id	sid	tid	token	lemma	pos
cjfa-15266	1	1	cjfa_2_2017_druk.pdf	cjfa_2_2017_druk.pdf	PROPN
cjfa-15266	1	2	e65	e65	PROPN
cjfa-15266	1	3	-1	-1	PUNCT
cjfa-15266	1	4	date	date	NOUN
cjfa-15266	1	5	of	of	ADP
cjfa-15266	1	6	submission	submission	NOUN
cjfa-15266	1	7	:	:	PUNCT
cjfa-15266	1	8	august	august	PROPN
cjfa-15266	1	9	29	29	NUM
cjfa-15266	1	10	,	,	PUNCT
cjfa-15266	1	11	2017	2017	NUM
cjfa-15266	1	12	;	;	PUNCT
cjfa-15266	1	13	date	date	NOUN
cjfa-15266	1	14	of	of	ADP
cjfa-15266	1	15	acceptance	acceptance	NOUN
cjfa-15266	1	16	:	:	PUNCT
cjfa-15266	1	17	october	october	PROPN
cjfa-15266	1	18	23	23	NUM
cjfa-15266	1	19	,	,	PUNCT
cjfa-15266	1	20	2017	2017	NUM
cjfa-15266	1	21	.	.	PUNCT
cjfa-15266	2	1	*	*	PUNCT
cjfa-15266	2	2	contact	contact	NOUN
cjfa-15266	2	3	information	information	NOUN
cjfa-15266	2	4	:	:	PUNCT
cjfa-15266	2	5	deden0817@gmail.com	deden0817@gmail.com	PROPN
cjfa-15266	2	6	,	,	PUNCT
cjfa-15266	2	7	financial	financial	ADJ
cjfa-15266	2	8	markets	market	NOUN
cjfa-15266	2	9	department	department	PROPN
cjfa-15266	2	10	,	,	PUNCT
cjfa-15266	2	11	bank	bank	PROPN
cjfa-15266	2	12	of	of	ADP
cjfa-15266	2	13	canada	canada	PROPN
cjfa-15266	2	14	,	,	PUNCT
cjfa-15266	2	15	234	234	NUM
cjfa-15266	2	16	wellington	wellington	PROPN
cjfa-15266	2	17	street	street	PROPN
cjfa-15266	2	18	,	,	PUNCT
cjfa-15266	2	19	ottawa	ottawa	PROPN
cjfa-15266	2	20	,	,	PUNCT
cjfa-15266	2	21	ontario	ontario	PROPN
cjfa-15266	2	22	,	,	PUNCT
cjfa-15266	2	23	canada	canada	PROPN
cjfa-15266	2	24	,	,	PUNCT
cjfa-15266	2	25	phone	phone	NOUN
cjfa-15266	2	26	:	:	PUNCT
cjfa-15266	2	27	1	1	NUM
cjfa-15266	2	28	613	613	NUM
cjfa-15266	2	29	783	783	NUM
cjfa-15266	2	30	5643	5643	NUM
cjfa-15266	2	31	.	.	PUNCT
cjfa-15266	3	1	*	*	PUNCT
cjfa-15266	3	2	*	*	PUNCT
cjfa-15266	3	3	contact	contact	NOUN
cjfa-15266	3	4	information	information	NOUN
cjfa-15266	3	5	:	:	PUNCT
cjfa-15266	3	6	department	department	NOUN
cjfa-15266	3	7	of	of	ADP
cjfa-15266	3	8	economics	economic	NOUN
cjfa-15266	3	9	,	,	PUNCT
cjfa-15266	3	10	university	university	NOUN
cjfa-15266	3	11	of	of	ADP
cjfa-15266	3	12	manitoba	manitoba	PROPN
cjfa-15266	3	13	,	,	PUNCT
cjfa-15266	3	14	winnipeg	winnipeg	PROPN
cjfa-15266	3	15	,	,	PUNCT
cjfa-15266	3	16	manitoba	manitoba	PROPN
cjfa-15266	3	17	,	,	PUNCT
cjfa-15266	3	18	canada	canada	PROPN
cjfa-15266	3	19	.	.	PUNCT
cjfa-15266	4	1	*	*	PUNCT
cjfa-15266	4	2	*	*	PUNCT
cjfa-15266	4	3	*	*	PUNCT
cjfa-15266	4	4	contact	contact	NOUN
cjfa-15266	4	5	information	information	NOUN
cjfa-15266	4	6	:	:	PUNCT
cjfa-15266	4	7	department	department	NOUN
cjfa-15266	4	8	of	of	ADP
cjfa-15266	4	9	economics	economics	PROPN
cjfa-15266	4	10	,	,	PUNCT
cjfa-15266	4	11	illinois	illinois	PROPN
cjfa-15266	4	12	state	state	PROPN
cjfa-15266	4	13	university	university	PROPN
cjfa-15266	4	14	,	,	PUNCT
cjfa-15266	4	15	normal	normal	ADJ
cjfa-15266	4	16	,	,	PUNCT
cjfa-15266	4	17	il	il	PROPN
cjfa-15266	4	18	,	,	PUNCT
cjfa-15266	4	19	united	united	PROPN
cjfa-15266	4	20	states	states	PROPN
cjfa-15266	4	21	.	.	PUNCT
cjfa-15266	5	1	eden	eden	PROPN
cjfa-15266	5	2	,	,	PUNCT
cjfa-15266	5	3	d.	d.	PROPN
cjfa-15266	5	4	,	,	PUNCT
cjfa-15266	5	5	huffman	huffman	PROPN
cjfa-15266	5	6	,	,	PUNCT
cjfa-15266	5	7	p.	p.	PROPN
cjfa-15266	5	8	,	,	PUNCT
cjfa-15266	5	9	&	&	CCONJ
cjfa-15266	5	10	holman	holman	PROPN
cjfa-15266	5	11	,	,	PUNCT
cjfa-15266	5	12	j.	j.	PROPN
cjfa-15266	5	13	(	(	PUNCT
cjfa-15266	5	14	2017	2017	NUM
cjfa-15266	5	15	)	)	PUNCT
cjfa-15266	5	16	.	.	PUNCT
cjfa-15266	6	1	heavy	heavy	ADJ
cjfa-15266	6	2	-	-	PUNCT
cjfa-15266	6	3	tailed	tail	VERB
cjfa-15266	6	4	distributions	distribution	NOUN
cjfa-15266	6	5	and	and	CCONJ
cjfa-15266	6	6	the	the	DET
cjfa-15266	6	7	canadian	canadian	ADJ
cjfa-15266	6	8	stock	stock	NOUN
cjfa-15266	6	9	market	market	NOUN
cjfa-15266	6	10	returns	return	NOUN
cjfa-15266	6	11	.	.	PUNCT
cjfa-15266	7	1	copernican	copernican	PROPN
cjfa-15266	7	2	journal	journal	PROPN
cjfa-15266	7	3	of	of	ADP
cjfa-15266	7	4	finance	finance	PROPN
cjfa-15266	7	5	&	&	CCONJ
cjfa-15266	7	6	accounting	accounting	PROPN
cjfa-15266	7	7	,	,	PUNCT
cjfa-15266	7	8	6(2	6(2	NUM
cjfa-15266	7	9	)	)	PUNCT
cjfa-15266	7	10	,	,	PUNCT
cjfa-15266	7	11	9–21	9–21	PROPN
cjfa-15266	7	12	.	.	PUNCT
cjfa-15266	8	1	http://dx.doi.org/10.12775/	http://dx.doi.org/10.12775/	PROPN
cjfa-15266	8	2	cjfa.2017.007	cjfa.2017.007	PROPN
cjfa-15266	8	3	david	david	PROPN
cjfa-15266	8	4	eden	eden	PROPN
cjfa-15266	8	5	*	*	PROPN
cjfa-15266	8	6	bank	bank	PROPN
cjfa-15266	8	7	of	of	ADP
cjfa-15266	8	8	canada	canada	PROPN
cjfa-15266	8	9	paul	paul	PROPN
cjfa-15266	8	10	huffman	huffman	PROPN
cjfa-15266	8	11	*	*	PROPN
cjfa-15266	8	12	*	*	PROPN
cjfa-15266	8	13	university	university	PROPN
cjfa-15266	8	14	of	of	ADP
cjfa-15266	8	15	manitoba	manitoba	PROPN
cjfa-15266	8	16	john	john	PROPN
cjfa-15266	8	17	holman	holman	PROPN
cjfa-15266	8	18	*	*	PROPN
cjfa-15266	8	19	*	*	PROPN
cjfa-15266	8	20	*	*	PROPN
cjfa-15266	8	21	illinois	illinois	PROPN
cjfa-15266	8	22	state	state	PROPN
cjfa-15266	8	23	university	university	PROPN
cjfa-15266	8	24	heavy	heavy	ADJ
cjfa-15266	8	25	-	-	PUNCT
cjfa-15266	8	26	tailed	tail	VERB
cjfa-15266	8	27	distributions	distribution	NOUN
cjfa-15266	8	28	and	and	CCONJ
cjfa-15266	8	29	the	the	DET
cjfa-15266	8	30	canadian	canadian	ADJ
cjfa-15266	8	31	stock	stock	NOUN
cjfa-15266	8	32	market	market	NOUN
cjfa-15266	8	33	returns	return	NOUN
cjfa-15266	8	34	keywords	keyword	NOUN
cjfa-15266	8	35	:	:	PUNCT
cjfa-15266	8	36	value	value	NOUN
cjfa-15266	8	37	at	at	ADP
cjfa-15266	8	38	risk	risk	NOUN
cjfa-15266	8	39	,	,	PUNCT
cjfa-15266	8	40	gsptse	gsptse	PROPN
cjfa-15266	8	41	,	,	PUNCT
cjfa-15266	8	42	skewed	skewed	ADJ
cjfa-15266	8	43	t	t	NOUN
cjfa-15266	8	44	distribution	distribution	NOUN
cjfa-15266	8	45	.	.	PUNCT
cjfa-15266	9	1	j	j	PROPN
cjfa-15266	9	2	e	e	PROPN
cjfa-15266	9	3	l	l	NOUN
cjfa-15266	9	4	classification	classification	NOUN
cjfa-15266	9	5	:	:	PUNCT
cjfa-15266	9	6	c46	c46	PROPN
cjfa-15266	9	7	,	,	PUNCT
cjfa-15266	9	8	c58	c58	PROPN
cjfa-15266	9	9	,	,	PUNCT
cjfa-15266	9	10	g10	g10	PROPN
cjfa-15266	9	11	.	.	PUNCT
cjfa-15266	10	1	abstract	abstract	PROPN
cjfa-15266	10	2	:	:	PUNCT
cjfa-15266	10	3	many	many	ADJ
cjfa-15266	10	4	of	of	ADP
cjfa-15266	10	5	financial	financial	ADJ
cjfa-15266	10	6	engineering	engineering	NOUN
cjfa-15266	10	7	theories	theory	NOUN
cjfa-15266	10	8	are	be	AUX
cjfa-15266	10	9	based	base	VERB
cjfa-15266	10	10	on	on	ADP
cjfa-15266	10	11	so	so	ADV
cjfa-15266	10	12	-	-	PUNCT
cjfa-15266	10	13	called	call	VERB
cjfa-15266	10	14	“	"	PUNCT
cjfa-15266	10	15	complete	complete	ADJ
cjfa-15266	10	16	markets	market	NOUN
cjfa-15266	10	17	”	"	PUNCT
cjfa-15266	10	18	and	and	CCONJ
cjfa-15266	10	19	on	on	ADP
cjfa-15266	10	20	the	the	DET
cjfa-15266	10	21	use	use	NOUN
cjfa-15266	10	22	of	of	ADP
cjfa-15266	10	23	the	the	DET
cjfa-15266	10	24	black	black	ADJ
cjfa-15266	10	25	-	-	PUNCT
cjfa-15266	10	26	scholes	schole	NOUN
cjfa-15266	10	27	formula	formula	NOUN
cjfa-15266	10	28	.	.	PUNCT
cjfa-15266	11	1	the	the	DET
cjfa-15266	11	2	formula	formula	NOUN
cjfa-15266	11	3	relies	rely	VERB
cjfa-15266	11	4	on	on	ADP
cjfa-15266	11	5	the	the	DET
cjfa-15266	11	6	assumption	assumption	NOUN
cjfa-15266	11	7	that	that	SCONJ
cjfa-15266	11	8	asset	asset	NOUN
cjfa-15266	11	9	prices	price	NOUN
cjfa-15266	11	10	follow	follow	VERB
cjfa-15266	11	11	a	a	DET
cjfa-15266	11	12	log	log	NOUN
cjfa-15266	11	13	-	-	PUNCT
cjfa-15266	11	14	normal	normal	ADJ
cjfa-15266	11	15	distribution	distribution	NOUN
cjfa-15266	11	16	,	,	PUNCT
cjfa-15266	11	17	or	or	CCONJ
cjfa-15266	11	18	in	in	ADP
cjfa-15266	11	19	other	other	ADJ
cjfa-15266	11	20	words	word	NOUN
cjfa-15266	11	21	,	,	PUNCT
cjfa-15266	11	22	the	the	DET
cjfa-15266	11	23	daily	daily	ADJ
cjfa-15266	11	24	fluctuations	fluctuation	NOUN
cjfa-15266	11	25	in	in	ADP
cjfa-15266	11	26	prices	price	NOUN
cjfa-15266	11	27	viewed	view	VERB
cjfa-15266	11	28	as	as	SCONJ
cjfa-15266	11	29	percentage	percentage	NOUN
cjfa-15266	11	30	changes	change	NOUN
cjfa-15266	11	31	follow	follow	VERB
cjfa-15266	11	32	a	a	DET
cjfa-15266	11	33	gaussian	gaussian	ADJ
cjfa-15266	11	34	distribution	distribution	NOUN
cjfa-15266	11	35	.	.	PUNCT
cjfa-15266	12	1	on	on	ADP
cjfa-15266	12	2	the	the	DET
cjfa-15266	12	3	contrary	contrary	NOUN
cjfa-15266	12	4	,	,	PUNCT
cjfa-15266	12	5	studies	study	NOUN
cjfa-15266	12	6	of	of	ADP
cjfa-15266	12	7	actual	actual	ADJ
cjfa-15266	12	8	asset	asset	NOUN
cjfa-15266	12	9	prices	price	NOUN
cjfa-15266	12	10	show	show	VERB
cjfa-15266	12	11	that	that	SCONJ
cjfa-15266	12	12	they	they	PRON
cjfa-15266	12	13	do	do	AUX
cjfa-15266	12	14	not	not	PART
cjfa-15266	12	15	follow	follow	VERB
cjfa-15266	12	16	a	a	DET
cjfa-15266	12	17	log	log	NOUN
cjfa-15266	12	18	-	-	PUNCT
cjfa-15266	12	19	normal	normal	ADJ
cjfa-15266	12	20	distribution	distribution	NOUN
cjfa-15266	12	21	.	.	PUNCT
cjfa-15266	13	1	in	in	ADP
cjfa-15266	13	2	this	this	DET
cjfa-15266	13	3	paper	paper	NOUN
cjfa-15266	13	4	,	,	PUNCT
cjfa-15266	13	5	we	we	PRON
cjfa-15266	13	6	investigate	investigate	VERB
cjfa-15266	13	7	several	several	ADJ
cjfa-15266	13	8	widely	widely	ADV
cjfa-15266	13	9	-	-	PUNCT
cjfa-15266	13	10	used	use	VERB
cjfa-15266	13	11	heavy	heavy	ADJ
cjfa-15266	13	12	-	-	PUNCT
cjfa-15266	13	13	tailed	tail	VERB
cjfa-15266	13	14	distributions	distribution	NOUN
cjfa-15266	13	15	.	.	PUNCT
cjfa-15266	14	1	our	our	PRON
cjfa-15266	14	2	results	result	NOUN
cjfa-15266	14	3	indicate	indicate	VERB
cjfa-15266	14	4	that	that	SCONJ
cjfa-15266	14	5	the	the	DET
cjfa-15266	14	6	skewed	skewed	PROPN
cjfa-15266	14	7	t	t	NOUN
cjfa-15266	14	8	distribution	distribution	NOUN
cjfa-15266	14	9	has	have	VERB
cjfa-15266	14	10	the	the	DET
cjfa-15266	14	11	best	good	ADJ
cjfa-15266	14	12	empirical	empirical	ADJ
cjfa-15266	14	13	performance	performance	NOUN
cjfa-15266	14	14	david	david	PROPN
cjfa-15266	14	15	eden	eden	PROPN
cjfa-15266	14	16	,	,	PUNCT
cjfa-15266	14	17	paul	paul	PROPN
cjfa-15266	14	18	huffman	huffman	PROPN
cjfa-15266	14	19	,	,	PUNCT
cjfa-15266	14	20	john	john	PROPN
cjfa-15266	14	21	holman10	holman10	PROPN
cjfa-15266	14	22	in	in	ADP
cjfa-15266	14	23	fitting	fit	VERB
cjfa-15266	14	24	the	the	DET
cjfa-15266	14	25	canadian	canadian	ADJ
cjfa-15266	14	26	stock	stock	NOUN
cjfa-15266	14	27	market	market	NOUN
cjfa-15266	14	28	returns	return	NOUN
cjfa-15266	14	29	.	.	PUNCT
cjfa-15266	15	1	we	we	PRON
cjfa-15266	15	2	claim	claim	VERB
cjfa-15266	15	3	the	the	DET
cjfa-15266	15	4	results	result	NOUN
cjfa-15266	15	5	are	be	AUX
cjfa-15266	15	6	valuable	valuable	ADJ
cjfa-15266	15	7	for	for	ADP
cjfa-15266	15	8	market	market	NOUN
cjfa-15266	15	9	participants	participant	NOUN
cjfa-15266	15	10	and	and	CCONJ
cjfa-15266	15	11	the	the	DET
cjfa-15266	15	12	financial	financial	ADJ
cjfa-15266	15	13	industry	industry	NOUN
cjfa-15266	15	14	.	.	PUNCT
cjfa-15266	16	1	according	accord	VERB
cjfa-15266	16	2	to	to	ADP
cjfa-15266	16	3	imf	imf	PROPN
cjfa-15266	16	4	(	(	PUNCT
cjfa-15266	16	5	2014	2014	NUM
cjfa-15266	16	6	)	)	PUNCT
cjfa-15266	16	7	,	,	PUNCT
cjfa-15266	16	8	canada	canada	PROPN
cjfa-15266	16	9	has	have	VERB
cjfa-15266	16	10	a	a	DET
cjfa-15266	16	11	well	well	ADV
cjfa-15266	16	12	-	-	PUNCT
cjfa-15266	16	13	developed	develop	VERB
cjfa-15266	16	14	financial	financial	ADJ
cjfa-15266	16	15	system	system	NOUN
cjfa-15266	16	16	,	,	PUNCT
cjfa-15266	16	17	with	with	ADP
cjfa-15266	16	18	assets	asset	NOUN
cjfa-15266	16	19	totalling	total	VERB
cjfa-15266	16	20	about	about	ADV
cjfa-15266	16	21	500	500	NUM
cjfa-15266	16	22	percent	percent	NOUN
cjfa-15266	16	23	of	of	ADP
cjfa-15266	16	24	gdp	gdp	NOUN
cjfa-15266	16	25	,	,	PUNCT
cjfa-15266	16	26	and	and	CCONJ
