id	sid	tid	token	lemma	pos
ajfa-9129	1	1	microsoft	microsoft	PROPN
ajfa-9129	1	2	word	word	NOUN
ajfa-9129	1	3	9129	9129	NUM
ajfa-9129	1	4	-	-	PUNCT
ajfa-9129	1	5	33376	33376	NUM
ajfa-9129	1	6	-	-	PUNCT
ajfa-9129	1	7	1	1	NUM
ajfa-9129	1	8	-	-	PUNCT
ajfa-9129	1	9	sm	sm	NOUN
ajfa-9129	1	10	-	-	PUNCT
ajfa-9129	1	11	writer2	writer2	VERB
ajfa-9129	1	12	-	-	ADJ
ajfa-9129	1	13	new	new	ADJ
ajfa-9129	1	14	asian	asian	ADJ
ajfa-9129	1	15	journal	journal	NOUN
ajfa-9129	1	16	of	of	ADP
ajfa-9129	1	17	finance	finance	PROPN
ajfa-9129	1	18	&	&	CCONJ
ajfa-9129	1	19	accounting	accounting	PROPN
ajfa-9129	1	20	issn	issn	PROPN
ajfa-9129	1	21	1946	1946	NUM
ajfa-9129	1	22	-	-	PUNCT
ajfa-9129	1	23	052x	052x	PROPN
ajfa-9129	1	24	2016	2016	NUM
ajfa-9129	1	25	,	,	PUNCT
ajfa-9129	1	26	vol	vol	NOUN
ajfa-9129	1	27	.	.	PROPN
ajfa-9129	1	28	8	8	NUM
ajfa-9129	1	29	,	,	PUNCT
ajfa-9129	1	30	no	no	INTJ
ajfa-9129	1	31	.	.	NOUN
ajfa-9129	1	32	1	1	NUM
ajfa-9129	1	33	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	1	34	152	152	NUM
ajfa-9129	1	35	modelling	modelling	NOUN
ajfa-9129	1	36	and	and	CCONJ
ajfa-9129	1	37	estimation	estimation	NOUN
ajfa-9129	1	38	of	of	ADP
ajfa-9129	1	39	volatility	volatility	NOUN
ajfa-9129	1	40	using	use	VERB
ajfa-9129	1	41	arch	arch	ADJ
ajfa-9129	1	42	/	/	SYM
ajfa-9129	1	43	garch	garch	NOUN
ajfa-9129	1	44	models	model	NOUN
ajfa-9129	1	45	in	in	ADP
ajfa-9129	1	46	jordan	jordan	PROPN
ajfa-9129	1	47	’s	’s	PART
ajfa-9129	1	48	stock	stock	NOUN
ajfa-9129	1	49	market	market	NOUN
ajfa-9129	1	50	dana	dana	PROPN
ajfa-9129	1	51	al	al	PROPN
ajfa-9129	1	52	-	-	PUNCT
ajfa-9129	1	53	najjar	najjar	PROPN
ajfa-9129	1	54	dept	dept	NOUN
ajfa-9129	1	55	.	.	PROPN
ajfa-9129	1	56	of	of	ADP
ajfa-9129	1	57	finance	finance	NOUN
ajfa-9129	1	58	and	and	CCONJ
ajfa-9129	1	59	banking	banking	NOUN
ajfa-9129	1	60	,	,	PUNCT
ajfa-9129	1	61	applied	apply	VERB
ajfa-9129	1	62	science	science	NOUN
ajfa-9129	1	63	university	university	PROPN
ajfa-9129	1	64	po	po	PROPN
ajfa-9129	1	65	box	box	PROPN
ajfa-9129	1	66	166	166	NUM
ajfa-9129	1	67	,	,	PUNCT
ajfa-9129	1	68	amman	amman	PROPN
ajfa-9129	1	69	postal	postal	PROPN
ajfa-9129	1	70	code	code	PROPN
ajfa-9129	1	71	11931	11931	NUM
ajfa-9129	1	72	,	,	PUNCT
ajfa-9129	1	73	jordan	jordan	PROPN
ajfa-9129	1	74	tel	tel	PROPN
ajfa-9129	1	75	:	:	PUNCT
ajfa-9129	1	76	962	962	NUM
ajfa-9129	1	77	-	-	PUNCT
ajfa-9129	1	78	777	777	NUM
ajfa-9129	1	79	-	-	PUNCT
ajfa-9129	1	80	476	476	NUM
ajfa-9129	1	81	-	-	SYM
ajfa-9129	1	82	164	164	NUM
ajfa-9129	1	83	e	e	NOUN
ajfa-9129	1	84	-	-	NOUN
ajfa-9129	1	85	mail	mail	NOUN
ajfa-9129	1	86	:	:	PUNCT
ajfa-9129	1	87	dr.danaalnajjar@gmail.com	dr.danaalnajjar@gmail.com	PROPN
ajfa-9129	1	88	received	receive	VERB
ajfa-9129	1	89	:	:	PUNCT
ajfa-9129	1	90	march	march	PROPN
ajfa-9129	1	91	1	1	NUM
ajfa-9129	1	92	,	,	PUNCT
ajfa-9129	1	93	2016	2016	NUM
ajfa-9129	1	94	accepted	accept	VERB
ajfa-9129	1	95	:	:	PUNCT
ajfa-9129	1	96	april	april	PROPN
ajfa-9129	1	97	30	30	NUM
ajfa-9129	1	98	,	,	PUNCT
ajfa-9129	1	99	2016	2016	NUM
ajfa-9129	1	100	published	publish	VERB
ajfa-9129	1	101	:	:	PUNCT
ajfa-9129	1	102	june	june	PROPN
ajfa-9129	1	103	1	1	NUM
ajfa-9129	1	104	,	,	PUNCT
ajfa-9129	1	105	2016	2016	NUM
ajfa-9129	1	106	doi:10.5296	doi:10.5296	NOUN
ajfa-9129	1	107	/	/	SYM
ajfa-9129	1	108	ajfa.v8i1.9129	ajfa.v8i1.9129	NUM
ajfa-9129	1	109	url	url	NOUN
ajfa-9129	1	110	:	:	PUNCT
ajfa-9129	1	111	http://dx.doi.org/10.5296/ajfa.v8i1.9129	http://dx.doi.org/10.5296/ajfa.v8i1.9129	PROPN
ajfa-9129	1	112	abstract	abstract	ADJ
ajfa-9129	1	113	financials	financial	NOUN
ajfa-9129	1	114	have	have	AUX
ajfa-9129	1	115	been	be	AUX
ajfa-9129	1	116	concerned	concern	VERB
ajfa-9129	1	117	constantly	constantly	ADV
ajfa-9129	1	118	with	with	ADP
ajfa-9129	1	119	factors	factor	NOUN
ajfa-9129	1	120	that	that	PRON
ajfa-9129	1	121	have	have	VERB
ajfa-9129	1	122	impact	impact	NOUN
ajfa-9129	1	123	on	on	ADP
ajfa-9129	1	124	both	both	PRON
ajfa-9129	1	125	taking	take	VERB
ajfa-9129	1	126	and	and	CCONJ
ajfa-9129	1	127	assessing	assess	VERB
ajfa-9129	1	128	various	various	ADJ
ajfa-9129	1	129	financial	financial	ADJ
ajfa-9129	1	130	decisions	decision	NOUN
ajfa-9129	1	131	in	in	ADP
ajfa-9129	1	132	firms	firm	NOUN
ajfa-9129	1	133	.	.	PUNCT
ajfa-9129	2	1	hence	hence	ADV
ajfa-9129	2	2	modelling	model	VERB
ajfa-9129	2	3	volatility	volatility	NOUN
ajfa-9129	2	4	in	in	ADP
ajfa-9129	2	5	financial	financial	ADJ
ajfa-9129	2	6	markets	market	NOUN
ajfa-9129	2	7	is	be	AUX
ajfa-9129	2	8	one	one	NUM
ajfa-9129	2	9	of	of	ADP
ajfa-9129	2	10	the	the	DET
ajfa-9129	2	11	factors	factor	NOUN
ajfa-9129	2	12	that	that	PRON
ajfa-9129	2	13	have	have	VERB
ajfa-9129	2	14	direct	direct	ADJ
ajfa-9129	2	15	role	role	NOUN
ajfa-9129	2	16	and	and	CCONJ
ajfa-9129	2	17	effect	effect	NOUN
ajfa-9129	2	18	on	on	ADP
ajfa-9129	2	19	pricing	pricing	NOUN
ajfa-9129	2	20	,	,	PUNCT
ajfa-9129	2	21	risk	risk	NOUN
ajfa-9129	2	22	and	and	CCONJ
ajfa-9129	2	23	portfolio	portfolio	NOUN
ajfa-9129	2	24	management	management	NOUN
ajfa-9129	2	25	.	.	PUNCT
ajfa-9129	3	1	therefore	therefore	ADV
ajfa-9129	3	2	,	,	PUNCT
ajfa-9129	3	3	this	this	DET
ajfa-9129	3	4	study	study	NOUN
ajfa-9129	3	5	aims	aim	VERB
ajfa-9129	3	6	to	to	PART
ajfa-9129	3	7	examine	examine	VERB
ajfa-9129	3	8	the	the	DET
ajfa-9129	3	9	volatility	volatility	NOUN
ajfa-9129	3	10	characteristics	characteristic	NOUN
ajfa-9129	3	11	on	on	ADP
ajfa-9129	3	12	jordan	jordan	PROPN
ajfa-9129	3	13	’s	’s	PART
ajfa-9129	3	14	capital	capital	NOUN
ajfa-9129	3	15	market	market	NOUN
ajfa-9129	3	16	that	that	PRON
ajfa-9129	3	17	include	include	VERB
ajfa-9129	3	18	;	;	PUNCT
ajfa-9129	3	19	clustering	cluster	VERB
ajfa-9129	3	20	volatility	volatility	NOUN
ajfa-9129	3	21	,	,	PUNCT
ajfa-9129	3	22	leptokurtosis	leptokurtosis	NOUN
ajfa-9129	3	23	,	,	PUNCT
ajfa-9129	3	24	and	and	CCONJ
ajfa-9129	3	25	leverage	leverage	NOUN
ajfa-9129	3	26	effect	effect	NOUN
ajfa-9129	3	27	.	.	PUNCT
ajfa-9129	4	1	this	this	DET
ajfa-9129	4	2	objective	objective	NOUN
ajfa-9129	4	3	can	can	AUX
ajfa-9129	4	4	be	be	AUX
ajfa-9129	4	5	accomplished	accomplish	VERB
ajfa-9129	4	6	by	by	ADP
ajfa-9129	4	7	selecting	select	VERB
ajfa-9129	4	8	symmetric	symmetric	ADJ
ajfa-9129	4	9	and	and	CCONJ
ajfa-9129	4	10	asymmetric	asymmetric	ADJ
ajfa-9129	4	11	models	model	NOUN
ajfa-9129	4	12	from	from	ADP
ajfa-9129	4	13	garch	garch	NOUN
ajfa-9129	4	14	family	family	NOUN
ajfa-9129	4	15	models	model	NOUN
ajfa-9129	4	16	.	.	PUNCT
ajfa-9129	5	1	this	this	DET
ajfa-9129	5	2	study	study	NOUN
ajfa-9129	5	3	applies	apply	VERB
ajfa-9129	5	4	;	;	PUNCT
ajfa-9129	5	5	arch	arch	ADJ
ajfa-9129	5	6	,	,	PUNCT
ajfa-9129	5	7	garch	garch	NOUN
ajfa-9129	5	8	,	,	PUNCT
ajfa-9129	5	9	and	and	CCONJ
ajfa-9129	5	10	egarch	egarch	VERB
ajfa-9129	5	11	to	to	PART
ajfa-9129	5	12	investigate	investigate	VERB
ajfa-9129	5	13	the	the	DET
ajfa-9129	5	14	behavior	behavior	NOUN
ajfa-9129	5	15	of	of	ADP
ajfa-9129	5	16	stock	stock	NOUN
ajfa-9129	5	17	return	return	NOUN
ajfa-9129	5	18	volatility	volatility	NOUN
ajfa-9129	5	19	for	for	ADP
ajfa-9129	5	20	amman	amman	PROPN
ajfa-9129	5	21	stock	stock	PROPN
ajfa-9129	5	22	exchange	exchange	PROPN
ajfa-9129	5	23	(	(	PUNCT
ajfa-9129	5	24	ase	ase	NOUN
ajfa-9129	5	25	)	)	PUNCT
ajfa-9129	5	26	covering	cover	VERB
ajfa-9129	5	27	the	the	DET
ajfa-9129	5	28	period	period	NOUN
ajfa-9129	5	29	from	from	ADP
ajfa-9129	5	30	jan	jan	PROPN
ajfa-9129	5	31	.	.	PROPN
ajfa-9129	5	32	1	1	NUM
ajfa-9129	5	33	2005	2005	NUM
ajfa-9129	5	34	through	through	ADP
ajfa-9129	5	35	dec.31	dec.31	NOUN
ajfa-9129	5	36	2014	2014	NUM
ajfa-9129	5	37	.	.	PUNCT
ajfa-9129	6	1	the	the	DET
ajfa-9129	6	2	main	main	ADJ
ajfa-9129	6	3	findings	finding	NOUN
ajfa-9129	6	4	suggest	suggest	VERB
ajfa-9129	6	5	that	that	SCONJ
ajfa-9129	6	6	the	the	DET
ajfa-9129	6	7	symmetric	symmetric	ADJ
ajfa-9129	6	8	arch	arch	NOUN
ajfa-9129	6	9	/garch	/garch	PROPN
ajfa-9129	6	10	models	model	NOUN
ajfa-9129	6	11	can	can	AUX
ajfa-9129	6	12	capture	capture	VERB
ajfa-9129	6	13	characteristics	characteristic	NOUN
ajfa-9129	6	14	of	of	ADP
ajfa-9129	6	15	ase	ase	NOUN
ajfa-9129	6	16	,	,	PUNCT
ajfa-9129	6	17	and	and	CCONJ
ajfa-9129	6	18	provide	provide	VERB
ajfa-9129	6	19	more	more	ADJ
ajfa-9129	6	20	evidence	evidence	NOUN
ajfa-9129	6	21	for	for	ADP
ajfa-9129	6	22	both	both	DET
ajfa-9129	6	23	volatility	volatility	NOUN
ajfa-9129	6	24	clustering	clustering	NOUN
ajfa-9129	6	25	and	and	CCONJ
ajfa-9129	6	26	leptokurtic	leptokurtic	ADJ
ajfa-9129	6	27	,	,	PUNCT
ajfa-9129	6	28	whereas	whereas	SCONJ
ajfa-9129	6	29	egarch	egarch	NOUN
ajfa-9129	6	30	output	output	NOUN
ajfa-9129	6	31	reveals	reveal	VERB
ajfa-9129	6	32	no	no	DET
ajfa-9129	6	33	support	support	NOUN
ajfa-9129	6	34	for	for	ADP
ajfa-9129	6	35	the	the	DET
ajfa-9129	6	36	existence	existence	NOUN
ajfa-9129	6	37	of	of	ADP
ajfa-9129	6	38	leverage	leverage	NOUN
ajfa-9129	6	39	effect	effect	NOUN
ajfa-9129	6	40	in	in	ADP
ajfa-9129	6	41	the	the	DET
ajfa-9129	6	42	stock	stock	NOUN
ajfa-9129	6	43	returns	return	NOUN
ajfa-9129	6	44	at	at	ADP
ajfa-9129	6	45	amman	amman	PROPN
ajfa-9129	6	46	stock	stock	PROPN
ajfa-9129	6	47	exchange	exchange	PROPN
ajfa-9129	6	48	.	.	PUNCT
ajfa-9129	7	1	keywords	keyword	NOUN
ajfa-9129	7	2	:	:	PUNCT
ajfa-9129	7	3	times	times	PROPN
ajfa-9129	7	4	series	series	PROPN
ajfa-9129	7	5	,	,	PUNCT
ajfa-9129	7	6	garch	garch	NOUN
ajfa-9129	7	7	models	model	NOUN
ajfa-9129	7	8	,	,	PUNCT
ajfa-9129	7	9	modelling	model	VERB
ajfa-9129	7	10	volatility	volatility	NOUN
ajfa-9129	7	11	,	,	PUNCT
ajfa-9129	7	12	leverage	leverage	NOUN
ajfa-9129	7	13	effect	effect	NOUN
ajfa-9129	7	14	,	,	PUNCT
ajfa-9129	7	15	emerging	emerge	VERB
ajfa-9129	7	16	markets	market	NOUN
ajfa-9129	7	17	,	,	PUNCT
ajfa-9129	7	18	jordan	jordan	PROPN
ajfa-9129	7	19	.	.	PUNCT
ajfa-9129	8	1	asian	asian	PROPN
ajfa-9129	8	2	journal	journal	PROPN
ajfa-9129	8	3	of	of	ADP
ajfa-9129	8	4	finance	finance	PROPN
ajfa-9129	8	5	&	&	CCONJ
ajfa-9129	8	6	accounting	accounting	PROPN
ajfa-9129	8	7	issn	issn	PROPN
ajfa-9129	8	8	1946	1946	NUM
ajfa-9129	8	9	-	-	PUNCT
ajfa-9129	8	10	052x	052x	PROPN
ajfa-9129	8	11	2016	2016	NUM
ajfa-9129	8	12	,	,	PUNCT
ajfa-9129	8	13	vol	vol	NOUN
ajfa-9129	8	14	.	.	PROPN
ajfa-9129	8	15	8	8	NUM
ajfa-9129	8	16	,	,	PUNCT
ajfa-9129	8	17	no	no	INTJ
ajfa-9129	8	18	.	.	NOUN
ajfa-9129	8	19	1	1	NUM
ajfa-9129	8	20	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	8	21	153	153	NUM
ajfa-9129	8	22	1	1	NUM
ajfa-9129	8	23	.	.	PUNCT
ajfa-9129	9	1	introduction	introduction	NOUN
ajfa-9129	9	2	financial	financial	ADJ
ajfa-9129	9	3	markets	market	NOUN
ajfa-9129	9	4	are	be	AUX
ajfa-9129	9	5	considered	consider	VERB
ajfa-9129	9	6	to	to	PART
ajfa-9129	9	7	have	have	VERB
ajfa-9129	9	8	a	a	DET
ajfa-9129	9	9	keen	keen	ADJ
ajfa-9129	9	10	role	role	NOUN
ajfa-9129	9	11	in	in	ADP
ajfa-9129	9	12	economic	economic	ADJ
ajfa-9129	9	13	conditions	condition	NOUN
ajfa-9129	9	14	for	for	ADP
ajfa-9129	9	15	countries	country	NOUN
ajfa-9129	9	16	worldwide	worldwide	ADV
ajfa-9129	9	17	.	.	PUNCT
ajfa-9129	10	1	in	in	ADP
ajfa-9129	10	2	this	this	DET
ajfa-9129	10	3	regard	regard	NOUN
ajfa-9129	10	4	one	one	NUM
ajfa-9129	10	5	of	of	ADP
ajfa-9129	10	6	the	the	DET
ajfa-9129	10	7	major	major	ADJ
ajfa-9129	10	8	aspects	aspect	NOUN
ajfa-9129	10	9	of	of	ADP
ajfa-9129	10	10	the	the	DET
ajfa-9129	10	11	financial	financial	ADJ
ajfa-9129	10	12	markets	market	NOUN
ajfa-9129	10	13	is	be	AUX
ajfa-9129	10	14	to	to	PART
ajfa-9129	10	15	model	model	VERB
ajfa-9129	10	16	and	and	CCONJ
ajfa-9129	10	17	estimate	estimate	VERB
ajfa-9129	10	18	financial	financial	ADJ
ajfa-9129	10	19	market	market	NOUN
ajfa-9129	10	20	volatility	volatility	NOUN
ajfa-9129	10	21	caused	cause	VERB
ajfa-9129	10	22	by	by	ADP
ajfa-9129	10	23	its	its	PRON
ajfa-9129	10	24	importance	importance	NOUN
ajfa-9129	10	25	as	as	ADP
ajfa-9129	10	26	an	an	DET
ajfa-9129	10	27	indicator	indicator	NOUN
ajfa-9129	10	28	for	for	ADP
ajfa-9129	10	29	the	the	DET
ajfa-9129	10	30	dynamic	dynamic	ADJ
ajfa-9129	10	31	fluctuations	fluctuation	NOUN
ajfa-9129	10	32	in	in	ADP
ajfa-9129	10	33	stock	stock	NOUN
ajfa-9129	10	34	prices	price	NOUN
ajfa-9129	10	35	(	(	PUNCT
ajfa-9129	10	36	raja	raja	NOUN
ajfa-9129	10	37	and	and	CCONJ
ajfa-9129	10	38	selvam	selvam	PROPN
ajfa-9129	10	39	,	,	PUNCT
ajfa-9129	10	40	2011	2011	NUM
ajfa-9129	10	41	)	)	PUNCT
ajfa-9129	10	42	.	.	PUNCT
ajfa-9129	11	1	thus	thus	ADV
ajfa-9129	11	2	volatility	volatility	NOUN
ajfa-9129	11	3	is	be	AUX
ajfa-9129	11	4	considered	consider	VERB
ajfa-9129	11	5	to	to	PART
ajfa-9129	11	6	be	be	AUX
ajfa-9129	11	7	a	a	DET
ajfa-9129	11	8	measure	measure	NOUN
ajfa-9129	11	9	of	of	ADP
ajfa-9129	11	10	uncertainty	uncertainty	NOUN
ajfa-9129	11	11	for	for	ADP
ajfa-9129	11	12	changes	change	NOUN
ajfa-9129	11	13	in	in	ADP
ajfa-9129	11	14	asset	asset	NOUN
ajfa-9129	11	15	prices	price	NOUN
ajfa-9129	11	16	,	,	PUNCT
ajfa-9129	11	17	and	and	CCONJ
ajfa-9129	11	18	it	it	PRON
ajfa-9129	11	19	was	be	AUX
ajfa-9129	11	20	used	use	VERB
ajfa-9129	11	21	earlier	early	ADV
ajfa-9129	11	22	by	by	ADP
ajfa-9129	11	23	markowitz	markowitz	PROPN
ajfa-9129	11	24	(	(	PUNCT
ajfa-9129	11	25	1952	1952	NUM
ajfa-9129	11	26	)	)	PUNCT
ajfa-9129	11	27	as	as	ADP
ajfa-9129	11	28	a	a	DET
ajfa-9129	11	29	measure	measure	NOUN
ajfa-9129	11	30	of	of	ADP
ajfa-9129	11	31	risk	risk	NOUN
ajfa-9129	11	32	.	.	PUNCT
ajfa-9129	12	1	during	during	ADP
ajfa-9129	12	2	the	the	DET
ajfa-9129	12	3	last	last	ADJ
ajfa-9129	12	4	three	three	NUM
ajfa-9129	12	5	decades	decade	NOUN
ajfa-9129	12	6	there	there	PRON
ajfa-9129	12	7	were	be	VERB
ajfa-9129	12	8	continuous	continuous	ADJ
ajfa-9129	12	9	need	need	NOUN
ajfa-9129	12	10	to	to	PART
ajfa-9129	12	11	find	find	VERB
ajfa-9129	12	12	out	out	ADP
ajfa-9129	12	13	accurate	accurate	ADJ
ajfa-9129	12	14	measurement	measurement	NOUN
ajfa-9129	12	15	of	of	ADP
ajfa-9129	12	16	volatility	volatility	NOUN
ajfa-9129	12	17	due	due	ADP
ajfa-9129	12	18	to	to	ADP
ajfa-9129	12	19	its	its	PRON
ajfa-9129	12	20	vital	vital	ADJ
ajfa-9129	12	21	role	role	NOUN
ajfa-9129	12	22	in	in	ADP
ajfa-9129	12	23	pricing	pricing	NOUN
ajfa-9129	12	24	assets	asset	NOUN
ajfa-9129	12	25	,	,	PUNCT
ajfa-9129	12	26	risk	risk	NOUN
ajfa-9129	12	27	and	and	CCONJ
ajfa-9129	12	28	portfolio	portfolio	NOUN
ajfa-9129	12	29	management	management	NOUN
ajfa-9129	12	30	(	(	PUNCT
ajfa-9129	12	31	goudarzi	goudarzi	NOUN
ajfa-9129	12	32	,	,	PUNCT
ajfa-9129	12	33	2011	2011	NUM
ajfa-9129	12	34	;	;	PUNCT
ajfa-9129	12	35	ezzat	ezzat	VERB
ajfa-9129	12	36	,	,	PUNCT
ajfa-9129	12	37	2012	2012	NUM
ajfa-9129	12	38	;	;	PUNCT
ajfa-9129	12	39	gokbulut	gokbulut	NOUN
ajfa-9129	12	40	and	and	CCONJ
ajfa-9129	12	41	pekkaya	pekkaya	NOUN
ajfa-9129	12	42	,	,	PUNCT
ajfa-9129	12	43	2014	2014	NUM
ajfa-9129	12	44	)	)	PUNCT
ajfa-9129	12	45	.	.	PUNCT
ajfa-9129	13	1	consequently	consequently	ADV
ajfa-9129	13	2	,	,	PUNCT
ajfa-9129	13	3	modelling	model	VERB
ajfa-9129	13	4	volatility	volatility	NOUN
ajfa-9129	13	5	will	will	AUX
ajfa-9129	13	6	improve	improve	VERB
ajfa-9129	13	7	the	the	DET
ajfa-9129	13	8	usefulness	usefulness	NOUN
ajfa-9129	13	9	of	of	ADP
ajfa-9129	13	10	stock	stock	NOUN
ajfa-9129	13	11	prices	price	NOUN
ajfa-9129	13	12	as	as	ADP
ajfa-9129	13	13	an	an	DET
ajfa-9129	13	14	appropriate	appropriate	ADJ
ajfa-9129	13	15	signal	signal	NOUN
ajfa-9129	13	16	for	for	ADP
ajfa-9129	13	17	intrinsic	intrinsic	ADJ
ajfa-9129	13	18	value	value	NOUN
ajfa-9129	13	19	of	of	ADP
ajfa-9129	13	20	securities	security	NOUN
ajfa-9129	13	21	;	;	PUNCT
ajfa-9129	13	22	thereby	thereby	ADV
ajfa-9129	13	23	better	well	ADV
ajfa-9129	13	24	modelling	modelling	NOUN
ajfa-9129	13	25	gives	give	VERB
ajfa-9129	13	26	us	we	PRON
ajfa-9129	13	27	better	well	ADJ
ajfa-9129	13	28	prediction	prediction	NOUN
ajfa-9129	13	29	that	that	SCONJ
ajfa-9129	13	30	in	in	ADP
ajfa-9129	13	31	the	the	DET
ajfa-9129	13	32	end	end	NOUN
ajfa-9129	13	33	will	will	AUX
ajfa-9129	13	34	provide	provide	VERB
ajfa-9129	13	35	practitioners	practitioner	NOUN
ajfa-9129	13	36	and	and	CCONJ
ajfa-9129	13	37	academics	academic	NOUN
ajfa-9129	13	38	with	with	ADP
ajfa-9129	13	39	more	more	ADV
ajfa-9129	13	40	accurate	accurate	ADJ
ajfa-9129	13	41	pricing	pricing	NOUN
ajfa-9129	13	42	models	model	NOUN
ajfa-9129	13	43	for	for	ADP
ajfa-9129	13	44	financial	financial	ADJ
ajfa-9129	13	45	assets	asset	NOUN
ajfa-9129	13	46	.	.	PUNCT
ajfa-9129	14	1	that	that	SCONJ
ajfa-9129	14	2	all	all	PRON
ajfa-9129	14	3	in	in	ADP
ajfa-9129	14	4	return	return	NOUN
ajfa-9129	14	5	will	will	AUX
ajfa-9129	14	6	make	make	VERB
ajfa-9129	14	7	it	it	PRON
ajfa-9129	14	8	easier	easy	ADJ
ajfa-9129	14	9	for	for	SCONJ
ajfa-9129	14	10	different	different	ADJ
ajfa-9129	14	11	interested	interested	ADJ
ajfa-9129	14	12	parties	party	NOUN
ajfa-9129	14	13	such	such	ADJ
ajfa-9129	14	14	as	as	ADP
ajfa-9129	14	15	investors	investor	NOUN
ajfa-9129	14	16	,	,	PUNCT
ajfa-9129	14	17	managers	manager	NOUN
ajfa-9129	14	18	,	,	PUNCT
ajfa-9129	14	19	and	and	CCONJ
ajfa-9129	14	20	policy	policy	NOUN
ajfa-9129	14	21	makers	maker	NOUN
ajfa-9129	14	22	to	to	PART
ajfa-9129	14	23	take	take	VERB
ajfa-9129	14	24	various	various	ADJ
ajfa-9129	14	25	financial	financial	ADJ
ajfa-9129	14	26	decisions	decision	NOUN
ajfa-9129	14	27	such	such	ADJ
ajfa-9129	14	28	as	as	ADP
ajfa-9129	14	29	raising	raise	VERB
ajfa-9129	14	30	capital	capital	NOUN
ajfa-9129	14	31	,	,	PUNCT
ajfa-9129	14	32	and	and	CCONJ
ajfa-9129	14	33	investment	investment	NOUN
ajfa-9129	14	34	decisions	decision	NOUN
ajfa-9129	14	35	in	in	ADP
ajfa-9129	14	36	financial	financial	ADJ
ajfa-9129	14	37	markets	market	NOUN
ajfa-9129	14	38	(	(	PUNCT
ajfa-9129	14	39	emenike	emenike	ADJ
ajfa-9129	14	40	,	,	PUNCT
ajfa-9129	14	41	2010	2010	NUM
ajfa-9129	14	42	)	)	PUNCT
ajfa-9129	14	43	.	.	PUNCT
ajfa-9129	15	1	moreover	moreover	ADV
ajfa-9129	15	2	,	,	PUNCT
ajfa-9129	15	3	early	early	ADJ
ajfa-9129	15	4	studies	study	NOUN
ajfa-9129	15	5	by	by	ADP
ajfa-9129	15	6	mandelbrot	mandelbrot	NOUN
ajfa-9129	15	7	(	(	PUNCT
ajfa-9129	15	8	1963	1963	NUM
ajfa-9129	15	9	)	)	PUNCT
ajfa-9129	15	10	,	,	PUNCT
ajfa-9129	15	11	fama	fama	PROPN
ajfa-9129	15	12	(	(	PUNCT
ajfa-9129	15	13	1965	1965	NUM
ajfa-9129	15	14	)	)	PUNCT
ajfa-9129	15	15	,	,	PUNCT
ajfa-9129	15	16	and	and	CCONJ
ajfa-9129	15	17	black	black	ADJ
ajfa-9129	15	18	(	(	PUNCT
ajfa-9129	15	19	1976	1976	NUM
ajfa-9129	15	20	)	)	PUNCT
ajfa-9129	15	21	,	,	PUNCT
ajfa-9129	15	22	side	side	NOUN
ajfa-9129	15	23	by	by	ADP
ajfa-9129	15	24	side	side	NOUN
ajfa-9129	15	25	with	with	ADP
ajfa-9129	15	26	the	the	DET
ajfa-9129	15	27	recent	recent	ADJ
ajfa-9129	15	28	numerous	numerous	ADJ
ajfa-9129	15	29	studies	study	NOUN
ajfa-9129	15	30	such	such	ADJ
ajfa-9129	15	31	as	as	ADP
ajfa-9129	15	32	poterba	poterba	NOUN
ajfa-9129	15	33	and	and	CCONJ
ajfa-9129	15	34	summer	summer	NOUN
ajfa-9129	15	35	(	(	PUNCT
ajfa-9129	15	36	1986	1986	NUM
ajfa-9129	15	37	)	)	PUNCT
ajfa-9129	15	38	,	,	PUNCT
ajfa-9129	15	39	tse	tse	X
ajfa-9129	15	40	(	(	PUNCT
ajfa-9129	15	41	1991	1991	NUM
ajfa-9129	15	42	)	)	PUNCT
ajfa-9129	15	43	,	,	PUNCT
ajfa-9129	15	44	mcmillan	mcmillan	PROPN
ajfa-9129	15	45	et.al	et.al	PROPN
ajfa-9129	15	46	(	(	PUNCT
ajfa-9129	15	47	2000	2000	NUM
ajfa-9129	15	48	)	)	PUNCT
ajfa-9129	15	49	,	,	PUNCT
ajfa-9129	15	50	najand	najand	NOUN
ajfa-9129	15	51	(	(	PUNCT
ajfa-9129	15	52	2002	2002	NUM
ajfa-9129	15	53	)	)	PUNCT
ajfa-9129	15	54	,	,	PUNCT
ajfa-9129	15	55	lee(2009	lee(2009	PROPN
ajfa-9129	15	56	)	)	PUNCT
ajfa-9129	15	57	,	,	PUNCT
ajfa-9129	15	58	emenike	emenike	PROPN
ajfa-9129	15	59	(	(	PUNCT
ajfa-9129	15	60	2010	2010	NUM
ajfa-9129	15	61	)	)	PUNCT
ajfa-9129	15	62	,	,	PUNCT
ajfa-9129	15	63	and	and	CCONJ
ajfa-9129	15	64	ezzat(2012	ezzat(2012	NOUN
ajfa-9129	15	65	)	)	PUNCT
ajfa-9129	15	66	;	;	PUNCT
ajfa-9129	15	67	all	all	PRON
ajfa-9129	15	68	have	have	AUX
ajfa-9129	15	69	documented	document	VERB
ajfa-9129	15	70	evidence	evidence	NOUN
ajfa-9129	15	71	showing	show	VERB
ajfa-9129	15	72	that	that	SCONJ
ajfa-9129	15	73	financial	financial	ADJ
ajfa-9129	15	74	time	time	NOUN
ajfa-9129	15	75	series	series	PROPN
ajfa-9129	15	76	does	do	AUX
ajfa-9129	15	77	exhibit	exhibit	VERB
ajfa-9129	15	78	both	both	DET
ajfa-9129	15	79	volatility	volatility	NOUN
ajfa-9129	15	80	clustering	clustering	NOUN
ajfa-9129	15	81	and	and	CCONJ
ajfa-9129	15	82	leptokurtosis	leptokurtosis	NOUN
ajfa-9129	15	83	.	.	PUNCT
ajfa-9129	16	1	regarding	regard	VERB
ajfa-9129	16	2	the	the	DET
ajfa-9129	16	3	occurrence	occurrence	NOUN
ajfa-9129	16	4	of	of	ADP
ajfa-9129	16	5	volatility	volatility	NOUN
ajfa-9129	16	6	clustering	cluster	VERB
ajfa-9129	16	7	it	it	PRON
ajfa-9129	16	8	is	be	AUX
ajfa-9129	16	9	when	when	SCONJ
ajfa-9129	16	10	large	large	ADJ
ajfa-9129	16	11	changes	change	NOUN
ajfa-9129	16	12	in	in	ADP
ajfa-9129	16	13	stock	stock	NOUN
ajfa-9129	16	14	prices	price	NOUN
ajfa-9129	16	15	are	be	AUX
ajfa-9129	16	16	followed	follow	VERB
ajfa-9129	16	17	by	by	ADP
ajfa-9129	16	18	large	large	ADJ
ajfa-9129	16	19	changes	change	NOUN
ajfa-9129	16	20	in	in	ADP
ajfa-9129	16	21	price	price	NOUN
ajfa-9129	16	22	of	of	ADP
ajfa-9129	16	23	both	both	DET
ajfa-9129	16	24	signs	sign	NOUN
ajfa-9129	16	25	,	,	PUNCT
ajfa-9129	16	26	and	and	CCONJ
ajfa-9129	16	27	vice	vice	ADV
ajfa-9129	16	28	versa	versa	ADV
ajfa-9129	16	29	,	,	PUNCT
ajfa-9129	16	30	i.e.	i.e.	X
ajfa-9129	16	31	the	the	DET
ajfa-9129	16	32	small	small	ADJ
ajfa-9129	16	33	price	price	NOUN
ajfa-9129	16	34	changes	change	NOUN
ajfa-9129	16	35	are	be	AUX
ajfa-9129	16	36	followed	follow	VERB
ajfa-9129	16	37	by	by	ADP
ajfa-9129	16	38	periods	period	NOUN
ajfa-9129	16	39	of	of	ADP
ajfa-9129	16	40	small	small	ADJ
ajfa-9129	16	41	changes	change	NOUN
ajfa-9129	16	42	in	in	ADP
ajfa-9129	16	43	prices	price	NOUN
ajfa-9129	16	44	.	.	PUNCT
ajfa-9129	17	1	on	on	ADP
ajfa-9129	17	2	the	the	DET
ajfa-9129	17	3	other	other	ADJ
ajfa-9129	17	4	hand	hand	NOUN
ajfa-9129	17	5	,	,	PUNCT
ajfa-9129	17	6	the	the	DET
ajfa-9129	17	7	case	case	NOUN
ajfa-9129	17	8	of	of	ADP
ajfa-9129	17	9	non	non	ADJ
ajfa-9129	17	10	-	-	ADJ
ajfa-9129	17	11	normal	normal	ADJ
ajfa-9129	17	12	distribution	distribution	NOUN
ajfa-9129	17	13	of	of	ADP
ajfa-9129	17	14	financial	financial	ADJ
ajfa-9129	17	15	return	return	NOUN
ajfa-9129	17	16	which	which	PRON
ajfa-9129	17	17	tends	tend	VERB
ajfa-9129	17	18	to	to	PART
ajfa-9129	17	19	be	be	AUX
ajfa-9129	17	20	fat	fat	ADJ
ajfa-9129	17	21	tailed	tail	VERB
ajfa-9129	17	22	is	be	AUX
ajfa-9129	17	23	called	call	VERB
ajfa-9129	17	24	leptokurtosis	leptokurtosis	NOUN
ajfa-9129	17	25	.	.	PUNCT
ajfa-9129	18	1	furthermore	furthermore	ADV
ajfa-9129	18	2	,	,	PUNCT
ajfa-9129	18	3	studies	study	NOUN
ajfa-9129	18	4	such	such	ADJ
ajfa-9129	18	5	as	as	ADP
ajfa-9129	18	6	kosapattarapim	kosapattarapim	PROPN
ajfa-9129	18	7	et.al	et.al	PROPN
ajfa-9129	18	8	(	(	PUNCT
ajfa-9129	18	9	2011	2011	NUM
ajfa-9129	18	10	)	)	PUNCT
ajfa-9129	18	11	,	,	PUNCT
ajfa-9129	18	12	rousan	rousan	NOUN
ajfa-9129	18	13	and	and	CCONJ
ajfa-9129	18	14	al	al	PROPN
ajfa-9129	18	15	khouri	khouri	PROPN
ajfa-9129	18	16	(	(	PUNCT
ajfa-9129	18	17	2005	2005	NUM
ajfa-9129	18	18	)	)	PUNCT
ajfa-9129	18	19	,	,	PUNCT
ajfa-9129	18	20	liu	liu	PROPN
ajfa-9129	18	21	and	and	CCONJ
ajfa-9129	18	22	huang	huang	PROPN
ajfa-9129	18	23	(	(	PUNCT
ajfa-9129	18	24	2010	2010	NUM
ajfa-9129	18	25	)	)	PUNCT
ajfa-9129	18	26	,	,	PUNCT
ajfa-9129	18	27	freedi	freedi	PROPN
ajfa-9129	18	28	et.al	et.al	PROPN
ajfa-9129	18	29	(	(	PUNCT
ajfa-9129	18	30	2012	2012	NUM
ajfa-9129	18	31	)	)	PUNCT
ajfa-9129	18	32	,	,	PUNCT
ajfa-9129	18	33	and	and	CCONJ
ajfa-9129	18	34	gokbulut	gokbulut	NOUN
ajfa-9129	18	35	and	and	CCONJ
ajfa-9129	18	36	pekkaya	pekkaya	NOUN
ajfa-9129	18	37	(	(	PUNCT
ajfa-9129	18	38	2014	2014	NUM
ajfa-9129	18	39	)	)	PUNCT
ajfa-9129	18	40	;	;	PUNCT
ajfa-9129	18	41	observed	observe	VERB
ajfa-9129	18	42	new	new	ADJ
ajfa-9129	18	43	insights	insight	NOUN
ajfa-9129	18	44	encountered	encounter	VERB
ajfa-9129	18	45	in	in	ADP
ajfa-9129	18	46	time	time	NOUN
ajfa-9129	18	47	series	series	PROPN
ajfa-9129	18	48	studies	study	NOUN
ajfa-9129	18	49	that	that	PRON
ajfa-9129	18	50	is	be	AUX
ajfa-9129	18	51	leverage	leverage	NOUN
ajfa-9129	18	52	effect	effect	NOUN
ajfa-9129	18	53	(	(	PUNCT
ajfa-9129	18	54	asymmetric	asymmetric	NOUN
ajfa-9129	18	55	)	)	PUNCT
ajfa-9129	18	56	that	that	PRON
ajfa-9129	18	57	was	be	AUX
ajfa-9129	18	58	first	first	ADV
ajfa-9129	18	59	detected	detect	VERB
ajfa-9129	18	60	by	by	ADP
ajfa-9129	18	61	black	black	ADJ
ajfa-9129	18	62	(	(	PUNCT
ajfa-9129	18	63	1976	1976	NUM
ajfa-9129	18	64	)	)	PUNCT
ajfa-9129	18	65	.	.	PUNCT
ajfa-9129	19	1	it	it	PRON
ajfa-9129	19	2	occurs	occur	VERB
ajfa-9129	19	3	when	when	SCONJ
ajfa-9129	19	4	stock	stock	NOUN
ajfa-9129	19	5	return	return	NOUN
ajfa-9129	19	6	tends	tend	VERB
ajfa-9129	19	7	to	to	PART
ajfa-9129	19	8	have	have	VERB
ajfa-9129	19	9	a	a	DET
ajfa-9129	19	10	negative	negative	ADJ
ajfa-9129	19	11	correlation	correlation	NOUN
ajfa-9129	19	12	with	with	ADP
ajfa-9129	19	13	changes	change	NOUN
ajfa-9129	19	14	in	in	ADP
ajfa-9129	19	15	volatility	volatility	NOUN
ajfa-9129	19	16	,	,	PUNCT
ajfa-9129	19	17	i.e.	i.e.	X
ajfa-9129	19	18	volatility	volatility	NOUN
ajfa-9129	19	19	is	be	AUX
ajfa-9129	19	20	expected	expect	VERB
ajfa-9129	19	21	to	to	PART
ajfa-9129	19	22	rise	rise	VERB
ajfa-9129	19	23	in	in	ADP
ajfa-9129	19	24	response	response	NOUN
ajfa-9129	19	25	to	to	ADP
ajfa-9129	19	26	bad	bad	ADJ
ajfa-9129	19	27	news	news	NOUN
ajfa-9129	19	28	and	and	CCONJ
ajfa-9129	19	29	fall	fall	VERB
ajfa-9129	19	30	in	in	ADP
ajfa-9129	19	31	response	response	NOUN
ajfa-9129	19	32	to	to	ADP
ajfa-9129	19	33	good	good	ADJ
ajfa-9129	19	34	news	news	NOUN
ajfa-9129	19	35	.	.	PUNCT
ajfa-9129	20	1	in	in	ADP
ajfa-9129	20	2	accordance	accordance	NOUN
ajfa-9129	20	3	to	to	ADP
ajfa-9129	20	4	the	the	DET
ajfa-9129	20	5	aforementioned	aforementione	VERB
ajfa-9129	20	6	,	,	PUNCT
ajfa-9129	20	7	all	all	DET
ajfa-9129	20	8	those	those	DET
ajfa-9129	20	9	characteristics	characteristic	NOUN
ajfa-9129	20	10	accompanied	accompany	VERB
ajfa-9129	20	11	with	with	ADP
ajfa-9129	20	12	financial	financial	ADJ
ajfa-9129	20	13	time	time	NOUN
ajfa-9129	20	14	series	series	PROPN
ajfa-9129	20	15	especially	especially	ADV
ajfa-9129	20	16	the	the	DET
ajfa-9129	20	17	part	part	NOUN
ajfa-9129	20	18	related	relate	VERB
ajfa-9129	20	19	to	to	ADP
ajfa-9129	20	20	the	the	DET
ajfa-9129	20	21	estimation	estimation	NOUN
ajfa-9129	20	22	of	of	ADP
ajfa-9129	20	23	volatility	volatility	NOUN
ajfa-9129	20	24	drives	drive	VERB
ajfa-9129	20	25	us	we	PRON
ajfa-9129	20	26	away	away	ADV
ajfa-9129	20	27	from	from	ADP
ajfa-9129	20	28	linear	linear	ADJ
ajfa-9129	20	29	models	model	NOUN
ajfa-9129	20	30	into	into	ADP
ajfa-9129	20	31	searching	search	VERB
ajfa-9129	20	32	for	for	ADP
ajfa-9129	20	33	more	more	ADV
ajfa-9129	20	34	appropriate	appropriate	ADJ
ajfa-9129	20	35	statistical	statistical	ADJ
ajfa-9129	20	36	models	model	NOUN
ajfa-9129	20	37	.	.	PUNCT
ajfa-9129	21	1	thus	thus	ADV
ajfa-9129	21	2	,	,	PUNCT
ajfa-9129	21	3	a	a	DET
ajfa-9129	21	4	study	study	NOUN
ajfa-9129	21	5	by	by	ADP
ajfa-9129	21	6	engle	engle	PROPN
ajfa-9129	21	7	(	(	PUNCT
ajfa-9129	21	8	1982	1982	NUM
ajfa-9129	21	9	)	)	PUNCT
ajfa-9129	21	10	proposed	propose	VERB
ajfa-9129	21	11	to	to	PART
ajfa-9129	21	12	model	model	VERB
ajfa-9129	21	13	time	time	NOUN
ajfa-9129	21	14	varying	vary	VERB
ajfa-9129	21	15	conditional	conditional	ADJ
ajfa-9129	21	16	variance	variance	NOUN
ajfa-9129	21	17	through	through	ADP
ajfa-9129	21	18	applying	apply	VERB
ajfa-9129	21	19	auto	auto	NOUN
ajfa-9129	21	20	regressive	regressive	ADJ
ajfa-9129	21	21	conditional	conditional	ADJ
ajfa-9129	21	22	heteroscedasticity	heteroscedasticity	NOUN
ajfa-9129	21	23	process	process	NOUN
ajfa-9129	21	24	(	(	PUNCT
ajfa-9129	21	25	arch	arch	NOUN
ajfa-9129	21	26	)	)	PUNCT
ajfa-9129	21	27	,	,	PUNCT
ajfa-9129	21	28	which	which	PRON
ajfa-9129	21	29	is	be	AUX
ajfa-9129	21	30	expected	expect	VERB
ajfa-9129	21	31	to	to	PART
ajfa-9129	21	32	capture	capture	VERB
ajfa-9129	21	33	mainly	mainly	ADV
ajfa-9129	21	34	the	the	DET
ajfa-9129	21	35	dynamic	dynamic	ADJ
ajfa-9129	21	36	behavior	behavior	NOUN
ajfa-9129	21	37	of	of	ADP
ajfa-9129	21	38	conditional	conditional	ADJ
ajfa-9129	21	39	variance	variance	NOUN
ajfa-9129	21	40	using	use	VERB
ajfa-9129	21	41	lagged	lag	VERB
ajfa-9129	21	42	disturbance	disturbance	NOUN
ajfa-9129	21	43	.	.	PUNCT
ajfa-9129	22	1	in	in	ADP
ajfa-9129	22	2	the	the	DET
ajfa-9129	22	3	same	same	ADJ
ajfa-9129	22	4	vein	vein	NOUN
ajfa-9129	22	5	,	,	PUNCT
ajfa-9129	22	6	study	study	NOUN
ajfa-9129	22	7	by	by	ADP
ajfa-9129	22	8	bollerselev	bollerselev	NOUN
ajfa-9129	22	9	(	(	PUNCT
ajfa-9129	22	10	1986	1986	NUM
ajfa-9129	22	11	)	)	PUNCT
ajfa-9129	22	12	suggested	suggest	VERB
ajfa-9129	22	13	one	one	NUM
ajfa-9129	22	14	step	step	NOUN
ajfa-9129	22	15	forward	forward	ADV
ajfa-9129	22	16	to	to	PART
ajfa-9129	22	17	overcome	overcome	VERB
ajfa-9129	22	18	the	the	DET
ajfa-9129	22	19	problem	problem	NOUN
ajfa-9129	22	20	related	relate	VERB
ajfa-9129	22	21	to	to	ADP
ajfa-9129	22	22	the	the	DET
ajfa-9129	22	23	arch	arch	ADJ
ajfa-9129	22	24	model	model	NOUN
ajfa-9129	22	25	regarding	regard	VERB
ajfa-9129	22	26	the	the	DET
ajfa-9129	22	27	number	number	NOUN
ajfa-9129	22	28	of	of	ADP
ajfa-9129	22	29	parameters	parameter	NOUN
ajfa-9129	22	30	,	,	PUNCT
ajfa-9129	22	31	by	by	ADP
ajfa-9129	22	32	applying	apply	VERB
ajfa-9129	22	33	generalized	generalized	ADJ
ajfa-9129	22	34	auto	auto	NOUN
ajfa-9129	22	35	regressive	regressive	ADJ
ajfa-9129	22	36	conditional	conditional	ADJ
ajfa-9129	22	37	heteroscedasticity	heteroscedasticity	NOUN
ajfa-9129	22	38	(	(	PUNCT
ajfa-9129	22	39	garch	garch	NOUN
ajfa-9129	22	40	)	)	PUNCT
ajfa-9129	22	41	model	model	NOUN
ajfa-9129	22	42	;	;	PUNCT
ajfa-9129	22	43	in	in	ADP
ajfa-9129	22	44	this	this	DET
ajfa-9129	22	45	way	way	NOUN
ajfa-9129	22	46	asian	asian	ADJ
ajfa-9129	22	47	journal	journal	NOUN
ajfa-9129	22	48	of	of	ADP
ajfa-9129	22	49	finance	finance	PROPN
ajfa-9129	22	50	&	&	CCONJ
ajfa-9129	22	51	accounting	accounting	PROPN
ajfa-9129	22	52	issn	issn	PROPN
ajfa-9129	22	53	1946	1946	NUM
ajfa-9129	22	54	-	-	PUNCT
ajfa-9129	22	55	052x	052x	PROPN
ajfa-9129	22	56	2016	2016	NUM
ajfa-9129	22	57	,	,	PUNCT
ajfa-9129	22	58	vol	vol	NOUN
ajfa-9129	22	59	.	.	PROPN
ajfa-9129	22	60	8	8	NUM
ajfa-9129	22	61	,	,	PUNCT
ajfa-9129	22	62	no	no	INTJ
ajfa-9129	22	63	.	.	NOUN
ajfa-9129	22	64	1	1	NUM
ajfa-9129	22	65	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	22	66	154	154	NUM
ajfa-9129	22	67	instead	instead	ADV
ajfa-9129	22	68	of	of	ADP
ajfa-9129	22	69	having	have	VERB
ajfa-9129	22	70	infinite	infinite	ADJ
ajfa-9129	22	71	parameters	parameter	NOUN
ajfa-9129	22	72	using	use	VERB
ajfa-9129	22	73	arch	arch	ADJ
ajfa-9129	22	74	models	model	NOUN
ajfa-9129	22	75	,	,	PUNCT
ajfa-9129	22	76	we	we	PRON
ajfa-9129	22	77	can	can	AUX
ajfa-9129	22	78	reduce	reduce	VERB
ajfa-9129	22	79	the	the	DET
ajfa-9129	22	80	number	number	NOUN
ajfa-9129	22	81	into	into	ADP
ajfa-9129	22	82	only	only	ADV
ajfa-9129	22	83	two	two	NUM
ajfa-9129	22	84	parameters	parameter	NOUN
ajfa-9129	22	85	in	in	ADP
ajfa-9129	22	86	garch	garch	NOUN
ajfa-9129	22	87	model	model	NOUN
ajfa-9129	22	88	.	.	PUNCT
ajfa-9129	23	1	accordingly	accordingly	ADV
ajfa-9129	23	2	,	,	PUNCT
ajfa-9129	23	3	both	both	CCONJ
ajfa-9129	23	4	arch	arch	ADJ
ajfa-9129	23	5	and	and	CCONJ
ajfa-9129	23	6	garch	garch	NOUN
ajfa-9129	23	7	models	model	NOUN
ajfa-9129	23	8	that	that	PRON
