10913	65	30	2005	2005	NUM
ajfa-10913	65	31	)	)	PUNCT
ajfa-10913	65	32	,	,	PUNCT
ajfa-10913	65	33	(	(	PUNCT
ajfa-10913	65	34	4	4	X
ajfa-10913	65	35	)	)	PUNCT
ajfa-10913	65	36	goodness	goodness	NOUN
ajfa-10913	65	37	-	-	PUNCT
ajfa-10913	65	38	of	of	ADP
ajfa-10913	65	39	-	-	PUNCT
ajfa-10913	65	40	fit	fit	ADJ
ajfa-10913	65	41	approach	approach	NOUN
ajfa-10913	65	42	by	by	ADP
ajfa-10913	65	43	owen	owen	PROPN
ajfa-10913	65	44	(	(	PUNCT
ajfa-10913	65	45	1988	1988	NUM
ajfa-10913	65	46	)	)	PUNCT
ajfa-10913	65	47	,	,	PUNCT
ajfa-10913	65	48	(	(	PUNCT
ajfa-10913	65	49	5	5	X
ajfa-10913	65	50	)	)	PUNCT
ajfa-10913	65	51	maximum	maximum	ADJ
ajfa-10913	65	52	likelihood	likelihood	NOUN
ajfa-10913	65	53	(	(	PUNCT
ajfa-10913	65	54	ml	ml	NOUN
ajfa-10913	65	55	)	)	PUNCT
ajfa-10913	65	56	and	and	CCONJ
ajfa-10913	65	57	maximum	maximum	ADJ
ajfa-10913	65	58	spacing	spacing	ADJ
ajfa-10913	65	59	approaches	approach	NOUN
ajfa-10913	65	60	by	by	ADP
ajfa-10913	65	61	cheng	cheng	PROPN
ajfa-10913	65	62	&	&	CCONJ
ajfa-10913	65	63	amin	amin	PROPN
ajfa-10913	65	64	(	(	PUNCT
ajfa-10913	65	65	1983	1983	NUM
ajfa-10913	65	66	)	)	PUNCT
ajfa-10913	65	67	and	and	CCONJ
ajfa-10913	65	68	ranneby	ranneby	NOUN
ajfa-10913	65	69	(	(	PUNCT
ajfa-10913	65	70	1984	1984	NUM
ajfa-10913	65	71	)	)	PUNCT
ajfa-10913	65	72	and	and	CCONJ
ajfa-10913	65	73	(	(	PUNCT
ajfa-10913	65	74	6	6	NUM
ajfa-10913	65	75	)	)	PUNCT
ajfa-10913	65	76	least	least	ADJ
ajfa-10913	65	77	squares	square	NOUN
ajfa-10913	65	78	(	(	PUNCT
ajfa-10913	65	79	ls)-approach	ls)-approach	NOUN
ajfa-10913	65	80	(	(	PUNCT
ajfa-10913	65	81	see	see	INTJ
ajfa-10913	65	82	karvanen	karvanen	PROPN
ajfa-10913	65	83	&	&	CCONJ
ajfa-10913	65	84	nuutinen	nuutinen	PROPN
ajfa-10913	65	85	,	,	PUNCT
ajfa-10913	65	86	2008	2008	NUM
ajfa-10913	65	87	;	;	PUNCT
ajfa-10913	65	88	öztürk	öztürk	NOUN
ajfa-10913	65	89	&	&	CCONJ
ajfa-10913	65	90	dale	dale	PROPN
ajfa-10913	65	91	,	,	PUNCT
ajfa-10913	65	92	1982	1982	NUM
ajfa-10913	65	93	,	,	PUNCT
ajfa-10913	65	94	1985	1985	NUM
ajfa-10913	65	95	)	)	PUNCT
ajfa-10913	65	96	.	.	PUNCT
ajfa-10913	66	1	su	su	PROPN
ajfa-10913	66	2	(	(	PUNCT
ajfa-10913	66	3	2007a	2007a	NUM
ajfa-10913	66	4	)	)	PUNCT
ajfa-10913	66	5	discussed	discuss	VERB
ajfa-10913	66	6	two	two	NUM
ajfa-10913	66	7	general	general	ADJ
ajfa-10913	66	8	approaches	approach	NOUN
ajfa-10913	66	9	to	to	ADP
ajfa-10913	66	10	fitting	fitting	ADJ
ajfa-10913	66	11	generalised	generalise	VERB
ajfa-10913	66	12	lambda	lambda	ADJ
ajfa-10913	66	13	distributions	distribution	NOUN
ajfa-10913	66	14	to	to	ADP
ajfa-10913	66	15	data	datum	NOUN
ajfa-10913	66	16	;	;	PUNCT
ajfa-10913	66	17	using	use	VERB
ajfa-10913	66	18	the	the	DET
ajfa-10913	66	19	discretised	discretise	VERB
ajfa-10913	66	20	method	method	NOUN
ajfa-10913	66	21	and	and	CCONJ
ajfa-10913	66	22	maximum	maximum	ADJ
ajfa-10913	66	23	likelihood	likelihood	NOUN
ajfa-10913	66	24	estimation	estimation	NOUN
ajfa-10913	66	25	(	(	PUNCT
ajfa-10913	66	26	or	or	CCONJ
ajfa-10913	66	27	an	an	DET
ajfa-10913	66	28	approach	approach	NOUN
ajfa-10913	66	29	that	that	PRON
ajfa-10913	66	30	aims	aim	VERB
ajfa-10913	66	31	to	to	PART
ajfa-10913	66	32	provide	provide	VERB
ajfa-10913	66	33	a	a	DET
ajfa-10913	66	34	definite	definite	ADJ
ajfa-10913	66	35	fit	fit	NOUN
ajfa-10913	66	36	to	to	ADP
ajfa-10913	66	37	the	the	DET
ajfa-10913	66	38	data	datum	NOUN
ajfa-10913	66	39	set	set	VERB
ajfa-10913	66	40	such	such	ADJ
ajfa-10913	66	41	as	as	ADP
ajfa-10913	66	42	maximising	maximise	VERB
ajfa-10913	66	43	the	the	DET
ajfa-10913	66	44	goodness	goodness	NOUN
ajfa-10913	66	45	of	of	ADP
ajfa-10913	66	46	fit	fit	NOUN
ajfa-10913	66	47	)	)	PUNCT
ajfa-10913	66	48	with	with	ADP
ajfa-10913	66	49	his	his	PRON
ajfa-10913	66	50	own	own	ADJ
ajfa-10913	66	51	authored	author	VERB
ajfa-10913	66	52	gldex	gldex	ADJ
ajfa-10913	66	53	package	package	NOUN
ajfa-10913	66	54	in	in	ADP
ajfa-10913	66	55	r	r	NOUN
ajfa-10913	66	56	(	(	PUNCT
ajfa-10913	66	57	r	r	NOUN
ajfa-10913	66	58	core	core	NOUN
ajfa-10913	66	59	team	team	NOUN
ajfa-10913	66	60	,	,	PUNCT
ajfa-10913	66	61	2016	2016	NUM
ajfa-10913	66	62	)	)	PUNCT
ajfa-10913	66	63	.	.	PUNCT
ajfa-10913	67	1	however	however	ADV
ajfa-10913	67	2	,	,	PUNCT
ajfa-10913	67	3	the	the	DET
ajfa-10913	67	4	maximum	maximum	ADJ
ajfa-10913	67	5	likelihood	likelihood	NOUN
ajfa-10913	67	6	estimation	estimation	NOUN
ajfa-10913	67	7	is	be	AUX
ajfa-10913	67	8	preferred	prefer	VERB
ajfa-10913	67	9	to	to	ADP
ajfa-10913	67	10	the	the	DET
ajfa-10913	67	11	former	former	ADJ
ajfa-10913	67	12	not	not	PART
ajfa-10913	67	13	just	just	ADV
ajfa-10913	67	14	for	for	ADP
ajfa-10913	67	15	its	its	PRON
ajfa-10913	67	16	efficiency	efficiency	NOUN
ajfa-10913	67	17	but	but	CCONJ
ajfa-10913	67	18	also	also	ADV
ajfa-10913	67	19	likely	likely	ADJ
ajfa-10913	67	20	to	to	PART
ajfa-10913	67	21	produce	produce	VERB
ajfa-10913	67	22	gld	gld	NOUN
ajfa-10913	67	23	with	with	ADP
ajfa-10913	67	24	closer	close	ADJ
ajfa-10913	67	25	first	first	ADJ
ajfa-10913	67	26	four	four	NUM
ajfa-10913	67	27	moments	moment	NOUN
ajfa-10913	67	28	to	to	ADP
ajfa-10913	67	29	the	the	DET
ajfa-10913	67	30	data	data	NOUN
ajfa-10913	67	31	set	set	VERB
ajfa-10913	67	32	(	(	PUNCT
ajfa-10913	67	33	see	see	VERB
ajfa-10913	67	34	su	su	PROPN
ajfa-10913	67	35	,	,	PUNCT
ajfa-10913	67	36	2005	2005	NUM
ajfa-10913	67	37	,	,	PUNCT
ajfa-10913	67	38	2007a	2007a	NUM
ajfa-10913	67	39	)	)	PUNCT
ajfa-10913	67	40	.	.	PUNCT
ajfa-10913	68	1	asian	asian	ADJ
ajfa-10913	68	2	journal	journal	PROPN
ajfa-10913	68	3	of	of	ADP
ajfa-10913	68	4	finance	finance	PROPN
ajfa-10913	68	5	&	&	CCONJ
ajfa-10913	68	6	accounting	accounting	PROPN
ajfa-10913	68	7	issn	issn	PROPN
ajfa-10913	68	8	1946	1946	NUM
ajfa-10913	68	9	-	-	PUNCT
ajfa-10913	68	10	052x	052x	PROPN
ajfa-10913	68	11	2017	2017	NUM
ajfa-10913	68	12	,	,	PUNCT
ajfa-10913	68	13	vol	vol	NOUN
ajfa-10913	68	14	.	.	NOUN
ajfa-10913	68	15	9	9	NUM
ajfa-10913	68	16	,	,	PUNCT
ajfa-10913	68	17	no	no	INTJ
ajfa-10913	68	18	.	.	NOUN
ajfa-10913	68	19	1	1	NUM
ajfa-10913	68	20	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	68	21	230	230	NUM
ajfa-10913	68	22	stemming	stem	VERB
ajfa-10913	68	23	from	from	ADP
ajfa-10913	68	24	an	an	DET
ajfa-10913	68	25	extensive	extensive	ADJ
ajfa-10913	68	26	investigation	investigation	NOUN
ajfa-10913	68	27	by	by	ADP
ajfa-10913	68	28	karian	karian	PROPN
ajfa-10913	68	29	&	&	CCONJ
ajfa-10913	68	30	dudewicz	dudewicz	PROPN
ajfa-10913	68	31	(	(	PUNCT
ajfa-10913	68	32	2000	2000	NUM
ajfa-10913	68	33	)	)	PUNCT
ajfa-10913	68	34	,	,	PUNCT
ajfa-10913	68	35	king	king	NOUN
ajfa-10913	68	36	&	&	CCONJ
ajfa-10913	68	37	macgillivray	macgillivray	PROPN
ajfa-10913	68	38	(	(	PUNCT
ajfa-10913	68	39	1999	1999	NUM
ajfa-10913	68	40	)	)	PUNCT
ajfa-10913	68	41	,	,	PUNCT
ajfa-10913	68	42	ramberg	ramberg	PROPN
ajfa-10913	68	43	&	&	CCONJ
ajfa-10913	68	44	schmeister	schmeister	PROPN
ajfa-10913	68	45	(	(	PUNCT
ajfa-10913	68	46	1974	1974	NUM
ajfa-10913	68	47	)	)	PUNCT
ajfa-10913	68	48	,	,	PUNCT
ajfa-10913	68	49	ramberg	ramberg	PROPN
ajfa-10913	68	50	et	et	PROPN
ajfa-10913	68	51	al	al	PROPN
ajfa-10913	68	52	.	.	PROPN
ajfa-10913	68	53	(	(	PUNCT
ajfa-10913	68	54	1979	1979	NUM
ajfa-10913	68	55	)	)	PUNCT
ajfa-10913	68	56	,	,	PUNCT
ajfa-10913	68	57	etc	etc	X
ajfa-10913	68	58	.	.	X
ajfa-10913	69	1	on	on	ADP
ajfa-10913	69	2	the	the	DET
ajfa-10913	69	3	symmetry	symmetry	NOUN
ajfa-10913	69	4	distribution	distribution	NOUN
ajfa-10913	69	5	version	version	NOUN
ajfa-10913	69	6	of	of	ADP
ajfa-10913	69	7	the	the	DET
ajfa-10913	69	8	gld	gld	NOUN
ajfa-10913	69	9	given	give	VERB
ajfa-10913	69	10	for	for	ADP
ajfa-10913	69	11	=	=	SYM
ajfa-10913	69	12	,	,	PUNCT
ajfa-10913	69	13	not	not	PART
ajfa-10913	69	14	all	all	DET
ajfa-10913	69	15	parameter	parameter	NOUN
ajfa-10913	69	16	combinations	combination	NOUN
ajfa-10913	69	17	yield	yield	VERB
ajfa-10913	69	18	valid	valid	ADJ
ajfa-10913	69	19	density	density	NOUN
ajfa-10913	69	20	functions	function	NOUN
ajfa-10913	69	21	(	(	PUNCT
ajfa-10913	69	22	pfaff	pfaff	PROPN
ajfa-10913	69	23	,	,	PUNCT
ajfa-10913	69	24	2013	2013	NUM
ajfa-10913	69	25	)	)	PUNCT
ajfa-10913	69	26	.	.	PUNCT
ajfa-10913	70	1	the	the	DET
ajfa-10913	70	2	probability	probability	NOUN
ajfa-10913	70	3	density	density	NOUN
ajfa-10913	70	4	function	function	NOUN
ajfa-10913	70	5	of	of	ADP
ajfa-10913	70	6	the	the	DET
ajfa-10913	70	7	gld	gld	NOUN
ajfa-10913	70	8	at	at	ADP
ajfa-10913	70	9	=	=	PUNCT
ajfa-10913	70	10	(	(	PUNCT
ajfa-10913	70	11	|	|	ADV
ajfa-10913	70	12	)	)	PUNCT
ajfa-10913	70	13	is	be	AUX
ajfa-10913	70	14	given	give	VERB
ajfa-10913	70	15	by	by	ADP
ajfa-10913	70	16	(	(	PUNCT
ajfa-10913	70	17	)	)	PUNCT
ajfa-10913	70	18	=	=	SYM
ajfa-10913	70	19	(	(	PUNCT
ajfa-10913	70	20	(	(	PUNCT
ajfa-10913	70	21	|	|	ADV
ajfa-10913	70	22	)	)	PUNCT
ajfa-10913	70	23	)	)	PUNCT
ajfa-10913	71	1	=	=	SYM
ajfa-10913	71	2	−	−	PROPN
ajfa-10913	71	3	(	(	PUNCT
ajfa-10913	71	4	1	1	NUM
ajfa-10913	71	5	−	−	NOUN
ajfa-10913	71	6	)	)	PUNCT
ajfa-10913	71	7	(	(	PUNCT
ajfa-10913	71	8	2.7	2.7	NUM
ajfa-10913	71	9	)	)	PUNCT
ajfa-10913	71	10	valid	valid	ADJ
ajfa-10913	71	11	parameter	parameter	NOUN
ajfa-10913	71	12	combinations	combination	NOUN
ajfa-10913	71	13	of	of	ADP
ajfa-10913	71	14	must	must	AUX
ajfa-10913	71	15	yield	yield	VERB
ajfa-10913	71	16	(	(	PUNCT
ajfa-10913	71	17	2.8	2.8	NUM
ajfa-10913	71	18	)	)	PUNCT
ajfa-10913	71	19	and	and	CCONJ
ajfa-10913	71	20	(	(	PUNCT
ajfa-10913	71	21	2.9	2.9	NUM
ajfa-10913	71	22	)	)	PUNCT
ajfa-10913	71	23	:	:	PUNCT
ajfa-10913	71	24	(	(	PUNCT
ajfa-10913	71	25	)	)	PUNCT
ajfa-10913	71	26	≥	≥	X
ajfa-10913	71	27	0	0	NUM
ajfa-10913	71	28	(	(	PUNCT
ajfa-10913	71	29	2.8	2.8	NUM
ajfa-10913	71	30	)	)	PUNCT
ajfa-10913	71	31	(	(	PUNCT
ajfa-10913	71	32	)	)	PUNCT
ajfa-10913	71	33	=	=	SYM
ajfa-10913	71	34	1	1	NUM
ajfa-10913	71	35	(	(	PUNCT
ajfa-10913	71	36	2.9	2.9	NUM
ajfa-10913	71	37	)	)	PUNCT
ajfa-10913	71	38	for	for	ADP
ajfa-10913	71	39	(	(	PUNCT
ajfa-10913	71	40	)	)	PUNCT
ajfa-10913	71	41	in	in	ADP
ajfa-10913	71	42	(	(	PUNCT
ajfa-10913	71	43	2.7	2.7	NUM
ajfa-10913	71	44	)	)	PUNCT
ajfa-10913	71	45	to	to	PART
ajfa-10913	71	46	qualify	qualify	VERB
ajfa-10913	71	47	as	as	ADP
ajfa-10913	71	48	density	density	NOUN
ajfa-10913	71	49	function	function	NOUN
ajfa-10913	71	50	(	(	PUNCT
ajfa-10913	71	51	pfaff	pfaff	PROPN
ajfa-10913	71	52	,	,	PUNCT
ajfa-10913	71	53	2013	2013	NUM
ajfa-10913	71	54	)	)	PUNCT
ajfa-10913	71	55	.	.	PUNCT
ajfa-10913	72	1	this	this	PRON
ajfa-10913	72	2	is	be	AUX
ajfa-10913	72	3	going	go	VERB
ajfa-10913	72	4	to	to	PART
ajfa-10913	72	5	be	be	AUX
ajfa-10913	72	6	the	the	DET
ajfa-10913	72	7	only	only	ADJ
ajfa-10913	72	8	mention	mention	NOUN
ajfa-10913	72	9	of	of	ADP
ajfa-10913	72	10	symmetry	symmetry	NOUN
ajfa-10913	72	11	in	in	ADP
ajfa-10913	72	12	this	this	DET
ajfa-10913	72	13	paper	paper	NOUN
ajfa-10913	72	14	since	since	SCONJ
ajfa-10913	72	15	the	the	DET
ajfa-10913	72	16	focus	focus	NOUN
ajfa-10913	72	17	is	be	AUX
ajfa-10913	72	18	fitting	fit	VERB
ajfa-10913	72	19	the	the	DET
ajfa-10913	72	20	gld	gld	NOUN
ajfa-10913	72	21	to	to	ADP
ajfa-10913	72	22	financial	financial	ADJ
ajfa-10913	72	23	return	return	NOUN
ajfa-10913	72	24	series	series	NOUN
ajfa-10913	72	25	.	.	PUNCT
ajfa-10913	73	1	the	the	DET
ajfa-10913	73	2	limitation	limitation	NOUN
ajfa-10913	73	3	pointed	point	VERB
ajfa-10913	73	4	out	out	ADP
ajfa-10913	73	5	here	here	ADV
ajfa-10913	73	6	does	do	AUX
ajfa-10913	73	7	not	not	PART
ajfa-10913	73	8	affect	affect	VERB
ajfa-10913	73	9	the	the	DET
ajfa-10913	73	10	superiority	superiority	NOUN
ajfa-10913	73	11	of	of	ADP
ajfa-10913	73	12	the	the	DET
ajfa-10913	73	13	gld	gld	NOUN
ajfa-10913	73	14	over	over	ADP
ajfa-10913	73	15	normal	normal	ADJ
ajfa-10913	73	16	distribution	distribution	NOUN
ajfa-10913	73	17	,	,	PUNCT
ajfa-10913	73	18	at	at	ADP
ajfa-10913	73	19	least	least	ADJ
ajfa-10913	73	20	,	,	PUNCT
ajfa-10913	73	21	in	in	ADP
ajfa-10913	73	22	fitting	fit	VERB
ajfa-10913	73	23	the	the	DET
ajfa-10913	73	24	jse	jse	PROPN
ajfa-10913	73	25	-	-	PUNCT
ajfa-10913	73	26	asi	asi	NOUN
ajfa-10913	73	27	.	.	PUNCT
ajfa-10913	74	1	one	one	NUM
ajfa-10913	74	2	advantage	advantage	NOUN
ajfa-10913	74	3	of	of	ADP
ajfa-10913	74	4	the	the	DET
ajfa-10913	74	5	gld	gld	NOUN
ajfa-10913	74	6	is	be	AUX
ajfa-10913	74	7	that	that	SCONJ
ajfa-10913	74	8	the	the	DET
ajfa-10913	74	9	computation	computation	NOUN
ajfa-10913	74	10	of	of	ADP
ajfa-10913	74	11	var	var	NOUN
ajfa-10913	74	12	and	and	CCONJ
ajfa-10913	74	13	es	es	NOUN
ajfa-10913	74	14	can	can	AUX
ajfa-10913	74	15	easily	easily	ADV
ajfa-10913	74	16	be	be	AUX
ajfa-10913	74	17	achieved	achieve	VERB
ajfa-10913	74	18	after	after	SCONJ
ajfa-10913	74	19	a	a	DET
ajfa-10913	74	20	return	return	NOUN
ajfa-10913	74	21	series	series	NOUN
ajfa-10913	74	22	has	have	AUX
ajfa-10913	74	23	been	be	AUX
ajfa-10913	74	24	fitted	fit	VERB
ajfa-10913	74	25	herewith	herewith	NOUN
ajfa-10913	74	26	;	;	PUNCT
ajfa-10913	74	27	expressed	express	VERB
ajfa-10913	74	28	as	as	ADP
ajfa-10913	74	29	positive	positive	ADJ
ajfa-10913	74	30	numbers	number	NOUN
ajfa-10913	74	31	of	of	ADP
ajfa-10913	74	32	returns	return	NOUN
ajfa-10913	74	33	and	and	CCONJ
ajfa-10913	74	34	not	not	PART
ajfa-10913	74	35	for	for	ADP
ajfa-10913	74	36	losses	loss	NOUN
ajfa-10913	74	37	(	(	PUNCT
ajfa-10913	74	38	pfaff	pfaff	PROPN
ajfa-10913	74	39	,	,	PUNCT
ajfa-10913	74	40	2013	2013	NUM
ajfa-10913	74	41	)	)	PUNCT
ajfa-10913	74	42	.	.	PUNCT
ajfa-10913	75	1	hyperbolic	hyperbolic	ADJ
ajfa-10913	75	2	distributions	distribution	NOUN
ajfa-10913	75	3	are	be	AUX
ajfa-10913	75	4	characterised	characterise	VERB
ajfa-10913	75	5	by	by	ADP
ajfa-10913	75	6	their	their	PRON
ajfa-10913	75	7	log	log	NOUN
ajfa-10913	75	8	-	-	PUNCT
ajfa-10913	75	9	density	density	NOUN
ajfa-10913	75	10	being	be	AUX
ajfa-10913	75	11	a	a	DET
ajfa-10913	75	12	hyperbola	hyperbola	NOUN
ajfa-10913	75	13	unlike	unlike	ADP
ajfa-10913	75	14	normal	normal	ADJ
ajfa-10913	75	15	distributions	distribution	NOUN
ajfa-10913	75	16	whose	whose	DET
ajfa-10913	75	17	log	log	NOUN
ajfa-10913	75	18	-	-	PUNCT
ajfa-10913	75	19	density	density	NOUN
ajfa-10913	75	20	is	be	AUX
ajfa-10913	75	21	a	a	DET
ajfa-10913	75	22	parabola	parabola	NOUN
ajfa-10913	75	23	.	.	PUNCT
ajfa-10913	76	1	one	one	PRON
ajfa-10913	76	2	can	can	AUX
ajfa-10913	76	3	then	then	ADV
ajfa-10913	76	4	expect	expect	VERB
ajfa-10913	76	5	to	to	PART
ajfa-10913	76	6	obtain	obtain	VERB
ajfa-10913	76	7	a	a	DET
ajfa-10913	76	8	reasonable	reasonable	ADJ
ajfa-10913	76	9	alternative	alternative	NOUN
ajfa-10913	76	10	for	for	ADP
ajfa-10913	76	11	heavy	heavy	ADJ
ajfa-10913	76	12	tail	tail	NOUN
ajfa-10913	76	13	distribution	distribution	NOUN
ajfa-10913	76	14	(	(	PUNCT
ajfa-10913	76	15	eberlein	eberlein	PROPN
ajfa-10913	76	16	&	&	CCONJ
ajfa-10913	76	17	keller	keller	PROPN
ajfa-10913	76	18	,	,	PUNCT
ajfa-10913	76	19	1995	1995	NUM
ajfa-10913	76	20	)	)	PUNCT
ajfa-10913	76	21	.	.	PUNCT
ajfa-10913	77	1	the	the	DET
ajfa-10913	77	2	parameterised	parameterise	VERB
ajfa-10913	77	3	hyperbolic	hyperbolic	ADJ
ajfa-10913	77	4	density	density	NOUN
ajfa-10913	77	5	function	function	NOUN
ajfa-10913	77	6	can	can	AUX
ajfa-10913	77	7	be	be	AUX
ajfa-10913	77	8	given	give	VERB
ajfa-10913	77	9	as	as	ADP
ajfa-10913	77	10	ℎ	ℎ	PROPN
ajfa-10913	77	11	(	(	PUNCT
ajfa-10913	77	12	)	)	PUNCT
ajfa-10913	77	13	=	=	SYM
ajfa-10913	78	1	−2	−2	NOUN
ajfa-10913	78	2	κ	κ	PROPN
ajfa-10913	78	3	−	−	PROPN
ajfa-10913	78	4	exp	exp	NOUN
ajfa-10913	78	5	−	−	PROPN
ajfa-10913	78	6	+	+	CCONJ
ajfa-10913	78	7	(	(	PUNCT
ajfa-10913	78	8	−	−	PROPN
ajfa-10913	78	9	)	)	PUNCT
ajfa-10913	79	1	+	+	CCONJ
ajfa-10913	79	2	(	(	PUNCT
ajfa-10913	79	3	−	−	PROPN
ajfa-10913	79	4	)	)	PUNCT
ajfa-10913	79	5	(	(	PUNCT
ajfa-10913	79	6	2.2	2.2	NUM
ajfa-10913	79	7	)	)	PUNCT
ajfa-10913	79	8	where	where	SCONJ
ajfa-10913	79	9	κ	κ	NOUN
ajfa-10913	79	10	is	be	AUX
ajfa-10913	79	11	the	the	DET
ajfa-10913	79	12	modified	modify	VERB
ajfa-10913	79	13	bessel	bessel	NOUN
ajfa-10913	79	14	function	function	NOUN
ajfa-10913	79	15	of	of	ADP
ajfa-10913	79	16	the	the	DET
ajfa-10913	79	17	third	third	ADJ
ajfa-10913	79	18	kind	kind	NOUN
ajfa-10913	79	19	with	with	ADP
ajfa-10913	79	20	index	index	NOUN
ajfa-10913	79	21	ι	ι	PROPN
ajfa-10913	79	22	.	.	PUNCT
ajfa-10913	80	1	and	and	CCONJ
ajfa-10913	80	2	with	with	ADP
ajfa-10913	80	3	>	>	X
ajfa-10913	80	4	0	0	NUM
ajfa-10913	80	5	and	and	CCONJ
ajfa-10913	80	6	0	0	NUM
ajfa-10913	80	7	≤	≤	NOUN
ajfa-10913	81	1	|	|	ADV
ajfa-10913	81	2	|	|	ADV
ajfa-10913	81	3	<	<	AUX
ajfa-10913	81	4	determine	determine	VERB
ajfa-10913	81	5	the	the	DET
ajfa-10913	81	6	shape	shape	NOUN
ajfa-10913	81	7	of	of	ADP
ajfa-10913	81	8	the	the	DET
ajfa-10913	81	9	distribution	distribution	NOUN
ajfa-10913	81	10	,	,	PUNCT
ajfa-10913	81	11	while	while	SCONJ
ajfa-10913	81	12	and	and	CCONJ
ajfa-10913	81	13	are	be	AUX
ajfa-10913	81	14	scale	scale	NOUN
ajfa-10913	81	15	and	and	CCONJ
ajfa-10913	81	16	location	location	NOUN
ajfa-10913	81	17	parameters	parameter	NOUN
ajfa-10913	81	18	respectively	respectively	ADV
ajfa-10913	81	19	.	.	PUNCT
ajfa-10913	82	1	koudou	koudou	PROPN
ajfa-10913	82	2	&	&	CCONJ
ajfa-10913	82	3	ley	ley	PROPN
ajfa-10913	82	4	(	(	PUNCT
ajfa-10913	82	5	2014	2014	NUM
ajfa-10913	82	6	)	)	PUNCT
ajfa-10913	82	7	assert	assert	VERB
ajfa-10913	82	8	that	that	SCONJ
ajfa-10913	82	9	in	in	ADP
ajfa-10913	82	10	1977	1977	NUM
ajfa-10913	82	11	barndorff	barndorff	NOUN
ajfa-10913	82	12	-	-	PUNCT
ajfa-10913	82	13	nielsen	nielsen	PROPN
ajfa-10913	82	14	and	and	CCONJ
ajfa-10913	82	15	halgreen	halgreen	PROPN
ajfa-10913	82	16	showed	show	VERB
ajfa-10913	82	17	that	that	SCONJ
ajfa-10913	82	18	the	the	DET
ajfa-10913	82	19	generalised	generalised	ADJ
ajfa-10913	82	20	inverse	inverse	NOUN
ajfa-10913	82	21	gaussian	gaussian	NOUN
ajfa-10913	82	22	distribution	distribution	NOUN
ajfa-10913	82	23	(	(	PUNCT
ajfa-10913	82	24	gigd	gigd	NOUN
ajfa-10913	82	25	)	)	PUNCT
ajfa-10913	82	26	,	,	PUNCT
ajfa-10913	82	27	sometimes	sometimes	ADV
ajfa-10913	82	28	called	call	VERB
ajfa-10913	82	29	halphen	halphen	ADV
ajfa-10913	82	30	type	type	VERB
ajfa-10913	82	31	a	a	DET
ajfa-10913	82	32	distribution	distribution	NOUN
ajfa-10913	82	33	,	,	PUNCT
ajfa-10913	82	34	with	with	ADP
ajfa-10913	82	35	the	the	DET
ajfa-10913	82	36	following	follow	VERB
ajfa-10913	82	37	probability	probability	NOUN
ajfa-10913	82	38	density	density	NOUN
ajfa-10913	82	39	function	function	NOUN
ajfa-10913	82	40	(	(	PUNCT
ajfa-10913	82	41	;	;	PUNCT
ajfa-10913	82	42	,	,	PUNCT
ajfa-10913	82	43	,	,	PUNCT
ajfa-10913	82	44	)	)	PUNCT
ajfa-10913	82	45	=	=	SYM
ajfa-10913	82	46	(	(	PUNCT
ajfa-10913	82	47	/	/	SYM
ajfa-10913	82	48	)	)	PUNCT
ajfa-10913	82	49	/2κ	/2κ	SYM
ajfa-10913	82	50	exp	exp	NOUN
ajfa-10913	82	51	−	−	PROPN
ajfa-10913	82	52	12	12	NUM
ajfa-10913	82	53	(	(	PUNCT
ajfa-10913	82	54	+	+	CCONJ
ajfa-10913	82	55	)	)	PUNCT
ajfa-10913	82	56	,	,	PUNCT
ajfa-10913	82	57	(	(	PUNCT
ajfa-10913	82	58	>	>	X
ajfa-10913	82	59	0	0	NUM
ajfa-10913	82	60	)	)	PUNCT
ajfa-10913	82	61	(	(	PUNCT
ajfa-10913	82	62	2.2	2.2	NUM
ajfa-10913	82	63	)	)	PUNCT
ajfa-10913	82	64	has	have	VERB
ajfa-10913	82	65	the	the	DET
ajfa-10913	82	66	property	property	NOUN
ajfa-10913	82	67	of	of	ADP
ajfa-10913	82	68	infinite	infinite	ADJ
ajfa-10913	82	69	divisibility	divisibility	NOUN
ajfa-10913	82	70	which	which	PRON
ajfa-10913	82	71	is	be	AUX
ajfa-10913	82	72	used	use	VERB
ajfa-10913	82	73	in	in	ADP
ajfa-10913	82	74	the	the	DET
ajfa-10913	82	75	representation	representation	NOUN
ajfa-10913	82	76	of	of	ADP
ajfa-10913	82	77	hyperbolic	hyperbolic	ADJ
ajfa-10913	82	78	distributions	distribution	NOUN
ajfa-10913	82	79	as	as	ADP
ajfa-10913	82	80	a	a	DET
ajfa-10913	82	81	mixture	mixture	NOUN
ajfa-10913	82	82	of	of	ADP
ajfa-10913	82	83	normals	normal	NOUN
ajfa-10913	82	84	.	.	PUNCT
ajfa-10913	83	1	any	any	DET
ajfa-10913	83	2	mixture	mixture	NOUN
ajfa-10913	83	3	of	of	ADP
ajfa-10913	83	4	the	the	DET
ajfa-10913	83	5	r	r	NOUN
ajfa-10913	83	6	-	-	PUNCT
ajfa-10913	83	7	dimensional	dimensional	ADJ
ajfa-10913	83	8	normal	normal	ADJ
ajfa-10913	83	9	distributions	distribution	NOUN
ajfa-10913	83	10	(	(	PUNCT
ajfa-10913	83	11	,	,	PUNCT
ajfa-10913	83	12	σ	σ	PROPN
ajfa-10913	83	13	)	)	PUNCT
ajfa-10913	83	14	determined	determine	VERB
ajfa-10913	83	15	by	by	ADP
ajfa-10913	83	16	setting	set	VERB
ajfa-10913	83	17	=	=	PUNCT
ajfa-10913	83	18	+	+	CCONJ
ajfa-10913	83	19	δ	δ	PROPN
ajfa-10913	83	20	and	and	CCONJ
ajfa-10913	83	21	σ	σ	PROPN
ajfa-10913	83	22	=	=	SYM
ajfa-10913	83	23	δ	δ	PROPN
ajfa-10913	83	24	.	.	PUNCT
ajfa-10913	84	1	this	this	DET
ajfa-10913	84	2	class	class	NOUN
ajfa-10913	84	3	of	of	ADP
ajfa-10913	84	4	mixtures	mixture	NOUN
ajfa-10913	84	5	includes	include	VERB
ajfa-10913	84	6	the	the	DET
ajfa-10913	84	7	r	r	NOUN
ajfa-10913	84	8	-	-	PUNCT
ajfa-10913	84	9	dimensional	dimensional	ADJ
ajfa-10913	84	10	hyperbolic	hyperbolic	ADJ
ajfa-10913	84	11	distribution	distribution	NOUN
ajfa-10913	84	12	asian	asian	ADJ
ajfa-10913	84	13	journal	journal	NOUN
ajfa-10913	84	14	of	of	ADP
ajfa-10913	84	15	finance	finance	PROPN
ajfa-10913	84	16	&	&	CCONJ
ajfa-10913	84	17	accounting	accounting	PROPN
ajfa-10913	84	18	issn	issn	PROPN
ajfa-10913	84	19	1946	1946	NUM
ajfa-10913	84	20	-	-	PUNCT
ajfa-10913	84	21	052x	052x	PROPN
ajfa-10913	84	22	2017	2017	NUM
ajfa-10913	84	23	,	,	PUNCT
ajfa-10913	84	24	vol	vol	NOUN
ajfa-10913	84	25	.	.	NOUN
ajfa-10913	84	26	9	9	NUM
ajfa-10913	84	27	,	,	PUNCT
ajfa-10913	84	28	no	no	INTJ
ajfa-10913	84	29	.	.	NOUN
ajfa-10913	84	30	1	1	NUM
ajfa-10913	84	31	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	84	32	231	231	NUM
ajfa-10913	84	33	(	(	PUNCT
ajfa-10913	84	34	,	,	PUNCT
ajfa-10913	84	35	,	,	PUNCT
ajfa-10913	84	36	,	,	PUNCT
ajfa-10913	84	37	δ	δ	PROPN
ajfa-10913	84	38	)	)	PUNCT
ajfa-10913	84	39	−	−	PROPN
ajfa-10913	85	1	+	+	CCONJ
ajfa-10913	85	2	(	(	PUNCT
ajfa-10913	85	3	−	−	PROPN
ajfa-10913	85	4	)	)	PUNCT
ajfa-10913	85	5	δ	δ	PROPN
ajfa-10913	85	6	(	(	PUNCT
ajfa-10913	85	7	−	−	PROPN
ajfa-10913	85	8	)	)	PUNCT
ajfa-10913	86	1	+	+	CCONJ
ajfa-10913	86	2	(	(	PUNCT
ajfa-10913	86	3	(	(	PUNCT
ajfa-10913	86	4	−	−	PROPN
ajfa-10913	86	5	)	)	PUNCT
ajfa-10913	86	6	)	)	PUNCT
ajfa-10913	86	7	(	(	PUNCT
ajfa-10913	86	8	2.3	2.3	NUM
ajfa-10913	86	9	)	)	PUNCT
ajfa-10913	86	10	where	where	SCONJ
ajfa-10913	86	11	δ	δ	PROPN
ajfa-10913	86	12	is	be	AUX
ajfa-10913	86	13	a	a	DET
ajfa-10913	86	14	positive	positive	ADJ
ajfa-10913	86	15	definite	definite	ADJ
ajfa-10913	86	16	×	×	NOUN
ajfa-10913	86	17	matrix	matrix	NOUN
ajfa-10913	86	18	with	with	ADP
ajfa-10913	86	19	determinant	determinant	ADJ
ajfa-10913	86	20	|δ|	|δ|	NOUN
ajfa-10913	86	21	=	=	SYM
ajfa-10913	86	22	1	1	NUM
ajfa-10913	86	23	and	and	CCONJ
ajfa-10913	86	24	setting	set	VERB
ajfa-10913	86	25	κ	κ	PRON
ajfa-10913	86	26	=	=	NOUN
ajfa-10913	86	27	−	−	PROPN
ajfa-10913	86	28	δ	δ	PROPN
ajfa-10913	86	29	,	,	PUNCT
ajfa-10913	86	30	the	the	DET
ajfa-10913	86	31	norming	norming	NOUN
ajfa-10913	86	32	constant	constant	NOUN
ajfa-10913	86	33	is	be	AUX
ajfa-10913	86	34	given	give	VERB
ajfa-10913	86	35	by	by	ADP
ajfa-10913	86	36	(	(	PUNCT
ajfa-10913	86	37	,	,	PUNCT
ajfa-10913	86	38	,	,	PUNCT
ajfa-10913	86	39	,	,	PUNCT
ajfa-10913	86	40	δ	δ	PROPN
ajfa-10913	86	41	)	)	PUNCT
ajfa-10913	86	42	=	=	SYM
ajfa-10913	86	43	1(2	1(2	NUM
ajfa-10913	86	44	)	)	PUNCT
ajfa-10913	86	45	(	(	PUNCT
ajfa-10913	86	46	)	)	PUNCT
ajfa-10913	86	47	/	/	PUNCT
ajfa-10913	86	48	.	.	PUNCT
ajfa-10913	87	1	κ	κ	X
ajfa-10913	87	2	(	(	PUNCT
ajfa-10913	87	3	)	)	PUNCT
ajfa-10913	87	4	/2	/2	PROPN
ajfa-10913	88	1	(	(	PUNCT
ajfa-10913	88	2	)	)	PUNCT
ajfa-10913	88	3	/	/	SYM
ajfa-10913	88	4	κ	κ	NOUN
ajfa-10913	88	5	(	(	PUNCT
ajfa-10913	88	6	)	)	PUNCT
ajfa-10913	88	7	/	/	SYM
ajfa-10913	88	8	(	(	PUNCT
ajfa-10913	88	9	)	)	PUNCT
ajfa-10913	88	10	(	(	PUNCT
ajfa-10913	88	11	2.4	2.4	NUM
ajfa-10913	88	12	)	)	PUNCT
ajfa-10913	88	13	was	be	AUX
ajfa-10913	88	14	introduced	introduce	VERB
ajfa-10913	88	15	by	by	ADP
ajfa-10913	88	16	the	the	DET
ajfa-10913	88	17	same	same	ADJ
ajfa-10913	88	18	authors	author	NOUN
ajfa-10913	88	19	a	a	DET
ajfa-10913	88	20	year	year	NOUN
ajfa-10913	88	21	earlier	early	ADV
ajfa-10913	88	22	(	(	PUNCT
ajfa-10913	88	23	barndorff	barndorff	NOUN
ajfa-10913	88	24	-	-	PUNCT
ajfa-10913	88	25	nielsen	nielsen	PROPN
ajfa-10913	88	26	,	,	PUNCT
ajfa-10913	88	27	blaesild	blaesild	NOUN
ajfa-10913	88	28	,	,	PUNCT
ajfa-10913	88	29	&	&	CCONJ
ajfa-10913	88	30	halgreen	halgreen	PROPN
ajfa-10913	88	31	,	,	PUNCT
ajfa-10913	88	32	1978	1978	NUM
ajfa-10913	88	33	;	;	PUNCT
ajfa-10913	88	34	o.	o.	PROPN
ajfa-10913	88	35	barndorff	barndorff	PROPN
ajfa-10913	88	36	-	-	PUNCT
ajfa-10913	88	37	nielsen	nielsen	PROPN
ajfa-10913	88	38	&	&	CCONJ
ajfa-10913	88	39	halgreen	halgreen	PROPN
ajfa-10913	88	40	,	,	PUNCT
ajfa-10913	88	41	1977	1977	NUM
ajfa-10913	88	42	)	)	PUNCT
ajfa-10913	88	43	.	.	PUNCT
ajfa-10913	89	1	3	3	X
ajfa-10913	89	2	.	.	X
ajfa-10913	89	3	methodology	methodology	NOUN
ajfa-10913	89	4	in	in	ADP
ajfa-10913	89	5	comparing	compare	VERB
ajfa-10913	89	6	mle	mle	PROPN
ajfa-10913	89	7	and	and	CCONJ
ajfa-10913	89	8	gmm	gmm	PROPN
ajfa-10913	89	9	we	we	PRON
ajfa-10913	89	10	are	be	AUX
ajfa-10913	89	11	embarking	embark	VERB
ajfa-10913	89	12	on	on	ADP
ajfa-10913	89	13	a	a	DET
ajfa-10913	89	14	journey	journey	NOUN
ajfa-10913	89	15	of	of	ADP
ajfa-10913	89	16	goodness	goodness	NOUN
ajfa-10913	89	17	of	of	ADP
ajfa-10913	89	18	fit	fit	NOUN
ajfa-10913	89	19	.	.	PUNCT
ajfa-10913	90	1	thus	thus	ADV
ajfa-10913	90	2	going	go	VERB
ajfa-10913	90	3	through	through	ADP
ajfa-10913	90	4	parameter	parameter	NOUN
ajfa-10913	90	5	estimation	estimation	NOUN
ajfa-10913	90	6	procedure	procedure	NOUN
ajfa-10913	90	7	to	to	PART
ajfa-10913	90	8	find	find	VERB
ajfa-10913	90	9	the	the	DET
ajfa-10913	90	10	values	value	NOUN
ajfa-10913	90	11	of	of	ADP
ajfa-10913	90	12	gmm	gmm	PROPN
ajfa-10913	90	13	and	and	CCONJ
ajfa-10913	90	14	mle	mle	NOUN
ajfa-10913	90	15	that	that	PRON
ajfa-10913	90	16	best	well	ADV
ajfa-10913	90	17	fit	fit	VERB
ajfa-10913	90	18	the	the	DET
ajfa-10913	90	19	jse	jse	PROPN
ajfa-10913	90	20	-	-	PUNCT
ajfa-10913	90	21	asi	asi	NOUN
ajfa-10913	90	22	data	datum	NOUN
ajfa-10913	90	23	.	.	PUNCT
ajfa-10913	91	1	the	the	DET
ajfa-10913	91	2	gmm	gmm	PROPN
ajfa-10913	91	3	and	and	CCONJ
ajfa-10913	91	4	mle	mle	PROPN
ajfa-10913	91	5	have	have	AUX
ajfa-10913	91	6	come	come	VERB
ajfa-10913	91	7	head	head	NOUN
ajfa-10913	91	8	-	-	PUNCT
ajfa-10913	91	9	to	to	ADP
ajfa-10913	91	10	-	-	PUNCT
ajfa-10913	91	11	head	head	NOUN
ajfa-10913	91	12	as	as	ADP
ajfa-10913	91	13	alternatives	alternative	NOUN
ajfa-10913	91	14	to	to	ADP
ajfa-10913	91	15	statistical	statistical	ADJ
ajfa-10913	91	16	estimation	estimation	NOUN
ajfa-10913	91	17	since	since	SCONJ
ajfa-10913	91	18	over	over	ADP
ajfa-10913	91	19	two	two	NUM
ajfa-10913	91	20	decades	decade	NOUN
ajfa-10913	91	21	after	after	SCONJ
ajfa-10913	91	22	the	the	DET
ajfa-10913	91	23	former	former	ADJ
ajfa-10913	91	24	was	be	AUX
ajfa-10913	91	25	introduced	introduce	VERB
ajfa-10913	91	26	in	in	ADP
ajfa-10913	91	27	1894	1894	NUM
ajfa-10913	91	28	by	by	ADP
ajfa-10913	91	29	karl	karl	PROPN
ajfa-10913	91	30	pearson	pearson	PROPN
ajfa-10913	91	31	.	.	PUNCT
ajfa-10913	92	1	in	in	ADP
ajfa-10913	92	2	recent	recent	ADJ
ajfa-10913	92	3	years	year	NOUN
ajfa-10913	92	4	,	,	PUNCT
ajfa-10913	92	5	however	however	ADV
ajfa-10913	92	6	,	,	PUNCT
ajfa-10913	92	7	financial	financial	ADJ
ajfa-10913	92	8	econometricians	econometrician	NOUN
ajfa-10913	92	9	have	have	AUX
ajfa-10913	92	10	found	find	VERB
ajfa-10913	92	11	working	work	VERB
ajfa-10913	92	12	under	under	ADP
ajfa-10913	92	13	assumed	assume	VERB
ajfa-10913	92	14	likelihood	likelihood	NOUN
ajfa-10913	92	15	functions	function	NOUN
ajfa-10913	92	16	restrictive	restrictive	ADJ
ajfa-10913	92	17	,	,	PUNCT
ajfa-10913	92	18	and	and	CCONJ
ajfa-10913	92	19	have	have	AUX