cjfa-15266	16	27	dominated	dominate	VERB
cjfa-15266	16	28	by	by	ADP
cjfa-15266	16	29	a	a	DET
cjfa-15266	16	30	variety	variety	NOUN
cjfa-15266	16	31	of	of	ADP
cjfa-15266	16	32	industry	industry	NOUN
cjfa-15266	16	33	participants	participant	NOUN
cjfa-15266	16	34	.	.	PUNCT
cjfa-15266	17	1	the	the	DET
cjfa-15266	17	2	equities	equity	NOUN
cjfa-15266	17	3	market	market	NOUN
cjfa-15266	17	4	is	be	AUX
cjfa-15266	17	5	mature	mature	ADJ
cjfa-15266	17	6	,	,	PUNCT
cjfa-15266	17	7	with	with	ADP
cjfa-15266	17	8	a	a	DET
cjfa-15266	17	9	total	total	ADJ
cjfa-15266	17	10	market	market	NOUN
cjfa-15266	17	11	capitalization	capitalization	NOUN
cjfa-15266	17	12	of	of	ADP
cjfa-15266	17	13	nearly	nearly	ADV
cjfa-15266	17	14	canadian	canadian	ADJ
cjfa-15266	17	15	$	$	SYM
cjfa-15266	17	16	2.1	2.1	NUM
cjfa-15266	17	17	trillion	trillion	NUM
cjfa-15266	17	18	(	(	PUNCT
cjfa-15266	17	19	115	115	NUM
cjfa-15266	17	20	percent	percent	NOUN
cjfa-15266	17	21	of	of	ADP
cjfa-15266	17	22	gdp	gdp	NOUN
cjfa-15266	17	23	)	)	PUNCT
cjfa-15266	17	24	at	at	ADP
cjfa-15266	17	25	end	end	NOUN
cjfa-15266	17	26	of	of	ADP
cjfa-15266	17	27	2012	2012	NUM
cjfa-15266	17	28	.	.	PUNCT
cjfa-15266	18	1	toronto	toronto	PROPN
cjfa-15266	18	2	stock	stock	PROPN
cjfa-15266	18	3	exchange	exchange	PROPN
cjfa-15266	18	4	(	(	PUNCT
cjfa-15266	18	5	tsx	tsx	PROPN
cjfa-15266	18	6	)	)	PUNCT
cjfa-15266	18	7	is	be	AUX
cjfa-15266	18	8	one	one	NUM
cjfa-15266	18	9	of	of	ADP
cjfa-15266	18	10	the	the	DET
cjfa-15266	18	11	world	world	NOUN
cjfa-15266	18	12	's	's	PART
cjfa-15266	18	13	largest	large	ADJ
cjfa-15266	18	14	stock	stock	NOUN
cjfa-15266	18	15	exchanges	exchange	NOUN
cjfa-15266	18	16	.	.	PUNCT
cjfa-15266	19	1	it	it	PRON
cjfa-15266	19	2	is	be	AUX
cjfa-15266	19	3	composite	composite	ADJ
cjfa-15266	19	4	index	index	NOUN
cjfa-15266	19	5	(	(	PUNCT
cjfa-15266	19	6	gsptse	gsptse	NOUN
cjfa-15266	19	7	)	)	PUNCT
cjfa-15266	19	8	is	be	AUX
cjfa-15266	19	9	the	the	DET
cjfa-15266	19	10	benchmark	benchmark	ADJ
cjfa-15266	19	11	canadian	canadian	ADJ
cjfa-15266	19	12	index	index	NOUN
cjfa-15266	19	13	,	,	PUNCT
cjfa-15266	19	14	representing	represent	VERB
cjfa-15266	19	15	roughly	roughly	ADV
cjfa-15266	19	16	70	70	NUM
cjfa-15266	19	17	%	%	NOUN
cjfa-15266	19	18	of	of	ADP
cjfa-15266	19	19	the	the	DET
cjfa-15266	19	20	total	total	ADJ
cjfa-15266	19	21	market	market	NOUN
cjfa-15266	19	22	capitalization	capitalization	NOUN
cjfa-15266	19	23	on	on	ADP
cjfa-15266	19	24	the	the	DET
cjfa-15266	19	25	tsx	tsx	NOUN
cjfa-15266	19	26	with	with	ADP
cjfa-15266	19	27	about	about	ADV
cjfa-15266	19	28	250	250	NUM
cjfa-15266	19	29	companies	company	NOUN
cjfa-15266	19	30	included	include	VERB
cjfa-15266	19	31	in	in	ADP
cjfa-15266	19	32	it	it	PRON
cjfa-15266	19	33	.	.	PUNCT
cjfa-15266	20	1	the	the	DET
cjfa-15266	20	2	tsx	tsx	NOUN
cjfa-15266	20	3	is	be	AUX
cjfa-15266	20	4	made	make	VERB
cjfa-15266	20	5	up	up	ADP
cjfa-15266	20	6	of	of	ADP
cjfa-15266	20	7	over	over	ADP
cjfa-15266	20	8	1,500	1,500	NUM
cjfa-15266	20	9	companies	company	NOUN
cjfa-15266	20	10	in	in	ADP
cjfa-15266	20	11	total	total	NOUN
cjfa-15266	20	12	.	.	PUNCT
cjfa-15266	21	1	guo	guo	PROPN
cjfa-15266	21	2	(	(	PUNCT
cjfa-15266	21	3	2017a	2017a	NUM
cjfa-15266	21	4	)	)	PUNCT
cjfa-15266	21	5	introduced	introduce	VERB
cjfa-15266	21	6	several	several	ADJ
cjfa-15266	21	7	different	different	ADJ
cjfa-15266	21	8	types	type	NOUN
cjfa-15266	21	9	of	of	ADP
cjfa-15266	21	10	heavy	heavy	ADJ
cjfa-15266	21	11	-	-	PUNCT
cjfa-15266	21	12	tailed	tail	VERB
cjfa-15266	21	13	distribution	distribution	NOUN
cjfa-15266	21	14	and	and	CCONJ
cjfa-15266	21	15	show	show	VERB
cjfa-15266	21	16	the	the	DET
cjfa-15266	21	17	skewed	skewed	PROPN
cjfa-15266	21	18	t	t	NOUN
cjfa-15266	21	19	distribution	distribution	NOUN
cjfa-15266	21	20	generates	generate	VERB
cjfa-15266	21	21	the	the	DET
cjfa-15266	21	22	best	good	ADJ
cjfa-15266	21	23	goodness	goodness	NOUN
cjfa-15266	21	24	of	of	ADP
cjfa-15266	21	25	fit	fit	ADJ
cjfa-15266	21	26	and	and	CCONJ
cjfa-15266	21	27	risk	risk	NOUN
cjfa-15266	21	28	measurements	measurement	NOUN
cjfa-15266	21	29	.	.	PUNCT
cjfa-15266	22	1	following	follow	VERB
cjfa-15266	22	2	guo	guo	PROPN
cjfa-15266	22	3	(	(	PUNCT
cjfa-15266	22	4	2017a	2017a	NUM
cjfa-15266	22	5	)	)	PUNCT
cjfa-15266	22	6	,	,	PUNCT
cjfa-15266	22	7	we	we	PRON
cjfa-15266	22	8	are	be	AUX
cjfa-15266	22	9	also	also	ADV
cjfa-15266	22	10	interested	interested	ADJ
cjfa-15266	22	11	in	in	ADP
cjfa-15266	22	12	the	the	DET
cjfa-15266	22	13	empirical	empirical	ADJ
cjfa-15266	22	14	performance	performance	NOUN
cjfa-15266	22	15	of	of	ADP
cjfa-15266	22	16	various	various	ADJ
cjfa-15266	22	17	types	type	NOUN
cjfa-15266	22	18	of	of	ADP
cjfa-15266	22	19	heavy	heavy	ADJ
cjfa-15266	22	20	-	-	PUNCT
cjfa-15266	22	21	tailed	tail	VERB
cjfa-15266	22	22	distributions	distribution	NOUN
cjfa-15266	22	23	in	in	ADP
cjfa-15266	22	24	fitting	fit	VERB
cjfa-15266	22	25	the	the	DET
cjfa-15266	22	26	canadian	canadian	ADJ
cjfa-15266	22	27	stock	stock	NOUN
cjfa-15266	22	28	market	market	NOUN
cjfa-15266	22	29	returns	return	NOUN
cjfa-15266	22	30	.	.	PUNCT
cjfa-15266	23	1	lots	lot	NOUN
cjfa-15266	23	2	of	of	ADP
cjfa-15266	23	3	financial	financial	ADJ
cjfa-15266	23	4	models	model	NOUN
cjfa-15266	23	5	are	be	AUX
cjfa-15266	23	6	based	base	VERB
cjfa-15266	23	7	on	on	ADP
cjfa-15266	23	8	the	the	DET
cjfa-15266	23	9	assumption	assumption	NOUN
cjfa-15266	23	10	that	that	SCONJ
cjfa-15266	23	11	asset	asset	NOUN
cjfa-15266	23	12	prices	price	NOUN
cjfa-15266	23	13	follow	follow	VERB
cjfa-15266	23	14	a	a	DET
cjfa-15266	23	15	log	log	NOUN
cjfa-15266	23	16	-	-	PUNCT
cjfa-15266	23	17	normal	normal	ADJ
cjfa-15266	23	18	distribution	distribution	NOUN
cjfa-15266	23	19	,	,	PUNCT
cjfa-15266	23	20	or	or	CCONJ
cjfa-15266	23	21	in	in	ADP
cjfa-15266	23	22	other	other	ADJ
cjfa-15266	23	23	words	word	NOUN
cjfa-15266	23	24	,	,	PUNCT
cjfa-15266	23	25	the	the	DET
cjfa-15266	23	26	daily	daily	ADJ
cjfa-15266	23	27	fluctuations	fluctuation	NOUN
cjfa-15266	23	28	in	in	ADP
cjfa-15266	23	29	prices	price	NOUN
cjfa-15266	23	30	viewed	view	VERB
cjfa-15266	23	31	as	as	SCONJ
cjfa-15266	23	32	percentage	percentage	NOUN
cjfa-15266	23	33	changes	change	NOUN
cjfa-15266	23	34	follow	follow	VERB
cjfa-15266	23	35	a	a	DET
cjfa-15266	23	36	normal	normal	ADJ
cjfa-15266	23	37	distribution	distribution	NOUN
cjfa-15266	23	38	.	.	PUNCT
cjfa-15266	24	1	therefore	therefore	ADV
cjfa-15266	24	2	,	,	PUNCT
cjfa-15266	24	3	our	our	PRON
cjfa-15266	24	4	results	result	NOUN
cjfa-15266	24	5	have	have	VERB
cjfa-15266	24	6	rich	rich	ADJ
cjfa-15266	24	7	implications	implication	NOUN
cjfa-15266	24	8	for	for	ADP
cjfa-15266	24	9	the	the	DET
cjfa-15266	24	10	financial	financial	ADJ
cjfa-15266	24	11	models	model	NOUN
cjfa-15266	24	12	and	and	CCONJ
cjfa-15266	24	13	the	the	DET
cjfa-15266	24	14	financial	financial	ADJ
cjfa-15266	24	15	industry	industry	NOUN
cjfa-15266	24	16	in	in	ADP
cjfa-15266	24	17	canada	canada	PROPN
cjfa-15266	24	18	,	,	PUNCT
cjfa-15266	24	19	as	as	SCONJ
cjfa-15266	24	20	these	these	DET
cjfa-15266	24	21	models	model	NOUN
cjfa-15266	24	22	have	have	AUX
cjfa-15266	24	23	been	be	AUX
cjfa-15266	24	24	widely	widely	ADV
cjfa-15266	24	25	used	use	VERB
cjfa-15266	24	26	in	in	ADP
cjfa-15266	24	27	practices	practice	NOUN
cjfa-15266	24	28	.	.	PUNCT
cjfa-15266	25	1	in	in	ADP
cjfa-15266	25	2	probability	probability	NOUN
cjfa-15266	25	3	theory	theory	NOUN
cjfa-15266	25	4	,	,	PUNCT
cjfa-15266	25	5	heavy	heavy	ADJ
cjfa-15266	25	6	-	-	PUNCT
cjfa-15266	25	7	tailed	tail	VERB
cjfa-15266	25	8	distributions	distribution	NOUN
cjfa-15266	25	9	are	be	AUX
cjfa-15266	25	10	probability	probability	NOUN
cjfa-15266	25	11	distributions	distribution	NOUN
cjfa-15266	25	12	whose	whose	DET
cjfa-15266	25	13	tails	tail	NOUN
cjfa-15266	25	14	are	be	AUX
cjfa-15266	25	15	not	not	PART
cjfa-15266	25	16	exponentially	exponentially	ADV
cjfa-15266	25	17	bounded	bound	VERB
cjfa-15266	25	18	,	,	PUNCT
cjfa-15266	25	19	and	and	CCONJ
cjfa-15266	25	20	they	they	PRON
cjfa-15266	25	21	have	have	VERB
cjfa-15266	25	22	heavier	heavy	ADJ
cjfa-15266	25	23	tails	tail	NOUN
cjfa-15266	25	24	than	than	ADP
cjfa-15266	25	25	the	the	DET
cjfa-15266	25	26	exponential	exponential	ADJ
cjfa-15266	25	27	distribution	distribution	NOUN
cjfa-15266	25	28	as	as	SCONJ
cjfa-15266	25	29	defined	define	VERB
cjfa-15266	25	30	in	in	ADP
cjfa-15266	25	31	asmussen	asmussen	NOUN
cjfa-15266	25	32	(	(	PUNCT
cjfa-15266	25	33	2003	2003	NUM
cjfa-15266	25	34	)	)	PUNCT
cjfa-15266	25	35	.	.	PUNCT
cjfa-15266	26	1	in	in	ADP
cjfa-15266	26	2	finance	finance	NOUN
cjfa-15266	26	3	,	,	PUNCT
cjfa-15266	26	4	as	as	ADP
cjfa-15266	26	5	cont	cont	NOUN
cjfa-15266	26	6	(	(	PUNCT
cjfa-15266	26	7	2001	2001	NUM
cjfa-15266	26	8	)	)	PUNCT
cjfa-15266	26	9	pointed	point	VERB
cjfa-15266	26	10	out	out	ADP
cjfa-15266	26	11	,	,	PUNCT
cjfa-15266	26	12	it	it	PRON
cjfa-15266	26	13	a	a	DET
cjfa-15266	26	14	stylized	stylize	VERB
cjfa-15266	26	15	fact	fact	NOUN
cjfa-15266	26	16	that	that	SCONJ
cjfa-15266	26	17	the	the	DET
cjfa-15266	26	18	distribution	distribution	NOUN
cjfa-15266	26	19	of	of	ADP
cjfa-15266	26	20	asset	asset	NOUN
cjfa-15266	26	21	returns	return	NOUN
cjfa-15266	26	22	display	display	VERB
cjfa-15266	26	23	a	a	DET
cjfa-15266	26	24	power	power	NOUN
cjfa-15266	26	25	-	-	PUNCT
cjfa-15266	26	26	law	law	NOUN
cjfa-15266	26	27	or	or	CCONJ
cjfa-15266	26	28	pareto	pareto	VERB
cjfa-15266	26	29	-	-	PUNCT
cjfa-15266	26	30	like	like	ADJ
cjfa-15266	26	31	tail	tail	NOUN
cjfa-15266	26	32	,	,	PUNCT
cjfa-15266	26	33	with	with	ADP
cjfa-15266	26	34	a	a	DET
cjfa-15266	26	35	tail	tail	NOUN
cjfa-15266	26	36	index	index	NOUN
cjfa-15266	26	37	which	which	PRON
cjfa-15266	26	38	is	be	AUX
cjfa-15266	26	39	finite	finite	ADJ
cjfa-15266	26	40	,	,	PUNCT
cjfa-15266	26	41	higher	high	ADJ
cjfa-15266	26	42	than	than	ADP
cjfa-15266	26	43	two	two	NUM
cjfa-15266	26	44	and	and	CCONJ
cjfa-15266	26	45	less	less	ADJ
cjfa-15266	26	46	than	than	ADP
cjfa-15266	26	47	five	five	NUM
cjfa-15266	26	48	for	for	ADP
cjfa-15266	26	49	most	most	ADJ
cjfa-15266	26	50	data	datum	NOUN
cjfa-15266	26	51	sets	set	NOUN
cjfa-15266	26	52	studied	study	VERB
cjfa-15266	26	53	.	.	PUNCT
cjfa-15266	27	1	in	in	ADP
cjfa-15266	27	2	particular	particular	ADJ
cjfa-15266	27	3	this	this	PRON
cjfa-15266	27	4	excludes	exclude	VERB
cjfa-15266	27	5	stable	stable	ADJ
cjfa-15266	27	6	laws	law	NOUN
cjfa-15266	27	7	with	with	ADP
cjfa-15266	27	8	infinite	infinite	ADJ
cjfa-15266	27	9	variance	variance	NOUN
cjfa-15266	27	10	and	and	CCONJ
cjfa-15266	27	11	the	the	DET
cjfa-15266	27	12	normal	normal	ADJ
cjfa-15266	27	13	distribution	distribution	NOUN
cjfa-15266	27	14	.	.	PUNCT
cjfa-15266	28	1	however	however	ADV
cjfa-15266	28	2	,	,	PUNCT
cjfa-15266	28	3	cont	cont	PROPN
cjfa-15266	28	4	also	also	ADV
cjfa-15266	28	5	mentioned	mention	VERB
cjfa-15266	28	6	that	that	SCONJ
cjfa-15266	28	7	the	the	DET
cjfa-15266	28	8	precise	precise	ADJ
cjfa-15266	28	9	form	form	NOUN
cjfa-15266	28	10	of	of	ADP
cjfa-15266	28	11	the	the	DET
cjfa-15266	28	12	tails	tail	NOUN
cjfa-15266	28	13	is	be	AUX
cjfa-15266	28	14	difficult	difficult	ADJ
cjfa-15266	28	15	to	to	PART
cjfa-15266	28	16	determine	determine	VERB
cjfa-15266	28	17	.	.	PUNCT
cjfa-15266	29	1	a	a	DET
cjfa-15266	29	2	recent	recent	ADJ
cjfa-15266	29	3	survey	survey	NOUN
cjfa-15266	29	4	can	can	AUX
cjfa-15266	29	5	also	also	ADV
cjfa-15266	29	6	be	be	AUX
cjfa-15266	29	7	found	find	VERB
cjfa-15266	29	8	in	in	ADP
cjfa-15266	29	9	ibragimov	ibragimov	ADJ
cjfa-15266	29	10	(	(	PUNCT
cjfa-15266	29	11	2009	2009	NUM
cjfa-15266	29	12	)	)	PUNCT
cjfa-15266	29	13	.	.	PUNCT
cjfa-15266	30	1	heavy	heavy	ADJ