ajfa-9129	23	9	were	be	AUX
ajfa-9129	23	10	proposed	propose	VERB
ajfa-9129	23	11	by	by	ADP
ajfa-9129	23	12	engle	engle	PROPN
ajfa-9129	23	13	(	(	PUNCT
ajfa-9129	23	14	1982	1982	NUM
ajfa-9129	23	15	)	)	PUNCT
ajfa-9129	23	16	and	and	CCONJ
ajfa-9129	23	17	bollerslev	bollerslev	ADJ
ajfa-9129	23	18	(	(	PUNCT
ajfa-9129	23	19	1986	1986	NUM
ajfa-9129	23	20	)	)	PUNCT
ajfa-9129	23	21	respectively	respectively	ADV
ajfa-9129	23	22	,	,	PUNCT
ajfa-9129	23	23	can	can	AUX
ajfa-9129	23	24	capture	capture	VERB
ajfa-9129	23	25	simultaneously	simultaneously	ADV
ajfa-9129	23	26	volatility	volatility	NOUN
ajfa-9129	23	27	clustering	clustering	NOUN
ajfa-9129	23	28	and	and	CCONJ
ajfa-9129	23	29	leptokurtosis	leptokurtosis	NOUN
ajfa-9129	23	30	.	.	PUNCT
ajfa-9129	24	1	so	so	ADV
ajfa-9129	24	2	in	in	ADP
ajfa-9129	24	3	return	return	NOUN
ajfa-9129	24	4	they	they	PRON
ajfa-9129	24	5	have	have	AUX
ajfa-9129	24	6	been	be	AUX
ajfa-9129	24	7	widely	widely	ADV
ajfa-9129	24	8	employed	employ	VERB
ajfa-9129	24	9	in	in	ADP
ajfa-9129	24	10	financial	financial	ADJ
ajfa-9129	24	11	markets	market	NOUN
ajfa-9129	24	12	analysis	analysis	NOUN
ajfa-9129	24	13	studies	study	NOUN
ajfa-9129	24	14	.	.	PUNCT
ajfa-9129	25	1	but	but	CCONJ
ajfa-9129	25	2	on	on	ADP
ajfa-9129	25	3	the	the	DET
ajfa-9129	25	4	other	other	ADJ
ajfa-9129	25	5	hand	hand	NOUN
ajfa-9129	25	6	,	,	PUNCT
ajfa-9129	25	7	they	they	PRON
ajfa-9129	25	8	both	both	PRON
ajfa-9129	25	9	fail	fail	VERB
ajfa-9129	25	10	to	to	PART
ajfa-9129	25	11	capture	capture	VERB
ajfa-9129	25	12	the	the	DET
ajfa-9129	25	13	leverage	leverage	NOUN
ajfa-9129	25	14	effect	effect	NOUN
ajfa-9129	25	15	.	.	PUNCT
ajfa-9129	26	1	hence	hence	ADV
ajfa-9129	26	2	,	,	PUNCT
ajfa-9129	26	3	nelson	nelson	PROPN
ajfa-9129	26	4	(	(	PUNCT
ajfa-9129	26	5	1991	1991	NUM
ajfa-9129	26	6	)	)	PUNCT
ajfa-9129	26	7	proposed	propose	VERB
ajfa-9129	26	8	one	one	NUM
ajfa-9129	26	9	of	of	ADP
ajfa-9129	26	10	the	the	DET
ajfa-9129	26	11	extended	extended	ADJ
ajfa-9129	26	12	arch	arch	NOUN
ajfa-9129	26	13	models	model	NOUN
ajfa-9129	26	14	by	by	ADP
ajfa-9129	26	15	using	use	VERB
ajfa-9129	26	16	exponential	exponential	ADJ
ajfa-9129	26	17	generalized	generalize	VERB
ajfa-9129	26	18	auto	auto	NOUN
ajfa-9129	26	19	regressive	regressive	ADJ
ajfa-9129	26	20	conditional	conditional	ADJ
ajfa-9129	26	21	heteroscedasticity	heteroscedasticity	NOUN
ajfa-9129	26	22	well	well	ADV
ajfa-9129	26	23	known	know	VERB
ajfa-9129	26	24	as	as	ADP
ajfa-9129	26	25	(	(	PUNCT
ajfa-9129	26	26	egarch	egarch	NOUN
ajfa-9129	26	27	)	)	PUNCT
ajfa-9129	26	28	model	model	NOUN
ajfa-9129	26	29	,	,	PUNCT
ajfa-9129	26	30	in	in	ADP
ajfa-9129	26	31	order	order	NOUN
ajfa-9129	26	32	to	to	PART
ajfa-9129	26	33	track	track	VERB
ajfa-9129	26	34	the	the	DET
ajfa-9129	26	35	asymmetric	asymmetric	ADJ
ajfa-9129	26	36	shocks	shock	NOUN
ajfa-9129	26	37	of	of	ADP
ajfa-9129	26	38	the	the	DET
ajfa-9129	26	39	conditional	conditional	ADJ
ajfa-9129	26	40	variance	variance	NOUN
ajfa-9129	26	41	(	(	PUNCT
ajfa-9129	26	42	gokcan	gokcan	NOUN
ajfa-9129	26	43	,	,	PUNCT
ajfa-9129	26	44	2000	2000	NUM
ajfa-9129	26	45	;	;	PUNCT
ajfa-9129	26	46	su	su	PROPN
ajfa-9129	26	47	,	,	PUNCT
ajfa-9129	26	48	2010	2010	NUM
ajfa-9129	26	49	;	;	PUNCT
ajfa-9129	26	50	abd	abd	PROPN
ajfa-9129	26	51	al	al	PROPN
ajfa-9129	26	52	aal	aal	PROPN
ajfa-9129	26	53	,	,	PUNCT
ajfa-9129	26	54	2011	2011	NUM
ajfa-9129	26	55	;	;	PUNCT
ajfa-9129	26	56	ezzat	ezzat	VERB
ajfa-9129	26	57	,	,	PUNCT
ajfa-9129	26	58	2012	2012	NUM
ajfa-9129	26	59	;	;	PUNCT
ajfa-9129	26	60	freedi	freedi	PROPN
ajfa-9129	26	61	et	et	PROPN
ajfa-9129	26	62	.	.	PUNCT
ajfa-9129	27	1	al	al	PROPN
ajfa-9129	27	2	,	,	PUNCT
ajfa-9129	27	3	2012	2012	NUM
ajfa-9129	27	4	)	)	PUNCT
ajfa-9129	27	5	.	.	PUNCT
ajfa-9129	28	1	in	in	ADP
ajfa-9129	28	2	regards	regard	NOUN
ajfa-9129	28	3	to	to	ADP
ajfa-9129	28	4	this	this	DET
ajfa-9129	28	5	study	study	NOUN
ajfa-9129	28	6	it	it	PRON
ajfa-9129	28	7	aims	aim	VERB
ajfa-9129	28	8	to	to	PART
ajfa-9129	28	9	contribute	contribute	VERB
ajfa-9129	28	10	to	to	ADP
ajfa-9129	28	11	the	the	DET
ajfa-9129	28	12	available	available	ADJ
ajfa-9129	28	13	literature	literature	NOUN
ajfa-9129	28	14	in	in	ADP
ajfa-9129	28	15	that	that	SCONJ
ajfa-9129	28	16	it	it	PRON
ajfa-9129	28	17	adds	add	VERB
ajfa-9129	28	18	new	new	ADJ
ajfa-9129	28	19	updated	update	VERB
ajfa-9129	28	20	daily	daily	ADJ
ajfa-9129	28	21	return	return	NOUN
ajfa-9129	28	22	gathered	gather	VERB
ajfa-9129	28	23	from	from	ADP
ajfa-9129	28	24	one	one	NUM
ajfa-9129	28	25	of	of	ADP
ajfa-9129	28	26	the	the	DET
ajfa-9129	28	27	emerging	emerge	VERB
ajfa-9129	28	28	economies	economy	NOUN
ajfa-9129	28	29	which	which	PRON
ajfa-9129	28	30	is	be	AUX
ajfa-9129	28	31	jordan	jordan	PROPN
ajfa-9129	28	32	;	;	PUNCT
ajfa-9129	28	33	to	to	PART
ajfa-9129	28	34	investigate	investigate	VERB
ajfa-9129	28	35	the	the	DET
ajfa-9129	28	36	behavior	behavior	NOUN
ajfa-9129	28	37	of	of	ADP
ajfa-9129	28	38	stock	stock	NOUN
ajfa-9129	28	39	return	return	NOUN
ajfa-9129	28	40	volatility	volatility	NOUN
ajfa-9129	28	41	for	for	ADP
ajfa-9129	28	42	amman	amman	PROPN
ajfa-9129	28	43	stock	stock	PROPN
ajfa-9129	28	44	exchange	exchange	PROPN
ajfa-9129	28	45	general	general	ADJ
ajfa-9129	28	46	index	index	NOUN
ajfa-9129	28	47	(	(	PUNCT
ajfa-9129	28	48	asei	asei	ADJ
ajfa-9129	28	49	)	)	PUNCT
ajfa-9129	28	50	during	during	ADP
ajfa-9129	28	51	the	the	DET
ajfa-9129	28	52	period	period	NOUN
ajfa-9129	28	53	from	from	ADP
ajfa-9129	28	54	2005	2005	NUM
ajfa-9129	28	55	-	-	SYM
ajfa-9129	28	56	2014	2014	NUM
ajfa-9129	28	57	which	which	PRON
ajfa-9129	28	58	covers	cover	VERB
ajfa-9129	28	59	the	the	DET
ajfa-9129	28	60	period	period	NOUN
ajfa-9129	28	61	of	of	ADP
ajfa-9129	28	62	both	both	CCONJ
ajfa-9129	28	63	recent	recent	ADJ
ajfa-9129	28	64	financial	financial	ADJ
ajfa-9129	28	65	crisis	crisis	NOUN
ajfa-9129	28	66	that	that	PRON
ajfa-9129	28	67	affected	affect	VERB
ajfa-9129	28	68	all	all	DET
ajfa-9129	28	69	economies	economy	NOUN
ajfa-9129	28	70	worldwide	worldwide	ADV
ajfa-9129	28	71	,	,	PUNCT
ajfa-9129	28	72	also	also	ADV
ajfa-9129	28	73	arab	arab	ADJ
ajfa-9129	28	74	spring	spring	NOUN
ajfa-9129	28	75	revolutions	revolution	NOUN
ajfa-9129	28	76	in	in	ADP
ajfa-9129	28	77	the	the	DET
ajfa-9129	28	78	middle	middle	PROPN
ajfa-9129	28	79	east	east	PROPN
ajfa-9129	28	80	region	region	NOUN
ajfa-9129	28	81	.	.	PUNCT
ajfa-9129	29	1	in	in	ADP
ajfa-9129	29	2	addition	addition	NOUN
ajfa-9129	29	3	this	this	DET
ajfa-9129	29	4	paper	paper	NOUN
ajfa-9129	29	5	adopts	adopt	VERB
ajfa-9129	29	6	garch	garch	NOUN
ajfa-9129	29	7	model	model	NOUN
ajfa-9129	29	8	to	to	PART
ajfa-9129	29	9	capture	capture	VERB
ajfa-9129	29	10	the	the	DET
ajfa-9129	29	11	nature	nature	NOUN
ajfa-9129	29	12	of	of	ADP
ajfa-9129	29	13	volatility	volatility	NOUN
ajfa-9129	29	14	and	and	CCONJ
ajfa-9129	29	15	employs	employ	VERB
ajfa-9129	29	16	exponential	exponential	ADJ
ajfa-9129	29	17	garch	garch	NOUN
ajfa-9129	29	18	(	(	PUNCT
ajfa-9129	29	19	egarch	egarch	NOUN
ajfa-9129	29	20	)	)	PUNCT
ajfa-9129	29	21	for	for	ADP
ajfa-9129	29	22	capturing	capture	VERB
ajfa-9129	29	23	asymmetry	asymmetry	NOUN
ajfa-9129	29	24	in	in	ADP
ajfa-9129	29	25	volatility	volatility	NOUN
ajfa-9129	29	26	clustering	cluster	VERB
ajfa-9129	29	27	and	and	CCONJ
ajfa-9129	29	28	the	the	DET
ajfa-9129	29	29	leverage	leverage	NOUN
ajfa-9129	29	30	effect	effect	NOUN
ajfa-9129	29	31	in	in	ADP
ajfa-9129	29	32	jordan	jordan	PROPN
ajfa-9129	29	33	’s	’s	PART
ajfa-9129	29	34	capital	capital	NOUN
ajfa-9129	29	35	market	market	NOUN
ajfa-9129	29	36	for	for	ADP
ajfa-9129	29	37	the	the	DET
ajfa-9129	29	38	period	period	NOUN
ajfa-9129	29	39	of	of	ADP
ajfa-9129	29	40	20052014	20052014	NUM
ajfa-9129	29	41	.	.	PUNCT
ajfa-9129	30	1	the	the	DET
ajfa-9129	30	2	remainder	remainder	NOUN
ajfa-9129	30	3	of	of	ADP
ajfa-9129	30	4	this	this	DET
ajfa-9129	30	5	paper	paper	NOUN
ajfa-9129	30	6	is	be	AUX
ajfa-9129	30	7	organized	organize	VERB
ajfa-9129	30	8	as	as	SCONJ
ajfa-9129	30	9	follows	follow	VERB
ajfa-9129	30	10	;	;	PUNCT
ajfa-9129	30	11	section	section	NOUN
ajfa-9129	30	12	2	2	NUM
ajfa-9129	30	13	literature	literature	PROPN
ajfa-9129	30	14	review	review	NOUN
ajfa-9129	30	15	,	,	PUNCT
ajfa-9129	30	16	section	section	NOUN
ajfa-9129	30	17	3	3	NUM
ajfa-9129	30	18	methodology	methodology	NOUN
ajfa-9129	30	19	,	,	PUNCT
ajfa-9129	30	20	section	section	NOUN
ajfa-9129	30	21	4	4	NUM
ajfa-9129	30	22	analytical	analytical	ADJ
ajfa-9129	30	23	analysis	analysis	NOUN
ajfa-9129	30	24	and	and	CCONJ
ajfa-9129	30	25	empirical	empirical	ADJ
ajfa-9129	30	26	results	result	NOUN
ajfa-9129	30	27	,	,	PUNCT
ajfa-9129	30	28	and	and	CCONJ
ajfa-9129	30	29	section	section	NOUN
ajfa-9129	30	30	5	5	NUM
ajfa-9129	30	31	concluding	concluding	NOUN
ajfa-9129	30	32	remarks	remark	NOUN
ajfa-9129	30	33	.	.	PUNCT
ajfa-9129	31	1	2	2	X
ajfa-9129	31	2	.	.	X
ajfa-9129	31	3	literature	literature	NOUN
ajfa-9129	31	4	review	review	VERB
ajfa-9129	31	5	the	the	DET
ajfa-9129	31	6	main	main	ADJ
ajfa-9129	31	7	early	early	ADJ
ajfa-9129	31	8	highlight	highlight	NOUN
ajfa-9129	31	9	studies	study	NOUN
ajfa-9129	31	10	to	to	PART
ajfa-9129	31	11	mention	mention	VERB
ajfa-9129	31	12	volatility	volatility	NOUN
ajfa-9129	31	13	clustering	clustering	NOUN
ajfa-9129	31	14	.	.	PUNCT
ajfa-9129	32	1	leptokurtosis	leptokurtosis	NOUN
ajfa-9129	32	2	,	,	PUNCT
ajfa-9129	32	3	and	and	CCONJ
ajfa-9129	32	4	leverage	leverage	NOUN
ajfa-9129	32	5	effect	effect	NOUN
ajfa-9129	32	6	of	of	ADP
ajfa-9129	32	7	stock	stock	NOUN
ajfa-9129	32	8	return	return	NOUN
ajfa-9129	32	9	in	in	ADP
ajfa-9129	32	10	financial	financial	ADJ
ajfa-9129	32	11	market	market	NOUN
ajfa-9129	32	12	was	be	AUX
ajfa-9129	32	13	provided	provide	VERB
ajfa-9129	32	14	by	by	ADP
ajfa-9129	32	15	the	the	DET
ajfa-9129	32	16	following	follow	VERB
ajfa-9129	32	17	three	three	NUM
ajfa-9129	32	18	studies	study	NOUN
ajfa-9129	32	19	of	of	ADP
ajfa-9129	32	20	;	;	PUNCT
ajfa-9129	32	21	mandelbrot	mandelbrot	PROPN
ajfa-9129	32	22	(	(	PUNCT
ajfa-9129	32	23	1963	1963	NUM
ajfa-9129	32	24	)	)	PUNCT
ajfa-9129	32	25	,	,	PUNCT
ajfa-9129	32	26	fama	fama	PROPN
ajfa-9129	32	27	(	(	PUNCT
ajfa-9129	32	28	1965	1965	NUM
ajfa-9129	32	29	)	)	PUNCT
ajfa-9129	32	30	,	,	PUNCT
ajfa-9129	32	31	and	and	CCONJ
ajfa-9129	32	32	black	black	ADJ
ajfa-9129	32	33	(	(	PUNCT
ajfa-9129	32	34	1976	1976	NUM
ajfa-9129	32	35	)	)	PUNCT
ajfa-9129	32	36	.	.	PUNCT
ajfa-9129	33	1	measuring	measure	VERB
ajfa-9129	33	2	and	and	CCONJ
ajfa-9129	33	3	estimating	estimate	VERB
ajfa-9129	33	4	the	the	DET
ajfa-9129	33	5	stock	stock	NOUN
ajfa-9129	33	6	prices	price	NOUN
ajfa-9129	33	7	volatility	volatility	NOUN
ajfa-9129	33	8	is	be	AUX
ajfa-9129	33	9	an	an	DET
ajfa-9129	33	10	important	important	ADJ
ajfa-9129	33	11	concept	concept	NOUN
ajfa-9129	33	12	in	in	ADP
ajfa-9129	33	13	finance	finance	NOUN
ajfa-9129	33	14	in	in	ADP
ajfa-9129	33	15	general	general	ADJ
ajfa-9129	33	16	,	,	PUNCT
ajfa-9129	33	17	and	and	CCONJ
ajfa-9129	33	18	in	in	ADP
ajfa-9129	33	19	investment	investment	NOUN
ajfa-9129	33	20	decisions	decision	NOUN
ajfa-9129	33	21	in	in	ADP
ajfa-9129	33	22	specific	specific	ADJ
ajfa-9129	33	23	,	,	PUNCT
ajfa-9129	33	24	due	due	ADP
ajfa-9129	33	25	to	to	ADP
ajfa-9129	33	26	its	its	PRON
ajfa-9129	33	27	dynamic	dynamic	ADJ
ajfa-9129	33	28	behavior	behavior	NOUN
ajfa-9129	33	29	.	.	PUNCT
ajfa-9129	34	1	that	that	PRON
ajfa-9129	34	2	led	lead	VERB
ajfa-9129	34	3	researchers	researcher	NOUN
ajfa-9129	34	4	to	to	PART
ajfa-9129	34	5	propose	propose	VERB
ajfa-9129	34	6	multiple	multiple	ADJ
ajfa-9129	34	7	mathematical	mathematical	ADJ
ajfa-9129	34	8	and	and	CCONJ
ajfa-9129	34	9	statistical	statistical	ADJ
ajfa-9129	34	10	models	model	NOUN
ajfa-9129	34	11	to	to	PART
ajfa-9129	34	12	capture	capture	VERB
ajfa-9129	34	13	volatility	volatility	NOUN
ajfa-9129	34	14	of	of	ADP
ajfa-9129	34	15	stock	stock	NOUN
ajfa-9129	34	16	return	return	NOUN
ajfa-9129	34	17	in	in	ADP
ajfa-9129	34	18	financial	financial	ADJ
ajfa-9129	34	19	markets	market	NOUN
ajfa-9129	34	20	worldwide	worldwide	ADV
ajfa-9129	34	21	.	.	PUNCT
ajfa-9129	35	1	the	the	DET
ajfa-9129	35	2	pioneering	pioneering	ADJ
ajfa-9129	35	3	studies	study	NOUN
ajfa-9129	35	4	in	in	ADP
ajfa-9129	35	5	this	this	DET
ajfa-9129	35	6	field	field	NOUN
ajfa-9129	35	7	are	be	AUX
ajfa-9129	35	8	referred	refer	VERB
ajfa-9129	35	9	to	to	ADP
ajfa-9129	35	10	engle	engle	PROPN
ajfa-9129	35	11	(	(	PUNCT
ajfa-9129	35	12	1982	1982	NUM
ajfa-9129	35	13	)	)	PUNCT
ajfa-9129	35	14	,	,	PUNCT
ajfa-9129	35	15	and	and	CCONJ
ajfa-9129	35	16	bollerslev	bollerslev	ADJ
ajfa-9129	35	17	(	(	PUNCT
ajfa-9129	35	18	1986	1986	NUM
ajfa-9129	35	19	)	)	PUNCT
ajfa-9129	35	20	who	who	PRON
ajfa-9129	35	21	proposed	propose	VERB
ajfa-9129	35	22	the	the	DET
ajfa-9129	35	23	use	use	NOUN
ajfa-9129	35	24	of	of	ADP
ajfa-9129	35	25	both	both	CCONJ
ajfa-9129	35	26	arch	arch	ADJ
ajfa-9129	35	27	and	and	CCONJ
ajfa-9129	35	28	garch	garch	NOUN
ajfa-9129	35	29	models	model	NOUN
ajfa-9129	35	30	respectively	respectively	ADV
ajfa-9129	35	31	.	.	PUNCT
ajfa-9129	36	1	this	this	DET
ajfa-9129	36	2	section	section	NOUN
ajfa-9129	36	3	will	will	AUX
ajfa-9129	36	4	provide	provide	VERB
ajfa-9129	36	5	brief	brief	ADJ
ajfa-9129	36	6	review	review	NOUN
ajfa-9129	36	7	for	for	ADP
ajfa-9129	36	8	the	the	DET
ajfa-9129	36	9	main	main	ADJ
ajfa-9129	36	10	empirical	empirical	ADJ
ajfa-9129	36	11	findings	finding	NOUN
ajfa-9129	36	12	provided	provide	VERB
ajfa-9129	36	13	by	by	ADP
ajfa-9129	36	14	researchers	researcher	NOUN
ajfa-9129	36	15	from	from	ADP
ajfa-9129	36	16	both	both	CCONJ
ajfa-9129	36	17	developed	developed	ADJ
ajfa-9129	36	18	and	and	CCONJ
ajfa-9129	36	19	emerging	emerge	VERB
ajfa-9129	36	20	markets	market	NOUN
ajfa-9129	36	21	.	.	PUNCT
ajfa-9129	37	1	many	many	ADJ
ajfa-9129	37	2	researchers	researcher	NOUN
ajfa-9129	37	3	found	find	VERB
ajfa-9129	37	4	that	that	SCONJ
ajfa-9129	37	5	conventional	conventional	ADJ
ajfa-9129	37	6	time	time	NOUN
ajfa-9129	37	7	series	series	NOUN
ajfa-9129	37	8	models	model	NOUN
ajfa-9129	37	9	that	that	PRON
ajfa-9129	37	10	operates	operate	VERB
ajfa-9129	37	11	under	under	ADP
ajfa-9129	37	12	the	the	DET
ajfa-9129	37	13	main	main	ADJ
ajfa-9129	37	14	assumption	assumption	NOUN
ajfa-9129	37	15	of	of	ADP
ajfa-9129	37	16	constant	constant	ADJ
ajfa-9129	37	17	variance	variance	NOUN
ajfa-9129	37	18	was	be	AUX
ajfa-9129	37	19	not	not	PART
ajfa-9129	37	20	actually	actually	ADV
ajfa-9129	37	21	accurate	accurate	ADJ
ajfa-9129	37	22	in	in	ADP
ajfa-9129	37	23	estimating	estimate	VERB
ajfa-9129	37	24	stock	stock	NOUN
ajfa-9129	37	25	return	return	NOUN
ajfa-9129	37	26	movements	movement	NOUN
ajfa-9129	37	27	.	.	PUNCT
ajfa-9129	38	1	thus	thus	ADV
ajfa-9129	38	2	,	,	PUNCT
ajfa-9129	38	3	engle	engle	PROPN
ajfa-9129	38	4	(	(	PUNCT
ajfa-9129	38	5	1982	1982	NUM
ajfa-9129	38	6	)	)	PUNCT
ajfa-9129	38	7	study	study	NOUN
ajfa-9129	38	8	proposed	propose	VERB
ajfa-9129	38	9	the	the	DET
ajfa-9129	38	10	use	use	NOUN
ajfa-9129	38	11	of	of	ADP
ajfa-9129	38	12	arch	arch	ADJ
ajfa-9129	38	13	models	model	NOUN
ajfa-9129	38	14	that	that	PRON
ajfa-9129	38	15	allows	allow	VERB
ajfa-9129	38	16	the	the	DET
ajfa-9129	38	17	conditional	conditional	ADJ
ajfa-9129	38	18	variance	variance	NOUN
ajfa-9129	38	19	to	to	PART
ajfa-9129	38	20	change	change	VERB
ajfa-9129	38	21	over	over	ADP
ajfa-9129	38	22	time	time	NOUN
ajfa-9129	38	23	as	as	ADP
ajfa-9129	38	24	a	a	DET
ajfa-9129	38	25	function	function	NOUN
ajfa-9129	38	26	of	of	ADP
ajfa-9129	38	27	past	past	ADJ
ajfa-9129	38	28	errors	error	NOUN
ajfa-9129	38	29	leaving	leave	VERB
ajfa-9129	38	30	the	the	DET
ajfa-9129	38	31	unconditional	unconditional	ADJ
ajfa-9129	38	32	variance	variance	NOUN
ajfa-9129	38	33	constant	constant	ADJ
ajfa-9129	38	34	.	.	PUNCT
ajfa-9129	39	1	asian	asian	ADJ
ajfa-9129	39	2	journal	journal	PROPN
ajfa-9129	39	3	of	of	ADP
ajfa-9129	39	4	finance	finance	PROPN
ajfa-9129	39	5	&	&	CCONJ
ajfa-9129	39	6	accounting	accounting	PROPN
ajfa-9129	39	7	issn	issn	PROPN
ajfa-9129	39	8	1946	1946	NUM
ajfa-9129	39	9	-	-	PUNCT
ajfa-9129	39	10	052x	052x	PROPN
ajfa-9129	39	11	2016	2016	NUM
ajfa-9129	39	12	,	,	PUNCT
ajfa-9129	39	13	vol	vol	NOUN
ajfa-9129	39	14	.	.	PROPN
ajfa-9129	39	15	8	8	NUM
ajfa-9129	39	16	,	,	PUNCT
ajfa-9129	39	17	no	no	INTJ
ajfa-9129	39	18	.	.	NOUN
ajfa-9129	39	19	1	1	NUM
ajfa-9129	39	20	ajfa.macrothink.org	ajfa.macrothink.org	NOUN
ajfa-9129	39	21	155	155	NUM
ajfa-9129	39	22	applying	apply	VERB
ajfa-9129	39	23	the	the	DET
ajfa-9129	39	24	arch	arch	ADJ
ajfa-9129	39	25	model	model	NOUN
ajfa-9129	39	26	shade	shade	NOUN
ajfa-9129	39	27	light	light	NOUN
ajfa-9129	39	28	on	on	ADP
ajfa-9129	39	29	some	some	DET
ajfa-9129	39	30	limitations	limitation	NOUN
ajfa-9129	39	31	regarding	regard	VERB
ajfa-9129	39	32	this	this	DET
ajfa-9129	39	33	model	model	NOUN
ajfa-9129	39	34	,	,	PUNCT
ajfa-9129	39	35	hence	hence	ADV
ajfa-9129	39	36	to	to	PART
ajfa-9129	39	37	overcome	overcome	VERB
ajfa-9129	39	38	them	they	PRON
ajfa-9129	39	39	bollerslev	bollerslev	ADJ
ajfa-9129	39	40	(	(	PUNCT
ajfa-9129	39	41	1986	1986	NUM
ajfa-9129	39	42	)	)	PUNCT
ajfa-9129	39	43	proposed	propose	VERB
ajfa-9129	39	44	a	a	DET
ajfa-9129	39	45	modified	modify	VERB
ajfa-9129	39	46	form	form	NOUN
ajfa-9129	39	47	through	through	ADP
ajfa-9129	39	48	generalized	generalize	VERB
ajfa-9129	39	49	arch	arch	NOUN
ajfa-9129	39	50	(	(	PUNCT
ajfa-9129	39	51	garch	garch	NOUN
ajfa-9129	39	52	)	)	PUNCT
ajfa-9129	39	53	to	to	PART
ajfa-9129	39	54	allow	allow	VERB
ajfa-9129	39	55	a	a	DET
ajfa-9129	39	56	longer	long	ADJ
ajfa-9129	39	57	memory	memory	NOUN
ajfa-9129	39	58	and	and	CCONJ
ajfa-9129	39	59	a	a	DET
ajfa-9129	39	60	more	more	ADV
ajfa-9129	39	61	flexible	flexible	ADJ
ajfa-9129	39	62	lag	lag	NOUN
ajfa-9129	39	63	structure	structure	NOUN
ajfa-9129	39	64	.	.	PUNCT
ajfa-9129	40	1	not	not	PART
ajfa-9129	40	2	only	only	ADV
ajfa-9129	40	3	does	do	AUX
ajfa-9129	40	4	garch	garch	NOUN
ajfa-9129	40	5	shares	share	NOUN
ajfa-9129	40	6	with	with	ADP
ajfa-9129	40	7	the	the	DET
ajfa-9129	40	8	arch	arch	ADJ
ajfa-9129	40	9	model	model	NOUN
ajfa-9129	40	10	in	in	ADP
ajfa-9129	40	11	the	the	DET
ajfa-9129	40	12	main	main	ADJ
ajfa-9129	40	13	assumption	assumption	NOUN
ajfa-9129	40	14	regarding	regard	VERB
ajfa-9129	40	15	conditional	conditional	ADJ
ajfa-9129	40	16	variance	variance	NOUN
ajfa-9129	40	17	is	be	AUX
ajfa-9129	40	18	specified	specify	VERB
ajfa-9129	40	19	as	as	ADP
ajfa-9129	40	20	a	a	DET
ajfa-9129	40	21	linear	linear	ADJ
ajfa-9129	40	22	function	function	NOUN
ajfa-9129	40	23	of	of	ADP
ajfa-9129	40	24	past	past	ADJ
ajfa-9129	40	25	sample	sample	NOUN
ajfa-9129	40	26	variance	variance	NOUN
ajfa-9129	40	27	,	,	PUNCT
ajfa-9129	40	28	but	but	CCONJ
ajfa-9129	40	29	also	also	ADV
ajfa-9129	40	30	it	it	PRON
ajfa-9129	40	31	allows	allow	VERB
ajfa-9129	40	32	lagged	lag	VERB
ajfa-9129	40	33	conditional	conditional	ADJ
ajfa-9129	40	34	variances	variance	NOUN
ajfa-9129	40	35	to	to	PART
ajfa-9129	40	36	enter	enter	VERB
ajfa-9129	40	37	in	in	ADP
ajfa-9129	40	38	the	the	DET
ajfa-9129	40	39	model	model	NOUN
ajfa-9129	40	40	too	too	ADV
ajfa-9129	40	41	.	.	PUNCT
ajfa-9129	41	1	more	more	ADV
ajfa-9129	41	2	extended	extended	ADJ
ajfa-9129	41	3	forms	form	NOUN
ajfa-9129	41	4	of	of	ADP
ajfa-9129	41	5	the	the	DET
ajfa-9129	41	6	arch	arch	ADJ
ajfa-9129	41	7	model	model	NOUN
ajfa-9129	41	8	were	be	AUX
ajfa-9129	41	9	provided	provide	VERB
ajfa-9129	41	10	by	by	ADP
ajfa-9129	41	11	many	many	ADJ
ajfa-9129	41	12	researchers	researcher	NOUN
ajfa-9129	41	13	such	such	ADJ
ajfa-9129	41	14	as	as	ADP
ajfa-9129	41	15	;	;	PUNCT
ajfa-9129	41	16	engle	engle	PROPN
ajfa-9129	41	17	et	et	PROPN
ajfa-9129	41	18	al	al	PROPN
ajfa-9129	41	19	.	.	PROPN
ajfa-9129	42	1	(	(	PUNCT
ajfa-9129	42	2	1987	1987	NUM
ajfa-9129	42	3	)	)	PUNCT
ajfa-9129	42	4	in	in	ADP
ajfa-9129	42	5	which	which	PRON
ajfa-9129	42	6	they	they	PRON
ajfa-9129	42	7	introduced	introduce	VERB
ajfa-9129	42	8	the	the	DET
ajfa-9129	42	9	garch	garch	NOUN
ajfa-9129	42	10	–	–	PUNCT
ajfa-9129	42	11	m	m	VERB
ajfa-9129	42	12	,	,	PUNCT
ajfa-9129	42	13	that	that	PRON
ajfa-9129	42	14	allows	allow	VERB
ajfa-9129	42	15	the	the	DET
ajfa-9129	42	16	conditional	conditional	ADJ
ajfa-9129	42	17	variance	variance	NOUN
ajfa-9129	42	18	to	to	PART
ajfa-9129	42	19	be	be	AUX
ajfa-9129	42	20	determinant	determinant	ADJ
ajfa-9129	42	21	of	of	ADP
ajfa-9129	42	22	the	the	DET
ajfa-9129	42	23	mean	mean	NOUN
ajfa-9129	42	24	.	.	PUNCT
ajfa-9129	43	1	in	in	ADP
ajfa-9129	43	2	addition	addition	NOUN
ajfa-9129	43	3	their	their	PRON
ajfa-9129	43	4	empirical	empirical	ADJ
ajfa-9129	43	5	findings	finding	NOUN
ajfa-9129	43	6	supports	support	VERB
ajfa-9129	43	7	that	that	SCONJ
ajfa-9129	43	8	risk	risk	NOUN
ajfa-9129	43	9	premium	premium	NOUN
ajfa-9129	43	10	are	be	AUX
ajfa-9129	43	11	not	not	PART
ajfa-9129	43	12	time	time	NOUN
ajfa-9129	43	13	invariant	invariant	ADJ
ajfa-9129	43	14	;	;	PUNCT
ajfa-9129	43	15	rather	rather	ADV
ajfa-9129	43	16	they	they	PRON
ajfa-9129	43	17	vary	vary	VERB
ajfa-9129	43	18	systematically	systematically	ADV
ajfa-9129	43	19	.	.	PUNCT
ajfa-9129	44	1	moreover	moreover	ADV
ajfa-9129	44	2	,	,	PUNCT
ajfa-9129	44	3	to	to	PART
ajfa-9129	44	4	break	break	VERB
ajfa-9129	44	5	the	the	DET
ajfa-9129	44	6	rigidness	rigidness	NOUN
ajfa-9129	44	7	of	of	ADP
ajfa-9129	44	8	the	the	DET
ajfa-9129	44	9	garch	garch	NOUN
ajfa-9129	44	10	specifications	specification	NOUN
ajfa-9129	44	11	,	,	PUNCT
ajfa-9129	44	12	nelson	nelson	PROPN
ajfa-9129	44	13	(	(	PUNCT
ajfa-9129	44	14	1991	1991	NUM
ajfa-9129	44	15	)	)	PUNCT
ajfa-9129	44	16	contributed	contribute	VERB
ajfa-9129	44	17	a	a	DET
ajfa-9129	44	18	new	new	ADJ
ajfa-9129	44	19	model	model	NOUN
ajfa-9129	44	20	through	through	ADP
ajfa-9129	44	21	exponential	exponential	ADJ
ajfa-9129	44	22	garch	garch	NOUN
ajfa-9129	44	23	(	(	PUNCT
ajfa-9129	44	24	egarch	egarch	NOUN
ajfa-9129	44	25	)	)	PUNCT
ajfa-9129	44	26	which	which	PRON
ajfa-9129	44	27	supported	support	VERB
ajfa-9129	44	28	that	that	DET
ajfa-9129	44	29	variance	variance	NOUN
ajfa-9129	44	30	of	of	ADP
ajfa-9129	44	31	return	return	NOUN
ajfa-9129	44	32	was	be	AUX
ajfa-9129	44	33	affected	affect	VERB
ajfa-9129	44	34	differently	differently	ADV
ajfa-9129	44	35	by	by	ADP
ajfa-9129	44	36	positive	positive	ADJ
ajfa-9129	44	37	and	and	CCONJ
ajfa-9129	44	38	negative	negative	ADJ
ajfa-9129	44	39	excess	excess	ADJ
ajfa-9129	44	40	returns	return	NOUN
ajfa-9129	44	41	.	.	PUNCT
ajfa-9129	45	1	also	also	ADV
ajfa-9129	45	2	the	the	DET
ajfa-9129	45	3	empirical	empirical	ADJ
ajfa-9129	45	4	findings	finding	NOUN
ajfa-9129	45	5	support	support	VERB
ajfa-9129	45	6	the	the	DET
ajfa-9129	45	7	negative	negative	ADJ
ajfa-9129	45	8	correlation	correlation	NOUN
ajfa-9129	45	9	between	between	ADP
ajfa-9129	45	10	both	both	PRON
ajfa-9129	45	11	excess	excess	ADJ
ajfa-9129	45	12	returns	return	NOUN
ajfa-9129	45	13	and	and	CCONJ
ajfa-9129	45	14	stock	stock	NOUN
ajfa-9129	45	15	market	market	NOUN
ajfa-9129	45	16	variance	variance	NOUN
ajfa-9129	45	17	.	.	PUNCT
ajfa-9129	46	1	furthermore	furthermore	ADV
ajfa-9129	46	2	,	,	PUNCT
ajfa-9129	46	3	depending	depend	VERB
ajfa-9129	46	4	on	on	ADP
ajfa-9129	46	5	the	the	DET
ajfa-9129	46	6	previously	previously	ADV
ajfa-9129	46	7	mentioned	mention	VERB
ajfa-9129	46	8	garch	garch	NOUN
ajfa-9129	46	9	-	-	PUNCT
ajfa-9129	46	10	m	m	NOUN
ajfa-9129	46	11	model	model	NOUN
ajfa-9129	46	12	,	,	PUNCT
ajfa-9129	46	13	glosten	glosten	PROPN
ajfa-9129	46	14	et	et	PROPN
ajfa-9129	46	15	al	al	PROPN
ajfa-9129	46	16	.	.	PROPN
ajfa-9129	47	1	(	(	PUNCT
ajfa-9129	47	2	1993	1993	NUM
ajfa-9129	47	3	)	)	PUNCT
ajfa-9129	47	4	study	study	NOUN
ajfa-9129	47	5	modified	modify	VERB
ajfa-9129	47	6	the	the	DET
ajfa-9129	47	7	model	model	NOUN
ajfa-9129	47	8	by	by	ADP
ajfa-9129	47	9	proposing	propose	VERB
ajfa-9129	47	10	gjr	gjr	NOUN
ajfa-9129	47	11	garch	garch	NOUN
ajfa-9129	47	12	,	,	PUNCT
ajfa-9129	47	13	in	in	ADP
ajfa-9129	47	14	which	which	PRON
ajfa-9129	47	15	their	their	PRON
ajfa-9129	47	16	model	model	NOUN
ajfa-9129	47	17	is	be	AUX
ajfa-9129	47	18	based	base	VERB
ajfa-9129	47	19	on	on	ADP
ajfa-9129	47	20	the	the	DET
ajfa-9129	47	21	fact	fact	NOUN
ajfa-9129	47	22	that	that	SCONJ
ajfa-9129	47	23	there	there	PRON
ajfa-9129	47	24	is	be	VERB
ajfa-9129	47	25	asymmetric	asymmetric	ADJ
ajfa-9129	47	26	response	response	NOUN
ajfa-9129	47	27	of	of	ADP
ajfa-9129	47	28	volatility	volatility	NOUN
ajfa-9129	47	29	depending	depend	VERB
ajfa-9129	47	30	on	on	ADP
ajfa-9129	47	31	the	the	DET
ajfa-9129	47	32	positive	positive	ADJ
ajfa-9129	47	33	and	and	CCONJ
ajfa-9129	47	34	negative	negative	ADJ
ajfa-9129	47	35	shocks	shock	NOUN
ajfa-9129	47	36	.	.	PUNCT
ajfa-9129	48	1	since	since	SCONJ
ajfa-9129	48	2	then	then	ADV
ajfa-9129	48	3	successive	successive	ADJ
ajfa-9129	48	4	studies	study	NOUN
ajfa-9129	48	5	came	come	VERB
ajfa-9129	48	6	out	out	ADP
ajfa-9129	48	7	with	with	ADP
ajfa-9129	48	8	new	new	ADJ
ajfa-9129	48	9	proposed	propose	VERB
ajfa-9129	48	10	members	member	NOUN
ajfa-9129	48	11	to	to	ADP
ajfa-9129	48	12	the	the	DET
ajfa-9129	48	13	garch	garch	NOUN
ajfa-9129	48	14	models	model	NOUN
ajfa-9129	48	15	family	family	NOUN
ajfa-9129	48	16	to	to	PART
ajfa-9129	48	17	overcome	overcome	VERB
ajfa-9129	48	18	drawbacks	drawback	NOUN
ajfa-9129	48	19	of	of	ADP
ajfa-9129	48	20	each	each	DET
ajfa-9129	48	21	model	model	NOUN
ajfa-9129	48	22	,	,	PUNCT
ajfa-9129	48	23	such	such	ADJ
ajfa-9129	48	24	as	as	ADP
ajfa-9129	48	25	for	for	ADP
ajfa-9129	48	26	example	example	NOUN
ajfa-9129	48	27	studies	study	NOUN
ajfa-9129	48	28	by	by	ADP
ajfa-9129	48	29	;	;	PUNCT
ajfa-9129	48	30	ding	de	VERB
ajfa-9129	48	31	et	et	NOUN
ajfa-9129	48	32	.	.	PUNCT
ajfa-9129	49	1	al	al	PROPN
ajfa-9129	49	2	(	(	PUNCT
ajfa-9129	49	3	1993	1993	NUM
ajfa-9129	49	4	)	)	PUNCT
ajfa-9129	49	5	proposed	propose	VERB
ajfa-9129	49	6	asymmetric	asymmetric	ADJ
ajfa-9129	49	7	power	power	NOUN
ajfa-9129	49	8	garch	garch	NOUN
ajfa-9129	49	9	(	(	PUNCT
ajfa-9129	49	10	apgarch	apgarch	NOUN
ajfa-9129	49	11	)	)	PUNCT
ajfa-9129	49	12	,	,	PUNCT
ajfa-9129	49	13	then	then	ADV
ajfa-9129	49	14	zokoian	zokoian	ADJ
ajfa-9129	49	15	(	(	PUNCT
ajfa-9129	49	16	1994	1994	NUM
ajfa-9129	49	17	)	)	PUNCT
ajfa-9129	49	18	applied	apply	VERB
ajfa-9129	49	19	threshold	threshold	NOUN
ajfa-9129	49	20	garch	garch	NOUN
ajfa-9129	49	21	(	(	PUNCT
ajfa-9129	49	22	tgarch	tgarch	NOUN
ajfa-9129	49	23	)	)	PUNCT
ajfa-9129	49	24	,	,	PUNCT
ajfa-9129	49	25	in	in	ADP
ajfa-9129	49	26	the	the	DET
ajfa-9129	49	27	study	study	NOUN
ajfa-9129	49	28	of	of	ADP
ajfa-9129	49	29	caporin	caporin	NOUN
ajfa-9129	49	30	and	and	CCONJ
ajfa-9129	49	31	mcaleer	mcaleer	NOUN
ajfa-9129	49	32	(	(	PUNCT
ajfa-9129	49	33	2006	2006	NUM
ajfa-9129	49	34	)	)	PUNCT
ajfa-9129	49	35	their	their	PRON
ajfa-9129	49	36	employed	employ	VERB
ajfa-9129	49	37	models	model	NOUN
ajfa-9129	49	38	were	be	AUX
ajfa-9129	49	39	dynamic	dynamic	ADJ
ajfa-9129	49	40	asymmetric	asymmetric	NOUN
ajfa-9129	49	41	(	(	PUNCT
ajfa-9129	49	42	dagarch	dagarch	NOUN
ajfa-9129	49	43	)	)	PUNCT
ajfa-9129	49	44	,	,	PUNCT
ajfa-9129	49	45	conditional	conditional	ADJ
ajfa-9129	49	46	auto	auto	NOUN
ajfa-9129	49	47	regressive	regressive	ADJ
ajfa-9129	49	48	range	range	NOUN
ajfa-9129	49	49	(	(	PUNCT
ajfa-9129	49	50	carr	carr	PROPN
ajfa-9129	49	51	)	)	PUNCT
ajfa-9129	49	52	,	,	PUNCT
ajfa-9129	49	53	and	and	CCONJ
ajfa-9129	49	54	quadratic	quadratic	ADJ
ajfa-9129	49	55	garch	garch	NOUN
ajfa-9129	49	56	(	(	PUNCT
ajfa-9129	49	57	qgarch	qgarch	NOUN
ajfa-9129	49	58	)	)	PUNCT
ajfa-9129	49	59	model	model	NOUN
ajfa-9129	49	60	,	,	PUNCT
ajfa-9129	49	61	and	and	CCONJ
ajfa-9129	49	62	so	so	ADV
ajfa-9129	49	63	on	on	ADV
ajfa-9129	49	64	with	with	ADP
ajfa-9129	49	65	more	more	ADJ
ajfa-9129	49	66	models	model	NOUN
ajfa-9129	49	67	to	to	PART
ajfa-9129	49	68	be	be	AUX
ajfa-9129	49	69	applied	apply	VERB
ajfa-9129	49	70	and	and	CCONJ
ajfa-9129	49	71	tested	test	VERB
ajfa-9129	49	72	by	by	ADP
ajfa-9129	49	73	different	different	ADJ
ajfa-9129	49	74	researchers	researcher	NOUN
ajfa-9129	49	75	worldwide	worldwide	ADV
ajfa-9129	49	76	.	.	PUNCT
ajfa-9129	50	1	concerning	concern	VERB
ajfa-9129	50	2	the	the	DET
ajfa-9129	50	3	effectiveness	effectiveness	NOUN
ajfa-9129	50	4	of	of	ADP
ajfa-9129	50	5	the	the	DET
ajfa-9129	50	6	arch	arch	ADJ
ajfa-9129	50	7	/	/	SYM
ajfa-9129	50	8	garch	garch	NOUN
ajfa-9129	50	9	,	,	PUNCT
ajfa-9129	50	10	many	many	ADJ
ajfa-9129	50	11	empirical	empirical	ADJ
ajfa-9129	50	12	findings	finding	NOUN
ajfa-9129	50	13	such	such	ADJ
ajfa-9129	50	14	as	as	ADP
ajfa-9129	50	15	hsieh	hsieh	PROPN
ajfa-9129	50	16	(	(	PUNCT
ajfa-9129	50	17	1989	1989	NUM
ajfa-9129	50	18	)	)	PUNCT
ajfa-9129	50	19	,	,	PUNCT
ajfa-9129	50	20	taylor	taylor	PROPN
ajfa-9129	50	21	(	(	PUNCT
ajfa-9129	50	22	1994	1994	NUM
ajfa-9129	50	23	)	)	PUNCT
ajfa-9129	50	24	,	,	PUNCT
ajfa-9129	50	25	bekaert	bekaert	NOUN
ajfa-9129	50	26	and	and	CCONJ
ajfa-9129	50	27	harvey	harvey	PROPN
ajfa-9129	50	28	(	(	PUNCT
ajfa-9129	50	29	1997	1997	NUM
ajfa-9129	50	30	)	)	PUNCT
ajfa-9129	50	31	,	,	PUNCT
ajfa-9129	50	32	aggarwal	aggarwal	PROPN
ajfa-9129	50	33	et	et	PROPN
ajfa-9129	50	34	.	.	PUNCT
ajfa-9129	51	1	al	al	PROPN
ajfa-9129	51	2	(	(	PUNCT
ajfa-9129	51	3	1999	1999	NUM
ajfa-9129	51	4	)	)	PUNCT
ajfa-9129	51	5	,	,	PUNCT
ajfa-9129	51	6	brook	brook	PROPN
ajfa-9129	51	7	and	and	CCONJ
ajfa-9129	51	8	burke	burke	PROPN
ajfa-9129	51	9	(	(	PUNCT
ajfa-9129	51	10	2003	2003	NUM
ajfa-9129	51	11	)	)	PUNCT
ajfa-9129	51	12	,	,	PUNCT
ajfa-9129	51	13	frimpong	frimpong	PROPN
ajfa-9129	51	14	and	and	CCONJ
ajfa-9129	51	15	oteng	oteng	PROPN
ajfa-9129	51	16	(	(	PUNCT
ajfa-9129	51	17	2006	2006	NUM
ajfa-9129	51	18	)	)	PUNCT
ajfa-9129	51	19	,	,	PUNCT
ajfa-9129	51	20	and	and	CCONJ
ajfa-9129	51	21	olowe	olowe	NOUN
ajfa-9129	51	22	(	(	PUNCT
ajfa-9129	51	23	2009	2009	NUM
ajfa-9129	51	24	)	)	PUNCT
ajfa-9129	51	25	;	;	PUNCT
ajfa-9129	51	26	found	find	VERB
ajfa-9129	51	27	similar	similar	ADJ
ajfa-9129	51	28	conclusion	conclusion	NOUN
ajfa-9129	51	29	that	that	PRON
ajfa-9129	51	30	is	be	AUX
ajfa-9129	51	31	;	;	PUNCT
ajfa-9129	51	32	the	the	DET
ajfa-9129	51	33	best	good	ADJ
ajfa-9129	51	34	model	model	NOUN
ajfa-9129	51	35	to	to	PART
ajfa-9129	51	36	describe	describe	VERB
ajfa-9129	51	37	the	the	DET
ajfa-9129	51	38	data	datum	NOUN
ajfa-9129	51	39	and	and	CCONJ
ajfa-9129	51	40	measure	measure	VERB
ajfa-9129	51	41	the	the	DET
ajfa-9129	51	42	volatility	volatility	NOUN
ajfa-9129	51	43	is	be	AUX
ajfa-9129	51	44	the	the	DET
ajfa-9129	51	45	garch	garch	NOUN
ajfa-9129	51	46	(	(	PUNCT
ajfa-9129	51	47	1,1	1,1	NUM
ajfa-9129	51	48	)	)	PUNCT
ajfa-9129	51	49	.	.	PUNCT
ajfa-9129	52	1	also	also	ADV
ajfa-9129	52	2	,	,	PUNCT
ajfa-9129	52	3	they	they	PRON
ajfa-9129	52	4	all	all	PRON
ajfa-9129	52	5	confirm	confirm	VERB
ajfa-9129	52	6	the	the	DET
ajfa-9129	52	7	ability	ability	NOUN
ajfa-9129	52	8	of	of	ADP
ajfa-9129	52	9	asymmetric	asymmetric	ADJ
ajfa-9129	52	10	garch	garch	NOUN
ajfa-9129	52	11	models	model	NOUN
ajfa-9129	52	12	in	in	ADP
ajfa-9129	52	13	capturing	capture	VERB
ajfa-9129	52	14	asymmetry	asymmetry	NOUN
ajfa-9129	52	15	in	in	ADP
ajfa-9129	52	16	stock	stock	NOUN
ajfa-9129	52	17	return	return	NOUN
ajfa-9129	52	18	volatility	volatility	NOUN
ajfa-9129	52	19	.	.	PUNCT
ajfa-9129	53	1	regarding	regard	VERB
ajfa-9129	53	2	the	the	DET
ajfa-9129	53	3	studies	study	NOUN
ajfa-9129	53	4	of	of	ADP
ajfa-9129	53	5	gokan	gokan	PROPN