ajfa-10913	92	20	suggested	suggest	VERB
ajfa-10913	92	21	using	use	VERB
ajfa-10913	92	22	a	a	DET
ajfa-10913	92	23	generalised	generalise	VERB
ajfa-10913	92	24	version	version	NOUN
ajfa-10913	92	25	of	of	ADP
ajfa-10913	92	26	pearson	pearson	PROPN
ajfa-10913	92	27	’s	’s	PART
ajfa-10913	92	28	mm	mm	PROPN
ajfa-10913	92	29	approach	approach	NOUN
ajfa-10913	92	30	,	,	PUNCT
ajfa-10913	92	31	commonly	commonly	ADV
ajfa-10913	92	32	known	know	VERB
ajfa-10913	92	33	as	as	ADP
ajfa-10913	92	34	gmm	gmm	NOUN
ajfa-10913	92	35	estimation	estimation	NOUN
ajfa-10913	92	36	procedure	procedure	NOUN
ajfa-10913	92	37	as	as	SCONJ
ajfa-10913	92	38	advocated	advocate	VERB
ajfa-10913	92	39	by	by	ADP
ajfa-10913	92	40	bera	bera	NOUN
ajfa-10913	92	41	&	&	CCONJ
ajfa-10913	92	42	bilias	bilias	PROPN
ajfa-10913	92	43	(	(	PUNCT
ajfa-10913	92	44	2002	2002	NUM
ajfa-10913	92	45	)	)	PUNCT
ajfa-10913	92	46	and	and	CCONJ
ajfa-10913	92	47	hansen	hansen	PROPN
ajfa-10913	92	48	(	(	PUNCT
ajfa-10913	92	49	1982	1982	NUM
ajfa-10913	92	50	)	)	PUNCT
ajfa-10913	92	51	.	.	PUNCT
ajfa-10913	93	1	fisher	fisher	PROPN
ajfa-10913	93	2	(	(	PUNCT
ajfa-10913	93	3	1922	1922	NUM
ajfa-10913	93	4	)	)	PUNCT
ajfa-10913	93	5	asserts	assert	VERB
ajfa-10913	93	6	that	that	SCONJ
ajfa-10913	93	7	the	the	DET
ajfa-10913	93	8	parameters	parameter	NOUN
ajfa-10913	93	9	of	of	ADP
ajfa-10913	93	10	the	the	DET
ajfa-10913	93	11	mm	mm	PROPN
ajfa-10913	93	12	are	be	AUX
ajfa-10913	93	13	those	those	PRON
ajfa-10913	93	14	of	of	ADP
ajfa-10913	93	15	an	an	DET
ajfa-10913	93	16	infinite	infinite	ADJ
ajfa-10913	93	17	population	population	NOUN
ajfa-10913	93	18	of	of	ADP
ajfa-10913	93	19	the	the	DET
ajfa-10913	93	20	specified	specified	ADJ
ajfa-10913	93	21	type	type	NOUN
ajfa-10913	93	22	having	have	VERB
ajfa-10913	93	23	the	the	DET
ajfa-10913	93	24	same	same	ADJ
ajfa-10913	93	25	moments	moment	NOUN
ajfa-10913	93	26	as	as	ADP
ajfa-10913	93	27	those	those	PRON
ajfa-10913	93	28	calculated	calculate	VERB
ajfa-10913	93	29	from	from	ADP
ajfa-10913	93	30	the	the	DET
ajfa-10913	93	31	sample	sample	NOUN
ajfa-10913	93	32	,	,	PUNCT
ajfa-10913	93	33	its	its	PRON
ajfa-10913	93	34	application	application	NOUN
ajfa-10913	93	35	has	have	AUX
ajfa-10913	93	36	not	not	PART
ajfa-10913	93	37	been	be	AUX
ajfa-10913	93	38	shown	show	VERB
ajfa-10913	93	39	except	except	SCONJ
ajfa-10913	93	40	in	in	ADP
ajfa-10913	93	41	the	the	DET
ajfa-10913	93	42	case	case	NOUN
ajfa-10913	93	43	of	of	ADP
ajfa-10913	93	44	the	the	DET
ajfa-10913	93	45	normal	normal	ADJ
ajfa-10913	93	46	curve	curve	NOUN
ajfa-10913	93	47	.	.	PUNCT
ajfa-10913	94	1	to	to	PART
ajfa-10913	94	2	discover	discover	VERB
ajfa-10913	94	3	whether	whether	SCONJ
ajfa-10913	94	4	this	this	DET
ajfa-10913	94	5	approximation	approximation	NOUN
ajfa-10913	94	6	is	be	AUX
ajfa-10913	94	7	good	good	ADJ
ajfa-10913	94	8	or	or	CCONJ
ajfa-10913	94	9	bad	bad	ADJ
ajfa-10913	94	10	he	he	PRON
ajfa-10913	94	11	proposes	propose	VERB
ajfa-10913	94	12	an	an	DET
ajfa-10913	94	13	improvement	improvement	NOUN
ajfa-10913	94	14	,	,	PUNCT
ajfa-10913	94	15	if	if	SCONJ
ajfa-10913	94	16	possible	possible	ADJ
ajfa-10913	94	17	,	,	PUNCT
ajfa-10913	94	18	by	by	ADP
ajfa-10913	94	19	requiring	require	VERB
ajfa-10913	94	20	a	a	DET
ajfa-10913	94	21	more	more	ADV
ajfa-10913	94	22	adequate	adequate	ADJ
ajfa-10913	94	23	criterion	criterion	NOUN
ajfa-10913	94	24	.	.	PUNCT
ajfa-10913	95	1	by	by	ADP
ajfa-10913	95	2	assessing	assess	VERB
ajfa-10913	95	3	the	the	DET
ajfa-10913	95	4	suggestions	suggestion	NOUN
ajfa-10913	95	5	from	from	ADP
ajfa-10913	95	6	fisher	fisher	PROPN
ajfa-10913	95	7	(	(	PUNCT
ajfa-10913	95	8	1922	1922	NUM
ajfa-10913	95	9	)	)	PUNCT
ajfa-10913	95	10	,	,	PUNCT
ajfa-10913	95	11	pearson	pearson	PROPN
ajfa-10913	95	12	(	(	PUNCT
ajfa-10913	95	13	1936	1936	NUM
ajfa-10913	95	14	)	)	PUNCT
ajfa-10913	95	15	found	find	VERB
ajfa-10913	95	16	that	that	SCONJ
ajfa-10913	95	17	the	the	DET
ajfa-10913	95	18	additional	additional	ADJ
ajfa-10913	95	19	computing	computing	NOUN
ajfa-10913	95	20	work	work	NOUN
ajfa-10913	95	21	after	after	ADP
ajfa-10913	95	22	the	the	DET
ajfa-10913	95	23	determination	determination	NOUN
ajfa-10913	95	24	by	by	ADP
ajfa-10913	95	25	moments	moment	NOUN
ajfa-10913	95	26	is	be	AUX
ajfa-10913	95	27	“	"	PUNCT
ajfa-10913	95	28	as	as	ADV
ajfa-10913	95	29	long	long	ADV
ajfa-10913	95	30	as	as	ADP
ajfa-10913	95	31	,	,	PUNCT
ajfa-10913	95	32	i	i	PRON
ajfa-10913	95	33	think	think	VERB
ajfa-10913	95	34	longer	long	ADV
ajfa-10913	95	35	than	than	ADP
ajfa-10913	95	36	,	,	PUNCT
ajfa-10913	95	37	the	the	DET
ajfa-10913	95	38	first	first	ADJ
ajfa-10913	95	39	fitting	fit	VERB
ajfa-10913	95	40	by	by	ADP
ajfa-10913	95	41	moments	moment	NOUN
ajfa-10913	95	42	”	"	PUNCT
ajfa-10913	95	43	.	.	PUNCT
ajfa-10913	96	1	the	the	DET
ajfa-10913	96	2	blunders	blunder	NOUN
ajfa-10913	96	3	in	in	ADP
ajfa-10913	96	4	both	both	CCONJ
ajfa-10913	96	5	mm	mm	PROPN
ajfa-10913	96	6	and	and	CCONJ
ajfa-10913	96	7	mle	mle	NOUN
ajfa-10913	96	8	are	be	AUX
ajfa-10913	96	9	explored	explore	VERB
ajfa-10913	96	10	in	in	ADP
ajfa-10913	96	11	the	the	DET
ajfa-10913	96	12	same	same	ADJ
ajfa-10913	96	13	paper	paper	NOUN
ajfa-10913	96	14	thereof	thereof	ADV
ajfa-10913	96	15	.	.	PUNCT
ajfa-10913	97	1	notwithstanding	notwithstanding	ADV
ajfa-10913	97	2	,	,	PUNCT
ajfa-10913	97	3	gmm	gmm	PROPN
ajfa-10913	97	4	is	be	AUX
ajfa-10913	97	5	seen	see	VERB
ajfa-10913	97	6	,	,	PUNCT
ajfa-10913	97	7	largely	largely	ADV
ajfa-10913	97	8	,	,	PUNCT
ajfa-10913	97	9	as	as	ADP
ajfa-10913	97	10	an	an	DET
ajfa-10913	97	11	applicable	applicable	ADJ
ajfa-10913	97	12	parameter	parameter	NOUN
ajfa-10913	97	13	estimation	estimation	NOUN
ajfa-10913	97	14	strategy	strategy	NOUN
ajfa-10913	97	15	which	which	PRON
ajfa-10913	97	16	shells	shell	VERB
ajfa-10913	97	17	the	the	DET
ajfa-10913	97	18	classic	classic	ADJ
ajfa-10913	97	19	method	method	NOUN
ajfa-10913	97	20	of	of	ADP
ajfa-10913	97	21	moments	moment	NOUN
ajfa-10913	97	22	,	,	PUNCT
ajfa-10913	97	23	linear	linear	ADJ
ajfa-10913	97	24	regression	regression	NOUN
ajfa-10913	97	25	,	,	PUNCT
ajfa-10913	97	26	and	and	CCONJ
ajfa-10913	97	27	maximum	maximum	ADJ
ajfa-10913	97	28	likelihood	likelihood	NOUN
ajfa-10913	97	29	(	(	PUNCT
ajfa-10913	97	30	chaussé	chaussé	NOUN
ajfa-10913	97	31	,	,	PUNCT
ajfa-10913	97	32	2010	2010	NUM
ajfa-10913	97	33	,	,	PUNCT
ajfa-10913	97	34	2012	2012	NUM
ajfa-10913	97	35	)	)	PUNCT
ajfa-10913	97	36	.	.	PUNCT
ajfa-10913	98	1	3.1	3.1	NUM
ajfa-10913	98	2	generalised	generalise	VERB
ajfa-10913	98	3	method	method	NOUN
ajfa-10913	98	4	of	of	ADP
ajfa-10913	98	5	moments	moment	NOUN
ajfa-10913	98	6	(	(	PUNCT
ajfa-10913	98	7	gmm	gmm	NOUN
ajfa-10913	98	8	)	)	PUNCT
ajfa-10913	98	9	pearson	pearson	NOUN
ajfa-10913	98	10	(	(	PUNCT
ajfa-10913	98	11	1894	1894	NUM
ajfa-10913	98	12	)	)	PUNCT
ajfa-10913	98	13	introduced	introduce	VERB
ajfa-10913	98	14	a	a	DET
ajfa-10913	98	15	formal	formal	ADJ
ajfa-10913	98	16	approach	approach	NOUN
ajfa-10913	98	17	to	to	ADP
ajfa-10913	98	18	statistical	statistical	ADJ
ajfa-10913	98	19	estimation	estimation	NOUN
ajfa-10913	98	20	through	through	ADP
ajfa-10913	98	21	his	his	PRON
ajfa-10913	98	22	method	method	NOUN
ajfa-10913	98	23	of	of	ADP
ajfa-10913	98	24	moments	moment	NOUN
ajfa-10913	98	25	(	(	PUNCT
ajfa-10913	98	26	mm	mm	NOUN
ajfa-10913	98	27	)	)	PUNCT
ajfa-10913	98	28	where	where	SCONJ
ajfa-10913	98	29	estimators	estimator	NOUN
ajfa-10913	98	30	or	or	CCONJ
ajfa-10913	98	31	parameters	parameter	NOUN
ajfa-10913	98	32	are	be	AUX
ajfa-10913	98	33	derived	derive	VERB
ajfa-10913	98	34	from	from	ADP
ajfa-10913	98	35	moment	moment	NOUN
ajfa-10913	98	36	conditions	condition	NOUN
ajfa-10913	98	37	estimating	estimate	VERB
ajfa-10913	98	38	parameters	parameter	NOUN
ajfa-10913	98	39	of	of	ADP
ajfa-10913	98	40	distributions	distribution	NOUN
ajfa-10913	98	41	using	use	VERB
ajfa-10913	98	42	moment	moment	NOUN
ajfa-10913	98	43	equations	equation	NOUN
ajfa-10913	98	44	.	.	PUNCT
ajfa-10913	99	1	as	as	SCONJ
ajfa-10913	99	2	hinted	hint	VERB
ajfa-10913	99	3	by	by	ADP
ajfa-10913	99	4	pearson	pearson	PROPN
ajfa-10913	99	5	(	(	PUNCT
ajfa-10913	99	6	1936	1936	NUM
ajfa-10913	99	7	)	)	PUNCT
ajfa-10913	99	8	gmm	gmm	PROPN
ajfa-10913	99	9	estimation	estimation	NOUN
ajfa-10913	99	10	is	be	AUX
ajfa-10913	99	11	often	often	ADV
ajfa-10913	99	12	possible	possible	ADJ
ajfa-10913	99	13	where	where	SCONJ
ajfa-10913	99	14	a	a	DET
ajfa-10913	99	15	likelihood	likelihood	NOUN
ajfa-10913	99	16	analysis	analysis	NOUN
ajfa-10913	99	17	is	be	AUX
ajfa-10913	99	18	extremely	extremely	ADV
ajfa-10913	99	19	difficult	difficult	ADJ
ajfa-10913	99	20	and	and	CCONJ
ajfa-10913	99	21	wooldridge	wooldridge	PROPN
ajfa-10913	99	22	(	(	PUNCT
ajfa-10913	99	23	2001	2001	NUM
ajfa-10913	99	24	)	)	PUNCT
ajfa-10913	99	25	;	;	PUNCT
ajfa-10913	99	26	that	that	SCONJ
ajfa-10913	99	27	the	the	DET
ajfa-10913	99	28	mm	mm	PROPN
ajfa-10913	99	29	applies	apply	VERB
ajfa-10913	99	30	in	in	ADP
ajfa-10913	99	31	more	more	ADV
ajfa-10913	99	32	complicated	complicated	ADJ
ajfa-10913	99	33	situations	situation	NOUN
ajfa-10913	99	34	.	.	PUNCT
ajfa-10913	100	1	the	the	DET
ajfa-10913	100	2	theory	theory	NOUN
ajfa-10913	100	3	of	of	ADP
ajfa-10913	100	4	gmm	gmm	PROPN
ajfa-10913	100	5	,	,	PUNCT
ajfa-10913	100	6	restricted	restrict	VERB
ajfa-10913	100	7	to	to	ADP
ajfa-10913	100	8	large	large	ADJ
ajfa-10913	100	9	-	-	PUNCT
ajfa-10913	100	10	sample	sample	NOUN
ajfa-10913	100	11	comparisons	comparison	NOUN
ajfa-10913	100	12	helps	help	VERB
ajfa-10913	100	13	with	with	ADP
ajfa-10913	100	14	the	the	DET
ajfa-10913	100	15	use	use	NOUN
ajfa-10913	100	16	of	of	ADP
ajfa-10913	100	17	two	two	NUM
ajfa-10913	100	18	unbiased	unbiased	ADJ
ajfa-10913	100	19	consistent	consistent	ADJ
ajfa-10913	100	20	method	method	NOUN
ajfa-10913	100	21	of	of	ADP
ajfa-10913	100	22	moments	moment	NOUN
ajfa-10913	100	23	estimators	estimator	NOUN
ajfa-10913	100	24	in	in	ADP
ajfa-10913	100	25	a	a	DET
ajfa-10913	100	26	manner	manner	NOUN
ajfa-10913	100	27	that	that	PRON
ajfa-10913	100	28	minimises	minimise	VERB
ajfa-10913	100	29	the	the	DET
ajfa-10913	100	30	asymptotic	asymptotic	ADJ
ajfa-10913	100	31	variance	variance	NOUN
ajfa-10913	100	32	among	among	ADP
ajfa-10913	100	33	method	method	NOUN
ajfa-10913	100	34	of	of	ADP
ajfa-10913	100	35	moment	moment	NOUN
ajfa-10913	100	36	’s	’s	PART
ajfa-10913	100	37	estimators	estimator	NOUN
ajfa-10913	100	38	(	(	PUNCT
ajfa-10913	100	39	wooldridge	wooldridge	PROPN
ajfa-10913	100	40	,	,	PUNCT
ajfa-10913	100	41	2001	2001	NUM
ajfa-10913	100	42	)	)	PUNCT
ajfa-10913	100	43	.	.	PUNCT
ajfa-10913	101	1	asian	asian	ADJ
ajfa-10913	101	2	journal	journal	PROPN
ajfa-10913	101	3	of	of	ADP
ajfa-10913	101	4	finance	finance	PROPN
ajfa-10913	101	5	&	&	CCONJ
ajfa-10913	101	6	accounting	accounting	PROPN
ajfa-10913	101	7	issn	issn	PROPN
ajfa-10913	101	8	1946	1946	NUM
ajfa-10913	101	9	-	-	PUNCT
ajfa-10913	101	10	052x	052x	PROPN
ajfa-10913	101	11	2017	2017	NUM
ajfa-10913	101	12	,	,	PUNCT
ajfa-10913	101	13	vol	vol	NOUN
ajfa-10913	101	14	.	.	NOUN
ajfa-10913	101	15	9	9	NUM
ajfa-10913	101	16	,	,	PUNCT
ajfa-10913	101	17	no	no	INTJ
ajfa-10913	101	18	.	.	NOUN
ajfa-10913	101	19	1	1	NUM
ajfa-10913	102	1	ajfa.macrothink.org	ajfa.macrothink.org	NOUN
ajfa-10913	102	2	232	232	NUM
ajfa-10913	102	3	the	the	DET
ajfa-10913	102	4	gmm	gmm	NOUN
ajfa-10913	102	5	is	be	AUX
ajfa-10913	102	6	relatively	relatively	ADV
ajfa-10913	102	7	advantageous	advantageous	ADJ
ajfa-10913	102	8	for	for	ADP
ajfa-10913	102	9	time	time	NOUN
ajfa-10913	102	10	series	series	PROPN
ajfa-10913	102	11	data	data	PROPN
ajfa-10913	102	12	.	.	PUNCT
ajfa-10913	103	1	this	this	PRON
ajfa-10913	103	2	comes	come	VERB
ajfa-10913	103	3	as	as	ADP
ajfa-10913	103	4	no	no	DET
ajfa-10913	103	5	surprise	surprise	NOUN
ajfa-10913	103	6	for	for	ADP
ajfa-10913	103	7	the	the	DET
ajfa-10913	103	8	reason	reason	NOUN
ajfa-10913	103	9	that	that	PRON
ajfa-10913	103	10	hansen	hansen	PROPN
ajfa-10913	103	11	(	(	PUNCT
ajfa-10913	103	12	1982	1982	NUM
ajfa-10913	103	13	)	)	PUNCT
ajfa-10913	103	14	introduced	introduce	VERB
ajfa-10913	103	15	the	the	DET
ajfa-10913	103	16	gmm	gmm	NOUN
ajfa-10913	103	17	primarily	primarily	ADV
ajfa-10913	103	18	with	with	ADP
ajfa-10913	103	19	time	time	NOUN
ajfa-10913	103	20	series	series	PROPN
ajfa-10913	103	21	applications	application	NOUN
ajfa-10913	103	22	in	in	ADP
ajfa-10913	103	23	mind	mind	NOUN
ajfa-10913	103	24	,	,	PUNCT
ajfa-10913	103	25	and	and	CCONJ
ajfa-10913	103	26	it	it	PRON
ajfa-10913	103	27	can	can	AUX
ajfa-10913	103	28	be	be	AUX
ajfa-10913	103	29	used	use	VERB
ajfa-10913	103	30	to	to	PART
ajfa-10913	103	31	obtain	obtain	VERB
ajfa-10913	103	32	parameter	parameter	NOUN
ajfa-10913	103	33	estimators	estimator	NOUN
ajfa-10913	103	34	that	that	PRON
ajfa-10913	103	35	are	be	AUX
ajfa-10913	103	36	consistent	consistent	ADJ
ajfa-10913	103	37	under	under	ADP
ajfa-10913	103	38	weak	weak	ADJ
ajfa-10913	103	39	distributional	distributional	ADJ
ajfa-10913	103	40	assumptions	assumption	NOUN
ajfa-10913	103	41	(	(	PUNCT
ajfa-10913	103	42	wooldridge	wooldridge	PROPN
ajfa-10913	103	43	,	,	PUNCT
ajfa-10913	103	44	2001	2001	NUM
ajfa-10913	103	45	)	)	PUNCT
ajfa-10913	103	46	.	.	PUNCT
ajfa-10913	104	1	the	the	DET
ajfa-10913	104	2	method	method	NOUN
ajfa-10913	104	3	of	of	ADP
ajfa-10913	104	4	moments	moment	NOUN
ajfa-10913	104	5	consists	consist	VERB
ajfa-10913	104	6	of	of	ADP
ajfa-10913	104	7	equating	equate	VERB
ajfa-10913	104	8	empirical	empirical	ADJ
ajfa-10913	104	9	moments	moment	NOUN
ajfa-10913	104	10	with	with	ADP
ajfa-10913	104	11	theoretical	theoretical	ADJ
ajfa-10913	104	12	moments	moment	NOUN
ajfa-10913	104	13	focardi	focardi	PROPN
ajfa-10913	104	14	&	&	CCONJ
ajfa-10913	104	15	fabozzi	fabozzi	PROPN
ajfa-10913	104	16	(	(	PUNCT
ajfa-10913	104	17	2004	2004	NUM
ajfa-10913	104	18	)	)	PUNCT
ajfa-10913	104	19	in	in	ADP
ajfa-10913	104	20	order	order	NOUN
ajfa-10913	104	21	to	to	PART
ajfa-10913	104	22	get	get	VERB
ajfa-10913	104	23	estimators	estimator	NOUN
ajfa-10913	104	24	of	of	ADP
ajfa-10913	104	25	the	the	DET
ajfa-10913	104	26	parameters	parameter	NOUN
ajfa-10913	104	27	(	(	PUNCT
ajfa-10913	104	28	iacus	iacus	PROPN
ajfa-10913	104	29	,	,	PUNCT
ajfa-10913	104	30	2011	2011	NUM
ajfa-10913	104	31	)	)	PUNCT
ajfa-10913	104	32	.	.	PUNCT
ajfa-10913	105	1	chaussé	chaussé	VERB
ajfa-10913	105	2	(	(	PUNCT
ajfa-10913	105	3	2010	2010	NUM
ajfa-10913	105	4	)	)	PUNCT
ajfa-10913	105	5	and	and	CCONJ
ajfa-10913	105	6	chaussé	chaussé	NOUN
ajfa-10913	105	7	(	(	PUNCT
ajfa-10913	105	8	2012	2012	NUM
ajfa-10913	105	9	)	)	PUNCT
ajfa-10913	105	10	thus	thus	ADV
ajfa-10913	105	11	conclude	conclude	VERB
ajfa-10913	105	12	;	;	PUNCT
ajfa-10913	105	13	because	because	SCONJ
ajfa-10913	105	14	gmm	gmm	PROPN
ajfa-10913	105	15	depends	depend	VERB
ajfa-10913	105	16	only	only	ADV
ajfa-10913	105	17	on	on	ADP
ajfa-10913	105	18	moment	moment	NOUN
ajfa-10913	105	19	conditions	condition	NOUN
ajfa-10913	105	20	,	,	PUNCT
ajfa-10913	105	21	it	it	PRON
ajfa-10913	105	22	is	be	AUX
ajfa-10913	105	23	a	a	DET
ajfa-10913	105	24	reliable	reliable	ADJ
ajfa-10913	105	25	estimation	estimation	NOUN
ajfa-10913	105	26	procedure	procedure	NOUN
ajfa-10913	105	27	for	for	ADP
ajfa-10913	105	28	many	many	ADJ
ajfa-10913	105	29	models	model	NOUN
ajfa-10913	105	30	in	in	ADP
ajfa-10913	105	31	economics	economic	NOUN
ajfa-10913	105	32	and	and	CCONJ
ajfa-10913	105	33	finance	finance	NOUN
ajfa-10913	105	34	.	.	PUNCT
ajfa-10913	106	1	with	with	ADP
ajfa-10913	106	2	the	the	DET
ajfa-10913	106	3	right	right	ADJ
ajfa-10913	106	4	moment	moment	NOUN
ajfa-10913	106	5	conditions	condition	NOUN
ajfa-10913	106	6	the	the	DET
ajfa-10913	106	7	gmm	gmm	NOUN
ajfa-10913	106	8	is	be	AUX
ajfa-10913	106	9	more	more	ADV
ajfa-10913	106	10	appropriate	appropriate	ADJ
ajfa-10913	106	11	than	than	ADP
ajfa-10913	106	12	maximum	maximum	ADJ
ajfa-10913	106	13	likelihood	likelihood	NOUN
ajfa-10913	106	14	.	.	PUNCT
ajfa-10913	107	1	in	in	ADP
ajfa-10913	107	2	this	this	DET
ajfa-10913	107	3	paper	paper	NOUN
ajfa-10913	107	4	we	we	PRON
ajfa-10913	107	5	see	see	VERB
ajfa-10913	107	6	how	how	SCONJ
ajfa-10913	107	7	that	that	PRON
ajfa-10913	107	8	plays	play	VERB
ajfa-10913	107	9	out	out	ADP
ajfa-10913	107	10	for	for	ADP
ajfa-10913	107	11	our	our	PRON
ajfa-10913	107	12	set	set	NOUN
ajfa-10913	107	13	of	of	ADP
ajfa-10913	107	14	data	datum	NOUN
ajfa-10913	107	15	;	;	PUNCT
ajfa-10913	107	16	a	a	DET
ajfa-10913	107	17	corroboration	corroboration	NOUN
ajfa-10913	107	18	.	.	PUNCT
ajfa-10913	108	1	further	far	ADV
ajfa-10913	108	2	,	,	PUNCT
ajfa-10913	108	3	in	in	ADP
ajfa-10913	108	4	finance	finance	NOUN
ajfa-10913	108	5	,	,	PUNCT
ajfa-10913	108	6	there	there	PRON
ajfa-10913	108	7	is	be	VERB
ajfa-10913	108	8	no	no	DET
ajfa-10913	108	9	satisfying	satisfy	VERB
ajfa-10913	108	10	parametric	parametric	ADJ
ajfa-10913	108	11	distribution	distribution	NOUN
ajfa-10913	108	12	which	which	PRON
ajfa-10913	108	13	reproduces	reproduce	VERB
ajfa-10913	108	14	the	the	DET
ajfa-10913	108	15	properties	property	NOUN
ajfa-10913	108	16	of	of	ADP
ajfa-10913	108	17	stock	stock	NOUN
ajfa-10913	108	18	returns	return	NOUN
ajfa-10913	108	19	except	except	SCONJ
ajfa-10913	108	20	that	that	SCONJ
ajfa-10913	108	21	the	the	DET
ajfa-10913	108	22	family	family	NOUN
ajfa-10913	108	23	of	of	ADP
ajfa-10913	108	24	stable	stable	ADJ
ajfa-10913	108	25	distributions	distribution	NOUN
ajfa-10913	108	26	is	be	AUX
ajfa-10913	108	27	a	a	DET
ajfa-10913	108	28	good	good	ADJ
ajfa-10913	108	29	candidate	candidate	NOUN
ajfa-10913	108	30	.	.	PUNCT
ajfa-10913	109	1	in	in	ADP
ajfa-10913	109	2	this	this	DET
ajfa-10913	109	3	regard	regard	NOUN
ajfa-10913	109	4	only	only	ADV
ajfa-10913	109	5	the	the	DET
ajfa-10913	109	6	densities	density	NOUN
ajfa-10913	109	7	of	of	ADP
ajfa-10913	109	8	the	the	DET
ajfa-10913	109	9	normal	normal	ADJ
ajfa-10913	109	10	,	,	PUNCT
ajfa-10913	109	11	cauchy	cauchy	NOUN
ajfa-10913	109	12	,	,	PUNCT
ajfa-10913	109	13	and	and	CCONJ
ajfa-10913	109	14	levy	levy	NOUN
ajfa-10913	109	15	distributions	distribution	NOUN
ajfa-10913	109	16	have	have	VERB
ajfa-10913	109	17	a	a	DET
ajfa-10913	109	18	closed	closed	ADJ
ajfa-10913	109	19	form	form	NOUN
ajfa-10913	109	20	expression	expression	NOUN
ajfa-10913	109	21	(	(	PUNCT
ajfa-10913	109	22	chaussé	chaussé	NOUN
ajfa-10913	109	23	,	,	PUNCT
ajfa-10913	109	24	2010	2010	NUM
ajfa-10913	109	25	)	)	PUNCT
ajfa-10913	109	26	.	.	PUNCT
ajfa-10913	110	1	the	the	DET
ajfa-10913	110	2	mathematical	mathematical	ADJ
ajfa-10913	110	3	narrative	narrative	NOUN
ajfa-10913	110	4	that	that	PRON
ajfa-10913	110	5	follows	follow	VERB
ajfa-10913	110	6	is	be	AUX
ajfa-10913	110	7	based	base	VERB
ajfa-10913	110	8	on	on	ADP
ajfa-10913	110	9	chaussé	chaussé	NOUN
ajfa-10913	110	10	(	(	PUNCT
ajfa-10913	110	11	2010	2010	NUM
ajfa-10913	110	12	)	)	PUNCT
ajfa-10913	110	13	.	.	PUNCT
ajfa-10913	111	1	we	we	PRON
ajfa-10913	111	2	would	would	AUX
ajfa-10913	111	3	want	want	VERB
ajfa-10913	111	4	a	a	DET
ajfa-10913	111	5	vector	vector	NOUN
ajfa-10913	111	6	of	of	ADP
ajfa-10913	111	7	parameters	parameter	NOUN
ajfa-10913	111	8	∈	∈	PROPN
ajfa-10913	111	9	ℝ	ℝ	PROPN
ajfa-10913	111	10	based	base	VERB
ajfa-10913	111	11	on	on	ADP
ajfa-10913	111	12	×	×	PROPN
ajfa-10913	111	13	1	1	NUM
ajfa-10913	111	14	vector	vector	NOUN
ajfa-10913	111	15	of	of	ADP
ajfa-10913	111	16	unconditional	unconditional	ADJ
ajfa-10913	111	17	moments	moment	NOUN
ajfa-10913	111	18	below	below	ADV
ajfa-10913	111	19	:	:	PUNCT
ajfa-10913	111	20	[	[	PUNCT
ajfa-10913	111	21	(	(	PUNCT
ajfa-10913	111	22	,	,	PUNCT
ajfa-10913	111	23	)	)	PUNCT
ajfa-10913	111	24	]	]	PUNCT
ajfa-10913	112	1	=	=	SYM
ajfa-10913	112	2	0	0	PUNCT
ajfa-10913	112	3	(	(	PUNCT
ajfa-10913	112	4	3.0	3.0	NUM
ajfa-10913	112	5	)	)	PUNCT
ajfa-10913	112	6	where	where	SCONJ
ajfa-10913	112	7	is	be	AUX
ajfa-10913	112	8	vector	vector	NOUN
ajfa-10913	112	9	of	of	ADP
ajfa-10913	112	10	cross	cross	ADJ
ajfa-10913	112	11	-	-	ADJ
ajfa-10913	112	12	sectional	sectional	ADJ
ajfa-10913	112	13	data	datum	NOUN
ajfa-10913	112	14	,	,	PUNCT
ajfa-10913	112	15	time	time	NOUN
ajfa-10913	112	16	series	series	NOUN
ajfa-10913	112	17	,	,	PUNCT
ajfa-10913	112	18	or	or	CCONJ
ajfa-10913	112	19	both	both	PRON
ajfa-10913	112	20	.	.	PUNCT
ajfa-10913	113	1	has	have	VERB
ajfa-10913	113	2	to	to	PART
ajfa-10913	113	3	be	be	AUX
ajfa-10913	113	4	the	the	DET
ajfa-10913	113	5	unique	unique	ADJ
ajfa-10913	113	6	solution	solution	NOUN
ajfa-10913	113	7	to	to	ADP
ajfa-10913	113	8	(	(	PUNCT
ajfa-10913	113	9	3.0	3.0	NUM
ajfa-10913	113	10	)	)	PUNCT
ajfa-10913	113	11	and	and	CCONJ
ajfa-10913	113	12	be	be	AUX
ajfa-10913	113	13	an	an	DET
ajfa-10913	113	14	element	element	NOUN
ajfa-10913	113	15	of	of	ADP
ajfa-10913	113	16	a	a	DET
ajfa-10913	113	17	compact	compact	ADJ
ajfa-10913	113	18	space	space	NOUN
ajfa-10913	113	19	for	for	SCONJ
ajfa-10913	113	20	gmm	gmm	PROPN
ajfa-10913	113	21	to	to	PART
ajfa-10913	113	22	produce	produce	VERB
ajfa-10913	113	23	consistent	consistent	ADJ
ajfa-10913	113	24	estimates	estimate	NOUN
ajfa-10913	113	25	.	.	PUNCT
ajfa-10913	114	1	higher	high	ADJ
ajfa-10913	114	2	boundary	boundary	ADJ
ajfa-10913	114	3	conditions	condition	NOUN
ajfa-10913	114	4	of	of	ADP
ajfa-10913	114	5	(	(	PUNCT
ajfa-10913	114	6	,	,	PUNCT
ajfa-10913	114	7	)	)	PUNCT
ajfa-10913	114	8	are	be	AUX
ajfa-10913	114	9	also	also	ADV
ajfa-10913	114	10	needed	need	VERB
ajfa-10913	114	11	.	.	PUNCT
ajfa-10913	115	1	given	give	VERB
ajfa-10913	115	2	the	the	DET
ajfa-10913	115	3	linear	linear	ADJ
ajfa-10913	115	4	model	model	NOUN
ajfa-10913	115	5	(	(	PUNCT
ajfa-10913	115	6	3.1	3.1	NUM
ajfa-10913	115	7	)	)	PUNCT
ajfa-10913	115	8	in	in	ADP
ajfa-10913	115	9	(	(	PUNCT
ajfa-10913	115	10	×	×	NOUN
ajfa-10913	115	11	1	1	NUM
ajfa-10913	115	12	)	)	PUNCT
ajfa-10913	115	13	and	and	CCONJ
ajfa-10913	115	14	(	(	PUNCT
ajfa-10913	115	15	×	×	NOUN
ajfa-10913	115	16	1	1	NUM
ajfa-10913	115	17	)	)	PUNCT
ajfa-10913	115	18	matrices	matrix	NOUN
ajfa-10913	115	19	:	:	PUNCT
ajfa-10913	116	1	=	=	SYM
ajfa-10913	116	2	+	+	CCONJ
ajfa-10913	116	3	(	(	PUNCT
ajfa-10913	116	4	3.1	3.1	NUM
ajfa-10913	116	5	)	)	PUNCT
ajfa-10913	116	6	the	the	DET
ajfa-10913	116	7	most	most	ADV
ajfa-10913	116	8	common	common	ADJ
ajfa-10913	116	9	method	method	NOUN
ajfa-10913	116	10	of	of	ADP
ajfa-10913	116	11	estimating	estimate	VERB
ajfa-10913	116	12	the	the	DET
ajfa-10913	116	13	parameter	parameter	NOUN
ajfa-10913	116	14	is	be	AUX
ajfa-10913	116	15	least	least	ADJ
ajfa-10913	116	16	squares	square	NOUN
ajfa-10913	116	17	(	(	PUNCT
ajfa-10913	116	18	ls	ls	PROPN
ajfa-10913	116	19	)	)	PUNCT
ajfa-10913	116	20	approach	approach	NOUN
ajfa-10913	116	21	by	by	ADP
ajfa-10913	116	22	solving	solve	VERB
ajfa-10913	116	23	||	||	NOUN
ajfa-10913	117	1	||	||	CCONJ
ajfa-10913	118	1	hence	hence	ADV
ajfa-10913	118	2	the	the	DET
ajfa-10913	118	3	solution	solution	NOUN
ajfa-10913	118	4	to	to	ADP
ajfa-10913	118	5	the	the	DET
ajfa-10913	118	6	first	first	ADJ
ajfa-10913	118	7	order	order	NOUN
ajfa-10913	118	8	condition	condition	NOUN
ajfa-10913	118	9	:	:	PUNCT
ajfa-10913	118	10	1	1	NUM
ajfa-10913	118	11	⊺	⊺	NUM
ajfa-10913	118	12	(	(	PUNCT
ajfa-10913	118	13	)	)	PUNCT
ajfa-10913	118	14	=	=	SYM
ajfa-10913	118	15	0	0	NUM
ajfa-10913	118	16	(	(	PUNCT
ajfa-10913	118	17	3.2	3.2	NUM
ajfa-10913	118	18	)	)	PUNCT
ajfa-10913	118	19	equation	equation	NOUN
ajfa-10913	118	20	(	(	PUNCT
ajfa-10913	118	21	3.1	3.1	NUM
ajfa-10913	118	22	)	)	PUNCT
ajfa-10913	118	23	is	be	AUX
ajfa-10913	118	24	the	the	DET
ajfa-10913	118	25	estimate	estimate	NOUN
ajfa-10913	118	26	of	of	ADP
ajfa-10913	118	27	the	the	DET
ajfa-10913	118	28	moment	moment	NOUN
ajfa-10913	118	29	condition	condition	NOUN
ajfa-10913	118	30	of	of	ADP
ajfa-10913	118	31	:	:	PUNCT
ajfa-10913	118	32	,	,	PUNCT
ajfa-10913	118	33	(	(	PUNCT
ajfa-10913	118	34	)	)	PUNCT
ajfa-10913	118	35	=	=	SYM
ajfa-10913	118	36	0	0	NUM
ajfa-10913	118	37	(	(	PUNCT
ajfa-10913	118	38	3.3	3.3	NUM
ajfa-10913	118	39	)	)	PUNCT
ajfa-10913	118	40	the	the	DET
ajfa-10913	118	41	same	same	ADJ
ajfa-10913	118	42	model	model	NOUN
ajfa-10913	118	43	can	can	AUX
ajfa-10913	118	44	be	be	AUX
ajfa-10913	118	45	estimated	estimate	VERB
ajfa-10913	118	46	by	by	ADP
ajfa-10913	118	47	ml	ml	NOUN
ajfa-10913	118	48	in	in	ADP
ajfa-10913	118	49	which	which	DET
ajfa-10913	118	50	case	case	NOUN
ajfa-10913	118	51	the	the	DET
ajfa-10913	118	52	moment	moment	NOUN
ajfa-10913	118	53	condition	condition	NOUN
ajfa-10913	118	54	becomes	become	VERB
ajfa-10913	118	55	(	(	PUNCT
ajfa-10913	118	56	3.4	3.4	NUM
ajfa-10913	118	57	)	)	PUNCT
ajfa-10913	118	58	below	below	ADP
ajfa-10913	118	59	similar	similar	ADJ
ajfa-10913	118	60	to	to	ADP
ajfa-10913	118	61	(	(	PUNCT
ajfa-10913	118	62	3.8	3.8	NUM
ajfa-10913	118	63	):	):	PUNCT
ajfa-10913	118	64	asian	asian	ADJ
ajfa-10913	118	65	journal	journal	NOUN
ajfa-10913	118	66	of	of	ADP
ajfa-10913	118	67	finance	finance	PROPN
ajfa-10913	118	68	&	&	CCONJ
ajfa-10913	118	69	accounting	accounting	PROPN
ajfa-10913	119	1	issn	issn	PROPN
ajfa-10913	119	2	1946	1946	NUM
ajfa-10913	119	3	-	-	PUNCT
ajfa-10913	119	4	052x	052x	PROPN
ajfa-10913	119	5	2017	2017	NUM
ajfa-10913	119	6	,	,	PUNCT
ajfa-10913	119	7	vol	vol	NOUN
ajfa-10913	119	8	.	.	NOUN
ajfa-10913	119	9	9	9	NUM
ajfa-10913	119	10	,	,	PUNCT
ajfa-10913	119	11	no	no	INTJ
ajfa-10913	119	12	.	.	NOUN
ajfa-10913	119	13	1	1	NUM
ajfa-10913	119	14	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	119	15	233	233	NUM
ajfa-10913	119	16	(	(	PUNCT
ajfa-10913	119	17	)	)	PUNCT
ajfa-10913	119	18	=	=	SYM
ajfa-10913	119	19	0	0	NUM
ajfa-10913	119	20	(	(	PUNCT
ajfa-10913	119	21	3.4	3.4	NUM
ajfa-10913	119	22	)	)	PUNCT
ajfa-10913	119	23	given	give	VERB
ajfa-10913	119	24	that	that	PRON
ajfa-10913	119	25	(	(	PUNCT
ajfa-10913	119	26	)	)	PUNCT
ajfa-10913	119	27	is	be	AUX
ajfa-10913	119	28	the	the	DET
ajfa-10913	119	29	density	density	NOUN
ajfa-10913	119	30	of	of	ADP
ajfa-10913	119	31	(	(	PUNCT
ajfa-10913	119	32	baum	baum	PROPN
ajfa-10913	119	33	,	,	PUNCT
ajfa-10913	119	34	schaffer	schaffer	PROPN
ajfa-10913	119	35	,	,	PUNCT
ajfa-10913	119	36	&	&	CCONJ
ajfa-10913	119	37	stillman	stillman	PROPN
ajfa-10913	119	38	,	,	PUNCT
ajfa-10913	119	39	2003	2003	NUM
ajfa-10913	119	40	;	;	PUNCT
ajfa-10913	119	41	baum	baum	PROPN
ajfa-10913	119	42	et	et	PROPN
ajfa-10913	119	43	al	al	PROPN
ajfa-10913	119	44	.	.	PROPN
ajfa-10913	119	45	,	,	PUNCT
ajfa-10913	119	46	2003	2003	NUM
ajfa-10913	119	47	;	;	PUNCT
ajfa-10913	119	48	baum	baum	PROPN
ajfa-10913	119	49	,	,	PUNCT
ajfa-10913	119	50	schaffer	schaffer	PROPN
ajfa-10913	119	51	,	,	PUNCT
ajfa-10913	119	52	stillman	stillman	PROPN
ajfa-10913	119	53	,	,	PUNCT
ajfa-10913	119	54	&	&	CCONJ
ajfa-10913	119	55	others	other	NOUN
ajfa-10913	119	56	,	,	PUNCT
ajfa-10913	119	57	2007	2007	NUM
ajfa-10913	119	58	;	;	PUNCT
ajfa-10913	119	59	hansen	hansen	PROPN
ajfa-10913	119	60	,	,	PUNCT
ajfa-10913	119	61	1982	1982	NUM
ajfa-10913	119	62	;	;	PUNCT
ajfa-10913	119	63	hansen	hansen	PROPN
ajfa-10913	119	64	,	,	PUNCT
ajfa-10913	119	65	heaton	heaton	PROPN
ajfa-10913	119	66	,	,	PUNCT
ajfa-10913	119	67	&	&	CCONJ
ajfa-10913	119	68	yaron	yaron	PROPN
ajfa-10913	119	69	,	,	PUNCT
ajfa-10913	119	70	1996	1996	NUM
ajfa-10913	119	71	;	;	PUNCT
ajfa-10913	119	72	stock	stock	NOUN
ajfa-10913	119	73	,	,	PUNCT
ajfa-10913	119	74	wright	wright	PROPN
ajfa-10913	119	75	,	,	PUNCT
ajfa-10913	119	76	&	&	CCONJ
ajfa-10913	119	77	yogo	yogo	PROPN
ajfa-10913	119	78	,	,	PUNCT
ajfa-10913	119	79	2002	2002	NUM
ajfa-10913	119	80	)	)	PUNCT
ajfa-10913	119	81	.	.	PUNCT
ajfa-10913	120	1	a	a	DET
ajfa-10913	120	2	lot	lot	NOUN
ajfa-10913	120	3	of	of	ADP
ajfa-10913	120	4	estimation	estimation	NOUN
ajfa-10913	120	5	methods	method	NOUN
ajfa-10913	120	6	including	include	VERB
ajfa-10913	120	7	ls	ls	PROPN
ajfa-10913	120	8	,	,	PUNCT
ajfa-10913	120	9	ml	ml	ADP
ajfa-10913	120	10	,	,	PUNCT
ajfa-10913	120	11	or	or	CCONJ