cjfa-15266	30	2	-	-	PUNCT
cjfa-15266	30	3	tailed	tail	VERB
cjfa-15266	30	4	distributions	distribution	NOUN
cjfa-15266	30	5	and	and	CCONJ
cjfa-15266	30	6	the	the	DET
cjfa-15266	30	7	canadian	canadian	ADJ
cjfa-15266	30	8	stock	stock	NOUN
cjfa-15266	30	9	…	…	PUNCT
cjfa-15266	30	10	11	11	NUM
cjfa-15266	30	11	since	since	SCONJ
cjfa-15266	30	12	precision	precision	NOUN
cjfa-15266	30	13	form	form	NOUN
cjfa-15266	30	14	of	of	ADP
cjfa-15266	30	15	the	the	DET
cjfa-15266	30	16	tails	tail	NOUN
cjfa-15266	30	17	is	be	AUX
cjfa-15266	30	18	the	the	DET
cjfa-15266	30	19	key	key	NOUN
cjfa-15266	30	20	for	for	ADP
cjfa-15266	30	21	financial	financial	ADJ
cjfa-15266	30	22	risk	risk	NOUN
cjfa-15266	30	23	management	management	NOUN
cjfa-15266	30	24	,	,	PUNCT
cjfa-15266	30	25	there	there	PRON
cjfa-15266	30	26	are	be	VERB
cjfa-15266	30	27	increasing	increase	VERB
cjfa-15266	30	28	interests	interest	NOUN
cjfa-15266	30	29	in	in	ADP
cjfa-15266	30	30	development	development	NOUN
cjfa-15266	30	31	of	of	ADP
cjfa-15266	30	32	heavy	heavy	ADJ
cjfa-15266	30	33	-	-	PUNCT
cjfa-15266	30	34	tailed	tail	VERB
cjfa-15266	30	35	distributions	distribution	NOUN
cjfa-15266	30	36	for	for	ADP
cjfa-15266	30	37	asset	asset	NOUN
cjfa-15266	30	38	returns	return	NOUN
cjfa-15266	30	39	in	in	ADP
cjfa-15266	30	40	the	the	DET
cjfa-15266	30	41	recent	recent	ADJ
cjfa-15266	30	42	decades	decade	NOUN
cjfa-15266	30	43	.	.	PUNCT
cjfa-15266	31	1	for	for	ADP
cjfa-15266	31	2	instance	instance	NOUN
cjfa-15266	31	3	,	,	PUNCT
cjfa-15266	31	4	glasserman	glasserman	NOUN
cjfa-15266	31	5	,	,	PUNCT
cjfa-15266	31	6	et	et	PROPN
cjfa-15266	31	7	al	al	PROPN
cjfa-15266	31	8	.	.	PUNCT
cjfa-15266	32	1	(	(	PUNCT
cjfa-15266	32	2	2002	2002	NUM
cjfa-15266	32	3	)	)	PUNCT
cjfa-15266	32	4	developed	develop	VERB
cjfa-15266	32	5	multivariate	multivariate	NOUN
cjfa-15266	32	6	t	t	NOUN
cjfa-15266	32	7	distribution	distribution	NOUN
cjfa-15266	32	8	for	for	ADP
cjfa-15266	32	9	computing	compute	VERB
cjfa-15266	32	10	portfolio	portfolio	NOUN
cjfa-15266	32	11	value	value	NOUN
cjfa-15266	32	12	-	-	PUNCT
cjfa-15266	32	13	at	at	ADP
cjfa-15266	32	14	-	-	PUNCT
cjfa-15266	32	15	risk	risk	NOUN
cjfa-15266	32	16	(	(	PUNCT
cjfa-15266	32	17	var	var	NOUN
cjfa-15266	32	18	)	)	PUNCT
cjfa-15266	32	19	when	when	SCONJ
cjfa-15266	32	20	underlying	underlying	ADJ
cjfa-15266	32	21	risk	risk	NOUN
cjfa-15266	32	22	factors	factor	NOUN
cjfa-15266	32	23	follow	follow	VERB
cjfa-15266	32	24	heavy	heavy	ADV
cjfa-15266	32	25	-	-	PUNCT
cjfa-15266	32	26	tailed	tail	VERB
cjfa-15266	32	27	distributions	distribution	NOUN
cjfa-15266	32	28	.	.	PUNCT
cjfa-15266	33	1	bradley	bradley	NOUN
cjfa-15266	33	2	and	and	CCONJ
cjfa-15266	33	3	taqqu	taqqu	PROPN
cjfa-15266	33	4	(	(	PUNCT
cjfa-15266	33	5	2003	2003	NUM
cjfa-15266	33	6	)	)	PUNCT
cjfa-15266	33	7	reviewed	review	VERB
cjfa-15266	33	8	recent	recent	ADJ
cjfa-15266	33	9	development	development	NOUN
cjfa-15266	33	10	on	on	ADP
cjfa-15266	33	11	how	how	SCONJ
cjfa-15266	33	12	the	the	DET
cjfa-15266	33	13	heavy	heavy	ADV
cjfa-15266	33	14	-	-	PUNCT
cjfa-15266	33	15	tailed	tail	VERB
cjfa-15266	33	16	distributions	distribution	NOUN
cjfa-15266	33	17	affect	affect	VERB
cjfa-15266	33	18	several	several	ADJ
cjfa-15266	33	19	aspects	aspect	NOUN
cjfa-15266	33	20	of	of	ADP
cjfa-15266	33	21	financial	financial	ADJ
cjfa-15266	33	22	portfolio	portfolio	NOUN
cjfa-15266	33	23	theory	theory	NOUN
cjfa-15266	33	24	and	and	CCONJ
cjfa-15266	33	25	risk	risk	NOUN
cjfa-15266	33	26	management	management	NOUN
cjfa-15266	33	27	.	.	PUNCT
cjfa-15266	34	1	using	use	VERB
cjfa-15266	34	2	foreign	foreign	ADJ
cjfa-15266	34	3	exchange	exchange	NOUN
cjfa-15266	34	4	rate	rate	NOUN
cjfa-15266	34	5	returns	return	NOUN
cjfa-15266	34	6	as	as	ADP
cjfa-15266	34	7	an	an	DET
cjfa-15266	34	8	example	example	NOUN
cjfa-15266	34	9	,	,	PUNCT
cjfa-15266	34	10	mittnik	mittnik	NOUN
cjfa-15266	34	11	and	and	CCONJ
cjfa-15266	34	12	paolella	paolella	NOUN
cjfa-15266	34	13	(	(	PUNCT
cjfa-15266	34	14	2003	2003	NUM
cjfa-15266	34	15	)	)	PUNCT
cjfa-15266	34	16	demonstrated	demonstrate	VERB
cjfa-15266	34	17	that	that	SCONJ
cjfa-15266	34	18	garch	garch	NOUN
cjfa-15266	34	19	models	model	NOUN
cjfa-15266	34	20	with	with	ADP
cjfa-15266	34	21	stable	stable	ADJ
cjfa-15266	34	22	paretian	paretian	NOUN
cjfa-15266	34	23	innovations	innovation	NOUN
cjfa-15266	34	24	perform	perform	VERB
cjfa-15266	34	25	better	well	ADV
cjfa-15266	34	26	in	in	ADP
cjfa-15266	34	27	predicting	predict	VERB
cjfa-15266	34	28	the	the	DET
cjfa-15266	34	29	downside	downside	ADJ
cjfa-15266	34	30	risk	risk	NOUN
cjfa-15266	34	31	of	of	ADP
cjfa-15266	34	32	financial	financial	ADJ
cjfa-15266	34	33	assets	asset	NOUN
cjfa-15266	34	34	that	that	PRON
cjfa-15266	34	35	use	use	VERB
cjfa-15266	34	36	of	of	ADP
cjfa-15266	34	37	normal	normal	ADJ
cjfa-15266	34	38	or	or	CCONJ
cjfa-15266	34	39	student	student	NOUN
cjfa-15266	34	40	’s	’s	PART
cjfa-15266	34	41	t	t	PROPN
cjfa-15266	34	42	garch	garch	NOUN
cjfa-15266	34	43	models	model	NOUN
cjfa-15266	34	44	.	.	PUNCT
cjfa-15266	35	1	ahn	ahn	PROPN
cjfa-15266	35	2	,	,	PUNCT
cjfa-15266	35	3	kim	kim	PROPN
cjfa-15266	35	4	and	and	CCONJ
cjfa-15266	35	5	ramaswami	ramaswami	NOUN
cjfa-15266	35	6	(	(	PUNCT
cjfa-15266	35	7	2012	2012	NUM
cjfa-15266	35	8	)	)	PUNCT
cjfa-15266	35	9	studied	study	VERB
cjfa-15266	35	10	the	the	DET
cjfa-15266	35	11	class	class	NOUN
cjfa-15266	35	12	of	of	ADP
cjfa-15266	35	13	log	log	NOUN
cjfa-15266	35	14	phase	phase	NOUN
cjfa-15266	35	15	-	-	PUNCT
cjfa-15266	35	16	type	type	NOUN
cjfa-15266	35	17	(	(	PUNCT
cjfa-15266	35	18	logph	logph	NOUN
cjfa-15266	35	19	)	)	PUNCT
cjfa-15266	35	20	distributions	distribution	NOUN
cjfa-15266	35	21	as	as	ADP
cjfa-15266	35	22	a	a	DET
cjfa-15266	35	23	parametric	parametric	ADJ
cjfa-15266	35	24	alternative	alternative	NOUN
cjfa-15266	35	25	in	in	ADP
cjfa-15266	35	26	fitting	fitting	ADJ
cjfa-15266	35	27	heavy	heavy	ADJ
cjfa-15266	35	28	tailed	tail	VERB
cjfa-15266	35	29	data	datum	NOUN
cjfa-15266	35	30	,	,	PUNCT
cjfa-15266	35	31	and	and	CCONJ
cjfa-15266	35	32	demonstrated	demonstrate	VERB
cjfa-15266	35	33	its	its	PRON
cjfa-15266	35	34	superior	superior	ADJ
cjfa-15266	35	35	performance	performance	NOUN
cjfa-15266	35	36	in	in	ADP
cjfa-15266	35	37	insurance	insurance	NOUN
cjfa-15266	35	38	risk	risk	NOUN
cjfa-15266	35	39	management	management	NOUN
cjfa-15266	35	40	.	.	PUNCT
cjfa-15266	36	1	guo	guo	PROPN
cjfa-15266	36	2	(	(	PUNCT
cjfa-15266	36	3	2017a	2017a	NUM
cjfa-15266	36	4	)	)	PUNCT
cjfa-15266	36	5	investigated	investigate	VERB
cjfa-15266	36	6	five	five	NUM
cjfa-15266	36	7	widely	widely	ADV
cjfa-15266	36	8	-	-	PUNCT
cjfa-15266	36	9	used	use	VERB
cjfa-15266	36	10	statistical	statistical	ADJ
cjfa-15266	36	11	distributions	distribution	NOUN
cjfa-15266	36	12	in	in	ADP
cjfa-15266	36	13	fitting	fitting	ADJ
cjfa-15266	36	14	sp	sp	ADP
cjfa-15266	36	15	500	500	NUM
cjfa-15266	36	16	index	index	NOUN
cjfa-15266	36	17	returns	return	NOUN
cjfa-15266	36	18	:	:	PUNCT
cjfa-15266	36	19	normal	normal	ADJ
cjfa-15266	36	20	,	,	PUNCT
cjfa-15266	36	21	student	student	NOUN
cjfa-15266	36	22	’s	’s	PART
cjfa-15266	36	23	t	t	PROPN
cjfa-15266	36	24	,	,	PUNCT
cjfa-15266	36	25	skewed	skewed	PROPN
cjfa-15266	36	26	t	t	PROPN
cjfa-15266	36	27	,	,	PUNCT
cjfa-15266	36	28	normal	normal	ADJ
cjfa-15266	36	29	inverse	inverse	NOUN
cjfa-15266	36	30	gaussian	gaussian	NOUN
cjfa-15266	36	31	(	(	PUNCT
cjfa-15266	36	32	nig	nig	NOUN
cjfa-15266	36	33	)	)	PUNCT
cjfa-15266	36	34	,	,	PUNCT
cjfa-15266	36	35	and	and	CCONJ
cjfa-15266	36	36	generalized	generalized	ADJ
cjfa-15266	36	37	hyperbolic	hyperbolic	ADJ
cjfa-15266	36	38	(	(	PUNCT
cjfa-15266	36	39	gh	gh	PROPN
cjfa-15266	36	40	)	)	PUNCT
cjfa-15266	36	41	distributions	distribution	NOUN
cjfa-15266	36	42	.	.	PUNCT
cjfa-15266	37	1	guo	guo	PROPN
cjfa-15266	37	2	demonstrated	demonstrate	VERB
cjfa-15266	37	3	the	the	DET
cjfa-15266	37	4	skewed	skewed	ADJ
cjfa-15266	37	5	t	t	NOUN
cjfa-15266	37	6	distribution	distribution	NOUN
cjfa-15266	37	7	introduced	introduce	VERB
cjfa-15266	37	8	in	in	ADP
cjfa-15266	37	9	hansen	hansen	PROPN
cjfa-15266	37	10	(	(	PUNCT
cjfa-15266	37	11	1994	1994	NUM
cjfa-15266	37	12	)	)	PUNCT
cjfa-15266	37	13	has	have	VERB
cjfa-15266	37	14	the	the	DET
cjfa-15266	37	15	best	good	ADJ
cjfa-15266	37	16	goodness	goodness	NOUN
cjfa-15266	37	17	of	of	ADP
cjfa-15266	37	18	fit	fit	NOUN
cjfa-15266	37	19	and	and	CCONJ
cjfa-15266	37	20	generates	generate	VERB
cjfa-15266	37	21	suitable	suitable	ADJ
cjfa-15266	37	22	stress	stress	NOUN
cjfa-15266	37	23	test	test	NOUN
cjfa-15266	37	24	scenarios	scenario	NOUN
cjfa-15266	37	25	.	.	PUNCT
cjfa-15266	38	1	there	there	PRON
cjfa-15266	38	2	are	be	VERB
cjfa-15266	38	3	some	some	DET
cjfa-15266	38	4	researchers	researcher	NOUN
cjfa-15266	38	5	investigating	investigate	VERB
cjfa-15266	38	6	the	the	DET
cjfa-15266	38	7	canadian	canadian	ADJ
cjfa-15266	38	8	stock	stock	NOUN
cjfa-15266	38	9	market	market	NOUN
cjfa-15266	38	10	in	in	ADP
cjfa-15266	38	11	a	a	DET
cjfa-15266	38	12	multivariate	multivariate	NOUN
cjfa-15266	38	13	framework	framework	NOUN
cjfa-15266	38	14	.	.	PUNCT
cjfa-15266	39	1	for	for	ADP
cjfa-15266	39	2	instance	instance	NOUN
cjfa-15266	39	3	,	,	PUNCT
cjfa-15266	39	4	theodossiou	theodossiou	NOUN
cjfa-15266	39	5	and	and	CCONJ
cjfa-15266	39	6	lee	lee	PROPN
cjfa-15266	39	7	(	(	PUNCT
cjfa-15266	39	8	1993	1993	NUM
cjfa-15266	39	9	)	)	PUNCT
cjfa-15266	39	10	provides	provide	VERB
cjfa-15266	39	11	additional	additional	ADJ
cjfa-15266	39	12	insight	insight	NOUN
cjfa-15266	39	13	into	into	ADP
cjfa-15266	39	14	the	the	DET
cjfa-15266	39	15	nature	nature	NOUN
cjfa-15266	39	16	and	and	CCONJ
cjfa-15266	39	17	degree	degree	NOUN
cjfa-15266	39	18	of	of	ADP
cjfa-15266	39	19	interdependence	interdependence	NOUN
cjfa-15266	39	20	of	of	ADP
cjfa-15266	39	21	stock	stock	NOUN
cjfa-15266	39	22	markets	market	NOUN
cjfa-15266	39	23	of	of	ADP
cjfa-15266	39	24	the	the	DET
cjfa-15266	39	25	united	united	PROPN
cjfa-15266	39	26	states	states	PROPN
cjfa-15266	39	27	,	,	PUNCT
cjfa-15266	39	28	japan	japan	PROPN
cjfa-15266	39	29	,	,	PUNCT
cjfa-15266	39	30	the	the	DET
cjfa-15266	39	31	united	united	PROPN
cjfa-15266	39	32	kingdom	kingdom	PROPN
cjfa-15266	39	33	,	,	PUNCT
cjfa-15266	39	34	canada	canada	PROPN
cjfa-15266	39	35	,	,	PUNCT
cjfa-15266	39	36	and	and	CCONJ
cjfa-15266	39	37	germany	germany	PROPN
cjfa-15266	39	38	,	,	PUNCT
cjfa-15266	39	39	and	and	CCONJ
cjfa-15266	39	40	it	it	PRON
cjfa-15266	39	41	reports	report	VERB
cjfa-15266	39	42	the	the	DET
cjfa-15266	39	43	extent	extent	NOUN
cjfa-15266	39	44	to	to	PART
cjfa-15266	39	45	which	which	PRON
cjfa-15266	39	46	volatility	volatility	NOUN
cjfa-15266	39	47	in	in	ADP
cjfa-15266	39	48	these	these	DET
cjfa-15266	39	49	markets	market	NOUN
cjfa-15266	39	50	influences	influence	NOUN
cjfa-15266	39	51	expected	expect	VERB
cjfa-15266	39	52	returns	return	NOUN
cjfa-15266	39	53	.	.	PUNCT
cjfa-15266	40	1	the	the	DET
cjfa-15266	40	2	analysis	analysis	NOUN
cjfa-15266	40	3	uses	use	VERB
cjfa-15266	40	4	the	the	DET
cjfa-15266	40	5	multivariate	multivariate	NOUN
cjfa-15266	40	6	garch	garch	NOUN
cjfa-15266	40	7	-	-	PUNCT
cjfa-15266	40	8	m	m	NOUN
cjfa-15266	40	9	model	model	NOUN
cjfa-15266	40	10	.	.	PUNCT
cjfa-15266	41	1	although	although	SCONJ
cjfa-15266	41	2	they	they	PRON
cjfa-15266	41	3	are	be	AUX
cjfa-15266	41	4	considered	consider	VERB
cjfa-15266	41	5	weak	weak	ADJ
cjfa-15266	41	6	,	,	PUNCT
cjfa-15266	41	7	statistically	statistically	ADV
cjfa-15266	41	8	significant	significant	ADJ
cjfa-15266	41	9	mean	mean	ADJ
cjfa-15266	41	10	spillovers	spillover	NOUN
cjfa-15266	41	11	radiate	radiate	VERB