ajfa-9129	53	6	(	(	PUNCT
ajfa-9129	53	7	2000	2000	NUM
ajfa-9129	53	8	)	)	PUNCT
ajfa-9129	53	9	,	,	PUNCT
ajfa-9129	53	10	awartani	awartani	NOUN
ajfa-9129	53	11	and	and	CCONJ
ajfa-9129	53	12	corradi	corradi	NOUN
ajfa-9129	53	13	(	(	PUNCT
ajfa-9129	53	14	2005	2005	NUM
ajfa-9129	53	15	)	)	PUNCT
ajfa-9129	53	16	,	,	PUNCT
ajfa-9129	53	17	yalami	yalami	NOUN
ajfa-9129	53	18	and	and	CCONJ
ajfa-9129	53	19	sevil	sevil	ADJ
ajfa-9129	53	20	(	(	PUNCT
ajfa-9129	53	21	2008	2008	NUM
ajfa-9129	53	22	)	)	PUNCT
ajfa-9129	53	23	,	,	PUNCT
ajfa-9129	53	24	miron	miron	PROPN
ajfa-9129	53	25	and	and	CCONJ
ajfa-9129	53	26	tudor	tudor	PROPN
ajfa-9129	53	27	(	(	PUNCT
ajfa-9129	53	28	2010	2010	NUM
ajfa-9129	53	29	)	)	PUNCT
ajfa-9129	53	30	,	,	PUNCT
ajfa-9129	53	31	and	and	CCONJ
ajfa-9129	53	32	su	su	PROPN
ajfa-9129	53	33	(	(	PUNCT
ajfa-9129	53	34	2010	2010	NUM
ajfa-9129	53	35	)	)	PUNCT
ajfa-9129	53	36	;	;	PUNCT
ajfa-9129	53	37	their	their	PRON
ajfa-9129	53	38	methodologies	methodology	NOUN
ajfa-9129	53	39	depended	depend	VERB
ajfa-9129	53	40	on	on	ADP
ajfa-9129	53	41	comparing	compare	VERB
ajfa-9129	53	42	between	between	ADP
ajfa-9129	53	43	various	various	ADJ
ajfa-9129	53	44	asymmetric	asymmetric	ADJ
ajfa-9129	53	45	models	model	NOUN
ajfa-9129	53	46	proposed	propose	VERB
ajfa-9129	53	47	previously	previously	ADV
ajfa-9129	53	48	such	such	ADJ
ajfa-9129	53	49	as	as	ADP
ajfa-9129	53	50	tgarch	tgarch	NOUN
ajfa-9129	53	51	,	,	PUNCT
ajfa-9129	53	52	pgarch	pgarch	PROPN
ajfa-9129	53	53	,	,	PUNCT
ajfa-9129	53	54	egarch	egarch	PROPN
ajfa-9129	53	55	,	,	PUNCT
ajfa-9129	53	56	and	and	CCONJ
ajfa-9129	53	57	garch	garch	NOUN
ajfa-9129	53	58	-	-	PUNCT
ajfa-9129	53	59	m	m	NOUN
ajfa-9129	53	60	;	;	PUNCT
ajfa-9129	53	61	their	their	PRON
ajfa-9129	53	62	main	main	ADJ
ajfa-9129	53	63	findings	finding	NOUN
ajfa-9129	53	64	supported	support	VERB
ajfa-9129	53	65	that	that	SCONJ
ajfa-9129	53	66	asymmetric	asymmetric	ADJ
ajfa-9129	53	67	garch	garch	NOUN
ajfa-9129	53	68	models	model	NOUN
ajfa-9129	53	69	plays	play	VERB
ajfa-9129	53	70	a	a	DET
ajfa-9129	53	71	vital	vital	ADJ
ajfa-9129	53	72	role	role	NOUN
ajfa-9129	53	73	in	in	ADP
ajfa-9129	53	74	volatility	volatility	NOUN
ajfa-9129	53	75	prediction	prediction	NOUN
ajfa-9129	53	76	for	for	ADP
ajfa-9129	53	77	daily	daily	ADJ
ajfa-9129	53	78	stock	stock	NOUN
ajfa-9129	53	79	return	return	NOUN
ajfa-9129	53	80	in	in	ADP
ajfa-9129	53	81	different	different	ADJ
ajfa-9129	53	82	countries	country	NOUN
ajfa-9129	53	83	,	,	PUNCT
ajfa-9129	53	84	also	also	ADV
ajfa-9129	53	85	they	they	PRON
ajfa-9129	53	86	found	find	VERB
ajfa-9129	53	87	that	that	SCONJ
ajfa-9129	53	88	egarch	egarch	NOUN
ajfa-9129	53	89	model	model	NOUN
ajfa-9129	53	90	exhibit	exhibit	VERB
ajfa-9129	53	91	more	more	ADJ
ajfa-9129	53	92	fitness	fitness	NOUN
ajfa-9129	53	93	accuracy	accuracy	NOUN
ajfa-9129	53	94	in	in	ADP
ajfa-9129	53	95	estimation	estimation	NOUN
ajfa-9129	53	96	of	of	ADP
ajfa-9129	53	97	volatility	volatility	NOUN
ajfa-9129	53	98	in	in	ADP
ajfa-9129	53	99	comparison	comparison	NOUN
ajfa-9129	53	100	to	to	ADP
ajfa-9129	53	101	other	other	ADJ
ajfa-9129	53	102	types	type	NOUN
ajfa-9129	53	103	in	in	ADP
ajfa-9129	53	104	the	the	DET
ajfa-9129	53	105	asymmetric	asymmetric	ADJ
ajfa-9129	53	106	garch	garch	NOUN
ajfa-9129	53	107	family	family	NOUN
ajfa-9129	53	108	models	model	NOUN
ajfa-9129	53	109	.	.	PUNCT
ajfa-9129	54	1	asian	asian	ADJ
ajfa-9129	54	2	journal	journal	PROPN
ajfa-9129	54	3	of	of	ADP
ajfa-9129	54	4	finance	finance	PROPN
ajfa-9129	54	5	&	&	CCONJ
ajfa-9129	54	6	accounting	accounting	PROPN
ajfa-9129	54	7	issn	issn	PROPN
ajfa-9129	54	8	1946	1946	NUM
ajfa-9129	54	9	-	-	PUNCT
ajfa-9129	54	10	052x	052x	PROPN
ajfa-9129	54	11	2016	2016	NUM
ajfa-9129	54	12	,	,	PUNCT
ajfa-9129	54	13	vol	vol	NOUN
ajfa-9129	54	14	.	.	PROPN
ajfa-9129	54	15	8	8	NUM
ajfa-9129	54	16	,	,	PUNCT
ajfa-9129	54	17	no	no	INTJ
ajfa-9129	54	18	.	.	NOUN
ajfa-9129	54	19	1	1	NUM
ajfa-9129	54	20	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	54	21	156	156	NUM
ajfa-9129	54	22	recently	recently	ADV
ajfa-9129	54	23	,	,	PUNCT
ajfa-9129	54	24	there	there	PRON
ajfa-9129	54	25	is	be	VERB
ajfa-9129	54	26	a	a	DET
ajfa-9129	54	27	growing	grow	VERB
ajfa-9129	54	28	empirical	empirical	ADJ
ajfa-9129	54	29	researches	research	NOUN
ajfa-9129	54	30	in	in	ADP
ajfa-9129	54	31	which	which	PRON
ajfa-9129	54	32	their	their	PRON
ajfa-9129	54	33	methodologies	methodology	NOUN
ajfa-9129	54	34	depends	depend	VERB
ajfa-9129	54	35	on	on	ADP
ajfa-9129	54	36	applying	apply	VERB
ajfa-9129	54	37	arch/	arch/	NUM
ajfa-9129	54	38	garch	garch	NOUN
ajfa-9129	54	39	models	model	NOUN
ajfa-9129	54	40	on	on	ADP
ajfa-9129	54	41	emerging	emerge	VERB
ajfa-9129	54	42	stock	stock	NOUN
ajfa-9129	54	43	markets	market	NOUN
ajfa-9129	54	44	to	to	PART
ajfa-9129	54	45	estimate	estimate	VERB
ajfa-9129	54	46	and	and	CCONJ
ajfa-9129	54	47	predict	predict	VERB
ajfa-9129	54	48	volatility	volatility	NOUN
ajfa-9129	54	49	such	such	ADJ
ajfa-9129	54	50	as	as	ADP
ajfa-9129	54	51	;	;	PUNCT
ajfa-9129	54	52	the	the	DET
ajfa-9129	54	53	studies	study	NOUN
ajfa-9129	54	54	of	of	ADP
ajfa-9129	54	55	aydin	aydin	NOUN
ajfa-9129	54	56	(	(	PUNCT
ajfa-9129	54	57	2002	2002	NUM
ajfa-9129	54	58	)	)	PUNCT
ajfa-9129	54	59	,	,	PUNCT
ajfa-9129	54	60	akgül	akgül	NOUN
ajfa-9129	54	61	and	and	CCONJ
ajfa-9129	54	62	sayyan	sayyan	PROPN
ajfa-9129	54	63	(	(	PUNCT
ajfa-9129	54	64	2005	2005	NUM
ajfa-9129	54	65	)	)	PUNCT
ajfa-9129	54	66	and	and	CCONJ
ajfa-9129	54	67	gokbulut	gokbulut	NOUN
ajfa-9129	54	68	and	and	CCONJ
ajfa-9129	54	69	pekkaya	pekkaya	NOUN
ajfa-9129	54	70	(	(	PUNCT
ajfa-9129	54	71	2014	2014	NUM
ajfa-9129	54	72	)	)	PUNCT
ajfa-9129	54	73	in	in	ADP
ajfa-9129	54	74	turkey	turkey	PROPN
ajfa-9129	54	75	,	,	PUNCT
ajfa-9129	54	76	rashid	rashid	PROPN
ajfa-9129	54	77	and	and	CCONJ
ajfa-9129	54	78	ahmad	ahmad	PROPN
ajfa-9129	54	79	(	(	PUNCT
ajfa-9129	54	80	2008	2008	NUM
ajfa-9129	54	81	)	)	PUNCT
ajfa-9129	54	82	in	in	ADP
ajfa-9129	54	83	pakistan	pakistan	PROPN
ajfa-9129	54	84	,	,	PUNCT
ajfa-9129	54	85	goudarzi	goudarzi	NOUN
ajfa-9129	54	86	and	and	CCONJ
ajfa-9129	54	87	ramanarayanan	ramanarayanan	NOUN
ajfa-9129	54	88	(	(	PUNCT
ajfa-9129	54	89	2011	2011	NUM
ajfa-9129	54	90	)	)	PUNCT
ajfa-9129	54	91	in	in	ADP
ajfa-9129	54	92	india	india	PROPN
ajfa-9129	54	93	.	.	PUNCT
ajfa-9129	55	1	their	their	PRON
ajfa-9129	55	2	main	main	ADJ
ajfa-9129	55	3	findings	finding	NOUN
ajfa-9129	55	4	were	be	AUX
ajfa-9129	55	5	the	the	DET
ajfa-9129	55	6	occurrence	occurrence	NOUN
ajfa-9129	55	7	of	of	ADP
ajfa-9129	55	8	non	non	ADJ
ajfa-9129	55	9	-	-	ADJ
ajfa-9129	55	10	normality	normality	ADJ
ajfa-9129	55	11	,	,	PUNCT
ajfa-9129	55	12	volatility	volatility	NOUN
ajfa-9129	55	13	clusters	cluster	NOUN
ajfa-9129	55	14	,	,	PUNCT
ajfa-9129	55	15	negative	negative	ADJ
ajfa-9129	55	16	skewness	skewness	NOUN
ajfa-9129	55	17	,	,	PUNCT
ajfa-9129	55	18	leptokurtosis	leptokurtosis	PROPN
ajfa-9129	55	19	for	for	ADP
ajfa-9129	55	20	data	datum	NOUN
ajfa-9129	55	21	gathered	gather	VERB
ajfa-9129	55	22	from	from	ADP
ajfa-9129	55	23	emerging	emerge	VERB
ajfa-9129	55	24	economies	economy	NOUN
ajfa-9129	55	25	;	;	PUNCT
ajfa-9129	55	26	in	in	ADP
ajfa-9129	55	27	addition	addition	NOUN
ajfa-9129	55	28	,	,	PUNCT
ajfa-9129	55	29	the	the	DET
ajfa-9129	55	30	best	good	ADJ
ajfa-9129	55	31	fit	fit	ADJ
ajfa-9129	55	32	model	model	NOUN
ajfa-9129	55	33	for	for	ADP
ajfa-9129	55	34	the	the	DET
ajfa-9129	55	35	data	datum	NOUN
ajfa-9129	55	36	is	be	AUX
ajfa-9129	55	37	garch	garch	NOUN
ajfa-9129	55	38	(	(	PUNCT
ajfa-9129	55	39	1	1	NUM
ajfa-9129	55	40	,	,	PUNCT
ajfa-9129	55	41	1	1	NUM
ajfa-9129	55	42	)	)	PUNCT
ajfa-9129	55	43	.	.	PUNCT
ajfa-9129	56	1	also	also	ADV
ajfa-9129	56	2	,	,	PUNCT
ajfa-9129	56	3	gokbulut	gokbulut	NOUN
ajfa-9129	56	4	and	and	CCONJ
ajfa-9129	56	5	pekkaya	pekkaya	NOUN
ajfa-9129	56	6	(	(	PUNCT
ajfa-9129	56	7	2014	2014	NUM
ajfa-9129	56	8	)	)	PUNCT
ajfa-9129	56	9	supported	support	VERB
ajfa-9129	56	10	that	that	SCONJ
ajfa-9129	56	11	the	the	DET
ajfa-9129	56	12	cgarch	cgarch	NOUN
ajfa-9129	56	13	and	and	CCONJ
ajfa-9129	56	14	tgarch	tgarch	NOUN
ajfa-9129	56	15	appear	appear	VERB
ajfa-9129	56	16	to	to	PART
ajfa-9129	56	17	be	be	AUX
ajfa-9129	56	18	superior	superior	ADJ
ajfa-9129	56	19	in	in	ADP
ajfa-9129	56	20	modelling	model	VERB
ajfa-9129	56	21	volatility	volatility	NOUN
ajfa-9129	56	22	.	.	PUNCT
ajfa-9129	57	1	consequently	consequently	ADV
ajfa-9129	57	2	,	,	PUNCT
ajfa-9129	57	3	many	many	ADJ
ajfa-9129	57	4	researchers	researcher	NOUN
ajfa-9129	57	5	in	in	ADP
ajfa-9129	57	6	emerging	emerge	VERB
ajfa-9129	57	7	countries	country	NOUN
ajfa-9129	57	8	are	be	AUX
ajfa-9129	57	9	interested	interested	ADJ
ajfa-9129	57	10	in	in	ADP
ajfa-9129	57	11	applying	apply	VERB
ajfa-9129	57	12	and	and	CCONJ
ajfa-9129	57	13	comparing	compare	VERB
ajfa-9129	57	14	between	between	ADP
ajfa-9129	57	15	various	various	ADJ
ajfa-9129	57	16	arch	arch	ADJ
ajfa-9129	57	17	/	/	SYM
ajfa-9129	57	18	garch	garch	NOUN
ajfa-9129	57	19	family	family	NOUN
ajfa-9129	57	20	models	model	NOUN
ajfa-9129	57	21	on	on	ADP
ajfa-9129	57	22	selected	select	VERB
ajfa-9129	57	23	data	datum	NOUN
ajfa-9129	57	24	gathered	gather	VERB
ajfa-9129	57	25	from	from	ADP
ajfa-9129	57	26	emerging	emerge	VERB
ajfa-9129	57	27	economies	economy	NOUN
ajfa-9129	57	28	,	,	PUNCT
ajfa-9129	57	29	so	so	CCONJ
ajfa-9129	57	30	at	at	ADP
ajfa-9129	57	31	the	the	DET
ajfa-9129	57	32	end	end	NOUN
ajfa-9129	57	33	each	each	DET
ajfa-9129	57	34	empirical	empirical	ADJ
ajfa-9129	57	35	study	study	NOUN
ajfa-9129	57	36	may	may	AUX
ajfa-9129	57	37	figure	figure	VERB
ajfa-9129	57	38	out	out	ADP
ajfa-9129	57	39	the	the	DET
ajfa-9129	57	40	best	good	ADJ
ajfa-9129	57	41	fit	fit	ADJ
ajfa-9129	57	42	models	model	NOUN
ajfa-9129	57	43	in	in	ADP
ajfa-9129	57	44	their	their	PRON
ajfa-9129	57	45	countries	country	NOUN
ajfa-9129	57	46	such	such	ADJ
ajfa-9129	57	47	as	as	ADP
ajfa-9129	57	48	;	;	PUNCT
ajfa-9129	57	49	floros	floro	NOUN
ajfa-9129	57	50	(	(	PUNCT
ajfa-9129	57	51	2008	2008	NUM
ajfa-9129	57	52	)	)	PUNCT
ajfa-9129	57	53	,	,	PUNCT
ajfa-9129	57	54	and	and	CCONJ
ajfa-9129	57	55	emenike	emenike	INTJ
ajfa-9129	57	56	(	(	PUNCT
ajfa-9129	57	57	2010	2010	NUM
ajfa-9129	57	58	)	)	PUNCT
ajfa-9129	57	59	in	in	ADP
ajfa-9129	57	60	nigeria	nigeria	PROPN
ajfa-9129	57	61	su	su	PROPN
ajfa-9129	57	62	(	(	PUNCT
ajfa-9129	57	63	2010	2010	NUM
ajfa-9129	57	64	)	)	PUNCT
ajfa-9129	57	65	in	in	ADP
ajfa-9129	57	66	china	china	PROPN
ajfa-9129	57	67	,	,	PUNCT
ajfa-9129	57	68	angabini	angabini	PROPN
ajfa-9129	57	69	and	and	CCONJ
ajfa-9129	57	70	wasiuzzaman	wasiuzzaman	NOUN
ajfa-9129	57	71	(	(	PUNCT
ajfa-9129	57	72	2011	2011	NUM
ajfa-9129	57	73	)	)	PUNCT
ajfa-9129	57	74	in	in	ADP
ajfa-9129	57	75	malaysia	malaysia	PROPN
ajfa-9129	57	76	,	,	PUNCT
ajfa-9129	57	77	abd	abd	PROPN
ajfa-9129	57	78	el	el	PROPN
ajfa-9129	57	79	aal	aal	PROPN
ajfa-9129	57	80	(	(	PUNCT
ajfa-9129	57	81	2011	2011	NUM
ajfa-9129	57	82	)	)	PUNCT
ajfa-9129	57	83	,	,	PUNCT
ajfa-9129	57	84	and	and	CCONJ
ajfa-9129	57	85	ezzat	ezzat	ADJ
ajfa-9129	57	86	(	(	PUNCT
ajfa-9129	57	87	2012	2012	NUM
ajfa-9129	57	88	)	)	PUNCT
ajfa-9129	57	89	in	in	ADP
ajfa-9129	57	90	egypt	egypt	PROPN
ajfa-9129	57	91	,	,	PUNCT
ajfa-9129	57	92	and	and	CCONJ
ajfa-9129	57	93	freedi	freedi	VERB
ajfa-9129	57	94	et	et	PROPN
ajfa-9129	57	95	al	al	PROPN
ajfa-9129	57	96	.	.	PROPN
ajfa-9129	58	1	(	(	PUNCT
ajfa-9129	58	2	2012	2012	NUM
ajfa-9129	58	3	)	)	PUNCT
ajfa-9129	58	4	in	in	ADP
ajfa-9129	58	5	saudi	saudi	PROPN
ajfa-9129	58	6	arabia	arabia	PROPN
ajfa-9129	58	7	.	.	PUNCT
ajfa-9129	59	1	they	they	PRON
ajfa-9129	59	2	all	all	PRON
ajfa-9129	59	3	applied	apply	VERB
ajfa-9129	59	4	one	one	NUM
ajfa-9129	59	5	or	or	CCONJ
ajfa-9129	59	6	more	more	ADJ
ajfa-9129	59	7	from	from	ADP
ajfa-9129	59	8	these	these	DET
ajfa-9129	59	9	models	model	NOUN
ajfa-9129	59	10	;	;	PUNCT
ajfa-9129	59	11	garch	garch	NOUN
ajfa-9129	59	12	,	,	PUNCT
ajfa-9129	59	13	egarch	egarch	NOUN
ajfa-9129	59	14	,	,	PUNCT
ajfa-9129	59	15	and	and	CCONJ
ajfa-9129	59	16	gjr	gjr	NOUN
ajfa-9129	59	17	garch	garch	NOUN
ajfa-9129	59	18	,	,	PUNCT
ajfa-9129	59	19	and	and	CCONJ
ajfa-9129	59	20	their	their	PRON
ajfa-9129	59	21	main	main	ADJ
ajfa-9129	59	22	findings	finding	NOUN
ajfa-9129	59	23	shows	show	VERB
ajfa-9129	59	24	that	that	SCONJ
ajfa-9129	59	25	egarch	egarch	NOUN
ajfa-9129	59	26	and	and	CCONJ
ajfa-9129	59	27	gjr	gjr	NOUN
ajfa-9129	59	28	garch	garch	NOUN
ajfa-9129	59	29	are	be	AUX
ajfa-9129	59	30	the	the	DET
ajfa-9129	59	31	best	good	ADJ
ajfa-9129	59	32	models	model	NOUN
ajfa-9129	59	33	for	for	ADP
ajfa-9129	59	34	measuring	measure	VERB
ajfa-9129	59	35	volatility	volatility	NOUN
ajfa-9129	59	36	,	,	PUNCT
ajfa-9129	59	37	detecting	detect	VERB
ajfa-9129	59	38	clustering	clustering	ADJ
ajfa-9129	59	39	effect	effect	NOUN
ajfa-9129	59	40	,	,	PUNCT
ajfa-9129	59	41	leptokurtosis	leptokurtosis	NOUN
ajfa-9129	59	42	,	,	PUNCT
ajfa-9129	59	43	also	also	ADV
ajfa-9129	59	44	the	the	DET
ajfa-9129	59	45	leverage	leverage	NOUN
ajfa-9129	59	46	effect	effect	NOUN
ajfa-9129	59	47	.	.	PUNCT
ajfa-9129	60	1	although	although	SCONJ
ajfa-9129	60	2	there	there	PRON
ajfa-9129	60	3	are	be	VERB
ajfa-9129	60	4	many	many	ADJ
ajfa-9129	60	5	studies	study	NOUN
ajfa-9129	60	6	around	around	ADP
ajfa-9129	60	7	the	the	DET
ajfa-9129	60	8	world	world	NOUN
ajfa-9129	60	9	that	that	PRON
ajfa-9129	60	10	tested	test	VERB
ajfa-9129	60	11	the	the	DET
ajfa-9129	60	12	arch	arch	ADJ
ajfa-9129	60	13	/	/	SYM
ajfa-9129	60	14	garch	garch	NOUN
ajfa-9129	60	15	family	family	NOUN
ajfa-9129	60	16	models	model	NOUN
ajfa-9129	60	17	in	in	ADP
ajfa-9129	60	18	their	their	PRON
ajfa-9129	60	19	capital	capital	NOUN
ajfa-9129	60	20	markets	market	NOUN
ajfa-9129	60	21	,	,	PUNCT
ajfa-9129	60	22	few	few	ADJ
ajfa-9129	60	23	studies	study	NOUN
ajfa-9129	60	24	were	be	AUX
ajfa-9129	60	25	found	find	VERB
ajfa-9129	60	26	in	in	ADP
ajfa-9129	60	27	jordan	jordan	PROPN
ajfa-9129	60	28	concerning	concern	VERB
ajfa-9129	60	29	this	this	DET
ajfa-9129	60	30	issue	issue	NOUN
ajfa-9129	60	31	.	.	PUNCT
ajfa-9129	61	1	rousan	rousan	NOUN
ajfa-9129	61	2	and	and	CCONJ
ajfa-9129	61	3	al	al	PROPN
ajfa-9129	61	4	khouri	khouri	PROPN
ajfa-9129	61	5	(	(	PUNCT
ajfa-9129	61	6	2005	2005	NUM
ajfa-9129	61	7	)	)	PUNCT
ajfa-9129	61	8	study	study	NOUN
ajfa-9129	61	9	investigated	investigate	VERB
ajfa-9129	61	10	the	the	DET
ajfa-9129	61	11	volatility	volatility	NOUN
ajfa-9129	61	12	for	for	ADP
ajfa-9129	61	13	amman	amman	PROPN
ajfa-9129	61	14	stock	stock	PROPN
ajfa-9129	61	15	exchange	exchange	PROPN
ajfa-9129	61	16	(	(	PUNCT
ajfa-9129	61	17	ase	ase	NOUN
ajfa-9129	61	18	)	)	PUNCT
ajfa-9129	61	19	for	for	ADP
ajfa-9129	61	20	the	the	DET
ajfa-9129	61	21	period	period	NOUN
ajfa-9129	61	22	during	during	ADP
ajfa-9129	61	23	(	(	PUNCT
ajfa-9129	61	24	1992	1992	NUM
ajfa-9129	61	25	-	-	SYM
ajfa-9129	61	26	2004	2004	NUM
ajfa-9129	61	27	)	)	PUNCT
ajfa-9129	61	28	,	,	PUNCT
ajfa-9129	61	29	depending	depend	VERB
ajfa-9129	61	30	on	on	ADP
ajfa-9129	61	31	daily	daily	ADJ
ajfa-9129	61	32	observations	observation	NOUN
ajfa-9129	61	33	for	for	ADP
ajfa-9129	61	34	the	the	DET
ajfa-9129	61	35	general	general	ADJ
ajfa-9129	61	36	index	index	NOUN
ajfa-9129	61	37	of	of	ADP
ajfa-9129	61	38	the	the	DET
ajfa-9129	61	39	exchange	exchange	NOUN
ajfa-9129	61	40	;	;	PUNCT
ajfa-9129	61	41	and	and	CCONJ
ajfa-9129	61	42	their	their	PRON
ajfa-9129	61	43	results	result	NOUN
ajfa-9129	61	44	support	support	VERB
ajfa-9129	61	45	that	that	PRON
ajfa-9129	61	46	arch	arch	ADJ
ajfa-9129	61	47	/	/	SYM
ajfa-9129	61	48	garch	garch	NOUN
ajfa-9129	61	49	models	model	NOUN
ajfa-9129	61	50	can	can	AUX
ajfa-9129	61	51	provide	provide	VERB
ajfa-9129	61	52	good	good	ADJ
ajfa-9129	61	53	approximation	approximation	NOUN
ajfa-9129	61	54	for	for	ADP
ajfa-9129	61	55	capturing	capture	VERB
ajfa-9129	61	56	the	the	DET
ajfa-9129	61	57	characteristics	characteristic	NOUN
ajfa-9129	61	58	of	of	ADP
ajfa-9129	61	59	ase	ase	PROPN
ajfa-9129	61	60	.	.	PUNCT
ajfa-9129	62	1	in	in	ADP
ajfa-9129	62	2	addition	addition	NOUN
ajfa-9129	62	3	the	the	DET
ajfa-9129	62	4	study	study	NOUN
ajfa-9129	62	5	applied	apply	VERB
ajfa-9129	62	6	multiple	multiple	ADJ
ajfa-9129	62	7	asymmetric	asymmetric	ADJ
ajfa-9129	62	8	models	model	NOUN
ajfa-9129	62	9	to	to	PART
ajfa-9129	62	10	track	track	VERB
ajfa-9129	62	11	the	the	DET
ajfa-9129	62	12	leverage	leverage	NOUN
ajfa-9129	62	13	effect	effect	NOUN
ajfa-9129	62	14	and	and	CCONJ
ajfa-9129	62	15	found	find	VERB
ajfa-9129	62	16	that	that	SCONJ
ajfa-9129	62	17	the	the	DET
ajfa-9129	62	18	exchange	exchange	NOUN
ajfa-9129	62	19	is	be	AUX
ajfa-9129	62	20	symmetric	symmetric	ADJ
ajfa-9129	62	21	;	;	PUNCT
ajfa-9129	62	22	hence	hence	ADV
ajfa-9129	62	23	,	,	PUNCT
ajfa-9129	62	24	good	good	ADJ
ajfa-9129	62	25	and	and	CCONJ
ajfa-9129	62	26	bad	bad	ADJ
ajfa-9129	62	27	news	news	NOUN
ajfa-9129	62	28	has	have	VERB
ajfa-9129	62	29	the	the	DET
ajfa-9129	62	30	same	same	ADJ
ajfa-9129	62	31	magnitude	magnitude	NOUN
ajfa-9129	62	32	.	.	PUNCT
ajfa-9129	63	1	for	for	ADP
ajfa-9129	63	2	rimony	rimony	NOUN
ajfa-9129	63	3	and	and	CCONJ
ajfa-9129	63	4	nader	nader	PROPN
ajfa-9129	63	5	(	(	PUNCT
ajfa-9129	63	6	2012	2012	NUM
ajfa-9129	63	7	)	)	PUNCT
ajfa-9129	63	8	study	study	NOUN
ajfa-9129	63	9	,	,	PUNCT
ajfa-9129	63	10	it	it	PRON
ajfa-9129	63	11	measured	measure	VERB
ajfa-9129	63	12	the	the	DET
ajfa-9129	63	13	volatility	volatility	NOUN
ajfa-9129	63	14	and	and	CCONJ
ajfa-9129	63	15	the	the	DET
ajfa-9129	63	16	effect	effect	NOUN
ajfa-9129	63	17	of	of	ADP
ajfa-9129	63	18	macroeconomics	macroeconomic	NOUN
ajfa-9129	63	19	on	on	ADP
ajfa-9129	63	20	it	it	PRON
ajfa-9129	63	21	by	by	ADP
ajfa-9129	63	22	applying	apply	VERB
ajfa-9129	63	23	arch	arch	ADJ
ajfa-9129	63	24	/	/	SYM
ajfa-9129	63	25	garch	garch	NOUN
ajfa-9129	63	26	,	,	PUNCT
ajfa-9129	63	27	and	and	CCONJ
ajfa-9129	63	28	their	their	PRON
ajfa-9129	63	29	findings	finding	NOUN
ajfa-9129	63	30	were	be	AUX
ajfa-9129	63	31	that	that	SCONJ
ajfa-9129	63	32	the	the	DET
ajfa-9129	63	33	arch	arch	NOUN
ajfa-9129	63	34	was	be	AUX
ajfa-9129	63	35	found	find	VERB
ajfa-9129	63	36	statistically	statistically	ADV
ajfa-9129	63	37	significant	significant	ADJ
ajfa-9129	63	38	.	.	PUNCT
ajfa-9129	64	1	on	on	ADP
ajfa-9129	64	2	the	the	DET
ajfa-9129	64	3	other	other	ADJ
ajfa-9129	64	4	hand	hand	NOUN
ajfa-9129	64	5	,	,	PUNCT
ajfa-9129	64	6	garch	garch	NOUN
ajfa-9129	64	7	was	be	AUX
ajfa-9129	64	8	found	find	VERB
ajfa-9129	64	9	statistically	statistically	ADV
ajfa-9129	64	10	insignificant	insignificant	ADJ
ajfa-9129	64	11	during	during	ADP
ajfa-9129	64	12	the	the	DET
ajfa-9129	64	13	period	period	NOUN
ajfa-9129	64	14	(	(	PUNCT
ajfa-9129	64	15	1991	1991	NUM
ajfa-9129	64	16	-	-	SYM
ajfa-9129	64	17	2010	2010	NUM
ajfa-9129	64	18	)	)	PUNCT
ajfa-9129	64	19	.	.	PUNCT
ajfa-9129	65	1	consequently	consequently	ADV
ajfa-9129	65	2	,	,	PUNCT
ajfa-9129	65	3	our	our	PRON
ajfa-9129	65	4	study	study	NOUN
ajfa-9129	65	5	will	will	AUX
ajfa-9129	65	6	aim	aim	VERB
ajfa-9129	65	7	to	to	PART
ajfa-9129	65	8	update	update	VERB
ajfa-9129	65	9	the	the	DET
ajfa-9129	65	10	data	datum	NOUN
ajfa-9129	65	11	that	that	PRON
ajfa-9129	65	12	were	be	AUX
ajfa-9129	65	13	used	use	VERB
ajfa-9129	65	14	in	in	ADP
ajfa-9129	65	15	previous	previous	ADJ
ajfa-9129	65	16	studies	study	NOUN
ajfa-9129	65	17	regarding	regard	VERB
ajfa-9129	65	18	measuring	measure	VERB
ajfa-9129	65	19	volatility	volatility	NOUN
ajfa-9129	65	20	and	and	CCONJ
ajfa-9129	65	21	testing	testing	NOUN
ajfa-9129	65	22	leverage	leverage	NOUN
ajfa-9129	65	23	effect	effect	NOUN
ajfa-9129	65	24	for	for	ADP
ajfa-9129	65	25	amman	amman	PROPN
ajfa-9129	65	26	stock	stock	PROPN
ajfa-9129	65	27	exchange	exchange	PROPN
ajfa-9129	65	28	index	index	NOUN
ajfa-9129	65	29	(	(	PUNCT
ajfa-9129	65	30	asei100	asei100	PROPN
ajfa-9129	65	31	)	)	PUNCT
ajfa-9129	65	32	.	.	PUNCT
ajfa-9129	66	1	also	also	ADV
ajfa-9129	66	2	,	,	PUNCT
ajfa-9129	66	3	the	the	DET
ajfa-9129	66	4	period	period	NOUN
ajfa-9129	66	5	of	of	ADP
ajfa-9129	66	6	the	the	DET
ajfa-9129	66	7	study	study	NOUN
ajfa-9129	66	8	will	will	AUX
ajfa-9129	66	9	cover	cover	VERB
ajfa-9129	66	10	important	important	ADJ
ajfa-9129	66	11	events	event	NOUN
ajfa-9129	66	12	that	that	PRON
ajfa-9129	66	13	affected	affect	VERB
ajfa-9129	66	14	the	the	DET
ajfa-9129	66	15	economic	economic	ADJ
ajfa-9129	66	16	conditions	condition	NOUN
ajfa-9129	66	17	regionally	regionally	ADV
ajfa-9129	66	18	and	and	CCONJ
ajfa-9129	66	19	worldwide	worldwide	ADV
ajfa-9129	66	20	such	such	ADJ
ajfa-9129	66	21	as	as	ADP
ajfa-9129	66	22	recent	recent	ADJ
ajfa-9129	66	23	financial	financial	ADJ
ajfa-9129	66	24	crisis	crisis	NOUN
ajfa-9129	66	25	.	.	PUNCT
ajfa-9129	67	1	such	such	ADJ
ajfa-9129	67	2	kind	kind	NOUN
ajfa-9129	67	3	of	of	ADP
ajfa-9129	67	4	events	event	NOUN
ajfa-9129	67	5	is	be	AUX
ajfa-9129	67	6	expected	expect	VERB
ajfa-9129	67	7	to	to	PART
ajfa-9129	67	8	stimulate	stimulate	VERB
ajfa-9129	67	9	the	the	DET
ajfa-9129	67	10	importance	importance	NOUN
ajfa-9129	67	11	of	of	ADP
ajfa-9129	67	12	estimating	estimate	VERB
ajfa-9129	67	13	and	and	CCONJ
ajfa-9129	67	14	forecasting	forecast	VERB
ajfa-9129	67	15	stock	stock	NOUN
ajfa-9129	67	16	market	market	NOUN
ajfa-9129	67	17	volatility	volatility	NOUN
ajfa-9129	67	18	so	so	SCONJ
ajfa-9129	67	19	that	that	SCONJ
ajfa-9129	67	20	it	it	PRON
ajfa-9129	67	21	will	will	AUX
ajfa-9129	67	22	ease	ease	VERB
ajfa-9129	67	23	taking	take	VERB
ajfa-9129	67	24	various	various	ADJ
ajfa-9129	67	25	economic	economic	ADJ
ajfa-9129	67	26	and	and	CCONJ
ajfa-9129	67	27	investment	investment	NOUN
ajfa-9129	67	28	decisions	decision	NOUN
ajfa-9129	67	29	in	in	ADP
ajfa-9129	67	30	firms	firm	NOUN
ajfa-9129	67	31	.	.	PUNCT
ajfa-9129	68	1	3	3	X
ajfa-9129	68	2	.	.	X
ajfa-9129	68	3	methodology	methodology	NOUN
ajfa-9129	68	4	the	the	DET
ajfa-9129	68	5	estimation	estimation	NOUN
ajfa-9129	68	6	of	of	ADP
ajfa-9129	68	7	both	both	DET
ajfa-9129	68	8	risk	risk	NOUN
ajfa-9129	68	9	and	and	CCONJ
ajfa-9129	68	10	return	return	NOUN
ajfa-9129	68	11	has	have	AUX
ajfa-9129	68	12	been	be	AUX
ajfa-9129	68	13	considered	consider	VERB
ajfa-9129	68	14	to	to	PART
ajfa-9129	68	15	be	be	AUX
ajfa-9129	68	16	one	one	NUM
ajfa-9129	68	17	of	of	ADP
ajfa-9129	68	18	the	the	DET
ajfa-9129	68	19	main	main	ADJ
ajfa-9129	68	20	concerns	concern	NOUN
ajfa-9129	68	21	of	of	ADP
ajfa-9129	68	22	financial	financial	ADJ
ajfa-9129	68	23	experts	expert	NOUN
ajfa-9129	68	24	,	,	PUNCT
ajfa-9129	68	25	academics	academic	NOUN
ajfa-9129	68	26	and	and	CCONJ
ajfa-9129	68	27	policy	policy	NOUN
ajfa-9129	68	28	makers	maker	NOUN
ajfa-9129	68	29	especially	especially	ADV
ajfa-9129	68	30	measuring	measure	VERB
ajfa-9129	68	31	risk	risk	NOUN
ajfa-9129	68	32	.	.	PUNCT
ajfa-9129	69	1	thus	thus	ADV
ajfa-9129	69	2	,	,	PUNCT
ajfa-9129	69	3	financials	financial	NOUN
ajfa-9129	69	4	compete	compete	VERB
ajfa-9129	69	5	to	to	PART
ajfa-9129	69	6	find	find	VERB
ajfa-9129	69	7	satisfactory	satisfactory	ADJ
ajfa-9129	69	8	mathematical	mathematical	ADJ
ajfa-9129	69	9	models	model	NOUN
ajfa-9129	69	10	to	to	PART
ajfa-9129	69	11	estimate	estimate	VERB
ajfa-9129	69	12	volatility	volatility	NOUN
ajfa-9129	69	13	that	that	PRON
ajfa-9129	69	14	is	be	AUX
ajfa-9129	69	15	an	an	DET
ajfa-9129	69	16	indicator	indicator	NOUN
ajfa-9129	69	17	of	of	ADP
ajfa-9129	69	18	risk	risk	NOUN
ajfa-9129	69	19	.	.	PUNCT
ajfa-9129	70	1	during	during	ADP
ajfa-9129	70	2	the	the	DET
ajfa-9129	70	3	last	last	ADJ
ajfa-9129	70	4	three	three	NUM
ajfa-9129	70	5	decades	decade	NOUN
ajfa-9129	70	6	lots	lot	NOUN
ajfa-9129	70	7	of	of	ADP
ajfa-9129	70	8	studies	study	NOUN
ajfa-9129	70	9	adopted	adopt	VERB
ajfa-9129	70	10	modeling	model	VERB
ajfa-9129	70	11	conditional	conditional	ADJ
ajfa-9129	70	12	volatility	volatility	NOUN
ajfa-9129	70	13	to	to	ADP
ajfa-9129	70	14	asian	asian	ADJ
ajfa-9129	70	15	journal	journal	NOUN
ajfa-9129	70	16	of	of	ADP
ajfa-9129	70	17	finance	finance	PROPN
ajfa-9129	70	18	&	&	CCONJ
ajfa-9129	70	19	accounting	accounting	PROPN
ajfa-9129	70	20	issn	issn	PROPN
ajfa-9129	70	21	1946	1946	NUM
ajfa-9129	70	22	-	-	PUNCT
ajfa-9129	70	23	052x	052x	PROPN
ajfa-9129	70	24	2016	2016	NUM
ajfa-9129	70	25	,	,	PUNCT
ajfa-9129	70	26	vol	vol	NOUN
ajfa-9129	70	27	.	.	PROPN
ajfa-9129	70	28	8	8	NUM
ajfa-9129	70	29	,	,	PUNCT
ajfa-9129	70	30	no	no	INTJ
ajfa-9129	70	31	.	.	NOUN
ajfa-9129	70	32	1	1	NUM
ajfa-9129	70	33	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	70	34	157	157	NUM
ajfa-9129	70	35	capture	capture	NOUN
ajfa-9129	70	36	fluctuations	fluctuation	NOUN
ajfa-9129	70	37	of	of	ADP
ajfa-9129	70	38	return	return	NOUN
ajfa-9129	70	39	in	in	ADP
ajfa-9129	70	40	financial	financial	ADJ
ajfa-9129	70	41	markets	market	NOUN
ajfa-9129	70	42	in	in	ADP
ajfa-9129	70	43	particular	particular	ADJ
ajfa-9129	70	44	especially	especially	ADV
ajfa-9129	70	45	in	in	ADP
ajfa-9129	70	46	developed	develop	VERB
ajfa-9129	70	47	countries	country	NOUN
ajfa-9129	70	48	.	.	PUNCT
ajfa-9129	71	1	the	the	DET
ajfa-9129	71	2	pioneer	pioneer	NOUN
ajfa-9129	71	3	study	study	NOUN
ajfa-9129	71	4	in	in	ADP
ajfa-9129	71	5	this	this	DET
ajfa-9129	71	6	field	field	NOUN
ajfa-9129	71	7	is	be	AUX
ajfa-9129	71	8	credited	credit	VERB
ajfa-9129	71	9	to	to	ADP
ajfa-9129	71	10	the	the	DET
ajfa-9129	71	11	study	study	NOUN
ajfa-9129	71	12	of	of	ADP
ajfa-9129	71	13	engle	engle	PROPN
ajfa-9129	71	14	(	(	PUNCT
ajfa-9129	71	15	1982	1982	NUM
ajfa-9129	71	16	)	)	PUNCT
ajfa-9129	71	17	who	who	PRON
ajfa-9129	71	18	offered	offer	VERB
ajfa-9129	71	19	modeling	model	VERB
ajfa-9129	71	20	conditional	conditional	ADJ
ajfa-9129	71	21	volatility	volatility	NOUN
ajfa-9129	71	22	by	by	ADP
ajfa-9129	71	23	using	use	VERB
ajfa-9129	71	24	autoregressive	autoregressive	ADJ
ajfa-9129	71	25	conditional	conditional	ADJ
ajfa-9129	71	26	heteroscedasticity	heteroscedasticity	NOUN
ajfa-9129	71	27	(	(	PUNCT
ajfa-9129	71	28	arch	arch	ADJ
ajfa-9129	71	29	)	)	PUNCT
ajfa-9129	71	30	process	process	NOUN
ajfa-9129	71	31	;	;	PUNCT
ajfa-9129	71	32	which	which	PRON
ajfa-9129	71	33	is	be	AUX
ajfa-9129	71	34	in	in	ADP
ajfa-9129	71	35	simple	simple	ADJ
ajfa-9129	71	36	words	word	NOUN
ajfa-9129	71	37	a	a	DET
ajfa-9129	71	38	function	function	NOUN
ajfa-9129	71	39	of	of	ADP
ajfa-9129	71	40	lagged	lag	VERB
ajfa-9129	71	41	squared	square	VERB
ajfa-9129	71	42	residuals	residual	NOUN
ajfa-9129	71	43	,	,	PUNCT
ajfa-9129	71	44	and	and	CCONJ
ajfa-9129	71	45	the	the	DET
ajfa-9129	71	46	general	general	ADJ
ajfa-9129	71	47	form	form	NOUN
ajfa-9129	71	48	of	of	ADP
ajfa-9129	71	49	the	the	DET
ajfa-9129	71	50	model	model	NOUN
ajfa-9129	71	51	is	be	AUX
ajfa-9129	71	52	:	:	PUNCT
ajfa-9129	72	1	=	=	SYM
ajfa-9129	72	2	+	+	CCONJ
ajfa-9129	72	3	∑	∑	PUNCT
ajfa-9129	72	4	(	(	PUNCT
ajfa-9129	72	5	1	1	NUM
ajfa-9129	72	6	)	)	PUNCT
ajfa-9129	72	7	where	where	SCONJ
ajfa-9129	72	8	α0	α0	PROPN
ajfa-9129	72	9	is	be	AUX
ajfa-9129	72	10	mean	mean	ADJ
ajfa-9129	72	11	,	,	PUNCT
ajfa-9129	72	12	αi	αi	VERB
ajfa-9129	72	13	is	be	AUX
ajfa-9129	72	14	conditional	conditional	ADJ
ajfa-9129	72	15	volatility	volatility	NOUN
ajfa-9129	72	16	and	and	CCONJ
ajfa-9129	72	17	εt	εt	PROPN
ajfa-9129	72	18	-	-	PUNCT
ajfa-9129	72	19	i	i	PRON
ajfa-9129	72	20	is	be	AUX
ajfa-9129	72	21	white	white	ADJ
ajfa-9129	72	22	noise	noise	NOUN
ajfa-9129	72	23	representing	represent	VERB
ajfa-9129	72	24	residuals	residual	NOUN
ajfa-9129	72	25	of	of	ADP
ajfa-9129	72	26	time	time	NOUN
ajfa-9129	72	27	series	series	NOUN
ajfa-9129	72	28	.	.	PUNCT
ajfa-9129	73	1	however	however	ADV
ajfa-9129	73	2	,	,	PUNCT
ajfa-9129	73	3	to	to	PART
ajfa-9129	73	4	overcome	overcome	VERB
ajfa-9129	73	5	the	the	DET
ajfa-9129	73	6	weaknesses	weakness	NOUN
ajfa-9129	73	7	that	that	PRON
ajfa-9129	73	8	were	be	AUX
ajfa-9129	73	9	found	find	VERB
ajfa-9129	73	10	while	while	SCONJ
ajfa-9129	73	11	applying	apply	VERB
ajfa-9129	73	12	arch	arch	ADJ
ajfa-9129	73	13	models	model	NOUN
ajfa-9129	73	14	,	,	PUNCT
ajfa-9129	73	15	especially	especially	ADV
ajfa-9129	73	16	the	the	DET
ajfa-9129	73	17	one	one	NUM
ajfa-9129	73	18	related	relate	VERB
ajfa-9129	73	19	to	to	ADP
ajfa-9129	73	20	the	the	DET
ajfa-9129	73	21	inability	inability	NOUN
ajfa-9129	73	22	to	to	PART
ajfa-9129	73	23	exhibit	exhibit	VERB
ajfa-9129	73	24	volatility	volatility	NOUN
ajfa-9129	73	25	clustering	clustering	NOUN
ajfa-9129	73	26	.	.	PUNCT
ajfa-9129	74	1	another	another	DET
ajfa-9129	74	2	proposal	proposal	NOUN
ajfa-9129	74	3	was	be	AUX
ajfa-9129	74	4	introduced	introduce	VERB
ajfa-9129	74	5	by	by	ADP
ajfa-9129	74	6	bollerslev	bollerslev	ADJ
ajfa-9129	74	7	(	(	PUNCT
ajfa-9129	74	8	1986	1986	NUM
ajfa-9129	74	9	)	)	PUNCT
ajfa-9129	74	10	study	study	NOUN
ajfa-9129	74	11	to	to	PART
ajfa-9129	74	12	modify	modify	VERB
ajfa-9129	74	13	the	the	DET
ajfa-9129	74	14	version	version	NOUN
ajfa-9129	74	15	of	of	ADP
ajfa-9129	74	16	arch	arch	ADJ
ajfa-9129	74	17	models	model	NOUN
ajfa-9129	74	18	,	,	PUNCT
ajfa-9129	74	19	which	which	PRON
ajfa-9129	74	20	is	be	AUX
ajfa-9129	74	21	symmetric	symmetric	ADJ
ajfa-9129	74	22	generalized	generalize	VERB
ajfa-9129	74	23	autoregressive	autoregressive	ADJ
ajfa-9129	74	24	conditional	conditional	ADJ
ajfa-9129	74	25	heteroscedasticity	heteroscedasticity	NOUN
ajfa-9129	74	26	(	(	PUNCT
ajfa-9129	74	27	garch	garch	NOUN
ajfa-9129	74	28	)	)	PUNCT
ajfa-9129	74	29	model	model	NOUN
ajfa-9129	74	30	;	;	PUNCT
ajfa-9129	74	31	that	that	PRON
ajfa-9129	74	32	synchronized	synchronize	VERB
ajfa-9129	74	33	both	both	PRON
ajfa-9129	74	34	lagged	lag	VERB
ajfa-9129	74	35	squared	square	VERB
ajfa-9129	74	36	residuals	residual	NOUN
ajfa-9129	74	37	and	and	CCONJ
ajfa-9129	74	38	lagged	lag	VERB
ajfa-9129	74	39	variances	variance	NOUN
ajfa-9129	74	40	.	.	PUNCT
ajfa-9129	75	1	in	in	ADP
ajfa-9129	75	2	this	this	DET
ajfa-9129	75	3	way	way	NOUN
ajfa-9129	75	4	garch	garch	NOUN
ajfa-9129	75	5	model	model	NOUN
ajfa-9129	75	6	is	be	AUX
ajfa-9129	75	7	allowed	allow	VERB
ajfa-9129	75	8	to	to	PART
ajfa-9129	75	9	be	be	AUX
ajfa-9129	75	10	dependent	dependent	ADJ
ajfa-9129	75	11	on	on	ADP
ajfa-9129	75	12	both	both	DET
ajfa-9129	75	13	recent	recent	ADJ
ajfa-9129	75	14	variance	variance	NOUN
ajfa-9129	75	15	of	of	ADP
ajfa-9129	75	16	itself	itself	PRON
ajfa-9129	75	17	side	side	VERB
ajfa-9129	75	18	by	by	ADP
ajfa-9129	75	19	side	side	NOUN
ajfa-9129	75	20	with	with	ADP
ajfa-9129	75	21	past	past	ADJ
ajfa-9129	75	22	shocks	shock	NOUN
ajfa-9129	75	23	,	,	PUNCT
ajfa-9129	75	24	so	so	CCONJ
ajfa-9129	75	25	at	at	ADP
ajfa-9129	75	26	the	the	DET
ajfa-9129	75	27	end	end	NOUN
ajfa-9129	75	28	it	it	PRON
ajfa-9129	75	29	will	will	AUX
ajfa-9129	75	30	provide	provide	VERB
ajfa-9129	75	31	us	we	PRON
ajfa-9129	75	32	with	with	ADP
ajfa-9129	75	33	volatility	volatility	NOUN
ajfa-9129	75	34	clustering	cluster	VERB
ajfa-9129	75	35	.	.	PUNCT
ajfa-9129	76	1	in	in	ADP
ajfa-9129	76	2	general	general	ADJ
ajfa-9129	76	3	the	the	DET
ajfa-9129	76	4	garch	garch	NOUN
ajfa-9129	76	5	(	(	PUNCT
ajfa-9129	76	6	p	p	X
ajfa-9129	76	7	,	,	PUNCT
ajfa-9129	76	8	q	q	NOUN
ajfa-9129	76	9	)	)	PUNCT
ajfa-9129	76	10	model	model	NOUN
ajfa-9129	76	11	is	be	AUX
ajfa-9129	76	12	presented	present	VERB
ajfa-9129	76	13	in	in	ADP
ajfa-9129	76	14	the	the	DET
ajfa-9129	76	15	following	follow	VERB
ajfa-9129	76	16	formula	formula	NOUN
ajfa-9129	76	17	:	:	PUNCT
ajfa-9129	77	1	=	=	NOUN
ajfa-9129	78	1	+	+	PUNCT
ajfa-9129	78	2	∑	∑	PUNCT