ajfa-10913	120	12	instrumental	instrumental	ADJ
ajfa-10913	120	13	variables	variable	NOUN
ajfa-10913	120	14	(	(	PUNCT
ajfa-10913	120	15	iv	iv	X
ajfa-10913	120	16	)	)	PUNCT
ajfa-10913	120	17	can	can	AUX
ajfa-10913	120	18	also	also	ADV
ajfa-10913	120	19	be	be	AUX
ajfa-10913	120	20	seen	see	VERB
ajfa-10913	120	21	as	as	ADP
ajfa-10913	120	22	being	be	AUX
ajfa-10913	120	23	based	base	VERB
ajfa-10913	120	24	on	on	ADP
ajfa-10913	120	25	such	such	ADJ
ajfa-10913	120	26	moment	moment	NOUN
ajfa-10913	120	27	conditions	condition	NOUN
ajfa-10913	120	28	as	as	ADP
ajfa-10913	120	29	in	in	ADP
ajfa-10913	120	30	(	(	PUNCT
ajfa-10913	120	31	3.2	3.2	NUM
ajfa-10913	120	32	)	)	PUNCT
ajfa-10913	120	33	,	,	PUNCT
ajfa-10913	120	34	therefore	therefore	ADV
ajfa-10913	120	35	,	,	PUNCT
ajfa-10913	120	36	they	they	PRON
ajfa-10913	120	37	are	be	AUX
ajfa-10913	120	38	special	special	ADJ
ajfa-10913	120	39	cases	case	NOUN
ajfa-10913	120	40	of	of	ADP
ajfa-10913	120	41	gmm	gmm	PROPN
ajfa-10913	120	42	(	(	PUNCT
ajfa-10913	120	43	chaussé	chaussé	NOUN
ajfa-10913	120	44	,	,	PUNCT
ajfa-10913	120	45	2010	2010	NUM
ajfa-10913	120	46	,	,	PUNCT
ajfa-10913	120	47	2012	2012	NUM
ajfa-10913	120	48	)	)	PUNCT
ajfa-10913	120	49	.	.	PUNCT
ajfa-10913	121	1	the	the	DET
ajfa-10913	121	2	moment	moment	NOUN
ajfa-10913	121	3	condition	condition	NOUN
ajfa-10913	121	4	is	be	AUX
ajfa-10913	121	5	obtained	obtain	VERB
ajfa-10913	121	6	by	by	ADP
ajfa-10913	121	7	equating	equate	VERB
ajfa-10913	121	8	the	the	DET
ajfa-10913	121	9	derivatives	derivative	NOUN
ajfa-10913	121	10	of	of	ADP
ajfa-10913	121	11	a	a	DET
ajfa-10913	121	12	log	log	NOUN
ajfa-10913	121	13	-	-	PUNCT
ajfa-10913	121	14	likelihood	likelihood	NOUN
ajfa-10913	121	15	to	to	ADP
ajfa-10913	121	16	zero	zero	NUM
ajfa-10913	121	17	that	that	SCONJ
ajfa-10913	121	18	mle	mle	PROPN
ajfa-10913	121	19	can	can	AUX
ajfa-10913	121	20	be	be	AUX
ajfa-10913	121	21	given	give	VERB
ajfa-10913	121	22	an	an	DET
ajfa-10913	121	23	mm	mm	NOUN
ajfa-10913	121	24	interpretation	interpretation	NOUN
ajfa-10913	121	25	as	as	ADV
ajfa-10913	121	26	well	well	ADV
ajfa-10913	121	27	;	;	PUNCT
ajfa-10913	121	28	(	(	PUNCT
ajfa-10913	121	29	see	see	VERB
ajfa-10913	121	30	chaussé	chaussé	NOUN
ajfa-10913	121	31	,	,	PUNCT
ajfa-10913	121	32	2010	2010	NUM
ajfa-10913	121	33	,	,	PUNCT
ajfa-10913	121	34	2012	2012	NUM
ajfa-10913	121	35	)	)	PUNCT
ajfa-10913	121	36	for	for	ADP
ajfa-10913	121	37	the	the	DET
ajfa-10913	121	38	relationships	relationship	NOUN
ajfa-10913	121	39	between	between	ADP
ajfa-10913	121	40	gmm	gmm	PROPN
ajfa-10913	121	41	and	and	CCONJ
ajfa-10913	121	42	iv	iv	NUM
ajfa-10913	121	43	,	,	PUNCT
ajfa-10913	121	44	generalised	generalise	VERB
ajfa-10913	121	45	ls	ls	PROPN
ajfa-10913	121	46	,	,	PUNCT
ajfa-10913	121	47	and	and	CCONJ
ajfa-10913	121	48	ml	ml	CCONJ
ajfa-10913	121	49	,	,	PUNCT
ajfa-10913	121	50	and	and	CCONJ
ajfa-10913	121	51	pseudo	pseudo	NOUN
ajfa-10913	121	52	-	-	PUNCT
ajfa-10913	121	53	ml	ml	NOUN
ajfa-10913	121	54	.	.	PUNCT
ajfa-10913	122	1	generally	generally	ADV
ajfa-10913	122	2	,	,	PUNCT
ajfa-10913	122	3	the	the	DET
ajfa-10913	122	4	moment	moment	NOUN
ajfa-10913	122	5	conditions	condition	NOUN
ajfa-10913	122	6	[	[	PUNCT
ajfa-10913	122	7	(	(	PUNCT
ajfa-10913	122	8	,	,	PUNCT
ajfa-10913	122	9	)	)	PUNCT
ajfa-10913	122	10	]	]	PUNCT
ajfa-10913	123	1	=	=	SYM
ajfa-10913	123	2	0	0	PUNCT
ajfa-10913	123	3	(	(	PUNCT
ajfa-10913	123	4	3.0	3.0	NUM
ajfa-10913	123	5	)	)	PUNCT
ajfa-10913	123	6	is	be	AUX
ajfa-10913	123	7	a	a	DET
ajfa-10913	123	8	vector	vector	NOUN
ajfa-10913	123	9	of	of	ADP
ajfa-10913	123	10	non	non	ADJ
ajfa-10913	123	11	-	-	ADJ
ajfa-10913	123	12	linear	linear	ADJ
ajfa-10913	123	13	functions	function	NOUN
ajfa-10913	123	14	of	of	ADP
ajfa-10913	123	15	the	the	DET
ajfa-10913	123	16	parameter	parameter	NOUN
ajfa-10913	123	17	with	with	ADP
ajfa-10913	123	18	the	the	DET
ajfa-10913	123	19	number	number	NOUN
ajfa-10913	123	20	of	of	ADP
ajfa-10913	123	21	unlimited	unlimited	ADJ
ajfa-10913	123	22	by	by	ADP
ajfa-10913	123	23	the	the	DET
ajfa-10913	123	24	same	same	ADJ
ajfa-10913	123	25	parameter	parameter	NOUN
ajfa-10913	123	26	(	(	PUNCT
ajfa-10913	123	27	chaussé	chaussé	NOUN
ajfa-10913	123	28	,	,	PUNCT
ajfa-10913	123	29	2010	2010	NUM
ajfa-10913	123	30	,	,	PUNCT
ajfa-10913	123	31	2012	2012	NUM
ajfa-10913	123	32	)	)	PUNCT
ajfa-10913	123	33	.	.	PUNCT
ajfa-10913	124	1	it	it	PRON
ajfa-10913	124	2	is	be	AUX
ajfa-10913	124	3	,	,	PUNCT
ajfa-10913	124	4	therefore	therefore	ADV
ajfa-10913	124	5	,	,	PUNCT
ajfa-10913	124	6	a	a	DET
ajfa-10913	124	7	step	step	NOUN
ajfa-10913	124	8	in	in	ADP
ajfa-10913	124	9	the	the	DET
ajfa-10913	124	10	right	right	ADJ
ajfa-10913	124	11	direction	direction	NOUN
ajfa-10913	124	12	to	to	PART
ajfa-10913	124	13	estimate	estimate	VERB
ajfa-10913	124	14	the	the	DET
ajfa-10913	124	15	parameters	parameter	NOUN
ajfa-10913	124	16	on	on	ADP
ajfa-10913	124	17	gld	gld	PROPN
ajfa-10913	124	18	by	by	ADP
ajfa-10913	124	19	gmm	gmm	PROPN
ajfa-10913	124	20	as	as	ADV
ajfa-10913	124	21	well	well	ADV
ajfa-10913	124	22	as	as	ADP
ajfa-10913	124	23	mle	mle	NOUN
ajfa-10913	124	24	in	in	ADP
ajfa-10913	124	25	this	this	DET
ajfa-10913	124	26	paper	paper	NOUN
ajfa-10913	124	27	.	.	PUNCT
ajfa-10913	125	1	in	in	ADP
ajfa-10913	125	2	order	order	NOUN
ajfa-10913	125	3	to	to	PART
ajfa-10913	125	4	reduce	reduce	VERB
ajfa-10913	125	5	the	the	DET
ajfa-10913	125	6	possibility	possibility	NOUN
ajfa-10913	125	7	of	of	ADP
ajfa-10913	125	8	inefficiency	inefficiency	NOUN
ajfa-10913	125	9	there	there	PRON
ajfa-10913	125	10	is	be	VERB
ajfa-10913	125	11	the	the	DET
ajfa-10913	125	12	need	need	NOUN
ajfa-10913	125	13	to	to	PART
ajfa-10913	125	14	increase	increase	VERB
ajfa-10913	125	15	the	the	DET
ajfa-10913	125	16	number	number	NOUN
ajfa-10913	125	17	of	of	ADP
ajfa-10913	125	18	instruments	instrument	NOUN
ajfa-10913	125	19	which	which	PRON
ajfa-10913	125	20	is	be	AUX
ajfa-10913	125	21	often	often	ADV
ajfa-10913	125	22	greater	great	ADJ
ajfa-10913	125	23	than	than	ADP
ajfa-10913	125	24	rendering	render	VERB
ajfa-10913	125	25	(	(	PUNCT
ajfa-10913	125	26	3.5	3.5	NUM
ajfa-10913	125	27	)	)	PUNCT
ajfa-10913	125	28	with	with	ADP
ajfa-10913	125	29	no	no	DET
ajfa-10913	125	30	solution	solution	NOUN
ajfa-10913	125	31	.	.	PUNCT
ajfa-10913	126	1	̅	̅	NOUN
ajfa-10913	126	2	(	(	PUNCT
ajfa-10913	126	3	)	)	PUNCT
ajfa-10913	126	4	=	=	SYM
ajfa-10913	126	5	1	1	NUM
ajfa-10913	126	6	(	(	PUNCT
ajfa-10913	126	7	,	,	PUNCT
ajfa-10913	126	8	)	)	PUNCT
ajfa-10913	126	9	=	=	SYM
ajfa-10913	126	10	0	0	NUM
ajfa-10913	126	11	(	(	PUNCT
ajfa-10913	126	12	3.5	3.5	NUM
ajfa-10913	126	13	)	)	PUNCT
ajfa-10913	126	14	remedial	remedial	ADJ
ajfa-10913	126	15	methods	method	NOUN
ajfa-10913	126	16	for	for	ADP
ajfa-10913	126	17	this	this	DET
ajfa-10913	126	18	situation	situation	NOUN
ajfa-10913	126	19	are	be	AUX
ajfa-10913	126	20	offered	offer	VERB
ajfa-10913	126	21	by	by	ADP
ajfa-10913	126	22	hansen	hansen	PROPN
ajfa-10913	126	23	(	(	PUNCT
ajfa-10913	126	24	1982	1982	NUM
ajfa-10913	126	25	)	)	PUNCT
ajfa-10913	126	26	,	,	PUNCT
ajfa-10913	126	27	with	with	ADP
ajfa-10913	126	28	so	so	ADV
ajfa-10913	126	29	-	-	PUNCT
ajfa-10913	126	30	called	call	VERB
ajfa-10913	126	31	two	two	NUM
ajfa-10913	126	32	-	-	PUNCT
ajfa-10913	126	33	stage	stage	NOUN
ajfa-10913	126	34	gmm	gmm	NOUN
ajfa-10913	126	35	(	(	PUNCT
ajfa-10913	126	36	2sgmm	2sgmm	NUM
ajfa-10913	126	37	)	)	PUNCT
ajfa-10913	126	38	in	in	ADP
ajfa-10913	126	39	the	the	DET
ajfa-10913	126	40	original	original	ADJ
ajfa-10913	126	41	version	version	NOUN
ajfa-10913	126	42	of	of	ADP
ajfa-10913	126	43	gmm	gmm	PROPN
ajfa-10913	126	44	,	,	PUNCT
ajfa-10913	126	45	also	also	ADV
ajfa-10913	126	46	andrews	andrews	PROPN
ajfa-10913	126	47	(	(	PUNCT
ajfa-10913	126	48	1991	1991	NUM
ajfa-10913	126	49	)	)	PUNCT
ajfa-10913	126	50	and	and	CCONJ
ajfa-10913	126	51	newey	newey	PROPN
ajfa-10913	126	52	&	&	CCONJ
ajfa-10913	126	53	west	west	PROPN
ajfa-10913	126	54	(	(	PUNCT
ajfa-10913	126	55	1987	1987	NUM
ajfa-10913	126	56	)	)	PUNCT
ajfa-10913	126	57	with	with	ADP
ajfa-10913	126	58	a	a	DET
ajfa-10913	126	59	heteroscedasticity	heteroscedasticity	NOUN
ajfa-10913	126	60	and	and	CCONJ
ajfa-10913	126	61	autocorrelation	autocorrelation	NOUN
ajfa-10913	126	62	consistent	consistent	ADJ
ajfa-10913	126	63	(	(	PUNCT
ajfa-10913	126	64	hac)-like	hac)-like	ADJ
ajfa-10913	126	65	matrix	matrix	NOUN
ajfa-10913	126	66	.	.	PUNCT
ajfa-10913	127	1	further	further	ADJ
ajfa-10913	127	2	improvement	improvement	NOUN
ajfa-10913	127	3	to	to	ADP
ajfa-10913	127	4	the	the	DET
ajfa-10913	127	5	properties	property	NOUN
ajfa-10913	127	6	of	of	ADP
ajfa-10913	127	7	2sgmm	2sgmm	NUM
ajfa-10913	127	8	by	by	ADP
ajfa-10913	127	9	hansen	hansen	PROPN
ajfa-10913	127	10	et	et	PROPN
ajfa-10913	127	11	al	al	PROPN
ajfa-10913	127	12	.	.	PROPN
ajfa-10913	127	13	(	(	PUNCT
ajfa-10913	127	14	1996	1996	NUM
ajfa-10913	127	15	)	)	PUNCT
ajfa-10913	127	16	are	be	AUX
ajfa-10913	127	17	the	the	DET
ajfa-10913	127	18	iterative	iterative	NOUN
ajfa-10913	127	19	2sgmm	2sgmm	NUM
ajfa-10913	127	20	(	(	PUNCT
ajfa-10913	127	21	it2sgmm	it2sgmm	NOUN
ajfa-10913	127	22	)	)	PUNCT
ajfa-10913	127	23	and	and	CCONJ
ajfa-10913	127	24	the	the	DET
ajfa-10913	127	25	continuous	continuous	ADJ
ajfa-10913	127	26	updated	update	VERB
ajfa-10913	127	27	estimator	estimator	NOUN
ajfa-10913	127	28	.	.	PUNCT
ajfa-10913	128	1	like	like	ADP
ajfa-10913	128	2	the	the	DET
ajfa-10913	128	3	mle	mle	NOUN
ajfa-10913	128	4	,	,	PUNCT
ajfa-10913	128	5	gmm	gmm	PROPN
ajfa-10913	128	6	estimators	estimator	NOUN
ajfa-10913	128	7	are	be	AUX
ajfa-10913	128	8	easily	easily	ADV
ajfa-10913	128	9	consistent	consistent	ADJ
ajfa-10913	128	10	,	,	PUNCT
ajfa-10913	128	11	however	however	ADV
ajfa-10913	128	12	,	,	PUNCT
ajfa-10913	128	13	efficiency	efficiency	NOUN
ajfa-10913	128	14	bias	bias	NOUN
ajfa-10913	128	15	depend	depend	VERB
ajfa-10913	128	16	on	on	ADP
ajfa-10913	128	17	the	the	DET
ajfa-10913	128	18	choice	choice	NOUN
ajfa-10913	128	19	of	of	ADP
ajfa-10913	128	20	moment	moment	NOUN
ajfa-10913	128	21	conditions	condition	NOUN
ajfa-10913	128	22	(	(	PUNCT
ajfa-10913	128	23	chaussé	chaussé	NOUN
ajfa-10913	128	24	,	,	PUNCT
ajfa-10913	128	25	2010	2010	NUM
ajfa-10913	128	26	)	)	PUNCT
ajfa-10913	128	27	.	.	PUNCT
ajfa-10913	129	1	though	though	SCONJ
ajfa-10913	129	2	the	the	DET
ajfa-10913	129	3	distribution	distribution	NOUN
ajfa-10913	129	4	-	-	PUNCT
ajfa-10913	129	5	free	free	ADJ
ajfa-10913	129	6	feature	feature	NOUN
ajfa-10913	129	7	of	of	ADP
ajfa-10913	129	8	gmm	gmm	PROPN
ajfa-10913	129	9	gives	give	VERB
ajfa-10913	129	10	a	a	DET
ajfa-10913	129	11	very	very	ADV
ajfa-10913	129	12	good	good	ADJ
ajfa-10913	129	13	appeal	appeal	NOUN
ajfa-10913	129	14	,	,	PUNCT
ajfa-10913	129	15	it	it	PRON
ajfa-10913	129	16	is	be	AUX
ajfa-10913	129	17	as	as	ADV
ajfa-10913	129	18	good	good	ADJ
ajfa-10913	129	19	as	as	ADP
ajfa-10913	129	20	its	its	PRON
ajfa-10913	129	21	moment	moment	NOUN
ajfa-10913	129	22	conditions	condition	NOUN
ajfa-10913	129	23	.	.	PUNCT
ajfa-10913	130	1	3.2	3.2	NUM
ajfa-10913	130	2	maximum	maximum	ADJ
ajfa-10913	130	3	likelihood	likelihood	NOUN
ajfa-10913	130	4	estimation	estimation	NOUN
ajfa-10913	130	5	(	(	PUNCT
ajfa-10913	130	6	mle	mle	PROPN
ajfa-10913	130	7	)	)	PUNCT
ajfa-10913	130	8	originally	originally	ADV
ajfa-10913	130	9	developed	develop	VERB
ajfa-10913	130	10	by	by	ADP
ajfa-10913	130	11	r.a	r.a	PROPN
ajfa-10913	130	12	.	.	PROPN
ajfa-10913	130	13	fisher	fisher	PROPN
ajfa-10913	130	14	in	in	ADP
ajfa-10913	130	15	the	the	DET
ajfa-10913	130	16	1920s	1920s	NUM
ajfa-10913	130	17	,	,	PUNCT
ajfa-10913	130	18	the	the	DET
ajfa-10913	130	19	principle	principle	NOUN
ajfa-10913	130	20	of	of	ADP
ajfa-10913	130	21	the	the	DET
ajfa-10913	130	22	mle	mle	PROPN
ajfa-10913	130	23	states	state	NOUN
ajfa-10913	130	24	that	that	SCONJ
ajfa-10913	130	25	the	the	DET
ajfa-10913	130	26	desired	desire	VERB
ajfa-10913	130	27	probability	probability	NOUN
ajfa-10913	130	28	distribution	distribution	NOUN
ajfa-10913	130	29	is	be	AUX
ajfa-10913	130	30	the	the	DET
ajfa-10913	130	31	one	one	NUM
ajfa-10913	130	32	that	that	PRON
ajfa-10913	130	33	makes	make	VERB
ajfa-10913	130	34	the	the	DET
ajfa-10913	130	35	observed	observed	ADJ
ajfa-10913	130	36	data	datum	NOUN
ajfa-10913	130	37	‘	'	PUNCT
ajfa-10913	130	38	most	most	ADV
ajfa-10913	130	39	likely	likely	ADJ
ajfa-10913	130	40	’	'	PUNCT
ajfa-10913	130	41	,	,	PUNCT
ajfa-10913	130	42	which	which	PRON
ajfa-10913	130	43	means	mean	VERB
ajfa-10913	130	44	that	that	SCONJ
ajfa-10913	130	45	one	one	PRON
ajfa-10913	130	46	seeks	seek	VERB
ajfa-10913	130	47	the	the	DET
ajfa-10913	130	48	value	value	NOUN
ajfa-10913	130	49	of	of	ADP
ajfa-10913	130	50	the	the	DET
ajfa-10913	130	51	parameter	parameter	NOUN
ajfa-10913	130	52	vector	vector	NOUN
ajfa-10913	130	53	that	that	PRON
ajfa-10913	130	54	maximises	maximise	VERB
ajfa-10913	130	55	the	the	DET
ajfa-10913	130	56	likelihood	likelihood	NOUN
ajfa-10913	130	57	function	function	NOUN
ajfa-10913	130	58	(	(	PUNCT
ajfa-10913	130	59	3.1	3.1	NUM
ajfa-10913	130	60	)	)	PUNCT
ajfa-10913	130	61	where	where	SCONJ
ajfa-10913	130	62	=	=	PRON
ajfa-10913	130	63	(	(	PUNCT
ajfa-10913	130	64	,	,	PUNCT
ajfa-10913	130	65	…	…	PUNCT
ajfa-10913	130	66	,	,	PUNCT
ajfa-10913	130	67	)	)	PUNCT
ajfa-10913	130	68	is	be	AUX
ajfa-10913	130	69	parameter	parameter	NOUN
ajfa-10913	130	70	vector	vector	NOUN
ajfa-10913	130	71	defined	define	VERB
ajfa-10913	130	72	on	on	ADP
ajfa-10913	130	73	a	a	DET
ajfa-10913	130	74	multi	multi	ADJ
ajfa-10913	130	75	-	-	ADJ
ajfa-10913	130	76	dimensional	dimensional	ADJ
ajfa-10913	130	77	parameter	parameter	NOUN
ajfa-10913	130	78	space	space	NOUN
ajfa-10913	130	79	and	and	CCONJ
ajfa-10913	130	80	=	=	SYM
ajfa-10913	130	81	(	(	PUNCT
ajfa-10913	130	82	,	,	PUNCT
ajfa-10913	130	83	…	…	PUNCT
ajfa-10913	130	84	,	,	PUNCT
ajfa-10913	130	85	)	)	PUNCT
ajfa-10913	130	86	is	be	AUX
ajfa-10913	130	87	a	a	DET
ajfa-10913	130	88	random	random	ADJ
ajfa-10913	130	89	sample	sample	NOUN
ajfa-10913	130	90	data	data	NOUN
ajfa-10913	130	91	vector	vector	NOUN
ajfa-10913	130	92	(	(	PUNCT
ajfa-10913	130	93	myung	myung	PROPN
ajfa-10913	130	94	,	,	PUNCT
ajfa-10913	130	95	2003	2003	NUM
ajfa-10913	130	96	)	)	PUNCT
ajfa-10913	130	97	.	.	PUNCT
ajfa-10913	131	1	it	it	PRON
ajfa-10913	131	2	is	be	AUX
ajfa-10913	131	3	a	a	DET
ajfa-10913	131	4	principle	principle	NOUN
ajfa-10913	131	5	of	of	ADP
ajfa-10913	131	6	statistical	statistical	ADJ
ajfa-10913	131	7	estimation	estimation	NOUN
ajfa-10913	131	8	which	which	PRON
ajfa-10913	131	9	,	,	PUNCT
ajfa-10913	131	10	given	give	VERB
ajfa-10913	131	11	a	a	DET
ajfa-10913	131	12	parametric	parametric	ADJ
ajfa-10913	131	13	model	model	NOUN
ajfa-10913	131	14	such	such	ADJ
ajfa-10913	131	15	as	as	ADP
ajfa-10913	131	16	the	the	DET
ajfa-10913	131	17	gld	gld	NOUN
ajfa-10913	131	18	,	,	PUNCT
ajfa-10913	131	19	prescribes	prescribe	VERB
ajfa-10913	131	20	choosing	choose	VERB
ajfa-10913	131	21	those	those	DET
ajfa-10913	131	22	parameters	parameter	NOUN
ajfa-10913	131	23	that	that	PRON
ajfa-10913	131	24	maximises	maximise	VERB
ajfa-10913	131	25	the	the	DET
ajfa-10913	131	26	likelihood	likelihood	NOUN
ajfa-10913	131	27	of	of	ADP
ajfa-10913	131	28	the	the	DET
ajfa-10913	131	29	sample	sample	NOUN
ajfa-10913	131	30	under	under	ADP
ajfa-10913	131	31	the	the	DET
ajfa-10913	131	32	model	model	NOUN
ajfa-10913	131	33	;	;	PUNCT
ajfa-10913	131	34	focardi	focardi	PROPN
ajfa-10913	131	35	&	&	CCONJ
ajfa-10913	131	36	fabozzi	fabozzi	PROPN
ajfa-10913	131	37	(	(	PUNCT
ajfa-10913	131	38	2004	2004	NUM
ajfa-10913	131	39	)	)	PUNCT
ajfa-10913	131	40	find	find	VERB
ajfa-10913	131	41	this	this	DET
ajfa-10913	131	42	idea	idea	NOUN
ajfa-10913	131	43	highly	highly	ADV
ajfa-10913	131	44	intuitive	intuitive	ADJ
ajfa-10913	131	45	.	.	PUNCT
ajfa-10913	132	1	asian	asian	ADJ
ajfa-10913	132	2	journal	journal	PROPN
ajfa-10913	132	3	of	of	ADP
ajfa-10913	132	4	finance	finance	PROPN
ajfa-10913	132	5	&	&	CCONJ
ajfa-10913	132	6	accounting	accounting	PROPN
ajfa-10913	132	7	issn	issn	PROPN
ajfa-10913	132	8	1946	1946	NUM
ajfa-10913	132	9	-	-	PUNCT
ajfa-10913	132	10	052x	052x	PROPN
ajfa-10913	132	11	2017	2017	NUM
ajfa-10913	132	12	,	,	PUNCT
ajfa-10913	132	13	vol	vol	NOUN
ajfa-10913	132	14	.	.	NOUN
ajfa-10913	132	15	9	9	NUM
ajfa-10913	132	16	,	,	PUNCT
ajfa-10913	132	17	no	no	INTJ
ajfa-10913	132	18	.	.	NOUN
ajfa-10913	132	19	1	1	NUM
ajfa-10913	132	20	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	132	21	234	234	NUM
ajfa-10913	132	22	unlike	unlike	ADP
ajfa-10913	132	23	least	least	ADJ
ajfa-10913	132	24	-	-	PUNCT
ajfa-10913	132	25	squares	square	NOUN
ajfa-10913	132	26	estimation	estimation	NOUN
ajfa-10913	132	27	which	which	PRON
ajfa-10913	132	28	is	be	AUX
ajfa-10913	132	29	primarily	primarily	ADV
ajfa-10913	132	30	a	a	DET
ajfa-10913	132	31	descriptive	descriptive	ADJ
ajfa-10913	132	32	tool	tool	NOUN
ajfa-10913	132	33	,	,	PUNCT
ajfa-10913	132	34	mle	mle	PROPN
ajfa-10913	132	35	is	be	AUX
ajfa-10913	132	36	a	a	DET
ajfa-10913	132	37	preferred	preferred	ADJ
ajfa-10913	132	38	method	method	NOUN
ajfa-10913	132	39	of	of	ADP
ajfa-10913	132	40	parameter	parameter	NOUN
ajfa-10913	132	41	estimation	estimation	NOUN
ajfa-10913	132	42	in	in	ADP
ajfa-10913	132	43	statistics	statistic	NOUN
ajfa-10913	132	44	and	and	CCONJ
ajfa-10913	132	45	it	it	PRON
ajfa-10913	132	46	’s	’	VERB
ajfa-10913	132	47	an	an	DET
ajfa-10913	132	48	indispensable	indispensable	ADJ
ajfa-10913	132	49	tool	tool	NOUN
ajfa-10913	132	50	for	for	ADP
ajfa-10913	132	51	many	many	ADJ
ajfa-10913	132	52	statistical	statistical	ADJ
ajfa-10913	132	53	modelling	modelling	NOUN
ajfa-10913	132	54	techniques	technique	NOUN
ajfa-10913	132	55	,	,	PUNCT
ajfa-10913	132	56	in	in	ADP
ajfa-10913	132	57	particular	particular	ADJ
ajfa-10913	132	58	non	non	ADJ
ajfa-10913	132	59	-	-	ADJ
ajfa-10913	132	60	linear	linear	ADJ
ajfa-10913	132	61	modeling	modeling	NOUN
ajfa-10913	132	62	with	with	ADP
ajfa-10913	132	63	non	non	ADJ
ajfa-10913	132	64	-	-	ADJ
ajfa-10913	132	65	normal	normal	ADJ
ajfa-10913	132	66	data	datum	NOUN
ajfa-10913	132	67	(	(	PUNCT
ajfa-10913	132	68	myung	myung	PROPN
ajfa-10913	132	69	,	,	PUNCT
ajfa-10913	132	70	2003	2003	NUM
ajfa-10913	132	71	)	)	PUNCT
ajfa-10913	132	72	.	.	PUNCT
ajfa-10913	133	1	out	out	ADP
ajfa-10913	133	2	of	of	ADP
ajfa-10913	133	3	two	two	NUM
ajfa-10913	133	4	possible	possible	ADJ
ajfa-10913	133	5	general	general	ADJ
ajfa-10913	133	6	approaches	approach	NOUN
ajfa-10913	133	7	to	to	ADP
ajfa-10913	133	8	fitting	fitting	ADJ
ajfa-10913	133	9	gld	gld	NOUN
ajfa-10913	133	10	to	to	ADP
ajfa-10913	133	11	data	datum	NOUN
ajfa-10913	133	12	,	,	PUNCT
ajfa-10913	133	13	according	accord	VERB
ajfa-10913	133	14	to	to	ADP
ajfa-10913	133	15	su	su	PROPN
ajfa-10913	133	16	(	(	PUNCT
ajfa-10913	133	17	2007a	2007a	NUM
ajfa-10913	133	18	)	)	PUNCT
ajfa-10913	133	19	;	;	PUNCT
ajfa-10913	133	20	using	use	VERB
ajfa-10913	133	21	the	the	DET
ajfa-10913	133	22	discretised	discretise	VERB
ajfa-10913	133	23	method	method	NOUN
ajfa-10913	133	24	and	and	CCONJ
ajfa-10913	133	25	a	a	DET
ajfa-10913	133	26	definite	definite	ADJ
ajfa-10913	133	27	fit	fit	NOUN
ajfa-10913	133	28	to	to	ADP
ajfa-10913	133	29	the	the	DET
ajfa-10913	133	30	data	datum	NOUN
ajfa-10913	133	31	set	set	VERB
ajfa-10913	133	32	such	such	ADJ
ajfa-10913	133	33	as	as	ADP
ajfa-10913	133	34	maximising	maximise	VERB
ajfa-10913	133	35	the	the	DET
ajfa-10913	133	36	goodness	goodness	NOUN
ajfa-10913	133	37	of	of	ADP
ajfa-10913	133	38	fit	fit	PROPN
ajfa-10913	133	39	,	,	PUNCT
ajfa-10913	133	40	the	the	DET
ajfa-10913	133	41	mle	mle	PROPN
ajfa-10913	133	42	is	be	AUX
ajfa-10913	133	43	usually	usually	ADV
ajfa-10913	133	44	the	the	DET
ajfa-10913	133	45	preferred	preferred	ADJ
ajfa-10913	133	46	method	method	NOUN
ajfa-10913	133	47	(	(	PUNCT
ajfa-10913	133	48	see	see	VERB
ajfa-10913	133	49	king	king	NOUN
ajfa-10913	133	50	&	&	CCONJ
ajfa-10913	133	51	macgillivray	macgillivray	PROPN
ajfa-10913	133	52	,	,	PUNCT
ajfa-10913	133	53	1999	1999	NUM
ajfa-10913	133	54	)	)	PUNCT
ajfa-10913	133	55	.	.	PUNCT
ajfa-10913	134	1	let	let	VERB
ajfa-10913	134	2	(	(	PUNCT
ajfa-10913	134	3	|	|	ADV
ajfa-10913	134	4	)	)	PUNCT
ajfa-10913	134	5	denote	denote	VERB
ajfa-10913	134	6	the	the	DET
ajfa-10913	134	7	probability	probability	NOUN
ajfa-10913	134	8	density	density	NOUN
ajfa-10913	134	9	function	function	NOUN
ajfa-10913	134	10	(	(	PUNCT
ajfa-10913	134	11	pdf	pdf	NOUN
ajfa-10913	134	12	)	)	PUNCT
ajfa-10913	134	13	that	that	PRON
ajfa-10913	134	14	specifies	specify	VERB
ajfa-10913	134	15	the	the	DET
ajfa-10913	134	16	probability	probability	NOUN
ajfa-10913	134	17	of	of	ADP
ajfa-10913	134	18	observing	observe	VERB
ajfa-10913	134	19	vector	vector	NOUN
ajfa-10913	134	20	given	give	VERB
ajfa-10913	134	21	the	the	DET
ajfa-10913	134	22	parameter	parameter	NOUN
ajfa-10913	134	23	.	.	PUNCT
ajfa-10913	135	1	the	the	DET
ajfa-10913	135	2	likelihood	likelihood	NOUN
ajfa-10913	135	3	function	function	NOUN
ajfa-10913	135	4	can	can	AUX
ajfa-10913	135	5	be	be	AUX
ajfa-10913	135	6	given	give	VERB
ajfa-10913	135	7	as	as	ADP
ajfa-10913	135	8	:	:	PUNCT
ajfa-10913	135	9	(	(	PUNCT
ajfa-10913	135	10	|	|	ADV
ajfa-10913	135	11	)	)	PUNCT
ajfa-10913	135	12	=	=	SYM
ajfa-10913	135	13	(	(	PUNCT
ajfa-10913	135	14	|	|	ADV
ajfa-10913	135	15	)	)	PUNCT
ajfa-10913	135	16	(	(	PUNCT
ajfa-10913	135	17	3.6	3.6	NUM
ajfa-10913	135	18	)	)	PUNCT
ajfa-10913	135	19	for	for	ADP
ajfa-10913	135	20	computational	computational	ADJ
ajfa-10913	135	21	convenience	convenience	NOUN
ajfa-10913	135	22	the	the	DET
ajfa-10913	135	23	mle	mle	PROPN
ajfa-10913	135	24	estimate	estimate	NOUN
ajfa-10913	135	25	is	be	AUX
ajfa-10913	135	26	obtained	obtain	VERB
ajfa-10913	135	27	by	by	ADP
ajfa-10913	135	28	maximising	maximise	VERB
ajfa-10913	135	29	the	the	DET
ajfa-10913	135	30	log	log	NOUN
ajfa-10913	135	31	-	-	PUNCT
ajfa-10913	135	32	likelihood	likelihood	NOUN
ajfa-10913	135	33	function	function	NOUN
ajfa-10913	135	34	myung	myung	PROPN
ajfa-10913	135	35	(	(	PUNCT
ajfa-10913	135	36	2003	2003	NUM
ajfa-10913	135	37	)	)	PUNCT
ajfa-10913	135	38	so	so	SCONJ
ajfa-10913	135	39	that	that	SCONJ
ajfa-10913	135	40	the	the	DET
ajfa-10913	135	41	product	product	NOUN
ajfa-10913	135	42	(	(	PUNCT
ajfa-10913	135	43	3.2	3.2	NUM
ajfa-10913	135	44	)	)	PUNCT
ajfa-10913	135	45	is	be	AUX
ajfa-10913	135	46	transformed	transform	VERB
ajfa-10913	135	47	into	into	ADP
ajfa-10913	135	48	a	a	DET
ajfa-10913	135	49	sum	sum	NOUN
ajfa-10913	135	50	.	.	PUNCT
ajfa-10913	136	1	since	since	SCONJ
ajfa-10913	136	2	the	the	DET
ajfa-10913	136	3	logarithm	logarithm	NOUN
ajfa-10913	136	4	is	be	AUX
ajfa-10913	136	5	an	an	DET
ajfa-10913	136	6	increasing	increase	VERB
ajfa-10913	136	7	function	function	NOUN
ajfa-10913	136	8	,	,	PUNCT
ajfa-10913	136	9	maximising	maximise	VERB
ajfa-10913	136	10	the	the	DET
ajfa-10913	136	11	likelihood	likelihood	NOUN
ajfa-10913	136	12	or	or	CCONJ
ajfa-10913	136	13	the	the	DET
ajfa-10913	136	14	log	log	NOUN
ajfa-10913	136	15	-	-	PUNCT
ajfa-10913	136	16	likelihood	likelihood	NOUN
ajfa-10913	136	17	gives	give	VERB
ajfa-10913	136	18	the	the	DET
ajfa-10913	136	19	same	same	ADJ
ajfa-10913	136	20	results	result	NOUN
ajfa-10913	136	21	(	(	PUNCT
ajfa-10913	136	22	focardi	focardi	PROPN
ajfa-10913	136	23	&	&	CCONJ
ajfa-10913	136	24	fabozzi	fabozzi	PROPN
ajfa-10913	136	25	,	,	PUNCT
ajfa-10913	136	26	2004	2004	NUM
ajfa-10913	136	27	)	)	PUNCT
ajfa-10913	136	28	.	.	PUNCT
ajfa-10913	137	1	if	if	SCONJ
ajfa-10913	137	2	the	the	DET
ajfa-10913	137	3	sample	sample	NOUN
ajfa-10913	137	4	is	be	AUX
ajfa-10913	137	5	iid	iid	NOUN
ajfa-10913	137	6	then	then	ADV
ajfa-10913	137	7	the	the	DET
ajfa-10913	137	8	likelihood	likelihood	NOUN
ajfa-10913	137	9	is	be	AUX
ajfa-10913	137	10	the	the	DET
ajfa-10913	137	11	product	product	NOUN
ajfa-10913	137	12	of	of	ADP
ajfa-10913	137	13	individual	individual	ADJ
ajfa-10913	137	14	likelihoods	likelihood	NOUN
ajfa-10913	137	15	:	:	PUNCT
ajfa-10913	137	16	(	(	PUNCT
ajfa-10913	137	17	|	|	ADV
ajfa-10913	137	18	)	)	PUNCT
ajfa-10913	137	19	=	=	SYM
ajfa-10913	138	1	(	(	PUNCT
ajfa-10913	138	2	|	|	ADV
ajfa-10913	138	3	)	)	PUNCT
ajfa-10913	138	4	(	(	PUNCT
ajfa-10913	138	5	3.7	3.7	NUM
ajfa-10913	138	6	)	)	PUNCT
ajfa-10913	138	7	assuming	assume	VERB
ajfa-10913	138	8	the	the	DET
ajfa-10913	138	9	log	log	NOUN
ajfa-10913	138	10	-	-	PUNCT
ajfa-10913	138	11	likelihood	likelihood	NOUN
ajfa-10913	138	12	function	function	NOUN
ajfa-10913	138	13	(	(	PUNCT
ajfa-10913	138	14	|	|	ADV
ajfa-10913	138	15	)	)	PUNCT
ajfa-10913	138	16	,	,	PUNCT
ajfa-10913	138	17	is	be	AUX
ajfa-10913	138	18	differentiable	differentiable	ADJ
ajfa-10913	138	19	,	,	PUNCT
ajfa-10913	138	20	if	if	SCONJ
ajfa-10913	138	21	(	(	PUNCT
ajfa-10913	138	22	mle	mle	PROPN
ajfa-10913	138	23	estimate	estimate	NOUN
ajfa-10913	138	24	)	)	PUNCT
ajfa-10913	138	25	exists	exist	VERB
ajfa-10913	138	26	,	,	PUNCT
ajfa-10913	138	27	it	it	PRON
ajfa-10913	138	28	must	must	AUX
ajfa-10913	138	29	satisfy	satisfy	VERB
ajfa-10913	138	30	the	the	DET
ajfa-10913	138	31	following	follow	VERB
ajfa-10913	138	32	partial	partial	ADJ
ajfa-10913	138	33	differential	differential	NOUN
ajfa-10913	138	34	equation	equation	NOUN
ajfa-10913	138	35	called	call	VERB
ajfa-10913	138	36	the	the	DET
ajfa-10913	138	37	likelihood	likelihood	NOUN
ajfa-10913	138	38	equation	equation	NOUN
ajfa-10913	138	39	:	:	PUNCT
ajfa-10913	138	40	(	(	PUNCT
ajfa-10913	138	41	|	|	ADV
ajfa-10913	138	42	)	)	PUNCT
ajfa-10913	138	43	=	=	SYM
ajfa-10913	138	44	0	0	PUNCT
ajfa-10913	139	1	(	(	PUNCT
ajfa-10913	139	2	3.8	3.8	NUM
ajfa-10913	139	3	)	)	PUNCT
ajfa-10913	139	4	*	*	PUNCT
ajfa-10913	139	5	equation	equation	NOUN
ajfa-10913	139	6	(	(	PUNCT
ajfa-10913	139	7	3.3	3.3	NUM
ajfa-10913	139	8	)	)	PUNCT
ajfa-10913	139	9	is	be	AUX
ajfa-10913	139	10	only	only	ADV
ajfa-10913	139	11	a	a	DET
ajfa-10913	139	12	necessary	necessary	ADJ
ajfa-10913	139	13	condition	condition	NOUN
ajfa-10913	139	14	for	for	ADP
ajfa-10913	139	15	the	the	DET
ajfa-10913	139	16	existence	existence	NOUN
ajfa-10913	139	17	of	of	ADP
ajfa-10913	139	18	mle	mle	PROPN
ajfa-10913	139	19	estimates	estimate	NOUN
ajfa-10913	139	20	.	.	PUNCT
ajfa-10913	140	1	a	a	DET
ajfa-10913	140	2	sufficient	sufficient	ADJ
ajfa-10913	140	3	condition	condition	NOUN
ajfa-10913	140	4	requires	require	VERB
ajfa-10913	140	5	that	that	SCONJ
ajfa-10913	140	6	(	(	PUNCT
ajfa-10913	140	7	|	|	ADV
ajfa-10913	140	8	)	)	PUNCT
ajfa-10913	140	9	is	be	AUX
ajfa-10913	140	10	a	a	DET
ajfa-10913	140	11	maximum	maximum	ADJ
ajfa-10913	140	12	and	and	CCONJ
ajfa-10913	140	13	not	not	PART
ajfa-10913	140	14	minimum	minimum	NOUN
ajfa-10913	140	15	.	.	PUNCT
ajfa-10913	141	1	hence	hence	ADV
ajfa-10913	141	2	the	the	DET
ajfa-10913	141	3	shape	shape	NOUN
ajfa-10913	141	4	of	of	ADP
ajfa-10913	141	5	the	the	DET
ajfa-10913	141	6	function	function	NOUN
ajfa-10913	141	7	be	be	AUX
ajfa-10913	141	8	convex	convex	ADJ
ajfa-10913	141	9	.	.	PUNCT
ajfa-10913	142	1	again	again	ADV
ajfa-10913	142	2	from	from	ADP
ajfa-10913	142	3	calculus	calculus	NOUN
ajfa-10913	142	4	(	(	PUNCT
ajfa-10913	142	5	3.4	3.4	NUM
ajfa-10913	142	6	)	)	PUNCT
ajfa-10913	142	7	below	below	ADV
ajfa-10913	142	8	must	must	AUX
ajfa-10913	142	9	be	be	AUX
ajfa-10913	142	10	true	true	ADJ
ajfa-10913	142	11	for	for	ADP
ajfa-10913	142	12	=	=	NOUN
ajfa-10913	142	13	1,2	1,2	NUM
ajfa-10913	142	14	,	,	PUNCT
ajfa-10913	142	15	…	…	PUNCT
ajfa-10913	142	16	,	,	PUNCT
ajfa-10913	142	17	.	.	PUNCT
ajfa-10913	143	1	(	(	PUNCT
ajfa-10913	143	2	|	|	ADV
ajfa-10913	143	3	)	)	PUNCT
ajfa-10913	143	4	<	<	X
ajfa-10913	143	5	0	0	PUNCT
ajfa-10913	143	6	(	(	PUNCT
ajfa-10913	143	7	3.8	3.8	NUM
ajfa-10913	143	8	)	)	PUNCT
ajfa-10913	143	9	for	for	ADP
ajfa-10913	143	10	further	further	ADJ
ajfa-10913	143	11	reading	reading	NOUN
ajfa-10913	143	12	see	see	VERB
ajfa-10913	143	13	(	(	PUNCT