cjfa-15266	41	12	from	from	ADP
cjfa-15266	41	13	stock	stock	NOUN
cjfa-15266	41	14	markets	market	NOUN
cjfa-15266	41	15	of	of	ADP
cjfa-15266	41	16	the	the	DET
cjfa-15266	41	17	u.s	u.s	PROPN
cjfa-15266	41	18	.	.	PROPN
cjfa-15266	41	19	to	to	ADP
cjfa-15266	41	20	the	the	DET
cjfa-15266	41	21	u.k	u.k	PROPN
cjfa-15266	41	22	.	.	PROPN
cjfa-15266	41	23	,	,	PUNCT
cjfa-15266	41	24	canada	canada	PROPN
cjfa-15266	41	25	,	,	PUNCT
cjfa-15266	41	26	and	and	CCONJ
cjfa-15266	41	27	germany	germany	PROPN
cjfa-15266	41	28	,	,	PUNCT
cjfa-15266	41	29	and	and	CCONJ
cjfa-15266	41	30	then	then	ADV
cjfa-15266	41	31	from	from	ADP
cjfa-15266	41	32	the	the	DET
cjfa-15266	41	33	stock	stock	NOUN
cjfa-15266	41	34	markets	market	NOUN
cjfa-15266	41	35	of	of	ADP
cjfa-15266	41	36	japan	japan	PROPN
cjfa-15266	41	37	to	to	ADP
cjfa-15266	41	38	germany	germany	PROPN
cjfa-15266	41	39	.	.	PUNCT
cjfa-15266	42	1	no	no	DET
cjfa-15266	42	2	relation	relation	NOUN
cjfa-15266	42	3	is	be	AUX
cjfa-15266	42	4	found	find	VERB
cjfa-15266	42	5	between	between	ADP
cjfa-15266	42	6	conditional	conditional	ADJ
cjfa-15266	42	7	market	market	NOUN
cjfa-15266	42	8	volatility	volatility	NOUN
cjfa-15266	42	9	and	and	CCONJ
cjfa-15266	42	10	expected	expect	VERB
cjfa-15266	42	11	returns	return	NOUN
cjfa-15266	42	12	.	.	PUNCT
cjfa-15266	43	1	strong	strong	ADJ
cjfa-15266	43	2	time	time	NOUN
cjfa-15266	43	3	-	-	PUNCT
cjfa-15266	43	4	varying	vary	VERB
cjfa-15266	43	5	conditional	conditional	ADJ
cjfa-15266	43	6	volatility	volatility	NOUN
cjfa-15266	43	7	exists	exist	VERB
cjfa-15266	43	8	in	in	ADP
cjfa-15266	43	9	the	the	DET
cjfa-15266	43	10	return	return	NOUN
cjfa-15266	43	11	series	series	NOUN
cjfa-15266	43	12	of	of	ADP
cjfa-15266	43	13	all	all	DET
cjfa-15266	43	14	markets	market	NOUN
cjfa-15266	43	15	.	.	PUNCT
cjfa-15266	44	1	the	the	DET
cjfa-15266	44	2	own	own	ADJ
cjfa-15266	44	3	-	-	PUNCT
cjfa-15266	44	4	volatility	volatility	NOUN
cjfa-15266	44	5	spillovers	spillover	NOUN
cjfa-15266	44	6	in	in	ADP
cjfa-15266	44	7	the	the	DET
cjfa-15266	44	8	u.k	u.k	PROPN
cjfa-15266	44	9	.	.	PROPN
cjfa-15266	44	10	and	and	CCONJ
cjfa-15266	44	11	canadian	canadian	ADJ
cjfa-15266	44	12	markets	market	NOUN
cjfa-15266	44	13	are	be	AUX
cjfa-15266	44	14	insignificant	insignificant	ADJ
cjfa-15266	44	15	,	,	PUNCT
cjfa-15266	44	16	supporting	support	VERB
cjfa-15266	44	17	the	the	DET
cjfa-15266	44	18	view	view	NOUN
cjfa-15266	44	19	that	that	SCONJ
cjfa-15266	44	20	conditional	conditional	ADJ
cjfa-15266	44	21	volatility	volatility	NOUN
cjfa-15266	44	22	of	of	ADP
cjfa-15266	44	23	returns	return	NOUN
cjfa-15266	44	24	in	in	ADP
cjfa-15266	44	25	these	these	DET
cjfa-15266	44	26	markets	market	NOUN
cjfa-15266	44	27	is	be	AUX
cjfa-15266	44	28	“	"	PUNCT
cjfa-15266	44	29	imported	import	VERB
cjfa-15266	44	30	”	"	PUNCT
cjfa-15266	44	31	from	from	ADP
cjfa-15266	44	32	abroad	abroad	ADV
cjfa-15266	44	33	,	,	PUNCT
cjfa-15266	44	34	specifically	specifically	ADV
cjfa-15266	44	35	from	from	ADP
cjfa-15266	44	36	the	the	DET
cjfa-15266	44	37	u.s	u.s	PROPN
cjfa-15266	44	38	.	.	PROPN
cjfa-15266	44	39	significant	significant	ADJ
cjfa-15266	44	40	volatility	volatility	NOUN
cjfa-15266	44	41	spillovers	spillover	NOUN
cjfa-15266	44	42	radiate	radiate	VERB
cjfa-15266	44	43	from	from	ADP
cjfa-15266	44	44	the	the	DET
cjfa-15266	44	45	u.s	u.s	PROPN
cjfa-15266	44	46	.	.	PROPN
cjfa-15266	44	47	stock	stock	NOUN
cjfa-15266	44	48	market	market	NOUN
cjfa-15266	44	49	to	to	ADP
cjfa-15266	44	50	all	all	DET
cjfa-15266	44	51	four	four	NUM
cjfa-15266	44	52	stock	stock	NOUN
cjfa-15266	44	53	markets	market	NOUN
cjfa-15266	44	54	,	,	PUNCT
cjfa-15266	44	55	from	from	ADP
cjfa-15266	44	56	the	the	DET
cjfa-15266	44	57	u.k	u.k	PROPN
cjfa-15266	44	58	.	.	PROPN
cjfa-15266	44	59	stock	stock	NOUN
cjfa-15266	44	60	market	market	NOUN
cjfa-15266	44	61	to	to	ADP
cjfa-15266	44	62	the	the	DET
cjfa-15266	44	63	canadian	canadian	ADJ
cjfa-15266	44	64	stock	stock	NOUN
cjfa-15266	44	65	market	market	NOUN
cjfa-15266	44	66	,	,	PUNCT
cjfa-15266	44	67	and	and	CCONJ
cjfa-15266	44	68	from	from	ADP
cjfa-15266	44	69	the	the	DET
cjfa-15266	44	70	german	german	ADJ
cjfa-15266	44	71	stock	stock	NOUN
cjfa-15266	44	72	market	market	NOUN
cjfa-15266	44	73	to	to	ADP
cjfa-15266	44	74	the	the	DET
cjfa-15266	44	75	japanese	japanese	ADJ
cjfa-15266	44	76	stock	stock	NOUN
cjfa-15266	44	77	market	market	NOUN
cjfa-15266	44	78	.	.	PUNCT
cjfa-15266	45	1	their	their	PRON
cjfa-15266	45	2	results	result	NOUN
cjfa-15266	45	3	are	be	AUX
cjfa-15266	45	4	robust	robust	ADJ
cjfa-15266	45	5	and	and	CCONJ
cjfa-15266	45	6	no	no	DET
cjfa-15266	45	7	changes	change	NOUN
cjfa-15266	45	8	occur	occur	VERB
cjfa-15266	45	9	in	in	ADP
cjfa-15266	45	10	the	the	DET
cjfa-15266	45	11	correlation	correlation	NOUN
cjfa-15266	45	12	structure	structure	NOUN
cjfa-15266	45	13	of	of	ADP
cjfa-15266	45	14	returns	return	NOUN
cjfa-15266	45	15	over	over	ADP
cjfa-15266	45	16	time	time	NOUN
cjfa-15266	45	17	.	.	PUNCT
cjfa-15266	46	1	karolyi	karolyi	NOUN
cjfa-15266	46	2	(	(	PUNCT
cjfa-15266	46	3	2012	2012	NUM
cjfa-15266	46	4	)	)	PUNCT
cjfa-15266	46	5	examines	examine	VERB
cjfa-15266	46	6	the	the	DET
cjfa-15266	46	7	short	short	ADJ
cjfa-15266	46	8	-	-	PUNCT
cjfa-15266	46	9	run	run	NOUN
cjfa-15266	46	10	dynamics	dynamic	NOUN
cjfa-15266	46	11	of	of	ADP
cjfa-15266	46	12	returns	return	NOUN
cjfa-15266	46	13	and	and	CCONJ
cjfa-15266	46	14	volatility	volatility	NOUN
cjfa-15266	46	15	for	for	ADP
cjfa-15266	46	16	stocks	stock	NOUN
cjfa-15266	46	17	traded	trade	VERB
cjfa-15266	46	18	on	on	ADP
cjfa-15266	46	19	the	the	DET
cjfa-15266	46	20	new	new	PROPN
cjfa-15266	46	21	york	york	PROPN
cjfa-15266	46	22	and	and	CCONJ
cjfa-15266	46	23	toronto	toronto	PROPN
cjfa-15266	46	24	stock	stock	NOUN
cjfa-15266	46	25	exchanges	exchange	NOUN
cjfa-15266	46	26	.	.	PUNCT
cjfa-15266	47	1	david	david	PROPN
cjfa-15266	47	2	eden	eden	PROPN
cjfa-15266	47	3	,	,	PUNCT
cjfa-15266	47	4	paul	paul	PROPN
cjfa-15266	47	5	huffman	huffman	PROPN
cjfa-15266	47	6	,	,	PUNCT
cjfa-15266	47	7	john	john	PROPN
cjfa-15266	47	8	holman12	holman12	VERB
cjfa-15266	47	9	the	the	DET
cjfa-15266	47	10	main	main	ADJ
cjfa-15266	47	11	finding	finding	NOUN
cjfa-15266	47	12	is	be	AUX
cjfa-15266	47	13	that	that	SCONJ
cjfa-15266	47	14	inferences	inference	NOUN
cjfa-15266	47	15	about	about	ADP
cjfa-15266	47	16	the	the	DET
cjfa-15266	47	17	magnitude	magnitude	NOUN
cjfa-15266	47	18	and	and	CCONJ
cjfa-15266	47	19	persistence	persistence	NOUN
cjfa-15266	47	20	of	of	ADP
cjfa-15266	47	21	return	return	NOUN
cjfa-15266	47	22	innovations	innovation	NOUN
cjfa-15266	47	23	that	that	PRON
cjfa-15266	47	24	originate	originate	VERB
cjfa-15266	47	25	in	in	ADP
cjfa-15266	47	26	either	either	DET
cjfa-15266	47	27	market	market	NOUN
cjfa-15266	47	28	and	and	CCONJ
cjfa-15266	47	29	that	that	PRON
cjfa-15266	47	30	transmit	transmit	VERB
cjfa-15266	47	31	to	to	ADP
cjfa-15266	47	32	the	the	DET
cjfa-15266	47	33	other	other	ADJ
cjfa-15266	47	34	market	market	NOUN
cjfa-15266	47	35	depend	depend	VERB
cjfa-15266	47	36	importantly	importantly	ADV
cjfa-15266	47	37	on	on	ADP
cjfa-15266	47	38	how	how	SCONJ
cjfa-15266	47	39	the	the	DET
cjfa-15266	47	40	cross	cross	ADJ
cjfa-15266	47	41	-	-	ADJ
cjfa-15266	47	42	market	market	ADJ
cjfa-15266	47	43	dynamics	dynamic	NOUN
cjfa-15266	47	44	in	in	ADP
cjfa-15266	47	45	volatility	volatility	NOUN
cjfa-15266	47	46	are	be	AUX
cjfa-15266	47	47	modeled	model	VERB
cjfa-15266	47	48	.	.	PUNCT
cjfa-15266	48	1	moreover	moreover	ADV
cjfa-15266	48	2	,	,	PUNCT
cjfa-15266	48	3	much	much	ADV
cjfa-15266	48	4	weaker	weak	ADJ
cjfa-15266	48	5	cross	cross	ADJ
cjfa-15266	48	6	-	-	ADJ
cjfa-15266	48	7	market	market	ADJ
cjfa-15266	48	8	dynamics	dynamic	NOUN
cjfa-15266	48	9	in	in	ADP
cjfa-15266	48	10	returns	return	NOUN
cjfa-15266	48	11	and	and	CCONJ
cjfa-15266	48	12	volatility	volatility	NOUN
cjfa-15266	48	13	prevail	prevail	VERB
cjfa-15266	48	14	during	during	ADP
cjfa-15266	48	15	later	later	ADJ
cjfa-15266	48	16	subperiods	subperiod	NOUN
cjfa-15266	48	17	and	and	CCONJ
cjfa-15266	48	18	especially	especially	ADV
cjfa-15266	48	19	for	for	ADP
cjfa-15266	48	20	canadian	canadian	ADJ
cjfa-15266	48	21	stocks	stock	NOUN
cjfa-15266	48	22	with	with	ADP
cjfa-15266	48	23	shares	share	NOUN
cjfa-15266	48	24	dually	dually	ADV
cjfa-15266	48	25	listed	list	VERB
cjfa-15266	48	26	in	in	ADP
cjfa-15266	48	27	new	new	PROPN
cjfa-15266	48	28	york	york	PROPN
cjfa-15266	48	29	.	.	PUNCT
cjfa-15266	49	1	some	some	DET
cjfa-15266	49	2	other	other	ADJ
cjfa-15266	49	3	research	research	NOUN
cjfa-15266	49	4	could	could	AUX
cjfa-15266	49	5	be	be	AUX
cjfa-15266	49	6	found	find	VERB
cjfa-15266	49	7	in	in	ADP
cjfa-15266	49	8	park	park	NOUN
cjfa-15266	49	9	and	and	CCONJ
cjfa-15266	49	10	switzer	switzer	PROPN
cjfa-15266	49	11	(	(	PUNCT
cjfa-15266	49	12	1995	1995	NUM
cjfa-15266	49	13	)	)	PUNCT
cjfa-15266	49	14	,	,	PUNCT
cjfa-15266	49	15	ramchand	ramchand	NOUN
cjfa-15266	49	16	and	and	CCONJ
cjfa-15266	49	17	susmel	susmel	NOUN
cjfa-15266	49	18	(	(	PUNCT
cjfa-15266	49	19	1998	1998	NUM
cjfa-15266	49	20	)	)	PUNCT
cjfa-15266	49	21	,	,	PUNCT
cjfa-15266	49	22	sadorsky	sadorsky	NOUN
cjfa-15266	49	23	(	(	PUNCT
cjfa-15266	49	24	1999	1999	NUM
cjfa-15266	49	25	)	)	PUNCT
cjfa-15266	49	26	,	,	PUNCT
cjfa-15266	49	27	and	and	CCONJ
cjfa-15266	49	28	so	so	ADV
cjfa-15266	49	29	on	on	ADV
cjfa-15266	49	30	.	.	PUNCT
cjfa-15266	50	1	in	in	ADP
cjfa-15266	50	2	this	this	DET
cjfa-15266	50	3	paper	paper	NOUN
cjfa-15266	50	4	,	,	PUNCT
cjfa-15266	50	5	we	we	PRON
cjfa-15266	50	6	follow	follow	VERB
cjfa-15266	50	7	guo	guo	PROPN
cjfa-15266	50	8	’s	’s	PART
cjfa-15266	50	9	approach	approach	NOUN
cjfa-15266	50	10	,	,	PUNCT
cjfa-15266	50	11	but	but	CCONJ
cjfa-15266	50	12	focus	focus	VERB
cjfa-15266	50	13	on	on	ADP
cjfa-15266	50	14	the	the	DET
cjfa-15266	50	15	canadian	canadian	ADJ
cjfa-15266	50	16	stock	stock	NOUN
cjfa-15266	50	17	market	market	NOUN
cjfa-15266	50	18	returns	return	NOUN
cjfa-15266	50	19	.	.	PUNCT
cjfa-15266	51	1	the	the	DET
cjfa-15266	51	2	remainder	remainder	NOUN
cjfa-15266	51	3	of	of	ADP
cjfa-15266	51	4	the	the	DET
cjfa-15266	51	5	paper	paper	NOUN
cjfa-15266	51	6	is	be	AUX
cjfa-15266	51	7	organized	organize	VERB
cjfa-15266	51	8	as	as	SCONJ
cjfa-15266	51	9	follows	follow	VERB
cjfa-15266	51	10	.	.	PUNCT
cjfa-15266	52	1	firstly	firstly	ADV
cjfa-15266	52	2	,	,	PUNCT
cjfa-15266	52	3	we	we	PRON
cjfa-15266	52	4	introduce	introduce	VERB
cjfa-15266	52	5	the	the	DET
cjfa-15266	52	6	heavy	heavy	ADV
cjfa-15266	52	7	-	-	PUNCT
cjfa-15266	52	8	tailed	tail	VERB
cjfa-15266	52	9	distributions	distribution	NOUN
cjfa-15266	52	10	in	in	ADP
cjfa-15266	52	11	guo	guo	PROPN
cjfa-15266	52	12	(	(	PUNCT
cjfa-15266	52	13	2017a	2017a	NUM
cjfa-15266	52	14	)	)	PUNCT
cjfa-15266	52	15	.	.	PUNCT
cjfa-15266	53	1	secondly	secondly	ADV
cjfa-15266	53	2	,	,	PUNCT
cjfa-15266	53	3	we	we	PRON
cjfa-15266	53	4	discuss	discuss	VERB
cjfa-15266	53	5	the	the	DET
cjfa-15266	53	6	data	datum	NOUN
cjfa-15266	53	7	.	.	PUNCT
cjfa-15266	54	1	then	then	ADV
cjfa-15266	54	2	,	,	PUNCT
cjfa-15266	54	3	the	the	DET
cjfa-15266	54	4	estimation	estimation	NOUN
cjfa-15266	54	5	results	result	NOUN
cjfa-15266	54	6	are	be	AUX
cjfa-15266	54	7	presented	present	VERB
cjfa-15266	54	8	.	.	PUNCT
cjfa-15266	55	1	finally	finally	ADV
cjfa-15266	55	2	,	,	PUNCT
cjfa-15266	55	3	we	we	PRON
cjfa-15266	55	4	conclude	conclude	VERB
cjfa-15266	55	5	.	.	PUNCT
cjfa-15266	56	1	following	follow	VERB
cjfa-15266	56	2	guo	guo	PROPN
cjfa-15266	56	3	(	(	PUNCT
cjfa-15266	56	4	2017a	2017a	NUM
cjfa-15266	56	5	)	)	PUNCT
cjfa-15266	56	6	,	,	PUNCT
cjfa-15266	56	7	we	we	PRON