ajfa-9129	78	3	+	+	NUM
ajfa-9129	78	4	∑	∑	PROPN
ajfa-9129	78	5	(	(	PUNCT
ajfa-9129	78	6	2	2	NUM
ajfa-9129	78	7	)	)	PUNCT
ajfa-9129	79	1	where	where	SCONJ
ajfa-9129	79	2	i=0,1,2,3	i=0,1,2,3	ADJ
ajfa-9129	79	3	,	,	PUNCT
ajfa-9129	79	4	…	…	PUNCT
ajfa-9129	79	5	p	p	X
ajfa-9129	79	6	,	,	PUNCT
ajfa-9129	79	7	conditional	conditional	ADJ
ajfa-9129	79	8	volatility	volatility	NOUN
ajfa-9129	79	9	,	,	PUNCT
ajfa-9129	79	10	,	,	PUNCT
ajfa-9129	79	11	,	,	PUNCT
ajfa-9129	79	12	are	be	AUX
ajfa-9129	79	13	non	non	ADJ
ajfa-9129	79	14	-	-	ADJ
ajfa-9129	79	15	negative	negative	ADJ
ajfa-9129	79	16	constants	constant	NOUN
ajfa-9129	79	17	with	with	ADP
ajfa-9129	79	18	+	+	CCONJ
ajfa-9129	79	19	<	<	X
ajfa-9129	79	20	1	1	NUM
ajfa-9129	79	21	it	it	PRON
ajfa-9129	79	22	should	should	AUX
ajfa-9129	79	23	be	be	AUX
ajfa-9129	79	24	near	near	ADJ
ajfa-9129	79	25	to	to	ADP
ajfa-9129	79	26	unity	unity	NOUN
ajfa-9129	79	27	for	for	ADP
ajfa-9129	79	28	an	an	DET
ajfa-9129	79	29	accurate	accurate	ADJ
ajfa-9129	79	30	model	model	NOUN
ajfa-9129	79	31	,	,	PUNCT
ajfa-9129	79	32	εt	εt	PROPN
ajfa-9129	79	33	-	-	PUNCT
ajfa-9129	79	34	j	j	PROPN
ajfa-9129	79	35	is	be	AUX
ajfa-9129	79	36	residuals	residual	NOUN
ajfa-9129	79	37	and	and	CCONJ
ajfa-9129	79	38	it	it	PRON
ajfa-9129	79	39	is	be	AUX
ajfa-9129	79	40	lagged	lag	VERB
ajfa-9129	79	41	conditional	conditional	ADJ
ajfa-9129	79	42	volatility	volatility	NOUN
ajfa-9129	79	43	.	.	PUNCT
ajfa-9129	80	1	and	and	CCONJ
ajfa-9129	80	2	the	the	DET
ajfa-9129	80	3	last	last	ADJ
ajfa-9129	80	4	part	part	NOUN
ajfa-9129	80	5	of	of	ADP
ajfa-9129	80	6	the	the	DET
ajfa-9129	80	7	formula	formula	NOUN
ajfa-9129	80	8	is	be	AUX
ajfa-9129	80	9	the	the	DET
ajfa-9129	80	10	main	main	ADJ
ajfa-9129	80	11	difference	difference	NOUN
ajfa-9129	80	12	in	in	ADP
ajfa-9129	80	13	applying	apply	VERB
ajfa-9129	80	14	both	both	CCONJ
ajfa-9129	80	15	arch	arch	ADJ
ajfa-9129	80	16	and	and	CCONJ
ajfa-9129	80	17	garch	garch	NOUN
ajfa-9129	80	18	models	model	NOUN
ajfa-9129	80	19	.	.	PUNCT
ajfa-9129	81	1	hence	hence	ADV
ajfa-9129	81	2	,	,	PUNCT
ajfa-9129	81	3	αj	αj	NOUN
ajfa-9129	81	4	and	and	CCONJ
ajfa-9129	81	5	εt	εt	PROPN
ajfa-9129	81	6	-	-	PUNCT
ajfa-9129	81	7	j	j	PROPN
ajfa-9129	81	8	2	2	NUM
ajfa-9129	81	9	are	be	AUX
ajfa-9129	81	10	arch	arch	ADJ
ajfa-9129	81	11	components	component	NOUN
ajfa-9129	81	12	and	and	CCONJ
ajfa-9129	81	13	βj	βj	PRON
ajfa-9129	81	14	and	and	CCONJ
ajfa-9129	81	15	are	be	AUX
ajfa-9129	81	16	garch	garch	NOUN
ajfa-9129	81	17	components	component	NOUN
ajfa-9129	81	18	.	.	PUNCT
ajfa-9129	82	1	in	in	ADP
ajfa-9129	82	2	addition	addition	NOUN
ajfa-9129	82	3	,	,	PUNCT
ajfa-9129	82	4	both	both	PRON
ajfa-9129	82	5	arch	arch	ADJ
ajfa-9129	82	6	and	and	CCONJ
ajfa-9129	82	7	garch	garch	NOUN
ajfa-9129	82	8	models	model	NOUN
ajfa-9129	82	9	depend	depend	VERB
ajfa-9129	82	10	on	on	ADP
ajfa-9129	82	11	a	a	DET
ajfa-9129	82	12	major	major	ADJ
ajfa-9129	82	13	assumption	assumption	NOUN
ajfa-9129	82	14	that	that	PRON
ajfa-9129	82	15	is	be	AUX
ajfa-9129	82	16	;	;	PUNCT
ajfa-9129	82	17	all	all	PRON
ajfa-9129	82	18	of	of	ADP
ajfa-9129	82	19	the	the	DET
ajfa-9129	82	20	shock	shock	NOUN
ajfa-9129	82	21	effects	effect	NOUN
ajfa-9129	82	22	on	on	ADP
ajfa-9129	82	23	volatility	volatility	NOUN
ajfa-9129	82	24	have	have	VERB
ajfa-9129	82	25	a	a	DET
ajfa-9129	82	26	symmetric	symmetric	ADJ
ajfa-9129	82	27	distribution	distribution	NOUN
ajfa-9129	82	28	.	.	PUNCT
ajfa-9129	83	1	however	however	ADV
ajfa-9129	83	2	,	,	PUNCT
ajfa-9129	83	3	the	the	DET
ajfa-9129	83	4	empirical	empirical	ADJ
ajfa-9129	83	5	results	result	NOUN
ajfa-9129	83	6	of	of	ADP
ajfa-9129	83	7	studies	study	NOUN
ajfa-9129	83	8	applying	apply	VERB
ajfa-9129	83	9	arch	arch	ADJ
ajfa-9129	83	10	/	/	SYM
ajfa-9129	83	11	garch	garch	NOUN
ajfa-9129	83	12	model	model	NOUN
ajfa-9129	83	13	in	in	ADP
ajfa-9129	83	14	different	different	ADJ
ajfa-9129	83	15	countries	country	NOUN
ajfa-9129	83	16	found	find	VERB
ajfa-9129	83	17	that	that	SCONJ
ajfa-9129	83	18	this	this	DET
ajfa-9129	83	19	assumption	assumption	NOUN
ajfa-9129	83	20	does	do	AUX
ajfa-9129	83	21	not	not	PART
ajfa-9129	83	22	hold	hold	VERB
ajfa-9129	83	23	true	true	ADJ
ajfa-9129	83	24	for	for	ADP
ajfa-9129	83	25	many	many	ADJ
ajfa-9129	83	26	stock	stock	NOUN
ajfa-9129	83	27	markets	market	NOUN
ajfa-9129	83	28	in	in	ADP
ajfa-9129	83	29	the	the	DET
ajfa-9129	83	30	world	world	NOUN
ajfa-9129	83	31	due	due	ADP
ajfa-9129	83	32	to	to	ADP
ajfa-9129	83	33	the	the	DET
ajfa-9129	83	34	special	special	ADJ
ajfa-9129	83	35	characteristics	characteristic	NOUN
ajfa-9129	83	36	for	for	ADP
ajfa-9129	83	37	each	each	DET
ajfa-9129	83	38	market	market	NOUN
ajfa-9129	83	39	.	.	PUNCT
ajfa-9129	84	1	hence	hence	ADV
ajfa-9129	84	2	,	,	PUNCT
ajfa-9129	84	3	even	even	ADV
ajfa-9129	84	4	though	though	SCONJ
ajfa-9129	84	5	garch	garch	NOUN
ajfa-9129	84	6	model	model	NOUN
ajfa-9129	84	7	did	do	AUX
ajfa-9129	84	8	capture	capture	VERB
ajfa-9129	84	9	many	many	ADJ
ajfa-9129	84	10	important	important	ADJ
ajfa-9129	84	11	issues	issue	NOUN
ajfa-9129	84	12	connected	connect	VERB
ajfa-9129	84	13	to	to	ADP
ajfa-9129	84	14	the	the	DET
ajfa-9129	84	15	financial	financial	ADJ
ajfa-9129	84	16	time	time	NOUN
ajfa-9129	84	17	series	series	NOUN
ajfa-9129	84	18	,	,	PUNCT
ajfa-9129	84	19	but	but	CCONJ
ajfa-9129	84	20	on	on	ADP
ajfa-9129	84	21	the	the	DET
ajfa-9129	84	22	other	other	ADJ
ajfa-9129	84	23	hand	hand	NOUN
ajfa-9129	84	24	failed	fail	VERB
ajfa-9129	84	25	to	to	PART
ajfa-9129	84	26	detect	detect	VERB
ajfa-9129	84	27	other	other	ADJ
ajfa-9129	84	28	volatility	volatility	NOUN
ajfa-9129	84	29	properties	property	NOUN
ajfa-9129	84	30	for	for	ADP
ajfa-9129	84	31	example	example	NOUN
ajfa-9129	84	32	leverage	leverage	NOUN
ajfa-9129	84	33	effect	effect	NOUN
ajfa-9129	84	34	and	and	CCONJ
ajfa-9129	84	35	heavy	heavy	ADJ
ajfa-9129	84	36	tailedness	tailedness	NOUN
ajfa-9129	84	37	too	too	ADV
ajfa-9129	84	38	.	.	PUNCT
ajfa-9129	85	1	thus	thus	ADV
ajfa-9129	85	2	,	,	PUNCT
ajfa-9129	85	3	modified	modified	ADJ
ajfa-9129	85	4	models	model	NOUN
ajfa-9129	85	5	were	be	AUX
ajfa-9129	85	6	presented	present	VERB
ajfa-9129	85	7	by	by	ADP
ajfa-9129	85	8	multiple	multiple	ADJ
ajfa-9129	85	9	researchers	researcher	NOUN
ajfa-9129	85	10	depending	depend	VERB
ajfa-9129	85	11	on	on	ADP
ajfa-9129	85	12	nonlinear	nonlinear	ADJ
ajfa-9129	85	13	distribution	distribution	NOUN
ajfa-9129	85	14	so	so	SCONJ
ajfa-9129	85	15	that	that	SCONJ
ajfa-9129	85	16	it	it	PRON
ajfa-9129	85	17	can	can	AUX
ajfa-9129	85	18	take	take	VERB
ajfa-9129	85	19	advantage	advantage	NOUN
ajfa-9129	85	20	from	from	ADP
ajfa-9129	85	21	the	the	DET
ajfa-9129	85	22	well	well	ADV
ajfa-9129	85	23	-	-	PUNCT
ajfa-9129	85	24	known	know	VERB
ajfa-9129	85	25	fact	fact	NOUN
ajfa-9129	85	26	which	which	PRON
ajfa-9129	85	27	states	state	VERB
ajfa-9129	85	28	that	that	SCONJ
ajfa-9129	85	29	;	;	PUNCT
ajfa-9129	85	30	negative	negative	ADJ
ajfa-9129	85	31	shocks	shock	NOUN
ajfa-9129	85	32	have	have	VERB
ajfa-9129	85	33	stronger	strong	ADJ
ajfa-9129	85	34	effect	effect	NOUN
ajfa-9129	85	35	on	on	ADP
ajfa-9129	85	36	increasing	increase	VERB
ajfa-9129	85	37	volatility	volatility	NOUN
ajfa-9129	85	38	materially	materially	ADV
ajfa-9129	85	39	in	in	ADP
ajfa-9129	85	40	comparison	comparison	NOUN
ajfa-9129	85	41	to	to	ADP
ajfa-9129	85	42	the	the	DET
ajfa-9129	85	43	effect	effect	NOUN
ajfa-9129	85	44	of	of	ADP
ajfa-9129	85	45	positive	positive	ADJ
ajfa-9129	85	46	shocks	shock	NOUN
ajfa-9129	85	47	on	on	ADP
ajfa-9129	85	48	volatility	volatility	NOUN
ajfa-9129	85	49	in	in	ADP
ajfa-9129	85	50	the	the	DET
ajfa-9129	85	51	same	same	ADJ
ajfa-9129	85	52	magnitude	magnitude	NOUN
ajfa-9129	85	53	.	.	PUNCT
ajfa-9129	86	1	that	that	SCONJ
ajfa-9129	86	2	all	all	PRON
ajfa-9129	86	3	in	in	ADP
ajfa-9129	86	4	return	return	NOUN
ajfa-9129	86	5	led	lead	VERB
ajfa-9129	86	6	to	to	PART
ajfa-9129	86	7	build	build	VERB
ajfa-9129	86	8	asymmetric	asymmetric	ADJ
ajfa-9129	86	9	garch	garch	NOUN
ajfa-9129	86	10	models	model	NOUN
ajfa-9129	86	11	that	that	PRON
ajfa-9129	86	12	can	can	AUX
ajfa-9129	86	13	capture	capture	VERB
ajfa-9129	86	14	the	the	DET
ajfa-9129	86	15	extent	extent	NOUN
ajfa-9129	86	16	of	of	ADP
ajfa-9129	86	17	availability	availability	NOUN
ajfa-9129	86	18	for	for	ADP
ajfa-9129	86	19	asymmetric	asymmetric	ADJ
ajfa-9129	86	20	distribution	distribution	NOUN
ajfa-9129	86	21	,	,	PUNCT
ajfa-9129	86	22	parameter	parameter	NOUN
ajfa-9129	86	23	restrictions	restriction	NOUN
ajfa-9129	86	24	and	and	CCONJ
ajfa-9129	86	25	leverage	leverage	NOUN
ajfa-9129	86	26	effect	effect	NOUN
ajfa-9129	86	27	of	of	ADP
ajfa-9129	86	28	stock	stock	NOUN
ajfa-9129	86	29	return	return	NOUN
ajfa-9129	86	30	.	.	PUNCT
ajfa-9129	87	1	the	the	DET
ajfa-9129	87	2	issue	issue	NOUN
ajfa-9129	87	3	of	of	ADP
ajfa-9129	87	4	asymmetric	asymmetric	ADJ
ajfa-9129	87	5	condition	condition	NOUN
ajfa-9129	87	6	was	be	AUX
ajfa-9129	87	7	firstly	firstly	ADV
ajfa-9129	87	8	proposed	propose	VERB
ajfa-9129	87	9	by	by	ADP
ajfa-9129	87	10	black	black	ADJ
ajfa-9129	87	11	(	(	PUNCT
ajfa-9129	87	12	1976	1976	NUM
ajfa-9129	87	13	)	)	PUNCT
ajfa-9129	87	14	,	,	PUNCT
ajfa-9129	87	15	then	then	ADV
ajfa-9129	87	16	across	across	ADP
ajfa-9129	87	17	time	time	NOUN
ajfa-9129	87	18	there	there	PRON
ajfa-9129	87	19	have	have	AUX
ajfa-9129	87	20	been	be	AUX
ajfa-9129	87	21	many	many	ADJ
ajfa-9129	87	22	empirical	empirical	ADJ
ajfa-9129	87	23	studies	study	NOUN
ajfa-9129	87	24	that	that	PRON
ajfa-9129	87	25	provided	provide	VERB
ajfa-9129	87	26	supporting	support	VERB
ajfa-9129	87	27	evidence	evidence	NOUN
ajfa-9129	87	28	for	for	ADP
ajfa-9129	87	29	black	black	ADJ
ajfa-9129	87	30	proposal	proposal	NOUN
ajfa-9129	87	31	such	such	ADJ
ajfa-9129	87	32	as	as	ADP
ajfa-9129	87	33	exponential	exponential	ADJ
ajfa-9129	87	34	garch	garch	NOUN
ajfa-9129	87	35	(	(	PUNCT
ajfa-9129	87	36	egarch	egarch	NOUN
ajfa-9129	87	37	)	)	PUNCT
ajfa-9129	87	38	by	by	ADP
ajfa-9129	87	39	nelson	nelson	PROPN
ajfa-9129	87	40	(	(	PUNCT
ajfa-9129	87	41	1991	1991	NUM
ajfa-9129	87	42	)	)	PUNCT
ajfa-9129	87	43	,	,	PUNCT
ajfa-9129	87	44	gjr	gjr	NOUN
ajfa-9129	87	45	garch	garch	NOUN
ajfa-9129	87	46	by	by	ADP
ajfa-9129	87	47	glosten	glosten	PROPN
ajfa-9129	87	48	et	et	PROPN
ajfa-9129	87	49	al	al	PROPN
ajfa-9129	87	50	.	.	PROPN
ajfa-9129	88	1	(	(	PUNCT
ajfa-9129	88	2	1993	1993	NUM
ajfa-9129	88	3	)	)	PUNCT
ajfa-9129	88	4	,	,	PUNCT
ajfa-9129	88	5	threshold	threshold	NOUN
ajfa-9129	88	6	garch	garch	NOUN
ajfa-9129	88	7	by	by	ADP
ajfa-9129	88	8	zakoian	zakoian	PROPN
ajfa-9129	88	9	(	(	PUNCT
ajfa-9129	88	10	1994	1994	NUM
ajfa-9129	88	11	)	)	PUNCT
ajfa-9129	88	12	,	,	PUNCT
ajfa-9129	88	13	and	and	CCONJ
ajfa-9129	88	14	many	many	ADJ
ajfa-9129	88	15	other	other	ADJ
ajfa-9129	88	16	models	model	NOUN
ajfa-9129	88	17	were	be	AUX
ajfa-9129	88	18	added	add	VERB
ajfa-9129	88	19	to	to	ADP
ajfa-9129	88	20	garch	garch	NOUN
ajfa-9129	88	21	models	model	NOUN
ajfa-9129	88	22	family	family	NOUN
ajfa-9129	88	23	to	to	PART
ajfa-9129	88	24	estimate	estimate	VERB
ajfa-9129	88	25	volatility	volatility	NOUN
ajfa-9129	88	26	more	more	ADV
ajfa-9129	88	27	efficiently	efficiently	ADV
ajfa-9129	88	28	.	.	PUNCT
ajfa-9129	89	1	asian	asian	ADJ
ajfa-9129	89	2	journal	journal	PROPN
ajfa-9129	89	3	of	of	ADP
ajfa-9129	89	4	finance	finance	PROPN
ajfa-9129	89	5	&	&	CCONJ
ajfa-9129	89	6	accounting	accounting	PROPN
ajfa-9129	89	7	issn	issn	PROPN
ajfa-9129	89	8	1946	1946	NUM
ajfa-9129	89	9	-	-	PUNCT
ajfa-9129	89	10	052x	052x	PROPN
ajfa-9129	89	11	2016	2016	NUM
ajfa-9129	89	12	,	,	PUNCT
ajfa-9129	89	13	vol	vol	NOUN
ajfa-9129	89	14	.	.	PROPN
ajfa-9129	89	15	8	8	NUM
ajfa-9129	89	16	,	,	PUNCT
ajfa-9129	89	17	no	no	INTJ
ajfa-9129	89	18	.	.	NOUN
ajfa-9129	89	19	1	1	NUM
ajfa-9129	89	20	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	89	21	158	158	NUM
ajfa-9129	89	22	in	in	ADP
ajfa-9129	89	23	accordance	accordance	NOUN
ajfa-9129	89	24	to	to	ADP
ajfa-9129	89	25	the	the	DET
ajfa-9129	89	26	aforementioned	aforementione	VERB
ajfa-9129	89	27	,	,	PUNCT
ajfa-9129	89	28	this	this	DET
ajfa-9129	89	29	study	study	NOUN
ajfa-9129	89	30	adopts	adopt	VERB
ajfa-9129	89	31	in	in	ADP
ajfa-9129	89	32	particular	particular	ADJ
ajfa-9129	89	33	employing	employ	VERB
ajfa-9129	89	34	egarch	egarch	NOUN
ajfa-9129	89	35	model	model	NOUN
ajfa-9129	89	36	due	due	ADP
ajfa-9129	89	37	to	to	ADP
ajfa-9129	89	38	the	the	DET
ajfa-9129	89	39	ability	ability	NOUN
ajfa-9129	89	40	of	of	ADP
ajfa-9129	89	41	this	this	DET
ajfa-9129	89	42	model	model	NOUN
ajfa-9129	89	43	to	to	PART
ajfa-9129	89	44	show	show	VERB
ajfa-9129	89	45	greater	great	ADJ
ajfa-9129	89	46	impact	impact	NOUN
ajfa-9129	89	47	of	of	ADP
ajfa-9129	89	48	volatility	volatility	NOUN
ajfa-9129	89	49	by	by	ADP
ajfa-9129	89	50	large	large	ADJ
ajfa-9129	89	51	shocks	shock	NOUN
ajfa-9129	89	52	,	,	PUNCT
ajfa-9129	89	53	also	also	ADV
ajfa-9129	89	54	this	this	PRON
ajfa-9129	89	55	will	will	AUX
ajfa-9129	89	56	be	be	AUX
ajfa-9129	89	57	side	side	ADJ
ajfa-9129	89	58	by	by	ADP
ajfa-9129	89	59	side	side	NOUN
ajfa-9129	89	60	with	with	ADP
ajfa-9129	89	61	the	the	DET
ajfa-9129	89	62	classical	classical	ADJ
ajfa-9129	89	63	models	model	NOUN
ajfa-9129	89	64	of	of	ADP
ajfa-9129	89	65	arch	arch	ADJ
ajfa-9129	89	66	/	/	SYM
ajfa-9129	89	67	garch	garch	NOUN
ajfa-9129	89	68	as	as	ADV
ajfa-9129	89	69	well	well	ADV
ajfa-9129	89	70	,	,	PUNCT
ajfa-9129	89	71	to	to	PART
ajfa-9129	89	72	test	test	VERB
ajfa-9129	89	73	and	and	CCONJ
ajfa-9129	89	74	measure	measure	VERB
ajfa-9129	89	75	both	both	CCONJ
ajfa-9129	89	76	asymmetric	asymmetric	ADJ
ajfa-9129	89	77	and	and	CCONJ
ajfa-9129	89	78	symmetric	symmetric	ADJ
ajfa-9129	89	79	distribution	distribution	NOUN
ajfa-9129	89	80	respectively	respectively	ADV
ajfa-9129	89	81	and	and	CCONJ
ajfa-9129	89	82	to	to	PART
ajfa-9129	89	83	find	find	VERB
ajfa-9129	89	84	out	out	ADP
ajfa-9129	89	85	the	the	DET
ajfa-9129	89	86	main	main	ADJ
ajfa-9129	89	87	characteristics	characteristic	NOUN
ajfa-9129	89	88	of	of	ADP
ajfa-9129	89	89	stock	stock	NOUN
ajfa-9129	89	90	return	return	NOUN
ajfa-9129	89	91	at	at	ADP
ajfa-9129	89	92	amman	amman	PROPN
ajfa-9129	89	93	stock	stock	PROPN
ajfa-9129	89	94	exchange	exchange	PROPN
ajfa-9129	89	95	general	general	ADJ
ajfa-9129	89	96	index	index	NOUN
ajfa-9129	89	97	(	(	PUNCT
ajfa-9129	89	98	asei100	asei100	PROPN
ajfa-9129	89	99	)	)	PUNCT
ajfa-9129	89	100	.	.	PUNCT
ajfa-9129	90	1	the	the	DET
ajfa-9129	90	2	formula	formula	NOUN
ajfa-9129	90	3	of	of	ADP
ajfa-9129	90	4	egarch	egarch	NOUN
ajfa-9129	90	5	can	can	AUX
ajfa-9129	90	6	be	be	AUX
ajfa-9129	90	7	expressed	express	VERB
ajfa-9129	90	8	as	as	ADP
ajfa-9129	90	9	following	follow	VERB
ajfa-9129	90	10	:	:	PUNCT
ajfa-9129	90	11	(	(	PUNCT
ajfa-9129	90	12	)	)	PUNCT
ajfa-9129	90	13	=	=	PUNCT
ajfa-9129	91	1	+	+	PUNCT
ajfa-9129	91	2	(	(	PUNCT
ajfa-9129	91	3	)	)	PUNCT
ajfa-9129	92	1	+	+	CCONJ
ajfa-9129	92	2	−	−	PROPN
ajfa-9129	92	3	2	2	NUM
ajfa-9129	92	4	−	−	NOUN
ajfa-9129	92	5	(	(	PUNCT
ajfa-9129	92	6	3	3	NUM
ajfa-9129	92	7	)	)	PUNCT
ajfa-9129	92	8	regarding	regard	VERB
ajfa-9129	92	9	the	the	DET
ajfa-9129	92	10	egarch	egarch	NOUN
ajfa-9129	92	11	formula	formula	NOUN
ajfa-9129	92	12	it	it	PRON
ajfa-9129	92	13	is	be	AUX
ajfa-9129	92	14	easy	easy	ADJ
ajfa-9129	92	15	to	to	PART
ajfa-9129	92	16	figure	figure	VERB
ajfa-9129	92	17	out	out	ADP
ajfa-9129	92	18	its	its	PRON
ajfa-9129	92	19	added	add	VERB
ajfa-9129	92	20	advantages	advantage	NOUN
ajfa-9129	92	21	,	,	PUNCT
ajfa-9129	92	22	in	in	ADP
ajfa-9129	92	23	that	that	PRON
ajfa-9129	92	24	;	;	PUNCT
ajfa-9129	92	25	firstly	firstly	ADV
ajfa-9129	92	26	,	,	PUNCT
ajfa-9129	92	27	the	the	DET
ajfa-9129	92	28	parameters	parameter	NOUN
ajfa-9129	92	29	are	be	AUX
ajfa-9129	92	30	guaranteed	guarantee	VERB
ajfa-9129	92	31	to	to	PART
ajfa-9129	92	32	be	be	AUX
ajfa-9129	92	33	positive	positive	ADJ
ajfa-9129	92	34	since	since	SCONJ
ajfa-9129	92	35	the	the	DET
ajfa-9129	92	36	model	model	NOUN
ajfa-9129	92	37	uses	use	VERB
ajfa-9129	92	38	the	the	DET
ajfa-9129	92	39	log	log	NOUN
ajfa-9129	92	40	of	of	ADP
ajfa-9129	92	41	the	the	DET
ajfa-9129	92	42	variances	variance	NOUN
ajfa-9129	92	43	.	.	PUNCT
ajfa-9129	93	1	and	and	CCONJ
ajfa-9129	93	2	secondly	secondly	ADV
ajfa-9129	93	3	,	,	PUNCT
ajfa-9129	93	4	no	no	DET
ajfa-9129	93	5	restrictions	restriction	NOUN
ajfa-9129	93	6	on	on	ADP
ajfa-9129	93	7	the	the	DET
ajfa-9129	93	8	parameters	parameter	NOUN
ajfa-9129	93	9	included	include	VERB
ajfa-9129	93	10	in	in	ADP
ajfa-9129	93	11	the	the	DET
ajfa-9129	93	12	formula	formula	NOUN
ajfa-9129	93	13	which	which	PRON
ajfa-9129	93	14	are	be	AUX
ajfa-9129	93	15	,	,	PUNCT
ajfa-9129	93	16	β	β	X
ajfa-9129	93	17	,	,	PUNCT
ajfa-9129	93	18	γ	γ	PROPN
ajfa-9129	93	19	.	.	PROPN
ajfa-9129	93	20	moreover	moreover	ADV
ajfa-9129	93	21	,	,	PUNCT
ajfa-9129	93	22	to	to	PART
ajfa-9129	93	23	make	make	VERB
ajfa-9129	93	24	sure	sure	ADJ
ajfa-9129	93	25	that	that	SCONJ
ajfa-9129	93	26	the	the	DET
ajfa-9129	93	27	stationery	stationery	NOUN
ajfa-9129	93	28	assumption	assumption	NOUN
ajfa-9129	93	29	still	still	ADV
ajfa-9129	93	30	holds	hold	VERB
ajfa-9129	93	31	β	β	NOUN
ajfa-9129	93	32	must	must	AUX
ajfa-9129	93	33	be	be	AUX
ajfa-9129	93	34	positive	positive	ADJ
ajfa-9129	93	35	and	and	CCONJ
ajfa-9129	93	36	less	less	ADJ
ajfa-9129	93	37	than	than	ADP
ajfa-9129	93	38	1	1	NUM
ajfa-9129	93	39	,	,	PUNCT
ajfa-9129	93	40	in	in	ADP
ajfa-9129	93	41	addition	addition	NOUN
ajfa-9129	93	42	,	,	PUNCT
ajfa-9129	93	43	the	the	DET
ajfa-9129	93	44	value	value	NOUN
ajfa-9129	93	45	of	of	ADP
ajfa-9129	93	46	gamma	gamma	NOUN
ajfa-9129	93	47	(	(	PUNCT
ajfa-9129	93	48	γ	γ	X
ajfa-9129	93	49	)	)	PUNCT
ajfa-9129	93	50	is	be	AUX
ajfa-9129	93	51	the	the	DET
ajfa-9129	93	52	indicator	indicator	NOUN
ajfa-9129	93	53	of	of	ADP
ajfa-9129	93	54	leverage	leverage	NOUN
ajfa-9129	93	55	effect	effect	NOUN
ajfa-9129	93	56	(	(	PUNCT
ajfa-9129	93	57	asymmetric	asymmetric	ADJ
ajfa-9129	93	58	)	)	PUNCT
ajfa-9129	93	59	and	and	CCONJ
ajfa-9129	93	60	must	must	AUX
ajfa-9129	93	61	be	be	AUX
ajfa-9129	93	62	both	both	CCONJ
ajfa-9129	93	63	negative	negative	ADJ
ajfa-9129	93	64	and	and	CCONJ
ajfa-9129	93	65	significant	significant	ADJ
ajfa-9129	93	66	.	.	PUNCT
ajfa-9129	94	1	consequently	consequently	ADV
ajfa-9129	94	2	,	,	PUNCT
ajfa-9129	94	3	to	to	PART
ajfa-9129	94	4	accomplish	accomplish	VERB
ajfa-9129	94	5	the	the	DET
ajfa-9129	94	6	objective	objective	NOUN
ajfa-9129	94	7	of	of	ADP
ajfa-9129	94	8	this	this	DET
ajfa-9129	94	9	study	study	NOUN
ajfa-9129	94	10	our	our	PRON
ajfa-9129	94	11	methodology	methodology	NOUN
ajfa-9129	94	12	depends	depend	VERB
ajfa-9129	94	13	mainly	mainly	ADV
ajfa-9129	94	14	on	on	ADP
ajfa-9129	94	15	applying	apply	VERB
ajfa-9129	94	16	the	the	DET
ajfa-9129	94	17	most	most	ADV
ajfa-9129	94	18	widely	widely	ADV
ajfa-9129	94	19	used	use	VERB
ajfa-9129	94	20	nonlinear	nonlinear	ADJ
ajfa-9129	94	21	models	model	NOUN
ajfa-9129	94	22	for	for	ADP
ajfa-9129	94	23	specifying	specify	VERB
ajfa-9129	94	24	volatility	volatility	NOUN
ajfa-9129	94	25	;	;	PUNCT
ajfa-9129	94	26	which	which	PRON
ajfa-9129	94	27	are	be	AUX
ajfa-9129	94	28	arch	arch	ADJ
ajfa-9129	94	29	/	/	SYM
ajfa-9129	94	30	garch	garch	NOUN
ajfa-9129	94	31	models	model	NOUN
ajfa-9129	94	32	to	to	ADP
ajfa-9129	94	33	stylized	stylize	VERB
ajfa-9129	94	34	facts	fact	NOUN
ajfa-9129	94	35	about	about	ADP
ajfa-9129	94	36	volatility	volatility	NOUN
ajfa-9129	94	37	of	of	ADP
ajfa-9129	94	38	stock	stock	NOUN
ajfa-9129	94	39	return	return	NOUN
ajfa-9129	94	40	in	in	ADP
ajfa-9129	94	41	amman	amman	PROPN
ajfa-9129	94	42	stock	stock	PROPN
ajfa-9129	94	43	exchange	exchange	PROPN
ajfa-9129	94	44	(	(	PUNCT
ajfa-9129	94	45	ase	ase	NOUN
ajfa-9129	94	46	)	)	PUNCT
ajfa-9129	94	47	.	.	PUNCT
ajfa-9129	95	1	also	also	ADV
ajfa-9129	95	2	to	to	PART
ajfa-9129	95	3	investigate	investigate	VERB
ajfa-9129	95	4	different	different	ADJ
ajfa-9129	95	5	properties	property	NOUN
ajfa-9129	95	6	in	in	ADP
ajfa-9129	95	7	jordan	jordan	PROPN
ajfa-9129	95	8	’s	’s	PART
ajfa-9129	95	9	capital	capital	NOUN
ajfa-9129	95	10	market	market	NOUN
ajfa-9129	95	11	regarding	regard	VERB
ajfa-9129	95	12	the	the	DET
ajfa-9129	95	13	availability	availability	NOUN
ajfa-9129	95	14	of	of	ADP
ajfa-9129	95	15	volatility	volatility	NOUN
ajfa-9129	95	16	clustering	clustering	NOUN
ajfa-9129	95	17	,	,	PUNCT
ajfa-9129	95	18	long	long	ADJ
ajfa-9129	95	19	memory	memory	NOUN
ajfa-9129	95	20	,	,	PUNCT
ajfa-9129	95	21	leptokurtosis	leptokurtosis	NOUN
ajfa-9129	95	22	,	,	PUNCT
ajfa-9129	95	23	and	and	CCONJ
ajfa-9129	95	24	finally	finally	ADV
ajfa-9129	95	25	leverage	leverage	VERB
ajfa-9129	95	26	effect	effect	NOUN
ajfa-9129	95	27	through	through	ADP
ajfa-9129	95	28	egarch	egarch	NOUN
ajfa-9129	95	29	model	model	NOUN
ajfa-9129	95	30	.	.	PUNCT
ajfa-9129	96	1	therefore	therefore	ADV
ajfa-9129	96	2	,	,	PUNCT
ajfa-9129	96	3	the	the	DET
ajfa-9129	96	4	first	first	ADJ
ajfa-9129	96	5	stage	stage	NOUN
ajfa-9129	96	6	in	in	ADP
ajfa-9129	96	7	the	the	DET
ajfa-9129	96	8	analysis	analysis	NOUN
ajfa-9129	96	9	process	process	NOUN
ajfa-9129	96	10	is	be	AUX
ajfa-9129	96	11	to	to	PART
ajfa-9129	96	12	investigate	investigate	VERB
ajfa-9129	96	13	the	the	DET
ajfa-9129	96	14	presence	presence	NOUN
ajfa-9129	96	15	of	of	ADP
ajfa-9129	96	16	arch	arch	ADJ
ajfa-9129	96	17	effect	effect	NOUN
ajfa-9129	96	18	in	in	ADP
ajfa-9129	96	19	the	the	DET
ajfa-9129	96	20	data	datum	NOUN
ajfa-9129	96	21	by	by	ADP
ajfa-9129	96	22	generating	generate	VERB
ajfa-9129	96	23	regression	regression	NOUN
ajfa-9129	96	24	residuals	residual	NOUN
ajfa-9129	96	25	through	through	ADP
ajfa-9129	96	26	applying	apply	VERB
ajfa-9129	96	27	least	least	ADJ
ajfa-9129	96	28	square	square	ADJ
ajfa-9129	96	29	method	method	NOUN
ajfa-9129	96	30	.	.	PUNCT
ajfa-9129	97	1	afterwards	afterwards	ADV
ajfa-9129	97	2	,	,	PUNCT
ajfa-9129	97	3	next	next	ADJ
ajfa-9129	97	4	step	step	NOUN
ajfa-9129	97	5	is	be	AUX
ajfa-9129	97	6	to	to	PART
ajfa-9129	97	7	test	test	VERB
ajfa-9129	97	8	the	the	DET
ajfa-9129	97	9	availability	availability	NOUN
ajfa-9129	97	10	of	of	ADP
ajfa-9129	97	11	volatility	volatility	NOUN
ajfa-9129	97	12	clustering	cluster	VERB
ajfa-9129	97	13	by	by	ADP
ajfa-9129	97	14	using	use	VERB
ajfa-9129	97	15	garch	garch	NOUN
ajfa-9129	97	16	.	.	PUNCT
ajfa-9129	98	1	after	after	ADP
ajfa-9129	98	2	making	make	VERB
ajfa-9129	98	3	sure	sure	ADJ
ajfa-9129	98	4	of	of	ADP
ajfa-9129	98	5	the	the	DET
ajfa-9129	98	6	arch	arch	ADJ
ajfa-9129	98	7	/	/	SYM
ajfa-9129	98	8	garch	garch	NOUN
ajfa-9129	98	9	effect	effect	NOUN
ajfa-9129	98	10	existence	existence	NOUN
ajfa-9129	98	11	there	there	PRON
ajfa-9129	98	12	will	will	AUX
ajfa-9129	98	13	be	be	AUX
ajfa-9129	98	14	a	a	DET
ajfa-9129	98	15	necessity	necessity	NOUN
ajfa-9129	98	16	to	to	PART
ajfa-9129	98	17	run	run	VERB
ajfa-9129	98	18	different	different	ADJ
ajfa-9129	98	19	statistical	statistical	ADJ
ajfa-9129	98	20	analysis	analysis	NOUN
ajfa-9129	98	21	to	to	PART
ajfa-9129	98	22	give	give	VERB
ajfa-9129	98	23	a	a	DET
ajfa-9129	98	24	clearer	clear	ADJ
ajfa-9129	98	25	image	image	NOUN
ajfa-9129	98	26	of	of	ADP
ajfa-9129	98	27	the	the	DET
ajfa-9129	98	28	relation	relation	NOUN
ajfa-9129	98	29	between	between	ADP
ajfa-9129	98	30	volatility	volatility	NOUN
ajfa-9129	98	31	and	and	CCONJ
ajfa-9129	98	32	stock	stock	NOUN
ajfa-9129	98	33	return	return	NOUN
ajfa-9129	98	34	such	such	ADJ
ajfa-9129	98	35	as	as	ADP
ajfa-9129	98	36	jarquebera	jarquebera	PROPN
ajfa-9129	98	37	test	test	NOUN
ajfa-9129	98	38	and	and	CCONJ
ajfa-9129	98	39	augmented	augment	VERB
ajfa-9129	98	40	dickey	dickey	PROPN
ajfa-9129	98	41	-	-	PUNCT
ajfa-9129	98	42	fuller	full	ADJ
ajfa-9129	98	43	test	test	NOUN
ajfa-9129	98	44	(	(	PUNCT
ajfa-9129	98	45	adf	adf	NOUN
ajfa-9129	98	46	)	)	PUNCT
ajfa-9129	98	47	and	and	CCONJ
ajfa-9129	98	48	many	many	ADJ
ajfa-9129	98	49	other	other	ADJ
ajfa-9129	98	50	test	test	NOUN
ajfa-9129	98	51	that	that	PRON
ajfa-9129	98	52	will	will	AUX
ajfa-9129	98	53	be	be	AUX
ajfa-9129	98	54	discussed	discuss	VERB
ajfa-9129	98	55	in	in	ADP
ajfa-9129	98	56	details	detail	NOUN
ajfa-9129	98	57	in	in	ADP
ajfa-9129	98	58	the	the	DET
ajfa-9129	98	59	next	next	ADJ
ajfa-9129	98	60	section	section	NOUN
ajfa-9129	98	61	.	.	PUNCT
ajfa-9129	99	1	the	the	DET
ajfa-9129	99	2	final	final	ADJ
ajfa-9129	99	3	step	step	NOUN
ajfa-9129	99	4	is	be	AUX
ajfa-9129	99	5	to	to	PART
ajfa-9129	99	6	run	run	VERB
ajfa-9129	99	7	egarch	egarch	NOUN
ajfa-9129	99	8	model	model	NOUN
ajfa-9129	99	9	to	to	PART
ajfa-9129	99	10	test	test	VERB
ajfa-9129	99	11	leverage	leverage	NOUN
ajfa-9129	99	12	effect	effect	NOUN
ajfa-9129	99	13	.	.	PUNCT
ajfa-9129	100	1	4	4	X
ajfa-9129	100	2	.	.	NOUN
ajfa-9129	100	3	analytical	analytical	ADJ
ajfa-9129	100	4	analysis	analysis	NOUN
ajfa-9129	100	5	and	and	CCONJ
ajfa-9129	100	6	empirical	empirical	ADJ
ajfa-9129	100	7	results	result	NOUN
ajfa-9129	100	8	4.1	4.1	NUM
ajfa-9129	100	9	data	datum	NOUN
ajfa-9129	100	10	this	this	DET
ajfa-9129	100	11	study	study	NOUN
ajfa-9129	100	12	employ	employ	NOUN
ajfa-9129	100	13	’s	’s	PART
ajfa-9129	100	14	data	datum	NOUN
ajfa-9129	100	15	including	include	VERB
ajfa-9129	100	16	;	;	PUNCT
ajfa-9129	100	17	2469daily	2469daily	NUM
ajfa-9129	100	18	closing	closing	NOUN
ajfa-9129	100	19	observations	observation	NOUN
ajfa-9129	100	20	of	of	ADP
ajfa-9129	100	21	amman	amman	PROPN
ajfa-9129	100	22	stock	stock	PROPN
ajfa-9129	100	23	exchange	exchange	PROPN
ajfa-9129	100	24	general	general	ADJ
ajfa-9129	100	25	index	index	NOUN
ajfa-9129	100	26	(	(	PUNCT
ajfa-9129	100	27	asei100	asei100	PROPN
ajfa-9129	100	28	)	)	PUNCT
ajfa-9129	100	29	for	for	ADP
ajfa-9129	100	30	the	the	DET
ajfa-9129	100	31	period	period	NOUN
ajfa-9129	100	32	from	from	ADP
ajfa-9129	100	33	jan	jan	PROPN
ajfa-9129	100	34	.	.	PROPN
ajfa-9129	100	35	1	1	NUM
ajfa-9129	100	36	.	.	NUM
ajfa-9129	100	37	2005	2005	NUM
ajfa-9129	100	38	till	till	SCONJ
ajfa-9129	100	39	dec	dec	PROPN
ajfa-9129	100	40	.	.	PROPN
ajfa-9129	100	41	31	31	NUM
ajfa-9129	100	42	.	.	PUNCT
ajfa-9129	100	43	2014	2014	NUM
ajfa-9129	100	44	.	.	PUNCT
ajfa-9129	101	1	the	the	DET
ajfa-9129	101	2	asei100	asei100	PROPN
ajfa-9129	101	3	stock	stock	NOUN
ajfa-9129	101	4	return	return	NOUN
ajfa-9129	101	5	is	be	AUX
ajfa-9129	101	6	calculated	calculate	VERB
ajfa-9129	101	7	through	through	ADP
ajfa-9129	101	8	:	:	PUNCT
ajfa-9129	101	9	rt=	rt=	NOUN
ajfa-9129	101	10	log	log	NOUN
ajfa-9129	101	11	(	(	PUNCT
ajfa-9129	101	12	pt	pt	NOUN
ajfa-9129	101	13	/	/	SYM
ajfa-9129	101	14	pt-1	pt-1	PRON
ajfa-9129	101	15	)	)	PUNCT
ajfa-9129	101	16	(	(	PUNCT
ajfa-9129	101	17	4	4	X
ajfa-9129	101	18	)	)	PUNCT
ajfa-9129	101	19	by	by	ADP
ajfa-9129	101	20	using	use	VERB
ajfa-9129	101	21	primarily	primarily	ADV
ajfa-9129	101	22	visual	visual	ADJ
ajfa-9129	101	23	inspection	inspection	NOUN
ajfa-9129	101	24	of	of	ADP
ajfa-9129	101	25	the	the	DET
ajfa-9129	101	26	plot	plot	NOUN
ajfa-9129	101	27	sketching	sketching	NOUN
ajfa-9129	101	28	for	for	ADP
ajfa-9129	101	29	daily	daily	ADJ
ajfa-9129	101	30	series	series	NOUN
ajfa-9129	101	31	of	of	ADP
ajfa-9129	101	32	asei100	asei100	PROPN
ajfa-9129	101	33	during	during	ADP
ajfa-9129	101	34	the	the	DET
ajfa-9129	101	35	period	period	NOUN
ajfa-9129	101	36	of	of	ADP
ajfa-9129	101	37	the	the	DET
ajfa-9129	101	38	study	study	NOUN
ajfa-9129	101	39	,	,	PUNCT
ajfa-9129	101	40	it	it	PRON
ajfa-9129	101	41	proves	prove	VERB
ajfa-9129	101	42	to	to	PART
ajfa-9129	101	43	be	be	AUX
ajfa-9129	101	44	satisfactory	satisfactory	ADJ
ajfa-9129	101	45	.	.	PUNCT
ajfa-9129	102	1	in	in	ADP
ajfa-9129	102	2	other	other	ADJ
ajfa-9129	102	3	words	word	NOUN
ajfa-9129	102	4	,	,	PUNCT
ajfa-9129	102	5	the	the	DET
ajfa-9129	102	6	return	return	NOUN
ajfa-9129	102	7	fluctuates	fluctuate	VERB
ajfa-9129	102	8	asian	asian	ADJ
ajfa-9129	102	9	journal	journal	NOUN
ajfa-9129	102	10	of	of	ADP
ajfa-9129	102	11	finance	finance	PROPN
ajfa-9129	102	12	&	&	CCONJ
ajfa-9129	102	13	accounting	accounting	PROPN
ajfa-9129	102	14	issn	issn	PROPN
ajfa-9129	102	15	1946	1946	NUM
ajfa-9129	102	16	-	-	PUNCT
ajfa-9129	102	17	052x	052x	PROPN
ajfa-9129	102	18	2016	2016	NUM
ajfa-9129	102	19	,	,	PUNCT
ajfa-9129	102	20	vol	vol	NOUN
ajfa-9129	102	21	.	.	PROPN
ajfa-9129	102	22	8	8	NUM
ajfa-9129	102	23	,	,	PUNCT
ajfa-9129	102	24	no	no	INTJ
ajfa-9129	102	25	.	.	NOUN
ajfa-9129	102	26	1	1	NUM
ajfa-9129	102	27	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	102	28	159	159	NUM
ajfa-9129	102	29	around	around	ADP
ajfa-9129	102	30	mean	mean	NOUN
ajfa-9129	102	31	value	value	NOUN
ajfa-9129	102	32	that	that	PRON
ajfa-9129	102	33	is	be	AUX
ajfa-9129	102	34	close	close	ADJ
ajfa-9129	102	35	to	to	ADP
ajfa-9129	102	36	zero	zero	NUM
ajfa-9129	102	37	.	.	PUNCT
ajfa-9129	103	1	also	also	ADV
ajfa-9129	103	2	the	the	DET
ajfa-9129	103	3	observations	observation	NOUN
ajfa-9129	103	4	show	show	VERB
ajfa-9129	103	5	consistent	consistent	ADJ
ajfa-9129	103	6	fluctuations	fluctuation	NOUN
ajfa-9129	103	7	that	that	PRON
ajfa-9129	103	8	are	be	AUX
ajfa-9129	103	9	considered	consider	VERB
ajfa-9129	103	10	to	to	PART
ajfa-9129	103	11	be	be	AUX
ajfa-9129	103	12	high	high	ADJ
ajfa-9129	103	13	for	for	ADP
ajfa-9129	103	14	certain	certain	ADJ
ajfa-9129	103	15	periods	period	NOUN
ajfa-9129	103	16	and	and	CCONJ
ajfa-9129	103	17	low	low	ADJ
ajfa-9129	103	18	for	for	ADP
ajfa-9129	103	19	others	other	NOUN
ajfa-9129	103	20	.	.	PUNCT
ajfa-9129	104	1	4.2	4.2	NUM
ajfa-9129	104	2	empirical	empirical	ADJ
ajfa-9129	104	3	results	result	NOUN
ajfa-9129	104	4	table	table	NOUN
ajfa-9129	104	5	1	1	NUM
ajfa-9129	104	6	reports	report	VERB
ajfa-9129	104	7	the	the	DET
ajfa-9129	104	8	statistical	statistical	ADJ
ajfa-9129	104	9	description	description	NOUN
ajfa-9129	104	10	for	for	ADP
ajfa-9129	104	11	daily	daily	ADJ
ajfa-9129	104	12	observations	observation	NOUN
ajfa-9129	104	13	of	of	ADP
ajfa-9129	104	14	amman	amman	PROPN
ajfa-9129	104	15	stock	stock	PROPN
ajfa-9129	104	16	exchange	exchange	PROPN
ajfa-9129	104	17	general	general	ADJ
ajfa-9129	104	18	index	index	NOUN
ajfa-9129	104	19	(	(	PUNCT
ajfa-9129	104	20	asei	asei	ADJ
ajfa-9129	104	21	)	)	PUNCT
ajfa-9129	104	22	during	during	ADP
ajfa-9129	104	23	the	the	DET
ajfa-9129	104	24	period	period	NOUN
ajfa-9129	104	25	of	of	ADP
ajfa-9129	104	26	2005	2005	NUM
ajfa-9129	104	27	-	-	SYM
ajfa-9129	104	28	2014	2014	NUM
ajfa-9129	104	29	that	that	PRON
ajfa-9129	104	30	contains	contain	VERB
ajfa-9129	104	31	;	;	PUNCT
ajfa-9129	104	32	mean	mean	ADJ
ajfa-9129	104	33	,	,	PUNCT
ajfa-9129	104	34	median	median	NOUN
ajfa-9129	104	35	,	,	PUNCT
ajfa-9129	104	36	max	max	PROPN
ajfa-9129	104	37	,	,	PUNCT
ajfa-9129	104	38	min	min	PROPN
ajfa-9129	104	39	,	,	PUNCT
ajfa-9129	104	40	skewness	skewness	NOUN
ajfa-9129	104	41	,	,	PUNCT
ajfa-9129	104	42	kurtosis	kurtosis	NOUN
ajfa-9129	104	43	and	and	CCONJ
ajfa-9129	104	44	jarque	jarque	NOUN
ajfa-9129	104	45	and	and	CCONJ
ajfa-9129	104	46	bera	bera	NOUN
ajfa-9129	104	47	results	result	NOUN
ajfa-9129	104	48	.	.	PUNCT
ajfa-9129	105	1	table	table	NOUN
ajfa-9129	105	2	1	1	NUM
ajfa-9129	105	3	.	.	PUNCT
ajfa-9129	105	4	descriptive	descriptive	ADJ
ajfa-9129	105	5	statistics	statistic	NOUN
ajfa-9129	105	6	statistical	statistical	ADJ
ajfa-9129	105	7	indicators	indicator	NOUN
ajfa-9129	105	8	amount	amount	VERB
ajfa-9129	105	9	statistical	statistical	ADJ
ajfa-9129	105	10	indicators	indicator	NOUN
ajfa-9129	105	11	amount	amount	NOUN