ajfa-10913	143	14	myung	myung	PROPN
ajfa-10913	143	15	2003	2003	NUM
ajfa-10913	143	16	;	;	PUNCT
ajfa-10913	143	17	iacus	iacus	NOUN
ajfa-10913	143	18	2011	2011	NUM
ajfa-10913	143	19	)	)	PUNCT
ajfa-10913	143	20	.	.	PUNCT
ajfa-10913	144	1	in	in	ADP
ajfa-10913	144	2	estimating	estimate	VERB
ajfa-10913	144	3	the	the	DET
ajfa-10913	144	4	parameters	parameter	NOUN
ajfa-10913	144	5	of	of	ADP
ajfa-10913	144	6	gld	gld	PROPN
ajfa-10913	144	7	the	the	DET
ajfa-10913	144	8	gld	gld	PROPN
ajfa-10913	144	9	and	and	CCONJ
ajfa-10913	144	10	gldex	gldex	NOUN
ajfa-10913	144	11	packages	package	NOUN
ajfa-10913	144	12	in	in	ADP
ajfa-10913	144	13	r	r	NOUN
ajfa-10913	144	14	were	be	AUX
ajfa-10913	144	15	employed	employ	VERB
ajfa-10913	144	16	.	.	PUNCT
ajfa-10913	145	1	it	it	PRON
ajfa-10913	145	2	is	be	AUX
ajfa-10913	145	3	necessary	necessary	ADJ
ajfa-10913	145	4	to	to	PART
ajfa-10913	145	5	obtain	obtain	VERB
ajfa-10913	145	6	quantiles	quantile	NOUN
ajfa-10913	145	7	,	,	PUNCT
ajfa-10913	145	8	under	under	ADP
ajfa-10913	145	9	the	the	DET
ajfa-10913	145	10	rs	rs	NOUN
ajfa-10913	145	11	or	or	CCONJ
ajfa-10913	145	12	fmkl	fmkl	NOUN
ajfa-10913	145	13	for	for	ADP
ajfa-10913	145	14	every	every	DET
ajfa-10913	145	15	observation	observation	NOUN
ajfa-10913	145	16	,	,	PUNCT
ajfa-10913	145	17	for	for	ADP
ajfa-10913	145	18	=	=	NOUN
ajfa-10913	145	19	1,2,3	1,2,3	NUM
ajfa-10913	145	20	,	,	PUNCT
ajfa-10913	145	21	…	…	PUNCT
ajfa-10913	145	22	,	,	PUNCT
ajfa-10913	145	23	under	under	ADP
ajfa-10913	145	24	a	a	DET
ajfa-10913	145	25	set	set	NOUN
ajfa-10913	145	26	of	of	ADP
ajfa-10913	145	27	initial	initial	ADJ
ajfa-10913	145	28	values	value	NOUN
ajfa-10913	145	29	by	by	ADP
ajfa-10913	145	30	solving	solve	VERB
ajfa-10913	145	31	(	(	PUNCT
ajfa-10913	145	32	2.5	2.5	NUM
ajfa-10913	145	33	)	)	PUNCT
ajfa-10913	145	34	via	via	ADP
ajfa-10913	145	35	newton	newton	PROPN
ajfa-10913	145	36	-	-	PUNCT
ajfa-10913	145	37	raphson	raphson	PROPN
ajfa-10913	145	38	method	method	NOUN
ajfa-10913	145	39	or	or	CCONJ
ajfa-10913	145	40	numerically	numerically	ADV
ajfa-10913	145	41	(	(	PUNCT
ajfa-10913	145	42	su	su	NOUN
ajfa-10913	145	43	,	,	PUNCT
ajfa-10913	145	44	2007b	2007b	NUM
ajfa-10913	145	45	)	)	PUNCT
ajfa-10913	145	46	.	.	PUNCT
ajfa-10913	146	1	by	by	ADP
ajfa-10913	146	2	substituting	substitute	VERB
ajfa-10913	146	3	’s	’	VERB
ajfa-10913	146	4	obtained	obtain	VERB
ajfa-10913	146	5	into	into	ADP
ajfa-10913	146	6	the	the	DET
ajfa-10913	146	7	appropriate	appropriate	ADJ
ajfa-10913	146	8	numerical	numerical	ADJ
ajfa-10913	146	9	log	log	NOUN
ajfa-10913	146	10	asian	asian	ADJ
ajfa-10913	146	11	journal	journal	NOUN
ajfa-10913	146	12	of	of	ADP
ajfa-10913	146	13	finance	finance	PROPN
ajfa-10913	146	14	&	&	CCONJ
ajfa-10913	146	15	accounting	accounting	PROPN
ajfa-10913	146	16	issn	issn	PROPN
ajfa-10913	146	17	1946	1946	NUM
ajfa-10913	146	18	-	-	PUNCT
ajfa-10913	146	19	052x	052x	PROPN
ajfa-10913	146	20	2017	2017	NUM
ajfa-10913	146	21	,	,	PUNCT
ajfa-10913	146	22	vol	vol	NOUN
ajfa-10913	146	23	.	.	NOUN
ajfa-10913	146	24	9	9	NUM
ajfa-10913	146	25	,	,	PUNCT
ajfa-10913	146	26	no	no	INTJ
ajfa-10913	146	27	.	.	NOUN
ajfa-10913	146	28	1	1	NUM
ajfa-10913	146	29	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	146	30	235	235	NUM
ajfa-10913	146	31	likelihood	likelihood	NOUN
ajfa-10913	146	32	equations	equation	NOUN
ajfa-10913	146	33	(	(	PUNCT
ajfa-10913	146	34	3.9	3.9	NUM
ajfa-10913	146	35	)	)	PUNCT
ajfa-10913	146	36	and	and	CCONJ
ajfa-10913	146	37	(	(	PUNCT
ajfa-10913	146	38	3.10	3.10	NUM
ajfa-10913	146	39	)	)	PUNCT
ajfa-10913	146	40	below	below	ADV
ajfa-10913	146	41	:	:	PUNCT
ajfa-10913	146	42	=	=	X
ajfa-10913	146	43	+	+	PUNCT
ajfa-10913	146	44	(	(	PUNCT
ajfa-10913	146	45	1	1	NUM
ajfa-10913	146	46	−	−	NOUN
ajfa-10913	146	47	)	)	PUNCT
ajfa-10913	146	48	(	(	PUNCT
ajfa-10913	146	49	3.9	3.9	NUM
ajfa-10913	146	50	)	)	PUNCT
ajfa-10913	146	51	=	=	PUNCT
ajfa-10913	147	1	+	+	PUNCT
ajfa-10913	147	2	(	(	PUNCT
ajfa-10913	147	3	1	1	NUM
ajfa-10913	147	4	−	−	NOUN
ajfa-10913	147	5	)	)	PUNCT
ajfa-10913	147	6	(	(	PUNCT
ajfa-10913	147	7	3.10	3.10	NUM
ajfa-10913	147	8	)	)	PUNCT
ajfa-10913	147	9	the	the	DET
ajfa-10913	147	10	key	key	NOUN
ajfa-10913	147	11	is	be	AUX
ajfa-10913	147	12	to	to	PART
ajfa-10913	147	13	maximise	maximise	VERB
ajfa-10913	147	14	the	the	DET
ajfa-10913	147	15	likelihood	likelihood	NOUN
ajfa-10913	147	16	in	in	ADP
ajfa-10913	147	17	(	(	PUNCT
ajfa-10913	147	18	3.5	3.5	NUM
ajfa-10913	147	19	)	)	PUNCT
ajfa-10913	147	20	and	and	CCONJ
ajfa-10913	147	21	(	(	PUNCT
ajfa-10913	147	22	3.6	3.6	NUM
ajfa-10913	147	23	)	)	PUNCT
ajfa-10913	147	24	;	;	PUNCT
ajfa-10913	147	25	this	this	PRON
ajfa-10913	147	26	can	can	AUX
ajfa-10913	147	27	be	be	AUX
ajfa-10913	147	28	done	do	VERB
ajfa-10913	147	29	through	through	ADP
ajfa-10913	147	30	the	the	DET
ajfa-10913	147	31	nelder	nelder	ADJ
ajfa-10913	147	32	-	-	PUNCT
ajfa-10913	147	33	simplex	simplex	NOUN
ajfa-10913	147	34	algorithm	algorithm	NOUN
ajfa-10913	147	35	(	(	PUNCT
ajfa-10913	147	36	su	su	PROPN
ajfa-10913	147	37	,	,	PUNCT
ajfa-10913	147	38	2007b	2007b	NUM
ajfa-10913	147	39	)	)	PUNCT
ajfa-10913	147	40	.	.	PUNCT
ajfa-10913	148	1	the	the	DET
ajfa-10913	148	2	mle	mle	PROPN
ajfa-10913	148	3	estimates	estimate	NOUN
ajfa-10913	148	4	can	can	AUX
ajfa-10913	148	5	be	be	AUX
ajfa-10913	148	6	heavily	heavily	ADV
ajfa-10913	148	7	biased	biased	ADJ
ajfa-10913	148	8	but	but	CCONJ
ajfa-10913	148	9	asymptotically	asymptotically	ADV
ajfa-10913	148	10	consistent	consistent	ADJ
ajfa-10913	148	11	,	,	PUNCT
ajfa-10913	148	12	efficient	efficient	ADJ
ajfa-10913	148	13	,	,	PUNCT
ajfa-10913	148	14	and	and	CCONJ
ajfa-10913	148	15	unbiased	unbiased	ADJ
ajfa-10913	148	16	for	for	ADP
ajfa-10913	148	17	adequately	adequately	ADV
ajfa-10913	148	18	large	large	ADJ
ajfa-10913	148	19	sample	sample	NOUN
ajfa-10913	148	20	size	size	NOUN
ajfa-10913	148	21	(	(	PUNCT
ajfa-10913	148	22	iacus	iacus	NOUN
ajfa-10913	148	23	,	,	PUNCT
ajfa-10913	148	24	2011	2011	NUM
ajfa-10913	148	25	)	)	PUNCT
ajfa-10913	148	26	.	.	PUNCT
ajfa-10913	149	1	4	4	X
ajfa-10913	149	2	.	.	X
ajfa-10913	149	3	data	datum	NOUN
ajfa-10913	149	4	and	and	CCONJ
ajfa-10913	149	5	terminology	terminology	NOUN
ajfa-10913	149	6	the	the	DET
ajfa-10913	149	7	price	price	NOUN
ajfa-10913	149	8	series	series	NOUN
ajfa-10913	149	9	of	of	ADP
ajfa-10913	149	10	the	the	DET
ajfa-10913	149	11	jse	jse	PROPN
ajfa-10913	149	12	-	-	PUNCT
ajfa-10913	149	13	asi	asi	NOUN
ajfa-10913	149	14	is	be	AUX
ajfa-10913	149	15	collected	collect	VERB
ajfa-10913	149	16	daily	daily	ADV
ajfa-10913	149	17	from	from	ADP
ajfa-10913	149	18	january	january	PROPN
ajfa-10913	149	19	02	02	NUM
ajfa-10913	149	20	,	,	PUNCT
ajfa-10913	149	21	2003	2003	NUM
ajfa-10913	149	22	to	to	ADP
ajfa-10913	149	23	december	december	PROPN
ajfa-10913	149	24	31	31	NUM
ajfa-10913	149	25	,	,	PUNCT
ajfa-10913	149	26	2015	2015	NUM
ajfa-10913	149	27	giving	give	VERB
ajfa-10913	149	28	a	a	DET
ajfa-10913	149	29	total	total	NOUN
ajfa-10913	149	30	of	of	ADP
ajfa-10913	149	31	three	three	NUM
ajfa-10913	149	32	thousand	thousand	NUM
ajfa-10913	149	33	two	two	NUM
ajfa-10913	149	34	hundred	hundred	NUM
ajfa-10913	149	35	and	and	CCONJ
ajfa-10913	149	36	fifty	fifty	NUM
ajfa-10913	149	37	-	-	PUNCT
ajfa-10913	149	38	two	two	NUM
ajfa-10913	149	39	data	datum	NOUN
ajfa-10913	149	40	points	point	NOUN
ajfa-10913	149	41	.	.	PUNCT
ajfa-10913	150	1	the	the	DET
ajfa-10913	150	2	log	log	NOUN
ajfa-10913	150	3	return	return	NOUN
ajfa-10913	150	4	series	series	NOUN
ajfa-10913	150	5	of	of	ADP
ajfa-10913	150	6	the	the	DET
ajfa-10913	150	7	jse	jse	PROPN
ajfa-10913	150	8	asi	asi	PROPN
ajfa-10913	150	9	was	be	AUX
ajfa-10913	150	10	calculated	calculate	VERB
ajfa-10913	150	11	as	as	ADP
ajfa-10913	150	12	:	:	PUNCT
ajfa-10913	150	13	=	=	PROPN
ajfa-10913	150	14	ln(1	ln(1	NOUN
ajfa-10913	150	15	+	+	NUM
ajfa-10913	150	16	)	)	PUNCT
ajfa-10913	150	17	=	=	SYM
ajfa-10913	150	18	ln	ln	ADJ
ajfa-10913	150	19	(	(	PUNCT
ajfa-10913	150	20	)	)	PUNCT
ajfa-10913	150	21	−	−	PROPN
ajfa-10913	151	1	ln	ln	INTJ
ajfa-10913	151	2	(	(	PUNCT
ajfa-10913	151	3	)	)	PUNCT
ajfa-10913	151	4	(	(	PUNCT
ajfa-10913	151	5	3.11	3.11	NUM
ajfa-10913	151	6	)	)	PUNCT
ajfa-10913	151	7	where	where	SCONJ
ajfa-10913	151	8	is	be	AUX
ajfa-10913	151	9	the	the	DET
ajfa-10913	151	10	continuously	continuously	ADV
ajfa-10913	151	11	compounded	compound	VERB
ajfa-10913	151	12	return	return	NOUN
ajfa-10913	151	13	(	(	PUNCT
ajfa-10913	151	14	natural	natural	ADJ
ajfa-10913	151	15	logarithm	logarithm	NOUN
ajfa-10913	151	16	of	of	ADP
ajfa-10913	151	17	the	the	DET
ajfa-10913	151	18	simple	simple	ADJ
ajfa-10913	151	19	gross	gross	ADJ
ajfa-10913	151	20	return	return	NOUN
ajfa-10913	151	21	of	of	ADP
ajfa-10913	151	22	an	an	DET
ajfa-10913	151	23	asset	asset	NOUN
ajfa-10913	151	24	)	)	PUNCT
ajfa-10913	151	25	.	.	PUNCT
ajfa-10913	152	1	according	accord	VERB
ajfa-10913	152	2	to	to	ADP
ajfa-10913	152	3	tsay	tsay	PROPN
ajfa-10913	152	4	(	(	PUNCT
ajfa-10913	152	5	2010	2010	NUM
ajfa-10913	152	6	)	)	PUNCT
ajfa-10913	152	7	,	,	PUNCT
ajfa-10913	152	8	statistical	statistical	ADJ
ajfa-10913	152	9	properties	property	NOUN
ajfa-10913	152	10	of	of	ADP
ajfa-10913	152	11	log	log	NOUN
ajfa-10913	152	12	returns	return	NOUN
ajfa-10913	152	13	are	be	AUX
ajfa-10913	152	14	more	more	ADV
ajfa-10913	152	15	tractable	tractable	ADJ
ajfa-10913	152	16	.	.	PUNCT
ajfa-10913	153	1	for	for	ADP
ajfa-10913	153	2	average	average	ADJ
ajfa-10913	153	3	investors	investor	NOUN
ajfa-10913	153	4	,	,	PUNCT
ajfa-10913	153	5	returns	return	NOUN
ajfa-10913	153	6	is	be	AUX
ajfa-10913	153	7	a	a	DET
ajfa-10913	153	8	complete	complete	ADJ
ajfa-10913	153	9	scale	scale	NOUN
ajfa-10913	153	10	-	-	PUNCT
ajfa-10913	153	11	free	free	ADJ
ajfa-10913	153	12	summary	summary	NOUN
ajfa-10913	153	13	of	of	ADP
ajfa-10913	153	14	investment	investment	NOUN
ajfa-10913	153	15	prospect	prospect	NOUN
ajfa-10913	153	16	.	.	PUNCT
ajfa-10913	154	1	campbell	campbell	PROPN
ajfa-10913	154	2	et	et	PROPN
ajfa-10913	154	3	al	al	PROPN
ajfa-10913	154	4	.	.	PROPN
ajfa-10913	155	1	(	(	PUNCT
ajfa-10913	155	2	1998	1998	NUM
ajfa-10913	155	3	)	)	PUNCT
ajfa-10913	155	4	also	also	ADV
ajfa-10913	155	5	showed	show	VERB
ajfa-10913	155	6	that	that	SCONJ
ajfa-10913	155	7	returns	return	NOUN
ajfa-10913	155	8	have	have	VERB
ajfa-10913	155	9	more	more	ADV
ajfa-10913	155	10	attractive	attractive	ADJ
ajfa-10913	155	11	statistical	statistical	ADJ
ajfa-10913	155	12	properties	property	NOUN
ajfa-10913	155	13	such	such	ADJ
ajfa-10913	155	14	as	as	ADP
ajfa-10913	155	15	stationarity	stationarity	NOUN
ajfa-10913	155	16	and	and	CCONJ
ajfa-10913	155	17	ergodicity	ergodicity	NOUN
ajfa-10913	155	18	.	.	PUNCT
ajfa-10913	156	1	a	a	DET
ajfa-10913	156	2	time	time	NOUN
ajfa-10913	156	3	series	series	NOUN
ajfa-10913	156	4	plot	plot	NOUN
ajfa-10913	156	5	of	of	ADP
ajfa-10913	156	6	the	the	DET
ajfa-10913	156	7	returns	return	NOUN
ajfa-10913	156	8	is	be	AUX
ajfa-10913	156	9	show	show	NOUN
ajfa-10913	156	10	in	in	ADP
ajfa-10913	156	11	figure	figure	NOUN
ajfa-10913	156	12	2	2	NUM
ajfa-10913	156	13	.	.	PUNCT
ajfa-10913	156	14	figure	figure	NOUN
ajfa-10913	156	15	2	2	NUM
ajfa-10913	156	16	.	.	PUNCT
ajfa-10913	157	1	a	a	DET
ajfa-10913	157	2	time	time	NOUN
ajfa-10913	157	3	series	series	NOUN
ajfa-10913	157	4	plot	plot	NOUN
ajfa-10913	157	5	of	of	ADP
ajfa-10913	157	6	the	the	DET
ajfa-10913	157	7	jse	jse	PROPN
ajfa-10913	157	8	asi	asi	PROPN
ajfa-10913	157	9	returns	return	NOUN
ajfa-10913	157	10	from	from	ADP
ajfa-10913	157	11	january	january	PROPN
ajfa-10913	157	12	2003	2003	NUM
ajfa-10913	157	13	to	to	ADP
ajfa-10913	157	14	january	january	PROPN
ajfa-10913	157	15	2015	2015	NUM
ajfa-10913	157	16	jan	jan	PROPN
ajfa-10913	157	17	03	03	NUM
ajfa-10913	157	18	2003	2003	NUM
ajfa-10913	157	19	jul	jul	NOUN
ajfa-10913	157	20	01	01	NUM
ajfa-10913	157	21	2004	2004	NUM
ajfa-10913	157	22	jan	jan	PROPN
ajfa-10913	157	23	03	03	NUM
ajfa-10913	157	24	2006	2006	NUM
ajfa-10913	157	25	jul	jul	PROPN
ajfa-10913	157	26	02	02	NUM
ajfa-10913	157	27	2007	2007	NUM
ajfa-10913	157	28	jan	jan	PROPN
ajfa-10913	157	29	02	02	NUM
ajfa-10913	157	30	2009	2009	NUM
ajfa-10913	157	31	jul	jul	PROPN
ajfa-10913	157	32	01	01	NUM
ajfa-10913	157	33	2010	2010	NUM
ajfa-10913	157	34	jan	jan	NOUN
ajfa-10913	157	35	03	03	NUM
ajfa-10913	157	36	2012	2012	NUM
ajfa-10913	157	37	jul	jul	PROPN
ajfa-10913	157	38	01	01	NUM
ajfa-10913	157	39	2013	2013	NUM
ajfa-10913	157	40	jan	jan	PROPN
ajfa-10913	157	41	02	02	NUM
ajfa-10913	157	42	2015	2015	NUM
ajfa-10913	157	43	-0	-0	PUNCT
ajfa-10913	157	44	.0	.0	NUM
ajfa-10913	157	45	6	6	NUM
ajfa-10913	157	46	-0	-0	SYM
ajfa-10913	157	47	.0	.0	NUM
ajfa-10913	157	48	2	2	NUM
ajfa-10913	157	49	0	0	NUM
ajfa-10913	157	50	.	.	PUNCT
ajfa-10913	157	51	00	00	NUM
ajfa-10913	157	52	0	0	NUM
ajfa-10913	157	53	.	.	PUNCT
ajfa-10913	158	1	02	02	NUM
ajfa-10913	158	2	0	0	NUM
ajfa-10913	158	3	.	.	NOUN
ajfa-10913	158	4	04	04	NUM
ajfa-10913	158	5	0	0	NUM
ajfa-10913	158	6	.	.	NUM
ajfa-10913	159	1	06	06	NUM
ajfa-10913	159	2	asian	asian	ADJ
ajfa-10913	159	3	journal	journal	NOUN
ajfa-10913	159	4	of	of	ADP
ajfa-10913	159	5	finance	finance	PROPN
ajfa-10913	159	6	&	&	CCONJ
ajfa-10913	159	7	accounting	accounting	PROPN
ajfa-10913	159	8	issn	issn	PROPN
ajfa-10913	159	9	1946	1946	NUM
ajfa-10913	159	10	-	-	PUNCT
ajfa-10913	159	11	052x	052x	PROPN
ajfa-10913	159	12	2017	2017	NUM
ajfa-10913	159	13	,	,	PUNCT
ajfa-10913	159	14	vol	vol	NOUN
ajfa-10913	159	15	.	.	NOUN
ajfa-10913	159	16	9	9	NUM
ajfa-10913	159	17	,	,	PUNCT
ajfa-10913	159	18	no	no	INTJ
ajfa-10913	159	19	.	.	NOUN
ajfa-10913	159	20	1	1	NUM
ajfa-10913	159	21	ajfa.macrothink.org	ajfa.macrothink.org	PROPN
ajfa-10913	159	22	236	236	NUM
ajfa-10913	159	23	the	the	DET
ajfa-10913	159	24	time	time	NOUN
ajfa-10913	159	25	series	series	PROPN
ajfa-10913	159	26	plot	plot	NOUN
ajfa-10913	159	27	exhibits	exhibit	VERB
ajfa-10913	159	28	two	two	NUM
ajfa-10913	159	29	regimes	regime	NOUN
ajfa-10913	159	30	2003	2003	NUM
ajfa-10913	159	31	to	to	ADP
ajfa-10913	159	32	2009	2009	NUM
ajfa-10913	159	33	and	and	CCONJ
ajfa-10913	159	34	2010	2010	NUM
ajfa-10913	159	35	to	to	ADP
ajfa-10913	159	36	2015	2015	NUM
ajfa-10913	159	37	.	.	PUNCT
ajfa-10913	160	1	in	in	ADP
ajfa-10913	160	2	the	the	DET
ajfa-10913	160	3	first	first	ADJ
ajfa-10913	160	4	period	period	NOUN
ajfa-10913	160	5	the	the	DET
ajfa-10913	160	6	markets	market	NOUN
ajfa-10913	160	7	returns	return	NOUN
ajfa-10913	160	8	appeared	appear	VERB
ajfa-10913	160	9	more	more	ADV
ajfa-10913	160	10	volatile	volatile	ADJ
ajfa-10913	160	11	particularly	particularly	ADV
ajfa-10913	160	12	towards	towards	ADP
ajfa-10913	160	13	the	the	DET
ajfa-10913	160	14	end	end	NOUN
ajfa-10913	160	15	of	of	ADP
ajfa-10913	160	16	the	the	DET
ajfa-10913	160	17	period	period	NOUN
ajfa-10913	160	18	in	in	ADP
ajfa-10913	160	19	2009	2009	NUM
ajfa-10913	160	20	.	.	PUNCT
ajfa-10913	161	1	this	this	PRON
ajfa-10913	161	2	is	be	AUX
ajfa-10913	161	3	contrast	contrast	NOUN
ajfa-10913	161	4	to	to	ADP
ajfa-10913	161	5	the	the	DET
ajfa-10913	161	6	period	period	NOUN
ajfa-10913	161	7	2010	2010	NUM
ajfa-10913	161	8	to	to	ADP
ajfa-10913	161	9	2015	2015	NUM
ajfa-10913	161	10	when	when	SCONJ
ajfa-10913	161	11	the	the	DET
ajfa-10913	161	12	market	market	NOUN
ajfa-10913	161	13	showed	show	VERB
ajfa-10913	161	14	moderate	moderate	ADJ
ajfa-10913	161	15	volatility	volatility	NOUN
ajfa-10913	161	16	.	.	PUNCT
ajfa-10913	162	1	such	such	ADJ
ajfa-10913	162	2	behaviour	behaviour	NOUN
ajfa-10913	162	3	in	in	ADP
ajfa-10913	162	4	financial	financial	ADJ
ajfa-10913	162	5	assets	asset	NOUN
ajfa-10913	162	6	in	in	ADP
ajfa-10913	162	7	the	the	DET
ajfa-10913	162	8	markets	market	NOUN
ajfa-10913	162	9	has	have	AUX
ajfa-10913	162	10	been	be	AUX
ajfa-10913	162	11	observed	observe	VERB
ajfa-10913	162	12	by	by	ADP
ajfa-10913	162	13	previous	previous	ADJ
ajfa-10913	162	14	researchers	researcher	NOUN
ajfa-10913	162	15	(	(	PUNCT
ajfa-10913	162	16	assoe	assoe	PROPN
ajfa-10913	162	17	,	,	PUNCT
ajfa-10913	162	18	1998	1998	NUM
ajfa-10913	162	19	;	;	PUNCT
ajfa-10913	162	20	chkili	chkili	NOUN
ajfa-10913	162	21	&	&	CCONJ
ajfa-10913	162	22	nguyen	nguyen	PROPN
ajfa-10913	162	23	,	,	PUNCT
ajfa-10913	162	24	2014	2014	NUM
ajfa-10913	162	25	;	;	PUNCT
ajfa-10913	162	26	hamilton	hamilton	PROPN
ajfa-10913	162	27	,	,	PUNCT
ajfa-10913	162	28	1989	1989	NUM
ajfa-10913	162	29	;	;	PUNCT
ajfa-10913	162	30	m.	m.	PROPN
ajfa-10913	162	31	r.	r.	PROPN
ajfa-10913	162	32	,	,	PUNCT
ajfa-10913	162	33	2001	2001	NUM
ajfa-10913	162	34	;	;	PUNCT
ajfa-10913	162	35	van	van	PROPN
ajfa-10913	162	36	norden	norden	PROPN
ajfa-10913	162	37	&	&	CCONJ
ajfa-10913	162	38	schaller	schaller	PROPN
ajfa-10913	162	39	,	,	PUNCT
ajfa-10913	162	40	1993	1993	NUM
ajfa-10913	162	41	)	)	PUNCT
ajfa-10913	162	42	.	.	PUNCT
ajfa-10913	163	1	thus	thus	ADV
ajfa-10913	163	2	the	the	DET
ajfa-10913	163	3	statistical	statistical	ADJ
ajfa-10913	163	4	properties	property	NOUN
ajfa-10913	163	5	of	of	ADP
ajfa-10913	163	6	the	the	DET
ajfa-10913	163	7	returns	return	NOUN
ajfa-10913	163	8	series	series	NOUN
ajfa-10913	163	9	will	will	AUX
ajfa-10913	163	10	differ	differ	VERB
ajfa-10913	163	11	according	accord	VERB
ajfa-10913	163	12	to	to	ADP
ajfa-10913	163	13	period	period	NOUN
ajfa-10913	163	14	.	.	PUNCT
ajfa-10913	164	1	we	we	PRON
ajfa-10913	164	2	therefore	therefore	ADV
ajfa-10913	164	3	analysed	analyse	VERB
ajfa-10913	164	4	the	the	DET
ajfa-10913	164	5	return	return	NOUN
ajfa-10913	164	6	series	series	NOUN
ajfa-10913	164	7	of	of	ADP
ajfa-10913	164	8	the	the	DET
ajfa-10913	164	9	latter	latter	ADJ
ajfa-10913	164	10	period	period	NOUN
ajfa-10913	164	11	of	of	ADP
ajfa-10913	164	12	2010	2010	NUM
ajfa-10913	164	13	to	to	ADP
ajfa-10913	164	14	2015	2015	NUM
ajfa-10913	164	15	.	.	PUNCT
ajfa-10913	165	1	campbell	campbell	PROPN
ajfa-10913	165	2	,	,	PUNCT
ajfa-10913	165	3	lo	lo	PROPN
ajfa-10913	165	4	,	,	PUNCT
ajfa-10913	165	5	mackinlay	mackinlay	NOUN
ajfa-10913	165	6	,	,	PUNCT
ajfa-10913	165	7	&	&	CCONJ
ajfa-10913	165	8	whitelaw	whitelaw	PROPN
ajfa-10913	165	9	(	(	PUNCT
ajfa-10913	165	10	1998	1998	NUM
ajfa-10913	165	11	)	)	PUNCT
ajfa-10913	165	12	discuss	discuss	VERB
ajfa-10913	165	13	at	at	ADP
ajfa-10913	165	14	length	length	NOUN
ajfa-10913	165	15	the	the	DET
ajfa-10913	165	16	problem	problem	NOUN
ajfa-10913	165	17	associated	associate	VERB
ajfa-10913	165	18	with	with	ADP
ajfa-10913	165	19	using	use	VERB
ajfa-10913	165	20	long	long	ADJ
ajfa-10913	165	21	-	-	PUNCT
ajfa-10913	165	22	term	term	NOUN
ajfa-10913	165	23	horizon	horizon	NOUN
ajfa-10913	165	24	data	datum	NOUN
ajfa-10913	165	25	series	series	PROPN
ajfa-10913	165	26	.	.	PUNCT
ajfa-10913	166	1	among	among	ADP
ajfa-10913	166	2	others	other	NOUN
ajfa-10913	166	3	they	they	PRON
ajfa-10913	166	4	posit	posit	VERB
ajfa-10913	166	5	the	the	DET
ajfa-10913	166	6	breakdown	breakdown	NOUN
ajfa-10913	166	7	of	of	ADP
ajfa-10913	166	8	the	the	DET
ajfa-10913	166	9	asymptotic	asymptotic	ADJ
ajfa-10913	166	10	inferences	inference	NOUN
ajfa-10913	166	11	from	from	ADP
ajfa-10913	166	12	such	such	ADJ
ajfa-10913	166	13	data	datum	NOUN
ajfa-10913	166	14	.	.	PUNCT
ajfa-10913	167	1	most	most	ADV
ajfa-10913	167	2	likely	likely	ADJ
ajfa-10913	167	3	that	that	PRON
ajfa-10913	167	4	may	may	AUX
ajfa-10913	167	5	be	be	AUX
ajfa-10913	167	6	due	due	ADJ
ajfa-10913	167	7	to	to	ADP
ajfa-10913	167	8	what	what	PRON
ajfa-10913	167	9	hamilton	hamilton	PROPN
ajfa-10913	167	10	(	(	PUNCT
ajfa-10913	167	11	1989	1989	NUM
ajfa-10913	167	12	)	)	PUNCT
ajfa-10913	167	13	identified	identify	VERB
ajfa-10913	167	14	as	as	ADP
ajfa-10913	167	15	regime	regime	NOUN
ajfa-10913	167	16	switching	switch	VERB
ajfa-10913	167	17	in	in	ADP
ajfa-10913	167	18	the	the	DET
ajfa-10913	167	19	literature	literature	NOUN
ajfa-10913	167	20	.	.	PUNCT
ajfa-10913	168	1	we	we	PRON
ajfa-10913	168	2	believe	believe	VERB
ajfa-10913	168	3	our	our	PRON
ajfa-10913	168	4	data	data	NOUN
ajfa-10913	168	5	window	window	NOUN
ajfa-10913	168	6	more	more	ADV
ajfa-10913	168	7	reflects	reflect	VERB
ajfa-10913	168	8	the	the	DET
ajfa-10913	168	9	recent	recent	ADJ
ajfa-10913	168	10	developments	development	NOUN
ajfa-10913	168	11	in	in	ADP
ajfa-10913	168	12	the	the	DET
ajfa-10913	168	13	underlying	underlie	VERB
ajfa-10913	168	14	economy	economy	NOUN
ajfa-10913	168	15	which	which	PRON
ajfa-10913	168	16	are	be	AUX
ajfa-10913	168	17	transmitted	transmit	VERB
ajfa-10913	168	18	to	to	ADP
ajfa-10913	168	19	the	the	DET
ajfa-10913	168	20	market	market	NOUN
ajfa-10913	168	21	.	.	PUNCT
ajfa-10913	169	1	4.1	4.1	NUM
ajfa-10913	169	2	testing	testing	NOUN
ajfa-10913	169	3	for	for	ADP
ajfa-10913	169	4	classical	classical	ADJ
ajfa-10913	169	5	normality	normality	NOUN
ajfa-10913	169	6	assumptions	assumption	NOUN
ajfa-10913	169	7	a	a	DET
ajfa-10913	169	8	test	test	NOUN
ajfa-10913	169	9	of	of	ADP
ajfa-10913	169	10	the	the	DET
ajfa-10913	169	11	classical	classical	ADJ
ajfa-10913	169	12	assumptions	assumption	NOUN
ajfa-10913	169	13	of	of	ADP
ajfa-10913	169	14	normality	normality	NOUN
ajfa-10913	169	15	looks	look	NOUN
ajfa-10913	169	16	at	at	ADP
ajfa-10913	169	17	the	the	DET
ajfa-10913	169	18	first	first	ADJ
ajfa-10913	169	19	four	four	NUM
ajfa-10913	169	20	moments	moment	NOUN
ajfa-10913	169	21	of	of	ADP
ajfa-10913	169	22	the	the	DET
ajfa-10913	169	23	distribution	distribution	NOUN
ajfa-10913	169	24	.	.	PUNCT
ajfa-10913	170	1	the	the	DET
ajfa-10913	170	2	skewness	skewness	NOUN
ajfa-10913	170	3	and	and	CCONJ
ajfa-10913	170	4	kurtosis	kurtosis	NOUN
ajfa-10913	170	5	show	show	VERB
ajfa-10913	170	6	slight	slight	ADJ
ajfa-10913	170	7	deviations	deviation	NOUN
ajfa-10913	170	8	from	from	ADP
ajfa-10913	170	9	normality	normality	NOUN
ajfa-10913	170	10	.	.	PUNCT
ajfa-10913	171	1	the	the	DET
ajfa-10913	171	2	curve	curve	NOUN
ajfa-10913	171	3	of	of	ADP
ajfa-10913	171	4	the	the	DET
ajfa-10913	171	5	distribution	distribution	NOUN
ajfa-10913	171	6	is	be	AUX
ajfa-10913	171	7	skewed	skew	VERB
ajfa-10913	171	8	to	to	ADP
ajfa-10913	171	9	the	the	DET
ajfa-10913	171	10	left	left	NOUN
ajfa-10913	171	11	with	with	ADP
ajfa-10913	171	12	fat	fat	ADJ
ajfa-10913	171	13	-	-	PUNCT
ajfa-10913	171	14	tails	tail	NOUN
ajfa-10913	171	15	as	as	SCONJ
ajfa-10913	171	16	the	the	DET
ajfa-10913	171	17	results	result	NOUN
ajfa-10913	171	18	show	show	VERB
ajfa-10913	171	19	in	in	ADP
ajfa-10913	171	20	the	the	DET
ajfa-10913	171	21	table	table	NOUN
ajfa-10913	171	22	1	1	NUM
ajfa-10913	171	23	.	.	PUNCT
ajfa-10913	171	24	table	table	NOUN
ajfa-10913	171	25	1	1	NUM
ajfa-10913	171	26	.	.	PUNCT
ajfa-10913	172	1	moments	moment	NOUN
ajfa-10913	172	2	of	of	ADP
ajfa-10913	172	3	the	the	DET
ajfa-10913	172	4	jse	jse	PROPN
ajfa-10913	172	5	asi	asi	PROPN
ajfa-10913	172	6	returns	return	NOUN
ajfa-10913	172	7	from	from	ADP
ajfa-10913	172	8	january	january	PROPN
ajfa-10913	172	9	,	,	PUNCT
ajfa-10913	172	10	2003	2003	NUM
ajfa-10913	172	11	to	to	ADP
ajfa-10913	172	12	january	january	PROPN
ajfa-10913	172	13	2015	2015	NUM
ajfa-10913	172	14	mean	mean	NOUN
ajfa-10913	172	15	variance	variance	NOUN
ajfa-10913	172	16	skewness	skewness	NOUN
ajfa-10913	172	17	kurtosis	kurtosis	VERB
ajfa-10913	172	18	0.0005	0.0005	NUM
ajfa-10913	172	19	0.00009	0.00009	NUM
ajfa-10913	172	20	-0.1701	-0.1701	NOUN
ajfa-10913	173	1	1.4194	1.4194	NUM
ajfa-10913	173	2	a	a	DET
ajfa-10913	173	3	qualitative	qualitative	ADJ
ajfa-10913	173	4	method	method	NOUN
ajfa-10913	173	5	for	for	ADP
ajfa-10913	173	6	testing	test	VERB
ajfa-10913	173	7	goodness	goodness	NOUN
ajfa-10913	173	8	of	of	ADP
ajfa-10913	173	9	fit	fit	NOUN
ajfa-10913	173	10	is	be	AUX
ajfa-10913	173	11	quantile	quantile	ADJ
ajfa-10913	173	12	-	-	PUNCT
ajfa-10913	173	13	quantile	quantile	NOUN
ajfa-10913	173	14	(	(	PUNCT
ajfa-10913	173	15	qq	qq	INTJ
ajfa-10913	173	16	)	)	PUNCT
ajfa-10913	173	17	plots	plot	NOUN
ajfa-10913	173	18	juxtaposed	juxtapose	VERB
ajfa-10913	173	19	with	with	ADP
ajfa-10913	173	20	empirical	empirical	ADJ
ajfa-10913	173	21	densities	density	NOUN
ajfa-10913	173	22	(	(	PUNCT
ajfa-10913	173	23	eberlein	eberlein	PROPN
ajfa-10913	173	24	&	&	CCONJ
ajfa-10913	173	25	keller	keller	PROPN
ajfa-10913	173	26	,	,	PUNCT
ajfa-10913	173	27	1995	1995	NUM
ajfa-10913	173	28	)	)	PUNCT
ajfa-10913	173	29	.	.	PUNCT
ajfa-10913	174	1	the	the	DET
ajfa-10913	174	2	q	q	NOUN
ajfa-10913	174	3	-	-	PUNCT
ajfa-10913	174	4	q	q	NOUN
ajfa-10913	174	5	plots	plot	NOUN
ajfa-10913	174	6	alongside	alongside	ADP
ajfa-10913	174	7	the	the	DET
ajfa-10913	174	8	histogram	histogram	NOUN
ajfa-10913	174	9	with	with	ADP
ajfa-10913	174	10	the	the	DET
ajfa-10913	174	11	normal	normal	ADJ
ajfa-10913	174	12	distribution	distribution	NOUN
ajfa-10913	174	13	curve	curve	NOUN
ajfa-10913	174	14	of	of	ADP
ajfa-10913	174	15	the	the	DET
ajfa-10913	174	16	log	log	NOUN
ajfa-10913	174	17	returns	return	NOUN
ajfa-10913	174	18	of	of	ADP
ajfa-10913	174	19	the	the	DET
ajfa-10913	174	20	jse	jse	PROPN
ajfa-10913	174	21	-	-	PUNCT
ajfa-10913	174	22	asi	asi	NOUN
ajfa-10913	174	23	provide	provide	VERB
ajfa-10913	174	24	an	an	DET
ajfa-10913	174	25	explicit	explicit	ADJ
ajfa-10913	174	26	empirical	empirical	ADJ
ajfa-10913	174	27	deviation	deviation	NOUN
ajfa-10913	174	28	from	from	ADP
ajfa-10913	174	29	normality	normality	NOUN
ajfa-10913	174	30	as	as	SCONJ
ajfa-10913	174	31	shown	show	VERB
ajfa-10913	174	32	in	in	ADP
ajfa-10913	174	33	figure	figure	NOUN
ajfa-10913	174	34	3	3	NUM
ajfa-10913	174	35	.	.	PUNCT
ajfa-10913	174	36	asian	asian	ADJ
ajfa-10913	174	37	journal	journal	PROPN
ajfa-10913	174	38	of	of	ADP
ajfa-10913	174	39	finance	finance	PROPN
ajfa-10913	174	40	&	&	CCONJ
ajfa-10913	174	41	accounting	accounting	PROPN
ajfa-10913	174	42	issn	issn	PROPN
ajfa-10913	174	43	1946	1946	NUM
ajfa-10913	174	44	-	-	PUNCT
ajfa-10913	174	45	052x	052x	PROPN
ajfa-10913	174	46	2017	2017	NUM
ajfa-10913	174	47	,	,	PUNCT
ajfa-10913	174	48	vol	vol	NOUN
ajfa-10913	174	49	.	.	NOUN
ajfa-10913	175	1	9	9	NUM
ajfa-10913	175	2	,	,	PUNCT
ajfa-10913	175	3	no	no	INTJ
ajfa-10913	175	4	.	.	NOUN
ajfa-10913	175	5	1	1	NUM
ajfa-10913	175	6	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	175	7	237	237	NUM
ajfa-10913	175	8	figure	figure	NOUN
ajfa-10913	175	9	3	3	NUM
ajfa-10913	175	10	.	.	PUNCT
ajfa-10913	176	1	q	q	X
ajfa-10913	176	2	-	-	PUNCT
ajfa-10913	176	3	q	q	NOUN
ajfa-10913	176	4	plot	plot	NOUN
ajfa-10913	176	5	and	and	CCONJ
ajfa-10913	176	6	normal	normal	ADJ
ajfa-10913	176	7	distribution	distribution	NOUN
ajfa-10913	176	8	curve	curve	NOUN
ajfa-10913	176	9	of	of	ADP
ajfa-10913	176	10	the	the	DET
ajfa-10913	176	11	jse	jse	PROPN
ajfa-10913	176	12	asi	asi	PROPN
ajfa-10913	176	13	returns	return	NOUN
ajfa-10913	176	14	from	from	ADP
ajfa-10913	176	15	january	january	PROPN
ajfa-10913	176	16	,	,	PUNCT
ajfa-10913	176	17	2003	2003	NUM
ajfa-10913	176	18	to	to	ADP
ajfa-10913	176	19	january	january	PROPN
ajfa-10913	176	20	2015	2015	NUM
ajfa-10913	176	21	finally	finally	ADV
ajfa-10913	176	22	in	in	ADP
ajfa-10913	176	23	the	the	DET
ajfa-10913	176	24	jarque	jarque	NOUN
ajfa-10913	176	25	-	-	PUNCT
ajfa-10913	176	26	bera	bera	NOUN
ajfa-10913	176	27	and	and	CCONJ
ajfa-10913	176	28	cramer	cramer	PROPN
ajfa-10913	176	29	-	-	PUNCT
ajfa-10913	176	30	von	von	PROPN
ajfa-10913	176	31	mises	mises	PROPN
ajfa-10913	176	32	normality	normality	NOUN
ajfa-10913	176	33	tests	test	NOUN
ajfa-10913	176	34	;	;	PUNCT
ajfa-10913	176	35	p	p	X
ajfa-10913	176	36	-	-	PUNCT
ajfa-10913	176	37	values	value	NOUN
ajfa-10913	176	38	respectively	respectively	ADV
ajfa-10913	176	39	are	be	AUX
ajfa-10913	176	40	nearly	nearly	ADV
ajfa-10913	176	41	zero	zero	NUM
ajfa-10913	176	42	thus	thus	ADV
ajfa-10913	176	43	rejecting	reject	VERB
ajfa-10913	176	44	the	the	DET
ajfa-10913	176	45	null	null	ADJ
ajfa-10913	176	46	hypothesis	hypothesis	NOUN
ajfa-10913	176	47	of	of	ADP
ajfa-10913	176	48	normality	normality	NOUN
ajfa-10913	176	49	(	(	PUNCT