cjfa-15266	56	8	are	be	AUX
cjfa-15266	56	9	interested	interested	ADJ
cjfa-15266	56	10	the	the	DET
cjfa-15266	56	11	four	four	NUM
cjfa-15266	56	12	following	follow	VERB
cjfa-15266	56	13	types	type	NOUN
cjfa-15266	56	14	of	of	ADP
cjfa-15266	56	15	heavytailed	heavytailed	ADJ
cjfa-15266	56	16	distribution	distribution	NOUN
cjfa-15266	56	17	in	in	ADP
cjfa-15266	56	18	addition	addition	NOUN
cjfa-15266	56	19	to	to	ADP
cjfa-15266	56	20	the	the	DET
cjfa-15266	56	21	normal	normal	ADJ
cjfa-15266	56	22	distribution	distribution	NOUN
cjfa-15266	56	23	:	:	PUNCT
cjfa-15266	56	24	(	(	PUNCT
cjfa-15266	56	25	i	i	NOUN
cjfa-15266	56	26	)	)	PUNCT
cjfa-15266	56	27	the	the	DET
cjfa-15266	56	28	student	student	NOUN
cjfa-15266	56	29	’s	’s	PART
cjfa-15266	56	30	t	t	NOUN
cjfa-15266	56	31	distribution	distribution	NOUN
cjfa-15266	56	32	;	;	PUNCT
cjfa-15266	56	33	(	(	PUNCT
cjfa-15266	56	34	ii	ii	X
cjfa-15266	56	35	)	)	PUNCT
cjfa-15266	56	36	the	the	DET
cjfa-15266	56	37	skewed	skewed	ADJ
cjfa-15266	56	38	t	t	NOUN
cjfa-15266	56	39	distribution	distribution	NOUN
cjfa-15266	56	40	;	;	PUNCT
cjfa-15266	56	41	(	(	PUNCT
cjfa-15266	56	42	iii	iii	X
cjfa-15266	56	43	)	)	PUNCT
cjfa-15266	56	44	the	the	DET
cjfa-15266	56	45	normal	normal	ADJ
cjfa-15266	56	46	inverse	inverse	NOUN
cjfa-15266	56	47	gaussian	gaussian	NOUN
cjfa-15266	56	48	distribution	distribution	NOUN
cjfa-15266	56	49	(	(	PUNCT
cjfa-15266	56	50	nig	nig	NOUN
cjfa-15266	56	51	)	)	PUNCT
cjfa-15266	56	52	;	;	PUNCT
cjfa-15266	56	53	and	and	CCONJ
cjfa-15266	56	54	(	(	PUNCT
cjfa-15266	56	55	iv	iv	X
cjfa-15266	56	56	)	)	PUNCT
cjfa-15266	56	57	the	the	DET
cjfa-15266	56	58	generalized	generalize	VERB
cjfa-15266	56	59	hyperbolic	hyperbolic	ADJ
cjfa-15266	56	60	distribution	distribution	NOUN
cjfa-15266	56	61	(	(	PUNCT
cjfa-15266	56	62	gh	gh	PROPN
cjfa-15266	56	63	)	)	PUNCT
cjfa-15266	56	64	.	.	PUNCT
cjfa-15266	57	1	all	all	DET
cjfa-15266	57	2	the	the	DET
cjfa-15266	57	3	distributions	distribution	NOUN
cjfa-15266	57	4	have	have	AUX
cjfa-15266	57	5	been	be	AUX
cjfa-15266	57	6	standardized	standardize	VERB
cjfa-15266	57	7	to	to	PART
cjfa-15266	57	8	ensure	ensure	VERB
cjfa-15266	57	9	mean	mean	ADJ
cjfa-15266	57	10	and	and	CCONJ
cjfa-15266	57	11	standard	standard	ADJ
cjfa-15266	57	12	deviation	deviation	NOUN
cjfa-15266	57	13	equal	equal	ADJ
cjfa-15266	57	14	to	to	ADP
cjfa-15266	57	15	zero	zero	NUM
cjfa-15266	57	16	and	and	CCONJ
cjfa-15266	57	17	one	one	NUM
cjfa-15266	57	18	respectively	respectively	ADV
cjfa-15266	57	19	.	.	PUNCT
cjfa-15266	58	1	their	their	PRON
cjfa-15266	58	2	probability	probability	NOUN
cjfa-15266	58	3	density	density	NOUN
cjfa-15266	58	4	functions	function	NOUN
cjfa-15266	58	5	are	be	AUX
cjfa-15266	58	6	given	give	VERB
cjfa-15266	58	7	as	as	SCONJ
cjfa-15266	58	8	follows	follow	VERB
cjfa-15266	58	9	.	.	PUNCT
cjfa-15266	59	1	(	(	PUNCT
cjfa-15266	59	2	i	i	NOUN
cjfa-15266	59	3	)	)	PUNCT
cjfa-15266	59	4	student	student	NOUN
cjfa-15266	59	5	’s	’s	PART
cjfa-15266	59	6	t	t	PROPN
cjfa-15266	59	7	distribution	distribution	NOUN
cjfa-15266	59	8	:	:	PUNCT
cjfa-15266	59	9	1	1	NUM
cjfa-15266	59	10	2	2	NUM
cjfa-15266	59	11	2	2	NUM
cjfa-15266	59	12	1/2	1/2	NUM
cjfa-15266	59	13	1	1	NUM
cjfa-15266	59	14	(	(	PUNCT
cjfa-15266	59	15	)	)	PUNCT
cjfa-15266	59	16	2	2	NUM
cjfa-15266	59	17	(	(	PUNCT
cjfa-15266	59	18	|	|	ADV
cjfa-15266	59	19	)	)	PUNCT
cjfa-15266	59	20	1	1	NUM
cjfa-15266	59	21	(	(	PUNCT
cjfa-15266	59	22	2	2	NUM
cjfa-15266	59	23	)	)	PUNCT
cjfa-15266	59	24	(	(	PUNCT
cjfa-15266	59	25	)	)	PUNCT
cjfa-15266	60	1	[	[	X
cjfa-15266	60	2	(	(	PUNCT
cjfa-15266	60	3	2	2	NUM
cjfa-15266	60	4	)	)	PUNCT
cjfa-15266	60	5	]	]	PUNCT
cjfa-15266	60	6	2	2	NUM
cjfa-15266	60	7	t	t	NOUN
cjfa-15266	60	8	t	t	NOUN
cjfa-15266	60	9	ef	ef	X
cjfa-15266	60	10	e	e	X
cjfa-15266	60	11	(	(	PUNCT
cjfa-15266	60	12	1	1	X
cjfa-15266	60	13	)	)	PUNCT
cjfa-15266	60	14	where	where	SCONJ
cjfa-15266	60	15	v	v	NOUN
cjfa-15266	60	16	indicates	indicate	VERB
cjfa-15266	60	17	degrees	degree	NOUN
cjfa-15266	60	18	of	of	ADP
cjfa-15266	60	19	freedom	freedom	NOUN
cjfa-15266	60	20	and	and	CCONJ
cjfa-15266	60	21	et	et	NOUN
cjfa-15266	60	22	is	be	AUX
cjfa-15266	60	23	daily	daily	ADJ
cjfa-15266	60	24	equity	equity	NOUN
cjfa-15266	60	25	market	market	NOUN
cjfa-15266	60	26	index	index	NOUN
cjfa-15266	60	27	return	return	NOUN
cjfa-15266	60	28	.	.	PUNCT
cjfa-15266	61	1	(	(	PUNCT
cjfa-15266	61	2	ii	ii	NOUN
cjfa-15266	61	3	)	)	PUNCT
cjfa-15266	61	4	skewed	skew	VERB
cjfa-15266	61	5	t	t	NOUN
cjfa-15266	61	6	distribution	distribution	NOUN
cjfa-15266	61	7	:	:	PUNCT
cjfa-15266	61	8	(	(	PUNCT
cjfa-15266	61	9	1)/2	1)/2	NUM
cjfa-15266	61	10	2	2	NUM
cjfa-15266	61	11	(	(	PUNCT
cjfa-15266	61	12	1)/2	1)/2	NUM
cjfa-15266	61	13	2	2	NUM
cjfa-15266	61	14	1	1	NUM
cjfa-15266	61	15	1	1	NUM
cjfa-15266	61	16	/	/	SYM
cjfa-15266	61	17	2	2	NUM
cjfa-15266	61	18	1	1	NUM
cjfa-15266	61	19	(	(	PUNCT
cjfa-15266	61	20	|	|	ADV
cjfa-15266	61	21	,	,	PUNCT
cjfa-15266	61	22	)	)	PUNCT
cjfa-15266	61	23	1	1	NUM
cjfa-15266	61	24	1	1	NUM
cjfa-15266	61	25	/	/	SYM
cjfa-15266	61	26	2	2	NUM
cjfa-15266	61	27	1	1	NUM
cjfa-15266	61	28	t	t	NOUN
cjfa-15266	61	29	t	t	NOUN
cjfa-15266	61	30	t	t	PROPN
cjfa-15266	61	31	t	t	PROPN
cjfa-15266	61	32	t	t	PROPN
cjfa-15266	61	33	be	be	AUX
cjfa-15266	61	34	abc	abc	PROPN
cjfa-15266	61	35	e	e	PROPN
cjfa-15266	61	36	a	a	DET
cjfa-15266	61	37	b	b	NOUN
cjfa-15266	61	38	f	f	X
cjfa-15266	61	39	e	e	AUX
cjfa-15266	61	40	be	be	AUX
cjfa-15266	61	41	abc	abc	PROPN
cjfa-15266	61	42	e	e	PROPN
cjfa-15266	61	43	a	a	DET
cjfa-15266	61	44	b	b	PROPN
cjfa-15266	61	45	(	(	PUNCT
cjfa-15266	61	46	2	2	NUM
cjfa-15266	61	47	)	)	PUNCT
cjfa-15266	61	48	heavy	heavy	ADJ
cjfa-15266	61	49	-	-	PUNCT
cjfa-15266	61	50	tailed	tail	VERB
cjfa-15266	61	51	distributions	distribution	NOUN
cjfa-15266	61	52	and	and	CCONJ
cjfa-15266	61	53	the	the	DET
cjfa-15266	61	54	canadian	canadian	ADJ
cjfa-15266	61	55	stock	stock	NOUN
cjfa-15266	61	56	…	…	PUNCT
cjfa-15266	61	57	13	13	NUM
cjfa-15266	61	58	where	where	SCONJ
cjfa-15266	61	59	et	et	NOUN
cjfa-15266	61	60	is	be	AUX
cjfa-15266	61	61	the	the	DET
cjfa-15266	61	62	standardized	standardized	ADJ
cjfa-15266	61	63	log	log	NOUN
cjfa-15266	61	64	return	return	NOUN
cjfa-15266	61	65	,	,	PUNCT
cjfa-15266	61	66	and	and	CCONJ
cjfa-15266	61	67	the	the	DET
cjfa-15266	61	68	constants	constant	NOUN
cjfa-15266	61	69	a	a	DET
cjfa-15266	61	70	,	,	PUNCT
cjfa-15266	61	71	b	b	NOUN
cjfa-15266	61	72	and	and	CCONJ
cjfa-15266	61	73	c	c	PROPN
cjfa-15266	61	74	are	be	AUX
cjfa-15266	61	75	given	give	VERB
cjfa-15266	61	76	by	by	ADP
cjfa-15266	61	77	2	2	NUM
cjfa-15266	61	78	4	4	NUM
cjfa-15266	61	79	1	1	NUM
cjfa-15266	61	80	a	a	DET
cjfa-15266	61	81	c	c	NOUN
cjfa-15266	61	82	2	2	NUM
cjfa-15266	61	83	2	2	NUM
cjfa-15266	61	84	21	21	NUM
cjfa-15266	61	85	3b	3b	NOUN
cjfa-15266	61	86	a	a	DET
cjfa-15266	61	87	c	c	NOUN
cjfa-15266	61	88	1	1	NUM
cjfa-15266	61	89	(	(	PUNCT
cjfa-15266	61	90	)	)	PUNCT
cjfa-15266	61	91	2	2	NUM
cjfa-15266	61	92	(	(	PUNCT
cjfa-15266	61	93	2	2	NUM
cjfa-15266	61	94	)	)	PUNCT
cjfa-15266	61	95	(	(	PUNCT
cjfa-15266	61	96	)	)	PUNCT
cjfa-15266	61	97	2	2	NUM
cjfa-15266	61	98	the	the	DET
cjfa-15266	61	99	density	density	NOUN
cjfa-15266	61	100	function	function	NOUN
cjfa-15266	61	101	has	have	VERB
cjfa-15266	61	102	a	a	DET
cjfa-15266	61	103	mode	mode	NOUN
cjfa-15266	61	104	of	of	ADP
cjfa-15266	61	105	,	,	PUNCT
cjfa-15266	61	106	a	a	DET
cjfa-15266	61	107	mean	mean	NOUN
cjfa-15266	61	108	of	of	ADP
cjfa-15266	61	109	zero	zero	NUM
cjfa-15266	61	110	,	,	PUNCT
cjfa-15266	61	111	and	and	CCONJ
cjfa-15266	61	112	a	a	DET
cjfa-15266	61	113	unit	unit	NOUN
cjfa-15266	61	114	variance	variance	NOUN
cjfa-15266	61	115	.	.	PUNCT
cjfa-15266	62	1	the	the	DET
cjfa-15266	62	2	density	density	NOUN
cjfa-15266	62	3	function	function	NOUN
cjfa-15266	62	4	is	be	AUX
cjfa-15266	62	5	skewed	skew	VERB
cjfa-15266	62	6	to	to	ADP
cjfa-15266	62	7	the	the	DET
cjfa-15266	62	8	right	right	NOUN
cjfa-15266	62	9	when	when	SCONJ
cjfa-15266	62	10	t	t	NOUN
cjfa-15266	62	11	distribution	distribution	NOUN
cjfa-15266	62	12	specializes	specialize	VERB
cjfa-15266	62	13	to	to	ADP
cjfa-15266	62	14	the	the	DET
cjfa-15266	62	15	standard	standard	ADJ
cjfa-15266	62	16	student	student	NOUN
cjfa-15266	62	17	’s	’s	PART
cjfa-15266	62	18	t	t	NOUN
cjfa-15266	62	19	distribution	distribution	NOUN
cjfa-15266	62	20	by	by	ADP
cjfa-15266	62	21	setting	set	VERB
cjfa-15266	62	22	the	the	DET
cjfa-15266	62	23	parameter	parameter	NOUN
cjfa-15266	62	24	(	(	PUNCT
cjfa-15266	62	25	iii	iii	NOUN
cjfa-15266	62	26	)	)	PUNCT
cjfa-15266	62	27	normal	normal	ADJ
cjfa-15266	62	28	inverse	inverse	NOUN
cjfa-15266	62	29	gaussian	gaussian	NOUN
cjfa-15266	62	30	distribution	distribution	NOUN
cjfa-15266	62	31	(	(	PUNCT
cjfa-15266	62	32	nig	nig	NOUN
cjfa-15266	62	33	):	):	PUNCT
cjfa-15266	62	34	2	2	NUM
cjfa-15266	62	35	2	2	NUM
cjfa-15266	62	36	1	1	NUM
cjfa-15266	62	37	2	2	NUM
cjfa-15266	62	38	2	2	NUM
cjfa-15266	62	39	2	2	NUM
cjfa-15266	62	40	2	2	NUM
cjfa-15266	62	41	(	(	PUNCT
cjfa-15266	62	42	(	(	PUNCT
cjfa-15266	62	43	)	)	PUNCT
cjfa-15266	62	44	)	)	PUNCT
cjfa-15266	63	1	(	(	PUNCT
cjfa-15266	63	2	|	|	ADV
cjfa-15266	63	3	,	,	PUNCT
cjfa-15266	63	4	,	,	PUNCT
cjfa-15266	63	5	,	,	PUNCT
cjfa-15266	63	6	)	)	PUNCT
cjfa-15266	63	7	exp	exp	NOUN
cjfa-15266	63	8	(	(	PUNCT
cjfa-15266	63	9	(	(	PUNCT
cjfa-15266	63	10	)	)	PUNCT
cjfa-15266	63	11	)	)	PUNCT
cjfa-15266	63	12	(	(	PUNCT
cjfa-15266	63	13	)	)	PUNCT
cjfa-15266	63	14	t	t	NOUN
cjfa-15266	63	15	t	t	PROPN
cjfa-15266	63	16	t	t	PROPN
cjfa-15266	63	17	t	t	PROPN
cjfa-15266	63	18	k	k	PROPN
cjfa-15266	63	19	e	e	PROPN
cjfa-15266	63	20	f	f	PROPN
cjfa-15266	63	21	e	e	X
cjfa-15266	63	22	e	e	X
cjfa-15266	63	23	e	e	X
cjfa-15266	63	24	(	(	PUNCT
cjfa-15266	63	25	3	3	NUM
cjfa-15266	63	26	)	)	PUNCT
cjfa-15266	63	27	where	where	SCONJ
cjfa-15266	63	28	k	k	PROPN
cjfa-15266	63	29	(	(	PUNCT
cjfa-15266	63	30	)	)	PUNCT
cjfa-15266	63	31	(	(	PUNCT
cjfa-15266	63	32	is	be	AUX
cjfa-15266	63	33	the	the	DET
cjfa-15266	63	34	modified	modify	VERB
cjfa-15266	63	35	bessel	bessel	NOUN
cjfa-15266	63	36	function	function	NOUN
cjfa-15266	63	37	of	of	ADP
cjfa-15266	63	38	the	the	DET
cjfa-15266	63	39	third	third	ADJ
cjfa-15266	63	40	kind	kind	NOUN
cjfa-15266	63	41	and	and	CCONJ
cjfa-15266	63	42	index	index	NOUN
cjfa-15266	63	43	and	and	CCONJ
cjfa-15266	63	44	.	.	PUNCT
cjfa-15266	64	1	the	the	DET
cjfa-15266	64	2	nig	nig	ADJ
cjfa-15266	64	3	distribution	distribution	NOUN
cjfa-15266	64	4	is	be	AUX
cjfa-15266	64	5	specified	specify	VERB
cjfa-15266	64	6	as	as	ADP
cjfa-15266	64	7	in	in	ADP
cjfa-15266	64	8	prause	prause	NOUN
cjfa-15266	64	9	(	(	PUNCT
cjfa-15266	64	10	1999	1999	NUM
cjfa-15266	64	11	)	)	PUNCT
cjfa-15266	64	12	.	.	PUNCT
cjfa-15266	65	1	the	the	DET
cjfa-15266	65	2	nig	nig	ADJ
cjfa-15266	65	3	distribution	distribution	NOUN
cjfa-15266	65	4	is	be	AUX
cjfa-15266	65	5	normalized	normalize	VERB
cjfa-15266	65	6	by	by	ADP
cjfa-15266	65	7	setting	set	VERB
cjfa-15266	65	8	2	2	NUM
cjfa-15266	65	9	2	2	NUM
cjfa-15266	65	10	and	and	CCONJ
cjfa-15266	65	11	3	3	NUM
cjfa-15266	65	12	2	2	NUM
cjfa-15266	65	13	2	2	NUM
cjfa-15266	65	14	2	2	NUM
cjfa-15266	65	15	which	which	PRON
cjfa-15266	65	16	implies	imply	VERB
cjfa-15266	65	17	1	1	NUM
cjfa-15266	65	18	)	)	PUNCT
cjfa-15266	65	19	(	(	PUNCT
cjfa-15266	65	20	iv	iv	X
cjfa-15266	65	21	)	)	PUNCT
cjfa-15266	65	22	generalized	generalized	ADJ
cjfa-15266	65	23	hyperbolic	hyperbolic	ADJ
cjfa-15266	65	24	distribution	distribution	NOUN
cjfa-15266	65	25	:	:	PUNCT
cjfa-15266	65	26	1	1	NUM
cjfa-15266	65	27	1	1	NUM
cjfa-15266	65	28	2	2	NUM
cjfa-15266	65	29	2	2	NUM
cjfa-15266	65	30	2	2	NUM