ajfa-9129	105	12	mean	mean	ADJ
ajfa-9129	105	13	-4.76e-05	-4.76e-05	NOUN
ajfa-9129	105	14	kurtosis	kurtosis	VERB
ajfa-9129	105	15	6.686370	6.686370	NUM
ajfa-9129	105	16	median	median	ADJ
ajfa-9129	105	17	7.86e-05	7.86e-05	NUM
ajfa-9129	105	18	jarque	jarque	NOUN
ajfa-9129	105	19	-	-	PUNCT
ajfa-9129	105	20	bera	bera	NOUN
ajfa-9129	105	21	1440.862	1440.862	NUM
ajfa-9129	105	22	std	std	NOUN
ajfa-9129	105	23	.	.	PUNCT
ajfa-9129	106	1	dev	dev	PROPN
ajfa-9129	106	2	.	.	PUNCT
ajfa-9129	107	1	0.004284	0.004284	NUM
ajfa-9129	107	2	probability	probability	NOUN
ajfa-9129	107	3	0.000000	0.000000	NUM
ajfa-9129	107	4	maximum	maximum	ADJ
ajfa-9129	107	5	0.020350	0.020350	NUM
ajfa-9129	107	6	sum	sum	NOUN
ajfa-9129	107	7	-0.117410	-0.117410	NOUN
ajfa-9129	108	1	minimum	minimum	ADJ
ajfa-9129	108	2	-0.019654	-0.019654	ADJ
ajfa-9129	108	3	sum	sum	PROPN
ajfa-9129	108	4	sq	sq	PROPN
ajfa-9129	108	5	.	.	PROPN
ajfa-9129	108	6	dev	dev	PROPN
ajfa-9129	108	7	.	.	PROPN
ajfa-9129	109	1	0.045302	0.045302	NUM
ajfa-9129	109	2	skewness	skewness	PROPN
ajfa-9129	109	3	-0.322735	-0.322735	NOUN
ajfa-9129	109	4	observations	observation	NOUN
ajfa-9129	109	5	2469	2469	NUM
ajfa-9129	109	6	the	the	DET
ajfa-9129	109	7	average	average	ADJ
ajfa-9129	109	8	daily	daily	ADJ
ajfa-9129	109	9	observations	observation	NOUN
ajfa-9129	109	10	of	of	ADP
ajfa-9129	109	11	asei	asei	ADJ
ajfa-9129	109	12	is	be	AUX
ajfa-9129	109	13	-4.67e-5	-4.67e-5	NOUN
ajfa-9129	109	14	,	,	PUNCT
ajfa-9129	109	15	which	which	PRON
ajfa-9129	109	16	indicates	indicate	VERB
ajfa-9129	109	17	that	that	SCONJ
ajfa-9129	109	18	there	there	PRON
ajfa-9129	109	19	were	be	VERB
ajfa-9129	109	20	losses	loss	NOUN
ajfa-9129	109	21	across	across	ADP
ajfa-9129	109	22	the	the	DET
ajfa-9129	109	23	period	period	NOUN
ajfa-9129	109	24	of	of	ADP
ajfa-9129	109	25	the	the	DET
ajfa-9129	109	26	study	study	NOUN
ajfa-9129	109	27	,	,	PUNCT
ajfa-9129	109	28	also	also	ADV
ajfa-9129	109	29	the	the	DET
ajfa-9129	109	30	standard	standard	ADJ
ajfa-9129	109	31	deviation	deviation	NOUN
ajfa-9129	109	32	is	be	AUX
ajfa-9129	109	33	.004	.004	NUM
ajfa-9129	109	34	.	.	PUNCT
ajfa-9129	110	1	there	there	PRON
ajfa-9129	110	2	is	be	VERB
ajfa-9129	110	3	a	a	DET
ajfa-9129	110	4	substantial	substantial	ADJ
ajfa-9129	110	5	gap	gap	NOUN
ajfa-9129	110	6	between	between	ADP
ajfa-9129	110	7	the	the	DET
ajfa-9129	110	8	max	max	PROPN
ajfa-9129	110	9	(	(	PUNCT
ajfa-9129	110	10	.020	.020	NUM
ajfa-9129	110	11	)	)	PUNCT
ajfa-9129	110	12	and	and	CCONJ
ajfa-9129	110	13	min	min	NOUN
ajfa-9129	110	14	(	(	PUNCT
ajfa-9129	110	15	-.019	-.019	PROPN
ajfa-9129	110	16	)	)	PUNCT
ajfa-9129	110	17	which	which	PRON
ajfa-9129	110	18	gives	give	VERB
ajfa-9129	110	19	support	support	NOUN
ajfa-9129	110	20	to	to	ADP
ajfa-9129	110	21	the	the	DET
ajfa-9129	110	22	high	high	ADJ
ajfa-9129	110	23	variability	variability	NOUN
ajfa-9129	110	24	of	of	ADP
ajfa-9129	110	25	price	price	NOUN
ajfa-9129	110	26	changes	change	NOUN
ajfa-9129	110	27	.	.	PUNCT
ajfa-9129	111	1	in	in	ADP
ajfa-9129	111	2	a	a	DET
ajfa-9129	111	3	normally	normally	ADV
ajfa-9129	111	4	distributed	distribute	VERB
ajfa-9129	111	5	series	series	NOUN
ajfa-9129	111	6	skewness	skewness	NOUN
ajfa-9129	111	7	must	must	AUX
ajfa-9129	111	8	be	be	AUX
ajfa-9129	111	9	0	0	NUM
ajfa-9129	111	10	and	and	CCONJ
ajfa-9129	111	11	kurtosis	kurtosis	NOUN
ajfa-9129	111	12	is	be	AUX
ajfa-9129	111	13	around	around	ADP
ajfa-9129	111	14	3	3	NUM
ajfa-9129	111	15	,	,	PUNCT
ajfa-9129	111	16	regarding	regard	VERB
ajfa-9129	111	17	our	our	PRON
ajfa-9129	111	18	results	result	NOUN
ajfa-9129	111	19	the	the	DET
ajfa-9129	111	20	skewness	skewness	NOUN
ajfa-9129	111	21	is	be	AUX
ajfa-9129	111	22	-.322	-.322	PROPN
ajfa-9129	111	23	negatively	negatively	ADV
ajfa-9129	111	24	skewed	skewed	ADJ
ajfa-9129	111	25	which	which	PRON
ajfa-9129	111	26	implies	imply	VERB
ajfa-9129	111	27	that	that	SCONJ
ajfa-9129	111	28	the	the	DET
ajfa-9129	111	29	distribution	distribution	NOUN
ajfa-9129	111	30	has	have	VERB
ajfa-9129	111	31	a	a	DET
ajfa-9129	111	32	long	long	ADJ
ajfa-9129	111	33	left	leave	VERB
ajfa-9129	111	34	tail	tail	NOUN
ajfa-9129	111	35	and	and	CCONJ
ajfa-9129	111	36	a	a	DET
ajfa-9129	111	37	deviation	deviation	NOUN
ajfa-9129	111	38	from	from	ADP
ajfa-9129	111	39	normality	normality	NOUN
ajfa-9129	111	40	.	.	PUNCT
ajfa-9129	112	1	in	in	ADP
ajfa-9129	112	2	addition	addition	NOUN
ajfa-9129	112	3	,	,	PUNCT
ajfa-9129	112	4	the	the	DET
ajfa-9129	112	5	asei	asei	ADJ
ajfa-9129	112	6	returns	return	NOUN
ajfa-9129	112	7	are	be	AUX
ajfa-9129	112	8	leptokurtic	leptokurtic	ADJ
ajfa-9129	112	9	caused	cause	VERB
ajfa-9129	112	10	by	by	ADP
ajfa-9129	112	11	large	large	ADJ
ajfa-9129	112	12	kurtosis	kurtosis	NOUN
ajfa-9129	112	13	statistics	statistic	NOUN
ajfa-9129	112	14	of	of	ADP
ajfa-9129	112	15	6.68	6.68	NUM
ajfa-9129	112	16	that	that	PRON
ajfa-9129	112	17	exceeds	exceed	VERB
ajfa-9129	112	18	normal	normal	ADJ
ajfa-9129	112	19	value	value	NOUN
ajfa-9129	112	20	of	of	ADP
ajfa-9129	112	21	3	3	NUM
ajfa-9129	112	22	indicating	indicate	VERB
ajfa-9129	112	23	that	that	SCONJ
ajfa-9129	112	24	the	the	DET
ajfa-9129	112	25	return	return	NOUN
ajfa-9129	112	26	is	be	AUX
ajfa-9129	112	27	fat	fat	ADJ
ajfa-9129	112	28	tailed	tail	VERB
ajfa-9129	112	29	.	.	PUNCT
ajfa-9129	113	1	regarding	regard	VERB
ajfa-9129	113	2	jarque	jarque	NOUN
ajfa-9129	113	3	and	and	CCONJ
ajfa-9129	113	4	bera	bera	NOUN
ajfa-9129	113	5	test	test	NOUN
ajfa-9129	113	6	for	for	ADP
ajfa-9129	113	7	normality	normality	NOUN
ajfa-9129	113	8	,	,	PUNCT
ajfa-9129	113	9	it	it	PRON
ajfa-9129	113	10	is	be	AUX
ajfa-9129	113	11	consistent	consistent	ADJ
ajfa-9129	113	12	with	with	ADP
ajfa-9129	113	13	the	the	DET
ajfa-9129	113	14	outcome	outcome	NOUN
ajfa-9129	113	15	provided	provide	VERB
ajfa-9129	113	16	by	by	ADP
ajfa-9129	113	17	both	both	DET
ajfa-9129	113	18	statistics	statistic	NOUN
ajfa-9129	113	19	of	of	ADP
ajfa-9129	113	20	kurtosis	kurtosis	NOUN
ajfa-9129	113	21	and	and	CCONJ
ajfa-9129	113	22	skewness	skewness	NOUN
ajfa-9129	113	23	,	,	PUNCT
ajfa-9129	113	24	since	since	SCONJ
ajfa-9129	113	25	the	the	DET
ajfa-9129	113	26	jb	jb	PROPN
ajfa-9129	113	27	test	test	NOUN
ajfa-9129	113	28	is	be	AUX
ajfa-9129	113	29	significant	significant	ADJ
ajfa-9129	113	30	at	at	ADP
ajfa-9129	113	31	1	1	NUM
ajfa-9129	113	32	%	%	NOUN
ajfa-9129	113	33	level	level	NOUN
ajfa-9129	113	34	,	,	PUNCT
ajfa-9129	113	35	that	that	PRON
ajfa-9129	113	36	means	mean	VERB
ajfa-9129	113	37	to	to	PART
ajfa-9129	113	38	reject	reject	VERB
ajfa-9129	113	39	null	null	NOUN
ajfa-9129	113	40	and	and	CCONJ
ajfa-9129	113	41	accept	accept	VERB
ajfa-9129	113	42	the	the	DET
ajfa-9129	113	43	hypothesis	hypothesis	NOUN
ajfa-9129	113	44	which	which	PRON
ajfa-9129	113	45	states	state	VERB
ajfa-9129	113	46	that	that	SCONJ
ajfa-9129	113	47	;	;	PUNCT
ajfa-9129	113	48	returns	return	NOUN
ajfa-9129	113	49	are	be	AUX
ajfa-9129	113	50	not	not	PART
ajfa-9129	113	51	normally	normally	ADV
ajfa-9129	113	52	distributed	distribute	VERB
ajfa-9129	113	53	.	.	PUNCT
ajfa-9129	114	1	consequently	consequently	ADV
ajfa-9129	114	2	,	,	PUNCT
ajfa-9129	114	3	all	all	DET
ajfa-9129	114	4	the	the	DET
ajfa-9129	114	5	pre	pre	NOUN
ajfa-9129	114	6	mentioned	mention	VERB
ajfa-9129	114	7	statistical	statistical	ADJ
ajfa-9129	114	8	analysis	analysis	NOUN
ajfa-9129	114	9	gives	give	VERB
ajfa-9129	114	10	more	more	ADJ
ajfa-9129	114	11	support	support	NOUN
ajfa-9129	114	12	to	to	ADP
ajfa-9129	114	13	the	the	DET
ajfa-9129	114	14	suitability	suitability	NOUN
ajfa-9129	114	15	of	of	ADP
ajfa-9129	114	16	applying	apply	VERB
ajfa-9129	114	17	arch	arch	ADJ
ajfa-9129	114	18	/	/	SYM
ajfa-9129	114	19	garch	garch	NOUN
ajfa-9129	114	20	model	model	NOUN
ajfa-9129	114	21	for	for	SCONJ
ajfa-9129	114	22	our	our	PRON
ajfa-9129	114	23	data	datum	NOUN
ajfa-9129	114	24	gathered	gather	VERB
ajfa-9129	114	25	from	from	ADP
ajfa-9129	114	26	amman	amman	PROPN
ajfa-9129	114	27	stock	stock	PROPN
ajfa-9129	114	28	exchange	exchange	PROPN
ajfa-9129	114	29	,	,	PUNCT
ajfa-9129	114	30	since	since	SCONJ
ajfa-9129	114	31	the	the	DET
ajfa-9129	114	32	selected	select	VERB
ajfa-9129	114	33	observations	observation	NOUN
ajfa-9129	114	34	can	can	AUX
ajfa-9129	114	35	be	be	AUX
ajfa-9129	114	36	described	describe	VERB
ajfa-9129	114	37	as	as	ADP
ajfa-9129	114	38	leptokurtic	leptokurtic	ADJ
ajfa-9129	114	39	,	,	PUNCT
ajfa-9129	114	40	fat	fat	ADJ
ajfa-9129	114	41	tailed	tail	VERB
ajfa-9129	114	42	and	and	CCONJ
ajfa-9129	114	43	not	not	PART
ajfa-9129	114	44	normally	normally	ADV
ajfa-9129	114	45	distributed	distribute	VERB
ajfa-9129	114	46	.	.	PUNCT
ajfa-9129	115	1	asian	asian	ADJ
ajfa-9129	115	2	journal	journal	PROPN
ajfa-9129	115	3	of	of	ADP
ajfa-9129	115	4	finance	finance	PROPN
ajfa-9129	115	5	&	&	CCONJ
ajfa-9129	115	6	accounting	accounting	PROPN
ajfa-9129	115	7	issn	issn	PROPN
ajfa-9129	115	8	1946	1946	NUM
ajfa-9129	115	9	-	-	PUNCT
ajfa-9129	115	10	052x	052x	PROPN
ajfa-9129	115	11	2016	2016	NUM
ajfa-9129	115	12	,	,	PUNCT
ajfa-9129	115	13	vol	vol	NOUN
ajfa-9129	115	14	.	.	PROPN
ajfa-9129	115	15	8	8	NUM
ajfa-9129	115	16	,	,	PUNCT
ajfa-9129	115	17	no	no	INTJ
ajfa-9129	115	18	.	.	NOUN
ajfa-9129	115	19	1	1	NUM
ajfa-9129	115	20	ajfa.macrothink.org	ajfa.macrothink.org	PROPN
ajfa-9129	115	21	160	160	NUM
ajfa-9129	115	22	figure1	figure1	X
ajfa-9129	115	23	.	.	PUNCT
ajfa-9129	116	1	log	log	VERB
ajfa-9129	116	2	return	return	NOUN
ajfa-9129	116	3	distribution	distribution	NOUN
ajfa-9129	116	4	moreover	moreover	ADV
ajfa-9129	116	5	,	,	PUNCT
ajfa-9129	116	6	by	by	ADP
ajfa-9129	116	7	visual	visual	ADJ
ajfa-9129	116	8	inspection	inspection	NOUN
ajfa-9129	116	9	for	for	ADP
ajfa-9129	116	10	asei	asei	ADJ
ajfa-9129	116	11	returns	return	NOUN
ajfa-9129	116	12	during	during	ADP
ajfa-9129	116	13	2005	2005	NUM
ajfa-9129	116	14	-	-	SYM
ajfa-9129	116	15	2014	2014	NUM
ajfa-9129	116	16	represented	represent	VERB
ajfa-9129	116	17	by	by	ADP
ajfa-9129	116	18	figure	figure	NOUN
ajfa-9129	116	19	1	1	NUM
ajfa-9129	116	20	,	,	PUNCT
ajfa-9129	116	21	it	it	PRON
ajfa-9129	116	22	can	can	AUX
ajfa-9129	116	23	be	be	AUX
ajfa-9129	116	24	observed	observe	VERB
ajfa-9129	116	25	that	that	SCONJ
ajfa-9129	116	26	volatility	volatility	NOUN
ajfa-9129	116	27	changes	change	NOUN
ajfa-9129	116	28	over	over	ADP
ajfa-9129	116	29	time	time	NOUN
ajfa-9129	116	30	tends	tend	VERB
ajfa-9129	116	31	to	to	PART
ajfa-9129	116	32	cluster	cluster	VERB
ajfa-9129	116	33	financial	financial	ADJ
ajfa-9129	116	34	return	return	NOUN
ajfa-9129	116	35	,	,	PUNCT
ajfa-9129	116	36	which	which	PRON
ajfa-9129	116	37	is	be	AUX
ajfa-9129	116	38	an	an	DET
ajfa-9129	116	39	indicator	indicator	NOUN
ajfa-9129	116	40	for	for	ADP
ajfa-9129	116	41	long	long	ADJ
ajfa-9129	116	42	memory	memory	NOUN
ajfa-9129	116	43	too	too	ADV
ajfa-9129	116	44	.	.	PUNCT
ajfa-9129	117	1	in	in	ADP
ajfa-9129	117	2	other	other	ADJ
ajfa-9129	117	3	words	word	NOUN
ajfa-9129	117	4	large	large	ADJ
ajfa-9129	117	5	changes	change	NOUN
ajfa-9129	117	6	tend	tend	VERB
ajfa-9129	117	7	to	to	PART
ajfa-9129	117	8	be	be	AUX
ajfa-9129	117	9	followed	follow	VERB
ajfa-9129	117	10	by	by	ADP
ajfa-9129	117	11	large	large	ADJ
ajfa-9129	117	12	changes	change	NOUN
ajfa-9129	117	13	and	and	CCONJ
ajfa-9129	117	14	vice	vice	NOUN
ajfa-9129	117	15	versa	versa	ADV
ajfa-9129	117	16	the	the	DET
ajfa-9129	117	17	small	small	ADJ
ajfa-9129	117	18	changes	change	NOUN
ajfa-9129	117	19	are	be	AUX
ajfa-9129	117	20	followed	follow	VERB
ajfa-9129	117	21	by	by	ADP
ajfa-9129	117	22	small	small	ADJ
ajfa-9129	117	23	changes	change	NOUN
ajfa-9129	117	24	as	as	ADV
ajfa-9129	117	25	well	well	ADV
ajfa-9129	117	26	.	.	PUNCT
ajfa-9129	118	1	table	table	NOUN
ajfa-9129	118	2	2	2	NUM
ajfa-9129	118	3	.	.	PUNCT
ajfa-9129	118	4	augmented	augment	VERB
ajfa-9129	118	5	dickey	dickey	PROPN
ajfa-9129	118	6	-	-	PUNCT
ajfa-9129	118	7	fuller	full	ADJ
ajfa-9129	118	8	test	test	NOUN
ajfa-9129	118	9	t	t	PROPN
ajfa-9129	118	10	-	-	PUNCT
ajfa-9129	118	11	statistic	statistic	NOUN
ajfa-9129	118	12	prob	prob	NOUN
ajfa-9129	118	13	.	.	PUNCT
ajfa-9129	118	14	*	*	PUNCT
ajfa-9129	118	15	augmented	augment	VERB
ajfa-9129	118	16	dickey	dickey	PROPN
ajfa-9129	118	17	-	-	PUNCT
ajfa-9129	118	18	fuller	full	ADJ
ajfa-9129	118	19	test	test	NOUN
ajfa-9129	118	20	statistic	statistic	NOUN
ajfa-9129	118	21	-33.98253	-33.98253	PUNCT
ajfa-9129	118	22	0.0000	0.0000	NUM
ajfa-9129	118	23	test	test	NOUN
ajfa-9129	118	24	critical	critical	ADJ
ajfa-9129	118	25	values	value	NOUN
ajfa-9129	118	26	:	:	PUNCT
ajfa-9129	118	27	1	1	NUM
ajfa-9129	118	28	%	%	NOUN
ajfa-9129	118	29	level	level	NOUN
ajfa-9129	118	30	-3.432807	-3.432807	NOUN
ajfa-9129	118	31	5	5	NUM
ajfa-9129	118	32	%	%	NOUN
ajfa-9129	118	33	level	level	NOUN
ajfa-9129	118	34	-2.862511	-2.862511	NOUN
ajfa-9129	118	35	10	10	NUM
ajfa-9129	118	36	%	%	NOUN
ajfa-9129	118	37	level	level	NOUN
ajfa-9129	118	38	-2.567332	-2.567332	NOUN
ajfa-9129	118	39	*	*	PUNCT
ajfa-9129	118	40	mackinnon	mackinnon	PROPN
ajfa-9129	118	41	(	(	PUNCT
ajfa-9129	118	42	1996	1996	NUM
ajfa-9129	118	43	)	)	PUNCT
ajfa-9129	118	44	one	one	NUM
ajfa-9129	118	45	-	-	PUNCT
ajfa-9129	118	46	sided	sided	ADJ
ajfa-9129	118	47	p	p	NOUN
ajfa-9129	118	48	-	-	PUNCT
ajfa-9129	118	49	values	value	NOUN
ajfa-9129	118	50	.	.	PUNCT
ajfa-9129	119	1	table	table	NOUN
ajfa-9129	119	2	2	2	NUM
ajfa-9129	119	3	represents	represent	VERB
ajfa-9129	119	4	the	the	DET
ajfa-9129	119	5	augmented	augment	VERB
ajfa-9129	119	6	dickey	dickey	PROPN
ajfa-9129	119	7	fuller	full	ADJ
ajfa-9129	119	8	(	(	PUNCT
ajfa-9129	119	9	adf	adf	NOUN
ajfa-9129	119	10	)	)	PUNCT
ajfa-9129	119	11	test	test	NOUN
ajfa-9129	119	12	to	to	PART
ajfa-9129	119	13	examine	examine	VERB
ajfa-9129	119	14	the	the	DET
ajfa-9129	119	15	unit	unit	NOUN
ajfa-9129	119	16	roots	root	NOUN
ajfa-9129	119	17	in	in	ADP
ajfa-9129	119	18	return	return	NOUN
ajfa-9129	119	19	series	series	NOUN
ajfa-9129	119	20	.	.	PUNCT
ajfa-9129	120	1	the	the	DET
ajfa-9129	120	2	main	main	ADJ
ajfa-9129	120	3	result	result	NOUN
ajfa-9129	120	4	based	base	VERB
ajfa-9129	120	5	on	on	ADP
ajfa-9129	120	6	this	this	DET
ajfa-9129	120	7	test	test	NOUN
ajfa-9129	120	8	is	be	AUX
ajfa-9129	120	9	that	that	PRON
ajfa-9129	120	10	;	;	PUNCT
ajfa-9129	120	11	adf	adf	PROPN
ajfa-9129	120	12	is	be	AUX
ajfa-9129	120	13	statistically	statistically	ADV
ajfa-9129	120	14	significant	significant	ADJ
ajfa-9129	120	15	at	at	ADP
ajfa-9129	120	16	1	1	NUM
ajfa-9129	120	17	%	%	NOUN
ajfa-9129	120	18	level	level	NOUN
ajfa-9129	120	19	.	.	PUNCT
ajfa-9129	121	1	this	this	PRON
ajfa-9129	121	2	indicates	indicate	VERB
ajfa-9129	121	3	to	to	PART
ajfa-9129	121	4	reject	reject	VERB
ajfa-9129	121	5	null	null	ADJ
ajfa-9129	121	6	hypothesis	hypothesis	NOUN
ajfa-9129	121	7	and	and	CCONJ
ajfa-9129	121	8	accept	accept	VERB
ajfa-9129	121	9	that	that	SCONJ
ajfa-9129	121	10	the	the	DET
ajfa-9129	121	11	returns	return	NOUN
ajfa-9129	121	12	are	be	AUX
ajfa-9129	121	13	stationery	stationery	NOUN
ajfa-9129	121	14	;	;	PUNCT
ajfa-9129	121	15	hence	hence	ADV
ajfa-9129	121	16	,	,	PUNCT
ajfa-9129	121	17	it	it	PRON
ajfa-9129	121	18	is	be	AUX
ajfa-9129	121	19	mean	mean	ADV
ajfa-9129	121	20	reverting	revert	VERB
ajfa-9129	121	21	.	.	PUNCT
ajfa-9129	122	1	that	that	SCONJ
ajfa-9129	122	2	all	all	PRON
ajfa-9129	122	3	confirms	confirm	VERB
ajfa-9129	122	4	the	the	DET
ajfa-9129	122	5	non	non	NOUN
ajfa-9129	122	6	-	-	NOUN
ajfa-9129	122	7	existence	existence	NOUN
ajfa-9129	122	8	of	of	ADP
ajfa-9129	122	9	autocorrelation	autocorrelation	NOUN
ajfa-9129	122	10	.	.	PUNCT
ajfa-9129	123	1	however	however	ADV
ajfa-9129	123	2	,	,	PUNCT
ajfa-9129	123	3	since	since	SCONJ
ajfa-9129	123	4	the	the	DET
ajfa-9129	123	5	series	series	NOUN
ajfa-9129	123	6	are	be	AUX
ajfa-9129	123	7	stationery	stationery	NOUN
ajfa-9129	123	8	,	,	PUNCT
ajfa-9129	123	9	the	the	DET
ajfa-9129	123	10	next	next	ADJ
ajfa-9129	123	11	step	step	NOUN
ajfa-9129	123	12	is	be	AUX
ajfa-9129	123	13	to	to	PART
ajfa-9129	123	14	determine	determine	VERB
ajfa-9129	123	15	the	the	DET
ajfa-9129	123	16	best	good	ADJ
ajfa-9129	123	17	fitting	fitting	ADJ
ajfa-9129	123	18	mean	mean	NOUN
ajfa-9129	123	19	equation	equation	NOUN
ajfa-9129	123	20	through	through	ADP
ajfa-9129	123	21	applying	apply	VERB
ajfa-9129	123	22	auto	auto	NOUN
ajfa-9129	123	23	regressive	regressive	ADJ
ajfa-9129	123	24	moving	move	VERB
ajfa-9129	123	25	average	average	ADJ
ajfa-9129	123	26	(	(	PUNCT
ajfa-9129	123	27	arma	arma	PROPN
ajfa-9129	123	28	)	)	PUNCT
ajfa-9129	123	29	to	to	PART
ajfa-9129	123	30	choose	choose	VERB
ajfa-9129	123	31	the	the	DET
ajfa-9129	123	32	best	good	ADJ
ajfa-9129	123	33	process	process	NOUN
ajfa-9129	123	34	in	in	ADP
ajfa-9129	123	35	modelling	model	VERB
ajfa-9129	123	36	the	the	DET
ajfa-9129	123	37	conditional	conditional	ADJ
ajfa-9129	123	38	mean	mean	NOUN
ajfa-9129	123	39	,	,	PUNCT
ajfa-9129	123	40	and	and	CCONJ
ajfa-9129	123	41	it	it	PRON
ajfa-9129	123	42	can	can	AUX
ajfa-9129	123	43	expressed	express	VERB
ajfa-9129	123	44	as	as	ADP
ajfa-9129	123	45	following	follow	VERB
ajfa-9129	123	46	:	:	PUNCT
ajfa-9129	123	47	-.02	-.02	PUNCT
ajfa-9129	124	1	-.01	-.01	NOUN
ajfa-9129	124	2	.00	.00	NUM
ajfa-9129	124	3	.01	.01	NUM
ajfa-9129	124	4	.02	.02	NUM
ajfa-9129	124	5	.03	.03	NUM
ajfa-9129	124	6	2005	2005	NUM
ajfa-9129	124	7	2006	2006	NUM
ajfa-9129	124	8	2007	2007	NUM
ajfa-9129	124	9	2008	2008	NUM
ajfa-9129	124	10	2009	2009	NUM
ajfa-9129	124	11	2010	2010	NUM
ajfa-9129	124	12	2011	2011	NUM
ajfa-9129	124	13	2012	2012	NUM
ajfa-9129	124	14	2013	2013	NUM
ajfa-9129	124	15	2014	2014	NUM
ajfa-9129	124	16	log	log	NOUN
ajfa-9129	124	17	price	price	NOUN
ajfa-9129	124	18	asian	asian	ADJ
ajfa-9129	124	19	journal	journal	NOUN
ajfa-9129	124	20	of	of	ADP
ajfa-9129	124	21	finance	finance	PROPN
ajfa-9129	124	22	&	&	CCONJ
ajfa-9129	124	23	accounting	accounting	PROPN
ajfa-9129	124	24	issn	issn	PROPN
ajfa-9129	124	25	1946	1946	NUM
ajfa-9129	124	26	-	-	PUNCT
ajfa-9129	124	27	052x	052x	PROPN
ajfa-9129	124	28	2016	2016	NUM
ajfa-9129	124	29	,	,	PUNCT
ajfa-9129	124	30	vol	vol	NOUN
ajfa-9129	124	31	.	.	PROPN
ajfa-9129	124	32	8	8	NUM
ajfa-9129	124	33	,	,	PUNCT
ajfa-9129	124	34	no	no	INTJ
ajfa-9129	124	35	.	.	NOUN
ajfa-9129	124	36	1	1	NUM
ajfa-9129	124	37	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	124	38	161	161	NUM
ajfa-9129	124	39	=	=	SYM
ajfa-9129	124	40	+	+	X
ajfa-9129	124	41	+	+	CCONJ
ajfa-9129	124	42	(	(	PUNCT
ajfa-9129	124	43	5	5	NUM
ajfa-9129	124	44	)	)	PUNCT
ajfa-9129	124	45	table	table	NOUN
ajfa-9129	124	46	3	3	NUM
ajfa-9129	124	47	.	.	PUNCT
ajfa-9129	124	48	arch	arch	ADJ
ajfa-9129	124	49	/	/	SYM
ajfa-9129	124	50	garch	garch	NOUN
ajfa-9129	124	51	model	model	NOUN
ajfa-9129	124	52	output	output	NOUN
ajfa-9129	124	53	dependent	dependent	ADJ
ajfa-9129	124	54	variable	variable	NOUN
ajfa-9129	124	55	:	:	PUNCT
ajfa-9129	124	56	market	market	NOUN
ajfa-9129	124	57	return	return	NOUN
ajfa-9129	124	58	volatility	volatility	NOUN
ajfa-9129	124	59	method	method	NOUN
ajfa-9129	124	60	:	:	PUNCT
ajfa-9129	124	61	ml	ml	X
ajfa-9129	124	62	–	–	PUNCT
ajfa-9129	124	63	arch	arch	ADJ
ajfa-9129	124	64	included	include	VERB
ajfa-9129	124	65	observations	observation	NOUN
ajfa-9129	124	66	:	:	PUNCT
ajfa-9129	124	67	2468	2468	NUM
ajfa-9129	124	68	garch	garch	NOUN
ajfa-9129	124	69	=	=	SYM
ajfa-9129	124	70	c(3	c(3	NOUN
ajfa-9129	124	71	)	)	PUNCT
ajfa-9129	125	1	+	+	CCONJ
ajfa-9129	125	2	c(4)*resid(-1)^2	c(4)*resid(-1)^2	NOUN
ajfa-9129	125	3	+	+	CCONJ
ajfa-9129	125	4	c(5)*garch(-1	c(5)*garch(-1	PROPN
ajfa-9129	125	5	)	)	PUNCT
ajfa-9129	125	6	variable	variable	ADJ
ajfa-9129	125	7	coefficient	coefficient	NOUN
ajfa-9129	125	8	std	std	NOUN
ajfa-9129	125	9	.	.	PUNCT
ajfa-9129	126	1	error	error	NOUN
ajfa-9129	126	2	z	z	NOUN
ajfa-9129	126	3	-	-	PUNCT
ajfa-9129	126	4	statistic	statistic	ADJ
ajfa-9129	126	5	prob	prob	NOUN
ajfa-9129	126	6	.	.	PUNCT
ajfa-9129	127	1	α0	α0	ADJ
ajfa-9129	127	2	2.77e-05	2.77e-05	NUM
ajfa-9129	127	3	5.30e-05	5.30e-05	NUM
ajfa-9129	127	4	0.522034	0.522034	NUM
ajfa-9129	127	5	0.6016	0.6016	NUM
ajfa-9129	127	6	α1	α1	PROPN
ajfa-9129	127	7	0.149274	0.149274	NUM
ajfa-9129	127	8	0.019509	0.019509	NUM
ajfa-9129	127	9	7.651440	7.651440	NUM
ajfa-9129	127	10	0.0000	0.0000	NUM
ajfa-9129	127	11	variance	variance	NOUN
ajfa-9129	127	12	equation	equation	NOUN
ajfa-9129	127	13	c	c	PROPN
ajfa-9129	127	14	1.80e-07	1.80e-07	NUM
ajfa-9129	127	15	2.35e-08	2.35e-08	NUM
ajfa-9129	127	16	7.632834	7.632834	NUM
ajfa-9129	127	17	0.0000	0.0000	NUM
ajfa-9129	127	18	α1	α1	PROPN
ajfa-9129	127	19	0.117966	0.117966	NUM
ajfa-9129	127	20	0.009882	0.009882	NUM
ajfa-9129	127	21	11.93752	11.93752	NUM
ajfa-9129	127	22	0.0000	0.0000	NUM
ajfa-9129	127	23	β	β	PUNCT
ajfa-9129	127	24	0.871524	0.871524	NUM
ajfa-9129	127	25	0.008743	0.008743	NUM
ajfa-9129	127	26	99.67907	99.67907	NUM
ajfa-9129	127	27	0.0000	0.0000	NUM
ajfa-9129	127	28	r	r	NOUN
ajfa-9129	127	29	-	-	PUNCT
ajfa-9129	127	30	squared	square	VERB
ajfa-9129	127	31	0.041913	0.041913	NUM
ajfa-9129	127	32	mean	mean	NOUN
ajfa-9129	127	33	dependent	dependent	ADJ
ajfa-9129	127	34	var	var	NOUN
ajfa-9129	127	35	.	.	PUNCT
ajfa-9129	128	1	-5.13e-05	-5.13e-05	PROPN
ajfa-9129	128	2	adjusted	adjust	VERB
ajfa-9129	128	3	r	r	NOUN
ajfa-9129	128	4	-	-	PUNCT
ajfa-9129	128	5	squared	square	VERB
ajfa-9129	128	6	0.041524	0.041524	PROPN
ajfa-9129	128	7	s.d	s.d	PROPN
ajfa-9129	128	8	.	.	PROPN
ajfa-9129	129	1	dependent	dependent	ADJ
ajfa-9129	129	2	var	var	NOUN
ajfa-9129	129	3	.	.	PUNCT
ajfa-9129	130	1	0.004281	0.004281	NUM
ajfa-9129	130	2	s.e	s.e	PROPN
ajfa-9129	130	3	.	.	PROPN
ajfa-9129	130	4	of	of	ADP
ajfa-9129	130	5	regression	regression	NOUN
ajfa-9129	130	6	0.004191	0.004191	NUM
ajfa-9129	130	7	akaike	akaike	ADJ
ajfa-9129	130	8	info	info	NOUN
ajfa-9129	130	9	criterion	criterion	NOUN
ajfa-9129	130	10	-8.649857	-8.649857	PROPN
ajfa-9129	130	11	sum	sum	PROPN
ajfa-9129	130	12	squared	square	VERB
ajfa-9129	130	13	residual	residual	ADJ
ajfa-9129	130	14	0.043321	0.043321	NUM
ajfa-9129	130	15	schwarz	schwarz	NOUN
ajfa-9129	130	16	criterion	criterion	NOUN
ajfa-9129	130	17	-8.638084	-8.638084	NOUN
ajfa-9129	130	18	log	log	PROPN
ajfa-9129	130	19	likelihood	likelihood	NOUN
ajfa-9129	130	20	10678.92	10678.92	NUM
ajfa-9129	130	21	hannan	hannan	PROPN
ajfa-9129	130	22	-	-	PUNCT
ajfa-9129	130	23	quinn	quinn	PROPN
ajfa-9129	130	24	criterion	criterion	NOUN
ajfa-9129	130	25	.	.	PUNCT
ajfa-9129	131	1	-8.645580	-8.645580	ADJ
ajfa-9129	131	2	durbin	durbin	PROPN
ajfa-9129	131	3	-	-	PUNCT
ajfa-9129	131	4	watson	watson	NOUN
ajfa-9129	131	5	stat	stat	PROPN
ajfa-9129	131	6	1.839387	1.839387	NUM
ajfa-9129	131	7	after	after	ADP
ajfa-9129	131	8	building	build	VERB
ajfa-9129	131	9	the	the	DET
ajfa-9129	131	10	arma	arma	PROPN
ajfa-9129	131	11	model	model	NOUN
ajfa-9129	131	12	for	for	ADP
ajfa-9129	131	13	estimating	estimate	VERB
ajfa-9129	131	14	mean	mean	ADJ
ajfa-9129	131	15	,	,	PUNCT
ajfa-9129	131	16	the	the	DET
ajfa-9129	131	17	volatility	volatility	NOUN
ajfa-9129	131	18	will	will	AUX
ajfa-9129	131	19	be	be	AUX
ajfa-9129	131	20	modeled	model	VERB
ajfa-9129	131	21	using	use	VERB
ajfa-9129	131	22	both	both	CCONJ
ajfa-9129	131	23	arch	arch	ADJ
ajfa-9129	131	24	/	/	SYM
ajfa-9129	131	25	garch	garch	NOUN
ajfa-9129	131	26	model	model	NOUN
ajfa-9129	131	27	.	.	PUNCT
ajfa-9129	132	1	according	accord	VERB
ajfa-9129	132	2	to	to	ADP
ajfa-9129	132	3	table	table	NOUN
ajfa-9129	132	4	3	3	NUM
ajfa-9129	132	5	the	the	DET
ajfa-9129	132	6	arch	arch	ADJ
ajfa-9129	132	7	model	model	NOUN
ajfa-9129	132	8	is	be	AUX
ajfa-9129	132	9	significant	significant	ADJ
ajfa-9129	132	10	at	at	ADP
ajfa-9129	132	11	1	1	NUM
ajfa-9129	132	12	%	%	NOUN
ajfa-9129	132	13	level	level	NOUN
ajfa-9129	132	14	,	,	PUNCT
ajfa-9129	132	15	implying	imply	VERB
ajfa-9129	132	16	to	to	PART
ajfa-9129	132	17	reject	reject	VERB
ajfa-9129	132	18	null	null	ADJ
ajfa-9129	132	19	hypothesis	hypothesis	NOUN
ajfa-9129	132	20	and	and	CCONJ
ajfa-9129	132	21	accept	accept	VERB
ajfa-9129	132	22	that	that	SCONJ
ajfa-9129	132	23	there	there	PRON
ajfa-9129	132	24	is	be	VERB
ajfa-9129	132	25	an	an	DET
ajfa-9129	132	26	arch	arch	ADJ
ajfa-9129	132	27	effect	effect	NOUN
ajfa-9129	132	28	in	in	ADP
ajfa-9129	132	29	the	the	DET
ajfa-9129	132	30	return	return	NOUN
ajfa-9129	132	31	of	of	ADP
ajfa-9129	132	32	asei	asei	ADJ
ajfa-9129	132	33	,	,	PUNCT
ajfa-9129	132	34	also	also	ADV
ajfa-9129	132	35	it	it	PRON
ajfa-9129	132	36	indicates	indicate	VERB
ajfa-9129	132	37	that	that	SCONJ
ajfa-9129	132	38	there	there	PRON
ajfa-9129	132	39	is	be	VERB
ajfa-9129	132	40	a	a	DET
ajfa-9129	132	41	direct	direct	ADJ
ajfa-9129	132	42	effect	effect	NOUN
ajfa-9129	132	43	between	between	ADP
ajfa-9129	132	44	news	news	NOUN
ajfa-9129	132	45	that	that	PRON
ajfa-9129	132	46	enters	enter	VERB
ajfa-9129	132	47	the	the	DET
ajfa-9129	132	48	market	market	NOUN
ajfa-9129	132	49	and	and	CCONJ
ajfa-9129	132	50	the	the	DET
ajfa-9129	132	51	level	level	NOUN
ajfa-9129	132	52	of	of	ADP
ajfa-9129	132	53	volatility	volatility	NOUN
ajfa-9129	132	54	in	in	ADP
ajfa-9129	132	55	the	the	DET
ajfa-9129	132	56	ase	ase	NOUN
ajfa-9129	132	57	.	.	PUNCT
ajfa-9129	133	1	the	the	DET
ajfa-9129	133	2	appropriate	appropriate	ADJ
ajfa-9129	133	3	model	model	NOUN
ajfa-9129	133	4	is	be	AUX
ajfa-9129	133	5	arch	arch	ADJ
ajfa-9129	133	6	(	(	PUNCT
ajfa-9129	133	7	1	1	NUM
ajfa-9129	133	8	)	)	PUNCT
ajfa-9129	133	9	.	.	PUNCT
ajfa-9129	134	1	as	as	SCONJ
ajfa-9129	134	2	the	the	DET
ajfa-9129	134	3	return	return	NOUN
ajfa-9129	134	4	exhibits	exhibit	VERB
ajfa-9129	134	5	an	an	DET
ajfa-9129	134	6	arch	arch	ADJ
ajfa-9129	134	7	effect	effect	NOUN
ajfa-9129	134	8	,	,	PUNCT
ajfa-9129	134	9	it	it	PRON
ajfa-9129	134	10	is	be	AUX
ajfa-9129	134	11	followed	follow	VERB
ajfa-9129	134	12	by	by	ADP
ajfa-9129	134	13	applying	apply	VERB
ajfa-9129	134	14	garch	garch	NOUN
ajfa-9129	134	15	model	model	NOUN
ajfa-9129	134	16	that	that	PRON
ajfa-9129	134	17	is	be	AUX
ajfa-9129	134	18	sufficient	sufficient	ADJ
ajfa-9129	134	19	to	to	PART
ajfa-9129	134	20	cope	cope	VERB
ajfa-9129	134	21	with	with	ADP
ajfa-9129	134	22	the	the	DET
ajfa-9129	134	23	changing	change	VERB
ajfa-9129	134	24	variance	variance	NOUN
ajfa-9129	134	25	.	.	PUNCT
ajfa-9129	135	1	the	the	DET
ajfa-9129	135	2	study	study	NOUN
ajfa-9129	135	3	applies	apply	VERB
ajfa-9129	135	4	the	the	DET
ajfa-9129	135	5	garch	garch	NOUN
ajfa-9129	135	6	(	(	PUNCT
ajfa-9129	135	7	1	1	NUM
ajfa-9129	135	8	,	,	PUNCT
ajfa-9129	135	9	1	1	X
ajfa-9129	135	10	)	)	PUNCT
ajfa-9129	135	11	consistent	consistent	ADJ
ajfa-9129	135	12	with	with	ADP
ajfa-9129	135	13	many	many	ADJ
ajfa-9129	135	14	previous	previous	ADJ
ajfa-9129	135	15	studies	study	NOUN
ajfa-9129	135	16	such	such	ADJ
ajfa-9129	135	17	as	as	ADP
ajfa-9129	135	18	franses	franse	NOUN
ajfa-9129	135	19	and	and	CCONJ
ajfa-9129	135	20	van	van	PROPN
ajfa-9129	135	21	dijk	dijk	PROPN
ajfa-9129	135	22	(	(	PUNCT
ajfa-9129	135	23	1996	1996	NUM
ajfa-9129	135	24	)	)	PUNCT
ajfa-9129	135	25	,	,	PUNCT
ajfa-9129	135	26	gokcan	gokcan	NOUN
ajfa-9129	135	27	(	(	PUNCT
ajfa-9129	135	28	2000	2000	NUM
ajfa-9129	135	29	)	)	PUNCT
ajfa-9129	135	30	.	.	PUNCT
ajfa-9129	136	1	however	however	ADV
ajfa-9129	136	2	,	,	PUNCT
ajfa-9129	136	3	the	the	DET
ajfa-9129	136	4	parameters	parameter	NOUN
ajfa-9129	136	5	of	of	ADP
ajfa-9129	136	6	garch	garch	NOUN
ajfa-9129	136	7	model	model	NOUN
ajfa-9129	136	8	for	for	ADP
ajfa-9129	136	9	asei	asei	ADJ
ajfa-9129	136	10	returns	return	NOUN
ajfa-9129	136	11	is	be	AUX
ajfa-9129	136	12	positively	positively	ADV
ajfa-9129	136	13	significant	significant	ADJ
ajfa-9129	136	14	at	at	ADP
ajfa-9129	136	15	1	1	NUM
ajfa-9129	136	16	%	%	NOUN
ajfa-9129	136	17	level	level	NOUN
ajfa-9129	136	18	,	,	PUNCT
ajfa-9129	136	19	which	which	PRON
ajfa-9129	136	20	implies	imply	VERB
ajfa-9129	136	21	to	to	PART
ajfa-9129	136	22	reject	reject	VERB
ajfa-9129	136	23	null	null	ADJ
ajfa-9129	136	24	hypothesis	hypothesis	NOUN
ajfa-9129	136	25	and	and	CCONJ
ajfa-9129	136	26	accept	accept	VERB
ajfa-9129	136	27	the	the	DET
ajfa-9129	136	28	existence	existence	NOUN
ajfa-9129	136	29	of	of	ADP
ajfa-9129	136	30	volatility	volatility	NOUN
ajfa-9129	136	31	clustering	cluster	VERB
ajfa-9129	136	32	in	in	ADP
ajfa-9129	136	33	return	return	NOUN
ajfa-9129	136	34	series	series	NOUN
ajfa-9129	136	35	.	.	PUNCT
ajfa-9129	137	1	in	in	ADP
ajfa-9129	137	2	other	other	ADJ
ajfa-9129	137	3	words	word	NOUN
ajfa-9129	137	4	volatility	volatility	NOUN
ajfa-9129	137	5	from	from	ADP
ajfa-9129	137	6	the	the	DET
ajfa-9129	137	7	previous	previous	ADJ
ajfa-9129	137	8	periods	period	NOUN
ajfa-9129	137	9	has	have	VERB
ajfa-9129	137	10	a	a	DET
ajfa-9129	137	11	power	power	NOUN
ajfa-9129	137	12	of	of	ADP
ajfa-9129	137	13	explaining	explain	VERB
ajfa-9129	137	14	the	the	DET
ajfa-9129	137	15	current	current	ADJ
ajfa-9129	137	16	volatility	volatility	NOUN
ajfa-9129	137	17	condition	condition	NOUN
ajfa-9129	137	18	.	.	PUNCT
ajfa-9129	138	1	thus	thus	ADV
ajfa-9129	138	2	,	,	PUNCT
ajfa-9129	138	3	the	the	DET
ajfa-9129	138	4	sum	sum	NOUN
ajfa-9129	138	5	of	of	ADP
ajfa-9129	138	6	coefficients	coefficient	NOUN
ajfa-9129	138	7	α	α	PROPN
ajfa-9129	138	8	and	and	CCONJ
ajfa-9129	138	9	β	β	PROPN
ajfa-9129	138	10	in	in	ADP
ajfa-9129	138	11	garch	garch	NOUN
ajfa-9129	138	12	model	model	NOUN
ajfa-9129	138	13	is	be	AUX
ajfa-9129	138	14	a	a	DET
ajfa-9129	138	15	measure	measure	NOUN
ajfa-9129	138	16	of	of	ADP
ajfa-9129	138	17	the	the	DET
ajfa-9129	138	18	persistence	persistence	NOUN
ajfa-9129	138	19	in	in	ADP
ajfa-9129	138	20	the	the	DET
ajfa-9129	138	21	volatility	volatility	NOUN
ajfa-9129	138	22	shocks	shock	NOUN
ajfa-9129	138	23	,	,	PUNCT
ajfa-9129	138	24	if	if	SCONJ
ajfa-9129	138	25	the	the	DET
ajfa-9129	138	26	result	result	NOUN
ajfa-9129	138	27	is	be	AUX
ajfa-9129	138	28	close	close	ADJ
ajfa-9129	138	29	to	to	ADP
ajfa-9129	138	30	unity	unity	NOUN
ajfa-9129	138	31	(	(	PUNCT
ajfa-9129	138	32	i.e.	i.e.	X
ajfa-9129	138	33	one	one	NUM
ajfa-9129	138	34	)	)	PUNCT
ajfa-9129	138	35	then	then	ADV
ajfa-9129	138	36	asian	asian	ADJ
ajfa-9129	138	37	journal	journal	NOUN
ajfa-9129	138	38	of	of	ADP
ajfa-9129	138	39	finance	finance	PROPN
ajfa-9129	138	40	&	&	CCONJ
ajfa-9129	138	41	accounting	accounting	PROPN
ajfa-9129	138	42	issn	issn	PROPN
ajfa-9129	138	43	1946	1946	NUM
ajfa-9129	138	44	-	-	PUNCT
ajfa-9129	138	45	052x	052x	PROPN
ajfa-9129	138	46	2016	2016	NUM
ajfa-9129	138	47	,	,	PUNCT
ajfa-9129	138	48	vol	vol	NOUN
ajfa-9129	138	49	.	.	PROPN
ajfa-9129	138	50	8	8	NUM
ajfa-9129	138	51	,	,	PUNCT
ajfa-9129	138	52	no	no	INTJ
ajfa-9129	138	53	.	.	NOUN
ajfa-9129	138	54	1	1	NUM
ajfa-9129	138	55	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	138	56	162	162	NUM
ajfa-9129	138	57	the	the	DET
ajfa-9129	138	58	more	more	ADV
ajfa-9129	138	59	persistent	persistent	ADJ
ajfa-9129	138	60	is	be	AUX
ajfa-9129	138	61	the	the	DET
ajfa-9129	138	62	stock	stock	NOUN
ajfa-9129	138	63	to	to	ADP
ajfa-9129	138	64	conditional	conditional	ADJ
ajfa-9129	138	65	variance	variance	NOUN
ajfa-9129	138	66	.	.	PUNCT
ajfa-9129	139	1	however	however	ADV
ajfa-9129	139	2	,	,	PUNCT
ajfa-9129	139	3	it	it	PRON
ajfa-9129	139	4	appears	appear	VERB
ajfa-9129	139	5	from	from	ADP
ajfa-9129	139	6	the	the	DET
ajfa-9129	139	7	analytical	analytical	ADJ
ajfa-9129	139	8	output	output	NOUN
ajfa-9129	139	9	that	that	PRON
ajfa-9129	139	10	the	the	DET
ajfa-9129	139	11	(	(	PUNCT
ajfa-9129	139	12	α	α	NOUN
ajfa-9129	139	13	+	+	X