ajfa-10913	176	50	cromwell	cromwell	PROPN
ajfa-10913	176	51	,	,	PUNCT
ajfa-10913	176	52	labys	labys	PROPN
ajfa-10913	176	53	,	,	PUNCT
ajfa-10913	176	54	&	&	CCONJ
ajfa-10913	176	55	terraza	terraza	PROPN
ajfa-10913	176	56	,	,	PUNCT
ajfa-10913	176	57	1994	1994	NUM
ajfa-10913	176	58	;	;	PUNCT
ajfa-10913	176	59	d’agostino	d’agostino	NOUN
ajfa-10913	176	60	,	,	PUNCT
ajfa-10913	176	61	1986	1986	NUM
ajfa-10913	176	62	)	)	PUNCT
ajfa-10913	176	63	.	.	PUNCT
ajfa-10913	177	1	we	we	PRON
ajfa-10913	177	2	were	be	AUX
ajfa-10913	177	3	,	,	PUNCT
ajfa-10913	177	4	therefore	therefore	ADV
ajfa-10913	177	5	,	,	PUNCT
ajfa-10913	177	6	able	able	ADJ
ajfa-10913	177	7	to	to	PART
ajfa-10913	177	8	reach	reach	VERB
ajfa-10913	177	9	the	the	DET
ajfa-10913	177	10	conclusion	conclusion	NOUN
ajfa-10913	177	11	that	that	SCONJ
ajfa-10913	177	12	the	the	DET
ajfa-10913	177	13	returns	return	NOUN
ajfa-10913	177	14	series	series	NOUN
ajfa-10913	177	15	of	of	ADP
ajfa-10913	177	16	the	the	DET
ajfa-10913	177	17	jse	jse	PROPN
ajfa-10913	177	18	returns	return	NOUN
ajfa-10913	177	19	were	be	AUX
ajfa-10913	177	20	not	not	PART
ajfa-10913	177	21	normally	normally	ADV
ajfa-10913	177	22	distributed	distribute	VERB
ajfa-10913	177	23	.	.	PUNCT
ajfa-10913	178	1	4.2	4.2	NUM
ajfa-10913	178	2	empirical	empirical	ADJ
ajfa-10913	178	3	results	result	NOUN
ajfa-10913	178	4	from	from	ADP
ajfa-10913	178	5	methodology	methodology	NOUN
ajfa-10913	178	6	from	from	ADP
ajfa-10913	178	7	the	the	DET
ajfa-10913	178	8	above	above	ADJ
ajfa-10913	178	9	series	series	NOUN
ajfa-10913	178	10	of	of	ADP
ajfa-10913	178	11	tests	test	NOUN
ajfa-10913	178	12	it	it	PRON
ajfa-10913	178	13	is	be	AUX
ajfa-10913	178	14	obvious	obvious	ADJ
ajfa-10913	178	15	the	the	DET
ajfa-10913	178	16	return	return	NOUN
ajfa-10913	178	17	series	series	NOUN
ajfa-10913	178	18	of	of	ADP
ajfa-10913	178	19	the	the	DET
ajfa-10913	178	20	jse	jse	PROPN
ajfa-10913	178	21	all	all	DET
ajfa-10913	178	22	share	share	VERB
ajfa-10913	178	23	index	index	NOUN
ajfa-10913	178	24	distribution	distribution	NOUN
ajfa-10913	178	25	shows	show	VERB
ajfa-10913	178	26	marked	mark	VERB
ajfa-10913	178	27	departures	departure	NOUN
ajfa-10913	178	28	from	from	ADP
ajfa-10913	178	29	normality	normality	NOUN
ajfa-10913	178	30	.	.	PUNCT
ajfa-10913	179	1	we	we	PRON
ajfa-10913	179	2	thus	thus	ADV
ajfa-10913	179	3	use	use	VERB
ajfa-10913	179	4	the	the	DET
ajfa-10913	179	5	generalized	generalized	ADJ
ajfa-10913	179	6	lambda	lambda	ADJ
ajfa-10913	179	7	distribution	distribution	NOUN
ajfa-10913	179	8	(	(	PUNCT
ajfa-10913	179	9	gld	gld	NOUN
ajfa-10913	179	10	)	)	PUNCT
ajfa-10913	179	11	to	to	PART
ajfa-10913	179	12	fit	fit	VERB
ajfa-10913	179	13	the	the	DET
ajfa-10913	179	14	entire	entire	ADJ
ajfa-10913	179	15	distribution	distribution	NOUN
ajfa-10913	179	16	the	the	DET
ajfa-10913	179	17	gld	gld	NOUN
ajfa-10913	179	18	not	not	PART
ajfa-10913	179	19	only	only	ADV
ajfa-10913	179	20	models	model	VERB
ajfa-10913	179	21	the	the	DET
ajfa-10913	179	22	tail	tail	NOUN
ajfa-10913	179	23	behaviour	behaviour	NOUN
ajfa-10913	179	24	but	but	CCONJ
ajfa-10913	179	25	also	also	ADV
ajfa-10913	179	26	the	the	DET
ajfa-10913	179	27	entirety	entirety	NOUN
ajfa-10913	179	28	of	of	ADP
ajfa-10913	179	29	the	the	DET
ajfa-10913	179	30	return	return	NOUN
ajfa-10913	179	31	distribution	distribution	NOUN
ajfa-10913	179	32	(	(	PUNCT
ajfa-10913	179	33	pfaff	pfaff	PROPN
ajfa-10913	179	34	,	,	PUNCT
ajfa-10913	179	35	2013	2013	NUM
ajfa-10913	179	36	)	)	PUNCT
ajfa-10913	179	37	.	.	PUNCT
ajfa-10913	180	1	we	we	PRON
ajfa-10913	180	2	used	use	VERB
ajfa-10913	180	3	our	our	PRON
ajfa-10913	180	4	selected	select	VERB
ajfa-10913	180	5	method	method	NOUN
ajfa-10913	180	6	of	of	ADP
ajfa-10913	180	7	moments	moment	NOUN
ajfa-10913	180	8	and	and	CCONJ
ajfa-10913	180	9	maximum	maximum	ADJ
ajfa-10913	180	10	likelihood	likelihood	NOUN
ajfa-10913	180	11	estimation	estimation	NOUN
ajfa-10913	180	12	respectively	respectively	ADV
ajfa-10913	180	13	.	.	PUNCT
ajfa-10913	181	1	4.3	4.3	NUM
ajfa-10913	181	2	method	method	NOUN
ajfa-10913	181	3	of	of	ADP
ajfa-10913	181	4	moments	moment	NOUN
ajfa-10913	181	5	the	the	DET
ajfa-10913	181	6	estimated	estimate	VERB
ajfa-10913	181	7	parameters	parameter	NOUN
ajfa-10913	181	8	of	of	ADP
ajfa-10913	181	9	the	the	DET
ajfa-10913	181	10	generalized	generalized	ADJ
ajfa-10913	181	11	lambda	lambda	ADJ
ajfa-10913	181	12	distribution	distribution	NOUN
ajfa-10913	181	13	using	use	VERB
ajfa-10913	181	14	the	the	DET
ajfa-10913	181	15	method	method	NOUN
ajfa-10913	181	16	of	of	ADP
ajfa-10913	181	17	moments	moment	NOUN
ajfa-10913	181	18	are	be	AUX
ajfa-10913	181	19	shown	show	VERB
ajfa-10913	181	20	in	in	ADP
ajfa-10913	181	21	table	table	NOUN
ajfa-10913	181	22	2	2	NUM
ajfa-10913	181	23	.	.	PUNCT
ajfa-10913	181	24	table	table	NOUN
ajfa-10913	181	25	2	2	NUM
ajfa-10913	181	26	:	:	PUNCT
ajfa-10913	181	27	the	the	DET
ajfa-10913	181	28	four	four	NUM
ajfa-10913	181	29	parameters	parameter	NOUN
ajfa-10913	181	30	gld	gld	PROPN
ajfa-10913	181	31	obtained	obtain	VERB
ajfa-10913	181	32	from	from	ADP
ajfa-10913	181	33	the	the	DET
ajfa-10913	181	34	jse	jse	PROPN
ajfa-10913	181	35	asi	asi	PROPN
ajfa-10913	181	36	returns	return	NOUN
ajfa-10913	181	37	from	from	ADP
ajfa-10913	181	38	january	january	PROPN
ajfa-10913	181	39	,	,	PUNCT
ajfa-10913	181	40	2003	2003	NUM
ajfa-10913	181	41	to	to	ADP
ajfa-10913	181	42	january	january	PROPN
ajfa-10913	181	43	2015	2015	NUM
ajfa-10913	182	1	λ1	λ1	ADJ
ajfa-10913	182	2	λ2	λ2	NOUN
ajfa-10913	183	1	λ3	λ3	PROPN
ajfa-10913	183	2	λ4	λ4	PROPN
ajfa-10913	183	3	0.072966	0.072966	NUM
ajfa-10913	183	4	1.899254	1.899254	NUM
ajfa-10913	183	5	-0.0288	-0.0288	NOUN
ajfa-10913	184	1	0.00986	0.00986	NUM
ajfa-10913	184	2	the	the	DET
ajfa-10913	184	3	parameters	parameter	NOUN
ajfa-10913	184	4	are	be	AUX
ajfa-10913	184	5	the	the	DET
ajfa-10913	184	6	used	used	ADJ
ajfa-10913	184	7	to	to	PART
ajfa-10913	184	8	estimate	estimate	VERB
ajfa-10913	184	9	the	the	DET
ajfa-10913	184	10	moments	moment	NOUN
ajfa-10913	184	11	of	of	ADP
ajfa-10913	184	12	the	the	DET
ajfa-10913	184	13	markets	market	NOUN
ajfa-10913	184	14	returns	return	NOUN
ajfa-10913	184	15	in	in	ADP
ajfa-10913	184	16	table	table	NOUN
ajfa-10913	184	17	3	3	NUM
ajfa-10913	184	18	.	.	PUNCT
ajfa-10913	185	1	-3	-3	INTJ
ajfa-10913	186	1	-2	-2	INTJ
ajfa-10913	187	1	-1	-1	SYM
ajfa-10913	187	2	0	0	NUM
ajfa-10913	188	1	1	1	NUM
ajfa-10913	188	2	2	2	NUM
ajfa-10913	188	3	3	3	NUM
ajfa-10913	188	4	-0	-0	SYM
ajfa-10913	188	5	.0	.0	NUM
ajfa-10913	188	6	4	4	NUM
ajfa-10913	188	7	-0	-0	SYM
ajfa-10913	188	8	.0	.0	NUM
ajfa-10913	188	9	2	2	NUM
ajfa-10913	188	10	0	0	NUM
ajfa-10913	188	11	.	.	PUNCT
ajfa-10913	188	12	00	00	NUM
ajfa-10913	188	13	0	0	NUM
ajfa-10913	188	14	.	.	PUNCT
ajfa-10913	189	1	02	02	NUM
ajfa-10913	189	2	0	0	NUM
ajfa-10913	189	3	.	.	NOUN
ajfa-10913	189	4	04	04	NUM
ajfa-10913	190	1	normal	normal	ADJ
ajfa-10913	190	2	q	q	ADJ
ajfa-10913	190	3	-	-	PUNCT
ajfa-10913	190	4	q	q	ADJ
ajfa-10913	190	5	plot	plot	NOUN
ajfa-10913	190	6	theoretical	theoretical	ADJ
ajfa-10913	190	7	quantiles	quantile	NOUN
ajfa-10913	190	8	s	s	PART
ajfa-10913	190	9	am	be	AUX
ajfa-10913	190	10	pl	pl	PROPN
ajfa-10913	190	11	e	e	X
ajfa-10913	190	12	q	q	PROPN
ajfa-10913	190	13	ua	ua	PROPN
ajfa-10913	190	14	nt	not	PART
ajfa-10913	191	1	ile	ile	PROPN
ajfa-10913	191	2	s	s	PROPN
ajfa-10913	191	3	jse	jse	PROPN
ajfa-10913	191	4	returns	return	VERB
ajfa-10913	191	5	jse	jse	PROPN
ajfa-10913	192	1	d	d	X
ajfa-10913	192	2	en	en	ADP
ajfa-10913	192	3	si	si	PROPN
ajfa-10913	192	4	ty	ty	INTJ
ajfa-10913	192	5	-0.04	-0.04	NUM
ajfa-10913	192	6	-0.02	-0.02	NUM
ajfa-10913	192	7	0.00	0.00	NUM
ajfa-10913	192	8	0.02	0.02	NUM
ajfa-10913	192	9	0.04	0.04	NUM
ajfa-10913	192	10	0	0	NUM
ajfa-10913	192	11	10	10	NUM
ajfa-10913	192	12	20	20	NUM
ajfa-10913	192	13	30	30	NUM
ajfa-10913	192	14	40	40	NUM
ajfa-10913	192	15	50	50	NUM
ajfa-10913	192	16	asian	asian	ADJ
ajfa-10913	192	17	journal	journal	NOUN
ajfa-10913	192	18	of	of	ADP
ajfa-10913	192	19	finance	finance	PROPN
ajfa-10913	192	20	&	&	CCONJ
ajfa-10913	192	21	accounting	accounting	PROPN
ajfa-10913	192	22	issn	issn	PROPN
ajfa-10913	192	23	1946	1946	NUM
ajfa-10913	192	24	-	-	PUNCT
ajfa-10913	192	25	052x	052x	PROPN
ajfa-10913	192	26	2017	2017	NUM
ajfa-10913	192	27	,	,	PUNCT
ajfa-10913	192	28	vol	vol	NOUN
ajfa-10913	192	29	.	.	NOUN
ajfa-10913	192	30	9	9	NUM
ajfa-10913	192	31	,	,	PUNCT
ajfa-10913	192	32	no	no	INTJ
ajfa-10913	192	33	.	.	NOUN
ajfa-10913	192	34	1	1	NUM
ajfa-10913	192	35	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	192	36	238	238	NUM
ajfa-10913	192	37	table	table	NOUN
ajfa-10913	192	38	3	3	NUM
ajfa-10913	192	39	.	.	PUNCT
ajfa-10913	193	1	the	the	DET
ajfa-10913	193	2	four	four	NUM
ajfa-10913	193	3	moments	moment	NOUN
ajfa-10913	193	4	of	of	ADP
ajfa-10913	193	5	gmm	gmm	PROPN
ajfa-10913	193	6	obtained	obtain	VERB
ajfa-10913	193	7	from	from	ADP
ajfa-10913	193	8	the	the	DET
ajfa-10913	193	9	jse	jse	PROPN
ajfa-10913	193	10	asi	asi	PROPN
ajfa-10913	193	11	returns	return	NOUN
ajfa-10913	193	12	from	from	ADP
ajfa-10913	193	13	january	january	PROPN
ajfa-10913	193	14	,	,	PUNCT
ajfa-10913	193	15	2003	2003	NUM
ajfa-10913	193	16	to	to	ADP
ajfa-10913	193	17	january	january	PROPN
ajfa-10913	193	18	2015	2015	NUM
ajfa-10913	193	19	mean	mean	NOUN
ajfa-10913	193	20	variance	variance	NOUN
ajfa-10913	193	21	skewness	skewness	NOUN
ajfa-10913	193	22	kurtosis	kurtosis	VERB
ajfa-10913	193	23	0.0522	0.0522	NUM
ajfa-10913	193	24	0.9453	0.9453	NUM
ajfa-10913	193	25	-0.1701	-0.1701	NOUN
ajfa-10913	193	26	1.4193	1.4193	NUM
ajfa-10913	193	27	these	these	DET
ajfa-10913	193	28	values	value	NOUN
ajfa-10913	193	29	compared	compare	VERB
ajfa-10913	193	30	to	to	ADP
ajfa-10913	193	31	the	the	DET
ajfa-10913	193	32	moments	moment	NOUN
ajfa-10913	193	33	from	from	ADP
ajfa-10913	193	34	the	the	DET
ajfa-10913	193	35	normal	normal	ADJ
ajfa-10913	193	36	distribution	distribution	NOUN
ajfa-10913	193	37	are	be	AUX
ajfa-10913	193	38	almost	almost	ADV
ajfa-10913	193	39	the	the	DET
ajfa-10913	193	40	same	same	ADJ
ajfa-10913	193	41	.	.	PUNCT
ajfa-10913	194	1	however	however	ADV
ajfa-10913	194	2	a	a	DET
ajfa-10913	194	3	test	test	NOUN
ajfa-10913	194	4	of	of	ADP
ajfa-10913	194	5	kolmogorov	kolmogorov	ADJ
ajfa-10913	194	6	-	-	PUNCT
ajfa-10913	194	7	smirnoff	smirnoff	NOUN
ajfa-10913	194	8	distance	distance	NOUN
ajfa-10913	194	9	(	(	PUNCT
ajfa-10913	194	10	d	d	X
ajfa-10913	194	11	)	)	PUNCT
ajfa-10913	194	12	recommended	recommend	VERB
ajfa-10913	194	13	by	by	ADP
ajfa-10913	194	14	su	su	PROPN
ajfa-10913	194	15	(	(	PUNCT
ajfa-10913	194	16	2007b	2007b	NUM
ajfa-10913	194	17	)	)	PUNCT
ajfa-10913	194	18	,	,	PUNCT
ajfa-10913	194	19	gave	give	VERB
ajfa-10913	194	20	the	the	DET
ajfa-10913	194	21	distance	distance	NOUN
ajfa-10913	194	22	d	d	NOUN
ajfa-10913	194	23	=	=	SYM
ajfa-10913	194	24	0.97411	0.97411	NUM
ajfa-10913	194	25	with	with	ADP
ajfa-10913	194	26	a	a	DET
ajfa-10913	194	27	p	p	NOUN
ajfa-10913	194	28	-	-	PUNCT
ajfa-10913	194	29	value	value	NOUN
ajfa-10913	194	30	of	of	ADP
ajfa-10913	194	31	0.1	0.1	NUM
ajfa-10913	194	32	.	.	PUNCT
ajfa-10913	195	1	this	this	DET
ajfa-10913	195	2	test	test	NOUN
ajfa-10913	195	3	has	have	VERB
ajfa-10913	195	4	the	the	DET
ajfa-10913	195	5	null	null	ADJ
ajfa-10913	195	6	hypothesis	hypothesis	NOUN
ajfa-10913	195	7	that	that	PRON
ajfa-10913	195	8	the	the	DET
ajfa-10913	195	9	sample	sample	NOUN
ajfa-10913	195	10	data	datum	NOUN
ajfa-10913	195	11	is	be	AUX
ajfa-10913	195	12	drawn	draw	VERB
ajfa-10913	195	13	from	from	ADP
ajfa-10913	195	14	the	the	DET
ajfa-10913	195	15	same	same	ADJ
ajfa-10913	195	16	distribution	distribution	NOUN
ajfa-10913	195	17	as	as	ADP
ajfa-10913	195	18	the	the	DET
ajfa-10913	195	19	fitted	fit	VERB
ajfa-10913	195	20	distribution	distribution	NOUN
ajfa-10913	195	21	.	.	PUNCT
ajfa-10913	196	1	with	with	ADP
ajfa-10913	196	2	a	a	DET
ajfa-10913	196	3	p	p	NOUN
ajfa-10913	196	4	-	-	PUNCT
ajfa-10913	196	5	value	value	NOUN
ajfa-10913	196	6	of	of	ADP
ajfa-10913	196	7	0.1	0.1	NUM
ajfa-10913	196	8	,	,	PUNCT
ajfa-10913	196	9	we	we	PRON
ajfa-10913	196	10	fail	fail	AUX
ajfa-10913	196	11	reject	reject	VERB
ajfa-10913	196	12	the	the	DET
ajfa-10913	196	13	null	null	ADJ
ajfa-10913	196	14	hypothesis	hypothesis	NOUN
ajfa-10913	196	15	and	and	CCONJ
ajfa-10913	196	16	conclude	conclude	VERB
ajfa-10913	196	17	that	that	SCONJ
ajfa-10913	196	18	the	the	DET
ajfa-10913	196	19	returns	return	NOUN
ajfa-10913	196	20	data	datum	NOUN
ajfa-10913	196	21	came	come	VERB
ajfa-10913	196	22	from	from	ADP
ajfa-10913	196	23	the	the	DET
ajfa-10913	196	24	gld	gld	NOUN
ajfa-10913	196	25	using	use	VERB
ajfa-10913	196	26	the	the	DET
ajfa-10913	196	27	method	method	NOUN
ajfa-10913	196	28	of	of	ADP
ajfa-10913	196	29	moments	moment	NOUN
ajfa-10913	196	30	.	.	PUNCT
ajfa-10913	197	1	4.4	4.4	NUM
ajfa-10913	197	2	maximum	maximum	ADJ
ajfa-10913	197	3	likelihood	likelihood	NOUN
ajfa-10913	197	4	method	method	NOUN
ajfa-10913	197	5	parametrising	parametrise	VERB
ajfa-10913	197	6	the	the	DET
ajfa-10913	197	7	gld	gld	NOUN
ajfa-10913	197	8	using	use	VERB
ajfa-10913	197	9	the	the	DET
ajfa-10913	197	10	maximum	maximum	ADJ
ajfa-10913	197	11	likelihood	likelihood	NOUN
ajfa-10913	197	12	method	method	NOUN
ajfa-10913	197	13	we	we	PRON
ajfa-10913	197	14	get	get	VERB
ajfa-10913	197	15	the	the	DET
ajfa-10913	197	16	values	value	NOUN
ajfa-10913	197	17	as	as	SCONJ
ajfa-10913	197	18	shown	show	VERB
ajfa-10913	197	19	in	in	ADP
ajfa-10913	197	20	the	the	DET
ajfa-10913	197	21	table	table	NOUN
ajfa-10913	197	22	4	4	NUM
ajfa-10913	197	23	.	.	PUNCT
ajfa-10913	197	24	table	table	NOUN
ajfa-10913	197	25	4	4	NUM
ajfa-10913	197	26	.	.	PUNCT
ajfa-10913	198	1	the	the	DET
ajfa-10913	198	2	four	four	NUM
ajfa-10913	198	3	parameters	parameter	NOUN
ajfa-10913	198	4	of	of	ADP
ajfa-10913	198	5	the	the	DET
ajfa-10913	198	6	parameterised	parameterised	ADJ
ajfa-10913	198	7	gld	gld	NOUN
ajfa-10913	198	8	obtained	obtain	VERB
ajfa-10913	198	9	from	from	ADP
ajfa-10913	198	10	the	the	DET
ajfa-10913	198	11	jse	jse	PROPN
ajfa-10913	198	12	asi	asi	PROPN
ajfa-10913	198	13	returns	return	NOUN
ajfa-10913	198	14	from	from	ADP
ajfa-10913	198	15	january	january	PROPN
ajfa-10913	198	16	,	,	PUNCT
ajfa-10913	198	17	2003	2003	NUM
ajfa-10913	198	18	to	to	ADP
ajfa-10913	198	19	january	january	PROPN
ajfa-10913	198	20	2015	2015	NUM
ajfa-10913	199	1	λ1	λ1	ADJ
ajfa-10913	199	2	λ2	λ2	NOUN
ajfa-10913	199	3	λ3	λ3	PROPN
ajfa-10913	199	4	λ4	λ4	PROPN
ajfa-10913	199	5	0.092051	0.092051	NUM
ajfa-10913	199	6	2.037581	2.037581	NUM
ajfa-10913	199	7	-0.0832	-0.0832	NOUN
ajfa-10913	199	8	-0.01676	-0.01676	NOUN
ajfa-10913	199	9	using	use	VERB
ajfa-10913	199	10	these	these	DET
ajfa-10913	199	11	parameters	parameter	NOUN
ajfa-10913	199	12	to	to	PART
ajfa-10913	199	13	compute	compute	VERB
ajfa-10913	199	14	the	the	DET
ajfa-10913	199	15	moments	moment	NOUN
ajfa-10913	199	16	of	of	ADP
ajfa-10913	199	17	the	the	DET
ajfa-10913	199	18	distribution	distribution	NOUN
ajfa-10913	199	19	we	we	PRON
ajfa-10913	199	20	get	get	VERB
ajfa-10913	199	21	table	table	NOUN
ajfa-10913	199	22	5	5	NUM
ajfa-10913	199	23	.	.	PUNCT
ajfa-10913	199	24	table	table	NOUN
ajfa-10913	199	25	5	5	NUM
ajfa-10913	199	26	.	.	PUNCT
ajfa-10913	200	1	the	the	DET
ajfa-10913	200	2	four	four	NUM
ajfa-10913	200	3	moments	moment	NOUN
ajfa-10913	200	4	of	of	ADP
ajfa-10913	200	5	the	the	DET
ajfa-10913	200	6	parameterised	parameterised	ADJ
ajfa-10913	200	7	gld	gld	NOUN
ajfa-10913	200	8	obtained	obtain	VERB
ajfa-10913	200	9	from	from	ADP
ajfa-10913	200	10	the	the	DET
ajfa-10913	200	11	jse	jse	PROPN
ajfa-10913	200	12	asi	asi	PROPN
ajfa-10913	200	13	returns	return	NOUN
ajfa-10913	200	14	from	from	ADP
ajfa-10913	200	15	january	january	PROPN
ajfa-10913	200	16	,	,	PUNCT
ajfa-10913	200	17	2003	2003	NUM
ajfa-10913	200	18	to	to	ADP
ajfa-10913	200	19	january	january	PROPN
ajfa-10913	200	20	2015	2015	NUM
ajfa-10913	200	21	mean	mean	NOUN
ajfa-10913	200	22	variance	variance	NOUN
ajfa-10913	200	23	skewness	skewness	NOUN
ajfa-10913	200	24	kurtosis	kurtosis	VERB
ajfa-10913	200	25	0.055878	0.055878	NUM
ajfa-10913	200	26	0.957247	0.957247	NUM
ajfa-10913	200	27	-0.36028	-0.36028	NOUN
ajfa-10913	200	28	2.520229	2.520229	NUM
ajfa-10913	200	29	a	a	DET
ajfa-10913	200	30	test	test	NOUN
ajfa-10913	200	31	of	of	ADP
ajfa-10913	200	32	goodness	goodness	NOUN
ajfa-10913	200	33	-	-	PUNCT
ajfa-10913	200	34	of	of	ADP
ajfa-10913	200	35	-	-	PUNCT
ajfa-10913	200	36	fit	fit	NOUN
ajfa-10913	200	37	using	use	VERB
ajfa-10913	200	38	the	the	DET
ajfa-10913	200	39	kolmogorov	kolmogorov	ADJ
ajfa-10913	200	40	-	-	PUNCT
ajfa-10913	200	41	smirnoff	smirnoff	NOUN
ajfa-10913	200	42	distance	distance	NOUN
ajfa-10913	200	43	test	test	NOUN
ajfa-10913	200	44	gives	give	VERB
ajfa-10913	200	45	d	d	NOUN
ajfa-10913	200	46	=	=	PUNCT
ajfa-10913	200	47	0.97185	0.97185	NUM
ajfa-10913	200	48	with	with	ADP
ajfa-10913	200	49	a	a	DET
ajfa-10913	200	50	p	p	NOUN
ajfa-10913	200	51	-	-	PUNCT
ajfa-10913	200	52	value	value	NOUN
ajfa-10913	200	53	of	of	ADP
ajfa-10913	200	54	almost	almost	ADV
ajfa-10913	200	55	zero	zero	NUM
ajfa-10913	200	56	which	which	PRON
ajfa-10913	200	57	is	be	AUX
ajfa-10913	200	58	far	far	ADV
ajfa-10913	200	59	the	the	DET
ajfa-10913	200	60	5	5	NUM
ajfa-10913	200	61	%	%	NOUN
ajfa-10913	200	62	level	level	NOUN
ajfa-10913	200	63	of	of	ADP
ajfa-10913	200	64	significance	significance	NOUN
ajfa-10913	200	65	.	.	PUNCT
ajfa-10913	201	1	therefore	therefore	ADV
ajfa-10913	201	2	,	,	PUNCT
ajfa-10913	201	3	we	we	PRON
ajfa-10913	201	4	reject	reject	VERB
ajfa-10913	201	5	the	the	DET
ajfa-10913	201	6	null	null	ADJ
ajfa-10913	201	7	hypothesis	hypothesis	NOUN
ajfa-10913	201	8	that	that	PRON
ajfa-10913	201	9	the	the	DET
ajfa-10913	201	10	sample	sample	NOUN
ajfa-10913	201	11	is	be	AUX
ajfa-10913	201	12	drawn	draw	VERB
ajfa-10913	201	13	from	from	ADP
ajfa-10913	201	14	the	the	DET
ajfa-10913	201	15	gld	gld	NOUN
ajfa-10913	201	16	using	use	VERB
ajfa-10913	201	17	the	the	DET
ajfa-10913	201	18	maximum	maximum	ADJ
ajfa-10913	201	19	likelihood	likelihood	NOUN
ajfa-10913	201	20	method	method	NOUN
ajfa-10913	201	21	.	.	PUNCT
ajfa-10913	202	1	a	a	DET
ajfa-10913	202	2	graphical	graphical	ADJ
ajfa-10913	202	3	plot	plot	NOUN
ajfa-10913	202	4	of	of	ADP
ajfa-10913	202	5	the	the	DET
ajfa-10913	202	6	histograms	histogram	NOUN
ajfa-10913	202	7	for	for	ADP
ajfa-10913	202	8	either	either	DET
ajfa-10913	202	9	method	method	NOUN
ajfa-10913	202	10	of	of	ADP
ajfa-10913	202	11	estimation	estimation	NOUN
ajfa-10913	202	12	is	be	AUX
ajfa-10913	202	13	shown	show	VERB
ajfa-10913	202	14	in	in	ADP
ajfa-10913	202	15	figure	figure	NOUN
ajfa-10913	202	16	4	4	NUM
ajfa-10913	202	17	and	and	CCONJ
ajfa-10913	202	18	figure	figure	VERB
ajfa-10913	202	19	5	5	NUM
ajfa-10913	202	20	.	.	PUNCT
ajfa-10913	202	21	asian	asian	ADJ
ajfa-10913	202	22	journal	journal	PROPN
ajfa-10913	202	23	of	of	ADP
ajfa-10913	202	24	finance	finance	PROPN
ajfa-10913	202	25	&	&	CCONJ
ajfa-10913	202	26	accounting	accounting	PROPN
ajfa-10913	202	27	issn	issn	PROPN
ajfa-10913	202	28	1946	1946	NUM
ajfa-10913	202	29	-	-	PUNCT
ajfa-10913	202	30	052x	052x	PROPN
ajfa-10913	202	31	2017	2017	NUM
ajfa-10913	202	32	,	,	PUNCT
ajfa-10913	202	33	vol	vol	NOUN
ajfa-10913	202	34	.	.	NOUN
ajfa-10913	203	1	9	9	NUM
ajfa-10913	203	2	,	,	PUNCT
ajfa-10913	203	3	no	no	INTJ
ajfa-10913	203	4	.	.	NOUN
ajfa-10913	203	5	1	1	NUM
ajfa-10913	203	6	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	203	7	239	239	NUM
ajfa-10913	203	8	figure	figure	NOUN
ajfa-10913	203	9	4	4	NUM
ajfa-10913	203	10	.	.	PUNCT
ajfa-10913	204	1	a	a	DET
ajfa-10913	204	2	histogram	histogram	NOUN
ajfa-10913	204	3	of	of	ADP
ajfa-10913	204	4	the	the	DET
ajfa-10913	204	5	jse	jse	PROPN
ajfa-10913	204	6	asi	asi	PROPN
ajfa-10913	204	7	returns	return	NOUN
ajfa-10913	204	8	from	from	ADP
ajfa-10913	204	9	january	january	PROPN
ajfa-10913	204	10	,	,	PUNCT
ajfa-10913	204	11	2003	2003	NUM
ajfa-10913	204	12	to	to	ADP
ajfa-10913	204	13	january	january	PROPN
ajfa-10913	204	14	2015	2015	NUM
ajfa-10913	204	15	obtained	obtain	VERB
ajfa-10913	204	16	by	by	ADP
ajfa-10913	204	17	mm	mm	NUM
ajfa-10913	204	18	figure	figure	NOUN
ajfa-10913	204	19	5	5	NUM
ajfa-10913	204	20	.	.	PUNCT
ajfa-10913	205	1	a	a	DET
ajfa-10913	205	2	histogram	histogram	NOUN
ajfa-10913	205	3	of	of	ADP
ajfa-10913	205	4	the	the	DET
ajfa-10913	205	5	jse	jse	PROPN
ajfa-10913	205	6	asi	asi	PROPN
ajfa-10913	205	7	returns	return	NOUN
ajfa-10913	205	8	from	from	ADP
ajfa-10913	205	9	january	january	PROPN
ajfa-10913	205	10	,	,	PUNCT
ajfa-10913	205	11	2003	2003	NUM
ajfa-10913	205	12	to	to	ADP
ajfa-10913	205	13	january	january	PROPN
ajfa-10913	205	14	2015	2015	NUM
ajfa-10913	205	15	obtained	obtain	VERB
ajfa-10913	205	16	by	by	ADP
ajfa-10913	205	17	mle	mle	NOUN
ajfa-10913	205	18	from	from	ADP
ajfa-10913	205	19	figure	figure	NOUN
ajfa-10913	205	20	4	4	NUM
ajfa-10913	205	21	and	and	CCONJ
ajfa-10913	205	22	figure	figure	VERB
ajfa-10913	205	23	5	5	NUM
ajfa-10913	205	24	it	it	PRON
ajfa-10913	205	25	is	be	AUX
ajfa-10913	205	26	clear	clear	ADJ
ajfa-10913	205	27	that	that	SCONJ
ajfa-10913	205	28	using	use	VERB
ajfa-10913	205	29	the	the	DET
ajfa-10913	205	30	gld	gld	NOUN
ajfa-10913	205	31	with	with	ADP
ajfa-10913	205	32	the	the	DET
ajfa-10913	205	33	method	method	NOUN
ajfa-10913	205	34	of	of	ADP
ajfa-10913	205	35	moments	moment	NOUN
ajfa-10913	205	36	gave	give	VERB
ajfa-10913	205	37	a	a	DET
ajfa-10913	205	38	histogram	histogram	NOUN
ajfa-10913	205	39	that	that	PRON
ajfa-10913	205	40	closely	closely	ADV
ajfa-10913	205	41	described	describe	VERB
ajfa-10913	205	42	the	the	DET
ajfa-10913	205	43	entire	entire	ADJ
ajfa-10913	205	44	distribution	distribution	NOUN
ajfa-10913	205	45	.	.	PUNCT
ajfa-10913	206	1	though	though	SCONJ
ajfa-10913	206	2	the	the	DET
ajfa-10913	206	3	maximum	maximum	ADJ
ajfa-10913	206	4	likelihood	likelihood	NOUN
ajfa-10913	206	5	method	method	NOUN
ajfa-10913	206	6	fairly	fairly	ADV
ajfa-10913	206	7	described	describe	VERB
ajfa-10913	206	8	the	the	DET
ajfa-10913	206	9	data	datum	NOUN
ajfa-10913	206	10	,	,	PUNCT
ajfa-10913	206	11	it	it	PRON
ajfa-10913	206	12	comes	come	VERB
ajfa-10913	206	13	at	at	ADP
ajfa-10913	206	14	a	a	DET
ajfa-10913	206	15	further	further	ADJ
ajfa-10913	206	16	computational	computational	ADJ
ajfa-10913	206	17	effort	effort	NOUN
ajfa-10913	206	18	making	make	VERB
ajfa-10913	206	19	the	the	DET
ajfa-10913	206	20	method	method	NOUN
ajfa-10913	206	21	of	of	ADP
ajfa-10913	206	22	moments	moment	NOUN
ajfa-10913	206	23	more	more	ADV
ajfa-10913	206	24	suitable	suitable	ADJ
ajfa-10913	206	25	for	for	ADP
ajfa-10913	206	26	the	the	DET
ajfa-10913	206	27	estimation	estimation	NOUN
ajfa-10913	206	28	period	period	NOUN
ajfa-10913	206	29	.	.	PUNCT
ajfa-10913	207	1	5	5	X
ajfa-10913	207	2	.	.	X
ajfa-10913	207	3	conclusions	conclusion	NOUN
ajfa-10913	207	4	measuring	measure	VERB
ajfa-10913	207	5	volatility	volatility	NOUN
ajfa-10913	207	6	accurately	accurately	ADV
ajfa-10913	207	7	has	have	AUX
ajfa-10913	207	8	become	become	VERB
ajfa-10913	207	9	the	the	DET
ajfa-10913	207	10	preoccupation	preoccupation	NOUN
ajfa-10913	207	11	of	of	ADP
ajfa-10913	207	12	financial	financial	ADJ
ajfa-10913	207	13	institutions	institution	NOUN
ajfa-10913	207	14	as	as	SCONJ
ajfa-10913	207	15	it	it	PRON
ajfa-10913	207	16	determines	determine	VERB
ajfa-10913	207	17	their	their	PRON
ajfa-10913	207	18	survival	survival	NOUN
ajfa-10913	207	19	in	in	ADP
ajfa-10913	207	20	increasingly	increasingly	ADV
ajfa-10913	207	21	turbulent	turbulent	ADJ
ajfa-10913	207	22	markets	market	NOUN
ajfa-10913	207	23	.	.	PUNCT
ajfa-10913	208	1	for	for	ADP
ajfa-10913	208	2	tail	tail	NOUN
ajfa-10913	208	3	risk	risk	NOUN
ajfa-10913	208	4	measures	measure	NOUN
ajfa-10913	208	5	like	like	ADP
ajfa-10913	208	6	value	value	NOUN
ajfa-10913	208	7	-	-	PUNCT
ajfa-10913	208	8	at	at	ADP
ajfa-10913	208	9	-	-	PUNCT
ajfa-10913	208	10	risk	risk	NOUN
ajfa-10913	208	11	(	(	PUNCT
ajfa-10913	208	12	var	var	NOUN
ajfa-10913	208	13	)	)	PUNCT
ajfa-10913	208	14	and	and	CCONJ
ajfa-10913	208	15	expected	expect	VERB
ajfa-10913	208	16	tail	tail	NOUN
ajfa-10913	208	17	loss	loss	NOUN
ajfa-10913	208	18	(	(	PUNCT
ajfa-10913	208	19	etl	etl	NOUN
ajfa-10913	208	20	)	)	PUNCT
ajfa-10913	208	21	,	,	PUNCT
ajfa-10913	208	22	the	the	DET
ajfa-10913	208	23	correct	correct	ADJ
ajfa-10913	208	24	distribution	distribution	NOUN
ajfa-10913	208	25	of	of	ADP
ajfa-10913	208	26	the	the	DET
ajfa-10913	208	27	data	data	NOUN
ajfa-10913	208	28	is	be	AUX
ajfa-10913	208	29	a	a	DET
ajfa-10913	208	30	first	first	ADJ
ajfa-10913	208	31	method	method	NOUN
ajfa-10913	208	32	of	of	ADP
ajfa-10913	208	33	moments	moment	NOUN
ajfa-10913	208	34	fit	fit	ADJ
ajfa-10913	208	35	returns	return	NOUN
ajfa-10913	208	36	d	d	X
ajfa-10913	208	37	en	en	X
ajfa-10913	208	38	si	si	INTJ
ajfa-10913	209	1	ty	ty	INTJ
ajfa-10913	209	2	-4	-4	INTJ
ajfa-10913	210	1	-2	-2	NOUN
ajfa-10913	210	2	0	0	NUM
ajfa-10913	210	3	2	2	NUM
ajfa-10913	210	4	4	4	NUM
ajfa-10913	210	5	0	0	NUM
ajfa-10913	210	6	.	.	NOUN
ajfa-10913	210	7	0	0	NUM
ajfa-10913	211	1	0	0	NUM
ajfa-10913	211	2	.	.	NOUN
ajfa-10913	212	1	1	1	NUM
ajfa-10913	212	2	0	0	NUM
ajfa-10913	212	3	.	.	NOUN
ajfa-10913	212	4	2	2	NUM
ajfa-10913	212	5	0	0	NUM
ajfa-10913	212	6	.	.	NOUN
ajfa-10913	212	7	3	3	NUM
ajfa-10913	212	8	0	0	NUM
ajfa-10913	212	9	.	.	NOUN
ajfa-10913	213	1	4	4	NUM
ajfa-10913	213	2	0	0	NUM
ajfa-10913	213	3	.	.	NOUN
ajfa-10913	213	4	5	5	NUM
ajfa-10913	213	5	method	method	NOUN
ajfa-10913	213	6	of	of	ADP
ajfa-10913	213	7	maximum	maximum	ADJ
ajfa-10913	213	8	likelihood	likelihood	NOUN
ajfa-10913	213	9	jse	jse	PROPN
ajfa-10913	213	10	returns	return	VERB
ajfa-10913	213	11	d	d	X
ajfa-10913	213	12	en	en	INTJ
ajfa-10913	213	13	si	si	X
ajfa-10913	214	1	ty	ty	INTJ
ajfa-10913	214	2	-4	-4	INTJ
ajfa-10913	215	1	-2	-2	NOUN
ajfa-10913	215	2	0	0	NUM
ajfa-10913	215	3	2	2	NUM
ajfa-10913	215	4	4	4	NUM
ajfa-10913	215	5	0	0	NUM
ajfa-10913	215	6	.	.	NOUN
ajfa-10913	215	7	0	0	NUM
ajfa-10913	216	1	0	0	NUM
ajfa-10913	216	2	.	.	NOUN
ajfa-10913	217	1	1	1	NUM
ajfa-10913	217	2	0	0	NUM
ajfa-10913	217	3	.	.	NOUN
ajfa-10913	217	4	2	2	NUM
ajfa-10913	217	5	0	0	NUM
ajfa-10913	217	6	.	.	NOUN
ajfa-10913	217	7	3	3	NUM
ajfa-10913	217	8	0	0	NUM
ajfa-10913	217	9	.	.	NOUN
ajfa-10913	217	10	4	4	NUM
ajfa-10913	217	11	0	0	NUM
ajfa-10913	217	12	.	.	NOUN
ajfa-10913	217	13	5	5	NUM
ajfa-10913	217	14	asian	asian	ADJ
ajfa-10913	217	15	journal	journal	NOUN
ajfa-10913	217	16	of	of	ADP
ajfa-10913	217	17	finance	finance	PROPN
ajfa-10913	217	18	&	&	CCONJ
ajfa-10913	217	19	accounting	accounting	PROPN
ajfa-10913	217	20	issn	issn	PROPN
ajfa-10913	217	21	1946	1946	NUM
ajfa-10913	217	22	-	-	PUNCT
ajfa-10913	217	23	052x	052x	PROPN
ajfa-10913	217	24	2017	2017	NUM
ajfa-10913	217	25	,	,	PUNCT
ajfa-10913	217	26	vol	vol	NOUN
ajfa-10913	217	27	.	.	NOUN
ajfa-10913	218	1	9	9	NUM
ajfa-10913	218	2	,	,	PUNCT
ajfa-10913	218	3	no	no	INTJ
ajfa-10913	218	4	.	.	NOUN
ajfa-10913	218	5	1	1	NUM
ajfa-10913	218	6	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	218	7	240	240	NUM
ajfa-10913	218	8	step	step	NOUN
ajfa-10913	218	9	.	.	PUNCT
ajfa-10913	219	1	markets	market	NOUN
ajfa-10913	219	2	have	have	AUX
ajfa-10913	219	3	swung	swing	VERB
ajfa-10913	219	4	from	from	ADP
ajfa-10913	219	5	end	end	NOUN
ajfa-10913	219	6	to	to	ADP
ajfa-10913	219	7	end	end	NOUN
ajfa-10913	219	8	on	on	ADP
ajfa-10913	219	9	the	the	DET
ajfa-10913	219	10	volatility	volatility	NOUN
ajfa-10913	219	11	spectrum	spectrum	NOUN
ajfa-10913	219	12	so	so	ADV
ajfa-10913	219	13	violently	violently	ADV
ajfa-10913	219	14	that	that	SCONJ
ajfa-10913	219	15	the	the	DET
ajfa-10913	219	16	normal	normal	ADJ
ajfa-10913	219	17	distribution	distribution	NOUN
ajfa-10913	219	18	no	no	ADV
ajfa-10913	219	19	longer	long	ADV