cjfa-15266	65	31	2	2	NUM
cjfa-15266	65	32	,	,	PUNCT
cjfa-15266	65	33	,	,	PUNCT
cjfa-15266	65	34	|	|	ADV
cjfa-15266	65	35	,	,	PUNCT
cjfa-15266	65	36	,	,	PUNCT
cjfa-15266	65	37	;	;	PUNCT
cjfa-15266	65	38	,	,	PUNCT
cjfa-15266	65	39	,	,	PUNCT
cjfa-15266	65	40	,	,	PUNCT
cjfa-15266	65	41	,	,	PUNCT
cjfa-15266	65	42	2	2	NUM
cjfa-15266	65	43	,	,	PUNCT
cjfa-15266	65	44	,	,	PUNCT
cjfa-15266	66	1	p	p	PROPN
cjfa-15266	66	2	t	t	X
cjfa-15266	66	3	t	t	PROPN
cjfa-15266	66	4	p	p	X
cjfa-15266	66	5	p	p	X
cjfa-15266	66	6	e	e	X
cjfa-15266	66	7	m	m	PROPN
cjfa-15266	66	8	p	p	PROPN
cjfa-15266	66	9	b	b	PROPN
cjfa-15266	66	10	ggf	ggf	PROPN
cjfa-15266	67	1	e	e	PROPN
cjfa-15266	68	1	p	p	NOUN
cjfa-15266	68	2	b	b	PROPN
cjfa-15266	68	3	g	g	NOUN
cjfa-15266	68	4	q	q	PROPN
cjfa-15266	68	5	p	p	PROPN
cjfa-15266	68	6	b	b	PROPN
cjfa-15266	68	7	g	g	PROPN
cjfa-15266	68	8	d	d	PROPN
cjfa-15266	68	9	p	p	PROPN
cjfa-15266	68	10	b	b	PROPN
cjfa-15266	68	11	gb	gb	ADP
cjfa-15266	68	12	g	g	PROPN
cjfa-15266	68	13	d	d	PROPN
cjfa-15266	68	14	p	p	PROPN
cjfa-15266	68	15	b	b	PROPN
cjfa-15266	68	16	g	g	PROPN
cjfa-15266	68	17	k	k	PROPN
cjfa-15266	68	18	g	g	PROPN
cjfa-15266	68	19	(	(	PUNCT
cjfa-15266	68	20	4	4	NUM
cjfa-15266	68	21	)	)	PUNCT
cjfa-15266	68	22	where	where	SCONJ
cjfa-15266	68	23	n	n	PRON
cjfa-15266	68	24	p	p	NOUN
cjfa-15266	68	25	n	n	CCONJ
cjfa-15266	68	26	n	n	PROPN
cjfa-15266	68	27	p	p	NOUN
cjfa-15266	68	28	k	k	NOUN
cjfa-15266	68	29	g	g	PROPN
cjfa-15266	68	30	r	r	NOUN
cjfa-15266	68	31	g	g	PROPN
cjfa-15266	68	32	k	k	PROPN
cjfa-15266	68	33	g	g	PROPN
cjfa-15266	68	34	1	1	NUM
cjfa-15266	68	35	2	2	NUM
cjfa-15266	68	36	2	2	NUM
cjfa-15266	68	37	2	2	NUM
cjfa-15266	68	38	1	1	NUM
cjfa-15266	68	39	2	2	NUM
cjfa-15266	68	40	1	1	NUM
cjfa-15266	68	41	,	,	PUNCT
cjfa-15266	68	42	,	,	PUNCT
cjfa-15266	68	43	0d	0d	X
cjfa-15266	68	44	p	p	PROPN
cjfa-15266	68	45	b	b	PROPN
cjfa-15266	68	46	g	g	NOUN
cjfa-15266	68	47	r	r	NOUN
cjfa-15266	68	48	b	b	NOUN
cjfa-15266	68	49	r	r	NOUN
cjfa-15266	68	50	r	r	NOUN
cjfa-15266	68	51	and	and	CCONJ
cjfa-15266	68	52	1	1	NUM
cjfa-15266	68	53	,	,	PUNCT
cjfa-15266	68	54	,	,	PUNCT
cjfa-15266	68	55	,	,	PUNCT
cjfa-15266	68	56	,	,	PUNCT
cjfa-15266	68	57	m	m	VERB
cjfa-15266	68	58	p	p	NOUN
cjfa-15266	68	59	b	b	PROPN
cjfa-15266	68	60	g	g	PROPN
cjfa-15266	68	61	b	b	PROPN
cjfa-15266	68	62	d	d	X
cjfa-15266	68	63	p	p	X
cjfa-15266	68	64	b	b	PROPN
cjfa-15266	68	65	g	g	NOUN
cjfa-15266	68	66	r	r	NOUN
cjfa-15266	68	67	,	,	PUNCT
cjfa-15266	68	68	p	p	NOUN
cjfa-15266	68	69	b	b	NOUN
cjfa-15266	68	70	are	be	AUX
cjfa-15266	68	71	g	g	NOUN
cjfa-15266	68	72	parameters	parameter	NOUN
cjfa-15266	68	73	.	.	PUNCT
cjfa-15266	69	1	the	the	DET
cjfa-15266	69	2	generalized	generalized	ADJ
cjfa-15266	69	3	hyperbolic	hyperbolic	ADJ
cjfa-15266	69	4	distribution	distribution	NOUN
cjfa-15266	69	5	is	be	AUX
cjfa-15266	69	6	a	a	DET
cjfa-15266	69	7	standardized	standardized	ADJ
cjfa-15266	69	8	version	version	NOUN
cjfa-15266	69	9	of	of	ADP
cjfa-15266	69	10	prause	prause	NOUN
cjfa-15266	69	11	(	(	PUNCT
cjfa-15266	69	12	1999	1999	NUM
cjfa-15266	69	13	)	)	PUNCT
cjfa-15266	69	14	.	.	PUNCT
cjfa-15266	70	1	david	david	PROPN
cjfa-15266	70	2	eden	eden	PROPN
cjfa-15266	70	3	,	,	PUNCT
cjfa-15266	70	4	paul	paul	PROPN
cjfa-15266	70	5	huffman	huffman	PROPN
cjfa-15266	70	6	,	,	PUNCT
cjfa-15266	70	7	john	john	PROPN
cjfa-15266	70	8	holman14	holman14	PROPN
cjfa-15266	70	9	we	we	PRON
cjfa-15266	70	10	fit	fit	VERB
cjfa-15266	70	11	the	the	DET
cjfa-15266	70	12	heavy	heavy	ADJ
cjfa-15266	70	13	tailed	tail	VERB
cjfa-15266	70	14	distributions	distribution	NOUN
cjfa-15266	70	15	with	with	ADP
cjfa-15266	70	16	the	the	DET
cjfa-15266	70	17	normalized	normalize	VERB
cjfa-15266	70	18	equity	equity	NOUN
cjfa-15266	70	19	market	market	NOUN
cjfa-15266	70	20	index	index	NOUN
cjfa-15266	70	21	returns	return	NOUN
cjfa-15266	70	22	of	of	ADP
cjfa-15266	70	23	canada	canada	PROPN
cjfa-15266	70	24	.	.	PUNCT
cjfa-15266	71	1	we	we	PRON
cjfa-15266	71	2	choose	choose	VERB
cjfa-15266	71	3	the	the	DET
cjfa-15266	71	4	gsptse	gsptse	ADJ
cjfa-15266	71	5	index	index	NOUN
cjfa-15266	71	6	as	as	SCONJ
cjfa-15266	71	7	it	it	PRON
cjfa-15266	71	8	is	be	AUX
cjfa-15266	71	9	the	the	DET
cjfa-15266	71	10	benchmark	benchmark	ADJ
cjfa-15266	71	11	canadian	canadian	ADJ
cjfa-15266	71	12	index	index	NOUN
cjfa-15266	71	13	,	,	PUNCT
cjfa-15266	71	14	representing	represent	VERB
cjfa-15266	71	15	roughly	roughly	ADV
cjfa-15266	71	16	70	70	NUM
cjfa-15266	71	17	%	%	NOUN
cjfa-15266	71	18	of	of	ADP
cjfa-15266	71	19	the	the	DET
cjfa-15266	71	20	total	total	ADJ
cjfa-15266	71	21	market	market	NOUN
cjfa-15266	71	22	capitalization	capitalization	NOUN
cjfa-15266	71	23	on	on	ADP
cjfa-15266	71	24	the	the	DET
cjfa-15266	71	25	toronto	toronto	PROPN
cjfa-15266	71	26	stock	stock	PROPN
cjfa-15266	71	27	exchange	exchange	PROPN
cjfa-15266	71	28	with	with	ADP
cjfa-15266	71	29	about	about	ADV
cjfa-15266	71	30	250	250	NUM
cjfa-15266	71	31	companies	company	NOUN
cjfa-15266	71	32	included	include	VERB
cjfa-15266	71	33	in	in	ADP
cjfa-15266	71	34	it	it	PRON
cjfa-15266	71	35	.	.	PUNCT
cjfa-15266	72	1	we	we	PRON
cjfa-15266	72	2	collected	collect	VERB
cjfa-15266	72	3	the	the	DET
cjfa-15266	72	4	standardized	standardized	ADJ
cjfa-15266	72	5	gsptse	gsptse	ADJ
cjfa-15266	72	6	daily	daily	ADJ
cjfa-15266	72	7	dividend	dividend	NOUN
cjfa-15266	72	8	-	-	PUNCT
cjfa-15266	72	9	adjusted	adjust	VERB
cjfa-15266	72	10	close	close	ADJ
cjfa-15266	72	11	returns	return	NOUN
cjfa-15266	72	12	from	from	ADP
cjfa-15266	72	13	yahoo	yahoo	PROPN
cjfa-15266	72	14	finance	finance	NOUN
cjfa-15266	72	15	for	for	ADP
cjfa-15266	72	16	the	the	DET
cjfa-15266	72	17	period	period	NOUN
cjfa-15266	72	18	from	from	ADP
cjfa-15266	72	19	july	july	PROPN
cjfa-15266	72	20	2	2	NUM
cjfa-15266	72	21	,	,	PUNCT
cjfa-15266	72	22	1979	1979	NUM
cjfa-15266	72	23	to	to	ADP
cjfa-15266	72	24	july	july	PROPN
cjfa-15266	72	25	14	14	NUM
cjfa-15266	72	26	,	,	PUNCT
cjfa-15266	72	27	2017	2017	NUM
cjfa-15266	72	28	,	,	PUNCT
cjfa-15266	72	29	covering	cover	VERB
cjfa-15266	72	30	all	all	DET
cjfa-15266	72	31	the	the	DET
cjfa-15266	72	32	available	available	ADJ
cjfa-15266	72	33	data	datum	NOUN
cjfa-15266	72	34	in	in	ADP
cjfa-15266	72	35	yahoo	yahoo	PROPN
cjfa-15266	72	36	finance	finance	NOUN
cjfa-15266	72	37	.	.	PUNCT
cjfa-15266	73	1	there	there	PRON
cjfa-15266	73	2	are	be	VERB
cjfa-15266	73	3	in	in	ADP
cjfa-15266	73	4	total	total	ADJ
cjfa-15266	73	5	9682	9682	NUM
cjfa-15266	73	6	observations	observation	NOUN
cjfa-15266	73	7	.	.	PUNCT
cjfa-15266	74	1	figure	figure	NOUN
cjfa-15266	74	2	1	1	NUM
cjfa-15266	74	3	illustrates	illustrate	VERB
cjfa-15266	74	4	the	the	DET
cjfa-15266	74	5	dynamics	dynamic	NOUN
cjfa-15266	74	6	of	of	ADP
cjfa-15266	74	7	gsptse	gsptse	ADJ
cjfa-15266	74	8	returns	return	NOUN
cjfa-15266	74	9	.	.	PUNCT
cjfa-15266	75	1	the	the	DET
cjfa-15266	75	2	figure	figure	NOUN
cjfa-15266	75	3	exhibits	exhibit	VERB
cjfa-15266	75	4	significant	significant	ADJ
cjfa-15266	75	5	volatility	volatility	NOUN
cjfa-15266	75	6	clustering	clustering	NOUN
cjfa-15266	75	7	,	,	PUNCT
cjfa-15266	75	8	and	and	CCONJ
cjfa-15266	75	9	the	the	DET
cjfa-15266	75	10	two	two	NUM
cjfa-15266	75	11	biggest	big	ADJ
cjfa-15266	75	12	groups	group	NOUN
cjfa-15266	75	13	of	of	ADP
cjfa-15266	75	14	spikes	spike	NOUN
cjfa-15266	75	15	were	be	AUX
cjfa-15266	75	16	observed	observe	VERB
cjfa-15266	75	17	during	during	ADP
cjfa-15266	75	18	the	the	DET
cjfa-15266	75	19	periods	period	NOUN
cjfa-15266	75	20	of	of	ADP
cjfa-15266	75	21	the	the	DET
cjfa-15266	75	22	black	black	ADJ
cjfa-15266	75	23	monday	monday	PROPN
cjfa-15266	75	24	stock	stock	NOUN
cjfa-15266	75	25	crash	crash	NOUN
cjfa-15266	75	26	and	and	CCONJ
cjfa-15266	75	27	the	the	DET
cjfa-15266	75	28	recent	recent	ADJ
cjfa-15266	75	29	financial	financial	ADJ
cjfa-15266	75	30	crisis	crisis	NOUN
cjfa-15266	75	31	.	.	PUNCT
cjfa-15266	76	1	figure	figure	NOUN
cjfa-15266	76	2	1	1	NUM
cjfa-15266	76	3	.	.	PUNCT
cjfa-15266	77	1	gsptse	gsptse	NOUN
cjfa-15266	77	2	returns	return	NOUN
cjfa-15266	77	3	s	s	PART
cjfa-15266	77	4	o	o	NOUN
cjfa-15266	77	5	u	u	NOUN
cjfa-15266	77	6	r	r	NOUN
cjfa-15266	77	7	c	c	NOUN
cjfa-15266	77	8	e	e	NOUN
cjfa-15266	77	9	:	:	PUNCT
cjfa-15266	77	10	authors	author	NOUN
cjfa-15266	77	11	’	’	PART
cjfa-15266	77	12	analysis	analysis	NOUN
cjfa-15266	77	13	.	.	PUNCT
cjfa-15266	78	1	table	table	NOUN
cjfa-15266	78	2	1	1	NUM
cjfa-15266	78	3	exhibits	exhibit	VERB
cjfa-15266	78	4	basic	basic	ADJ
cjfa-15266	78	5	statistics	statistic	NOUN
cjfa-15266	78	6	of	of	ADP
cjfa-15266	78	7	the	the	DET
cjfa-15266	78	8	gsptse	gsptse	NOUN
cjfa-15266	78	9	returns	return	NOUN
cjfa-15266	78	10	.	.	PUNCT
cjfa-15266	79	1	the	the	DET
cjfa-15266	79	2	results	result	NOUN
cjfa-15266	79	3	show	show	VERB
cjfa-15266	79	4	the	the	DET
cjfa-15266	79	5	gsptse	gsptse	ADJ
cjfa-15266	79	6	daily	daily	ADJ
cjfa-15266	79	7	returns	return	NOUN
cjfa-15266	79	8	are	be	AUX
cjfa-15266	79	9	leptokurtotic	leptokurtotic	ADJ
cjfa-15266	79	10	and	and	CCONJ
cjfa-15266	79	11	negatively	negatively	ADV
cjfa-15266	79	12	skewed	skewed	ADJ
cjfa-15266	79	13	.	.	PUNCT
cjfa-15266	80	1	the	the	DET
cjfa-15266	80	2	extreme	extreme	ADJ
cjfa-15266	80	3	downside	downside	ADJ
cjfa-15266	80	4	move	move	NOUN
cjfa-15266	80	5	is	be	AUX
cjfa-15266	80	6	slightly	slightly	ADV
cjfa-15266	80	7	less	less	ADJ
cjfa-15266	80	8	than	than	ADP
cjfa-15266	80	9	the	the	DET
cjfa-15266	80	10	extreme	extreme	ADJ
cjfa-15266	80	11	upside	upside	ADJ
cjfa-15266	80	12	move	move	NOUN
cjfa-15266	80	13	,	,	PUNCT
cjfa-15266	80	14	which	which	PRON
cjfa-15266	80	15	is	be	AUX
cjfa-15266	80	16	at	at	ADP
cjfa-15266	80	17	odds	odd	NOUN
cjfa-15266	80	18	with	with	ADP
cjfa-15266	80	19	most	most	ADJ
cjfa-15266	80	20	of	of	ADP
cjfa-15266	80	21	major	major	ADJ
cjfa-15266	80	22	stock	stock	NOUN
cjfa-15266	80	23	market	market	NOUN
cjfa-15266	80	24	indexes	index	NOUN
cjfa-15266	80	25	over	over	ADP
cjfa-15266	80	26	the	the	DET
cjfa-15266	80	27	world	world	NOUN
cjfa-15266	80	28	.	.	PUNCT
cjfa-15266	81	1	heavy	heavy	ADJ
cjfa-15266	81	2	-	-	PUNCT
cjfa-15266	81	3	tailed	tail	VERB
cjfa-15266	81	4	distributions	distribution	NOUN
cjfa-15266	81	5	and	and	CCONJ
cjfa-15266	81	6	the	the	DET
cjfa-15266	81	7	canadian	canadian	ADJ
cjfa-15266	81	8	stock	stock	NOUN
cjfa-15266	81	9	…	…	PUNCT
cjfa-15266	81	10	15	15	NUM
cjfa-15266	81	11	table	table	NOUN
cjfa-15266	81	12	1	1	NUM
cjfa-15266	81	13	.	.	PUNCT
cjfa-15266	81	14	descriptive	descriptive	ADJ
cjfa-15266	81	15	statistics	statistics	PROPN
cjfa-15266	81	16	min	min	PROPN
cjfa-15266	81	17	max	max	PROPN
cjfa-15266	81	18	mean	mean	VERB
cjfa-15266	81	19	std	std	X
cjfa-15266	81	20	skewness	skewness	NOUN
cjfa-15266	81	21	kurtosis	kurtosis	NOUN
cjfa-15266	82	1	-11.13	-11.13	NOUN
cjfa-15266	82	2	%	%	NOUN
cjfa-15266	82	3	9.82	9.82	NUM
cjfa-15266	82	4	%	%	NOUN
cjfa-15266	82	5	0.03	0.03	NUM
cjfa-15266	82	6	%	%	NOUN
cjfa-15266	82	7	0.96	0.96	NUM
cjfa-15266	82	8	%	%	NOUN
cjfa-15266	82	9	-0.64	-0.64	NUM
cjfa-15266	82	10	12.35	12.35	NUM
cjfa-15266	82	11	s	s	NOUN
cjfa-15266	82	12	o	o	NOUN
cjfa-15266	82	13	u	u	NOUN
cjfa-15266	82	14	r	r	NOUN
cjfa-15266	82	15	c	c	NOUN
cjfa-15266	82	16	e	e	NOUN
cjfa-15266	82	17	:	:	PUNCT
cjfa-15266	82	18	authors	author	NOUN
cjfa-15266	82	19	’	’	PART
cjfa-15266	82	20	analysis	analysis	NOUN
cjfa-15266	82	21	.	.	PUNCT
cjfa-15266	83	1	figure	figure	NOUN
cjfa-15266	83	2	2	2	NUM
cjfa-15266	83	3	is	be	AUX
cjfa-15266	83	4	the	the	DET
cjfa-15266	83	5	histogram	histogram	NOUN
cjfa-15266	83	6	of	of	ADP
cjfa-15266	83	7	the	the	DET
cjfa-15266	83	8	raw	raw	ADJ
cjfa-15266	83	9	data	datum	NOUN