ajfa-9129	139	14	β	β	X
ajfa-9129	139	15	)	)	PUNCT
ajfa-9129	139	16	is	be	AUX
ajfa-9129	139	17	around	around	ADV
ajfa-9129	139	18	(	(	PUNCT
ajfa-9129	139	19	0.99	0.99	NUM
ajfa-9129	139	20	)	)	PUNCT
ajfa-9129	139	21	which	which	PRON
ajfa-9129	139	22	means	mean	VERB
ajfa-9129	139	23	that	that	SCONJ
ajfa-9129	139	24	the	the	DET
ajfa-9129	139	25	asei	asei	ADJ
ajfa-9129	139	26	return	return	NOUN
ajfa-9129	139	27	series	series	NOUN
ajfa-9129	139	28	have	have	AUX
ajfa-9129	139	29	both	both	PRON
ajfa-9129	139	30	attributes	attribute	NOUN
ajfa-9129	139	31	;	;	PUNCT
ajfa-9129	139	32	volatility	volatility	NOUN
ajfa-9129	139	33	clustering	clustering	NOUN
ajfa-9129	139	34	and	and	CCONJ
ajfa-9129	139	35	persistent	persistent	ADJ
ajfa-9129	139	36	.	.	PUNCT
ajfa-9129	140	1	hence	hence	ADV
ajfa-9129	140	2	,	,	PUNCT
ajfa-9129	140	3	all	all	DET
ajfa-9129	140	4	previously	previously	ADV
ajfa-9129	140	5	mentioned	mention	VERB
ajfa-9129	140	6	tests	test	NOUN
ajfa-9129	140	7	indicate	indicate	VERB
ajfa-9129	140	8	that	that	SCONJ
ajfa-9129	140	9	the	the	DET
ajfa-9129	140	10	variance	variance	NOUN
ajfa-9129	140	11	equation	equation	NOUN
ajfa-9129	140	12	is	be	AUX
ajfa-9129	140	13	well	well	ADV
ajfa-9129	140	14	characterized	characterize	VERB
ajfa-9129	140	15	and	and	CCONJ
ajfa-9129	140	16	specified	specify	VERB
ajfa-9129	140	17	.	.	PUNCT
ajfa-9129	141	1	table	table	NOUN
ajfa-9129	141	2	4	4	NUM
ajfa-9129	141	3	.	.	PUNCT
ajfa-9129	141	4	egarch	egarch	NOUN
ajfa-9129	141	5	model	model	NOUN
ajfa-9129	141	6	output	output	NOUN
ajfa-9129	141	7	dependent	dependent	ADJ
ajfa-9129	141	8	variable	variable	NOUN
ajfa-9129	141	9	:	:	PUNCT
ajfa-9129	141	10	market	market	NOUN
ajfa-9129	141	11	return	return	NOUN
ajfa-9129	141	12	volatility	volatility	NOUN
ajfa-9129	141	13	method	method	NOUN
ajfa-9129	141	14	:	:	PUNCT
ajfa-9129	141	15	ml	ml	X
ajfa-9129	141	16	–	–	PUNCT
ajfa-9129	141	17	arch	arch	ADJ
ajfa-9129	141	18	included	include	VERB
ajfa-9129	141	19	observations	observation	NOUN
ajfa-9129	141	20	:	:	PUNCT
ajfa-9129	141	21	2468	2468	NUM
ajfa-9129	141	22	log(garch	log(garch	NOUN
ajfa-9129	141	23	)	)	PUNCT
ajfa-9129	141	24	=	=	PUNCT
ajfa-9129	141	25	c(3	c(3	VERB
ajfa-9129	141	26	)	)	PUNCT
ajfa-9129	141	27	+	+	NUM
ajfa-9129	141	28	c(4)*abs(resid(-1)/@sqrt(garch(-1	c(4)*abs(resid(-1)/@sqrt(garch(-1	NUM
ajfa-9129	141	29	)	)	PUNCT
ajfa-9129	141	30	)	)	PUNCT
ajfa-9129	141	31	)	)	PUNCT
ajfa-9129	142	1	+	+	CCONJ
ajfa-9129	142	2	c(5	c(5	SYM
ajfa-9129	142	3	)	)	PUNCT
ajfa-9129	142	4	*	*	PUNCT
ajfa-9129	142	5	resid(-1)/@sqrt(garch(-1	resid(-1)/@sqrt(garch(-1	NOUN
ajfa-9129	142	6	)	)	PUNCT
ajfa-9129	142	7	)	)	PUNCT
ajfa-9129	143	1	+	+	CCONJ
ajfa-9129	144	1	c(6)*log(garch(-1	c(6)*log(garch(-1	ADJ
ajfa-9129	144	2	)	)	PUNCT
ajfa-9129	144	3	)	)	PUNCT
ajfa-9129	144	4	variable	variable	ADJ
ajfa-9129	144	5	coefficient	coefficient	NOUN
ajfa-9129	144	6	std	std	NOUN
ajfa-9129	144	7	.	.	PUNCT
ajfa-9129	144	8	error	error	NOUN
ajfa-9129	144	9	z	z	NOUN
ajfa-9129	144	10	-	-	PUNCT
ajfa-9129	144	11	statistic	statistic	ADJ
ajfa-9129	144	12	prob	prob	NOUN
ajfa-9129	144	13	.	.	PUNCT
ajfa-9129	145	1	α0	α0	ADJ
ajfa-9129	145	2	2.10e-05	2.10e-05	NUM
ajfa-9129	145	3	4.98e-05	4.98e-05	NUM
ajfa-9129	145	4	0.421103	0.421103	NUM
ajfa-9129	145	5	0.6737	0.6737	NUM
ajfa-9129	145	6	α1	α1	NOUN
ajfa-9129	145	7	0.144455	0.144455	NUM
ajfa-9129	145	8	0.019069	0.019069	NUM
ajfa-9129	145	9	7.575441	7.575441	NUM
ajfa-9129	145	10	0.0000	0.0000	NUM
ajfa-9129	145	11	variance	variance	NOUN
ajfa-9129	145	12	equation	equation	NOUN
ajfa-9129	145	13	c	c	PROPN
ajfa-9129	145	14	-0.463614	-0.463614	VERB
ajfa-9129	145	15	0.046386	0.046386	NUM
ajfa-9129	145	16	-9.994775	-9.994775	NOUN
ajfa-9129	145	17	0.0000	0.0000	NUM
ajfa-9129	145	18	α1	α1	PROPN
ajfa-9129	145	19	0.243625	0.243625	NUM
ajfa-9129	145	20	0.016511	0.016511	NUM
ajfa-9129	145	21	14.75535	14.75535	NUM
ajfa-9129	145	22	0.0000	0.0000	NUM
ajfa-9129	145	23	β	β	PRON
ajfa-9129	145	24	-0.016854	-0.016854	NOUN
ajfa-9129	146	1	0.009284	0.009284	NUM
ajfa-9129	146	2	-1.815490	-1.815490	PROPN
ajfa-9129	146	3	0.0694	0.0694	NUM
ajfa-9129	146	4	γ	γ	X
ajfa-9129	146	5	0.975853	0.975853	NUM
ajfa-9129	146	6	0.003336	0.003336	NUM
ajfa-9129	146	7	292.4830	292.4830	NUM
ajfa-9129	146	8	0.0000	0.0000	NUM
ajfa-9129	146	9	r	r	NOUN
ajfa-9129	146	10	-	-	PUNCT
ajfa-9129	146	11	squared	square	VERB
ajfa-9129	146	12	0.041296	0.041296	NUM
ajfa-9129	146	13	mean	mean	NOUN
ajfa-9129	146	14	dependent	dependent	ADJ
ajfa-9129	146	15	var	var	NOUN
ajfa-9129	146	16	.	.	PUNCT
ajfa-9129	147	1	-5.13e-05	-5.13e-05	PROPN
ajfa-9129	147	2	adjusted	adjust	VERB
ajfa-9129	147	3	r	r	NOUN
ajfa-9129	147	4	-	-	PUNCT
ajfa-9129	147	5	squared	square	VERB
ajfa-9129	147	6	0.040907	0.040907	NUM
ajfa-9129	147	7	s.d	s.d	PROPN
ajfa-9129	147	8	.	.	PROPN
ajfa-9129	148	1	dependent	dependent	ADJ
ajfa-9129	148	2	var	var	NOUN
ajfa-9129	148	3	.	.	PUNCT
ajfa-9129	149	1	0.004281	0.004281	NUM
ajfa-9129	149	2	s.e	s.e	PROPN
ajfa-9129	149	3	.	.	PROPN
ajfa-9129	149	4	of	of	ADP
ajfa-9129	149	5	regression	regression	NOUN
ajfa-9129	149	6	0.004193	0.004193	NUM
ajfa-9129	149	7	akaike	akaike	ADJ
ajfa-9129	149	8	info	info	NOUN
ajfa-9129	149	9	criterion	criterion	NOUN
ajfa-9129	149	10	-8.650504	-8.650504	PRON
ajfa-9129	149	11	sum	sum	PROPN
ajfa-9129	149	12	squared	square	VERB
ajfa-9129	149	13	residual	residual	ADJ
ajfa-9129	149	14	0.043349	0.043349	NUM
ajfa-9129	149	15	schwarz	schwarz	PROPN
ajfa-9129	149	16	criterion	criterion	NOUN
ajfa-9129	149	17	-8.636376	-8.636376	PROPN
ajfa-9129	149	18	log	log	PROPN
ajfa-9129	149	19	likelihood	likelihood	NOUN
ajfa-9129	149	20	10680.72	10680.72	NUM
ajfa-9129	149	21	hannan	hannan	PROPN
ajfa-9129	149	22	-	-	PUNCT
ajfa-9129	149	23	quinn	quinn	PROPN
ajfa-9129	149	24	criterion	criterion	NOUN
ajfa-9129	149	25	-8.645371	-8.645371	VERB
ajfa-9129	149	26	durbin	durbin	ADJ
ajfa-9129	149	27	-	-	PUNCT
ajfa-9129	149	28	watson	watson	NOUN
ajfa-9129	149	29	stat	stat	NOUN
ajfa-9129	149	30	.	.	PUNCT
ajfa-9129	150	1	1.830550	1.830550	NUM
ajfa-9129	150	2	in	in	ADP
ajfa-9129	150	3	order	order	NOUN
ajfa-9129	150	4	to	to	PART
ajfa-9129	150	5	capture	capture	VERB
ajfa-9129	150	6	the	the	DET
ajfa-9129	150	7	availability	availability	NOUN
ajfa-9129	150	8	of	of	ADP
ajfa-9129	150	9	asymmetric	asymmetric	ADJ
ajfa-9129	150	10	behavior	behavior	NOUN
ajfa-9129	150	11	and	and	CCONJ
ajfa-9129	150	12	the	the	DET
ajfa-9129	150	13	existence	existence	NOUN
ajfa-9129	150	14	of	of	ADP
ajfa-9129	150	15	leverage	leverage	NOUN
ajfa-9129	150	16	effect	effect	NOUN
ajfa-9129	150	17	in	in	ADP
ajfa-9129	150	18	the	the	DET
ajfa-9129	150	19	financial	financial	ADJ
ajfa-9129	150	20	return	return	NOUN
ajfa-9129	150	21	of	of	ADP
ajfa-9129	150	22	asei	asei	ADJ
ajfa-9129	150	23	,	,	PUNCT
ajfa-9129	150	24	the	the	DET
ajfa-9129	150	25	study	study	NOUN
ajfa-9129	150	26	applies	apply	VERB
ajfa-9129	150	27	egarch	egarch	NOUN
ajfa-9129	150	28	model	model	NOUN
ajfa-9129	150	29	in	in	ADP
ajfa-9129	150	30	order	order	NOUN
ajfa-9129	150	31	to	to	PART
ajfa-9129	150	32	detect	detect	VERB
ajfa-9129	150	33	the	the	DET
ajfa-9129	150	34	leverage	leverage	NOUN
ajfa-9129	150	35	effect	effect	NOUN
ajfa-9129	150	36	(	(	PUNCT
ajfa-9129	150	37	asymmetric	asymmetric	NOUN
ajfa-9129	150	38	)	)	PUNCT
ajfa-9129	150	39	.	.	PUNCT
ajfa-9129	151	1	it	it	PRON
ajfa-9129	151	2	is	be	AUX
ajfa-9129	151	3	expected	expect	VERB
ajfa-9129	151	4	that	that	SCONJ
ajfa-9129	151	5	the	the	DET
ajfa-9129	151	6	sign	sign	NOUN
ajfa-9129	151	7	of	of	ADP
ajfa-9129	151	8	gamma	gamma	NOUN
ajfa-9129	151	9	(	(	PUNCT
ajfa-9129	151	10	γ	γ	PROPN
ajfa-9129	151	11	)	)	PUNCT
ajfa-9129	151	12	in	in	ADP
ajfa-9129	151	13	egarch	egarch	NOUN
ajfa-9129	151	14	model	model	NOUN
ajfa-9129	151	15	must	must	AUX
ajfa-9129	151	16	be	be	AUX
ajfa-9129	151	17	negative	negative	ADJ
ajfa-9129	151	18	and	and	CCONJ
ajfa-9129	151	19	significant	significant	ADJ
ajfa-9129	151	20	.	.	PUNCT
ajfa-9129	152	1	table	table	NOUN
ajfa-9129	152	2	4	4	NUM
ajfa-9129	152	3	represents	represent	VERB
ajfa-9129	152	4	egarch	egarch	NOUN
ajfa-9129	152	5	output	output	NOUN
ajfa-9129	152	6	.	.	PUNCT
ajfa-9129	153	1	all	all	DET
ajfa-9129	153	2	estimated	estimated	ADJ
ajfa-9129	153	3	parameters	parameter	NOUN
ajfa-9129	153	4	are	be	AUX
ajfa-9129	153	5	statistically	statistically	ADV
ajfa-9129	153	6	significant	significant	ADJ
ajfa-9129	153	7	at	at	ADP
ajfa-9129	153	8	1	1	NUM
ajfa-9129	153	9	%	%	NOUN
ajfa-9129	153	10	level	level	NOUN
ajfa-9129	153	11	except	except	SCONJ
ajfa-9129	153	12	for	for	ADP
ajfa-9129	153	13	β	β	X
ajfa-9129	153	14	at	at	ADP
ajfa-9129	153	15	10	10	NUM
ajfa-9129	153	16	%	%	NOUN
ajfa-9129	153	17	level	level	NOUN
ajfa-9129	153	18	of	of	ADP
ajfa-9129	153	19	significance	significance	NOUN
ajfa-9129	153	20	.	.	PUNCT
ajfa-9129	154	1	regarding	regard	VERB
ajfa-9129	154	2	the	the	DET
ajfa-9129	154	3	gamma	gamma	PROPN
ajfa-9129	154	4	parameter	parameter	NOUN
ajfa-9129	154	5	which	which	PRON
ajfa-9129	154	6	is	be	AUX
ajfa-9129	154	7	the	the	DET
ajfa-9129	154	8	indicator	indicator	NOUN
ajfa-9129	154	9	for	for	ADP
ajfa-9129	154	10	asymmetric	asymmetric	ADJ
ajfa-9129	154	11	volatility	volatility	NOUN
ajfa-9129	154	12	,	,	PUNCT
ajfa-9129	154	13	it	it	PRON
ajfa-9129	154	14	is	be	AUX
ajfa-9129	154	15	positive	positive	ADJ
ajfa-9129	154	16	and	and	CCONJ
ajfa-9129	154	17	significant	significant	ADJ
ajfa-9129	154	18	at	at	ADP
ajfa-9129	154	19	1	1	NUM
ajfa-9129	154	20	%	%	NOUN
ajfa-9129	154	21	level	level	NOUN
ajfa-9129	154	22	;	;	PUNCT
ajfa-9129	154	23	this	this	DET
ajfa-9129	154	24	result	result	NOUN
ajfa-9129	154	25	implies	imply	VERB
ajfa-9129	154	26	that	that	SCONJ
ajfa-9129	154	27	shocks	shock	NOUN
ajfa-9129	154	28	including	include	VERB
ajfa-9129	154	29	good	good	ADJ
ajfa-9129	154	30	and	and	CCONJ
ajfa-9129	154	31	bad	bad	ADJ
ajfa-9129	154	32	news	news	NOUN
ajfa-9129	154	33	that	that	PRON
ajfa-9129	154	34	may	may	AUX
ajfa-9129	154	35	impact	impact	VERB
ajfa-9129	154	36	amman	amman	PROPN
ajfa-9129	154	37	stock	stock	PROPN
ajfa-9129	154	38	exchange	exchange	NOUN
ajfa-9129	154	39	will	will	AUX
ajfa-9129	154	40	affect	affect	VERB
ajfa-9129	154	41	volatility	volatility	NOUN
ajfa-9129	154	42	for	for	ADP
ajfa-9129	154	43	a	a	DET
ajfa-9129	154	44	quite	quite	ADJ
ajfa-9129	154	45	time	time	NOUN
ajfa-9129	154	46	in	in	ADP
ajfa-9129	154	47	the	the	DET
ajfa-9129	154	48	future	future	NOUN
ajfa-9129	154	49	,	,	PUNCT
ajfa-9129	154	50	and	and	CCONJ
ajfa-9129	154	51	it	it	PRON
ajfa-9129	154	52	is	be	AUX
ajfa-9129	154	53	not	not	PART
ajfa-9129	154	54	expected	expect	VERB
ajfa-9129	154	55	to	to	PART
ajfa-9129	154	56	be	be	AUX
ajfa-9129	154	57	forgotten	forget	VERB
ajfa-9129	154	58	with	with	ADP
ajfa-9129	154	59	a	a	DET
ajfa-9129	154	60	short	short	ADJ
ajfa-9129	154	61	period	period	NOUN
ajfa-9129	154	62	of	of	ADP
ajfa-9129	154	63	time	time	NOUN
ajfa-9129	154	64	,	,	PUNCT
ajfa-9129	154	65	this	this	DET
ajfa-9129	154	66	result	result	NOUN
ajfa-9129	154	67	is	be	AUX
ajfa-9129	154	68	consistent	consistent	ADJ
ajfa-9129	154	69	with	with	ADP
ajfa-9129	154	70	the	the	DET
ajfa-9129	154	71	empirical	empirical	ADJ
ajfa-9129	154	72	findings	finding	NOUN
ajfa-9129	154	73	of	of	ADP
ajfa-9129	154	74	cohary	cohary	ADJ
ajfa-9129	154	75	and	and	CCONJ
ajfa-9129	154	76	rad	rad	PROPN
ajfa-9129	154	77	(	(	PUNCT
ajfa-9129	154	78	1994	1994	NUM
ajfa-9129	154	79	)	)	PUNCT
ajfa-9129	154	80	,	,	PUNCT
ajfa-9129	154	81	and	and	CCONJ
ajfa-9129	154	82	rousan	rousan	NOUN
ajfa-9129	154	83	and	and	CCONJ
ajfa-9129	154	84	al	al	PROPN
ajfa-9129	154	85	khouri	khouri	PROPN
ajfa-9129	154	86	(	(	PUNCT
ajfa-9129	154	87	2005	2005	NUM
ajfa-9129	154	88	)	)	PUNCT
ajfa-9129	154	89	.	.	PUNCT
ajfa-9129	155	1	asian	asian	ADJ
ajfa-9129	155	2	journal	journal	PROPN
ajfa-9129	155	3	of	of	ADP
ajfa-9129	155	4	finance	finance	PROPN
ajfa-9129	155	5	&	&	CCONJ
ajfa-9129	155	6	accounting	accounting	PROPN
ajfa-9129	155	7	issn	issn	PROPN
ajfa-9129	155	8	1946	1946	NUM
ajfa-9129	155	9	-	-	PUNCT
ajfa-9129	155	10	052x	052x	PROPN
ajfa-9129	155	11	2016	2016	NUM
ajfa-9129	155	12	,	,	PUNCT
ajfa-9129	155	13	vol	vol	NOUN
ajfa-9129	155	14	.	.	PROPN
ajfa-9129	155	15	8	8	NUM
ajfa-9129	155	16	,	,	PUNCT
ajfa-9129	155	17	no	no	INTJ
ajfa-9129	155	18	.	.	NOUN
ajfa-9129	155	19	1	1	NUM
ajfa-9129	155	20	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	155	21	163	163	NUM
ajfa-9129	155	22	5	5	NUM
ajfa-9129	155	23	.	.	PUNCT
ajfa-9129	155	24	main	main	ADJ
ajfa-9129	155	25	conclusions	conclusion	NOUN
ajfa-9129	155	26	measuring	measure	VERB
ajfa-9129	155	27	and	and	CCONJ
ajfa-9129	155	28	modelling	model	VERB
ajfa-9129	155	29	volatility	volatility	NOUN
ajfa-9129	155	30	is	be	AUX
ajfa-9129	155	31	vital	vital	ADJ
ajfa-9129	155	32	in	in	ADP
ajfa-9129	155	33	determining	determine	VERB
ajfa-9129	155	34	cost	cost	NOUN
ajfa-9129	155	35	of	of	ADP
ajfa-9129	155	36	capital	capital	NOUN
ajfa-9129	155	37	for	for	ADP
ajfa-9129	155	38	financial	financial	ADJ
ajfa-9129	155	39	securities	security	NOUN
ajfa-9129	155	40	,	,	PUNCT
ajfa-9129	155	41	also	also	ADV
ajfa-9129	155	42	in	in	ADP
ajfa-9129	155	43	assessing	assess	VERB
ajfa-9129	155	44	leverage	leverage	NOUN
ajfa-9129	155	45	and	and	CCONJ
ajfa-9129	155	46	investment	investment	NOUN
ajfa-9129	155	47	decisions	decision	NOUN
ajfa-9129	155	48	that	that	PRON
ajfa-9129	155	49	will	will	AUX
ajfa-9129	155	50	affect	affect	VERB
ajfa-9129	155	51	the	the	DET
ajfa-9129	155	52	firm	firm	ADJ
ajfa-9129	155	53	performance	performance	NOUN
ajfa-9129	155	54	and	and	CCONJ
ajfa-9129	155	55	its	its	PRON
ajfa-9129	155	56	continuity	continuity	NOUN
ajfa-9129	155	57	especially	especially	ADV
ajfa-9129	155	58	in	in	ADP
ajfa-9129	155	59	emerging	emerge	VERB
ajfa-9129	155	60	economies	economy	NOUN
ajfa-9129	155	61	where	where	SCONJ
ajfa-9129	155	62	essential	essential	ADJ
ajfa-9129	155	63	number	number	NOUN
ajfa-9129	155	64	of	of	ADP
ajfa-9129	155	65	investors	investor	NOUN
ajfa-9129	155	66	is	be	AUX
ajfa-9129	155	67	described	describe	VERB
ajfa-9129	155	68	to	to	PART
ajfa-9129	155	69	be	be	AUX
ajfa-9129	155	70	risk	risk	NOUN
ajfa-9129	155	71	averters	averter	NOUN
ajfa-9129	155	72	.	.	PUNCT
ajfa-9129	156	1	thus	thus	ADV
ajfa-9129	156	2	,	,	PUNCT
ajfa-9129	156	3	this	this	DET
ajfa-9129	156	4	study	study	NOUN
ajfa-9129	156	5	attempts	attempt	VERB
ajfa-9129	156	6	to	to	PART
ajfa-9129	156	7	model	model	VERB
ajfa-9129	156	8	the	the	DET
ajfa-9129	156	9	volatility	volatility	NOUN
ajfa-9129	156	10	of	of	ADP
ajfa-9129	156	11	stock	stock	NOUN
ajfa-9129	156	12	market	market	NOUN
ajfa-9129	156	13	return	return	NOUN
ajfa-9129	156	14	in	in	ADP
ajfa-9129	156	15	jordan	jordan	PROPN
ajfa-9129	156	16	’s	’s	PART
ajfa-9129	156	17	capital	capital	NOUN
ajfa-9129	156	18	market	market	NOUN
ajfa-9129	156	19	.	.	PUNCT
ajfa-9129	157	1	to	to	PART
ajfa-9129	157	2	achieve	achieve	VERB
ajfa-9129	157	3	this	this	DET
ajfa-9129	157	4	goal	goal	NOUN
ajfa-9129	157	5	the	the	DET
ajfa-9129	157	6	empirical	empirical	ADJ
ajfa-9129	157	7	analysis	analysis	NOUN
ajfa-9129	157	8	depends	depend	VERB
ajfa-9129	157	9	on	on	ADP
ajfa-9129	157	10	running	run	VERB
ajfa-9129	157	11	both	both	DET
ajfa-9129	157	12	arch/	arch/	NUM
ajfa-9129	157	13	garch	garch	NOUN
ajfa-9129	157	14	models	model	NOUN
ajfa-9129	157	15	,	,	PUNCT
ajfa-9129	157	16	so	so	SCONJ
ajfa-9129	157	17	that	that	SCONJ
ajfa-9129	157	18	to	to	PART
ajfa-9129	157	19	investigate	investigate	VERB
ajfa-9129	157	20	the	the	DET
ajfa-9129	157	21	major	major	ADJ
ajfa-9129	157	22	volatility	volatility	NOUN
ajfa-9129	157	23	characteristics	characteristic	NOUN
ajfa-9129	157	24	accompanied	accompany	VERB
ajfa-9129	157	25	with	with	ADP
ajfa-9129	157	26	amman	amman	PROPN
ajfa-9129	157	27	stock	stock	PROPN
ajfa-9129	157	28	exchange	exchange	PROPN
ajfa-9129	157	29	general	general	ADJ
ajfa-9129	157	30	index	index	NOUN
ajfa-9129	157	31	(	(	PUNCT
ajfa-9129	157	32	asei	asei	ADJ
ajfa-9129	157	33	)	)	PUNCT
ajfa-9129	157	34	through	through	ADP
ajfa-9129	157	35	the	the	DET
ajfa-9129	157	36	period	period	NOUN
ajfa-9129	157	37	from	from	ADP
ajfa-9129	157	38	january	january	PROPN
ajfa-9129	157	39	1	1	NUM
ajfa-9129	157	40	.	.	NUM
ajfa-9129	157	41	2005	2005	NUM
ajfa-9129	157	42	to	to	ADP
ajfa-9129	157	43	december	december	PROPN
ajfa-9129	157	44	31	31	NUM
ajfa-9129	157	45	.	.	PUNCT
ajfa-9129	157	46	2014	2014	NUM
ajfa-9129	157	47	;	;	PUNCT
ajfa-9129	157	48	which	which	PRON
ajfa-9129	157	49	includes	include	VERB
ajfa-9129	157	50	volatility	volatility	NOUN
ajfa-9129	157	51	clustering	clustering	NOUN
ajfa-9129	157	52	.	.	PUNCT
ajfa-9129	158	1	leptokurtic	leptokurtic	ADJ
ajfa-9129	158	2	distribution	distribution	NOUN
ajfa-9129	158	3	,	,	PUNCT
ajfa-9129	158	4	and	and	CCONJ
ajfa-9129	158	5	leverage	leverage	NOUN
ajfa-9129	158	6	effect	effect	NOUN
ajfa-9129	158	7	.	.	PUNCT
ajfa-9129	159	1	to	to	PART
ajfa-9129	159	2	capture	capture	VERB
ajfa-9129	159	3	the	the	DET
ajfa-9129	159	4	symmetry	symmetry	NOUN
ajfa-9129	159	5	effect	effect	NOUN
ajfa-9129	159	6	in	in	ADP
ajfa-9129	159	7	amman	amman	PROPN
ajfa-9129	159	8	stock	stock	PROPN
ajfa-9129	159	9	exchange	exchange	PROPN
ajfa-9129	159	10	data	datum	NOUN
ajfa-9129	159	11	,	,	PUNCT
ajfa-9129	159	12	both	both	CCONJ
ajfa-9129	159	13	arch	arch	ADJ
ajfa-9129	159	14	and	and	CCONJ
ajfa-9129	159	15	garch	garch	NOUN
ajfa-9129	159	16	(	(	PUNCT
ajfa-9129	159	17	1	1	NUM
ajfa-9129	159	18	,	,	PUNCT
ajfa-9129	159	19	1	1	X
ajfa-9129	159	20	)	)	PUNCT
ajfa-9129	159	21	model	model	NOUN
ajfa-9129	159	22	is	be	AUX
ajfa-9129	159	23	employed	employ	VERB
ajfa-9129	159	24	.	.	PUNCT
ajfa-9129	160	1	the	the	DET
ajfa-9129	160	2	primary	primary	ADJ
ajfa-9129	160	3	empirical	empirical	ADJ
ajfa-9129	160	4	findings	finding	NOUN
ajfa-9129	160	5	of	of	ADP
ajfa-9129	160	6	the	the	DET
ajfa-9129	160	7	stock	stock	NOUN
ajfa-9129	160	8	return	return	NOUN
ajfa-9129	160	9	data	datum	NOUN
ajfa-9129	160	10	is	be	AUX
ajfa-9129	160	11	far	far	ADV
ajfa-9129	160	12	from	from	ADP
ajfa-9129	160	13	normality	normality	NOUN
ajfa-9129	160	14	,	,	PUNCT
ajfa-9129	160	15	whereas	whereas	SCONJ
ajfa-9129	160	16	it	it	PRON
ajfa-9129	160	17	showed	show	VERB
ajfa-9129	160	18	existence	existence	NOUN
ajfa-9129	160	19	of	of	ADP
ajfa-9129	160	20	conditional	conditional	ADJ
ajfa-9129	160	21	heteroscedasticity	heteroscedasticity	NOUN
ajfa-9129	160	22	;	;	PUNCT
ajfa-9129	160	23	in	in	ADP
ajfa-9129	160	24	other	other	ADJ
ajfa-9129	160	25	words	word	NOUN
ajfa-9129	160	26	volatility	volatility	NOUN
ajfa-9129	160	27	clustering	clustering	NOUN
ajfa-9129	160	28	.	.	PUNCT
ajfa-9129	161	1	moreover	moreover	ADV
ajfa-9129	161	2	,	,	PUNCT
ajfa-9129	161	3	the	the	DET
ajfa-9129	161	4	statistical	statistical	ADJ
ajfa-9129	161	5	output	output	NOUN
ajfa-9129	161	6	reveals	reveal	VERB
ajfa-9129	161	7	evidence	evidence	NOUN
ajfa-9129	161	8	for	for	ADP
ajfa-9129	161	9	leptokurtosis	leptokurtosis	NOUN
ajfa-9129	161	10	,	,	PUNCT
ajfa-9129	161	11	long	long	ADJ
ajfa-9129	161	12	memory	memory	NOUN
ajfa-9129	161	13	,	,	PUNCT
ajfa-9129	161	14	skewed	skew	VERB
ajfa-9129	161	15	to	to	PART
ajfa-9129	161	16	left	left	VERB
ajfa-9129	161	17	(	(	PUNCT
ajfa-9129	161	18	fat	fat	ADV
ajfa-9129	161	19	tailed	tail	VERB
ajfa-9129	161	20	)	)	PUNCT
ajfa-9129	161	21	,	,	PUNCT
ajfa-9129	161	22	and	and	CCONJ
ajfa-9129	161	23	persistence	persistence	NOUN
ajfa-9129	161	24	of	of	ADP
ajfa-9129	161	25	volatility	volatility	NOUN
ajfa-9129	161	26	.	.	PUNCT
ajfa-9129	162	1	all	all	DET
ajfa-9129	162	2	these	these	DET
ajfa-9129	162	3	results	result	NOUN
ajfa-9129	162	4	are	be	AUX
ajfa-9129	162	5	consistent	consistent	ADJ
ajfa-9129	162	6	with	with	ADP
ajfa-9129	162	7	many	many	ADJ
ajfa-9129	162	8	previous	previous	ADJ
ajfa-9129	162	9	studies	study	NOUN
ajfa-9129	162	10	such	such	ADJ
ajfa-9129	162	11	as	as	ADP
ajfa-9129	162	12	;	;	PUNCT
ajfa-9129	162	13	cohary	cohary	ADJ
ajfa-9129	162	14	and	and	CCONJ
ajfa-9129	162	15	rad	rad	PROPN
ajfa-9129	162	16	(	(	PUNCT
ajfa-9129	162	17	1994	1994	NUM
ajfa-9129	162	18	)	)	PUNCT
ajfa-9129	162	19	,	,	PUNCT
ajfa-9129	162	20	rousan	rousan	NOUN
ajfa-9129	162	21	and	and	CCONJ
ajfa-9129	162	22	al	al	PROPN
ajfa-9129	162	23	khouri	khouri	PROPN
ajfa-9129	162	24	(	(	PUNCT
ajfa-9129	162	25	2005	2005	NUM
ajfa-9129	162	26	)	)	PUNCT
ajfa-9129	162	27	,	,	PUNCT
ajfa-9129	162	28	emenike	emenike	INTJ
ajfa-9129	162	29	(	(	PUNCT
ajfa-9129	162	30	2010	2010	NUM
ajfa-9129	162	31	)	)	PUNCT
ajfa-9129	162	32	,	,	PUNCT
ajfa-9129	162	33	goudarzi	goudarzi	NOUN
ajfa-9129	162	34	(	(	PUNCT
ajfa-9129	162	35	2011	2011	NUM
ajfa-9129	162	36	)	)	PUNCT
ajfa-9129	162	37	,	,	PUNCT
ajfa-9129	162	38	ezzat	ezzat	ADJ
ajfa-9129	162	39	(	(	PUNCT
ajfa-9129	162	40	2012	2012	NUM
ajfa-9129	162	41	)	)	PUNCT
ajfa-9129	162	42	and	and	CCONJ
ajfa-9129	162	43	so	so	ADV
ajfa-9129	162	44	on	on	ADV
ajfa-9129	162	45	.	.	PUNCT
ajfa-9129	163	1	in	in	ADP
ajfa-9129	163	2	regards	regard	NOUN
ajfa-9129	163	3	to	to	ADP
ajfa-9129	163	4	detecting	detect	VERB
ajfa-9129	163	5	the	the	DET
ajfa-9129	163	6	asymmetric	asymmetric	ADJ
ajfa-9129	163	7	effect	effect	NOUN
ajfa-9129	163	8	in	in	ADP
ajfa-9129	163	9	the	the	DET
ajfa-9129	163	10	data	datum	NOUN
ajfa-9129	163	11	,	,	PUNCT
ajfa-9129	163	12	the	the	DET
ajfa-9129	163	13	study	study	NOUN
ajfa-9129	163	14	applied	apply	VERB
ajfa-9129	163	15	egarch	egarch	NOUN
ajfa-9129	163	16	(	(	PUNCT
ajfa-9129	163	17	1	1	NUM
ajfa-9129	163	18	,	,	PUNCT
ajfa-9129	163	19	1	1	X
ajfa-9129	163	20	)	)	PUNCT
ajfa-9129	163	21	model	model	NOUN
ajfa-9129	163	22	,	,	PUNCT
ajfa-9129	163	23	so	so	SCONJ
ajfa-9129	163	24	that	that	SCONJ
ajfa-9129	163	25	it	it	PRON
ajfa-9129	163	26	can	can	AUX
ajfa-9129	163	27	investigate	investigate	VERB
ajfa-9129	163	28	if	if	SCONJ
ajfa-9129	163	29	there	there	PRON
ajfa-9129	163	30	is	be	VERB
ajfa-9129	163	31	a	a	DET
ajfa-9129	163	32	various	various	ADJ
ajfa-9129	163	33	effect	effect	NOUN
ajfa-9129	163	34	of	of	ADP
ajfa-9129	163	35	good	good	ADJ
ajfa-9129	163	36	and	and	CCONJ
ajfa-9129	163	37	bad	bad	ADJ
ajfa-9129	163	38	news	news	NOUN
ajfa-9129	163	39	on	on	ADP
ajfa-9129	163	40	the	the	DET
ajfa-9129	163	41	future	future	ADJ
ajfa-9129	163	42	volatility	volatility	NOUN
ajfa-9129	163	43	in	in	ADP
ajfa-9129	163	44	amman	amman	PROPN
ajfa-9129	163	45	stock	stock	PROPN
ajfa-9129	163	46	exchange	exchange	PROPN
ajfa-9129	163	47	(	(	PUNCT
ajfa-9129	163	48	ase	ase	NOUN
ajfa-9129	163	49	)	)	PUNCT
ajfa-9129	163	50	.	.	PUNCT
ajfa-9129	164	1	therefore	therefore	ADV
ajfa-9129	164	2	the	the	DET
ajfa-9129	164	3	expected	expect	VERB
ajfa-9129	164	4	outcome	outcome	NOUN
ajfa-9129	164	5	for	for	ADP
ajfa-9129	164	6	the	the	DET
ajfa-9129	164	7	existence	existence	NOUN
ajfa-9129	164	8	of	of	ADP
ajfa-9129	164	9	asymmetric	asymmetric	ADJ
ajfa-9129	164	10	effect	effect	NOUN
ajfa-9129	164	11	in	in	ADP
ajfa-9129	164	12	the	the	DET
ajfa-9129	164	13	data	datum	NOUN
ajfa-9129	164	14	is	be	AUX
ajfa-9129	164	15	related	relate	VERB
ajfa-9129	164	16	to	to	ADP
ajfa-9129	164	17	having	have	VERB
ajfa-9129	164	18	negative	negative	ADJ
ajfa-9129	164	19	significant	significant	ADJ
ajfa-9129	164	20	gamma	gamma	NOUN
ajfa-9129	164	21	(	(	PUNCT
ajfa-9129	164	22	γ	γ	NOUN
ajfa-9129	164	23	)	)	PUNCT
ajfa-9129	164	24	,	,	PUNCT
ajfa-9129	164	25	and	and	CCONJ
ajfa-9129	164	26	since	since	SCONJ
ajfa-9129	164	27	the	the	DET
ajfa-9129	164	28	results	result	NOUN
ajfa-9129	164	29	in	in	ADP
ajfa-9129	164	30	our	our	PRON
ajfa-9129	164	31	study	study	NOUN
ajfa-9129	164	32	is	be	AUX
ajfa-9129	164	33	positively	positively	ADV
ajfa-9129	164	34	significant	significant	ADJ
ajfa-9129	164	35	this	this	PRON
ajfa-9129	164	36	indicates	indicate	VERB
ajfa-9129	164	37	that	that	SCONJ
ajfa-9129	164	38	;	;	PUNCT
ajfa-9129	164	39	there	there	PRON
ajfa-9129	164	40	is	be	VERB
ajfa-9129	164	41	no	no	DET
ajfa-9129	164	42	support	support	NOUN
ajfa-9129	164	43	to	to	ADP
ajfa-9129	164	44	the	the	DET
ajfa-9129	164	45	existence	existence	NOUN
ajfa-9129	164	46	of	of	ADP
ajfa-9129	164	47	leverage	leverage	NOUN
ajfa-9129	164	48	effect	effect	NOUN
ajfa-9129	164	49	in	in	ADP
ajfa-9129	164	50	amman	amman	PROPN
ajfa-9129	164	51	stock	stock	PROPN
ajfa-9129	164	52	exchange	exchange	PROPN
ajfa-9129	164	53	.	.	PUNCT
ajfa-9129	165	1	thus	thus	ADV
ajfa-9129	165	2	,	,	PUNCT
ajfa-9129	165	3	the	the	DET
ajfa-9129	165	4	stock	stock	NOUN
ajfa-9129	165	5	return	return	NOUN
ajfa-9129	165	6	is	be	AUX
ajfa-9129	165	7	considered	consider	VERB
ajfa-9129	165	8	to	to	PART
ajfa-9129	165	9	be	be	AUX
ajfa-9129	165	10	volatile	volatile	ADJ
ajfa-9129	165	11	.	.	PUNCT
ajfa-9129	166	1	hence	hence	ADV
ajfa-9129	166	2	,	,	PUNCT
ajfa-9129	166	3	whether	whether	SCONJ
ajfa-9129	166	4	the	the	DET
ajfa-9129	166	5	shocks	shock	NOUN
ajfa-9129	166	6	are	be	AUX
ajfa-9129	166	7	positive	positive	ADJ
ajfa-9129	166	8	(	(	PUNCT
ajfa-9129	166	9	good	good	ADJ
ajfa-9129	166	10	news	news	NOUN
ajfa-9129	166	11	)	)	PUNCT
ajfa-9129	166	12	or	or	CCONJ
ajfa-9129	166	13	negative	negative	ADJ
ajfa-9129	166	14	(	(	PUNCT
ajfa-9129	166	15	bad	bad	ADJ
ajfa-9129	166	16	news	news	NOUN
ajfa-9129	166	17	)	)	PUNCT
ajfa-9129	166	18	of	of	ADP
ajfa-9129	166	19	the	the	DET
ajfa-9129	166	20	same	same	ADJ
ajfa-9129	166	21	magnitude	magnitude	NOUN
ajfa-9129	166	22	,	,	PUNCT
ajfa-9129	166	23	they	they	PRON
ajfa-9129	166	24	will	will	AUX
ajfa-9129	166	25	have	have	VERB
ajfa-9129	166	26	the	the	DET
ajfa-9129	166	27	same	same	ADJ
ajfa-9129	166	28	impact	impact	NOUN
ajfa-9129	166	29	on	on	ADP
ajfa-9129	166	30	the	the	DET
ajfa-9129	166	31	future	future	ADJ
ajfa-9129	166	32	volatility	volatility	NOUN
ajfa-9129	166	33	.	.	PUNCT
ajfa-9129	167	1	this	this	DET
ajfa-9129	167	2	part	part	NOUN
ajfa-9129	167	3	of	of	ADP
ajfa-9129	167	4	the	the	DET
ajfa-9129	167	5	results	result	NOUN
ajfa-9129	167	6	in	in	ADP
ajfa-9129	167	7	particular	particular	ADJ
ajfa-9129	167	8	is	be	AUX
ajfa-9129	167	9	consistent	consistent	ADJ
ajfa-9129	167	10	with	with	ADP
ajfa-9129	167	11	few	few	ADJ
ajfa-9129	167	12	studies	study	NOUN
ajfa-9129	167	13	such	such	ADJ
ajfa-9129	167	14	as	as	ADP
ajfa-9129	167	15	cohary	cohary	ADJ
ajfa-9129	167	16	and	and	CCONJ
ajfa-9129	167	17	rad	rad	PROPN
ajfa-9129	167	18	(	(	PUNCT
ajfa-9129	167	19	1994	1994	NUM
ajfa-9129	167	20	)	)	PUNCT
ajfa-9129	167	21	,	,	PUNCT
ajfa-9129	167	22	and	and	CCONJ
ajfa-9129	167	23	rousan	rousan	NOUN
ajfa-9129	167	24	and	and	CCONJ
ajfa-9129	167	25	al	al	PROPN
ajfa-9129	167	26	khouri	khouri	PROPN
ajfa-9129	167	27	(	(	PUNCT
ajfa-9129	167	28	2005	2005	NUM
ajfa-9129	167	29	)	)	PUNCT
ajfa-9129	167	30	.	.	PUNCT
ajfa-9129	168	1	in	in	ADP
ajfa-9129	168	2	addition	addition	NOUN
ajfa-9129	168	3	,	,	PUNCT
ajfa-9129	168	4	the	the	DET
ajfa-9129	168	5	unavailability	unavailability	NOUN
ajfa-9129	168	6	of	of	ADP
ajfa-9129	168	7	leverage	leverage	NOUN
ajfa-9129	168	8	effect	effect	NOUN
ajfa-9129	168	9	at	at	ADP
ajfa-9129	168	10	ase	ase	NOUN
ajfa-9129	168	11	can	can	AUX
ajfa-9129	168	12	be	be	AUX
ajfa-9129	168	13	due	due	ADJ
ajfa-9129	168	14	to	to	ADP
ajfa-9129	168	15	many	many	ADJ
ajfa-9129	168	16	reasons	reason	NOUN
ajfa-9129	168	17	such	such	ADJ
ajfa-9129	168	18	as	as	ADP
ajfa-9129	168	19	;	;	PUNCT
ajfa-9129	168	20	jordan	jordan	PROPN
ajfa-9129	168	21	is	be	AUX
ajfa-9129	168	22	an	an	DET
ajfa-9129	168	23	emerging	emerge	VERB
ajfa-9129	168	24	country	country	NOUN
ajfa-9129	168	25	with	with	ADP
ajfa-9129	168	26	limited	limited	ADJ
ajfa-9129	168	27	resources	resource	NOUN
ajfa-9129	168	28	that	that	PRON
ajfa-9129	168	29	were	be	AUX
ajfa-9129	168	30	affected	affect	VERB
ajfa-9129	168	31	by	by	ADP
ajfa-9129	168	32	successive	successive	ADJ
ajfa-9129	168	33	hard	hard	ADJ
ajfa-9129	168	34	political	political	ADJ
ajfa-9129	168	35	and	and	CCONJ
ajfa-9129	168	36	economic	economic	ADJ
ajfa-9129	168	37	circumstances	circumstance	NOUN
ajfa-9129	168	38	on	on	ADP
ajfa-9129	168	39	both	both	DET
ajfa-9129	168	40	levels	level	NOUN
ajfa-9129	168	41	regionally	regionally	ADV
ajfa-9129	168	42	and	and	CCONJ
ajfa-9129	168	43	internationally	internationally	ADV
ajfa-9129	168	44	,	,	PUNCT
ajfa-9129	168	45	that	that	SCONJ
ajfa-9129	168	46	all	all	PRON
ajfa-9129	168	47	in	in	ADP
ajfa-9129	168	48	return	return	NOUN
ajfa-9129	168	49	affected	affect	VERB
ajfa-9129	168	50	the	the	DET
ajfa-9129	168	51	economic	economic	ADJ
ajfa-9129	168	52	conditions	condition	NOUN
ajfa-9129	168	53	in	in	ADP
ajfa-9129	168	54	jordan	jordan	PROPN
ajfa-9129	168	55	in	in	ADP
ajfa-9129	168	56	general	general	ADJ
ajfa-9129	168	57	,	,	PUNCT
ajfa-9129	168	58	and	and	CCONJ
ajfa-9129	168	59	capital	capital	NOUN
ajfa-9129	168	60	market	market	NOUN
ajfa-9129	168	61	in	in	ADP
ajfa-9129	168	62	specific	specific	ADJ
ajfa-9129	168	63	;	;	PUNCT
ajfa-9129	168	64	such	such	ADJ
ajfa-9129	168	65	as	as	ADP
ajfa-9129	168	66	iraq	iraq	PROPN
ajfa-9129	168	67	war	war	NOUN
ajfa-9129	168	68	in	in	ADP
ajfa-9129	168	69	2003	2003	NUM
ajfa-9129	168	70	,	,	PUNCT
ajfa-9129	168	71	financial	financial	ADJ
ajfa-9129	168	72	crisis	crisis	NOUN
ajfa-9129	168	73	of	of	ADP
ajfa-9129	168	74	2007	2007	NUM
ajfa-9129	168	75	-	-	SYM
ajfa-9129	168	76	2011	2011	NUM
ajfa-9129	168	77	,	,	PUNCT
ajfa-9129	168	78	and	and	CCONJ
ajfa-9129	168	79	arab	arab	ADJ
ajfa-9129	168	80	spring	spring	NOUN
ajfa-9129	168	81	revolutions	revolution	NOUN
ajfa-9129	168	82	,	,	PUNCT
ajfa-9129	168	83	that	that	PRON
ajfa-9129	168	84	all	all	PRON
ajfa-9129	168	85	have	have	AUX
ajfa-9129	168	86	had	have	VERB
ajfa-9129	168	87	its	its	PRON
ajfa-9129	168	88	material	material	NOUN
ajfa-9129	168	89	impact	impact	NOUN
ajfa-9129	168	90	directly	directly	ADV
ajfa-9129	168	91	and	and	CCONJ
ajfa-9129	168	92	indirectly	indirectly	ADV
ajfa-9129	168	93	on	on	ADP
ajfa-9129	168	94	stock	stock	NOUN
ajfa-9129	168	95	market	market	NOUN
ajfa-9129	168	96	(	(	PUNCT
ajfa-9129	168	97	amman	amman	PROPN
ajfa-9129	168	98	stock	stock	PROPN
ajfa-9129	168	99	exchange	exchange	PROPN
ajfa-9129	168	100	)	)	PUNCT
ajfa-9129	168	101	.	.	PUNCT
ajfa-9129	169	1	overall	overall	ADJ
ajfa-9129	169	2	results	result	NOUN
ajfa-9129	169	3	of	of	ADP
ajfa-9129	169	4	this	this	DET
ajfa-9129	169	5	study	study	NOUN
ajfa-9129	169	6	provide	provide	VERB
ajfa-9129	169	7	more	more	ADJ
ajfa-9129	169	8	evidence	evidence	NOUN
ajfa-9129	169	9	for	for	ADP
ajfa-9129	169	10	both	both	DET
ajfa-9129	169	11	volatility	volatility	NOUN
ajfa-9129	169	12	clustering	clustering	NOUN
ajfa-9129	169	13	and	and	CCONJ
ajfa-9129	169	14	leptokurtic	leptokurtic	ADJ
ajfa-9129	169	15	,	,	PUNCT
ajfa-9129	169	16	whereas	whereas	SCONJ
ajfa-9129	169	17	no	no	DET
ajfa-9129	169	18	support	support	NOUN
ajfa-9129	169	19	for	for	ADP
ajfa-9129	169	20	the	the	DET
ajfa-9129	169	21	existence	existence	NOUN
ajfa-9129	169	22	of	of	ADP
ajfa-9129	169	23	leverage	leverage	NOUN
ajfa-9129	169	24	effect	effect	NOUN
ajfa-9129	169	25	in	in	ADP
ajfa-9129	169	26	the	the	DET
ajfa-9129	169	27	stock	stock	NOUN
ajfa-9129	169	28	returns	return	NOUN
ajfa-9129	169	29	at	at	ADP
ajfa-9129	169	30	amman	amman	PROPN
ajfa-9129	169	31	stock	stock	PROPN
ajfa-9129	169	32	exchange	exchange	PROPN
ajfa-9129	169	33	.	.	PUNCT
ajfa-9129	170	1	references	reference	NOUN
ajfa-9129	170	2	abd	abd	PROPN
ajfa-9129	170	3	el	el	PROPN
ajfa-9129	170	4	aal	aal	PROPN
ajfa-9129	170	5	m.a	m.a	PROPN
ajfa-9129	170	6	.	.	PROPN
ajfa-9129	170	7	(	(	PUNCT
ajfa-9129	170	8	2011	2011	NUM
ajfa-9129	170	9	)	)	PUNCT
ajfa-9129	170	10	.	.	PUNCT
ajfa-9129	171	1	modeling	modeling	NOUN
ajfa-9129	171	2	and	and	CCONJ
ajfa-9129	171	3	forecasting	forecasting	NOUN