ajfa-10913	219	20	accurately	accurately	ADV
ajfa-10913	219	21	describes	describe	VERB
ajfa-10913	219	22	the	the	DET
ajfa-10913	219	23	entire	entire	ADJ
ajfa-10913	219	24	distribution	distribution	NOUN
ajfa-10913	219	25	nor	nor	CCONJ
ajfa-10913	219	26	gives	give	VERB
ajfa-10913	219	27	the	the	DET
ajfa-10913	219	28	correct	correct	ADJ
ajfa-10913	219	29	quantiles	quantile	NOUN
ajfa-10913	219	30	in	in	ADP
ajfa-10913	219	31	the	the	DET
ajfa-10913	219	32	tails	tail	NOUN
ajfa-10913	219	33	for	for	ADP
ajfa-10913	219	34	risk	risk	NOUN
ajfa-10913	219	35	management	management	NOUN
ajfa-10913	219	36	purposes	purpose	NOUN
ajfa-10913	219	37	.	.	PUNCT
ajfa-10913	220	1	we	we	PRON
ajfa-10913	220	2	have	have	AUX
ajfa-10913	220	3	demonstrated	demonstrate	VERB
ajfa-10913	220	4	the	the	DET
ajfa-10913	220	5	use	use	NOUN
ajfa-10913	220	6	of	of	ADP
ajfa-10913	220	7	the	the	DET
ajfa-10913	220	8	generalized	generalized	ADJ
ajfa-10913	220	9	lambda	lambda	ADJ
ajfa-10913	220	10	distribution	distribution	NOUN
ajfa-10913	220	11	as	as	ADP
ajfa-10913	220	12	an	an	DET
ajfa-10913	220	13	alternative	alternative	NOUN
ajfa-10913	220	14	using	use	VERB
ajfa-10913	220	15	the	the	DET
ajfa-10913	220	16	method	method	NOUN
ajfa-10913	220	17	of	of	ADP
ajfa-10913	220	18	moments	moment	NOUN
ajfa-10913	220	19	and	and	CCONJ
ajfa-10913	220	20	maximum	maximum	ADJ
ajfa-10913	220	21	likelihood	likelihood	NOUN
ajfa-10913	220	22	estimates	estimate	NOUN
ajfa-10913	220	23	in	in	ADP
ajfa-10913	220	24	modeling	model	VERB
ajfa-10913	220	25	the	the	DET
ajfa-10913	220	26	return	return	NOUN
ajfa-10913	220	27	series	series	NOUN
ajfa-10913	220	28	of	of	ADP
ajfa-10913	220	29	the	the	DET
ajfa-10913	220	30	jse	jse	PROPN
ajfa-10913	220	31	all	all	DET
ajfa-10913	220	32	share	share	VERB
ajfa-10913	220	33	index	index	NOUN
ajfa-10913	220	34	.	.	PUNCT
ajfa-10913	221	1	overall	overall	ADV
ajfa-10913	221	2	both	both	CCONJ
ajfa-10913	221	3	the	the	DET
ajfa-10913	221	4	method	method	NOUN
ajfa-10913	221	5	of	of	ADP
ajfa-10913	221	6	moments	moment	NOUN
ajfa-10913	221	7	and	and	CCONJ
ajfa-10913	221	8	maximum	maximum	ADJ
ajfa-10913	221	9	likelihood	likelihood	NOUN
ajfa-10913	221	10	methods	method	NOUN
ajfa-10913	221	11	describe	describe	VERB
ajfa-10913	221	12	fairly	fairly	ADV
ajfa-10913	221	13	accurately	accurately	ADV
ajfa-10913	221	14	the	the	DET
ajfa-10913	221	15	distribution	distribution	NOUN
ajfa-10913	221	16	of	of	ADP
ajfa-10913	221	17	the	the	DET
ajfa-10913	221	18	returns	return	NOUN
ajfa-10913	221	19	.	.	PUNCT
ajfa-10913	222	1	however	however	ADV
ajfa-10913	222	2	,	,	PUNCT
ajfa-10913	222	3	the	the	DET
ajfa-10913	222	4	method	method	NOUN
ajfa-10913	222	5	of	of	ADP
ajfa-10913	222	6	moments	moment	NOUN
ajfa-10913	222	7	with	with	ADP
ajfa-10913	222	8	the	the	DET
ajfa-10913	222	9	kolmogorov	kolmogorov	ADJ
ajfa-10913	222	10	-	-	PUNCT
ajfa-10913	222	11	smirnoff	smirnoff	NOUN
ajfa-10913	222	12	distance	distance	NOUN
ajfa-10913	222	13	good	good	ADJ
ajfa-10913	222	14	-	-	PUNCT
ajfa-10913	222	15	of	of	ADP
ajfa-10913	222	16	-	-	PUNCT
ajfa-10913	222	17	fit	fit	ADJ
ajfa-10913	222	18	statistics	statistic	NOUN
ajfa-10913	222	19	and	and	CCONJ
ajfa-10913	222	20	the	the	DET
ajfa-10913	222	21	quantile	quantile	NOUN
ajfa-10913	222	22	-	-	PUNCT
ajfa-10913	222	23	quantile	quantile	NOUN
ajfa-10913	222	24	graph	graph	NOUN
ajfa-10913	222	25	provides	provide	VERB
ajfa-10913	222	26	a	a	DET
ajfa-10913	222	27	better	well	ADJ
ajfa-10913	222	28	fit	fit	NOUN
ajfa-10913	222	29	to	to	ADP
ajfa-10913	222	30	the	the	DET
ajfa-10913	222	31	data	datum	NOUN
ajfa-10913	222	32	.	.	PUNCT
ajfa-10913	223	1	we	we	PRON
ajfa-10913	223	2	have	have	AUX
ajfa-10913	223	3	provided	provide	VERB
ajfa-10913	223	4	a	a	DET
ajfa-10913	223	5	basis	basis	NOUN
ajfa-10913	223	6	for	for	ADP
ajfa-10913	223	7	estimating	estimate	VERB
ajfa-10913	223	8	the	the	DET
ajfa-10913	223	9	tail	tail	NOUN
ajfa-10913	223	10	events	event	NOUN
ajfa-10913	223	11	useful	useful	ADJ
ajfa-10913	223	12	in	in	ADP
ajfa-10913	223	13	risk	risk	NOUN
ajfa-10913	223	14	and	and	CCONJ
ajfa-10913	223	15	portfolio	portfolio	NOUN
ajfa-10913	223	16	management	management	NOUN
ajfa-10913	223	17	on	on	ADP
ajfa-10913	223	18	the	the	DET
ajfa-10913	223	19	johannesburg	johannesburg	PROPN
ajfa-10913	223	20	stock	stock	PROPN
ajfa-10913	223	21	exchange	exchange	PROPN
ajfa-10913	223	22	.	.	PUNCT
ajfa-10913	224	1	references	reference	NOUN
ajfa-10913	224	2	andrews	andrews	PROPN
ajfa-10913	224	3	,	,	PUNCT
ajfa-10913	224	4	d.	d.	PROPN
ajfa-10913	224	5	w.	w.	PROPN
ajfa-10913	224	6	k.	k.	PROPN
ajfa-10913	224	7	(	(	PUNCT
ajfa-10913	224	8	1991	1991	NUM
ajfa-10913	224	9	)	)	PUNCT
ajfa-10913	224	10	.	.	PUNCT
ajfa-10913	225	1	heteroskedasticity	heteroskedasticity	NOUN
ajfa-10913	225	2	and	and	CCONJ
ajfa-10913	225	3	autocorrelation	autocorrelation	NOUN
ajfa-10913	225	4	consistent	consistent	ADJ
ajfa-10913	225	5	covariance	covariance	NOUN
ajfa-10913	225	6	matrix	matrix	NOUN
ajfa-10913	225	7	estimation	estimation	NOUN
ajfa-10913	225	8	.	.	PUNCT
ajfa-10913	226	1	econometrica	econometrica	PROPN
ajfa-10913	226	2	,	,	PUNCT
ajfa-10913	226	3	59(3	59(3	NUM
ajfa-10913	226	4	)	)	PUNCT
ajfa-10913	226	5	,	,	PUNCT
ajfa-10913	226	6	817	817	NUM
ajfa-10913	226	7	-	-	SYM
ajfa-10913	226	8	858	858	NUM
ajfa-10913	226	9	.	.	PUNCT
ajfa-10913	227	1	https://doi.org/10.2307/2938229	https://doi.org/10.2307/2938229	PROPN
ajfa-10913	227	2	assoe	assoe	PROPN
ajfa-10913	227	3	,	,	PUNCT
ajfa-10913	227	4	k.	k.	PROPN
ajfa-10913	227	5	(	(	PUNCT
ajfa-10913	227	6	1998	1998	NUM
ajfa-10913	227	7	)	)	PUNCT
ajfa-10913	227	8	.	.	PUNCT
ajfa-10913	228	1	regime	regime	NOUN
ajfa-10913	228	2	-	-	PUNCT
ajfa-10913	228	3	switching	switch	VERB
ajfa-10913	228	4	in	in	ADP
ajfa-10913	228	5	emerging	emerge	VERB
ajfa-10913	228	6	stock	stock	NOUN
ajfa-10913	228	7	market	market	NOUN
ajfa-10913	228	8	returns	return	NOUN
ajfa-10913	229	1	(	(	PUNCT
ajfa-10913	229	2	ssrn	ssrn	PROPN
ajfa-10913	229	3	scholarly	scholarly	ADJ
ajfa-10913	229	4	paper	paper	NOUN
ajfa-10913	229	5	no	no	INTJ
ajfa-10913	229	6	.	.	PUNCT
ajfa-10913	230	1	i	i	PRON
ajfa-10913	230	2	d	d	PROPN
ajfa-10913	230	3	2631519	2631519	NUM
ajfa-10913	230	4	)	)	PUNCT
ajfa-10913	230	5	.	.	PUNCT
ajfa-10913	231	1	rochester	rochester	PROPN
ajfa-10913	231	2	,	,	PUNCT
ajfa-10913	231	3	ny	ny	PROPN
ajfa-10913	231	4	:	:	PUNCT
ajfa-10913	231	5	social	social	ADJ
ajfa-10913	231	6	science	science	NOUN
ajfa-10913	231	7	research	research	NOUN
ajfa-10913	231	8	network	network	NOUN
ajfa-10913	231	9	.	.	PUNCT
ajfa-10913	232	1	retrieved	retrieve	VERB
ajfa-10913	232	2	from	from	ADP
ajfa-10913	232	3	http://papers.ssrn.com/abstract=2631519	http://papers.ssrn.com/abstract=2631519	ADJ
ajfa-10913	232	4	bagnold	bagnold	VERB
ajfa-10913	232	5	,	,	PUNCT
ajfa-10913	232	6	r.	r.	PROPN
ajfa-10913	232	7	a.	a.	PROPN
ajfa-10913	232	8	(	(	PUNCT
ajfa-10913	232	9	1941	1941	NUM
ajfa-10913	232	10	)	)	PUNCT
ajfa-10913	232	11	.	.	PUNCT
ajfa-10913	233	1	the	the	DET
ajfa-10913	233	2	physics	physics	PROPN
ajfa-10913	233	3	of	of	ADP
ajfa-10913	233	4	wind	wind	NOUN
ajfa-10913	233	5	blown	blow	VERB
ajfa-10913	233	6	sand	sand	NOUN
ajfa-10913	233	7	and	and	CCONJ
ajfa-10913	233	8	desert	desert	NOUN
ajfa-10913	233	9	dunes	dune	NOUN
ajfa-10913	233	10	.	.	PUNCT
ajfa-10913	234	1	methuen	methuen	PROPN
ajfa-10913	234	2	,	,	PUNCT
ajfa-10913	234	3	london	london	PROPN
ajfa-10913	234	4	,	,	PUNCT
ajfa-10913	234	5	265(10	265(10	NUM
ajfa-10913	234	6	)	)	PUNCT
ajfa-10913	234	7	.	.	PUNCT
ajfa-10913	235	1	barndorff	barndorff	PROPN
ajfa-10913	235	2	-	-	PUNCT
ajfa-10913	235	3	nielsen	nielsen	PROPN
ajfa-10913	235	4	,	,	PUNCT
ajfa-10913	235	5	o.	o.	PROPN
ajfa-10913	235	6	,	,	PUNCT
ajfa-10913	235	7	blaesild	blaesild	VERB
ajfa-10913	235	8	,	,	PUNCT
ajfa-10913	235	9	p.	p.	NOUN
ajfa-10913	235	10	,	,	PUNCT
ajfa-10913	235	11	&	&	CCONJ
ajfa-10913	235	12	halgreen	halgreen	PROPN
ajfa-10913	235	13	,	,	PUNCT
ajfa-10913	235	14	c.	c.	PROPN
ajfa-10913	235	15	(	(	PUNCT
ajfa-10913	235	16	1978	1978	NUM
ajfa-10913	235	17	)	)	PUNCT
ajfa-10913	235	18	.	.	PUNCT
ajfa-10913	236	1	first	first	ADV
ajfa-10913	236	2	hitting	hit	VERB
ajfa-10913	236	3	time	time	NOUN
ajfa-10913	236	4	models	model	NOUN
ajfa-10913	236	5	for	for	ADP
ajfa-10913	236	6	the	the	DET
ajfa-10913	236	7	generalized	generalized	ADJ
ajfa-10913	236	8	inverse	inverse	NOUN
ajfa-10913	236	9	gaussian	gaussian	ADJ
ajfa-10913	236	10	distribution	distribution	NOUN
ajfa-10913	236	11	.	.	PUNCT
ajfa-10913	237	1	stochastic	stochastic	ADJ
ajfa-10913	237	2	processes	process	NOUN
ajfa-10913	237	3	and	and	CCONJ
ajfa-10913	237	4	their	their	PRON
ajfa-10913	237	5	applications	application	NOUN
ajfa-10913	237	6	,	,	PUNCT
ajfa-10913	237	7	7(1	7(1	NUM
ajfa-10913	237	8	)	)	PUNCT
ajfa-10913	237	9	,	,	PUNCT
ajfa-10913	237	10	49	49	NUM
ajfa-10913	237	11	-	-	SYM
ajfa-10913	237	12	54	54	NUM
ajfa-10913	237	13	.	.	PUNCT
ajfa-10913	238	1	https://doi.org/10.1016/0304-4149(78)90036-4	https://doi.org/10.1016/0304-4149(78)90036-4	PROPN
ajfa-10913	238	2	barndorff	barndorff	PROPN
ajfa-10913	238	3	-	-	PUNCT
ajfa-10913	238	4	nielsen	nielsen	PROPN
ajfa-10913	238	5	,	,	PUNCT
ajfa-10913	238	6	o.	o.	PROPN
ajfa-10913	238	7	e.	e.	PROPN
ajfa-10913	238	8	,	,	PUNCT
ajfa-10913	238	9	&	&	CCONJ
ajfa-10913	238	10	shephard	shephard	PROPN
ajfa-10913	238	11	,	,	PUNCT
ajfa-10913	238	12	n.	n.	PROPN
ajfa-10913	238	13	(	(	PUNCT
ajfa-10913	238	14	1998	1998	NUM
ajfa-10913	238	15	)	)	PUNCT
ajfa-10913	238	16	.	.	PUNCT
ajfa-10913	239	1	aggregation	aggregation	NOUN
ajfa-10913	239	2	and	and	CCONJ
ajfa-10913	239	3	model	model	NOUN
ajfa-10913	239	4	construction	construction	NOUN
ajfa-10913	239	5	for	for	ADP
ajfa-10913	239	6	volatility	volatility	NOUN
ajfa-10913	239	7	models	model	NOUN
ajfa-10913	239	8	.	.	PUNCT
ajfa-10913	240	1	nuffield	nuffield	PROPN
ajfa-10913	240	2	college	college	PROPN
ajfa-10913	240	3	.	.	PUNCT
ajfa-10913	241	1	retrieved	retrieve	VERB
ajfa-10913	241	2	from	from	ADP
ajfa-10913	241	3	http://www.nuff.ox.ac.uk/economics/papers/1998/w7/econ.pdf	http://www.nuff.ox.ac.uk/economics/papers/1998/w7/econ.pdf	ADJ
ajfa-10913	241	4	barndorff	barndorff	PROPN
ajfa-10913	241	5	-	-	PUNCT
ajfa-10913	241	6	nielsen	nielsen	PROPN
ajfa-10913	241	7	,	,	PUNCT
ajfa-10913	241	8	o.	o.	PROPN
ajfa-10913	241	9	,	,	PUNCT
ajfa-10913	241	10	&	&	CCONJ
ajfa-10913	241	11	halgreen	halgreen	PROPN
ajfa-10913	241	12	,	,	PUNCT
ajfa-10913	241	13	c.	c.	PROPN
ajfa-10913	241	14	(	(	PUNCT
ajfa-10913	241	15	1977	1977	NUM
ajfa-10913	241	16	)	)	PUNCT
ajfa-10913	241	17	.	.	PUNCT
ajfa-10913	242	1	infinite	infinite	ADJ
ajfa-10913	242	2	divisibility	divisibility	NOUN
ajfa-10913	242	3	of	of	ADP
ajfa-10913	242	4	the	the	DET
ajfa-10913	242	5	hyperbolic	hyperbolic	ADJ
ajfa-10913	242	6	and	and	CCONJ
ajfa-10913	242	7	generalized	generalized	ADJ
ajfa-10913	242	8	inverse	inverse	NOUN
ajfa-10913	242	9	gaussian	gaussian	NOUN
ajfa-10913	242	10	distributions	distribution	NOUN
ajfa-10913	242	11	.	.	PUNCT
ajfa-10913	243	1	zeitschrift	zeitschrift	NOUN
ajfa-10913	243	2	für	für	PROPN
ajfa-10913	243	3	wahrscheinlichkeitstheorie	wahrscheinlichkeitstheorie	PROPN
ajfa-10913	243	4	und	und	PROPN
ajfa-10913	243	5	verwandte	verwandte	PROPN
ajfa-10913	243	6	gebiete	gebiete	NOUN
ajfa-10913	243	7	,	,	PUNCT
ajfa-10913	243	8	38(4	38(4	NUM
ajfa-10913	243	9	)	)	PUNCT
ajfa-10913	243	10	,	,	PUNCT
ajfa-10913	243	11	309	309	NUM
ajfa-10913	243	12	-	-	SYM
ajfa-10913	243	13	311	311	NUM
ajfa-10913	243	14	.	.	PUNCT
ajfa-10913	244	1	https://doi.org/10.1007/bf00533162	https://doi.org/10.1007/bf00533162	PUNCT
ajfa-10913	244	2	baum	baum	PROPN
ajfa-10913	244	3	,	,	PUNCT
ajfa-10913	244	4	c.	c.	PROPN
ajfa-10913	244	5	f.	f.	PROPN
ajfa-10913	244	6	,	,	PUNCT
ajfa-10913	244	7	schaffer	schaffer	PROPN
ajfa-10913	244	8	,	,	PUNCT
ajfa-10913	244	9	m.	m.	PROPN
ajfa-10913	244	10	e.	e.	PROPN
ajfa-10913	244	11	,	,	PUNCT
ajfa-10913	244	12	&	&	CCONJ
ajfa-10913	244	13	stillman	stillman	PROPN
ajfa-10913	244	14	,	,	PUNCT
ajfa-10913	244	15	s.	s.	PROPN
ajfa-10913	244	16	(	(	PUNCT
ajfa-10913	244	17	2003	2003	NUM
ajfa-10913	244	18	)	)	PUNCT
ajfa-10913	244	19	.	.	PUNCT
ajfa-10913	245	1	instrumental	instrumental	ADJ
ajfa-10913	245	2	variables	variable	NOUN
ajfa-10913	245	3	and	and	CCONJ
ajfa-10913	245	4	gmm	gmm	PROPN
ajfa-10913	245	5	:	:	PUNCT
ajfa-10913	245	6	estimation	estimation	NOUN
ajfa-10913	245	7	and	and	CCONJ
ajfa-10913	245	8	testing	testing	NOUN
ajfa-10913	245	9	.	.	PUNCT
ajfa-10913	246	1	stata	stata	PROPN
ajfa-10913	246	2	journal	journal	PROPN
ajfa-10913	246	3	,	,	PUNCT
ajfa-10913	246	4	3(1	3(1	NUM
ajfa-10913	246	5	)	)	PUNCT
ajfa-10913	246	6	,	,	PUNCT
ajfa-10913	246	7	1	1	NUM
ajfa-10913	246	8	-	-	SYM
ajfa-10913	246	9	31	31	NUM
ajfa-10913	246	10	.	.	PUNCT
ajfa-10913	247	1	baum	baum	PROPN
ajfa-10913	247	2	,	,	PUNCT
ajfa-10913	247	3	c.	c.	PROPN
ajfa-10913	247	4	f.	f.	PROPN
ajfa-10913	247	5	,	,	PUNCT
ajfa-10913	247	6	schaffer	schaffer	PROPN
ajfa-10913	247	7	,	,	PUNCT
ajfa-10913	247	8	m.	m.	PROPN
ajfa-10913	247	9	e.	e.	PROPN
ajfa-10913	247	10	,	,	PUNCT
ajfa-10913	247	11	stillman	stillman	PROPN
ajfa-10913	247	12	,	,	PUNCT
ajfa-10913	247	13	s.	s.	PROPN
ajfa-10913	247	14	,	,	PUNCT
ajfa-10913	247	15	&	&	CCONJ
ajfa-10913	247	16	others	other	NOUN
ajfa-10913	247	17	.	.	PUNCT
ajfa-10913	248	1	(	(	PUNCT
ajfa-10913	248	2	2007	2007	NUM
ajfa-10913	248	3	)	)	PUNCT
ajfa-10913	248	4	.	.	PUNCT
ajfa-10913	249	1	stata	stata	PROPN
ajfa-10913	249	2	module	module	NOUN
ajfa-10913	249	3	for	for	ADP
ajfa-10913	249	4	extended	extended	ADJ
ajfa-10913	249	5	instrumental	instrumental	ADJ
ajfa-10913	249	6	variables/2sls	variables/2sls	NOUN
ajfa-10913	249	7	,	,	PUNCT
ajfa-10913	249	8	gmm	gmm	PROPN
ajfa-10913	249	9	and	and	CCONJ
ajfa-10913	249	10	ac	ac	PROPN
ajfa-10913	249	11	/	/	SYM
ajfa-10913	249	12	hac	hac	PROPN
ajfa-10913	249	13	,	,	PUNCT
ajfa-10913	249	14	liml	liml	NOUN
ajfa-10913	249	15	and	and	CCONJ
ajfa-10913	249	16	k	k	ADJ
ajfa-10913	249	17	-	-	PUNCT
ajfa-10913	249	18	class	class	NOUN
ajfa-10913	249	19	regression	regression	NOUN
ajfa-10913	249	20	.	.	PUNCT
ajfa-10913	250	1	boston	boston	PROPN
ajfa-10913	250	2	college	college	PROPN
ajfa-10913	250	3	department	department	PROPN
ajfa-10913	250	4	of	of	ADP
ajfa-10913	250	5	economics	economic	NOUN
ajfa-10913	250	6	,	,	PUNCT
ajfa-10913	250	7	statistical	statistical	ADJ
ajfa-10913	250	8	software	software	NOUN
ajfa-10913	250	9	components	component	NOUN
ajfa-10913	250	10	s	s	PROPN
ajfa-10913	250	11	,	,	PUNCT
ajfa-10913	250	12	425401	425401	NUM
ajfa-10913	250	13	,	,	PUNCT
ajfa-10913	250	14	2007	2007	NUM
ajfa-10913	250	15	.	.	PUNCT
ajfa-10913	251	1	bera	bera	NOUN
ajfa-10913	251	2	,	,	PUNCT
ajfa-10913	251	3	a.	a.	PROPN
ajfa-10913	251	4	k.	k.	PROPN
ajfa-10913	251	5	,	,	PUNCT
ajfa-10913	251	6	&	&	CCONJ
ajfa-10913	251	7	bilias	bilias	PROPN
ajfa-10913	251	8	,	,	PUNCT
ajfa-10913	251	9	y.	y.	PROPN
ajfa-10913	251	10	(	(	PUNCT
ajfa-10913	251	11	2002	2002	NUM
ajfa-10913	251	12	)	)	PUNCT
ajfa-10913	251	13	.	.	PUNCT
ajfa-10913	252	1	the	the	DET
ajfa-10913	252	2	mm	mm	PROPN
ajfa-10913	252	3	,	,	PUNCT
ajfa-10913	252	4	me	i	PRON
ajfa-10913	252	5	,	,	PUNCT
ajfa-10913	252	6	ml	ml	PROPN
ajfa-10913	252	7	,	,	PUNCT
ajfa-10913	252	8	el	el	PROPN
ajfa-10913	252	9	,	,	PUNCT
ajfa-10913	252	10	ef	ef	PROPN
ajfa-10913	252	11	and	and	CCONJ
ajfa-10913	252	12	gmm	gmm	PROPN
ajfa-10913	252	13	approaches	approach	NOUN
ajfa-10913	252	14	to	to	ADP
ajfa-10913	252	15	estimation	estimation	NOUN
ajfa-10913	252	16	:	:	PUNCT
ajfa-10913	252	17	a	a	DET
ajfa-10913	252	18	synthesis	synthesis	NOUN
ajfa-10913	252	19	.	.	PUNCT
ajfa-10913	253	1	journal	journal	NOUN
ajfa-10913	253	2	of	of	ADP
ajfa-10913	253	3	econometrics	econometric	NOUN
ajfa-10913	253	4	,	,	PUNCT
ajfa-10913	253	5	107(1	107(1	NUM
ajfa-10913	253	6	-	-	SYM
ajfa-10913	253	7	2	2	NUM
ajfa-10913	253	8	)	)	PUNCT
ajfa-10913	253	9	,	,	PUNCT
ajfa-10913	253	10	51	51	NUM
ajfa-10913	253	11	-	-	SYM
ajfa-10913	253	12	86	86	NUM
ajfa-10913	253	13	.	.	PUNCT
ajfa-10913	254	1	https://doi.org/10.1016/s0304-4076(01)00113-0	https://doi.org/10.1016/s0304-4076(01)00113-0	PROPN
ajfa-10913	254	2	campbell	campbell	PROPN
ajfa-10913	254	3	,	,	PUNCT
ajfa-10913	254	4	j.	j.	PROPN
ajfa-10913	254	5	y.	y.	PROPN
ajfa-10913	254	6	,	,	PUNCT
ajfa-10913	254	7	lo	lo	PROPN
ajfa-10913	254	8	,	,	PUNCT
ajfa-10913	254	9	a.	a.	PROPN
ajfa-10913	254	10	w.	w.	PROPN
ajfa-10913	254	11	,	,	PUNCT
ajfa-10913	254	12	mackinlay	mackinlay	PROPN
ajfa-10913	254	13	,	,	PUNCT
ajfa-10913	254	14	a.	a.	PROPN
ajfa-10913	254	15	c.	c.	PROPN
ajfa-10913	254	16	,	,	PUNCT
ajfa-10913	254	17	&	&	CCONJ
ajfa-10913	254	18	whitelaw	whitelaw	PROPN
ajfa-10913	254	19	,	,	PUNCT
ajfa-10913	254	20	r.	r.	PROPN
ajfa-10913	254	21	f.	f.	PROPN
ajfa-10913	254	22	(	(	PUNCT
ajfa-10913	254	23	1998	1998	NUM
ajfa-10913	254	24	)	)	PUNCT
ajfa-10913	254	25	.	.	PUNCT
ajfa-10913	255	1	the	the	DET
ajfa-10913	255	2	econometrics	econometric	NOUN
ajfa-10913	255	3	of	of	ADP
ajfa-10913	255	4	asian	asian	ADJ
ajfa-10913	255	5	journal	journal	NOUN
ajfa-10913	255	6	of	of	ADP
ajfa-10913	255	7	finance	finance	PROPN
ajfa-10913	255	8	&	&	CCONJ
ajfa-10913	255	9	accounting	accounting	PROPN
ajfa-10913	255	10	issn	issn	PROPN
ajfa-10913	255	11	1946	1946	NUM
ajfa-10913	255	12	-	-	PUNCT
ajfa-10913	255	13	052x	052x	PROPN
ajfa-10913	255	14	2017	2017	NUM
ajfa-10913	255	15	,	,	PUNCT
ajfa-10913	255	16	vol	vol	NOUN
ajfa-10913	255	17	.	.	NOUN
ajfa-10913	255	18	9	9	NUM
ajfa-10913	255	19	,	,	PUNCT
ajfa-10913	255	20	no	no	INTJ
ajfa-10913	255	21	.	.	NOUN
ajfa-10913	255	22	1	1	NUM
ajfa-10913	255	23	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	255	24	241	241	NUM
ajfa-10913	255	25	financial	financial	ADJ
ajfa-10913	255	26	markets	market	NOUN
ajfa-10913	255	27	.	.	PUNCT
ajfa-10913	256	1	macroeconomic	macroeconomic	ADJ
ajfa-10913	256	2	dynamics	dynamic	NOUN
ajfa-10913	256	3	,	,	PUNCT
ajfa-10913	256	4	2(04	2(04	NUM
ajfa-10913	256	5	)	)	PUNCT
ajfa-10913	256	6	,	,	PUNCT
ajfa-10913	256	7	559	559	NUM
ajfa-10913	256	8	-	-	SYM
ajfa-10913	256	9	562	562	NUM
ajfa-10913	256	10	.	.	PUNCT
ajfa-10913	257	1	chalabi	chalabi	PROPN
ajfa-10913	257	2	,	,	PUNCT
ajfa-10913	257	3	y.	y.	PROPN
ajfa-10913	257	4	,	,	PUNCT
ajfa-10913	257	5	scott	scott	PROPN
ajfa-10913	257	6	,	,	PUNCT
ajfa-10913	257	7	d.	d.	PROPN
ajfa-10913	257	8	j.	j.	PROPN
ajfa-10913	257	9	,	,	PUNCT
ajfa-10913	257	10	&	&	CCONJ
ajfa-10913	257	11	wuertz	wuertz	PROPN
ajfa-10913	257	12	,	,	PUNCT
ajfa-10913	257	13	d.	d.	PROPN
ajfa-10913	257	14	(	(	PUNCT
ajfa-10913	257	15	2012	2012	NUM
ajfa-10913	257	16	)	)	PUNCT
ajfa-10913	257	17	.	.	PUNCT
ajfa-10913	258	1	flexible	flexible	ADJ
ajfa-10913	258	2	distribution	distribution	NOUN
ajfa-10913	258	3	modeling	modeling	NOUN
ajfa-10913	258	4	with	with	ADP
ajfa-10913	258	5	the	the	DET
ajfa-10913	258	6	generalized	generalized	ADJ
ajfa-10913	258	7	lambda	lambda	ADJ
ajfa-10913	258	8	distribution	distribution	NOUN
ajfa-10913	258	9	.	.	PUNCT
ajfa-10913	259	1	retrieved	retrieve	VERB
ajfa-10913	259	2	from	from	ADP
ajfa-10913	259	3	https://mpra.ub.uni-muenchen.de/43333/	https://mpra.ub.uni-muenchen.de/43333/	NOUN
ajfa-10913	259	4	chalabi	chalabi	NOUN
ajfa-10913	259	5	,	,	PUNCT
ajfa-10913	259	6	y.	y.	PROPN
ajfa-10913	259	7	,	,	PUNCT
ajfa-10913	259	8	scott	scott	PROPN
ajfa-10913	259	9	,	,	PUNCT
ajfa-10913	259	10	d.	d.	PROPN
ajfa-10913	259	11	j.	j.	PROPN
ajfa-10913	259	12	,	,	PUNCT
ajfa-10913	259	13	&	&	CCONJ
ajfa-10913	259	14	würtz	würtz	PROPN
ajfa-10913	259	15	,	,	PUNCT
ajfa-10913	259	16	d.	d.	PROPN
ajfa-10913	259	17	(	(	PUNCT
ajfa-10913	259	18	2010	2010	NUM
ajfa-10913	259	19	)	)	PUNCT
ajfa-10913	259	20	.	.	PUNCT
ajfa-10913	260	1	the	the	DET
ajfa-10913	260	2	generalized	generalized	ADJ
ajfa-10913	260	3	lambda	lambda	ADJ
ajfa-10913	260	4	distribution	distribution	NOUN
ajfa-10913	260	5	as	as	ADP
ajfa-10913	260	6	an	an	DET
ajfa-10913	260	7	alternative	alternative	NOUN
ajfa-10913	260	8	to	to	PART
ajfa-10913	260	9	model	model	VERB
ajfa-10913	260	10	financial	financial	ADJ
ajfa-10913	260	11	returns	return	NOUN
ajfa-10913	260	12	.	.	PUNCT
ajfa-10913	261	1	working	work	VERB
ajfa-10913	261	2	paper	paper	NOUN
ajfa-10913	261	3	,	,	PUNCT
ajfa-10913	261	4	eidgenössische	eidgenössische	NOUN
ajfa-10913	261	5	technische	technische	PROPN
ajfa-10913	261	6	hochschule	hochschule	NOUN
ajfa-10913	261	7	and	and	CCONJ
ajfa-10913	261	8	university	university	PROPN
ajfa-10913	261	9	of	of	ADP
ajfa-10913	261	10	auckland	auckland	PROPN
ajfa-10913	261	11	,	,	PUNCT
ajfa-10913	261	12	zurich	zurich	PROPN
ajfa-10913	261	13	and	and	CCONJ
ajfa-10913	261	14	auckland	auckland	PROPN
ajfa-10913	261	15	.	.	PUNCT
ajfa-10913	262	1	retrieved	retrieve	VERB
ajfa-10913	262	2	from	from	ADP
ajfa-10913	262	3	https://www.rmetrics.org/sites/default/files/glambda_0.pdf	https://www.rmetrics.org/sites/default/files/glambda_0.pdf	PROPN
ajfa-10913	262	4	chaussé	chaussé	NOUN
ajfa-10913	262	5	,	,	PUNCT
ajfa-10913	262	6	p.	p.	NOUN
ajfa-10913	262	7	(	(	PUNCT
ajfa-10913	262	8	2010	2010	NUM
ajfa-10913	262	9	)	)	PUNCT
ajfa-10913	262	10	.	.	PUNCT
ajfa-10913	263	1	computing	compute	VERB
ajfa-10913	263	2	generalized	generalize	VERB
ajfa-10913	263	3	method	method	NOUN
ajfa-10913	263	4	of	of	ADP
ajfa-10913	263	5	moments	moment	NOUN
ajfa-10913	263	6	and	and	CCONJ
ajfa-10913	263	7	generalized	generalized	ADJ
ajfa-10913	263	8	empirical	empirical	ADJ
ajfa-10913	263	9	likelihood	likelihood	NOUN
ajfa-10913	263	10	with	with	ADP
ajfa-10913	263	11	r.	r.	PROPN
ajfa-10913	263	12	journal	journal	PROPN
ajfa-10913	263	13	of	of	ADP
ajfa-10913	263	14	statistical	statistical	ADJ
ajfa-10913	263	15	software	software	NOUN
ajfa-10913	263	16	,	,	PUNCT
ajfa-10913	263	17	34(i11	34(i11	NUM
ajfa-10913	263	18	)	)	PUNCT
ajfa-10913	263	19	.	.	PUNCT
ajfa-10913	264	1	retrieved	retrieve	VERB
ajfa-10913	264	2	from	from	ADP
ajfa-10913	264	3	https://ideas.repec.org/a/jss/jstsof/34i11.html	https://ideas.repec.org/a/jss/jstsof/34i11.html	PROPN
ajfa-10913	264	4	chaussé	chaussé	NOUN
ajfa-10913	264	5	,	,	PUNCT
ajfa-10913	264	6	p.	p.	NOUN
ajfa-10913	264	7	(	(	PUNCT
ajfa-10913	264	8	2012	2012	NUM
ajfa-10913	264	9	)	)	PUNCT
ajfa-10913	264	10	.	.	PUNCT
ajfa-10913	265	1	generalized	generalize	VERB
ajfa-10913	265	2	empirical	empirical	ADJ
ajfa-10913	265	3	likelihood	likelihood	NOUN
ajfa-10913	265	4	for	for	ADP
ajfa-10913	265	5	a	a	DET
ajfa-10913	265	6	continuum	continuum	NOUN
ajfa-10913	265	7	of	of	ADP
ajfa-10913	265	8	moment	moment	NOUN
ajfa-10913	265	9	conditions	condition	NOUN
ajfa-10913	265	10	.	.	PUNCT
ajfa-10913	266	1	retrieved	retrieve	VERB
ajfa-10913	266	2	from	from	ADP
ajfa-10913	266	3	http://www.archipel.uqam.ca/4653	http://www.archipel.uqam.ca/4653	PROPN
ajfa-10913	266	4	cheng	cheng	PROPN
ajfa-10913	266	5	,	,	PUNCT
ajfa-10913	266	6	r.	r.	PROPN
ajfa-10913	266	7	c.	c.	PROPN
ajfa-10913	266	8	h.	h.	PROPN
ajfa-10913	266	9	,	,	PUNCT
ajfa-10913	266	10	&	&	CCONJ
ajfa-10913	266	11	amin	amin	PROPN
ajfa-10913	266	12	,	,	PUNCT
ajfa-10913	266	13	n.	n.	PROPN
ajfa-10913	266	14	a.	a.	PROPN
ajfa-10913	266	15	k.	k.	PROPN
ajfa-10913	266	16	(	(	PUNCT
ajfa-10913	266	17	1983	1983	NUM
ajfa-10913	266	18	)	)	PUNCT
ajfa-10913	266	19	.	.	PUNCT
ajfa-10913	267	1	estimating	estimate	VERB
ajfa-10913	267	2	parameters	parameter	NOUN
ajfa-10913	267	3	in	in	ADP
ajfa-10913	267	4	continuous	continuous	ADJ
ajfa-10913	267	5	univariate	univariate	ADJ
ajfa-10913	267	6	distributions	distribution	NOUN
ajfa-10913	267	7	with	with	ADP
ajfa-10913	267	8	a	a	DET
ajfa-10913	267	9	shifted	shift	VERB
ajfa-10913	267	10	origin	origin	NOUN
ajfa-10913	267	11	.	.	PUNCT
ajfa-10913	268	1	journal	journal	NOUN
ajfa-10913	268	2	of	of	ADP
ajfa-10913	268	3	the	the	DET
ajfa-10913	268	4	royal	royal	ADJ
ajfa-10913	268	5	statistical	statistical	ADJ
ajfa-10913	268	6	society	society	NOUN
ajfa-10913	268	7	.	.	PUNCT
ajfa-10913	269	1	series	series	PROPN
ajfa-10913	269	2	b	b	PROPN
ajfa-10913	269	3	(	(	PUNCT
ajfa-10913	269	4	methodological	methodological	ADJ
ajfa-10913	269	5	)	)	PUNCT
ajfa-10913	269	6	,	,	PUNCT
ajfa-10913	269	7	394	394	NUM
ajfa-10913	269	8	-	-	SYM
ajfa-10913	269	9	403	403	NUM
ajfa-10913	269	10	.	.	PUNCT
ajfa-10913	270	1	chkili	chkili	NOUN
ajfa-10913	270	2	,	,	PUNCT
ajfa-10913	270	3	w.	w.	PROPN
ajfa-10913	270	4	,	,	PUNCT
ajfa-10913	270	5	&	&	CCONJ
ajfa-10913	270	6	nguyen	nguyen	PROPN
ajfa-10913	270	7	,	,	PUNCT
ajfa-10913	270	8	d.	d.	PROPN
ajfa-10913	270	9	k.	k.	PROPN
ajfa-10913	270	10	(	(	PUNCT
ajfa-10913	270	11	2014	2014	NUM
ajfa-10913	270	12	)	)	PUNCT
ajfa-10913	270	13	.	.	PUNCT
ajfa-10913	271	1	exchange	exchange	NOUN
ajfa-10913	271	2	rate	rate	NOUN
ajfa-10913	271	3	movements	movement	NOUN
ajfa-10913	271	4	and	and	CCONJ
ajfa-10913	271	5	stock	stock	NOUN
ajfa-10913	271	6	market	market	NOUN
ajfa-10913	271	7	returns	return	NOUN
ajfa-10913	271	8	in	in	ADP
ajfa-10913	271	9	a	a	DET
ajfa-10913	271	10	regime	regime	NOUN
ajfa-10913	271	11	-	-	PUNCT
ajfa-10913	271	12	switching	switch	VERB
ajfa-10913	271	13	environment	environment	NOUN
ajfa-10913	271	14	:	:	PUNCT
ajfa-10913	271	15	evidence	evidence	NOUN
ajfa-10913	271	16	for	for	ADP
ajfa-10913	271	17	brics	bric	NOUN
ajfa-10913	271	18	countries	country	NOUN
ajfa-10913	271	19	.	.	PUNCT
ajfa-10913	272	1	research	research	NOUN
ajfa-10913	272	2	in	in	ADP
ajfa-10913	272	3	international	international	ADJ
ajfa-10913	272	4	business	business	NOUN
ajfa-10913	272	5	and	and	CCONJ
ajfa-10913	272	6	finance	finance	NOUN
ajfa-10913	272	7	,	,	PUNCT
ajfa-10913	272	8	31(c	31(c	NUM
ajfa-10913	272	9	)	)	PUNCT
ajfa-10913	272	10	,	,	PUNCT
ajfa-10913	272	11	46	46	NUM
ajfa-10913	272	12	-	-	SYM
ajfa-10913	272	13	56	56	NUM
ajfa-10913	272	14	.	.	PUNCT
ajfa-10913	273	1	claessens	claessen	NOUN
ajfa-10913	273	2	,	,	PUNCT
ajfa-10913	273	3	s.	s.	PROPN
ajfa-10913	273	4	,	,	PUNCT
ajfa-10913	273	5	dasgupta	dasgupta	PROPN
ajfa-10913	273	6	,	,	PUNCT
ajfa-10913	273	7	s.	s.	PROPN
ajfa-10913	273	8	,	,	PUNCT
ajfa-10913	273	9	&	&	CCONJ
ajfa-10913	273	10	glen	glen	PROPN
ajfa-10913	273	11	,	,	PUNCT
ajfa-10913	273	12	j.	j.	PROPN
ajfa-10913	273	13	(	(	PUNCT
ajfa-10913	273	14	1995	1995	NUM
ajfa-10913	273	15	)	)	PUNCT
ajfa-10913	273	16	.	.	PUNCT
ajfa-10913	274	1	return	return	NOUN
ajfa-10913	274	2	behavior	behavior	NOUN
ajfa-10913	274	3	in	in	ADP
ajfa-10913	274	4	emerging	emerge	VERB
ajfa-10913	274	5	stock	stock	NOUN
ajfa-10913	274	6	markets	market	NOUN
ajfa-10913	274	7	.	.	PUNCT
ajfa-10913	275	1	the	the	DET
ajfa-10913	275	2	world	world	PROPN
ajfa-10913	275	3	bank	bank	PROPN
ajfa-10913	275	4	economic	economic	PROPN
ajfa-10913	275	5	review	review	PROPN
ajfa-10913	275	6	,	,	PUNCT
ajfa-10913	275	7	9(1	9(1	NUM
ajfa-10913	275	8	)	)	PUNCT
ajfa-10913	275	9	,	,	PUNCT
ajfa-10913	275	10	131	131	NUM
ajfa-10913	275	11	-	-	SYM
ajfa-10913	275	12	151	151	NUM
ajfa-10913	275	13	.	.	PUNCT
ajfa-10913	276	1	corrado	corrado	PROPN
ajfa-10913	276	2	,	,	PUNCT
ajfa-10913	276	3	c.	c.	PROPN
ajfa-10913	276	4	j.	j.	PROPN
ajfa-10913	276	5	(	(	PUNCT
ajfa-10913	276	6	2001	2001	NUM
ajfa-10913	276	7	)	)	PUNCT
ajfa-10913	276	8	.	.	PUNCT
ajfa-10913	277	1	option	option	NOUN
ajfa-10913	277	2	pricing	pricing	NOUN
ajfa-10913	277	3	based	base	VERB
ajfa-10913	277	4	on	on	ADP
ajfa-10913	277	5	the	the	DET
ajfa-10913	277	6	generalized	generalized	ADJ
ajfa-10913	277	7	lambda	lambda	ADJ
ajfa-10913	277	8	distribution	distribution	NOUN
ajfa-10913	277	9	.	.	PUNCT
ajfa-10913	278	1	journal	journal	PROPN
ajfa-10913	278	2	of	of	ADP
ajfa-10913	278	3	futures	future	NOUN
ajfa-10913	278	4	markets	market	NOUN
ajfa-10913	278	5	,	,	PUNCT
ajfa-10913	278	6	21(3	21(3	NUM
ajfa-10913	278	7	)	)	PUNCT
ajfa-10913	278	8	,	,	PUNCT
ajfa-10913	278	9	213	213	NUM
ajfa-10913	278	10	-	-	SYM
ajfa-10913	278	11	236	236	NUM
ajfa-10913	278	12	.	.	PUNCT
ajfa-10913	279	1	https://doi.org/10.1002/1096-9934(200103)21:3<213::aid-fut2>3.0.co;2-h	https://doi.org/10.1002/1096-9934(200103)21:3<213::aid-fut2>3.0.co;2-h	PROPN
ajfa-10913	279	2	cromwell	cromwell	PROPN