cjfa-15266	83	10	.	.	PUNCT
cjfa-15266	84	1	we	we	PRON
cjfa-15266	84	2	fit	fit	VERB
cjfa-15266	84	3	the	the	DET
cjfa-15266	84	4	returns	return	NOUN
cjfa-15266	84	5	by	by	ADP
cjfa-15266	84	6	the	the	DET
cjfa-15266	84	7	gaussian	gaussian	ADJ
cjfa-15266	84	8	distribution	distribution	NOUN
cjfa-15266	84	9	,	,	PUNCT
cjfa-15266	84	10	and	and	CCONJ
cjfa-15266	84	11	the	the	DET
cjfa-15266	84	12	figure	figure	NOUN
cjfa-15266	84	13	clearly	clearly	ADV
cjfa-15266	84	14	rejects	reject	VERB
cjfa-15266	84	15	the	the	DET
cjfa-15266	84	16	null	null	ADJ
cjfa-15266	84	17	hypothesis	hypothesis	NOUN
cjfa-15266	84	18	of	of	ADP
cjfa-15266	84	19	the	the	DET
cjfa-15266	84	20	gaussian	gaussian	ADJ
cjfa-15266	84	21	distribution	distribution	NOUN
cjfa-15266	84	22	.	.	PUNCT
cjfa-15266	85	1	also	also	ADV
cjfa-15266	85	2	,	,	PUNCT
cjfa-15266	85	3	figure	figure	NOUN
cjfa-15266	85	4	2	2	NUM
cjfa-15266	85	5	confirms	confirm	VERB
cjfa-15266	85	6	the	the	DET
cjfa-15266	85	7	negative	negative	ADJ
cjfa-15266	85	8	skewness	skewness	NOUN
cjfa-15266	85	9	and	and	CCONJ
cjfa-15266	85	10	heavy	heavy	ADJ
cjfa-15266	85	11	kurtosis	kurtosis	NOUN
cjfa-15266	85	12	as	as	SCONJ
cjfa-15266	85	13	shown	show	VERB
cjfa-15266	85	14	in	in	ADP
cjfa-15266	85	15	table	table	NOUN
cjfa-15266	85	16	1	1	NUM
cjfa-15266	85	17	.	.	PUNCT
cjfa-15266	85	18	figure	figure	NOUN
cjfa-15266	85	19	2	2	NUM
cjfa-15266	85	20	.	.	PUNCT
cjfa-15266	85	21	gsptse	gsptse	NOUN
cjfa-15266	85	22	returns	return	NOUN
cjfa-15266	86	1	s	s	PART
cjfa-15266	86	2	o	o	NOUN
cjfa-15266	86	3	u	u	NOUN
cjfa-15266	86	4	r	r	NOUN
cjfa-15266	86	5	c	c	NOUN
cjfa-15266	86	6	e	e	NOUN
cjfa-15266	86	7	:	:	PUNCT
cjfa-15266	86	8	authors	author	NOUN
cjfa-15266	86	9	’	’	PART
cjfa-15266	86	10	analysis	analysis	NOUN
cjfa-15266	86	11	.	.	PUNCT
cjfa-15266	87	1	david	david	PROPN
cjfa-15266	87	2	eden	eden	PROPN
cjfa-15266	87	3	,	,	PUNCT
cjfa-15266	87	4	paul	paul	PROPN
cjfa-15266	87	5	huffman	huffman	PROPN
cjfa-15266	87	6	,	,	PUNCT
cjfa-15266	87	7	john	john	PROPN
cjfa-15266	87	8	holman16	holman16	PROPN
cjfa-15266	87	9	parameters	parameter	NOUN
cjfa-15266	87	10	estimation	estimation	VERB
cjfa-15266	87	11	the	the	DET
cjfa-15266	87	12	raw	raw	ADJ
cjfa-15266	87	13	return	return	NOUN
cjfa-15266	87	14	series	series	NOUN
cjfa-15266	87	15	is	be	AUX
cjfa-15266	87	16	fitted	fit	VERB
cjfa-15266	87	17	by	by	ADP
cjfa-15266	87	18	the	the	DET
cjfa-15266	87	19	maximum	maximum	ADJ
cjfa-15266	87	20	likelihood	likelihood	NOUN
cjfa-15266	87	21	estimation	estimation	NOUN
cjfa-15266	87	22	(	(	PUNCT
cjfa-15266	87	23	mle	mle	PROPN
cjfa-15266	87	24	)	)	PUNCT
cjfa-15266	87	25	method	method	NOUN
cjfa-15266	87	26	and	and	CCONJ
cjfa-15266	87	27	the	the	DET
cjfa-15266	87	28	estimation	estimation	NOUN
cjfa-15266	87	29	results	result	NOUN
cjfa-15266	87	30	of	of	ADP
cjfa-15266	87	31	the	the	DET
cjfa-15266	87	32	key	key	ADJ
cjfa-15266	87	33	parameters	parameter	NOUN
cjfa-15266	87	34	are	be	AUX
cjfa-15266	87	35	given	give	VERB
cjfa-15266	87	36	in	in	ADP
cjfa-15266	87	37	table	table	NOUN
cjfa-15266	87	38	2	2	NUM
cjfa-15266	87	39	.	.	PUNCT
cjfa-15266	88	1	the	the	DET
cjfa-15266	88	2	series	series	NOUN
cjfa-15266	88	3	is	be	AUX
cjfa-15266	88	4	normalized	normalize	VERB
cjfa-15266	88	5	to	to	PART
cjfa-15266	88	6	allow	allow	VERB
cjfa-15266	88	7	zero	zero	NUM
cjfa-15266	88	8	mean	mean	NOUN
cjfa-15266	88	9	and	and	CCONJ
cjfa-15266	88	10	unit	unit	NOUN
cjfa-15266	88	11	standard	standard	ADJ
cjfa-15266	88	12	deviation	deviation	NOUN
cjfa-15266	88	13	.	.	PUNCT
cjfa-15266	89	1	all	all	DET
cjfa-15266	89	2	the	the	DET
cjfa-15266	89	3	parameters	parameter	NOUN
cjfa-15266	89	4	are	be	AUX
cjfa-15266	89	5	significantly	significantly	ADV
cjfa-15266	89	6	different	different	ADJ
cjfa-15266	89	7	from	from	ADP
cjfa-15266	89	8	zero	zero	NUM
cjfa-15266	89	9	at	at	ADP
cjfa-15266	89	10	10	10	NUM
cjfa-15266	89	11	%	%	NOUN
cjfa-15266	89	12	significance	significance	NOUN
cjfa-15266	89	13	level	level	NOUN
cjfa-15266	89	14	.	.	PUNCT
cjfa-15266	90	1	table	table	NOUN
cjfa-15266	90	2	2	2	NUM
cjfa-15266	90	3	.	.	PUNCT
cjfa-15266	90	4	estimated	estimate	VERB
cjfa-15266	90	5	values	value	NOUN
cjfa-15266	90	6	of	of	ADP
cjfa-15266	90	7	key	key	ADJ
cjfa-15266	90	8	parameters	parameter	NOUN
cjfa-15266	90	9	normal	normal	ADJ
cjfa-15266	90	10	student	student	NOUN
cjfa-15266	90	11	's	's	PART
cjfa-15266	90	12	t	t	NOUN
cjfa-15266	90	13	skewed	skewed	PROPN
cjfa-15266	90	14	t	t	PROPN
cjfa-15266	90	15	nig	nig	PROPN
cjfa-15266	90	16	generalized	generalize	VERB
cjfa-15266	90	17	hyperbolic	hyperbolic	ADJ
cjfa-15266	90	18	symmetric	symmetric	NOUN
cjfa-15266	90	19	y	y	PROPN
cjfa-15266	90	20	y	y	PROPN
cjfa-15266	90	21	n	n	CCONJ
cjfa-15266	90	22	n	n	CCONJ
cjfa-15266	90	23	n	n	CCONJ
cjfa-15266	90	24	fat	fat	ADV
cjfa-15266	90	25	-	-	PUNCT
cjfa-15266	90	26	tailed	tail	VERB
cjfa-15266	90	27	n	n	NOUN
cjfa-15266	90	28	y	y	PROPN
cjfa-15266	90	29	y	y	PROPN
cjfa-15266	90	30	y	y	PROPN
cjfa-15266	90	31	y	y	PROPN
cjfa-15266	90	32	estimated	estimate	VERB
cjfa-15266	90	33	parameters	parameter	NOUN
cjfa-15266	90	34	nu=4.72	nu=4.72	PROPN
cjfa-15266	90	35	nu=4.73	nu=4.73	PROPN
cjfa-15266	90	36	;	;	PUNCT
cjfa-15266	90	37	beta=-0.027	beta=-0.027	NOUN
cjfa-15266	90	38	alpha=1.35	alpha=1.35	NOUN
cjfa-15266	90	39	;	;	PUNCT
cjfa-15266	90	40	beta=-0.032	beta=-0.032	PROPN
cjfa-15266	90	41	p=-1.323	p=-1.323	PROPN
cjfa-15266	90	42	;	;	PUNCT
cjfa-15266	90	43	b=-.042	b=-.042	PROPN
cjfa-15266	90	44	;	;	PUNCT
cjfa-15266	90	45	g=0.127	g=0.127	PROPN
cjfa-15266	90	46	s	s	PART
cjfa-15266	90	47	o	o	NOUN
cjfa-15266	90	48	u	u	NOUN
cjfa-15266	90	49	r	r	NOUN
cjfa-15266	90	50	c	c	NOUN
cjfa-15266	90	51	e	e	NOUN
cjfa-15266	90	52	:	:	PUNCT
cjfa-15266	90	53	authors	author	NOUN
cjfa-15266	90	54	’	’	PART
cjfa-15266	90	55	analysis	analysis	NOUN
cjfa-15266	90	56	.	.	PUNCT
cjfa-15266	91	1	goodness	goodness	NOUN
cjfa-15266	91	2	of	of	ADP
cjfa-15266	91	3	fit	fit	ADJ
cjfa-15266	91	4	following	follow	VERB
cjfa-15266	91	5	huber	huber	NOUN
cjfa-15266	91	6	-	-	PUNCT
cjfa-15266	91	7	carol	carol	NOUN
cjfa-15266	91	8	,	,	PUNCT
cjfa-15266	91	9	et	et	PROPN
cjfa-15266	91	10	al	al	PROPN
cjfa-15266	91	11	.	.	PUNCT
cjfa-15266	91	12	(	(	PUNCT
cjfa-15266	91	13	2002	2002	NUM
cjfa-15266	91	14	)	)	PUNCT
cjfa-15266	91	15	and	and	CCONJ
cjfa-15266	91	16	taeger	taeger	VERB
cjfa-15266	91	17	and	and	CCONJ
cjfa-15266	91	18	kuhnt	kuhnt	ADJ
cjfa-15266	91	19	(	(	PUNCT
cjfa-15266	91	20	2014	2014	NUM
cjfa-15266	91	21	)	)	PUNCT
cjfa-15266	91	22	,	,	PUNCT
cjfa-15266	91	23	we	we	PRON
cjfa-15266	91	24	compare	compare	VERB
cjfa-15266	91	25	the	the	DET
cjfa-15266	91	26	four	four	NUM
cjfa-15266	91	27	heavy	heavy	ADJ
cjfa-15266	91	28	-	-	PUNCT
cjfa-15266	91	29	tailed	tail	VERB
cjfa-15266	91	30	distributions	distribution	NOUN
cjfa-15266	91	31	and	and	CCONJ
cjfa-15266	91	32	the	the	DET
cjfa-15266	91	33	benchmark	benchmark	ADJ
cjfa-15266	91	34	normal	normal	ADJ
cjfa-15266	91	35	distribution	distribution	NOUN
cjfa-15266	91	36	in	in	ADP
cjfa-15266	91	37	fitting	fit	VERB
cjfa-15266	91	38	the	the	DET
cjfa-15266	91	39	gsptse	gsptse	ADJ
cjfa-15266	91	40	daily	daily	ADJ
cjfa-15266	91	41	returns	return	NOUN
cjfa-15266	91	42	through	through	ADP
cjfa-15266	91	43	four	four	NUM
cjfa-15266	91	44	different	different	ADJ
cjfa-15266	91	45	criteria	criterion	NOUN
cjfa-15266	91	46	:	:	PUNCT
cjfa-15266	91	47	(	(	PUNCT
cjfa-15266	91	48	i	i	NOUN
cjfa-15266	91	49	)	)	PUNCT
cjfa-15266	91	50	kolmogorov	kolmogorov	PROPN
cjfa-15266	91	51	-	-	PUNCT
cjfa-15266	91	52	smirnov	smirnov	PROPN
cjfa-15266	91	53	statistic	statistic	NOUN
cjfa-15266	91	54	;	;	PUNCT
cjfa-15266	91	55	(	(	PUNCT
cjfa-15266	91	56	ii	ii	X
cjfa-15266	91	57	)	)	PUNCT
cjfa-15266	91	58	cramer	cramer	PROPN
cjfa-15266	91	59	-	-	PUNCT
cjfa-15266	91	60	von	von	PROPN
cjfa-15266	91	61	mises	mises	PROPN
cjfa-15266	91	62	criterion	criterion	NOUN
cjfa-15266	91	63	;	;	PUNCT
cjfa-15266	91	64	(	(	PUNCT
cjfa-15266	91	65	iii	iii	X
cjfa-15266	91	66	)	)	PUNCT
cjfa-15266	91	67	anderson	anderson	PROPN
cjfa-15266	91	68	-	-	PUNCT
cjfa-15266	91	69	darling	darling	NOUN
cjfa-15266	91	70	test	test	NOUN
cjfa-15266	91	71	;	;	PUNCT
cjfa-15266	91	72	and	and	CCONJ
cjfa-15266	91	73	(	(	PUNCT
cjfa-15266	91	74	iv	iv	X
cjfa-15266	91	75	)	)	PUNCT
cjfa-15266	91	76	akaike	akaike	ADJ
cjfa-15266	91	77	information	information	NOUN
cjfa-15266	91	78	criterion	criterion	NOUN
cjfa-15266	91	79	(	(	PUNCT
cjfa-15266	91	80	aic	aic	PROPN
cjfa-15266	91	81	)	)	PUNCT
cjfa-15266	91	82	.	.	PUNCT
cjfa-15266	92	1	(	(	PUNCT
cjfa-15266	92	2	i	i	NOUN
cjfa-15266	92	3	)	)	PUNCT
cjfa-15266	92	4	kolmogorov	kolmogorov	PROPN
cjfa-15266	92	5	-	-	PUNCT
cjfa-15266	92	6	smirnov	smirnov	NOUN
cjfa-15266	92	7	statistic	statistic	NOUN
cjfa-15266	92	8	is	be	AUX
cjfa-15266	92	9	defined	define	VERB
cjfa-15266	92	10	as	as	ADP
cjfa-15266	92	11	the	the	DET
cjfa-15266	92	12	maximum	maximum	ADJ
cjfa-15266	92	13	deviation	deviation	NOUN
cjfa-15266	92	14	between	between	ADP
cjfa-15266	92	15	empirical	empirical	ADJ
cjfa-15266	92	16	cdf	cdf	PROPN
cjfa-15266	92	17	(	(	PUNCT
cjfa-15266	92	18	cumulative	cumulative	ADJ
cjfa-15266	92	19	distribution	distribution	NOUN
cjfa-15266	92	20	function	function	NOUN
cjfa-15266	92	21	)	)	PUNCT
cjfa-15266	92	22	fn	fn	VERB
cjfa-15266	92	23	and	and	CCONJ
cjfa-15266	92	24	tested	test	VERB
cjfa-15266	92	25	cdf	cdf	PROPN
cjfa-15266	92	26	:	:	PUNCT
cjfa-15266	93	1	sup	sup	NOUN
cjfa-15266	93	2	|	|	ADV
cjfa-15266	93	3	(	(	PUNCT
cjfa-15266	93	4	)	)	PUNCT
cjfa-15266	93	5	(	(	PUNCT
cjfa-15266	93	6	)	)	PUNCT
cjfa-15266	93	7	|n	|n	X
cjfa-15266	94	1	n	n	NOUN
cjfa-15266	94	2	x	x	SYM
cjfa-15266	95	1	d	d	NOUN
cjfa-15266	95	2	f	f	X
cjfa-15266	95	3	x	x	X
cjfa-15266	95	4	f	f	PROPN
cjfa-15266	95	5	x	x	X
cjfa-15266	95	6	,	,	PUNCT
cjfa-15266	95	7	(	(	PUNCT
cjfa-15266	95	8	5	5	NUM
cjfa-15266	95	9	)	)	PUNCT
cjfa-15266	96	1	where	where	SCONJ
cjfa-15266	96	2	[	[	PUNCT
cjfa-15266	96	3	,	,	PUNCT
cjfa-15266	96	4	]	]	SYM
cjfa-15266	96	5	1	1	NUM
cjfa-15266	96	6	1	1	NUM
cjfa-15266	96	7	(	(	PUNCT
cjfa-15266	96	8	)	)	PUNCT
cjfa-15266	96	9	(	(	PUNCT
cjfa-15266	96	10	)	)	PUNCT
cjfa-15266	96	11	n	n	CCONJ
cjfa-15266	96	12	n	n	NOUN
cjfa-15266	96	13	x	x	NOUN
cjfa-15266	97	1	i	i	PRON
cjfa-15266	98	1	i	i	PRON
cjfa-15266	98	2	f	f	VERB
cjfa-15266	99	1	x	x	VERB
cjfa-15266	99	2	i	i	NOUN
cjfa-15266	99	3	x	x	X
cjfa-15266	99	4	n	n	X
cjfa-15266	99	5	.	.	PUNCT
cjfa-15266	100	1	heavy	heavy	ADJ
cjfa-15266	100	2	-	-	PUNCT
cjfa-15266	100	3	tailed	tail	VERB
cjfa-15266	100	4	distributions	distribution	NOUN
cjfa-15266	100	5	and	and	CCONJ
cjfa-15266	100	6	the	the	DET
cjfa-15266	100	7	canadian	canadian	ADJ
cjfa-15266	100	8	stock	stock	NOUN
cjfa-15266	100	9	…	…	PUNCT
cjfa-15266	100	10	17	17	NUM
cjfa-15266	100	11	(	(	PUNCT
cjfa-15266	100	12	b	b	NOUN
cjfa-15266	100	13	)	)	PUNCT
cjfa-15266	100	14	cramer	cramer	PROPN
cjfa-15266	100	15	-	-	PUNCT
cjfa-15266	100	16	von	von	PROPN
cjfa-15266	100	17	mises	mises	PROPN
cjfa-15266	100	18	criterion	criterion	NOUN
cjfa-15266	100	19	is	be	AUX
cjfa-15266	100	20	defined	define	VERB
cjfa-15266	100	21	as	as	ADP
cjfa-15266	100	22	the	the	DET
cjfa-15266	100	23	average	average	ADJ
cjfa-15266	100	24	squared	square	VERB
cjfa-15266	100	25	deviation	deviation	NOUN
cjfa-15266	100	26	between	between	ADP
cjfa-15266	100	27	empirical	empirical	ADJ
cjfa-15266	100	28	cdf	cdf	PROPN
cjfa-15266	100	29	and	and	CCONJ
cjfa-15266	100	30	tested	test	VERB
cjfa-15266	100	31	cdf	cdf	NOUN
cjfa-15266	100	32	:	:	PUNCT
cjfa-15266	100	33	2	2	NUM
cjfa-15266	100	34	2	2	NUM
cjfa-15266	100	35	1	1	NUM
cjfa-15266	100	36	1	1	NUM
cjfa-15266	100	37	2	2	NUM
cjfa-15266	100	38	1	1	NUM
cjfa-15266	100	39	[	[	PUNCT