ajfa-9129	171	4	time	time	NOUN
ajfa-9129	171	5	varying	vary	VERB
ajfa-9129	171	6	stock	stock	NOUN
ajfa-9129	171	7	return	return	NOUN
ajfa-9129	171	8	volatility	volatility	NOUN
ajfa-9129	171	9	in	in	ADP
ajfa-9129	171	10	the	the	DET
ajfa-9129	171	11	egyptian	egyptian	ADJ
ajfa-9129	171	12	stock	stock	NOUN
ajfa-9129	171	13	market	market	NOUN
ajfa-9129	171	14	.	.	PUNCT
ajfa-9129	172	1	international	international	ADJ
ajfa-9129	172	2	research	research	PROPN
ajfa-9129	172	3	journal	journal	NOUN
ajfa-9129	172	4	of	of	ADP
ajfa-9129	172	5	finance	finance	NOUN
ajfa-9129	172	6	and	and	CCONJ
ajfa-9129	172	7	economics	economic	NOUN
ajfa-9129	172	8	,	,	PUNCT
ajfa-9129	172	9	78	78	NUM
ajfa-9129	172	10	.	.	PUNCT
ajfa-9129	173	1	asian	asian	ADJ
ajfa-9129	173	2	journal	journal	PROPN
ajfa-9129	173	3	of	of	ADP
ajfa-9129	173	4	finance	finance	PROPN
ajfa-9129	173	5	&	&	CCONJ
ajfa-9129	173	6	accounting	accounting	PROPN
ajfa-9129	173	7	issn	issn	PROPN
ajfa-9129	173	8	1946	1946	NUM
ajfa-9129	173	9	-	-	PUNCT
ajfa-9129	173	10	052x	052x	PROPN
ajfa-9129	173	11	2016	2016	NUM
ajfa-9129	173	12	,	,	PUNCT
ajfa-9129	173	13	vol	vol	NOUN
ajfa-9129	173	14	.	.	PROPN
ajfa-9129	173	15	8	8	NUM
ajfa-9129	173	16	,	,	PUNCT
ajfa-9129	173	17	no	no	INTJ
ajfa-9129	173	18	.	.	NOUN
ajfa-9129	173	19	1	1	NUM
ajfa-9129	173	20	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	173	21	164	164	NUM
ajfa-9129	173	22	aggarwal	aggarwal	NOUN
ajfa-9129	173	23	,	,	PUNCT
ajfa-9129	173	24	r.	r.	PROPN
ajfa-9129	173	25	,	,	PUNCT
ajfa-9129	173	26	inclan	inclan	PROPN
ajfa-9129	173	27	,	,	PUNCT
ajfa-9129	173	28	c.	c.	PROPN
ajfa-9129	173	29	,	,	PUNCT
ajfa-9129	173	30	&	&	CCONJ
ajfa-9129	173	31	leal	leal	PROPN
ajfa-9129	173	32	r.	r.	PROPN
ajfa-9129	173	33	(	(	PUNCT
ajfa-9129	173	34	1999	1999	NUM
ajfa-9129	173	35	)	)	PUNCT
ajfa-9129	173	36	.	.	PUNCT
ajfa-9129	174	1	volatility	volatility	NOUN
ajfa-9129	174	2	in	in	ADP
ajfa-9129	174	3	emerging	emerge	VERB
ajfa-9129	174	4	stock	stock	NOUN
ajfa-9129	174	5	markets	market	NOUN
ajfa-9129	174	6	.	.	PUNCT
ajfa-9129	175	1	journal	journal	PROPN
ajfa-9129	175	2	financial	financial	ADJ
ajfa-9129	175	3	quantitative	quantitative	ADJ
ajfa-9129	175	4	analysis	analysis	NOUN
ajfa-9129	175	5	,	,	PUNCT
ajfa-9129	175	6	34(1	34(1	NUM
ajfa-9129	175	7	)	)	PUNCT
ajfa-9129	175	8	,	,	PUNCT
ajfa-9129	175	9	33–55	33–55	NUM
ajfa-9129	175	10	.	.	PUNCT
ajfa-9129	175	11	http://dx.doi.org/10.2307/2676245	http://dx.doi.org/10.2307/2676245	NOUN
ajfa-9129	175	12	akgül	akgül	NOUN
ajfa-9129	175	13	,	,	PUNCT
ajfa-9129	175	14	i.	i.	PROPN
ajfa-9129	175	15	,	,	PUNCT
ajfa-9129	175	16	&	&	CCONJ
ajfa-9129	175	17	sayyan	sayyan	PROPN
ajfa-9129	175	18	,	,	PUNCT
ajfa-9129	175	19	h.	h.	PROPN
ajfa-9129	175	20	(	(	PUNCT
ajfa-9129	175	21	2005	2005	NUM
ajfa-9129	175	22	)	)	PUNCT
ajfa-9129	175	23	.	.	PUNCT
ajfa-9129	176	1	forecasting	forecast	VERB
ajfa-9129	176	2	volatility	volatility	NOUN
ajfa-9129	176	3	in	in	ADP
ajfa-9129	176	4	ise-30	ise-30	NOUN
ajfa-9129	176	5	stock	stock	NOUN
ajfa-9129	176	6	returns	return	NOUN
ajfa-9129	176	7	with	with	ADP
ajfa-9129	176	8	asymmetric	asymmetric	ADJ
ajfa-9129	176	9	conditional	conditional	ADJ
ajfa-9129	176	10	heteroscedasticity	heteroscedasticity	NOUN
ajfa-9129	176	11	models	model	NOUN
ajfa-9129	176	12	.	.	PUNCT
ajfa-9129	177	1	symposium	symposium	NOUN
ajfa-9129	177	2	of	of	ADP
ajfa-9129	177	3	traditional	traditional	ADJ
ajfa-9129	177	4	finance	finance	NOUN
ajfa-9129	177	5	,	,	PUNCT
ajfa-9129	177	6	marmara	marmara	PROPN
ajfa-9129	177	7	universitesi	universitesi	PROPN
ajfa-9129	177	8	bankacılık	bankacılık	NOUN
ajfa-9129	177	9	ve	ve	NOUN
ajfa-9129	177	10	sigortacılık	sigortacılık	NOUN
ajfa-9129	177	11	yüksekokulu	yüksekokulu	VERB
ajfa-9129	177	12	,	,	PUNCT
ajfa-9129	177	13	istanbul	istanbul	PROPN
ajfa-9129	177	14	,	,	PUNCT
ajfa-9129	177	15	turkey	turkey	PROPN
ajfa-9129	177	16	alfreedi	alfreedi	PROPN
ajfa-9129	177	17	,	,	PUNCT
ajfa-9129	177	18	a.	a.	NOUN
ajfa-9129	177	19	,	,	PUNCT
ajfa-9129	177	20	shamiri	shamiri	ADV
ajfa-9129	177	21	,	,	PUNCT
ajfa-9129	177	22	a.	a.	NOUN
ajfa-9129	177	23	and	and	CCONJ
ajfa-9129	177	24	isa	isa	PROPN
ajfa-9129	177	25	,	,	PUNCT
ajfa-9129	177	26	z.(2012	z.(2012	PROPN
ajfa-9129	177	27	)	)	PUNCT
ajfa-9129	177	28	.	.	PUNCT
ajfa-9129	178	1	a	a	DET
ajfa-9129	178	2	study	study	NOUN
ajfa-9129	178	3	on	on	ADP
ajfa-9129	178	4	the	the	DET
ajfa-9129	178	5	behavior	behavior	NOUN
ajfa-9129	178	6	of	of	ADP
ajfa-9129	178	7	volatility	volatility	NOUN
ajfa-9129	178	8	in	in	ADP
ajfa-9129	178	9	saudi	saudi	PROPN
ajfa-9129	178	10	arabia	arabia	PROPN
ajfa-9129	178	11	stock	stock	NOUN
ajfa-9129	178	12	market	market	NOUN
ajfa-9129	178	13	using	use	VERB
ajfa-9129	178	14	symmetric	symmetric	ADJ
ajfa-9129	178	15	and	and	CCONJ
ajfa-9129	178	16	asymmetric	asymmetric	ADJ
ajfa-9129	178	17	garch	garch	NOUN
ajfa-9129	178	18	models	model	NOUN
ajfa-9129	178	19	.	.	PUNCT
ajfa-9129	179	1	journal	journal	NOUN
ajfa-9129	179	2	of	of	ADP
ajfa-9129	179	3	mathematics	mathematic	NOUN
ajfa-9129	179	4	and	and	CCONJ
ajfa-9129	179	5	statistics	statistic	NOUN
ajfa-9129	179	6	,	,	PUNCT
ajfa-9129	179	7	8(1	8(1	NOUN
ajfa-9129	179	8	)	)	PUNCT
ajfa-9129	179	9	,	,	PUNCT
ajfa-9129	179	10	98	98	NUM
ajfa-9129	179	11	-	-	SYM
ajfa-9129	179	12	106	106	NUM
ajfa-9129	179	13	al	al	PROPN
ajfa-9129	179	14	-	-	PUNCT
ajfa-9129	179	15	raimony	raimony	NOUN
ajfa-9129	179	16	,	,	PUNCT
ajfa-9129	179	17	&	&	CCONJ
ajfa-9129	179	18	el	el	PROPN
ajfa-9129	179	19	-	-	PUNCT
ajfa-9129	179	20	nader	nader	PROPN
ajfa-9129	179	21	,	,	PUNCT
ajfa-9129	179	22	h.	h.	PROPN
ajfa-9129	179	23	m.	m.	PROPN
ajfa-9129	179	24	(	(	PUNCT
ajfa-9129	179	25	2012	2012	NUM
ajfa-9129	179	26	)	)	PUNCT
ajfa-9129	179	27	.	.	PUNCT
ajfa-9129	180	1	the	the	DET
ajfa-9129	180	2	sources	source	NOUN
ajfa-9129	180	3	of	of	ADP
ajfa-9129	180	4	stock	stock	NOUN
ajfa-9129	180	5	market	market	NOUN
ajfa-9129	180	6	volatility	volatility	NOUN
ajfa-9129	180	7	in	in	ADP
ajfa-9129	180	8	jordon	jordon	PROPN
ajfa-9129	180	9	.	.	PUNCT
ajfa-9129	181	1	international	international	ADJ
ajfa-9129	181	2	journal	journal	PROPN
ajfa-9129	181	3	of	of	ADP
ajfa-9129	181	4	economics	economic	NOUN
ajfa-9129	181	5	and	and	CCONJ
ajfa-9129	181	6	finance	finance	NOUN
ajfa-9129	181	7	,	,	PUNCT
ajfa-9129	181	8	4(11	4(11	NUM
ajfa-9129	181	9	)	)	PUNCT
ajfa-9129	181	10	,	,	PUNCT
ajfa-9129	181	11	108	108	NUM
ajfa-9129	181	12	-	-	SYM
ajfa-9129	181	13	121	121	NUM
ajfa-9129	181	14	.	.	PUNCT
ajfa-9129	182	1	http://dx.doi.org/10.5539/ijef.v4n11p108	http://dx.doi.org/10.5539/ijef.v4n11p108	PROPN
ajfa-9129	182	2	angabini	angabini	PROPN
ajfa-9129	182	3	,	,	PUNCT
ajfa-9129	182	4	a.	a.	PROPN
ajfa-9129	182	5	,	,	PUNCT
ajfa-9129	182	6	&	&	CCONJ
ajfa-9129	182	7	wasiuzzaman	wasiuzzaman	PROPN
ajfa-9129	182	8	,	,	PUNCT
ajfa-9129	182	9	s.	s.	PROPN
ajfa-9129	182	10	(	(	PUNCT
ajfa-9129	182	11	2011	2011	NUM
ajfa-9129	182	12	)	)	PUNCT
ajfa-9129	182	13	.	.	PUNCT
ajfa-9129	183	1	garch	garch	NOUN
ajfa-9129	183	2	models	model	NOUN
ajfa-9129	183	3	and	and	CCONJ
ajfa-9129	183	4	the	the	DET
ajfa-9129	183	5	financial	financial	ADJ
ajfa-9129	183	6	crisis	crisis	NOUN
ajfa-9129	183	7	-	-	PUNCT
ajfa-9129	183	8	a	a	DET
ajfa-9129	183	9	study	study	NOUN
ajfa-9129	183	10	of	of	ADP
ajfa-9129	183	11	the	the	DET
ajfa-9129	183	12	malaysian	malaysian	ADJ
ajfa-9129	183	13	stock	stock	NOUN
ajfa-9129	183	14	market	market	NOUN
ajfa-9129	183	15	.	.	PUNCT
ajfa-9129	184	1	the	the	DET
ajfa-9129	184	2	international	international	ADJ
ajfa-9129	184	3	journal	journal	NOUN
ajfa-9129	184	4	of	of	ADP
ajfa-9129	184	5	applied	apply	VERB
ajfa-9129	184	6	economics	economic	NOUN
ajfa-9129	184	7	and	and	CCONJ
ajfa-9129	184	8	finance	finance	NOUN
ajfa-9129	184	9	,	,	PUNCT
ajfa-9129	184	10	5(1	5(1	NUM
ajfa-9129	184	11	)	)	PUNCT
ajfa-9129	184	12	,	,	PUNCT
ajfa-9129	184	13	226	226	NUM
ajfa-9129	184	14	-	-	SYM
ajfa-9129	184	15	236	236	NUM
ajfa-9129	184	16	.	.	PUNCT
ajfa-9129	185	1	awartani	awartani	PROPN
ajfa-9129	185	2	,	,	PUNCT
ajfa-9129	185	3	b.	b.	PROPN
ajfa-9129	185	4	m.	m.	PROPN
ajfa-9129	185	5	a.	a.	PROPN
ajfa-9129	185	6	,	,	PUNCT
ajfa-9129	185	7	&	&	CCONJ
ajfa-9129	185	8	corradi	corradi	PROPN
ajfa-9129	185	9	,	,	PUNCT
ajfa-9129	185	10	v.	v.	PROPN
ajfa-9129	185	11	(	(	PUNCT
ajfa-9129	185	12	2005	2005	NUM
ajfa-9129	185	13	)	)	PUNCT
ajfa-9129	185	14	.	.	PUNCT
ajfa-9129	186	1	predicting	predict	VERB
ajfa-9129	186	2	the	the	DET
ajfa-9129	186	3	volatility	volatility	NOUN
ajfa-9129	186	4	of	of	ADP
ajfa-9129	186	5	the	the	DET
ajfa-9129	186	6	s&p-500	s&p-500	NUM
ajfa-9129	186	7	stock	stock	NOUN
ajfa-9129	186	8	index	index	NOUN
ajfa-9129	186	9	via	via	ADP
ajfa-9129	186	10	garch	garch	NOUN
ajfa-9129	186	11	models	model	NOUN
ajfa-9129	186	12	:	:	PUNCT
ajfa-9129	186	13	the	the	DET
ajfa-9129	186	14	role	role	NOUN
ajfa-9129	186	15	of	of	ADP
ajfa-9129	186	16	asymmetries	asymmetry	NOUN
ajfa-9129	186	17	.	.	PUNCT
ajfa-9129	187	1	international	international	ADJ
ajfa-9129	187	2	journal	journal	PROPN
ajfa-9129	187	3	of	of	ADP
ajfa-9129	187	4	forecasting	forecasting	NOUN
ajfa-9129	187	5	,	,	PUNCT
ajfa-9129	187	6	21	21	NUM
ajfa-9129	187	7	,	,	PUNCT
ajfa-9129	187	8	167–183	167–183	NUM
ajfa-9129	187	9	.	.	PUNCT
ajfa-9129	188	1	http://dx.doi.org/10.1016/j.ijforecast.2004.08.003	http://dx.doi.org/10.1016/j.ijforecast.2004.08.003	PROPN
ajfa-9129	188	2	aydın	aydın	PROPN
ajfa-9129	188	3	,	,	PUNCT
ajfa-9129	188	4	k.	k.	PROPN
ajfa-9129	188	5	(	(	PUNCT
ajfa-9129	188	6	2002	2002	NUM
ajfa-9129	188	7	)	)	PUNCT
ajfa-9129	188	8	.	.	PUNCT
ajfa-9129	189	1	riske	riske	PROPN
ajfa-9129	189	2	maruz	maruz	PROPN
ajfa-9129	189	3	değer	değer	PROPN
ajfa-9129	189	4	hesaplamalarında	hesaplamalarında	PROPN
ajfa-9129	189	5	ewma	ewma	PROPN
ajfa-9129	189	6	ve	ve	PROPN
ajfa-9129	189	7	garch	garch	PROPN
ajfa-9129	189	8	metodlarının	metodlarının	PROPN
ajfa-9129	189	9	kullanılması	kullanılması	NOUN
ajfa-9129	189	10	:	:	PUNCT
ajfa-9129	189	11	i̇mkb-30	i̇mkb-30	NOUN
ajfa-9129	189	12	endeks	endek	NOUN
ajfa-9129	189	13	uygulaması	uygulaması	ADJ
ajfa-9129	189	14	.	.	PUNCT
ajfa-9129	190	1	yayımlanmamış	yayımlanmamış	ADJ
ajfa-9129	190	2	yüksek	yüksek	PROPN
ajfa-9129	190	3	lisans	lisan	NOUN
ajfa-9129	190	4	tezi	tezi	NOUN
ajfa-9129	190	5	,	,	PUNCT
ajfa-9129	190	6	sosyal	sosyal	PROPN
ajfa-9129	190	7	bilimler	bilimler	PROPN
ajfa-9129	190	8	enstitüsü	enstitüsü	PROPN
ajfa-9129	190	9	,	,	PUNCT
ajfa-9129	190	10	karaelmas	karaelmas	PROPN
ajfa-9129	190	11	üniversitesi	üniversitesi	PROPN
ajfa-9129	190	12	,	,	PUNCT
ajfa-9129	190	13	zonguldak	zonguldak	PROPN
ajfa-9129	190	14	bekaert	bekaert	NOUN
ajfa-9129	190	15	,	,	PUNCT
ajfa-9129	190	16	g.	g.	PROPN
ajfa-9129	190	17	,	,	PUNCT
ajfa-9129	190	18	&	&	CCONJ
ajfa-9129	190	19	harvey	harvey	PROPN
ajfa-9129	190	20	c.	c.	PROPN
ajfa-9129	190	21	r.	r.	PROPN
ajfa-9129	190	22	(	(	PUNCT
ajfa-9129	190	23	1997	1997	NUM
ajfa-9129	190	24	)	)	PUNCT
ajfa-9129	190	25	.	.	PUNCT
ajfa-9129	191	1	emerging	emerge	VERB
ajfa-9129	191	2	equity	equity	NOUN
ajfa-9129	191	3	market	market	NOUN
ajfa-9129	191	4	volatility	volatility	NOUN
ajfa-9129	191	5	.	.	PUNCT
ajfa-9129	192	1	journal	journal	NOUN
ajfa-9129	192	2	of	of	ADP
ajfa-9129	192	3	financial	financial	ADJ
ajfa-9129	192	4	economics	economic	NOUN
ajfa-9129	192	5	,	,	PUNCT
ajfa-9129	192	6	43	43	NUM
ajfa-9129	192	7	,	,	PUNCT
ajfa-9129	192	8	29	29	NUM
ajfa-9129	192	9	-	-	SYM
ajfa-9129	192	10	77	77	NUM
ajfa-9129	192	11	.	.	PUNCT
ajfa-9129	193	1	http://dx.doi.org/10.1016/s0304-405x(96)00889-6	http://dx.doi.org/10.1016/s0304-405x(96)00889-6	NOUN
ajfa-9129	193	2	black	black	ADJ
ajfa-9129	193	3	,	,	PUNCT
ajfa-9129	193	4	f.	f.	PROPN
ajfa-9129	193	5	(	(	PUNCT
ajfa-9129	193	6	1976	1976	NUM
ajfa-9129	193	7	)	)	PUNCT
ajfa-9129	193	8	.	.	PUNCT
ajfa-9129	194	1	studies	study	NOUN
ajfa-9129	194	2	of	of	ADP
ajfa-9129	194	3	stock	stock	NOUN
ajfa-9129	194	4	price	price	NOUN
ajfa-9129	194	5	volatility	volatility	NOUN
ajfa-9129	194	6	changes	change	NOUN
ajfa-9129	194	7	.	.	PUNCT
ajfa-9129	195	1	proceedings	proceeding	NOUN
ajfa-9129	195	2	of	of	ADP
ajfa-9129	195	3	the	the	DET
ajfa-9129	195	4	1976	1976	NUM
ajfa-9129	195	5	business	business	NOUN
ajfa-9129	195	6	meeting	meeting	NOUN
ajfa-9129	195	7	of	of	ADP
ajfa-9129	195	8	the	the	DET
ajfa-9129	195	9	business	business	NOUN
ajfa-9129	195	10	and	and	CCONJ
ajfa-9129	195	11	economics	economics	PROPN
ajfa-9129	195	12	statistics	statistic	NOUN
ajfa-9129	195	13	section	section	NOUN
ajfa-9129	195	14	.	.	PUNCT
ajfa-9129	196	1	american	american	ADJ
ajfa-9129	196	2	statistical	statistical	PROPN
ajfa-9129	196	3	association	association	PROPN
ajfa-9129	196	4	,	,	PUNCT
ajfa-9129	196	5	washington	washington	PROPN
ajfa-9129	196	6	,	,	PUNCT
ajfa-9129	196	7	dc	dc	PROPN
ajfa-9129	196	8	.	.	PROPN
ajfa-9129	196	9	,	,	PUNCT
ajfa-9129	196	10	177–181	177–181	NUM
ajfa-9129	196	11	.	.	PUNCT
ajfa-9129	196	12	bollerslev	bollerslev	PROPN
ajfa-9129	196	13	,	,	PUNCT
ajfa-9129	196	14	t.	t.	PROPN
ajfa-9129	196	15	(	(	PUNCT
ajfa-9129	196	16	1986	1986	NUM
ajfa-9129	196	17	)	)	PUNCT
ajfa-9129	196	18	.	.	PUNCT
ajfa-9129	197	1	generalized	generalize	VERB
ajfa-9129	197	2	autoregressive	autoregressive	ADJ
ajfa-9129	197	3	conditional	conditional	ADJ
ajfa-9129	197	4	heteroscedasticity	heteroscedasticity	NOUN
ajfa-9129	197	5	.	.	PUNCT
ajfa-9129	197	6	journal	journal	PROPN
ajfa-9129	197	7	of	of	ADP
ajfa-9129	197	8	econometrics	econometric	NOUN
ajfa-9129	197	9	,	,	PUNCT
ajfa-9129	197	10	31(3	31(3	NUM
ajfa-9129	197	11	)	)	PUNCT
ajfa-9129	197	12	,	,	PUNCT
ajfa-9129	197	13	307–327	307–327	NUM
ajfa-9129	197	14	.	.	PUNCT
ajfa-9129	198	1	http://dx.doi.org/10.1016/0304-4076(86)90063-1	http://dx.doi.org/10.1016/0304-4076(86)90063-1	PROPN
ajfa-9129	198	2	brooks	brooks	PROPN
ajfa-9129	198	3	,	,	PUNCT
ajfa-9129	198	4	c.	c.	PROPN
ajfa-9129	198	5	,	,	PUNCT
ajfa-9129	198	6	&	&	CCONJ
ajfa-9129	198	7	burke	burke	PROPN
ajfa-9129	198	8	,	,	PUNCT
ajfa-9129	198	9	s.	s.	PROPN
ajfa-9129	198	10	p.	p.	PROPN
ajfa-9129	198	11	(	(	PUNCT
ajfa-9129	198	12	2003	2003	NUM
ajfa-9129	198	13	)	)	PUNCT
ajfa-9129	198	14	.	.	PUNCT
ajfa-9129	199	1	information	information	NOUN
ajfa-9129	199	2	criteria	criterion	NOUN
ajfa-9129	199	3	for	for	ADP
ajfa-9129	199	4	garch	garch	NOUN
ajfa-9129	199	5	model	model	NOUN
ajfa-9129	199	6	selection	selection	NOUN
ajfa-9129	199	7	:	:	PUNCT
ajfa-9129	199	8	an	an	DET
ajfa-9129	199	9	application	application	NOUN
ajfa-9129	199	10	to	to	ADP
ajfa-9129	199	11	high	high	ADJ
ajfa-9129	199	12	frequency	frequency	NOUN
ajfa-9129	199	13	data	datum	NOUN
ajfa-9129	199	14	.	.	PUNCT
ajfa-9129	200	1	european	european	PROPN
ajfa-9129	200	2	journal	journal	PROPN
ajfa-9129	200	3	of	of	ADP
ajfa-9129	200	4	finance	finance	NOUN
ajfa-9129	200	5	,	,	PUNCT
ajfa-9129	200	6	9	9	NUM
ajfa-9129	200	7	,	,	PUNCT
ajfa-9129	200	8	557	557	NUM
ajfa-9129	200	9	-	-	SYM
ajfa-9129	200	10	580	580	NUM
ajfa-9129	200	11	.	.	PUNCT
ajfa-9129	201	1	http://dx.doi.org/10.1080/135184702100002918	http://dx.doi.org/10.1080/135184702100002918	PROPN
ajfa-9129	201	2	caporin	caporin	PROPN
ajfa-9129	201	3	,	,	PUNCT
ajfa-9129	201	4	m.	m.	NOUN
ajfa-9129	201	5	,	,	PUNCT
ajfa-9129	201	6	&	&	CCONJ
ajfa-9129	201	7	mcaleer	mcaleer	NOUN
ajfa-9129	201	8	,	,	PUNCT
ajfa-9129	201	9	m.	m.	NOUN
ajfa-9129	201	10	(	(	PUNCT
ajfa-9129	201	11	2006	2006	NUM
ajfa-9129	201	12	)	)	PUNCT
ajfa-9129	201	13	.	.	PUNCT
ajfa-9129	202	1	dynamic	dynamic	ADJ
ajfa-9129	202	2	asymmetric	asymmetric	ADJ
ajfa-9129	202	3	garch	garch	NOUN
ajfa-9129	202	4	.	.	PUNCT
ajfa-9129	203	1	journal	journal	NOUN
ajfa-9129	203	2	of	of	ADP
ajfa-9129	203	3	financial	financial	ADJ
ajfa-9129	203	4	econometrics	econometric	NOUN
ajfa-9129	203	5	,	,	PUNCT
ajfa-9129	203	6	4(3	4(3	NUM
ajfa-9129	203	7	)	)	PUNCT
ajfa-9129	203	8	,	,	PUNCT
ajfa-9129	203	9	385–412	385–412	NUM
ajfa-9129	203	10	.	.	PUNCT
ajfa-9129	204	1	http://dx.doi.org/10.1093/jjfinec/nbj011	http://dx.doi.org/10.1093/jjfinec/nbj011	ADJ
ajfa-9129	204	2	cohary	cohary	NOUN
ajfa-9129	204	3	,	,	PUNCT
ajfa-9129	204	4	a.	a.	NOUN
ajfa-9129	204	5	,	,	PUNCT
ajfa-9129	204	6	&	&	CCONJ
ajfa-9129	204	7	rad	rad	PROPN
ajfa-9129	204	8	,	,	PUNCT
ajfa-9129	204	9	a.	a.	NOUN
ajfa-9129	204	10	t.	t.	PROPN
ajfa-9129	204	11	(	(	PUNCT
ajfa-9129	204	12	1994	1994	NUM
ajfa-9129	204	13	)	)	PUNCT
ajfa-9129	204	14	.	.	PUNCT
ajfa-9129	205	1	statistical	statistical	ADJ
ajfa-9129	205	2	properties	property	NOUN
ajfa-9129	205	3	of	of	ADP
ajfa-9129	205	4	daily	daily	ADJ
ajfa-9129	205	5	returns	return	NOUN
ajfa-9129	205	6	:	:	PUNCT
ajfa-9129	205	7	evidence	evidence	NOUN
ajfa-9129	205	8	from	from	ADP
ajfa-9129	205	9	european	european	ADJ
ajfa-9129	205	10	stock	stock	NOUN
ajfa-9129	205	11	markets	market	NOUN
ajfa-9129	205	12	.	.	PUNCT
ajfa-9129	206	1	journal	journal	NOUN
ajfa-9129	206	2	of	of	ADP
ajfa-9129	206	3	business	business	NOUN
ajfa-9129	206	4	finance	finance	NOUN
ajfa-9129	206	5	and	and	CCONJ
ajfa-9129	206	6	accounting	accounting	NOUN
ajfa-9129	206	7	,	,	PUNCT
ajfa-9129	206	8	21	21	NUM
ajfa-9129	206	9	,	,	PUNCT
ajfa-9129	206	10	271	271	NUM
ajfa-9129	206	11	-	-	SYM
ajfa-9129	206	12	282	282	NUM
ajfa-9129	206	13	.	.	PUNCT
ajfa-9129	207	1	http://dx.doi.org/10.1111/j.1468-5957.1994.tb00318.x	http://dx.doi.org/10.1111/j.1468-5957.1994.tb00318.x	PROPN
ajfa-9129	207	2	asian	asian	ADJ
ajfa-9129	207	3	journal	journal	PROPN
ajfa-9129	207	4	of	of	ADP
ajfa-9129	207	5	finance	finance	PROPN
ajfa-9129	207	6	&	&	CCONJ
ajfa-9129	207	7	accounting	accounting	PROPN
ajfa-9129	207	8	issn	issn	PROPN
ajfa-9129	207	9	1946	1946	NUM
ajfa-9129	207	10	-	-	PUNCT
ajfa-9129	207	11	052x	052x	PROPN
ajfa-9129	207	12	2016	2016	NUM
ajfa-9129	207	13	,	,	PUNCT
ajfa-9129	207	14	vol	vol	NOUN
ajfa-9129	207	15	.	.	PROPN
ajfa-9129	207	16	8	8	NUM
ajfa-9129	207	17	,	,	PUNCT
ajfa-9129	207	18	no	no	INTJ
ajfa-9129	207	19	.	.	NOUN
ajfa-9129	207	20	1	1	NUM
ajfa-9129	207	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	207	22	165	165	NUM
ajfa-9129	207	23	ding	ding	NOUN
ajfa-9129	207	24	,	,	PUNCT
ajfa-9129	207	25	z.	z.	PROPN
ajfa-9129	207	26	,	,	PUNCT
ajfa-9129	207	27	granger	granger	PROPN
ajfa-9129	207	28	,	,	PUNCT
ajfa-9129	207	29	c.	c.	PROPN
ajfa-9129	207	30	w.	w.	PROPN
ajfa-9129	207	31	j.	j.	PROPN
ajfa-9129	207	32	,	,	PUNCT
ajfa-9129	207	33	&	&	CCONJ
ajfa-9129	207	34	angle	angle	PROPN
ajfa-9129	207	35	,	,	PUNCT
ajfa-9129	207	36	r.	r.	PROPN
ajfa-9129	207	37	f.	f.	PROPN
ajfa-9129	207	38	(	(	PUNCT
ajfa-9129	207	39	1993	1993	NUM
ajfa-9129	207	40	)	)	PUNCT
ajfa-9129	207	41	.	.	PUNCT
ajfa-9129	208	1	a	a	DET
ajfa-9129	208	2	long	long	ADJ
ajfa-9129	208	3	memory	memory	NOUN
ajfa-9129	208	4	property	property	NOUN
ajfa-9129	208	5	of	of	ADP
ajfa-9129	208	6	stocks	stock	NOUN
ajfa-9129	208	7	market	market	NOUN
ajfa-9129	208	8	returns	return	NOUN
ajfa-9129	208	9	and	and	CCONJ
ajfa-9129	208	10	a	a	DET
ajfa-9129	208	11	new	new	ADJ
ajfa-9129	208	12	model	model	NOUN
ajfa-9129	208	13	.	.	PUNCT
ajfa-9129	209	1	journal	journal	PROPN
ajfa-9129	209	2	of	of	ADP
ajfa-9129	209	3	empirical	empirical	ADJ
ajfa-9129	209	4	finance	finance	NOUN
ajfa-9129	209	5	,	,	PUNCT
ajfa-9129	209	6	1(1	1(1	NUM
ajfa-9129	209	7	)	)	PUNCT
ajfa-9129	209	8	,	,	PUNCT
ajfa-9129	209	9	83–106	83–106	NUM
ajfa-9129	209	10	.	.	PUNCT
ajfa-9129	210	1	http://dx.doi.org/10.1016/0927-5398	http://dx.doi.org/10.1016/0927-5398	PROPN
ajfa-9129	210	2	(	(	PUNCT
ajfa-9129	210	3	93)90006	93)90006	NOUN
ajfa-9129	210	4	-	-	PUNCT
ajfa-9129	210	5	d	d	NOUN
ajfa-9129	210	6	emenike	emenike	NOUN
ajfa-9129	210	7	,	,	PUNCT
ajfa-9129	210	8	k.	k.	PROPN
ajfa-9129	210	9	o.	o.	PROPN
ajfa-9129	210	10	(	(	PUNCT
ajfa-9129	210	11	2010	2010	NUM
ajfa-9129	210	12	)	)	PUNCT
ajfa-9129	210	13	.	.	PUNCT
ajfa-9129	211	1	modelling	model	VERB
ajfa-9129	211	2	stock	stock	NOUN
ajfa-9129	211	3	returns	return	NOUN
ajfa-9129	211	4	volatility	volatility	NOUN
ajfa-9129	211	5	in	in	ADP
ajfa-9129	211	6	nigeria	nigeria	PROPN
ajfa-9129	211	7	using	use	VERB
ajfa-9129	211	8	garch	garch	NOUN
ajfa-9129	211	9	models	model	NOUN
ajfa-9129	211	10	.	.	PUNCT
ajfa-9129	212	1	african	african	ADJ
ajfa-9129	212	2	journal	journal	PROPN
ajfa-9129	212	3	of	of	ADP
ajfa-9129	212	4	management	management	NOUN
ajfa-9129	212	5	and	and	CCONJ
ajfa-9129	212	6	administration	administration	NOUN
ajfa-9129	212	7	,	,	PUNCT
ajfa-9129	212	8	3(1	3(1	NUM
ajfa-9129	212	9	)	)	PUNCT
ajfa-9129	212	10	,	,	PUNCT
ajfa-9129	212	11	8	8	NUM
ajfa-9129	212	12	-	-	SYM
ajfa-9129	212	13	15	15	NUM
ajfa-9129	212	14	.	.	PUNCT
ajfa-9129	213	1	engle	engle	PROPN
ajfa-9129	213	2	,	,	PUNCT
ajfa-9129	213	3	r.	r.	PROPN
ajfa-9129	213	4	f.	f.	PROPN
ajfa-9129	213	5	(	(	PUNCT
ajfa-9129	213	6	1982	1982	NUM
ajfa-9129	213	7	)	)	PUNCT
ajfa-9129	213	8	.	.	PUNCT
ajfa-9129	214	1	autoregressive	autoregressive	ADJ
ajfa-9129	214	2	conditional	conditional	ADJ
ajfa-9129	214	3	heteroscedasticity	heteroscedasticity	NOUN
ajfa-9129	214	4	with	with	ADP
ajfa-9129	214	5	estimates	estimate	NOUN
ajfa-9129	214	6	of	of	ADP
ajfa-9129	214	7	the	the	DET
ajfa-9129	214	8	variance	variance	NOUN
ajfa-9129	214	9	of	of	ADP
ajfa-9129	214	10	united	united	PROPN
ajfa-9129	214	11	kingdom	kingdom	PROPN
ajfa-9129	214	12	inflation	inflation	NOUN
ajfa-9129	214	13	.	.	PUNCT
ajfa-9129	215	1	econometrica	econometrica	PROPN
ajfa-9129	215	2	,	,	PUNCT
ajfa-9129	215	3	50(4	50(4	NUM
ajfa-9129	215	4	)	)	PUNCT
ajfa-9129	215	5	,	,	PUNCT
ajfa-9129	215	6	987–1007	987–1007	X
ajfa-9129	215	7	.	.	PUNCT
ajfa-9129	216	1	http://dx.doi.org/10.2307/1912773	http://dx.doi.org/10.2307/1912773	PROPN
ajfa-9129	216	2	engle	engle	PROPN
ajfa-9129	216	3	,	,	PUNCT
ajfa-9129	216	4	r.	r.	PROPN
ajfa-9129	216	5	,	,	PUNCT
ajfa-9129	216	6	&	&	CCONJ
ajfa-9129	216	7	granger	granger	PROPN
ajfa-9129	216	8	,	,	PUNCT
ajfa-9129	216	9	c.	c.	PROPN
ajfa-9129	216	10	(	(	PUNCT
ajfa-9129	216	11	1987	1987	NUM
ajfa-9129	216	12	)	)	PUNCT
ajfa-9129	216	13	.	.	PUNCT
ajfa-9129	217	1	co	co	NOUN
ajfa-9129	217	2	-	-	NOUN
ajfa-9129	217	3	integration	integration	NOUN
ajfa-9129	217	4	and	and	CCONJ
ajfa-9129	217	5	error	error	NOUN
ajfa-9129	217	6	correction	correction	NOUN
ajfa-9129	217	7	:	:	PUNCT
ajfa-9129	217	8	representation	representation	NOUN
ajfa-9129	217	9	,	,	PUNCT
ajfa-9129	217	10	estimation	estimation	NOUN
ajfa-9129	217	11	,	,	PUNCT
ajfa-9129	217	12	and	and	CCONJ
ajfa-9129	217	13	testing	testing	NOUN
ajfa-9129	217	14	.	.	PUNCT
ajfa-9129	218	1	econometrica	econometrica	PROPN
ajfa-9129	218	2	,	,	PUNCT
ajfa-9129	218	3	55(2	55(2	NUM
ajfa-9129	218	4	)	)	PUNCT
ajfa-9129	218	5	,	,	PUNCT
ajfa-9129	218	6	251	251	NUM
ajfa-9129	218	7	-	-	SYM
ajfa-9129	218	8	276	276	NUM
ajfa-9129	218	9	.	.	PUNCT
ajfa-9129	219	1	http://dx.doi.org/10.2307/1913236	http://dx.doi.org/10.2307/1913236	ADJ
ajfa-9129	219	2	ezzat	ezzat	PROPN
ajfa-9129	219	3	,	,	PUNCT
ajfa-9129	219	4	h.	h.	PROPN
ajfa-9129	219	5	(	(	PUNCT
ajfa-9129	219	6	2012	2012	NUM
ajfa-9129	219	7	)	)	PUNCT
ajfa-9129	219	8	.	.	PUNCT
ajfa-9129	220	1	the	the	DET
ajfa-9129	220	2	application	application	NOUN
ajfa-9129	220	3	of	of	ADP
ajfa-9129	220	4	garch	garch	NOUN
ajfa-9129	220	5	and	and	CCONJ
ajfa-9129	220	6	egarch	egarch	VERB
ajfa-9129	220	7	in	in	ADP
ajfa-9129	220	8	modelling	model	VERB
ajfa-9129	220	9	the	the	DET
ajfa-9129	220	10	volatility	volatility	NOUN
ajfa-9129	220	11	of	of	ADP
ajfa-9129	220	12	daily	daily	ADJ
ajfa-9129	220	13	stock	stock	NOUN
ajfa-9129	220	14	returns	return	NOUN
ajfa-9129	220	15	during	during	ADP
ajfa-9129	220	16	massive	massive	ADJ
ajfa-9129	220	17	shocks	shock	NOUN
ajfa-9129	220	18	:	:	PUNCT
ajfa-9129	220	19	the	the	DET
ajfa-9129	220	20	empirical	empirical	ADJ
ajfa-9129	220	21	case	case	NOUN
ajfa-9129	220	22	of	of	ADP
ajfa-9129	220	23	egypt	egypt	PROPN
ajfa-9129	220	24	.	.	PUNCT
ajfa-9129	221	1	munich	munich	PROPN
ajfa-9129	221	2	personal	personal	PROPN
ajfa-9129	221	3	repec	repec	PROPN
ajfa-9129	221	4	archive	archive	PROPN
ajfa-9129	221	5	.	.	PUNCT
ajfa-9129	222	1	retrieved	retrieve	VERB
ajfa-9129	222	2	from	from	ADP
ajfa-9129	222	3	http://mpra.ub.uni-muenchen.de/50530/	http://mpra.ub.uni-muenchen.de/50530/	NUM
ajfa-9129	222	4	fama	fama	NOUN
ajfa-9129	222	5	,	,	PUNCT
ajfa-9129	222	6	e.	e.	PROPN
ajfa-9129	222	7	f.	f.	PROPN
ajfa-9129	222	8	(	(	PUNCT
ajfa-9129	222	9	1965	1965	NUM
ajfa-9129	222	10	)	)	PUNCT
ajfa-9129	222	11	.	.	PUNCT
ajfa-9129	223	1	the	the	DET
ajfa-9129	223	2	behavior	behavior	NOUN
ajfa-9129	223	3	of	of	ADP
ajfa-9129	223	4	stock	stock	NOUN
ajfa-9129	223	5	market	market	NOUN
ajfa-9129	223	6	prices	price	NOUN
ajfa-9129	223	7	.	.	PUNCT
ajfa-9129	224	1	journal	journal	PROPN
ajfa-9129	224	2	of	of	ADP
ajfa-9129	224	3	business	business	NOUN
ajfa-9129	224	4	,	,	PUNCT
ajfa-9129	224	5	38	38	NUM
ajfa-9129	224	6	,	,	PUNCT
ajfa-9129	224	7	34–105	34–105	NUM
ajfa-9129	224	8	.	.	PUNCT
ajfa-9129	225	1	http://dx.doi.org/10.1086/29474	http://dx.doi.org/10.1086/29474	PROPN
ajfa-9129	225	2	floros	floros	PROPN
ajfa-9129	225	3	,	,	PUNCT
ajfa-9129	225	4	c.	c.	PROPN
ajfa-9129	225	5	(	(	PUNCT
ajfa-9129	225	6	2008	2008	NUM
ajfa-9129	225	7	)	)	PUNCT
ajfa-9129	225	8	.	.	PUNCT
ajfa-9129	226	1	modelling	model	VERB
ajfa-9129	226	2	volatility	volatility	NOUN
ajfa-9129	226	3	using	use	VERB
ajfa-9129	226	4	garch	garch	NOUN
ajfa-9129	226	5	models	model	NOUN
ajfa-9129	226	6	:	:	PUNCT
ajfa-9129	226	7	evidence	evidence	NOUN
ajfa-9129	226	8	from	from	ADP
ajfa-9129	226	9	egypt	egypt	PROPN
ajfa-9129	226	10	and	and	CCONJ
ajfa-9129	226	11	israel	israel	PROPN
ajfa-9129	226	12	.	.	PUNCT
ajfa-9129	227	1	middle	middle	ADJ
ajfa-9129	227	2	eastern	eastern	ADJ
ajfa-9129	227	3	finance	finance	NOUN
ajfa-9129	227	4	and	and	CCONJ
ajfa-9129	227	5	economics	economic	NOUN
ajfa-9129	227	6	,	,	PUNCT
ajfa-9129	227	7	2	2	NUM
ajfa-9129	227	8	,	,	PUNCT
ajfa-9129	227	9	32	32	NUM
ajfa-9129	227	10	-	-	SYM
ajfa-9129	227	11	41	41	NUM
ajfa-9129	227	12	.	.	PUNCT
ajfa-9129	228	1	franses	franse	NOUN
ajfa-9129	228	2	,	,	PUNCT
ajfa-9129	228	3	p.h	p.h	PROPN
ajfa-9129	228	4	.	.	PROPN
ajfa-9129	228	5	,	,	PUNCT
ajfa-9129	228	6	&	&	CCONJ
ajfa-9129	228	7	d.	d.	PROPN
ajfa-9129	228	8	van	van	PROPN
ajfa-9129	228	9	dijk	dijk	PROPN
ajfa-9129	228	10	,	,	PUNCT
ajfa-9129	228	11	(	(	PUNCT
ajfa-9129	228	12	1996	1996	NUM
ajfa-9129	228	13	)	)	PUNCT
ajfa-9129	228	14	.	.	PUNCT
ajfa-9129	229	1	forecasting	forecast	VERB
ajfa-9129	229	2	stock	stock	NOUN
ajfa-9129	229	3	market	market	NOUN
ajfa-9129	229	4	volatility	volatility	NOUN
ajfa-9129	229	5	using	use	VERB
ajfa-9129	229	6	(	(	PUNCT
ajfa-9129	229	7	non	non	ADJ
ajfa-9129	229	8	-	-	ADJ
ajfa-9129	229	9	linear	linear	ADJ
ajfa-9129	229	10	)	)	PUNCT
ajfa-9129	229	11	garch	garch	NOUN
ajfa-9129	229	12	models	model	NOUN
ajfa-9129	229	13	.	.	PUNCT
ajfa-9129	230	1	journal	journal	NOUN
ajfa-9129	230	2	of	of	ADP
ajfa-9129	230	3	forecasting	forecasting	NOUN
ajfa-9129	230	4	,	,	PUNCT
ajfa-9129	230	5	15	15	NUM
ajfa-9129	230	6	,	,	PUNCT
ajfa-9129	230	7	229	229	NUM
ajfa-9129	230	8	-	-	SYM
ajfa-9129	230	9	235	235	NUM
ajfa-9129	230	10	.	.	PUNCT
ajfa-9129	231	1	http://dx.doi.org/10.1002/(sici)1099-131x(199604)15:3<229::aid-for620>3.0.co;2-3	http://dx.doi.org/10.1002/(sici)1099-131x(199604)15:3<229::aid-for620>3.0.co;2-3	X
ajfa-9129	231	2	frimpong	frimpong	PROPN
ajfa-9129	231	3	,	,	PUNCT
ajfa-9129	231	4	j.	j.	PROPN
ajfa-9129	231	5	m.	m.	PROPN
ajfa-9129	231	6	,	,	PUNCT
ajfa-9129	231	7	&	&	CCONJ
ajfa-9129	231	8	oteng	oteng	PROPN
ajfa-9129	231	9	-	-	PUNCT
ajfa-9129	231	10	abayie	abayie	PROPN
ajfa-9129	231	11	,	,	PUNCT
ajfa-9129	231	12	e.	e.	PROPN
ajfa-9129	231	13	f.	f.	PROPN
ajfa-9129	231	14	(	(	PUNCT
ajfa-9129	231	15	2006	2006	NUM
ajfa-9129	231	16	)	)	PUNCT
ajfa-9129	231	17	.	.	PUNCT
ajfa-9129	232	1	modelling	modelling	NOUN
ajfa-9129	232	2	and	and	CCONJ
ajfa-9129	232	3	forecasting	forecast	VERB
ajfa-9129	232	4	volatility	volatility	NOUN
ajfa-9129	232	5	of	of	ADP
ajfa-9129	232	6	returns	return	NOUN
ajfa-9129	232	7	on	on	ADP
ajfa-9129	232	8	the	the	DET
ajfa-9129	232	9	ghana	ghana	PROPN
ajfa-9129	232	10	stock	stock	PROPN
ajfa-9129	232	11	exchange	exchange	PROPN
ajfa-9129	232	12	using	use	VERB
ajfa-9129	232	13	garch	garch	NOUN
ajfa-9129	232	14	models	model	NOUN
ajfa-9129	232	15	.	.	PUNCT
ajfa-9129	233	1	american	american	ADJ
ajfa-9129	233	2	journal	journal	PROPN
ajfa-9129	233	3	of	of	ADP
ajfa-9129	233	4	applied	apply	VERB
ajfa-9129	233	5	sciences	science	NOUN
ajfa-9129	233	6	,	,	PUNCT
ajfa-9129	233	7	3	3	NUM
ajfa-9129	233	8	,	,	PUNCT
ajfa-9129	233	9	2042	2042	NUM
ajfa-9129	233	10	-	-	SYM
ajfa-9129	233	11	4048	4048	NUM
ajfa-9129	233	12	.	.	PUNCT
ajfa-9129	234	1	http://dx.doi.org/10.3844/ajassp.2006.2042.2048	http://dx.doi.org/10.3844/ajassp.2006.2042.2048	PROPN
ajfa-9129	234	2	glosten	glosten	PROPN
ajfa-9129	234	3	,	,	PUNCT
ajfa-9129	234	4	l.	l.	PROPN
ajfa-9129	234	5	r.	r.	PROPN
ajfa-9129	234	6	,	,	PUNCT
ajfa-9129	234	7	jagannathan	jagannathan	PROPN
ajfa-9129	234	8	,	,	PUNCT
ajfa-9129	234	9	r.	r.	PROPN
ajfa-9129	234	10	,	,	PUNCT
ajfa-9129	234	11	&	&	CCONJ
ajfa-9129	234	12	runkle	runkle	PROPN
ajfa-9129	234	13	,	,	PUNCT
ajfa-9129	234	14	d.	d.	PROPN
ajfa-9129	234	15	e.	e.	PROPN
ajfa-9129	234	16	(	(	PUNCT
ajfa-9129	234	17	1993	1993	NUM
ajfa-9129	234	18	)	)	PUNCT
ajfa-9129	234	19	.	.	PUNCT
ajfa-9129	235	1	on	on	ADP
ajfa-9129	235	2	the	the	DET
ajfa-9129	235	3	relation	relation	NOUN
ajfa-9129	235	4	between	between	ADP
ajfa-9129	235	5	expected	expect	VERB
ajfa-9129	235	6	value	value	NOUN
ajfa-9129	235	7	and	and	CCONJ
ajfa-9129	235	8	the	the	DET
ajfa-9129	235	9	volatility	volatility	NOUN
ajfa-9129	235	10	of	of	ADP
ajfa-9129	235	11	the	the	DET
ajfa-9129	235	12	nominal	nominal	ADJ
ajfa-9129	235	13	excess	excess	ADJ
ajfa-9129	235	14	return	return	NOUN
ajfa-9129	235	15	on	on	ADP
ajfa-9129	235	16	stocks	stock	NOUN
ajfa-9129	235	17	.	.	PUNCT
ajfa-9129	236	1	journal	journal	PROPN
ajfa-9129	236	2	of	of	ADP
ajfa-9129	236	3	finance	finance	NOUN
ajfa-9129	236	4	,	,	PUNCT
ajfa-9129	236	5	48(5	48(5	NUM
ajfa-9129	236	6	)	)	PUNCT
ajfa-9129	236	7	,	,	PUNCT
ajfa-9129	236	8	1779–1801	1779–1801	NUM
ajfa-9129	236	9	.	.	PUNCT
ajfa-9129	237	1	http://dx.doi.org/10.1111/j.1540-6261.1993.tb05128.x	http://dx.doi.org/10.1111/j.1540-6261.1993.tb05128.x	PROPN
ajfa-9129	237	2	gökbulut	gökbulut	PROPN
ajfa-9129	237	3	,	,	PUNCT
ajfa-9129	237	4	r.	r.	PROPN
ajfa-9129	237	5	,	,	PUNCT
ajfa-9129	237	6	&	&	CCONJ
ajfa-9129	237	7	pekkaya	pekkaya	PROPN
ajfa-9129	237	8	,	,	PUNCT
ajfa-9129	237	9	m.	m.	NOUN
ajfa-9129	237	10	(	(	PUNCT
ajfa-9129	237	11	2014	2014	NUM
ajfa-9129	237	12	)	)	PUNCT
ajfa-9129	237	13	.	.	PUNCT
ajfa-9129	238	1	estimating	estimate	VERB
ajfa-9129	238	2	and	and	CCONJ
ajfa-9129	238	3	forecasting	forecast	VERB
ajfa-9129	238	4	volatility	volatility	NOUN
ajfa-9129	238	5	of	of	ADP
ajfa-9129	238	6	financial	financial	ADJ
ajfa-9129	238	7	markets	market	NOUN
ajfa-9129	238	8	using	use	VERB
ajfa-9129	238	9	asymmetric	asymmetric	ADJ
ajfa-9129	238	10	garch	garch	NOUN
ajfa-9129	238	11	models	model	NOUN
ajfa-9129	238	12	:	:	PUNCT
ajfa-9129	238	13	an	an	DET
ajfa-9129	238	14	application	application	NOUN
ajfa-9129	238	15	on	on	ADP
ajfa-9129	238	16	turkish	turkish	ADJ
ajfa-9129	238	17	financial	financial	ADJ
ajfa-9129	238	18	markets	market	NOUN
ajfa-9129	238	19	.	.	PUNCT
ajfa-9129	239	1	international	international	ADJ
ajfa-9129	239	2	journal	journal	PROPN
ajfa-9129	239	3	of	of	ADP
ajfa-9129	239	4	economics	economic	NOUN
ajfa-9129	239	5	and	and	CCONJ
ajfa-9129	239	6	finance	finance	NOUN
ajfa-9129	239	7	,	,	PUNCT
ajfa-9129	239	8	6(4	6(4	PROPN
ajfa-9129	239	9	)	)	PUNCT
ajfa-9129	239	10	,	,	PUNCT
ajfa-9129	239	11	23	23	NUM