ajfa-10913	279	3	,	,	PUNCT
ajfa-10913	279	4	j.	j.	PROPN
ajfa-10913	279	5	b.	b.	PROPN
ajfa-10913	279	6	,	,	PUNCT
ajfa-10913	279	7	labys	labys	PROPN
ajfa-10913	279	8	,	,	PUNCT
ajfa-10913	279	9	w.	w.	PROPN
ajfa-10913	279	10	c.	c.	PROPN
ajfa-10913	279	11	,	,	PUNCT
ajfa-10913	279	12	&	&	CCONJ
ajfa-10913	279	13	terraza	terraza	PROPN
ajfa-10913	279	14	,	,	PUNCT
ajfa-10913	279	15	m.	m.	NOUN
ajfa-10913	279	16	(	(	PUNCT
ajfa-10913	279	17	1994	1994	NUM
ajfa-10913	279	18	)	)	PUNCT
ajfa-10913	279	19	.	.	PUNCT
ajfa-10913	280	1	univariate	univariate	ADJ
ajfa-10913	280	2	tests	test	NOUN
ajfa-10913	280	3	for	for	ADP
ajfa-10913	280	4	time	time	NOUN
ajfa-10913	280	5	series	series	NOUN
ajfa-10913	280	6	models	model	NOUN
ajfa-10913	280	7	.	.	PUNCT
ajfa-10913	281	1	sage	sage	NOUN
ajfa-10913	281	2	publications	publication	NOUN
ajfa-10913	281	3	.	.	PUNCT
ajfa-10913	282	1	d’agostino	d’agostino	NOUN
ajfa-10913	282	2	,	,	PUNCT
ajfa-10913	282	3	r.	r.	PROPN
ajfa-10913	282	4	b.	b.	PROPN
ajfa-10913	282	5	(	(	PUNCT
ajfa-10913	282	6	1986	1986	NUM
ajfa-10913	282	7	)	)	PUNCT
ajfa-10913	282	8	.	.	PUNCT
ajfa-10913	283	1	goodness	goodness	NOUN
ajfa-10913	283	2	-	-	PUNCT
ajfa-10913	283	3	of	of	ADP
ajfa-10913	283	4	-	-	PUNCT
ajfa-10913	283	5	fit	fit	NOUN
ajfa-10913	283	6	-	-	PUNCT
ajfa-10913	283	7	techniques	technique	NOUN
ajfa-10913	283	8	.	.	PUNCT
ajfa-10913	284	1	crc	crc	PROPN
ajfa-10913	284	2	press	press	PROPN
ajfa-10913	284	3	.	.	PUNCT
ajfa-10913	285	1	eberlein	eberlein	PROPN
ajfa-10913	285	2	,	,	PUNCT
ajfa-10913	285	3	e.	e.	PROPN
ajfa-10913	285	4	,	,	PUNCT
ajfa-10913	285	5	&	&	CCONJ
ajfa-10913	285	6	keller	keller	PROPN
ajfa-10913	285	7	,	,	PUNCT
ajfa-10913	285	8	u.	u.	PROPN
ajfa-10913	285	9	(	(	PUNCT
ajfa-10913	285	10	1995	1995	NUM
ajfa-10913	285	11	)	)	PUNCT
ajfa-10913	285	12	.	.	PUNCT
ajfa-10913	286	1	hyperbolic	hyperbolic	ADJ
ajfa-10913	286	2	distributions	distribution	NOUN
ajfa-10913	286	3	in	in	ADP
ajfa-10913	286	4	finance	finance	NOUN
ajfa-10913	286	5	.	.	PUNCT
ajfa-10913	287	1	bernoulli	bernoulli	PROPN
ajfa-10913	287	2	,	,	PUNCT
ajfa-10913	287	3	1(3	1(3	NUM
ajfa-10913	287	4	)	)	PUNCT
ajfa-10913	287	5	,	,	PUNCT
ajfa-10913	287	6	281	281	NUM
ajfa-10913	287	7	-	-	SYM
ajfa-10913	287	8	299	299	NUM
ajfa-10913	287	9	.	.	PUNCT
ajfa-10913	287	10	https://doi.org/10.3150/bj/1193667819	https://doi.org/10.3150/bj/1193667819	NOUN
ajfa-10913	287	11	eberlein	eberlein	PROPN
ajfa-10913	287	12	,	,	PUNCT
ajfa-10913	287	13	e.	e.	PROPN
ajfa-10913	287	14	,	,	PUNCT
ajfa-10913	287	15	keller	keller	PROPN
ajfa-10913	287	16	,	,	PUNCT
ajfa-10913	287	17	u.	u.	PROPN
ajfa-10913	287	18	,	,	PUNCT
ajfa-10913	287	19	&	&	CCONJ
ajfa-10913	287	20	prause	prause	PROPN
ajfa-10913	287	21	,	,	PUNCT
ajfa-10913	287	22	k.	k.	PROPN
ajfa-10913	287	23	(	(	PUNCT
ajfa-10913	287	24	1998	1998	NUM
ajfa-10913	287	25	)	)	PUNCT
ajfa-10913	287	26	.	.	PUNCT
ajfa-10913	288	1	new	new	ADJ
ajfa-10913	288	2	insights	insight	NOUN
ajfa-10913	288	3	into	into	ADP
ajfa-10913	288	4	smile	smile	NOUN
ajfa-10913	288	5	,	,	PUNCT
ajfa-10913	288	6	mispricing	misprice	VERB
ajfa-10913	288	7	,	,	PUNCT
ajfa-10913	288	8	and	and	CCONJ
ajfa-10913	288	9	value	value	NOUN
ajfa-10913	288	10	at	at	ADP
ajfa-10913	288	11	risk	risk	NOUN
ajfa-10913	288	12	:	:	PUNCT
ajfa-10913	288	13	the	the	DET
ajfa-10913	288	14	hyperbolic	hyperbolic	ADJ
ajfa-10913	288	15	model	model	NOUN
ajfa-10913	288	16	*	*	PUNCT
ajfa-10913	288	17	.	.	PUNCT
ajfa-10913	289	1	the	the	DET
ajfa-10913	289	2	journal	journal	NOUN
ajfa-10913	289	3	of	of	ADP
ajfa-10913	289	4	business	business	NOUN
ajfa-10913	289	5	,	,	PUNCT
ajfa-10913	289	6	71(3	71(3	NUM
ajfa-10913	289	7	)	)	PUNCT
ajfa-10913	289	8	,	,	PUNCT
ajfa-10913	289	9	371	371	NUM
ajfa-10913	289	10	-	-	SYM
ajfa-10913	289	11	405	405	NUM
ajfa-10913	289	12	.	.	PUNCT
ajfa-10913	290	1	errunza	errunza	ADJ
ajfa-10913	290	2	,	,	PUNCT
ajfa-10913	290	3	v.	v.	PROPN
ajfa-10913	290	4	r.	r.	PROPN
ajfa-10913	290	5	,	,	PUNCT
ajfa-10913	290	6	&	&	CCONJ
ajfa-10913	290	7	padmanabhan	padmanabhan	PROPN
ajfa-10913	290	8	,	,	PUNCT
ajfa-10913	290	9	p.	p.	NOUN
ajfa-10913	290	10	(	(	PUNCT
ajfa-10913	290	11	1988	1988	NUM
ajfa-10913	290	12	)	)	PUNCT
ajfa-10913	290	13	.	.	PUNCT
ajfa-10913	291	1	further	further	ADJ
ajfa-10913	291	2	evidence	evidence	NOUN
ajfa-10913	291	3	on	on	ADP
ajfa-10913	291	4	the	the	DET
ajfa-10913	291	5	benefits	benefit	NOUN
ajfa-10913	291	6	of	of	ADP
ajfa-10913	291	7	portfolio	portfolio	NOUN
ajfa-10913	291	8	investments	investment	NOUN
ajfa-10913	291	9	in	in	ADP
ajfa-10913	291	10	emerging	emerge	VERB
ajfa-10913	291	11	markets	market	NOUN
ajfa-10913	291	12	.	.	PUNCT
ajfa-10913	292	1	financial	financial	ADJ
ajfa-10913	292	2	analysts	analyst	NOUN
ajfa-10913	292	3	journal	journal	NOUN
ajfa-10913	292	4	,	,	PUNCT
ajfa-10913	292	5	44(4	44(4	NOUN
ajfa-10913	292	6	)	)	PUNCT
ajfa-10913	292	7	,	,	PUNCT
ajfa-10913	292	8	76	76	NUM
ajfa-10913	292	9	-	-	SYM
ajfa-10913	292	10	78	78	NUM
ajfa-10913	292	11	.	.	PUNCT
ajfa-10913	293	1	fama	fama	PROPN
ajfa-10913	293	2	,	,	PUNCT
ajfa-10913	293	3	e.	e.	PROPN
ajfa-10913	293	4	f.	f.	PROPN
ajfa-10913	293	5	,	,	PUNCT
ajfa-10913	293	6	&	&	CCONJ
ajfa-10913	293	7	macbeth	macbeth	PROPN
ajfa-10913	293	8	,	,	PUNCT
ajfa-10913	293	9	j.	j.	PROPN
ajfa-10913	293	10	d.	d.	PROPN
ajfa-10913	293	11	(	(	PUNCT
ajfa-10913	293	12	1973	1973	NUM
ajfa-10913	293	13	)	)	PUNCT
ajfa-10913	293	14	.	.	PUNCT
ajfa-10913	294	1	risk	risk	NOUN
ajfa-10913	294	2	,	,	PUNCT
ajfa-10913	294	3	return	return	NOUN
ajfa-10913	294	4	,	,	PUNCT
ajfa-10913	294	5	and	and	CCONJ
ajfa-10913	294	6	equilibrium	equilibrium	NOUN
ajfa-10913	294	7	:	:	PUNCT
ajfa-10913	294	8	empirical	empirical	ADJ
ajfa-10913	294	9	tests	test	NOUN
ajfa-10913	294	10	.	.	PUNCT
ajfa-10913	295	1	journal	journal	NOUN
ajfa-10913	295	2	of	of	ADP
ajfa-10913	295	3	political	political	ADJ
ajfa-10913	295	4	economy	economy	NOUN
ajfa-10913	295	5	,	,	PUNCT
ajfa-10913	295	6	81(3	81(3	NUM
ajfa-10913	295	7	)	)	PUNCT
ajfa-10913	295	8	,	,	PUNCT
ajfa-10913	295	9	607	607	NUM
ajfa-10913	295	10	-	-	SYM
ajfa-10913	295	11	636	636	NUM
ajfa-10913	295	12	.	.	PUNCT
ajfa-10913	296	1	fisher	fisher	PROPN
ajfa-10913	296	2	,	,	PUNCT
ajfa-10913	296	3	r.	r.	PROPN
ajfa-10913	296	4	a.	a.	PROPN
ajfa-10913	296	5	(	(	PUNCT
ajfa-10913	296	6	1922	1922	NUM
ajfa-10913	296	7	)	)	PUNCT
ajfa-10913	296	8	.	.	PUNCT
ajfa-10913	297	1	on	on	ADP
ajfa-10913	297	2	the	the	DET
ajfa-10913	297	3	mathematical	mathematical	ADJ
ajfa-10913	297	4	foundations	foundation	NOUN
ajfa-10913	297	5	of	of	ADP
ajfa-10913	297	6	theoretical	theoretical	ADJ
ajfa-10913	297	7	statistics	statistic	NOUN
ajfa-10913	297	8	.	.	PUNCT
ajfa-10913	298	1	philosophical	philosophical	ADJ
ajfa-10913	298	2	transactions	transaction	NOUN
ajfa-10913	298	3	of	of	ADP
ajfa-10913	298	4	the	the	DET
ajfa-10913	298	5	royal	royal	ADJ
ajfa-10913	298	6	society	society	NOUN
ajfa-10913	298	7	of	of	ADP
ajfa-10913	298	8	london	london	PROPN
ajfa-10913	298	9	a	a	DET
ajfa-10913	298	10	:	:	PUNCT
ajfa-10913	298	11	mathematical	mathematical	ADJ
ajfa-10913	298	12	,	,	PUNCT
ajfa-10913	298	13	physical	physical	ADJ
ajfa-10913	298	14	and	and	CCONJ
ajfa-10913	298	15	asian	asian	ADJ
ajfa-10913	298	16	journal	journal	NOUN
ajfa-10913	298	17	of	of	ADP
ajfa-10913	298	18	finance	finance	PROPN
ajfa-10913	298	19	&	&	CCONJ
ajfa-10913	298	20	accounting	accounting	PROPN
ajfa-10913	298	21	issn	issn	PROPN
ajfa-10913	298	22	1946	1946	NUM
ajfa-10913	298	23	-	-	PUNCT
ajfa-10913	298	24	052x	052x	PROPN
ajfa-10913	298	25	2017	2017	NUM
ajfa-10913	298	26	,	,	PUNCT
ajfa-10913	298	27	vol	vol	NOUN
ajfa-10913	298	28	.	.	NOUN
ajfa-10913	298	29	9	9	NUM
ajfa-10913	298	30	,	,	PUNCT
ajfa-10913	298	31	no	no	INTJ
ajfa-10913	298	32	.	.	NOUN
ajfa-10913	298	33	1	1	NUM
ajfa-10913	298	34	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	298	35	242	242	NUM
ajfa-10913	298	36	engineering	engineering	NOUN
ajfa-10913	298	37	sciences	science	NOUN
ajfa-10913	298	38	,	,	PUNCT
ajfa-10913	298	39	222(594	222(594	NUM
ajfa-10913	298	40	-	-	SYM
ajfa-10913	298	41	604	604	NUM
ajfa-10913	298	42	)	)	PUNCT
ajfa-10913	298	43	,	,	PUNCT
ajfa-10913	298	44	309	309	NUM
ajfa-10913	298	45	-	-	SYM
ajfa-10913	298	46	368	368	NUM
ajfa-10913	298	47	.	.	PUNCT
ajfa-10913	299	1	https://doi.org/10.1098/rsta.1922.0009	https://doi.org/10.1098/rsta.1922.0009	PROPN
ajfa-10913	299	2	focardi	focardi	PROPN
ajfa-10913	299	3	,	,	PUNCT
ajfa-10913	299	4	s.	s.	PROPN
ajfa-10913	299	5	m.	m.	PROPN
ajfa-10913	299	6	,	,	PUNCT
ajfa-10913	299	7	&	&	CCONJ
ajfa-10913	299	8	fabozzi	fabozzi	PROPN
ajfa-10913	299	9	,	,	PUNCT
ajfa-10913	299	10	f.	f.	PROPN
ajfa-10913	299	11	j.	j.	PROPN
ajfa-10913	299	12	(	(	PUNCT
ajfa-10913	299	13	2004	2004	NUM
ajfa-10913	299	14	)	)	PUNCT
ajfa-10913	299	15	.	.	PUNCT
ajfa-10913	300	1	the	the	DET
ajfa-10913	300	2	mathematics	mathematic	NOUN
ajfa-10913	300	3	of	of	ADP
ajfa-10913	300	4	financial	financial	ADJ
ajfa-10913	300	5	modeling	modeling	NOUN
ajfa-10913	300	6	and	and	CCONJ
ajfa-10913	300	7	investment	investment	NOUN
ajfa-10913	300	8	management	management	NOUN
ajfa-10913	300	9	.	.	PUNCT
ajfa-10913	301	1	hoboken	hoboken	PROPN
ajfa-10913	301	2	,	,	PUNCT
ajfa-10913	301	3	new	new	PROPN
ajfa-10913	301	4	jersey	jersey	PROPN
ajfa-10913	301	5	:	:	PUNCT
ajfa-10913	301	6	john	john	PROPN
ajfa-10913	301	7	wiley	wiley	PROPN
ajfa-10913	301	8	&	&	CCONJ
ajfa-10913	301	9	sons	sons	PROPN
ajfa-10913	301	10	,	,	PUNCT
ajfa-10913	301	11	inc	inc	PROPN
ajfa-10913	301	12	.	.	PROPN
ajfa-10913	301	13	freimer	freimer	PROPN
ajfa-10913	301	14	,	,	PUNCT
ajfa-10913	301	15	m.	m.	NOUN
ajfa-10913	301	16	,	,	PUNCT
ajfa-10913	301	17	kollia	kollia	PROPN
ajfa-10913	301	18	,	,	PUNCT
ajfa-10913	301	19	g.	g.	PROPN
ajfa-10913	301	20	,	,	PUNCT
ajfa-10913	301	21	mudholkar	mudholkar	NOUN
ajfa-10913	301	22	,	,	PUNCT
ajfa-10913	301	23	g.	g.	PROPN
ajfa-10913	301	24	s.	s.	PROPN
ajfa-10913	301	25	,	,	PUNCT
ajfa-10913	301	26	&	&	CCONJ
ajfa-10913	301	27	lin	lin	PROPN
ajfa-10913	301	28	,	,	PUNCT
ajfa-10913	301	29	c.	c.	PROPN
ajfa-10913	301	30	t.	t.	PROPN
ajfa-10913	301	31	(	(	PUNCT
ajfa-10913	301	32	1988	1988	NUM
ajfa-10913	301	33	)	)	PUNCT
ajfa-10913	301	34	.	.	PUNCT
ajfa-10913	302	1	a	a	DET
ajfa-10913	302	2	study	study	NOUN
ajfa-10913	302	3	of	of	ADP
ajfa-10913	302	4	the	the	DET
ajfa-10913	302	5	generalized	generalized	ADJ
ajfa-10913	302	6	tukey	tukey	NOUN
ajfa-10913	302	7	lambda	lambda	PROPN
ajfa-10913	302	8	family	family	NOUN
ajfa-10913	302	9	.	.	PUNCT
ajfa-10913	303	1	communications	communication	NOUN
ajfa-10913	303	2	in	in	ADP
ajfa-10913	303	3	statistics	statistic	NOUN
ajfa-10913	303	4	-	-	PUNCT
ajfa-10913	303	5	theory	theory	NOUN
ajfa-10913	303	6	and	and	CCONJ
ajfa-10913	303	7	methods	method	NOUN
ajfa-10913	303	8	,	,	PUNCT
ajfa-10913	303	9	17(10	17(10	NUM
ajfa-10913	303	10	)	)	PUNCT
ajfa-10913	303	11	,	,	PUNCT
ajfa-10913	303	12	3547	3547	NUM
ajfa-10913	303	13	-	-	SYM
ajfa-10913	303	14	3567	3567	NUM
ajfa-10913	303	15	.	.	PUNCT
ajfa-10913	304	1	giot	giot	NOUN
ajfa-10913	304	2	,	,	PUNCT
ajfa-10913	304	3	p.	p.	NOUN
ajfa-10913	304	4	,	,	PUNCT
ajfa-10913	304	5	&	&	CCONJ
ajfa-10913	304	6	laurent	laurent	PROPN
ajfa-10913	304	7	,	,	PUNCT
ajfa-10913	304	8	s.	s.	PROPN
ajfa-10913	304	9	(	(	PUNCT
ajfa-10913	304	10	2004	2004	NUM
ajfa-10913	304	11	)	)	PUNCT
ajfa-10913	304	12	.	.	PUNCT
ajfa-10913	305	1	modelling	model	VERB
ajfa-10913	305	2	daily	daily	ADJ
ajfa-10913	305	3	value	value	NOUN
ajfa-10913	305	4	-	-	PUNCT
ajfa-10913	305	5	at	at	ADP
ajfa-10913	305	6	-	-	PUNCT
ajfa-10913	305	7	risk	risk	NOUN
ajfa-10913	305	8	using	use	VERB
ajfa-10913	305	9	realized	realize	VERB
ajfa-10913	305	10	volatility	volatility	NOUN
ajfa-10913	305	11	and	and	CCONJ
ajfa-10913	305	12	arch	arch	ADJ
ajfa-10913	305	13	type	type	NOUN
ajfa-10913	305	14	models	model	NOUN
ajfa-10913	305	15	.	.	PUNCT
ajfa-10913	306	1	journal	journal	NOUN
ajfa-10913	306	2	of	of	ADP
ajfa-10913	306	3	empirical	empirical	ADJ
ajfa-10913	306	4	finance	finance	NOUN
ajfa-10913	306	5	,	,	PUNCT
ajfa-10913	306	6	11(3	11(3	NUM
ajfa-10913	306	7	)	)	PUNCT
ajfa-10913	306	8	,	,	PUNCT
ajfa-10913	306	9	379	379	NUM
ajfa-10913	306	10	-	-	SYM
ajfa-10913	306	11	398	398	NUM
ajfa-10913	306	12	.	.	PUNCT
ajfa-10913	307	1	hamilton	hamilton	PROPN
ajfa-10913	307	2	,	,	PUNCT
ajfa-10913	307	3	j.	j.	PROPN
ajfa-10913	307	4	d.	d.	PROPN
ajfa-10913	307	5	(	(	PUNCT
ajfa-10913	307	6	1989	1989	NUM
ajfa-10913	307	7	)	)	PUNCT
ajfa-10913	307	8	.	.	PUNCT
ajfa-10913	308	1	a	a	DET
ajfa-10913	308	2	new	new	ADJ
ajfa-10913	308	3	approach	approach	NOUN
ajfa-10913	308	4	to	to	ADP
ajfa-10913	308	5	the	the	DET
ajfa-10913	308	6	economic	economic	ADJ
ajfa-10913	308	7	analysis	analysis	NOUN
ajfa-10913	308	8	of	of	ADP
ajfa-10913	308	9	nonstationary	nonstationary	ADJ
ajfa-10913	308	10	time	time	NOUN
ajfa-10913	308	11	series	series	NOUN
ajfa-10913	308	12	and	and	CCONJ
ajfa-10913	308	13	the	the	DET
ajfa-10913	308	14	business	business	NOUN
ajfa-10913	308	15	cycle	cycle	NOUN
ajfa-10913	308	16	.	.	PUNCT
ajfa-10913	309	1	econometrica	econometrica	PROPN
ajfa-10913	309	2	,	,	PUNCT
ajfa-10913	309	3	57(2	57(2	NUM
ajfa-10913	309	4	)	)	PUNCT
ajfa-10913	309	5	,	,	PUNCT
ajfa-10913	309	6	357	357	NUM
ajfa-10913	309	7	-	-	SYM
ajfa-10913	309	8	384	384	NUM
ajfa-10913	309	9	.	.	PUNCT
ajfa-10913	310	1	hansen	hansen	PROPN
ajfa-10913	310	2	,	,	PUNCT
ajfa-10913	310	3	l.	l.	PROPN
ajfa-10913	310	4	p.	p.	PROPN
ajfa-10913	310	5	(	(	PUNCT
ajfa-10913	310	6	1982	1982	NUM
ajfa-10913	310	7	)	)	PUNCT
ajfa-10913	310	8	.	.	PUNCT
ajfa-10913	311	1	large	large	ADJ
ajfa-10913	311	2	sample	sample	NOUN
ajfa-10913	311	3	properties	property	NOUN
ajfa-10913	311	4	of	of	ADP
ajfa-10913	311	5	generalized	generalized	ADJ
ajfa-10913	311	6	method	method	NOUN
ajfa-10913	311	7	of	of	ADP
ajfa-10913	311	8	moments	moment	NOUN
ajfa-10913	311	9	estimators	estimator	NOUN
ajfa-10913	311	10	.	.	PUNCT
ajfa-10913	312	1	econometrica	econometrica	PROPN
ajfa-10913	312	2	,	,	PUNCT
ajfa-10913	312	3	50(4	50(4	NUM
ajfa-10913	312	4	)	)	PUNCT
ajfa-10913	312	5	,	,	PUNCT
ajfa-10913	312	6	1029	1029	NUM
ajfa-10913	312	7	-	-	SYM
ajfa-10913	312	8	1054	1054	NUM
ajfa-10913	312	9	.	.	PUNCT
ajfa-10913	313	1	https://doi.org/10.2307/1912775	https://doi.org/10.2307/1912775	PROPN
ajfa-10913	313	2	hansen	hansen	PROPN
ajfa-10913	313	3	,	,	PUNCT
ajfa-10913	313	4	l.	l.	PROPN
ajfa-10913	313	5	p.	p.	PROPN
ajfa-10913	313	6	,	,	PUNCT
ajfa-10913	313	7	heaton	heaton	PROPN
ajfa-10913	313	8	,	,	PUNCT
ajfa-10913	313	9	j.	j.	PROPN
ajfa-10913	313	10	,	,	PUNCT
ajfa-10913	313	11	&	&	CCONJ
ajfa-10913	313	12	yaron	yaron	PROPN
ajfa-10913	313	13	,	,	PUNCT
ajfa-10913	313	14	a.	a.	PROPN
ajfa-10913	313	15	(	(	PUNCT
ajfa-10913	313	16	1996	1996	NUM
ajfa-10913	313	17	)	)	PUNCT
ajfa-10913	313	18	.	.	PUNCT
ajfa-10913	314	1	finite	finite	PROPN
ajfa-10913	314	2	-	-	PUNCT
ajfa-10913	314	3	sample	sample	NOUN
ajfa-10913	314	4	properties	property	NOUN
ajfa-10913	314	5	of	of	ADP
ajfa-10913	314	6	some	some	DET
ajfa-10913	314	7	alternative	alternative	ADJ
ajfa-10913	314	8	gmm	gmm	NOUN
ajfa-10913	314	9	estimators	estimator	NOUN
ajfa-10913	314	10	.	.	PUNCT
ajfa-10913	315	1	journal	journal	NOUN
ajfa-10913	315	2	of	of	ADP
ajfa-10913	315	3	business	business	PROPN
ajfa-10913	315	4	&	&	CCONJ
ajfa-10913	315	5	economic	economic	ADJ
ajfa-10913	315	6	statistics	statistic	NOUN
ajfa-10913	315	7	,	,	PUNCT
ajfa-10913	315	8	14(3	14(3	NUM
ajfa-10913	315	9	)	)	PUNCT
ajfa-10913	315	10	,	,	PUNCT
ajfa-10913	315	11	262	262	NUM
ajfa-10913	315	12	-	-	SYM
ajfa-10913	315	13	280	280	NUM
ajfa-10913	315	14	.	.	PUNCT
ajfa-10913	316	1	https://doi.org/10.1080/07350015.1996.10524656	https://doi.org/10.1080/07350015.1996.10524656	PROPN
ajfa-10913	317	1	hassan	hassan	PROPN
ajfa-10913	317	2	,	,	PUNCT
ajfa-10913	317	3	m.	m.	PROPN
ajfa-10913	317	4	k.	k.	PROPN
ajfa-10913	317	5	,	,	PUNCT
ajfa-10913	317	6	maroney	maroney	PROPN
ajfa-10913	317	7	,	,	PUNCT
ajfa-10913	317	8	n.	n.	PROPN
ajfa-10913	317	9	c.	c.	PROPN
ajfa-10913	317	10	,	,	PUNCT
ajfa-10913	317	11	el	el	PROPN
ajfa-10913	317	12	-	-	PUNCT
ajfa-10913	317	13	sady	sady	PROPN
ajfa-10913	317	14	,	,	PUNCT
ajfa-10913	317	15	h.	h.	PROPN
ajfa-10913	317	16	m.	m.	PROPN
ajfa-10913	317	17	,	,	PUNCT
ajfa-10913	317	18	&	&	CCONJ
ajfa-10913	317	19	telfah	telfah	PROPN
ajfa-10913	317	20	,	,	PUNCT
ajfa-10913	317	21	a.	a.	NOUN
ajfa-10913	317	22	(	(	PUNCT
ajfa-10913	317	23	2003	2003	NUM
ajfa-10913	317	24	)	)	PUNCT
ajfa-10913	317	25	.	.	PUNCT
ajfa-10913	318	1	country	country	NOUN
ajfa-10913	318	2	risk	risk	NOUN
ajfa-10913	318	3	and	and	CCONJ
ajfa-10913	318	4	stock	stock	NOUN
ajfa-10913	318	5	market	market	NOUN
ajfa-10913	318	6	volatility	volatility	NOUN
ajfa-10913	318	7	,	,	PUNCT
ajfa-10913	318	8	predictability	predictability	NOUN
ajfa-10913	318	9	,	,	PUNCT
ajfa-10913	318	10	and	and	CCONJ
ajfa-10913	318	11	diversification	diversification	NOUN
ajfa-10913	318	12	in	in	ADP
ajfa-10913	318	13	the	the	DET
ajfa-10913	318	14	middle	middle	PROPN
ajfa-10913	318	15	east	east	PROPN
ajfa-10913	318	16	and	and	CCONJ
ajfa-10913	318	17	africa	africa	PROPN
ajfa-10913	318	18	.	.	PUNCT
ajfa-10913	319	1	economic	economic	ADJ
ajfa-10913	319	2	systems	system	NOUN
ajfa-10913	319	3	,	,	PUNCT
ajfa-10913	319	4	27(1	27(1	NUM
ajfa-10913	319	5	)	)	PUNCT
ajfa-10913	319	6	,	,	PUNCT
ajfa-10913	319	7	63	63	NUM
ajfa-10913	319	8	-	-	SYM
ajfa-10913	319	9	82	82	NUM
ajfa-10913	319	10	.	.	PUNCT
ajfa-10913	320	1	hearn	hearn	PROPN
ajfa-10913	320	2	,	,	PUNCT
ajfa-10913	320	3	b.	b.	PROPN
ajfa-10913	320	4	,	,	PUNCT
ajfa-10913	320	5	piesse	piesse	PROPN
ajfa-10913	320	6	,	,	PUNCT
ajfa-10913	320	7	j.	j.	PROPN
ajfa-10913	320	8	,	,	PUNCT
ajfa-10913	320	9	&	&	CCONJ
ajfa-10913	320	10	strange	strange	ADJ
ajfa-10913	320	11	,	,	PUNCT
ajfa-10913	320	12	r.	r.	PROPN
ajfa-10913	320	13	(	(	PUNCT
ajfa-10913	320	14	2010	2010	NUM
ajfa-10913	320	15	)	)	PUNCT
ajfa-10913	320	16	.	.	PUNCT
ajfa-10913	321	1	market	market	NOUN
ajfa-10913	321	2	liquidity	liquidity	NOUN
ajfa-10913	321	3	and	and	CCONJ
ajfa-10913	321	4	stock	stock	NOUN
ajfa-10913	321	5	size	size	NOUN
ajfa-10913	321	6	premia	premia	PROPN
ajfa-10913	321	7	in	in	ADP
ajfa-10913	321	8	emerging	emerge	VERB
ajfa-10913	321	9	financial	financial	ADJ
ajfa-10913	321	10	markets	market	NOUN
ajfa-10913	321	11	:	:	PUNCT
ajfa-10913	321	12	the	the	DET
ajfa-10913	321	13	implications	implication	NOUN
ajfa-10913	321	14	for	for	ADP
ajfa-10913	321	15	foreign	foreign	ADJ
ajfa-10913	321	16	investment	investment	NOUN
ajfa-10913	321	17	.	.	PUNCT
ajfa-10913	322	1	international	international	ADJ
ajfa-10913	322	2	business	business	PROPN
ajfa-10913	322	3	review	review	PROPN
ajfa-10913	322	4	,	,	PUNCT
ajfa-10913	322	5	19(5	19(5	NUM
ajfa-10913	322	6	)	)	PUNCT
ajfa-10913	322	7	,	,	PUNCT
ajfa-10913	322	8	489	489	NUM
ajfa-10913	322	9	-	-	SYM
ajfa-10913	322	10	501	501	NUM
ajfa-10913	322	11	.	.	PUNCT
ajfa-10913	323	1	hull	hull	NOUN
ajfa-10913	323	2	,	,	PUNCT
ajfa-10913	323	3	j.	j.	PROPN
ajfa-10913	323	4	c.	c.	PROPN
ajfa-10913	323	5	,	,	PUNCT
ajfa-10913	323	6	&	&	CCONJ
ajfa-10913	323	7	white	white	PROPN
ajfa-10913	323	8	,	,	PUNCT
ajfa-10913	323	9	a.	a.	PROPN
ajfa-10913	323	10	d.	d.	PROPN
ajfa-10913	323	11	(	(	PUNCT
ajfa-10913	323	12	1998	1998	NUM
ajfa-10913	323	13	)	)	PUNCT
ajfa-10913	323	14	.	.	PUNCT
ajfa-10913	324	1	value	value	NOUN
ajfa-10913	324	2	at	at	ADP
ajfa-10913	324	3	risk	risk	NOUN
ajfa-10913	324	4	when	when	SCONJ
ajfa-10913	324	5	daily	daily	ADJ
ajfa-10913	324	6	changes	change	NOUN
ajfa-10913	324	7	in	in	ADP
ajfa-10913	324	8	market	market	NOUN
ajfa-10913	324	9	variables	variable	NOUN
ajfa-10913	324	10	are	be	AUX
ajfa-10913	324	11	not	not	PART
ajfa-10913	324	12	normally	normally	ADV
ajfa-10913	324	13	distributed	distribute	VERB
ajfa-10913	324	14	.	.	PUNCT
ajfa-10913	325	1	the	the	DET
ajfa-10913	325	2	journal	journal	NOUN
ajfa-10913	325	3	of	of	ADP
ajfa-10913	325	4	derivatives	derivative	NOUN
ajfa-10913	325	5	,	,	PUNCT
ajfa-10913	325	6	5(3	5(3	NUM
ajfa-10913	325	7	)	)	PUNCT
ajfa-10913	325	8	,	,	PUNCT
ajfa-10913	325	9	9	9	NUM
ajfa-10913	325	10	-	-	SYM
ajfa-10913	325	11	19	19	NUM
ajfa-10913	325	12	.	.	PUNCT
ajfa-10913	326	1	https://doi.org/10.3905/jod.1998.407998	https://doi.org/10.3905/jod.1998.407998	PROPN
ajfa-10913	326	2	iacus	iacus	PROPN
ajfa-10913	326	3	,	,	PUNCT
ajfa-10913	326	4	s.	s.	PROPN
ajfa-10913	326	5	m.	m.	PROPN
ajfa-10913	326	6	(	(	PUNCT
ajfa-10913	326	7	2011	2011	NUM
ajfa-10913	326	8	)	)	PUNCT
ajfa-10913	326	9	.	.	PUNCT
ajfa-10913	327	1	option	option	NOUN
ajfa-10913	327	2	pricing	pricing	NOUN
ajfa-10913	327	3	and	and	CCONJ
ajfa-10913	327	4	estimation	estimation	NOUN
ajfa-10913	327	5	of	of	ADP
ajfa-10913	327	6	financial	financial	ADJ
ajfa-10913	327	7	models	model	NOUN
ajfa-10913	327	8	with	with	ADP
ajfa-10913	327	9	r	r	NOUN
ajfa-10913	327	10	(	(	PUNCT
ajfa-10913	327	11	1st	1st	ADJ
ajfa-10913	327	12	ed	ed	NOUN
ajfa-10913	327	13	.	.	PUNCT
ajfa-10913	327	14	)	)	PUNCT
ajfa-10913	327	15	.	.	PUNCT
ajfa-10913	328	1	west	west	PROPN
ajfa-10913	328	2	sussex	sussex	PROPN
ajfa-10913	328	3	,	,	PUNCT
ajfa-10913	328	4	po19	po19	PROPN
ajfa-10913	328	5	8sq	8sq	NOUN
ajfa-10913	328	6	,	,	PUNCT
ajfa-10913	328	7	united	united	ADJ
ajfa-10913	328	8	kingdom	kingdom	PROPN
ajfa-10913	328	9	:	:	PUNCT
ajfa-10913	328	10	john	john	PROPN
ajfa-10913	328	11	wiley	wiley	PROPN
ajfa-10913	328	12	&	&	CCONJ
ajfa-10913	328	13	sons	sons	PROPN
ajfa-10913	328	14	,	,	PUNCT
ajfa-10913	328	15	ltd	ltd	PROPN
ajfa-10913	328	16	.	.	PROPN
ajfa-10913	328	17	karian	karian	PROPN
ajfa-10913	328	18	,	,	PUNCT
ajfa-10913	328	19	z.	z.	PROPN
ajfa-10913	328	20	a.	a.	PROPN
ajfa-10913	328	21	,	,	PUNCT
ajfa-10913	328	22	&	&	CCONJ
ajfa-10913	328	23	dudewicz	dudewicz	PROPN
ajfa-10913	328	24	,	,	PUNCT
ajfa-10913	328	25	e.	e.	PROPN
ajfa-10913	328	26	j.	j.	PROPN
ajfa-10913	328	27	(	(	PUNCT
ajfa-10913	328	28	1999	1999	NUM
ajfa-10913	328	29	)	)	PUNCT
ajfa-10913	328	30	.	.	PUNCT
ajfa-10913	329	1	fitting	fit	VERB
ajfa-10913	329	2	the	the	DET
ajfa-10913	329	3	generalized	generalized	ADJ
ajfa-10913	329	4	lambda	lambda	ADJ
ajfa-10913	329	5	distribution	distribution	NOUN
ajfa-10913	329	6	to	to	ADP
ajfa-10913	329	7	data	data	NOUN
ajfa-10913	329	8	:	:	PUNCT
ajfa-10913	329	9	a	a	DET
ajfa-10913	329	10	method	method	NOUN
ajfa-10913	329	11	based	base	VERB
ajfa-10913	329	12	on	on	ADP
ajfa-10913	329	13	percentiles	percentile	NOUN
ajfa-10913	329	14	.	.	PUNCT
ajfa-10913	330	1	communications	communication	NOUN
ajfa-10913	330	2	in	in	ADP
ajfa-10913	330	3	statistics	statistic	NOUN
ajfa-10913	330	4	simulation	simulation	NOUN
ajfa-10913	330	5	and	and	CCONJ
ajfa-10913	330	6	computation	computation	NOUN
ajfa-10913	330	7	,	,	PUNCT
ajfa-10913	330	8	28(3	28(3	NUM
ajfa-10913	330	9	)	)	PUNCT
ajfa-10913	330	10	,	,	PUNCT
ajfa-10913	330	11	793	793	NUM
ajfa-10913	330	12	-	-	SYM
ajfa-10913	330	13	819	819	NUM
ajfa-10913	330	14	.	.	PUNCT
ajfa-10913	331	1	https://doi.org/10.1080/03610919908813579	https://doi.org/10.1080/03610919908813579	NOUN
ajfa-10913	331	2	karian	karian	PROPN
ajfa-10913	331	3	,	,	PUNCT
ajfa-10913	331	4	z.	z.	PROPN
ajfa-10913	331	5	a.	a.	PROPN
ajfa-10913	331	6	,	,	PUNCT
ajfa-10913	331	7	&	&	CCONJ
ajfa-10913	331	8	dudewicz	dudewicz	PROPN
ajfa-10913	331	9	,	,	PUNCT
ajfa-10913	331	10	e.	e.	PROPN
ajfa-10913	331	11	j.	j.	PROPN
ajfa-10913	331	12	(	(	PUNCT
ajfa-10913	331	13	2000	2000	NUM
ajfa-10913	331	14	)	)	PUNCT
ajfa-10913	331	15	.	.	PUNCT
ajfa-10913	332	1	fitting	fitting	ADJ
ajfa-10913	332	2	statistical	statistical	ADJ
ajfa-10913	332	3	distributions	distribution	NOUN
ajfa-10913	332	4	:	:	PUNCT
ajfa-10913	332	5	the	the	DET
ajfa-10913	332	6	generalized	generalized	ADJ
ajfa-10913	332	7	lambda	lambda	ADJ
ajfa-10913	332	8	distribution	distribution	NOUN
ajfa-10913	332	9	and	and	CCONJ
ajfa-10913	332	10	generalized	generalized	ADJ
ajfa-10913	332	11	bootstrap	bootstrap	NOUN
ajfa-10913	332	12	methods	method	NOUN
ajfa-10913	332	13	.	.	PUNCT
ajfa-10913	333	1	crc	crc	PROPN
ajfa-10913	333	2	press	press	PROPN
ajfa-10913	333	3	.	.	PUNCT
ajfa-10913	334	1	karvanen	karvanen	PROPN
ajfa-10913	334	2	,	,	PUNCT
ajfa-10913	334	3	j.	j.	PROPN
ajfa-10913	334	4	,	,	PUNCT
ajfa-10913	334	5	&	&	CCONJ
ajfa-10913	334	6	nuutinen	nuutinen	PROPN
ajfa-10913	334	7	,	,	PUNCT
ajfa-10913	334	8	a.	a.	NOUN
ajfa-10913	334	9	(	(	PUNCT
ajfa-10913	334	10	2008	2008	NUM
ajfa-10913	334	11	)	)	PUNCT
ajfa-10913	334	12	.	.	PUNCT
ajfa-10913	335	1	characterizing	characterize	VERB
ajfa-10913	335	2	the	the	DET
ajfa-10913	335	3	generalized	generalized	ADJ
ajfa-10913	335	4	lambda	lambda	ADJ
ajfa-10913	335	5	distribution	distribution	NOUN
ajfa-10913	335	6	by	by	ADP
ajfa-10913	335	7	l	l	NOUN
ajfa-10913	335	8	-	-	NOUN
ajfa-10913	335	9	moments	moment	NOUN
ajfa-10913	335	10	.	.	PUNCT
ajfa-10913	336	1	computational	computational	ADJ
ajfa-10913	336	2	statistics	statistic	NOUN
ajfa-10913	336	3	&	&	CCONJ
ajfa-10913	336	4	data	datum	NOUN
ajfa-10913	336	5	analysis	analysis	NOUN
ajfa-10913	336	6	,	,	PUNCT
ajfa-10913	336	7	52(4	52(4	NUM
ajfa-10913	336	8	)	)	PUNCT
ajfa-10913	336	9	,	,	PUNCT
ajfa-10913	336	10	1971	1971	NUM
ajfa-10913	336	11	-	-	SYM
ajfa-10913	336	12	1983	1983	NUM
ajfa-10913	336	13	.	.	PUNCT
ajfa-10913	337	1	king	king	PROPN
ajfa-10913	337	2	,	,	PUNCT
ajfa-10913	337	3	r.	r.	PROPN
ajfa-10913	337	4	a.	a.	PROPN
ajfa-10913	337	5	r.	r.	PROPN
ajfa-10913	337	6	,	,	PUNCT
ajfa-10913	337	7	&	&	CCONJ
ajfa-10913	337	8	macgillivray	macgillivray	PROPN
ajfa-10913	337	9	,	,	PUNCT
ajfa-10913	337	10	h.	h.	PROPN
ajfa-10913	337	11	l.	l.	PROPN
ajfa-10913	337	12	(	(	PUNCT
ajfa-10913	337	13	1999	1999	NUM
ajfa-10913	337	14	)	)	PUNCT
ajfa-10913	337	15	.	.	PUNCT
ajfa-10913	338	1	a	a	DET
ajfa-10913	338	2	starship	starship	NOUN
ajfa-10913	338	3	estimation	estimation	NOUN
ajfa-10913	338	4	method	method	NOUN
ajfa-10913	338	5	for	for	ADP
ajfa-10913	338	6	the	the	DET
ajfa-10913	338	7	generalized	generalized	ADJ
ajfa-10913	338	8	distributions	distribution	NOUN
ajfa-10913	338	9	.	.	PUNCT
ajfa-10913	339	1	australian	australian	PROPN
ajfa-10913	339	2	&	&	CCONJ
ajfa-10913	339	3	new	new	PROPN
ajfa-10913	339	4	zealand	zealand	PROPN
ajfa-10913	339	5	journal	journal	PROPN
ajfa-10913	339	6	of	of	ADP
ajfa-10913	339	7	statistics	statistic	NOUN
ajfa-10913	339	8	,	,	PUNCT
ajfa-10913	339	9	41(3	41(3	NOUN
ajfa-10913	339	10	)	)	PUNCT
ajfa-10913	339	11	,	,	PUNCT
ajfa-10913	339	12	353	353	NUM
ajfa-10913	339	13	-	-	SYM
ajfa-10913	339	14	374	374	NUM
ajfa-10913	339	15	.	.	PUNCT
ajfa-10913	340	1	https://doi.org/10.1111/1467-842x.00089	https://doi.org/10.1111/1467-842x.00089	PROPN
ajfa-10913	340	2	koudou	koudou	NOUN
ajfa-10913	340	3	,	,	PUNCT
ajfa-10913	340	4	a.	a.	PROPN
ajfa-10913	340	5	e.	e.	PROPN
ajfa-10913	340	6	,	,	PUNCT
ajfa-10913	340	7	&	&	CCONJ
ajfa-10913	340	8	ley	ley	PROPN
ajfa-10913	340	9	,	,	PUNCT
ajfa-10913	340	10	c.	c.	PROPN
ajfa-10913	340	11	(	(	PUNCT
ajfa-10913	340	12	2014	2014	NUM
ajfa-10913	340	13	)	)	PUNCT
ajfa-10913	340	14	.	.	PUNCT
ajfa-10913	341	1	characterizations	characterization	NOUN
ajfa-10913	341	2	of	of	ADP
ajfa-10913	341	3	gig	gig	NOUN
ajfa-10913	341	4	laws	law	NOUN
ajfa-10913	341	5	:	:	PUNCT
ajfa-10913	341	6	a	a	DET
ajfa-10913	341	7	survey	survey	NOUN
ajfa-10913	341	8	.	.	PUNCT
ajfa-10913	342	1	probability	probability	NOUN
ajfa-10913	342	2	asian	asian	ADJ
ajfa-10913	342	3	journal	journal	NOUN
ajfa-10913	342	4	of	of	ADP
ajfa-10913	342	5	finance	finance	PROPN
ajfa-10913	342	6	&	&	CCONJ
ajfa-10913	342	7	accounting	accounting	PROPN
ajfa-10913	342	8	issn	issn	PROPN
ajfa-10913	342	9	1946	1946	NUM
ajfa-10913	342	10	-	-	PUNCT
ajfa-10913	342	11	052x	052x	PROPN
ajfa-10913	342	12	2017	2017	NUM
ajfa-10913	342	13	,	,	PUNCT
ajfa-10913	342	14	vol	vol	NOUN
ajfa-10913	342	15	.	.	NOUN
ajfa-10913	342	16	9	9	NUM
ajfa-10913	342	17	,	,	PUNCT
ajfa-10913	342	18	no	no	INTJ
ajfa-10913	342	19	.	.	NOUN
ajfa-10913	342	20	1	1	NUM
ajfa-10913	342	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	342	22	243	243	NUM