ajfa-9129	239	12	-	-	SYM
ajfa-9129	239	13	33	33	NUM
ajfa-9129	239	14	.	.	PUNCT
ajfa-9129	240	1	http://dx.doi.org/10.5539/ijef.v6n4p23	http://dx.doi.org/10.5539/ijef.v6n4p23	PROPN
ajfa-9129	240	2	gokcan	gokcan	PROPN
ajfa-9129	240	3	,	,	PUNCT
ajfa-9129	240	4	s.	s.	PROPN
ajfa-9129	240	5	(	(	PUNCT
ajfa-9129	240	6	2000	2000	NUM
ajfa-9129	240	7	)	)	PUNCT
ajfa-9129	240	8	.	.	PUNCT
ajfa-9129	241	1	forecasting	forecast	VERB
ajfa-9129	241	2	volatility	volatility	NOUN
ajfa-9129	241	3	of	of	ADP
ajfa-9129	241	4	emerging	emerge	VERB
ajfa-9129	241	5	stock	stock	NOUN
ajfa-9129	241	6	markets	market	NOUN
ajfa-9129	241	7	:	:	PUNCT
ajfa-9129	241	8	linear	linear	ADJ
ajfa-9129	241	9	versus	versus	ADP
ajfa-9129	241	10	non	non	ADJ
ajfa-9129	241	11	-	-	ADJ
ajfa-9129	241	12	linear	linear	ADJ
ajfa-9129	241	13	garch	garch	NOUN
ajfa-9129	241	14	models	model	NOUN
ajfa-9129	241	15	.	.	PUNCT
ajfa-9129	242	1	journal	journal	NOUN
ajfa-9129	242	2	of	of	ADP
ajfa-9129	242	3	forecasting	forecasting	NOUN
ajfa-9129	242	4	,	,	PUNCT
ajfa-9129	242	5	19	19	NUM
ajfa-9129	242	6	,	,	PUNCT
ajfa-9129	242	7	499	499	NUM
ajfa-9129	242	8	-	-	SYM
ajfa-9129	242	9	504	504	NUM
ajfa-9129	242	10	.	.	PUNCT
ajfa-9129	242	11	http://dx.doi.org/10.1002/1099-131x(200011)19:6<499::aid-for745>3.0.co;2-p	http://dx.doi.org/10.1002/1099-131x(200011)19:6<499::aid-for745>3.0.co;2-p	NOUN
ajfa-9129	242	12	goudarzi	goudarzi	PROPN
ajfa-9129	242	13	,	,	PUNCT
ajfa-9129	242	14	h.	h.	PROPN
ajfa-9129	242	15	,	,	PUNCT
ajfa-9129	242	16	&	&	CCONJ
ajfa-9129	242	17	ramanarayanan	ramanarayanan	PROPN
ajfa-9129	242	18	,	,	PUNCT
ajfa-9129	242	19	c.s	c.s	PROPN
ajfa-9129	242	20	.	.	PROPN
ajfa-9129	243	1	(	(	PUNCT
ajfa-9129	243	2	2011	2011	NUM
ajfa-9129	243	3	)	)	PUNCT
ajfa-9129	243	4	.	.	PUNCT
ajfa-9129	244	1	modeling	model	VERB
ajfa-9129	244	2	asymmetric	asymmetric	ADJ
ajfa-9129	244	3	volatility	volatility	NOUN
ajfa-9129	244	4	in	in	ADP
ajfa-9129	244	5	the	the	DET
ajfa-9129	244	6	indian	indian	ADJ
ajfa-9129	244	7	stock	stock	NOUN
ajfa-9129	244	8	market	market	NOUN
ajfa-9129	244	9	.	.	PUNCT
ajfa-9129	245	1	international	international	ADJ
ajfa-9129	245	2	journal	journal	PROPN
ajfa-9129	245	3	of	of	ADP
ajfa-9129	245	4	business	business	NOUN
ajfa-9129	245	5	and	and	CCONJ
ajfa-9129	245	6	management	management	NOUN
ajfa-9129	245	7	,	,	PUNCT
ajfa-9129	245	8	6(3	6(3	NUM
ajfa-9129	245	9	)	)	PUNCT
ajfa-9129	245	10	,	,	PUNCT
ajfa-9129	245	11	221	221	NUM
ajfa-9129	245	12	-	-	SYM
ajfa-9129	245	13	231	231	NUM
ajfa-9129	245	14	.	.	PUNCT
ajfa-9129	246	1	http://dx.doi.org/10.5539/ijbm.v6n3p221	http://dx.doi.org/10.5539/ijbm.v6n3p221	PROPN
ajfa-9129	246	2	asian	asian	PROPN
ajfa-9129	246	3	journal	journal	PROPN
ajfa-9129	246	4	of	of	ADP
ajfa-9129	246	5	finance	finance	PROPN
ajfa-9129	246	6	&	&	CCONJ
ajfa-9129	246	7	accounting	accounting	PROPN
ajfa-9129	246	8	issn	issn	PROPN
ajfa-9129	246	9	1946	1946	NUM
ajfa-9129	246	10	-	-	PUNCT
ajfa-9129	246	11	052x	052x	PROPN
ajfa-9129	246	12	2016	2016	NUM
ajfa-9129	246	13	,	,	PUNCT
ajfa-9129	246	14	vol	vol	NOUN
ajfa-9129	246	15	.	.	PROPN
ajfa-9129	246	16	8	8	NUM
ajfa-9129	246	17	,	,	PUNCT
ajfa-9129	246	18	no	no	INTJ
ajfa-9129	246	19	.	.	NOUN
ajfa-9129	246	20	1	1	NUM
ajfa-9129	246	21	ajfa.macrothink.org	ajfa.macrothink.org	PROPN
ajfa-9129	246	22	166	166	NUM
ajfa-9129	246	23	hsieh	hsieh	PROPN
ajfa-9129	246	24	,	,	PUNCT
ajfa-9129	246	25	d.a	d.a	PROPN
ajfa-9129	246	26	.	.	PROPN
ajfa-9129	246	27	(	(	PUNCT
ajfa-9129	246	28	1989	1989	NUM
ajfa-9129	246	29	)	)	PUNCT
ajfa-9129	246	30	.	.	PUNCT
ajfa-9129	247	1	modeling	model	VERB
ajfa-9129	247	2	heteroscedasticity	heteroscedasticity	NOUN
ajfa-9129	247	3	in	in	ADP
ajfa-9129	247	4	daily	daily	ADJ
ajfa-9129	247	5	foreign	foreign	ADJ
ajfa-9129	247	6	-	-	PUNCT
ajfa-9129	247	7	exchange	exchange	NOUN
ajfa-9129	247	8	rates	rate	NOUN
ajfa-9129	247	9	.	.	PUNCT
ajfa-9129	248	1	journal	journal	NOUN
ajfa-9129	248	2	of	of	ADP
ajfa-9129	248	3	business	business	PROPN
ajfa-9129	248	4	&	&	CCONJ
ajfa-9129	248	5	economic	economic	ADJ
ajfa-9129	248	6	statistics	statistic	NOUN
ajfa-9129	248	7	,	,	PUNCT
ajfa-9129	248	8	7	7	NUM
ajfa-9129	248	9	,	,	PUNCT
ajfa-9129	248	10	307	307	NUM
ajfa-9129	248	11	-	-	SYM
ajfa-9129	248	12	317	317	NUM
ajfa-9129	248	13	.	.	PUNCT
ajfa-9129	249	1	http://dx.doi.org/10.2307/1391528	http://dx.doi.org/10.2307/1391528	PROPN
ajfa-9129	249	2	jarque	jarque	NOUN
ajfa-9129	249	3	,	,	PUNCT
ajfa-9129	249	4	c.m	c.m	PROPN
ajfa-9129	249	5	.	.	PROPN
ajfa-9129	249	6	,	,	PUNCT
ajfa-9129	249	7	&	&	CCONJ
ajfa-9129	249	8	bera	bera	NOUN
ajfa-9129	249	9	,	,	PUNCT
ajfa-9129	249	10	a.k	a.k	PROPN
ajfa-9129	249	11	.	.	PROPN
ajfa-9129	249	12	(	(	PUNCT
ajfa-9129	249	13	1980	1980	NUM
ajfa-9129	249	14	)	)	PUNCT
ajfa-9129	249	15	.	.	PUNCT
ajfa-9129	250	1	efficient	efficient	ADJ
ajfa-9129	250	2	tests	test	NOUN
ajfa-9129	250	3	for	for	ADP
ajfa-9129	250	4	normality	normality	NOUN
ajfa-9129	250	5	,	,	PUNCT
ajfa-9129	250	6	homoscedasticity	homoscedasticity	NOUN
ajfa-9129	250	7	and	and	CCONJ
ajfa-9129	250	8	serial	serial	ADJ
ajfa-9129	250	9	dependence	dependence	NOUN
ajfa-9129	250	10	of	of	ADP
ajfa-9129	250	11	regression	regression	NOUN
ajfa-9129	250	12	residuals	residual	NOUN
ajfa-9129	250	13	.	.	PUNCT
ajfa-9129	251	1	economic	economic	ADJ
ajfa-9129	251	2	letter	letter	NOUN
ajfa-9129	251	3	,	,	PUNCT
ajfa-9129	251	4	6	6	NUM
ajfa-9129	251	5	,	,	PUNCT
ajfa-9129	251	6	255	255	NUM
ajfa-9129	251	7	-	-	SYM
ajfa-9129	251	8	259	259	NUM
ajfa-9129	251	9	.	.	PUNCT
ajfa-9129	251	10	http://dx.doi.org/10.1016/0165-1765(80)90024-5	http://dx.doi.org/10.1016/0165-1765(80)90024-5	PROPN
ajfa-9129	251	11	jarque	jarque	NOUN
ajfa-9129	251	12	,	,	PUNCT
ajfa-9129	251	13	c.m	c.m	PROPN
ajfa-9129	251	14	.	.	PROPN
ajfa-9129	251	15	,	,	PUNCT
ajfa-9129	251	16	&	&	CCONJ
ajfa-9129	251	17	a.k	a.k	PROPN
ajfa-9129	251	18	.	.	PROPN
ajfa-9129	251	19	bera	bera	PROPN
ajfa-9129	251	20	(	(	PUNCT
ajfa-9129	251	21	1987	1987	NUM
ajfa-9129	251	22	)	)	PUNCT
ajfa-9129	251	23	.	.	PUNCT
ajfa-9129	252	1	a	a	DET
ajfa-9129	252	2	test	test	NOUN
ajfa-9129	252	3	for	for	ADP
ajfa-9129	252	4	normality	normality	NOUN
ajfa-9129	252	5	of	of	ADP
ajfa-9129	252	6	observations	observation	NOUN
ajfa-9129	252	7	and	and	CCONJ
ajfa-9129	252	8	regression	regression	NOUN
ajfa-9129	252	9	residuals	residual	NOUN
ajfa-9129	252	10	.	.	PUNCT
ajfa-9129	253	1	international	international	ADJ
ajfa-9129	253	2	statistics	statistic	NOUN
ajfa-9129	253	3	review	review	PROPN
ajfa-9129	253	4	,	,	PUNCT
ajfa-9129	253	5	55	55	NUM
ajfa-9129	253	6	,	,	PUNCT
ajfa-9129	253	7	163	163	NUM
ajfa-9129	253	8	-	-	SYM
ajfa-9129	253	9	172	172	NUM
ajfa-9129	253	10	.	.	PUNCT
ajfa-9129	254	1	http://dx.doi.org/10.2307/1403192	http://dx.doi.org/10.2307/1403192	PROPN
ajfa-9129	254	2	kosapattarapim	kosapattarapim	PROPN
ajfa-9129	254	3	,	,	PUNCT
ajfa-9129	254	4	chaiwat	chaiwat	ADJ
ajfa-9129	254	5	;	;	PUNCT
ajfa-9129	254	6	lin	lin	PROPN
ajfa-9129	254	7	,	,	PUNCT
ajfa-9129	254	8	yan	yan	PROPN
ajfa-9129	254	9	-	-	PUNCT
ajfa-9129	254	10	xia	xia	PROPN
ajfa-9129	254	11	,	,	PUNCT
ajfa-9129	254	12	&	&	CCONJ
ajfa-9129	254	13	mccrae	mccrae	PROPN
ajfa-9129	254	14	,	,	PUNCT
ajfa-9129	254	15	michael	michael	PROPN
ajfa-9129	254	16	.	.	PUNCT
ajfa-9129	255	1	(	(	PUNCT
ajfa-9129	255	2	2011	2011	NUM
ajfa-9129	255	3	)	)	PUNCT
ajfa-9129	255	4	.	.	PUNCT
ajfa-9129	256	1	evaluating	evaluate	VERB
ajfa-9129	256	2	the	the	DET
ajfa-9129	256	3	volatility	volatility	NOUN
ajfa-9129	256	4	forecasting	forecasting	NOUN
ajfa-9129	256	5	performance	performance	NOUN
ajfa-9129	256	6	of	of	ADP
ajfa-9129	256	7	best	good	ADJ
ajfa-9129	256	8	fitting	fitting	ADJ
ajfa-9129	256	9	garch	garch	NOUN
ajfa-9129	256	10	models	model	NOUN
ajfa-9129	256	11	in	in	ADP
ajfa-9129	256	12	emerging	emerge	VERB
ajfa-9129	256	13	asian	asian	ADJ
ajfa-9129	256	14	stock	stock	NOUN
ajfa-9129	256	15	markets	market	NOUN
ajfa-9129	256	16	.	.	PUNCT
ajfa-9129	257	1	centre	centre	NOUN
ajfa-9129	257	2	for	for	ADP
ajfa-9129	257	3	statistical	statistical	ADJ
ajfa-9129	257	4	and	and	CCONJ
ajfa-9129	257	5	survey	survey	NOUN
ajfa-9129	257	6	methodology	methodology	NOUN
ajfa-9129	257	7	,	,	PUNCT
ajfa-9129	257	8	university	university	PROPN
ajfa-9129	257	9	of	of	ADP
ajfa-9129	257	10	wollongong	wollongong	PROPN
ajfa-9129	257	11	,	,	PUNCT
ajfa-9129	257	12	working	work	VERB
ajfa-9129	257	13	paper	paper	NOUN
ajfa-9129	257	14	13	13	NUM
ajfa-9129	257	15	-	-	SYM
ajfa-9129	257	16	11	11	NUM
ajfa-9129	257	17	.	.	PUNCT
ajfa-9129	258	1	lee	lee	PROPN
ajfa-9129	258	2	,	,	PUNCT
ajfa-9129	258	3	h.	h.	PROPN
ajfa-9129	258	4	j.	j.	PROPN
ajfa-9129	258	5	(	(	PUNCT
ajfa-9129	258	6	2009	2009	NUM
ajfa-9129	258	7	)	)	PUNCT
ajfa-9129	258	8	.	.	PUNCT
ajfa-9129	259	1	forecasting	forecasting	NOUN
ajfa-9129	259	2	performance	performance	NOUN
ajfa-9129	259	3	of	of	ADP
ajfa-9129	259	4	asymmetric	asymmetric	ADJ
ajfa-9129	259	5	garch	garch	NOUN
ajfa-9129	259	6	stock	stock	NOUN
ajfa-9129	259	7	market	market	NOUN
ajfa-9129	259	8	volatility	volatility	NOUN
ajfa-9129	259	9	models	model	NOUN
ajfa-9129	259	10	.	.	PUNCT
ajfa-9129	260	1	journal	journal	NOUN
ajfa-9129	260	2	of	of	ADP
ajfa-9129	260	3	international	international	ADJ
ajfa-9129	260	4	economic	economic	ADJ
ajfa-9129	260	5	studies	study	NOUN
ajfa-9129	260	6	,	,	PUNCT
ajfa-9129	260	7	13(2	13(2	PROPN
ajfa-9129	260	8	)	)	PUNCT
ajfa-9129	260	9	,	,	PUNCT
ajfa-9129	260	10	109–142	109–142	NUM
ajfa-9129	260	11	.	.	PUNCT
ajfa-9129	261	1	http	http	PROPN
ajfa-9129	261	2	:	:	PUNCT
ajfa-9129	261	3	//dx.doi.org/10.11644/	//dx.doi.org/10.11644/	NUM
ajfa-9129	261	4	kiep.jeai	kiep.jeai	PROPN
ajfa-9129	261	5	.	.	PUNCT
ajfa-9129	261	6	2009.13.2.203	2009.13.2.203	NUM
ajfa-9129	261	7	.	.	PUNCT
ajfa-9129	262	1	liu	liu	PROPN
ajfa-9129	262	2	,	,	PUNCT
ajfa-9129	262	3	h.c	h.c	PROPN
ajfa-9129	262	4	.	.	PROPN
ajfa-9129	262	5	,	,	PUNCT
ajfa-9129	262	6	&	&	CCONJ
ajfa-9129	262	7	hung	hung	PROPN
ajfa-9129	262	8	j.c	j.c	PROPN
ajfa-9129	262	9	.	.	PROPN
ajfa-9129	262	10	(	(	PUNCT
ajfa-9129	262	11	2010	2010	NUM
ajfa-9129	262	12	)	)	PUNCT
ajfa-9129	262	13	.	.	PUNCT
ajfa-9129	263	1	forecasting	forecast	VERB
ajfa-9129	263	2	s&p-100	s&p-100	NUM
ajfa-9129	263	3	stock	stock	NOUN
ajfa-9129	263	4	index	index	NOUN
ajfa-9129	263	5	volatility	volatility	NOUN
ajfa-9129	263	6	:	:	PUNCT
ajfa-9129	263	7	the	the	DET
ajfa-9129	263	8	role	role	NOUN
ajfa-9129	263	9	of	of	ADP
ajfa-9129	263	10	volatility	volatility	NOUN
ajfa-9129	263	11	asymmetry	asymmetry	NOUN
ajfa-9129	263	12	and	and	CCONJ
ajfa-9129	263	13	distributional	distributional	ADJ
ajfa-9129	263	14	assumption	assumption	NOUN
ajfa-9129	263	15	in	in	ADP
ajfa-9129	263	16	garch	garch	NOUN
ajfa-9129	263	17	models	model	NOUN
ajfa-9129	263	18	.	.	PUNCT
ajfa-9129	264	1	expert	expert	NOUN
ajfa-9129	264	2	systems	system	NOUN
ajfa-9129	264	3	with	with	ADP
ajfa-9129	264	4	applications	application	NOUN
ajfa-9129	264	5	,	,	PUNCT
ajfa-9129	264	6	37	37	NUM
ajfa-9129	264	7	,	,	PUNCT
ajfa-9129	264	8	4928	4928	NUM
ajfa-9129	264	9	-	-	SYM
ajfa-9129	264	10	4934	4934	NUM
ajfa-9129	264	11	.	.	PUNCT
ajfa-9129	265	1	http://dx.doi.org/10.1016/j.eswa.2009.12.022	http://dx.doi.org/10.1016/j.eswa.2009.12.022	PROPN
ajfa-9129	265	2	liu	liu	PROPN
ajfa-9129	265	3	,	,	PUNCT
ajfa-9129	265	4	h	h	PROPN
ajfa-9129	265	5	,	,	PUNCT
ajfa-9129	265	6	lee	lee	PROPN
ajfa-9129	265	7	,	,	PUNCT
ajfa-9129	265	8	y.	y.	PROPN
ajfa-9129	265	9	,	,	PUNCT
ajfa-9129	265	10	&	&	CCONJ
ajfa-9129	265	11	lee	lee	PROPN
ajfa-9129	265	12	,	,	PUNCT
ajfa-9129	265	13	m.	m.	NOUN
ajfa-9129	265	14	(	(	PUNCT
ajfa-9129	265	15	2009	2009	NUM
ajfa-9129	265	16	)	)	PUNCT
ajfa-9129	265	17	.	.	PUNCT
ajfa-9129	266	1	forecasting	forecast	VERB
ajfa-9129	266	2	china	china	PROPN
ajfa-9129	266	3	stock	stock	NOUN
ajfa-9129	266	4	markets	market	NOUN
ajfa-9129	266	5	volatility	volatility	NOUN
ajfa-9129	266	6	via	via	ADP
ajfa-9129	266	7	garch	garch	NOUN
ajfa-9129	266	8	models	model	NOUN
ajfa-9129	266	9	under	under	ADP
ajfa-9129	266	10	skewed	skewed	ADJ
ajfa-9129	266	11	-	-	PUNCT
ajfa-9129	266	12	ged	ge	VERB
ajfa-9129	266	13	distribution	distribution	NOUN
ajfa-9129	266	14	.	.	PUNCT
ajfa-9129	267	1	journal	journal	NOUN
ajfa-9129	267	2	of	of	ADP
ajfa-9129	267	3	money	money	NOUN
ajfa-9129	267	4	,	,	PUNCT
ajfa-9129	267	5	investment	investment	NOUN
ajfa-9129	267	6	and	and	CCONJ
ajfa-9129	267	7	banking	banking	NOUN
ajfa-9129	267	8	,	,	PUNCT
ajfa-9129	267	9	11	11	NUM
ajfa-9129	267	10	.	.	PUNCT
ajfa-9129	268	1	mandelbrot	mandelbrot	PROPN
ajfa-9129	268	2	,	,	PUNCT
ajfa-9129	268	3	b.	b.	PROPN
ajfa-9129	268	4	(	(	PUNCT
ajfa-9129	268	5	1963	1963	NUM
ajfa-9129	268	6	)	)	PUNCT
ajfa-9129	268	7	.	.	PUNCT
ajfa-9129	269	1	the	the	DET
ajfa-9129	269	2	variation	variation	NOUN
ajfa-9129	269	3	of	of	ADP
ajfa-9129	269	4	certain	certain	ADJ
ajfa-9129	269	5	speculative	speculative	ADJ
ajfa-9129	269	6	prices	price	NOUN
ajfa-9129	269	7	.	.	PUNCT
ajfa-9129	270	1	journal	journal	NOUN
ajfa-9129	270	2	of	of	ADP
ajfa-9129	270	3	business	business	NOUN
ajfa-9129	270	4	,	,	PUNCT
ajfa-9129	270	5	36	36	NUM
ajfa-9129	270	6	,	,	PUNCT
ajfa-9129	270	7	394	394	NUM
ajfa-9129	270	8	-	-	SYM
ajfa-9129	270	9	414	414	NUM
ajfa-9129	270	10	.	.	PUNCT
ajfa-9129	271	1	http://dx.doi.org/10.1086/294632	http://dx.doi.org/10.1086/294632	PROPN
ajfa-9129	271	2	markowitz	markowitz	PROPN
ajfa-9129	271	3	,	,	PUNCT
ajfa-9129	271	4	harry	harry	PROPN
ajfa-9129	271	5	.	.	PUNCT
ajfa-9129	271	6	(	(	PUNCT
ajfa-9129	271	7	1952	1952	NUM
ajfa-9129	271	8	)	)	PUNCT
ajfa-9129	271	9	.	.	PUNCT
ajfa-9129	272	1	portfolio	portfolio	NOUN
ajfa-9129	272	2	selection	selection	NOUN
ajfa-9129	272	3	.	.	PUNCT
ajfa-9129	273	1	the	the	DET
ajfa-9129	273	2	journal	journal	PROPN
ajfa-9129	273	3	of	of	ADP
ajfa-9129	273	4	finance	finance	NOUN
ajfa-9129	273	5	,	,	PUNCT
ajfa-9129	273	6	7(1	7(1	NUM
ajfa-9129	273	7	)	)	PUNCT
ajfa-9129	273	8	,	,	PUNCT
ajfa-9129	273	9	77	77	NUM
ajfa-9129	273	10	-	-	SYM
ajfa-9129	273	11	91	91	NUM
ajfa-9129	273	12	.	.	PUNCT
ajfa-9129	274	1	http://dx.doi.org/10.1111/j.1540-6261.1952.tb01525.x	http://dx.doi.org/10.1111/j.1540-6261.1952.tb01525.x	PROPN
ajfa-9129	274	2	mcmillan	mcmillan	PROPN
ajfa-9129	274	3	,	,	PUNCT
ajfa-9129	274	4	d.	d.	PROPN
ajfa-9129	274	5	,	,	PUNCT
ajfa-9129	274	6	speight	speight	PROPN
ajfa-9129	274	7	,	,	PUNCT
ajfa-9129	274	8	a.	a.	PROPN
ajfa-9129	274	9	,	,	PUNCT
ajfa-9129	274	10	&	&	CCONJ
ajfa-9129	274	11	apgwilym	apgwilym	PROPN
ajfa-9129	274	12	,	,	PUNCT
ajfa-9129	274	13	o.	o.	NOUN
ajfa-9129	274	14	(	(	PUNCT
ajfa-9129	274	15	2000	2000	NUM
ajfa-9129	274	16	)	)	PUNCT
ajfa-9129	274	17	.	.	PUNCT
ajfa-9129	275	1	forecasting	forecast	VERB
ajfa-9129	275	2	uk	uk	PROPN
ajfa-9129	275	3	stock	stock	NOUN
ajfa-9129	275	4	market	market	NOUN
ajfa-9129	275	5	volatility	volatility	NOUN
ajfa-9129	275	6	.	.	PUNCT
ajfa-9129	276	1	applied	apply	VERB
ajfa-9129	276	2	financial	financial	ADJ
ajfa-9129	276	3	economics	economic	NOUN
ajfa-9129	276	4	,	,	PUNCT
ajfa-9129	276	5	10	10	NUM
ajfa-9129	276	6	,	,	PUNCT
ajfa-9129	276	7	435–448	435–448	NUM
ajfa-9129	276	8	.	.	PUNCT
ajfa-9129	277	1	http://dx.doi.org/10.1080/09603100050031561	http://dx.doi.org/10.1080/09603100050031561	PROPN
ajfa-9129	277	2	miron	miron	PROPN
ajfa-9129	277	3	,	,	PUNCT
ajfa-9129	277	4	d.	d.	PROPN
ajfa-9129	277	5	,	,	PUNCT
ajfa-9129	277	6	&	&	CCONJ
ajfa-9129	277	7	tudor	tudor	PROPN
ajfa-9129	277	8	,	,	PUNCT
ajfa-9129	277	9	c.	c.	PROPN
ajfa-9129	277	10	(	(	PUNCT
ajfa-9129	277	11	2010	2010	NUM
ajfa-9129	277	12	)	)	PUNCT
ajfa-9129	277	13	.	.	PUNCT
ajfa-9129	278	1	asymmetric	asymmetric	ADJ
ajfa-9129	278	2	conditional	conditional	ADJ
ajfa-9129	278	3	volatility	volatility	NOUN
ajfa-9129	278	4	models	model	NOUN
ajfa-9129	278	5	:	:	PUNCT
ajfa-9129	278	6	empirical	empirical	ADJ
ajfa-9129	278	7	estimation	estimation	NOUN
ajfa-9129	278	8	and	and	CCONJ
ajfa-9129	278	9	comparison	comparison	NOUN
ajfa-9129	278	10	of	of	ADP
ajfa-9129	278	11	forecasting	forecasting	NOUN
ajfa-9129	278	12	accuracy	accuracy	NOUN
ajfa-9129	278	13	.	.	PUNCT
ajfa-9129	279	1	romanian	romanian	ADJ
ajfa-9129	279	2	journal	journal	PROPN
ajfa-9129	279	3	of	of	ADP
ajfa-9129	279	4	economic	economic	ADJ
ajfa-9129	279	5	forecasting	forecasting	NOUN
ajfa-9129	279	6	,	,	PUNCT
ajfa-9129	279	7	3	3	NUM
ajfa-9129	279	8	,	,	PUNCT
ajfa-9129	279	9	74–92	74–92	NUM
ajfa-9129	279	10	.	.	PUNCT
ajfa-9129	280	1	najand	najand	PROPN
ajfa-9129	280	2	,	,	PUNCT
ajfa-9129	280	3	m.	m.	NOUN
ajfa-9129	280	4	(	(	PUNCT
ajfa-9129	280	5	2002	2002	NUM
ajfa-9129	280	6	)	)	PUNCT
ajfa-9129	280	7	.	.	PUNCT
ajfa-9129	281	1	forecasting	forecast	VERB
ajfa-9129	281	2	stock	stock	NOUN
ajfa-9129	281	3	index	index	NOUN
ajfa-9129	281	4	futures	future	NOUN
ajfa-9129	281	5	price	price	NOUN
ajfa-9129	281	6	volatility	volatility	NOUN
ajfa-9129	281	7	:	:	PUNCT
ajfa-9129	281	8	linear	linear	PROPN
ajfa-9129	281	9	vs.	vs.	ADP
ajfa-9129	281	10	nonlinear	nonlinear	ADJ
ajfa-9129	281	11	models	model	NOUN
ajfa-9129	281	12	.	.	PUNCT
ajfa-9129	282	1	the	the	DET
ajfa-9129	282	2	financial	financial	PROPN
ajfa-9129	282	3	review	review	NOUN
ajfa-9129	282	4	,	,	PUNCT
ajfa-9129	282	5	37	37	NUM
ajfa-9129	282	6	,	,	PUNCT
ajfa-9129	282	7	93	93	NUM
ajfa-9129	282	8	-	-	SYM
ajfa-9129	282	9	104	104	NUM
ajfa-9129	282	10	.	.	PUNCT
ajfa-9129	283	1	http://dx.doi.org/10.1111/1540-6288.00006	http://dx.doi.org/10.1111/1540-6288.00006	PROPN
ajfa-9129	283	2	nelson	nelson	PROPN
ajfa-9129	283	3	,	,	PUNCT
ajfa-9129	283	4	d.	d.	PROPN
ajfa-9129	283	5	b.	b.	PROPN
ajfa-9129	283	6	(	(	PUNCT
ajfa-9129	283	7	1991	1991	NUM
ajfa-9129	283	8	)	)	PUNCT
ajfa-9129	283	9	.	.	PUNCT
ajfa-9129	284	1	conditional	conditional	ADJ
ajfa-9129	284	2	heteroscedasticity	heteroscedasticity	NOUN
ajfa-9129	284	3	in	in	ADP
ajfa-9129	284	4	asset	asset	NOUN
ajfa-9129	284	5	returns	return	NOUN
ajfa-9129	284	6	:	:	PUNCT
ajfa-9129	284	7	a	a	DET
ajfa-9129	284	8	new	new	ADJ
ajfa-9129	284	9	approach	approach	NOUN
ajfa-9129	284	10	.	.	PUNCT
ajfa-9129	285	1	econometrica	econometrica	PROPN
ajfa-9129	285	2	,	,	PUNCT
ajfa-9129	285	3	59(2	59(2	NUM
ajfa-9129	285	4	)	)	PUNCT
ajfa-9129	285	5	,	,	PUNCT
ajfa-9129	285	6	347–370	347–370	NUM
ajfa-9129	285	7	.	.	PUNCT
ajfa-9129	286	1	http://dx.doi.org/10.2307/2938260	http://dx.doi.org/10.2307/2938260	PROPN
ajfa-9129	286	2	olowe	olowe	PROPN
ajfa-9129	286	3	,	,	PUNCT
ajfa-9129	286	4	r.	r.	PROPN
ajfa-9129	286	5	a.	a.	PROPN
ajfa-9129	286	6	(	(	PUNCT
ajfa-9129	286	7	2009	2009	NUM
ajfa-9129	286	8	)	)	PUNCT
ajfa-9129	286	9	.	.	PUNCT
ajfa-9129	287	1	stock	stock	NOUN
ajfa-9129	287	2	return	return	NOUN
ajfa-9129	287	3	,	,	PUNCT
ajfa-9129	287	4	volatility	volatility	NOUN
ajfa-9129	287	5	and	and	CCONJ
ajfa-9129	287	6	the	the	DET
ajfa-9129	287	7	global	global	ADJ
ajfa-9129	287	8	financial	financial	ADJ
ajfa-9129	287	9	crisis	crisis	NOUN
ajfa-9129	287	10	in	in	ADP
ajfa-9129	287	11	an	an	DET
ajfa-9129	287	12	emerging	emerge	VERB
ajfa-9129	287	13	market	market	NOUN
ajfa-9129	287	14	:	:	PUNCT
ajfa-9129	287	15	the	the	DET
ajfa-9129	287	16	nigerian	nigerian	ADJ
ajfa-9129	287	17	case	case	NOUN
ajfa-9129	287	18	.	.	PUNCT
ajfa-9129	288	1	international	international	ADJ
ajfa-9129	288	2	review	review	NOUN
ajfa-9129	288	3	of	of	ADP
ajfa-9129	288	4	business	business	NOUN
ajfa-9129	288	5	research	research	NOUN
ajfa-9129	288	6	papers	paper	NOUN
ajfa-9129	288	7	,	,	PUNCT
ajfa-9129	288	8	5(4	5(4	NUM
ajfa-9129	288	9	)	)	PUNCT
ajfa-9129	288	10	,	,	PUNCT
ajfa-9129	288	11	426	426	NUM
ajfa-9129	288	12	-	-	SYM
ajfa-9129	288	13	447	447	NUM
ajfa-9129	288	14	.	.	PUNCT
ajfa-9129	289	1	asian	asian	ADJ
ajfa-9129	289	2	journal	journal	PROPN
ajfa-9129	289	3	of	of	ADP
ajfa-9129	289	4	finance	finance	PROPN
ajfa-9129	289	5	&	&	CCONJ
ajfa-9129	289	6	accounting	accounting	PROPN
ajfa-9129	289	7	issn	issn	PROPN
ajfa-9129	289	8	1946	1946	NUM
ajfa-9129	289	9	-	-	PUNCT
ajfa-9129	289	10	052x	052x	PROPN
ajfa-9129	289	11	2016	2016	NUM
ajfa-9129	289	12	,	,	PUNCT
ajfa-9129	289	13	vol	vol	NOUN
ajfa-9129	289	14	.	.	PROPN
ajfa-9129	289	15	8	8	NUM
ajfa-9129	289	16	,	,	PUNCT
ajfa-9129	289	17	no	no	INTJ
ajfa-9129	289	18	.	.	NOUN
ajfa-9129	289	19	1	1	NUM
ajfa-9129	289	20	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-9129	289	21	167	167	NUM
ajfa-9129	289	22	olowe	olowe	NOUN
ajfa-9129	289	23	,	,	PUNCT
ajfa-9129	289	24	r.	r.	PROPN
ajfa-9129	289	25	a.	a.	PROPN
ajfa-9129	289	26	(	(	PUNCT
ajfa-9129	289	27	2009	2009	NUM
ajfa-9129	289	28	)	)	PUNCT
ajfa-9129	289	29	.	.	PUNCT
ajfa-9129	290	1	modelling	model	VERB
ajfa-9129	290	2	naira	naira	NUM
ajfa-9129	290	3	/	/	SYM
ajfa-9129	290	4	dollar	dollar	NOUN
ajfa-9129	290	5	exchange	exchange	NOUN
ajfa-9129	290	6	rate	rate	NOUN
ajfa-9129	290	7	volatility	volatility	NOUN
ajfa-9129	290	8	:	:	PUNCT
ajfa-9129	290	9	evidence	evidence	NOUN
ajfa-9129	290	10	from	from	ADP
ajfa-9129	290	11	garch	garch	NOUN
ajfa-9129	290	12	and	and	CCONJ
ajfa-9129	290	13	asymmetric	asymmetric	ADJ
ajfa-9129	290	14	models	model	NOUN
ajfa-9129	290	15	.	.	PUNCT
ajfa-9129	291	1	international	international	ADJ
ajfa-9129	291	2	review	review	NOUN
ajfa-9129	291	3	of	of	ADP
ajfa-9129	291	4	business	business	NOUN
ajfa-9129	291	5	research	research	NOUN
ajfa-9129	291	6	papers	paper	NOUN
ajfa-9129	291	7	,	,	PUNCT
ajfa-9129	291	8	5(3	5(3	NUM
ajfa-9129	291	9	)	)	PUNCT
ajfa-9129	291	10	,	,	PUNCT
ajfa-9129	291	11	377	377	NUM
ajfa-9129	291	12	-	-	SYM
ajfa-9129	291	13	398	398	NUM
ajfa-9129	291	14	.	.	PUNCT
ajfa-9129	292	1	poterba	poterba	NOUN
ajfa-9129	292	2	,	,	PUNCT
ajfa-9129	292	3	j.	j.	PROPN
ajfa-9129	292	4	m.	m.	PROPN
ajfa-9129	292	5	,	,	PUNCT
ajfa-9129	292	6	&	&	CCONJ
ajfa-9129	292	7	summers	summers	PROPN
ajfa-9129	292	8	,	,	PUNCT
ajfa-9129	292	9	l.h	l.h	PROPN
ajfa-9129	292	10	.	.	PROPN
ajfa-9129	292	11	(	(	PUNCT
ajfa-9129	292	12	1986	1986	NUM
ajfa-9129	292	13	)	)	PUNCT
ajfa-9129	292	14	.	.	PUNCT
ajfa-9129	293	1	the	the	DET
ajfa-9129	293	2	persistence	persistence	NOUN
ajfa-9129	293	3	of	of	ADP
ajfa-9129	293	4	volatility	volatility	NOUN
ajfa-9129	293	5	and	and	CCONJ
ajfa-9129	293	6	stock	stock	NOUN
ajfa-9129	293	7	market	market	NOUN
ajfa-9129	293	8	fluctuations	fluctuation	NOUN
ajfa-9129	293	9	.	.	PUNCT
ajfa-9129	294	1	american	american	PROPN
ajfa-9129	294	2	economic	economic	PROPN
ajfa-9129	294	3	review	review	PROPN
ajfa-9129	294	4	,	,	PUNCT
ajfa-9129	294	5	76	76	NUM
ajfa-9129	294	6	,	,	PUNCT
ajfa-9129	294	7	1143	1143	NUM
ajfa-9129	294	8	-	-	SYM
ajfa-9129	294	9	1151	1151	NUM
ajfa-9129	294	10	.	.	PUNCT
ajfa-9129	295	1	raja	raja	PROPN
ajfa-9129	295	2	,	,	PUNCT
ajfa-9129	295	3	m.	m.	NOUN
ajfa-9129	295	4	,	,	PUNCT
ajfa-9129	295	5	&	&	CCONJ
ajfa-9129	295	6	m.	m.	PROPN
ajfa-9129	295	7	selvam	selvam	PROPN
ajfa-9129	295	8	,	,	PUNCT
ajfa-9129	295	9	(	(	PUNCT
ajfa-9129	295	10	2011	2011	NUM
ajfa-9129	295	11	)	)	PUNCT
ajfa-9129	295	12	.	.	PUNCT
ajfa-9129	296	1	measuring	measure	VERB
ajfa-9129	296	2	the	the	DET
ajfa-9129	296	3	time	time	NOUN
ajfa-9129	296	4	varying	vary	VERB
ajfa-9129	296	5	volatility	volatility	NOUN
ajfa-9129	296	6	of	of	ADP
ajfa-9129	296	7	futures	future	NOUN
ajfa-9129	296	8	and	and	CCONJ
ajfa-9129	296	9	options	option	NOUN
ajfa-9129	296	10	.	.	PUNCT
ajfa-9129	297	1	international	international	ADJ
ajfa-9129	297	2	journal	journal	PROPN
ajfa-9129	297	3	applied	apply	VERB
ajfa-9129	297	4	economic	economic	ADJ
ajfa-9129	297	5	finance	finance	NOUN
ajfa-9129	297	6	,	,	PUNCT
ajfa-9129	297	7	5	5	NUM
ajfa-9129	297	8	,	,	PUNCT
ajfa-9129	297	9	18	18	NUM
ajfa-9129	297	10	-	-	SYM
ajfa-9129	297	11	29	29	NUM
ajfa-9129	297	12	.	.	PUNCT
ajfa-9129	298	1	http://dx.doi.org/10.3923/ijaef.2011.18.29	http://dx.doi.org/10.3923/ijaef.2011.18.29	PROPN
ajfa-9129	298	2	rashid	rashid	PROPN
ajfa-9129	298	3	,	,	PUNCT
ajfa-9129	298	4	a.	a.	PROPN
ajfa-9129	298	5	,	,	PUNCT
ajfa-9129	298	6	&	&	CCONJ
ajfa-9129	298	7	ahmad	ahmad	PROPN
ajfa-9129	298	8	,	,	PUNCT
ajfa-9129	298	9	s.	s.	PROPN
ajfa-9129	298	10	(	(	PUNCT
ajfa-9129	298	11	2008	2008	NUM
ajfa-9129	298	12	)	)	PUNCT
ajfa-9129	298	13	.	.	PUNCT
ajfa-9129	299	1	predicting	predict	VERB
ajfa-9129	299	2	stock	stock	NOUN
ajfa-9129	299	3	returns	return	NOUN
ajfa-9129	299	4	volatility	volatility	NOUN
ajfa-9129	299	5	:	:	PUNCT
ajfa-9129	299	6	an	an	DET
ajfa-9129	299	7	evaluation	evaluation	NOUN
ajfa-9129	299	8	of	of	ADP
ajfa-9129	299	9	linear	linear	PROPN
ajfa-9129	299	10	vs.	vs.	ADP
ajfa-9129	299	11	nonlinear	nonlinear	ADJ
ajfa-9129	299	12	methods	method	NOUN
ajfa-9129	299	13	.	.	PUNCT
ajfa-9129	300	1	international	international	ADJ
ajfa-9129	300	2	research	research	PROPN
ajfa-9129	300	3	journal	journal	NOUN
ajfa-9129	300	4	of	of	ADP
ajfa-9129	300	5	finance	finance	NOUN
ajfa-9129	300	6	and	and	CCONJ
ajfa-9129	300	7	economics	economic	NOUN
ajfa-9129	300	8	,	,	PUNCT
ajfa-9129	300	9	20	20	NUM
ajfa-9129	300	10	.	.	PUNCT
ajfa-9129	301	1	rousan	rousan	PROPN
ajfa-9129	301	2	,	,	PUNCT
ajfa-9129	301	3	r.	r.	PROPN
ajfa-9129	301	4	,	,	PUNCT
ajfa-9129	301	5	&	&	CCONJ
ajfa-9129	301	6	al	al	PROPN
ajfa-9129	301	7	-	-	PUNCT
ajfa-9129	301	8	khouri	khouri	PROPN
ajfa-9129	301	9	,	,	PUNCT
ajfa-9129	301	10	r.	r.	PROPN
ajfa-9129	301	11	(	(	PUNCT
ajfa-9129	301	12	2005	2005	NUM
ajfa-9129	301	13	)	)	PUNCT
ajfa-9129	301	14	.	.	PUNCT
ajfa-9129	302	1	modeling	model	VERB
ajfa-9129	302	2	market	market	NOUN
ajfa-9129	302	3	volatility	volatility	NOUN
ajfa-9129	302	4	in	in	ADP
ajfa-9129	302	5	emerging	emerge	VERB
ajfa-9129	302	6	markets	market	NOUN
ajfa-9129	302	7	in	in	ADP
ajfa-9129	302	8	the	the	DET
ajfa-9129	302	9	case	case	NOUN
ajfa-9129	302	10	of	of	ADP
ajfa-9129	302	11	daily	daily	ADJ
ajfa-9129	302	12	data	datum	NOUN
ajfa-9129	302	13	in	in	ADP
ajfa-9129	302	14	amman	amman	PROPN
ajfa-9129	302	15	stock	stock	PROPN
ajfa-9129	302	16	exchange	exchange	PROPN
ajfa-9129	302	17	1992	1992	NUM
ajfa-9129	302	18	-	-	SYM
ajfa-9129	302	19	2004	2004	NUM
ajfa-9129	302	20	.	.	PUNCT
ajfa-9129	303	1	international	international	ADJ
ajfa-9129	303	2	journal	journal	NOUN
ajfa-9129	303	3	of	of	ADP
ajfa-9129	303	4	applied	apply	VERB
ajfa-9129	303	5	econometrics	econometric	NOUN
ajfa-9129	303	6	and	and	CCONJ
ajfa-9129	303	7	quantitative	quantitative	ADJ
ajfa-9129	303	8	studies	study	NOUN
ajfa-9129	303	9	,	,	PUNCT
ajfa-9129	303	10	2(4	2(4	NUM
ajfa-9129	303	11	)	)	PUNCT
ajfa-9129	303	12	,	,	PUNCT
ajfa-9129	303	13	99	99	NUM
ajfa-9129	303	14	-	-	SYM
ajfa-9129	303	15	118	118	NUM
ajfa-9129	303	16	.	.	PUNCT
ajfa-9129	304	1	su	su	PROPN
ajfa-9129	304	2	,	,	PUNCT
ajfa-9129	304	3	c.	c.	PROPN
ajfa-9129	304	4	(	(	PUNCT
ajfa-9129	304	5	2010	2010	NUM
ajfa-9129	304	6	)	)	PUNCT
ajfa-9129	304	7	.	.	PUNCT
ajfa-9129	305	1	application	application	NOUN
ajfa-9129	305	2	of	of	ADP
ajfa-9129	305	3	egarch	egarch	NOUN
ajfa-9129	305	4	model	model	NOUN
ajfa-9129	305	5	to	to	PART
ajfa-9129	305	6	estimate	estimate	VERB
ajfa-9129	305	7	financial	financial	ADJ
ajfa-9129	305	8	volatility	volatility	NOUN
ajfa-9129	305	9	of	of	ADP
ajfa-9129	305	10	daily	daily	ADJ
ajfa-9129	305	11	returns	return	NOUN
ajfa-9129	305	12	:	:	PUNCT
ajfa-9129	305	13	the	the	DET
ajfa-9129	305	14	empirical	empirical	ADJ
ajfa-9129	305	15	case	case	NOUN
ajfa-9129	305	16	of	of	ADP
ajfa-9129	305	17	china	china	PROPN
ajfa-9129	305	18	.	.	PUNCT
ajfa-9129	306	1	university	university	PROPN
ajfa-9129	306	2	of	of	ADP
ajfa-9129	306	3	gothenburg	gothenburg	PROPN
ajfa-9129	306	4	,	,	PUNCT
ajfa-9129	306	5	master	master	NOUN
ajfa-9129	306	6	degree	degree	NOUN
ajfa-9129	306	7	project	project	NOUN
ajfa-9129	306	8	no	no	INTJ
ajfa-9129	306	9	.	.	PUNCT
ajfa-9129	307	1	2010:142	2010:142	NUM
ajfa-9129	307	2	.	.	PUNCT
ajfa-9129	308	1	taylor	taylor	PROPN
ajfa-9129	308	2	,	,	PUNCT
ajfa-9129	308	3	s.	s.	PROPN
ajfa-9129	308	4	(	(	PUNCT
ajfa-9129	308	5	1994	1994	NUM
ajfa-9129	308	6	)	)	PUNCT
ajfa-9129	308	7	.	.	PUNCT
ajfa-9129	309	1	modelling	model	VERB
ajfa-9129	309	2	stochastic	stochastic	ADJ
ajfa-9129	309	3	volatility	volatility	NOUN
ajfa-9129	309	4	:	:	PUNCT
ajfa-9129	309	5	a	a	DET
ajfa-9129	309	6	review	review	NOUN
ajfa-9129	309	7	and	and	CCONJ
ajfa-9129	309	8	comparative	comparative	ADJ
ajfa-9129	309	9	study	study	NOUN
ajfa-9129	309	10	.	.	PUNCT
ajfa-9129	310	1	mathematical	mathematical	ADJ
ajfa-9129	310	2	finance	finance	NOUN
ajfa-9129	310	3	,	,	PUNCT
ajfa-9129	310	4	4	4	NUM
ajfa-9129	310	5	,	,	PUNCT
ajfa-9129	310	6	183	183	NUM
ajfa-9129	310	7	-	-	SYM
ajfa-9129	310	8	204	204	NUM
ajfa-9129	310	9	.	.	PUNCT
ajfa-9129	311	1	http://dx.doi.org/10.1111/j.1467-9965.1994.tb00057.x	http://dx.doi.org/10.1111/j.1467-9965.1994.tb00057.x	NOUN
ajfa-9129	311	2	tse	tse	PROPN
ajfa-9129	311	3	,	,	PUNCT
ajfa-9129	311	4	y.	y.	PROPN
ajfa-9129	311	5	k.	k.	PROPN
ajfa-9129	312	1	(	(	PUNCT
ajfa-9129	312	2	1991	1991	NUM
ajfa-9129	312	3	)	)	PUNCT
ajfa-9129	312	4	.	.	PUNCT
ajfa-9129	313	1	stock	stock	NOUN
ajfa-9129	313	2	return	return	NOUN
ajfa-9129	313	3	volatility	volatility	NOUN
ajfa-9129	313	4	in	in	ADP
ajfa-9129	313	5	the	the	DET
ajfa-9129	313	6	tokyo	tokyo	PROPN
ajfa-9129	313	7	stock	stock	NOUN
ajfa-9129	313	8	exchange	exchange	NOUN
ajfa-9129	313	9	.	.	PUNCT
ajfa-9129	314	1	japan	japan	PROPN
ajfa-9129	314	2	and	and	CCONJ
ajfa-9129	314	3	the	the	DET
ajfa-9129	314	4	world	world	NOUN
ajfa-9129	314	5	economy	economy	NOUN
ajfa-9129	314	6	,	,	PUNCT
ajfa-9129	314	7	3	3	NUM
ajfa-9129	314	8	,	,	PUNCT
ajfa-9129	314	9	285–98	285–98	NUM
ajfa-9129	314	10	.	.	PUNCT
ajfa-9129	314	11	http://dx.doi.org/10.1016/0922-1425(91	http://dx.doi.org/10.1016/0922-1425(91	PROPN
ajfa-9129	314	12	)	)	PUNCT
ajfa-9129	314	13	90011	90011	NUM
ajfa-9129	314	14	-	-	SYM
ajfa-9129	314	15	z	z	NOUN
ajfa-9129	314	16	yalama	yalama	NOUN
ajfa-9129	314	17	,	,	PUNCT
ajfa-9129	314	18	a.	a.	PROPN
ajfa-9129	314	19	,	,	PUNCT
ajfa-9129	314	20	&	&	CCONJ
ajfa-9129	314	21	sevil	sevil	ADJ
ajfa-9129	314	22	,	,	PUNCT
ajfa-9129	314	23	g.	g.	PROPN
ajfa-9129	314	24	(	(	PUNCT
ajfa-9129	314	25	2008	2008	NUM
ajfa-9129	314	26	)	)	PUNCT
ajfa-9129	314	27	.	.	PUNCT
ajfa-9129	315	1	forecasting	forecast	VERB
ajfa-9129	315	2	world	world	NOUN
ajfa-9129	315	3	stock	stock	NOUN
ajfa-9129	315	4	markets	market	NOUN
ajfa-9129	315	5	volatility	volatility	NOUN
ajfa-9129	315	6	.	.	PUNCT
ajfa-9129	316	1	international	international	ADJ
ajfa-9129	316	2	research	research	PROPN
ajfa-9129	316	3	journal	journal	NOUN
ajfa-9129	316	4	of	of	ADP
ajfa-9129	316	5	finance	finance	NOUN
ajfa-9129	316	6	and	and	CCONJ
ajfa-9129	316	7	economics	economic	NOUN
ajfa-9129	316	8	,	,	PUNCT
ajfa-9129	316	9	15	15	NUM
ajfa-9129	316	10	,	,	PUNCT
ajfa-9129	316	11	159–174	159–174	NUM
ajfa-9129	316	12	.	.	PUNCT
ajfa-9129	317	1	zakoian	zakoian	PROPN
ajfa-9129	317	2	,	,	PUNCT
ajfa-9129	317	3	j.	j.	PROPN
ajfa-9129	317	4	m.	m.	PROPN
ajfa-9129	317	5	(	(	PUNCT
ajfa-9129	317	6	1994	1994	NUM
ajfa-9129	317	7	)	)	PUNCT
ajfa-9129	317	8	.	.	PUNCT
ajfa-9129	318	1	threshold	threshold	PROPN
ajfa-9129	318	2	heteroscedasticity	heteroscedasticity	NOUN
ajfa-9129	318	3	models	model	NOUN
ajfa-9129	318	4	.	.	PUNCT
ajfa-9129	319	1	journal	journal	NOUN
ajfa-9129	319	2	of	of	ADP
ajfa-9129	319	3	economic	economic	ADJ
ajfa-9129	319	4	dynamics	dynamic	NOUN
ajfa-9129	319	5	and	and	CCONJ
ajfa-9129	319	6	control	control	NOUN
ajfa-9129	319	7	,	,	PUNCT
ajfa-9129	319	8	18(5	18(5	NUM
ajfa-9129	319	9	)	)	PUNCT
ajfa-9129	319	10	,	,	PUNCT
ajfa-9129	319	11	931–955	931–955	NUM
ajfa-9129	319	12	.	.	PUNCT
ajfa-9129	320	1	http://dx.doi.org/10.1016/0165-1889	http://dx.doi.org/10.1016/0165-1889	PROPN
ajfa-9129	320	2	(	(	PUNCT
ajfa-9129	320	3	94)90039	94)90039	NOUN
ajfa-9129	320	4	-	-	SYM
ajfa-9129	320	5	6	6	NUM