ajfa-10913	342	23	surveys	survey	NOUN
ajfa-10913	342	24	,	,	PUNCT
ajfa-10913	342	25	11	11	NUM
ajfa-10913	342	26	,	,	PUNCT
ajfa-10913	342	27	161	161	NUM
ajfa-10913	342	28	-	-	SYM
ajfa-10913	342	29	176	176	NUM
ajfa-10913	342	30	.	.	PUNCT
ajfa-10913	343	1	https://doi.org/10.1214/13-ps227	https://doi.org/10.1214/13-ps227	PROPN
ajfa-10913	343	2	m.	m.	PROPN
ajfa-10913	343	3	r.	r.	PROPN
ajfa-10913	343	4	,	,	PUNCT
ajfa-10913	343	5	h.	h.	PROPN
ajfa-10913	343	6	(	(	PUNCT
ajfa-10913	343	7	2001	2001	NUM
ajfa-10913	343	8	)	)	PUNCT
ajfa-10913	343	9	.	.	PUNCT
ajfa-10913	344	1	a	a	DET
ajfa-10913	344	2	regime	regime	NOUN
ajfa-10913	344	3	-	-	PUNCT
ajfa-10913	344	4	switching	switch	VERB
ajfa-10913	344	5	model	model	NOUN
ajfa-10913	344	6	of	of	ADP
ajfa-10913	344	7	long	long	ADJ
ajfa-10913	344	8	-	-	PUNCT
ajfa-10913	344	9	term	term	NOUN
ajfa-10913	344	10	stock	stock	NOUN
ajfa-10913	344	11	returns	return	NOUN
ajfa-10913	344	12	.	.	PUNCT
ajfa-10913	345	1	north	north	ADJ
ajfa-10913	345	2	american	american	ADJ
ajfa-10913	345	3	actuarial	actuarial	ADJ
ajfa-10913	345	4	journal	journal	NOUN
ajfa-10913	345	5	,	,	PUNCT
ajfa-10913	345	6	5(2	5(2	NUM
ajfa-10913	345	7	)	)	PUNCT
ajfa-10913	345	8	.	.	PUNCT
ajfa-10913	346	1	myung	myung	PROPN
ajfa-10913	346	2	,	,	PUNCT
ajfa-10913	346	3	i.	i.	PROPN
ajfa-10913	346	4	j.	j.	PROPN
ajfa-10913	346	5	(	(	PUNCT
ajfa-10913	346	6	2003	2003	NUM
ajfa-10913	346	7	)	)	PUNCT
ajfa-10913	346	8	.	.	PUNCT
ajfa-10913	347	1	tutorial	tutorial	NOUN
ajfa-10913	347	2	on	on	ADP
ajfa-10913	347	3	maximum	maximum	ADJ
ajfa-10913	347	4	likelihood	likelihood	NOUN
ajfa-10913	347	5	estimation	estimation	NOUN
ajfa-10913	347	6	.	.	PUNCT
ajfa-10913	348	1	journal	journal	PROPN
ajfa-10913	348	2	of	of	ADP
ajfa-10913	348	3	mathematical	mathematical	ADJ
ajfa-10913	348	4	psychology	psychology	NOUN
ajfa-10913	348	5	,	,	PUNCT
ajfa-10913	348	6	47(1	47(1	NUM
ajfa-10913	348	7	)	)	PUNCT
ajfa-10913	348	8	,	,	PUNCT
ajfa-10913	348	9	90	90	NUM
ajfa-10913	348	10	-	-	SYM
ajfa-10913	348	11	100	100	NUM
ajfa-10913	348	12	.	.	PUNCT
ajfa-10913	349	1	newey	newey	PROPN
ajfa-10913	349	2	,	,	PUNCT
ajfa-10913	349	3	w.	w.	PROPN
ajfa-10913	349	4	,	,	PUNCT
ajfa-10913	349	5	&	&	CCONJ
ajfa-10913	349	6	west	west	PROPN
ajfa-10913	349	7	,	,	PUNCT
ajfa-10913	349	8	k.	k.	PROPN
ajfa-10913	349	9	(	(	PUNCT
ajfa-10913	349	10	1987	1987	NUM
ajfa-10913	349	11	)	)	PUNCT
ajfa-10913	349	12	.	.	PUNCT
ajfa-10913	350	1	a	a	DET
ajfa-10913	350	2	simple	simple	ADJ
ajfa-10913	350	3	,	,	PUNCT
ajfa-10913	350	4	positive	positive	ADJ
ajfa-10913	350	5	semi	semi	ADJ
ajfa-10913	350	6	-	-	ADJ
ajfa-10913	350	7	definite	definite	ADJ
ajfa-10913	350	8	,	,	PUNCT
ajfa-10913	350	9	heteroskedasticity	heteroskedasticity	NOUN
ajfa-10913	350	10	and	and	CCONJ
ajfa-10913	350	11	autocorrelation	autocorrelation	NOUN
ajfa-10913	350	12	consistent	consistent	ADJ
ajfa-10913	350	13	covariance	covariance	NOUN
ajfa-10913	350	14	matrix	matrix	NOUN
ajfa-10913	350	15	.	.	PUNCT
ajfa-10913	351	1	econometrica	econometrica	PROPN
ajfa-10913	351	2	,	,	PUNCT
ajfa-10913	351	3	55(3	55(3	NUM
ajfa-10913	351	4	)	)	PUNCT
ajfa-10913	351	5	,	,	PUNCT
ajfa-10913	351	6	703	703	NUM
ajfa-10913	351	7	-	-	SYM
ajfa-10913	351	8	08	08	NUM
ajfa-10913	351	9	.	.	PUNCT
ajfa-10913	352	1	owen	owen	PROPN
ajfa-10913	352	2	,	,	PUNCT
ajfa-10913	352	3	a.	a.	PROPN
ajfa-10913	352	4	b.	b.	PROPN
ajfa-10913	352	5	(	(	PUNCT
ajfa-10913	352	6	1988	1988	NUM
ajfa-10913	352	7	)	)	PUNCT
ajfa-10913	352	8	.	.	PUNCT
ajfa-10913	353	1	empirical	empirical	ADJ
ajfa-10913	353	2	likelihood	likelihood	NOUN
ajfa-10913	353	3	ratio	ratio	NOUN
ajfa-10913	353	4	confidence	confidence	NOUN
ajfa-10913	353	5	intervals	interval	NOUN
ajfa-10913	353	6	for	for	ADP
ajfa-10913	353	7	a	a	DET
ajfa-10913	353	8	single	single	ADJ
ajfa-10913	353	9	functional	functional	ADJ
ajfa-10913	353	10	.	.	PUNCT
ajfa-10913	354	1	biometrika	biometrika	NOUN
ajfa-10913	354	2	,	,	PUNCT
ajfa-10913	354	3	75(2	75(2	NUM
ajfa-10913	354	4	)	)	PUNCT
ajfa-10913	354	5	,	,	PUNCT
ajfa-10913	354	6	237	237	NUM
ajfa-10913	354	7	-	-	SYM
ajfa-10913	354	8	249	249	NUM
ajfa-10913	354	9	.	.	PUNCT
ajfa-10913	355	1	https://doi.org/10.1093/biomet/75.2.237	https://doi.org/10.1093/biomet/75.2.237	NUM
ajfa-10913	355	2	öztürk	öztürk	NOUN
ajfa-10913	355	3	,	,	PUNCT
ajfa-10913	355	4	a.	a.	NOUN
ajfa-10913	355	5	,	,	PUNCT
ajfa-10913	355	6	&	&	CCONJ
ajfa-10913	355	7	dale	dale	PROPN
ajfa-10913	355	8	,	,	PUNCT
ajfa-10913	355	9	r.	r.	PROPN
ajfa-10913	355	10	f.	f.	PROPN
ajfa-10913	355	11	(	(	PUNCT
ajfa-10913	355	12	1982	1982	NUM
ajfa-10913	355	13	)	)	PUNCT
ajfa-10913	355	14	.	.	PUNCT
ajfa-10913	356	1	a	a	DET
ajfa-10913	356	2	study	study	NOUN
ajfa-10913	356	3	of	of	ADP
ajfa-10913	356	4	fitting	fit	VERB
ajfa-10913	356	5	the	the	DET
ajfa-10913	356	6	generalized	generalized	ADJ
ajfa-10913	356	7	lambda	lambda	ADJ
ajfa-10913	356	8	distribution	distribution	NOUN
ajfa-10913	356	9	to	to	ADP
ajfa-10913	356	10	solar	solar	ADJ
ajfa-10913	356	11	radiation	radiation	NOUN
ajfa-10913	356	12	data	datum	NOUN
ajfa-10913	356	13	.	.	PUNCT
ajfa-10913	357	1	journal	journal	PROPN
ajfa-10913	357	2	of	of	ADP
ajfa-10913	357	3	applied	apply	VERB
ajfa-10913	357	4	meteorology	meteorology	NOUN
ajfa-10913	357	5	,	,	PUNCT
ajfa-10913	357	6	21(7	21(7	PROPN
ajfa-10913	357	7	)	)	PUNCT
ajfa-10913	357	8	,	,	PUNCT
ajfa-10913	357	9	995	995	NUM
ajfa-10913	357	10	-	-	SYM
ajfa-10913	357	11	1004	1004	NUM
ajfa-10913	357	12	.	.	PUNCT
ajfa-10913	358	1	https://doi.org/10.1175/1520-0450(1982)021<0995:asoftg>2.0.co;2	https://doi.org/10.1175/1520-0450(1982)021<0995:asoftg>2.0.co;2	NUM
ajfa-10913	358	2	öztürk	öztürk	NOUN
ajfa-10913	358	3	,	,	PUNCT
ajfa-10913	358	4	a.	a.	NOUN
ajfa-10913	358	5	,	,	PUNCT
ajfa-10913	358	6	&	&	CCONJ
ajfa-10913	358	7	dale	dale	PROPN
ajfa-10913	358	8	,	,	PUNCT
ajfa-10913	358	9	r.	r.	PROPN
ajfa-10913	358	10	f.	f.	PROPN
ajfa-10913	358	11	(	(	PUNCT
ajfa-10913	358	12	1985	1985	NUM
ajfa-10913	358	13	)	)	PUNCT
ajfa-10913	358	14	.	.	PUNCT
ajfa-10913	359	1	least	least	ADJ
ajfa-10913	359	2	squares	square	NOUN
ajfa-10913	359	3	estimation	estimation	NOUN
ajfa-10913	359	4	of	of	ADP
ajfa-10913	359	5	the	the	DET
ajfa-10913	359	6	parameters	parameter	NOUN
ajfa-10913	359	7	of	of	ADP
ajfa-10913	359	8	the	the	DET
ajfa-10913	359	9	generalized	generalized	ADJ
ajfa-10913	359	10	lambda	lambda	ADJ
ajfa-10913	359	11	distribution	distribution	NOUN
ajfa-10913	359	12	.	.	PUNCT
ajfa-10913	360	1	technometrics	technometric	NOUN
ajfa-10913	360	2	,	,	PUNCT
ajfa-10913	360	3	27(1	27(1	NUM
ajfa-10913	360	4	)	)	PUNCT
ajfa-10913	360	5	,	,	PUNCT
ajfa-10913	360	6	81	81	NUM
ajfa-10913	360	7	-	-	SYM
ajfa-10913	360	8	84	84	NUM
ajfa-10913	360	9	.	.	PUNCT
ajfa-10913	361	1	pearson	pearson	PROPN
ajfa-10913	361	2	,	,	PUNCT
ajfa-10913	361	3	k.	k.	PROPN
ajfa-10913	361	4	(	(	PUNCT
ajfa-10913	361	5	1894	1894	NUM
ajfa-10913	361	6	)	)	PUNCT
ajfa-10913	361	7	.	.	PUNCT
ajfa-10913	362	1	contributions	contribution	NOUN
ajfa-10913	362	2	to	to	ADP
ajfa-10913	362	3	the	the	DET
ajfa-10913	362	4	mathematical	mathematical	ADJ
ajfa-10913	362	5	theory	theory	NOUN
ajfa-10913	362	6	of	of	ADP
ajfa-10913	362	7	evolution	evolution	NOUN
ajfa-10913	362	8	.	.	PUNCT
ajfa-10913	363	1	philosophical	philosophical	ADJ
ajfa-10913	363	2	transactions	transaction	NOUN
ajfa-10913	363	3	of	of	ADP
ajfa-10913	363	4	the	the	DET
ajfa-10913	363	5	royal	royal	ADJ
ajfa-10913	363	6	society	society	NOUN
ajfa-10913	363	7	of	of	ADP
ajfa-10913	363	8	london	london	PROPN
ajfa-10913	363	9	a	a	DET
ajfa-10913	363	10	:	:	PUNCT
ajfa-10913	363	11	mathematical	mathematical	ADJ
ajfa-10913	363	12	,	,	PUNCT
ajfa-10913	363	13	physical	physical	ADJ
ajfa-10913	363	14	and	and	CCONJ
ajfa-10913	363	15	engineering	engineering	NOUN
ajfa-10913	363	16	sciences	science	NOUN
ajfa-10913	363	17	,	,	PUNCT
ajfa-10913	363	18	185	185	NUM
ajfa-10913	363	19	,	,	PUNCT
ajfa-10913	363	20	71	71	NUM
ajfa-10913	363	21	-	-	SYM
ajfa-10913	363	22	110	110	NUM
ajfa-10913	363	23	.	.	PUNCT
ajfa-10913	364	1	https://doi.org/10.1098/rsta.1894.0003	https://doi.org/10.1098/rsta.1894.0003	PROPN
ajfa-10913	364	2	pearson	pearson	PROPN
ajfa-10913	364	3	,	,	PUNCT
ajfa-10913	364	4	k.	k.	PROPN
ajfa-10913	364	5	(	(	PUNCT
ajfa-10913	364	6	1936	1936	NUM
ajfa-10913	364	7	)	)	PUNCT
ajfa-10913	364	8	.	.	PUNCT
ajfa-10913	365	1	method	method	NOUN
ajfa-10913	365	2	of	of	ADP
ajfa-10913	365	3	moments	moment	NOUN
ajfa-10913	365	4	and	and	CCONJ
ajfa-10913	365	5	method	method	NOUN
ajfa-10913	365	6	of	of	ADP
ajfa-10913	365	7	maximum	maximum	ADJ
ajfa-10913	365	8	likelihood	likelihood	NOUN
ajfa-10913	365	9	.	.	PUNCT
ajfa-10913	366	1	biometrika	biometrika	NOUN
ajfa-10913	366	2	,	,	PUNCT
ajfa-10913	366	3	28(1/2	28(1/2	NUM
ajfa-10913	366	4	)	)	PUNCT
ajfa-10913	366	5	,	,	PUNCT
ajfa-10913	366	6	34	34	NUM
ajfa-10913	366	7	-	-	SYM
ajfa-10913	366	8	59	59	NUM
ajfa-10913	366	9	.	.	PUNCT
ajfa-10913	367	1	https://doi.org/10.2307/2334123	https://doi.org/10.2307/2334123	PROPN
ajfa-10913	367	2	pfaff	pfaff	PROPN
ajfa-10913	367	3	,	,	PUNCT
ajfa-10913	367	4	b.	b.	PROPN
ajfa-10913	367	5	(	(	PUNCT
ajfa-10913	367	6	2013	2013	NUM
ajfa-10913	367	7	)	)	PUNCT
ajfa-10913	367	8	.	.	PUNCT
ajfa-10913	368	1	financial	financial	ADJ
ajfa-10913	368	2	risk	risk	NOUN
ajfa-10913	368	3	modelling	modelling	NOUN
ajfa-10913	368	4	and	and	CCONJ
ajfa-10913	368	5	portfolio	portfolio	NOUN
ajfa-10913	368	6	optimization	optimization	NOUN
ajfa-10913	368	7	with	with	ADP
ajfa-10913	368	8	r.	r.	PROPN
ajfa-10913	368	9	west	west	PROPN
ajfa-10913	368	10	sussex	sussex	PROPN
ajfa-10913	368	11	,	,	PUNCT
ajfa-10913	368	12	po19	po19	PROPN
ajfa-10913	368	13	8sq	8sq	NOUN
ajfa-10913	368	14	,	,	PUNCT
ajfa-10913	368	15	united	united	ADJ
ajfa-10913	368	16	kingdom	kingdom	PROPN
ajfa-10913	368	17	:	:	PUNCT
ajfa-10913	368	18	john	john	PROPN
ajfa-10913	368	19	wiley	wiley	PROPN
ajfa-10913	368	20	&	&	CCONJ
ajfa-10913	368	21	sons	sons	PROPN
ajfa-10913	368	22	ltd	ltd	PROPN
ajfa-10913	368	23	.	.	PROPN
ajfa-10913	368	24	prause	prause	PROPN
ajfa-10913	368	25	,	,	PUNCT
ajfa-10913	368	26	k.	k.	PROPN
ajfa-10913	368	27	(	(	PUNCT
ajfa-10913	368	28	1997	1997	NUM
ajfa-10913	368	29	)	)	PUNCT
ajfa-10913	368	30	.	.	PUNCT
ajfa-10913	369	1	modelling	model	VERB
ajfa-10913	369	2	financial	financial	ADJ
ajfa-10913	369	3	data	datum	NOUN
ajfa-10913	369	4	using	use	VERB
ajfa-10913	369	5	generalized	generalized	ADJ
ajfa-10913	369	6	hyperbolic	hyperbolic	ADJ
ajfa-10913	369	7	distributions	distribution	NOUN
ajfa-10913	369	8	.	.	PUNCT
ajfa-10913	370	1	fdm	fdm	NOUN
ajfa-10913	370	2	preprint	preprint	NOUN
ajfa-10913	370	3	,	,	PUNCT
ajfa-10913	370	4	48	48	NUM
ajfa-10913	370	5	.	.	PUNCT
ajfa-10913	370	6	retrieved	retrieve	VERB
ajfa-10913	370	7	from	from	ADP
ajfa-10913	370	8	http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.416.1199&rep=rep1&type=pdf	http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.416.1199&rep=rep1&type=pdf	NOUN
ajfa-10913	370	9	prause	prause	NOUN
ajfa-10913	370	10	,	,	PUNCT
ajfa-10913	370	11	k.	k.	PROPN
ajfa-10913	370	12	(	(	PUNCT
ajfa-10913	370	13	1999	1999	NUM
ajfa-10913	370	14	)	)	PUNCT
ajfa-10913	370	15	.	.	PUNCT
ajfa-10913	371	1	the	the	DET
ajfa-10913	371	2	generalized	generalized	ADJ
ajfa-10913	371	3	hyperbolic	hyperbolic	ADJ
ajfa-10913	371	4	model	model	NOUN
ajfa-10913	371	5	:	:	PUNCT
ajfa-10913	371	6	estimation	estimation	NOUN
ajfa-10913	371	7	,	,	PUNCT
ajfa-10913	371	8	financial	financial	ADJ
ajfa-10913	371	9	derivatives	derivative	NOUN
ajfa-10913	371	10	,	,	PUNCT
ajfa-10913	371	11	and	and	CCONJ
ajfa-10913	371	12	risk	risk	NOUN
ajfa-10913	371	13	measures	measure	NOUN
ajfa-10913	371	14	.	.	PUNCT
ajfa-10913	372	1	citeseer	citeseer	NOUN
ajfa-10913	372	2	.	.	PUNCT
ajfa-10913	373	1	retrieved	retrieve	VERB
ajfa-10913	373	2	from	from	ADP
ajfa-10913	373	3	http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.382.9958&rep=rep1&type=pdf	http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.382.9958&rep=rep1&type=pdf	PROPN
ajfa-10913	373	4	ramberg	ramberg	ADV
ajfa-10913	373	5	,	,	PUNCT
ajfa-10913	373	6	j.	j.	PROPN
ajfa-10913	373	7	s.	s.	PROPN
ajfa-10913	373	8	,	,	PUNCT
ajfa-10913	373	9	dudewicz	dudewicz	PROPN
ajfa-10913	373	10	,	,	PUNCT
ajfa-10913	373	11	e.	e.	PROPN
ajfa-10913	373	12	j.	j.	PROPN
ajfa-10913	373	13	,	,	PUNCT
ajfa-10913	373	14	tadikamalla	tadikamalla	PROPN
ajfa-10913	373	15	,	,	PUNCT
ajfa-10913	373	16	p.	p.	PROPN
ajfa-10913	373	17	r.	r.	PROPN
ajfa-10913	373	18	,	,	PUNCT
ajfa-10913	373	19	&	&	CCONJ
ajfa-10913	373	20	mykytka	mykytka	PROPN
ajfa-10913	373	21	,	,	PUNCT
ajfa-10913	373	22	e.	e.	PROPN
ajfa-10913	373	23	f.	f.	PROPN
ajfa-10913	373	24	(	(	PUNCT
ajfa-10913	373	25	1979	1979	NUM
ajfa-10913	373	26	)	)	PUNCT
ajfa-10913	373	27	.	.	PUNCT
ajfa-10913	374	1	a	a	DET
ajfa-10913	374	2	probability	probability	NOUN
ajfa-10913	374	3	distribution	distribution	NOUN
ajfa-10913	374	4	and	and	CCONJ
ajfa-10913	374	5	its	its	PRON
ajfa-10913	374	6	uses	use	NOUN
ajfa-10913	374	7	in	in	ADP
ajfa-10913	374	8	fitting	fitting	ADJ
ajfa-10913	374	9	data	datum	NOUN
ajfa-10913	374	10	.	.	PUNCT
ajfa-10913	375	1	technometrics	technometric	NOUN
ajfa-10913	375	2	,	,	PUNCT
ajfa-10913	375	3	21(2	21(2	NUM
ajfa-10913	375	4	)	)	PUNCT
ajfa-10913	375	5	,	,	PUNCT
ajfa-10913	375	6	201	201	NUM
ajfa-10913	375	7	-	-	SYM
ajfa-10913	375	8	214	214	NUM
ajfa-10913	375	9	.	.	PUNCT
ajfa-10913	376	1	ramberg	ramberg	ADV
ajfa-10913	376	2	,	,	PUNCT
ajfa-10913	376	3	j.	j.	PROPN
ajfa-10913	376	4	s.	s.	PROPN
ajfa-10913	376	5	,	,	PUNCT
ajfa-10913	376	6	&	&	CCONJ
ajfa-10913	376	7	schmeister	schmeister	PROPN
ajfa-10913	376	8	,	,	PUNCT
ajfa-10913	376	9	b.	b.	PROPN
ajfa-10913	376	10	w.	w.	PROPN
ajfa-10913	376	11	(	(	PUNCT
ajfa-10913	376	12	1974	1974	NUM
ajfa-10913	376	13	)	)	PUNCT
ajfa-10913	376	14	.	.	PUNCT
ajfa-10913	377	1	an	an	DET
ajfa-10913	377	2	approximate	approximate	ADJ
ajfa-10913	377	3	method	method	NOUN
ajfa-10913	377	4	for	for	ADP
ajfa-10913	377	5	generating	generate	VERB
ajfa-10913	377	6	asymmetric	asymmetric	ADJ
ajfa-10913	377	7	random	random	ADJ
ajfa-10913	377	8	variables	variable	NOUN
ajfa-10913	377	9	.	.	PUNCT
ajfa-10913	378	1	communication	communication	NOUN
ajfa-10913	378	2	of	of	ADP
ajfa-10913	378	3	the	the	DET
ajfa-10913	378	4	acm	acm	NOUN
ajfa-10913	378	5	,	,	PUNCT
ajfa-10913	378	6	17	17	NUM
ajfa-10913	378	7	,	,	PUNCT
ajfa-10913	378	8	78	78	NUM
ajfa-10913	378	9	-	-	SYM
ajfa-10913	378	10	82	82	NUM
ajfa-10913	378	11	.	.	PUNCT
ajfa-10913	379	1	ranneby	ranneby	PROPN
ajfa-10913	379	2	,	,	PUNCT
ajfa-10913	379	3	b.	b.	PROPN
ajfa-10913	379	4	(	(	PUNCT
ajfa-10913	379	5	1984	1984	NUM
ajfa-10913	379	6	)	)	PUNCT
ajfa-10913	379	7	.	.	PUNCT
ajfa-10913	380	1	the	the	DET
ajfa-10913	380	2	maximum	maximum	ADJ
ajfa-10913	380	3	spacing	space	VERB
ajfa-10913	380	4	method	method	NOUN
ajfa-10913	380	5	.	.	PUNCT
ajfa-10913	381	1	an	an	DET
ajfa-10913	381	2	estimation	estimation	NOUN
ajfa-10913	381	3	method	method	NOUN
ajfa-10913	381	4	related	relate	VERB
ajfa-10913	381	5	to	to	ADP
ajfa-10913	381	6	the	the	DET
ajfa-10913	381	7	maximum	maximum	ADJ
ajfa-10913	381	8	likelihood	likelihood	NOUN
ajfa-10913	381	9	method	method	NOUN
ajfa-10913	381	10	.	.	PUNCT
ajfa-10913	382	1	scandinavian	scandinavian	ADJ
ajfa-10913	382	2	journal	journal	PROPN
ajfa-10913	382	3	of	of	ADP
ajfa-10913	382	4	statistics	statistic	NOUN
ajfa-10913	382	5	,	,	PUNCT
ajfa-10913	382	6	93	93	NUM
ajfa-10913	382	7	-	-	SYM
ajfa-10913	382	8	112	112	NUM
ajfa-10913	382	9	.	.	PUNCT
ajfa-10913	383	1	r	r	NOUN
ajfa-10913	383	2	core	core	NOUN
ajfa-10913	383	3	team	team	NOUN
ajfa-10913	383	4	.	.	PUNCT
ajfa-10913	384	1	(	(	PUNCT
ajfa-10913	384	2	2016	2016	NUM
ajfa-10913	384	3	)	)	PUNCT
ajfa-10913	384	4	.	.	PUNCT
ajfa-10913	385	1	r	r	X
ajfa-10913	385	2	:	:	PUNCT
ajfa-10913	385	3	a	a	DET
ajfa-10913	385	4	language	language	NOUN
ajfa-10913	385	5	and	and	CCONJ
ajfa-10913	385	6	environment	environment	NOUN
ajfa-10913	385	7	for	for	ADP
ajfa-10913	385	8	statistical	statistical	ADJ
ajfa-10913	385	9	computing	computing	NOUN
ajfa-10913	385	10	.	.	PUNCT
ajfa-10913	386	1	r	r	NOUN
ajfa-10913	386	2	foundation	foundation	NOUN
ajfa-10913	386	3	for	for	ADP
ajfa-10913	386	4	statistical	statistical	ADJ
ajfa-10913	386	5	computing	computing	NOUN
ajfa-10913	386	6	.	.	PUNCT
ajfa-10913	387	1	vienna	vienna	PROPN
ajfa-10913	387	2	,	,	PUNCT
ajfa-10913	387	3	austria	austria	PROPN
ajfa-10913	387	4	.	.	PUNCT
ajfa-10913	387	5	retrieved	retrieve	VERB
ajfa-10913	387	6	from	from	ADP
ajfa-10913	387	7	url	url	PROPN
ajfa-10913	387	8	http://www.r-project.org/	http://www.r-project.org/	PROPN
ajfa-10913	387	9	asian	asian	PROPN
ajfa-10913	387	10	journal	journal	PROPN
ajfa-10913	387	11	of	of	ADP
ajfa-10913	387	12	finance	finance	PROPN
ajfa-10913	387	13	&	&	CCONJ
ajfa-10913	387	14	accounting	accounting	PROPN
ajfa-10913	387	15	issn	issn	PROPN
ajfa-10913	387	16	1946	1946	NUM
ajfa-10913	387	17	-	-	PUNCT
ajfa-10913	387	18	052x	052x	PROPN
ajfa-10913	387	19	2017	2017	NUM
ajfa-10913	387	20	,	,	PUNCT
ajfa-10913	387	21	vol	vol	NOUN
ajfa-10913	387	22	.	.	NOUN
ajfa-10913	387	23	9	9	NUM
ajfa-10913	387	24	,	,	PUNCT
ajfa-10913	387	25	no	no	INTJ
ajfa-10913	387	26	.	.	NOUN
ajfa-10913	387	27	1	1	NUM
ajfa-10913	387	28	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-10913	387	29	244	244	NUM
ajfa-10913	387	30	sørensen	sørensen	NOUN
ajfa-10913	387	31	,	,	PUNCT
ajfa-10913	387	32	m.	m.	NOUN
ajfa-10913	387	33	(	(	PUNCT
ajfa-10913	387	34	2006	2006	NUM
ajfa-10913	387	35	)	)	PUNCT
ajfa-10913	387	36	.	.	PUNCT
ajfa-10913	388	1	on	on	ADP
ajfa-10913	388	2	the	the	DET
ajfa-10913	388	3	size	size	NOUN
ajfa-10913	388	4	distribution	distribution	NOUN
ajfa-10913	388	5	of	of	ADP
ajfa-10913	388	6	sand	sand	NOUN
ajfa-10913	388	7	.	.	PUNCT
ajfa-10913	389	1	unpublished	unpublished	ADJ
ajfa-10913	389	2	paper	paper	NOUN
ajfa-10913	389	3	,	,	PUNCT
ajfa-10913	389	4	department	department	NOUN
ajfa-10913	389	5	of	of	ADP
ajfa-10913	389	6	applied	apply	VERB
ajfa-10913	389	7	mathematics	mathematic	NOUN
ajfa-10913	389	8	and	and	CCONJ
ajfa-10913	389	9	statistics	statistics	PROPN
ajfa-10913	389	10	university	university	PROPN
ajfa-10913	389	11	of	of	ADP
ajfa-10913	389	12	copenhagen	copenhagen	PROPN
ajfa-10913	389	13	universitetsparken	universitetsparken	ADJ
ajfa-10913	389	14	5	5	NUM
ajfa-10913	389	15	,	,	PUNCT
ajfa-10913	389	16	dk-2100	dk-2100	PROPN
ajfa-10913	389	17	copenhagen	copenhagen	PROPN
ajfa-10913	389	18	ø	ø	PROPN
ajfa-10913	389	19	,	,	PUNCT
ajfa-10913	389	20	denmark	denmark	NOUN
ajfa-10913	389	21	,	,	PUNCT
ajfa-10913	389	22	10	10	NUM
ajfa-10913	389	23	.	.	PUNCT
ajfa-10913	390	1	stock	stock	NOUN
ajfa-10913	390	2	,	,	PUNCT
ajfa-10913	390	3	j.	j.	PROPN
ajfa-10913	390	4	,	,	PUNCT
ajfa-10913	390	5	wright	wright	PROPN
ajfa-10913	390	6	,	,	PUNCT
ajfa-10913	390	7	j.	j.	PROPN
ajfa-10913	390	8	,	,	PUNCT
ajfa-10913	390	9	&	&	CCONJ
ajfa-10913	390	10	yogo	yogo	PROPN
ajfa-10913	390	11	,	,	PUNCT
ajfa-10913	390	12	m.	m.	NOUN
ajfa-10913	390	13	(	(	PUNCT
ajfa-10913	390	14	2002	2002	NUM
ajfa-10913	390	15	)	)	PUNCT
ajfa-10913	390	16	.	.	PUNCT
ajfa-10913	391	1	a	a	DET
ajfa-10913	391	2	survey	survey	NOUN
ajfa-10913	391	3	of	of	ADP
ajfa-10913	391	4	weak	weak	ADJ
ajfa-10913	391	5	instruments	instrument	NOUN
ajfa-10913	391	6	and	and	CCONJ
ajfa-10913	391	7	weak	weak	ADJ
ajfa-10913	391	8	identification	identification	NOUN
ajfa-10913	391	9	in	in	ADP
ajfa-10913	391	10	generalized	generalized	ADJ
ajfa-10913	391	11	method	method	NOUN
ajfa-10913	391	12	of	of	ADP
ajfa-10913	391	13	moments	moment	NOUN
ajfa-10913	391	14	.	.	PUNCT
ajfa-10913	392	1	journal	journal	PROPN
ajfa-10913	392	2	of	of	ADP
ajfa-10913	392	3	business	business	PROPN
ajfa-10913	392	4	&	&	CCONJ
ajfa-10913	392	5	economic	economic	ADJ
ajfa-10913	392	6	statistics	statistic	NOUN
ajfa-10913	392	7	,	,	PUNCT
ajfa-10913	392	8	20	20	NUM
ajfa-10913	392	9	,	,	PUNCT
ajfa-10913	392	10	518	518	NUM
ajfa-10913	392	11	-	-	SYM
ajfa-10913	392	12	529	529	NUM
ajfa-10913	392	13	.	.	PUNCT
ajfa-10913	393	1	su	su	PROPN
ajfa-10913	393	2	,	,	PUNCT
ajfa-10913	393	3	s.	s.	PROPN
ajfa-10913	393	4	(	(	PUNCT
ajfa-10913	393	5	2005	2005	NUM
ajfa-10913	393	6	)	)	PUNCT
ajfa-10913	393	7	.	.	PUNCT
ajfa-10913	394	1	a	a	DET
ajfa-10913	394	2	discretized	discretized	ADJ
ajfa-10913	394	3	approach	approach	NOUN
ajfa-10913	394	4	to	to	PART
ajfa-10913	394	5	flexibly	flexibly	ADV
ajfa-10913	394	6	fit	fit	VERB
ajfa-10913	394	7	generalized	generalized	ADJ
ajfa-10913	394	8	lambda	lambda	ADJ
ajfa-10913	394	9	distributions	distribution	NOUN
ajfa-10913	394	10	to	to	ADP
ajfa-10913	394	11	data	data	PROPN
ajfa-10913	394	12	.	.	PUNCT
ajfa-10913	395	1	journal	journal	PROPN
ajfa-10913	395	2	of	of	ADP
ajfa-10913	395	3	modern	modern	ADJ
ajfa-10913	395	4	applied	apply	VERB
ajfa-10913	395	5	statistical	statistical	ADJ
ajfa-10913	395	6	methods	method	NOUN
ajfa-10913	395	7	,	,	PUNCT
ajfa-10913	395	8	4(2	4(2	NUM
ajfa-10913	395	9	)	)	PUNCT
ajfa-10913	395	10	.	.	PUNCT
ajfa-10913	396	1	retrieved	retrieve	VERB
ajfa-10913	396	2	from	from	ADP
ajfa-10913	396	3	http://digitalcommons.wayne.edu/jmasm/vol4/iss2/7	http://digitalcommons.wayne.edu/jmasm/vol4/iss2/7	PROPN
ajfa-10913	396	4	su	su	PROPN
ajfa-10913	396	5	,	,	PUNCT
ajfa-10913	396	6	s.	s.	PROPN
ajfa-10913	396	7	(	(	PUNCT
ajfa-10913	396	8	2007a	2007a	NUM
ajfa-10913	396	9	)	)	PUNCT
ajfa-10913	396	10	.	.	PUNCT
ajfa-10913	397	1	fitting	fit	VERB
ajfa-10913	397	2	single	single	ADJ
ajfa-10913	397	3	and	and	CCONJ
ajfa-10913	397	4	mixture	mixture	NOUN
ajfa-10913	397	5	of	of	ADP
ajfa-10913	397	6	generalized	generalized	ADJ
ajfa-10913	397	7	lambda	lambda	ADJ
ajfa-10913	397	8	distributions	distribution	NOUN
ajfa-10913	397	9	to	to	ADP
ajfa-10913	397	10	data	datum	NOUN
ajfa-10913	397	11	via	via	ADP
ajfa-10913	397	12	discretized	discretized	ADJ
ajfa-10913	397	13	and	and	CCONJ
ajfa-10913	397	14	maximum	maximum	ADJ
ajfa-10913	397	15	likelihood	likelihood	NOUN
ajfa-10913	397	16	methods	method	NOUN
ajfa-10913	397	17	:	:	PUNCT
ajfa-10913	397	18	gldex	gldex	NOUN
ajfa-10913	397	19	in	in	ADP
ajfa-10913	397	20	r.	r.	PROPN
ajfa-10913	397	21	journal	journal	PROPN
ajfa-10913	397	22	of	of	ADP
ajfa-10913	397	23	statistical	statistical	ADJ
ajfa-10913	397	24	software	software	NOUN
ajfa-10913	397	25	,	,	PUNCT
ajfa-10913	397	26	21(9	21(9	NOUN
ajfa-10913	397	27	)	)	PUNCT
ajfa-10913	397	28	,	,	PUNCT
ajfa-10913	397	29	1	1	NUM
ajfa-10913	397	30	-	-	SYM
ajfa-10913	397	31	17	17	NUM
ajfa-10913	397	32	.	.	PUNCT
ajfa-10913	397	33	su	su	PROPN
ajfa-10913	397	34	,	,	PUNCT
ajfa-10913	397	35	s.	s.	PROPN
ajfa-10913	397	36	(	(	PUNCT
ajfa-10913	397	37	2007b	2007b	NUM
ajfa-10913	397	38	)	)	PUNCT
ajfa-10913	397	39	.	.	PUNCT
ajfa-10913	398	1	numerical	numerical	PROPN
ajfa-10913	398	2	maximum	maximum	PROPN
ajfa-10913	398	3	log	log	NOUN
ajfa-10913	398	4	likelihood	likelihood	NOUN
ajfa-10913	398	5	estimation	estimation	NOUN
ajfa-10913	398	6	for	for	ADP
ajfa-10913	398	7	generalized	generalized	ADJ
ajfa-10913	398	8	lambda	lambda	ADJ
ajfa-10913	398	9	distributions	distribution	NOUN
ajfa-10913	398	10	.	.	PUNCT
ajfa-10913	399	1	comput	comput	NOUN
ajfa-10913	399	2	.	.	PUNCT
ajfa-10913	400	1	stat	stat	PROPN
ajfa-10913	400	2	.	.	PUNCT
ajfa-10913	401	1	data	data	PROPN
ajfa-10913	401	2	anal	anal	PROPN
ajfa-10913	401	3	.	.	PUNCT
ajfa-10913	401	4	,	,	PUNCT
ajfa-10913	401	5	51(8	51(8	NUM
ajfa-10913	401	6	)	)	PUNCT
ajfa-10913	401	7	,	,	PUNCT
ajfa-10913	401	8	3983	3983	NUM
ajfa-10913	401	9	-	-	SYM
ajfa-10913	401	10	3998	3998	NUM
ajfa-10913	401	11	.	.	PUNCT
ajfa-10913	402	1	https://doi.org/10.1016/j.csda.2006.06.008	https://doi.org/10.1016/j.csda.2006.06.008	NOUN
ajfa-10913	402	2	tarsitano	tarsitano	NOUN
ajfa-10913	402	3	,	,	PUNCT
ajfa-10913	402	4	a.	a.	NOUN
ajfa-10913	402	5	(	(	PUNCT
ajfa-10913	402	6	2004	2004	NUM
ajfa-10913	402	7	)	)	PUNCT
ajfa-10913	402	8	.	.	PUNCT
ajfa-10913	403	1	fitting	fit	VERB
ajfa-10913	403	2	the	the	DET
ajfa-10913	403	3	generalized	generalized	ADJ
ajfa-10913	403	4	lambda	lambda	ADJ
ajfa-10913	403	5	distribution	distribution	NOUN
ajfa-10913	403	6	to	to	ADP
ajfa-10913	403	7	income	income	NOUN
ajfa-10913	403	8	data	datum	NOUN
ajfa-10913	403	9	(	(	PUNCT
ajfa-10913	403	10	pp	pp	ADJ
ajfa-10913	403	11	.	.	PUNCT
ajfa-10913	404	1	1861	1861	NUM
ajfa-10913	404	2	-	-	SYM
ajfa-10913	404	3	1867	1867	NUM
ajfa-10913	404	4	)	)	PUNCT
ajfa-10913	404	5	.	.	PUNCT
ajfa-10913	405	1	presented	present	VERB
ajfa-10913	405	2	at	at	ADP
ajfa-10913	405	3	the	the	PRON
ajfa-10913	405	4	in	in	ADP
ajfa-10913	405	5	compstat’2004	compstat’2004	PROPN
ajfa-10913	405	6	symposium	symposium	NOUN
ajfa-10913	405	7	.	.	PUNCT
ajfa-10913	405	8	tsay	tsay	PROPN
ajfa-10913	405	9	,	,	PUNCT
ajfa-10913	405	10	r.	r.	PROPN
ajfa-10913	405	11	s.	s.	PROPN
ajfa-10913	405	12	(	(	PUNCT
ajfa-10913	405	13	2010	2010	NUM
ajfa-10913	405	14	)	)	PUNCT
ajfa-10913	405	15	.	.	PUNCT
ajfa-10913	406	1	analysis	analysis	NOUN
ajfa-10913	406	2	of	of	ADP
ajfa-10913	406	3	financial	financial	ADJ
ajfa-10913	406	4	time	time	NOUN
ajfa-10913	406	5	series	series	PROPN
ajfa-10913	406	6	(	(	PUNCT
ajfa-10913	406	7	third	third	ADJ
ajfa-10913	406	8	edition	edition	NOUN
ajfa-10913	406	9	)	)	PUNCT
ajfa-10913	406	10	.	.	PUNCT
ajfa-10913	407	1	hoboken	hoboken	PROPN
ajfa-10913	407	2	,	,	PUNCT
ajfa-10913	407	3	new	new	PROPN
ajfa-10913	407	4	jersey	jersey	PROPN
ajfa-10913	407	5	:	:	PUNCT
ajfa-10913	407	6	john	john	PROPN
ajfa-10913	407	7	wiley	wiley	PROPN
ajfa-10913	407	8	&	&	CCONJ
ajfa-10913	407	9	sons	sons	PROPN
ajfa-10913	407	10	,	,	PUNCT
ajfa-10913	407	11	inc	inc	PROPN
ajfa-10913	407	12	.	.	PROPN
ajfa-10913	407	13	van	van	PROPN
ajfa-10913	407	14	norden	norden	PROPN
ajfa-10913	407	15	,	,	PUNCT
ajfa-10913	407	16	s.	s.	PROPN
ajfa-10913	407	17	,	,	PUNCT
ajfa-10913	407	18	&	&	CCONJ
ajfa-10913	407	19	schaller	schaller	PROPN
ajfa-10913	407	20	,	,	PUNCT
ajfa-10913	407	21	h.	h.	PROPN
ajfa-10913	407	22	(	(	PUNCT
ajfa-10913	407	23	1993	1993	NUM
ajfa-10913	407	24	)	)	PUNCT
ajfa-10913	407	25	.	.	PUNCT
ajfa-10913	408	1	the	the	DET
ajfa-10913	408	2	predictability	predictability	NOUN
ajfa-10913	408	3	of	of	ADP
ajfa-10913	408	4	stock	stock	NOUN
ajfa-10913	408	5	market	market	NOUN
ajfa-10913	408	6	regime	regime	NOUN
ajfa-10913	408	7	:	:	PUNCT
ajfa-10913	408	8	evidence	evidence	NOUN
ajfa-10913	408	9	from	from	ADP
ajfa-10913	408	10	the	the	DET
ajfa-10913	408	11	toronto	toronto	PROPN
ajfa-10913	408	12	stock	stock	PROPN
ajfa-10913	408	13	exchange	exchange	PROPN
ajfa-10913	408	14	.	.	PUNCT
ajfa-10913	409	1	the	the	DET
ajfa-10913	409	2	review	review	NOUN
ajfa-10913	409	3	of	of	ADP
ajfa-10913	409	4	economics	economic	NOUN
ajfa-10913	409	5	and	and	CCONJ
ajfa-10913	409	6	statistics	statistic	NOUN
ajfa-10913	409	7	,	,	PUNCT
ajfa-10913	409	8	75(3	75(3	NUM
ajfa-10913	409	9	)	)	PUNCT
ajfa-10913	409	10	,	,	PUNCT
ajfa-10913	409	11	505	505	NUM
ajfa-10913	409	12	-	-	SYM
ajfa-10913	409	13	10	10	NUM
ajfa-10913	409	14	.	.	PUNCT
ajfa-10913	410	1	wooldridge	wooldridge	PROPN
ajfa-10913	410	2	,	,	PUNCT
ajfa-10913	410	3	j.	j.	PROPN
ajfa-10913	410	4	m.	m.	PROPN
ajfa-10913	410	5	(	(	PUNCT
ajfa-10913	410	6	2001	2001	NUM
ajfa-10913	410	7	)	)	PUNCT
ajfa-10913	410	8	.	.	PUNCT
ajfa-10913	411	1	applications	application	NOUN
ajfa-10913	411	2	of	of	ADP
ajfa-10913	411	3	generalized	generalized	ADJ
ajfa-10913	411	4	method	method	NOUN
ajfa-10913	411	5	of	of	ADP
ajfa-10913	411	6	moments	moment	NOUN
ajfa-10913	411	7	estimation	estimation	NOUN
ajfa-10913	411	8	.	.	PUNCT
ajfa-10913	412	1	the	the	DET
ajfa-10913	412	2	journal	journal	NOUN
ajfa-10913	412	3	of	of	ADP
ajfa-10913	412	4	economic	economic	ADJ
ajfa-10913	412	5	perspectives	perspective	NOUN
ajfa-10913	412	6	,	,	PUNCT
ajfa-10913	412	7	15(4	15(4	NUM
ajfa-10913	412	8	)	)	PUNCT
ajfa-10913	412	9	,	,	PUNCT
ajfa-10913	412	10	87	87	NUM
ajfa-10913	412	11	-	-	SYM
ajfa-10913	412	12	100	100	NUM
ajfa-10913	412	13	.	.	PUNCT