cjfa-15266	100	40	(	(	PUNCT
cjfa-15266	100	41	)	)	PUNCT
cjfa-15266	100	42	(	(	PUNCT
cjfa-15266	100	43	)	)	PUNCT
cjfa-15266	100	44	]	]	PUNCT
cjfa-15266	100	45	(	(	PUNCT
cjfa-15266	100	46	)	)	PUNCT
cjfa-15266	100	47	(	(	PUNCT
cjfa-15266	100	48	)	)	PUNCT
cjfa-15266	100	49	12	12	NUM
cjfa-15266	100	50	2	2	NUM
cjfa-15266	100	51	n	n	ADP
cjfa-15266	100	52	n	n	CCONJ
cjfa-15266	100	53	n	n	NOUN
cjfa-15266	101	1	i	i	PRON
cjfa-15266	101	2	i	i	PRON
cjfa-15266	101	3	it	it	PRON
cjfa-15266	101	4	n	n	VERB
cjfa-15266	101	5	f	f	NOUN
cjfa-15266	101	6	x	x	SYM
cjfa-15266	101	7	f	f	X
cjfa-15266	101	8	x	x	X
cjfa-15266	101	9	df	df	PROPN
cjfa-15266	101	10	x	x	SYM
cjfa-15266	101	11	f	f	NOUN
cjfa-15266	101	12	x	x	PROPN
cjfa-15266	101	13	n	n	CCONJ
cjfa-15266	101	14	n	n	NOUN
cjfa-15266	101	15	,	,	PUNCT
cjfa-15266	101	16	(	(	PUNCT
cjfa-15266	101	17	6	6	NUM
cjfa-15266	101	18	)	)	PUNCT
cjfa-15266	101	19	(	(	PUNCT
cjfa-15266	101	20	c	c	X
cjfa-15266	101	21	)	)	PUNCT
cjfa-15266	101	22	anderson	anderson	PROPN
cjfa-15266	101	23	-	-	PUNCT
cjfa-15266	101	24	darling	darling	NOUN
cjfa-15266	101	25	test	test	NOUN
cjfa-15266	101	26	is	be	AUX
cjfa-15266	101	27	defined	define	VERB
cjfa-15266	101	28	as	as	ADP
cjfa-15266	101	29	the	the	DET
cjfa-15266	101	30	weighted	weight	VERB
cjfa-15266	101	31	-	-	PUNCT
cjfa-15266	101	32	average	average	ADJ
cjfa-15266	101	33	squared	square	VERB
cjfa-15266	101	34	deviation	deviation	NOUN
cjfa-15266	101	35	between	between	ADP
cjfa-15266	101	36	empirical	empirical	ADJ
cjfa-15266	101	37	cdf	cdf	PROPN
cjfa-15266	101	38	and	and	CCONJ
cjfa-15266	101	39	tested	test	VERB
cjfa-15266	101	40	cdf	cdf	NOUN
cjfa-15266	101	41	:	:	PUNCT
cjfa-15266	101	42	2	2	NUM
cjfa-15266	101	43	(	(	PUNCT
cjfa-15266	101	44	(	(	PUNCT
cjfa-15266	101	45	)	)	PUNCT
cjfa-15266	101	46	(	(	PUNCT
cjfa-15266	101	47	)	)	PUNCT
cjfa-15266	101	48	)	)	PUNCT
cjfa-15266	102	1	(	(	PUNCT
cjfa-15266	102	2	)	)	PUNCT
cjfa-15266	102	3	(	(	PUNCT
cjfa-15266	102	4	)	)	PUNCT
cjfa-15266	102	5	(	(	PUNCT
cjfa-15266	102	6	1	1	NUM
cjfa-15266	102	7	(	(	PUNCT
cjfa-15266	102	8	)	)	PUNCT
cjfa-15266	102	9	)	)	PUNCT
cjfa-15266	102	10	nf	nf	NOUN
cjfa-15266	102	11	x	x	X
cjfa-15266	102	12	f	f	PROPN
cjfa-15266	102	13	xa	xa	PROPN
cjfa-15266	102	14	n	n	CCONJ
cjfa-15266	102	15	df	df	NOUN
cjfa-15266	103	1	x	x	X
cjfa-15266	103	2	f	f	NOUN
cjfa-15266	103	3	x	x	X
cjfa-15266	103	4	f	f	NOUN
cjfa-15266	103	5	x	x	X
cjfa-15266	103	6	,	,	PUNCT
cjfa-15266	103	7	and	and	CCONJ
cjfa-15266	103	8	the	the	DET
cjfa-15266	103	9	formula	formula	NOUN
cjfa-15266	103	10	for	for	ADP
cjfa-15266	103	11	the	the	DET
cjfa-15266	103	12	test	test	NOUN
cjfa-15266	103	13	statistic	statistic	NOUN
cjfa-15266	103	14	to	to	PART
cjfa-15266	103	15	assess	assess	VERB
cjfa-15266	103	16	if	if	SCONJ
cjfa-15266	103	17	data	datum	NOUN
cjfa-15266	103	18	comes	come	VERB
cjfa-15266	103	19	from	from	ADP
cjfa-15266	103	20	a	a	DET
cjfa-15266	103	21	tested	test	VERB
cjfa-15266	103	22	distribution	distribution	NOUN
cjfa-15266	103	23	is	be	AUX
cjfa-15266	103	24	given	give	VERB
cjfa-15266	103	25	by	by	ADP
cjfa-15266	103	26	:	:	PUNCT
cjfa-15266	103	27	2	2	NUM
cjfa-15266	103	28	1	1	NUM
cjfa-15266	103	29	2	2	NUM
cjfa-15266	103	30	1	1	NUM
cjfa-15266	103	31	ln	ln	ADJ
cjfa-15266	103	32	(	(	PUNCT
cjfa-15266	103	33	(	(	PUNCT
cjfa-15266	103	34	)	)	PUNCT
cjfa-15266	103	35	)	)	PUNCT
cjfa-15266	104	1	ln(1	ln(1	NOUN
cjfa-15266	104	2	(	(	PUNCT
cjfa-15266	104	3	)	)	PUNCT
cjfa-15266	104	4	)	)	PUNCT
cjfa-15266	105	1	n	n	CCONJ
cjfa-15266	106	1	i	i	PRON
cjfa-15266	106	2	i	i	PRON
cjfa-15266	107	1	i	i	PRON
cjfa-15266	107	2	ia	ia	VERB
cjfa-15266	108	1	n	n	ADV
cjfa-15266	109	1	f	f	PROPN
cjfa-15266	109	2	x	x	SYM
cjfa-15266	109	3	f	f	PROPN
cjfa-15266	109	4	x	x	X
cjfa-15266	109	5	n	n	PROPN
cjfa-15266	109	6	.	.	PUNCT
cjfa-15266	110	1	(	(	PUNCT
cjfa-15266	110	2	7	7	NUM
cjfa-15266	110	3	)	)	PUNCT
cjfa-15266	110	4	(	(	PUNCT
cjfa-15266	110	5	d	d	X
cjfa-15266	110	6	)	)	PUNCT
cjfa-15266	110	7	akaike	akaike	ADJ
cjfa-15266	110	8	information	information	NOUN
cjfa-15266	110	9	criterion	criterion	NOUN
cjfa-15266	110	10	(	(	PUNCT
cjfa-15266	110	11	aic	aic	PROPN
cjfa-15266	110	12	)	)	PUNCT
cjfa-15266	110	13	is	be	AUX
cjfa-15266	110	14	defined	define	VERB
cjfa-15266	110	15	as	as	ADP
cjfa-15266	110	16	:	:	PUNCT
cjfa-15266	110	17	2	2	NUM
cjfa-15266	110	18	2ln	2ln	NOUN
cjfa-15266	110	19	(	(	PUNCT
cjfa-15266	110	20	)	)	PUNCT
cjfa-15266	110	21	aic	aic	PROPN
cjfa-15266	110	22	k	k	PROPN
cjfa-15266	110	23	l	l	PROPN
cjfa-15266	110	24	,	,	PUNCT
cjfa-15266	110	25	(	(	PUNCT
cjfa-15266	110	26	8)	8)	NUM
cjfa-15266	110	27	where	where	SCONJ
cjfa-15266	110	28	l	l	NOUN
cjfa-15266	110	29	is	be	AUX
cjfa-15266	110	30	the	the	DET
cjfa-15266	110	31	maximum	maximum	ADJ
cjfa-15266	110	32	value	value	NOUN
cjfa-15266	110	33	of	of	ADP
cjfa-15266	110	34	the	the	DET
cjfa-15266	110	35	likelihood	likelihood	NOUN
cjfa-15266	110	36	function	function	NOUN
cjfa-15266	110	37	for	for	ADP
cjfa-15266	110	38	the	the	DET
cjfa-15266	110	39	model	model	NOUN
cjfa-15266	110	40	,	,	PUNCT
cjfa-15266	110	41	and	and	CCONJ
cjfa-15266	110	42	k	k	PROPN
cjfa-15266	110	43	is	be	AUX
cjfa-15266	110	44	the	the	DET
cjfa-15266	110	45	number	number	NOUN
cjfa-15266	110	46	of	of	ADP
cjfa-15266	110	47	estimated	estimate	VERB
cjfa-15266	110	48	parameters	parameter	NOUN
cjfa-15266	110	49	in	in	ADP
cjfa-15266	110	50	the	the	DET
cjfa-15266	110	51	model	model	NOUN
cjfa-15266	110	52	.	.	PUNCT
cjfa-15266	111	1	the	the	DET
cjfa-15266	111	2	comparison	comparison	NOUN
cjfa-15266	111	3	results	result	NOUN
cjfa-15266	111	4	are	be	AUX
cjfa-15266	111	5	showed	show	VERB
cjfa-15266	111	6	in	in	ADP
cjfa-15266	111	7	table	table	NOUN
cjfa-15266	111	8	3	3	NUM
cjfa-15266	111	9	,	,	PUNCT
cjfa-15266	111	10	indicating	indicate	VERB
cjfa-15266	111	11	the	the	DET
cjfa-15266	111	12	skewed	skewed	PROPN
cjfa-15266	111	13	t	t	NOUN
cjfa-15266	111	14	distribution	distribution	NOUN
cjfa-15266	111	15	has	have	VERB
cjfa-15266	111	16	the	the	DET
cjfa-15266	111	17	best	good	ADJ
cjfa-15266	111	18	goodness	goodness	NOUN
cjfa-15266	111	19	of	of	ADP
cjfa-15266	111	20	fit	fit	NOUN
cjfa-15266	111	21	compared	compare	VERB
cjfa-15266	111	22	with	with	ADP
cjfa-15266	111	23	other	other	ADJ
cjfa-15266	111	24	selected	select	VERB
cjfa-15266	111	25	types	type	NOUN
cjfa-15266	111	26	of	of	ADP
cjfa-15266	111	27	distribution	distribution	NOUN
cjfa-15266	111	28	,	,	PUNCT
cjfa-15266	111	29	followed	follow	VERB
cjfa-15266	111	30	by	by	ADP
cjfa-15266	111	31	the	the	DET
cjfa-15266	111	32	generalized	generalized	ADJ
cjfa-15266	111	33	hyperbolic	hyperbolic	ADJ
cjfa-15266	111	34	distribution	distribution	NOUN
cjfa-15266	111	35	,	,	PUNCT
cjfa-15266	111	36	and	and	CCONJ
cjfa-15266	111	37	the	the	DET
cjfa-15266	111	38	student	student	NOUN
cjfa-15266	111	39	’s	’s	PART
cjfa-15266	111	40	t	t	NOUN
cjfa-15266	111	41	distribution	distribution	NOUN
cjfa-15266	111	42	.	.	PUNCT
cjfa-15266	112	1	table	table	NOUN
cjfa-15266	113	1	3	3	NUM
cjfa-15266	113	2	.	.	PUNCT
cjfa-15266	113	3	comparison	comparison	NOUN
cjfa-15266	113	4	of	of	ADP
cjfa-15266	113	5	selected	select	VERB
cjfa-15266	113	6	types	type	NOUN
cjfa-15266	113	7	of	of	ADP
cjfa-15266	113	8	distribution	distribution	NOUN
cjfa-15266	113	9	normal	normal	ADJ
cjfa-15266	113	10	student	student	NOUN
cjfa-15266	113	11	's	's	PART
cjfa-15266	113	12	t	t	NOUN
cjfa-15266	113	13	skewed	skewed	PROPN
cjfa-15266	113	14	t	t	PROPN
cjfa-15266	113	15	nig	nig	PROPN
cjfa-15266	113	16	generalized	generalize	VERB
cjfa-15266	113	17	hyperbolic	hyperbolic	ADJ
cjfa-15266	113	18	k	k	PROPN
cjfa-15266	113	19	-	-	PUNCT
cjfa-15266	113	20	s	s	PART
cjfa-15266	113	21	test	test	NOUN
cjfa-15266	113	22	0.039	0.039	NUM
cjfa-15266	113	23	0.030	0.030	NUM
cjfa-15266	113	24	0.028	0.028	NUM
cjfa-15266	113	25	0.031	0.031	NUM
cjfa-15266	113	26	0.029	0.029	NUM
cjfa-15266	113	27	cv	cv	PROPN
cjfa-15266	113	28	-	-	PROPN
cjfa-15266	113	29	m	m	PROPN
cjfa-15266	113	30	test	test	NOUN
cjfa-15266	113	31	0.056	0.056	NUM
cjfa-15266	113	32	0.048	0.048	NUM
cjfa-15266	113	33	0.044	0.044	NUM
cjfa-15266	113	34	0.049	0.049	NUM
cjfa-15266	113	35	0.047	0.047	NUM
cjfa-15266	113	36	a	a	DET
cjfa-15266	113	37	-	-	PUNCT
cjfa-15266	113	38	d	d	NOUN
cjfa-15266	113	39	test	test	NOUN
cjfa-15266	113	40	1.97	1.97	NUM
cjfa-15266	113	41	1.62	1.62	NUM
cjfa-15266	113	42	1.49	1.49	NUM
cjfa-15266	113	43	1.58	1.58	NUM
cjfa-15266	113	44	1.52	1.52	NUM
cjfa-15266	113	45	aic	aic	PROPN
cjfa-15266	113	46	32555	32555	NUM
cjfa-15266	113	47	31158	31158	NUM
cjfa-15266	113	48	30643	30643	NUM
cjfa-15266	113	49	31431	31431	NUM
cjfa-15266	113	50	30946	30946	NUM
cjfa-15266	113	51	s	s	NOUN
cjfa-15266	113	52	o	o	X
cjfa-15266	113	53	u	u	NOUN
cjfa-15266	113	54	r	r	NOUN
cjfa-15266	113	55	c	c	NOUN
cjfa-15266	113	56	e	e	NOUN
cjfa-15266	113	57	:	:	PUNCT
cjfa-15266	113	58	authors	author	NOUN
cjfa-15266	113	59	’	’	PART
cjfa-15266	113	60	analysis	analysis	NOUN
cjfa-15266	113	61	.	.	PUNCT
cjfa-15266	114	1	david	david	PROPN
cjfa-15266	114	2	eden	eden	PROPN
cjfa-15266	114	3	,	,	PUNCT
cjfa-15266	114	4	paul	paul	PROPN
cjfa-15266	114	5	huffman	huffman	PROPN
cjfa-15266	114	6	,	,	PUNCT
cjfa-15266	114	7	john	john	PROPN
cjfa-15266	114	8	holman18	holman18	PROPN
cjfa-15266	114	9	stress	stress	NOUN
cjfa-15266	114	10	test	test	NOUN
cjfa-15266	114	11	scenarios	scenario	NOUN
cjfa-15266	114	12	to	to	PART
cjfa-15266	114	13	analyze	analyze	VERB
cjfa-15266	114	14	how	how	SCONJ
cjfa-15266	114	15	these	these	DET
cjfa-15266	114	16	distributions	distribution	NOUN
cjfa-15266	114	17	perform	perform	VERB
cjfa-15266	114	18	in	in	ADP
cjfa-15266	114	19	financial	financial	ADJ
cjfa-15266	114	20	risk	risk	NOUN
cjfa-15266	114	21	management	management	NOUN
cjfa-15266	114	22	,	,	PUNCT
cjfa-15266	114	23	we	we	PRON
cjfa-15266	114	24	take	take	VERB
cjfa-15266	114	25	advantage	advantage	NOUN
cjfa-15266	114	26	of	of	ADP
cjfa-15266	114	27	the	the	DET
cjfa-15266	114	28	concept	concept	NOUN
cjfa-15266	114	29	of	of	ADP
cjfa-15266	114	30	value	value	NOUN
cjfa-15266	114	31	at	at	ADP
cjfa-15266	114	32	risk	risk	NOUN
cjfa-15266	114	33	(	(	PUNCT
cjfa-15266	114	34	var	var	NOUN
cjfa-15266	114	35	)	)	PUNCT
cjfa-15266	114	36	to	to	PART
cjfa-15266	114	37	calculate	calculate	VERB
cjfa-15266	114	38	stress	stress	NOUN
cjfa-15266	114	39	test	test	NOUN
cjfa-15266	114	40	scenarios	scenario	NOUN
cjfa-15266	114	41	.	.	PUNCT
cjfa-15266	115	1	here	here	ADV
cjfa-15266	115	2	,	,	PUNCT
cjfa-15266	115	3	var	var	NOUN
cjfa-15266	115	4	is	be	AUX
cjfa-15266	115	5	defined	define	VERB
cjfa-15266	115	6	as	as	ADP
cjfa-15266	115	7	:	:	PUNCT
cjfa-15266	115	8	for	for	ADP
cjfa-15266	115	9	a	a	DET
cjfa-15266	115	10	given	give	VERB
cjfa-15266	115	11	position	position	NOUN
cjfa-15266	115	12	,	,	PUNCT
cjfa-15266	115	13	time	time	NOUN
cjfa-15266	115	14	horizon	horizon	NOUN
cjfa-15266	115	15	,	,	PUNCT
cjfa-15266	115	16	and	and	CCONJ
cjfa-15266	115	17	probability	probability	NOUN
cjfa-15266	115	18	p	p	X
cjfa-15266	115	19	,	,	PUNCT
cjfa-15266	115	20	the	the	DET
cjfa-15266	115	21	p	p	ADJ
cjfa-15266	115	22	var	var	NOUN
cjfa-15266	115	23	is	be	AUX
cjfa-15266	115	24	defined	define	VERB
cjfa-15266	115	25	as	as	ADP
cjfa-15266	115	26	a	a	DET
cjfa-15266	115	27	threshold	threshold	NOUN
cjfa-15266	115	28	loss	loss	NOUN
cjfa-15266	115	29	value	value	NOUN
cjfa-15266	115	30	,	,	PUNCT
cjfa-15266	115	31	such	such	ADJ
cjfa-15266	115	32	that	that	SCONJ
cjfa-15266	115	33	the	the	DET
cjfa-15266	115	34	probability	probability	NOUN
cjfa-15266	115	35	that	that	SCONJ
cjfa-15266	115	36	the	the	DET
cjfa-15266	115	37	loss	loss	NOUN
cjfa-15266	115	38	on	on	ADP
cjfa-15266	115	39	the	the	DET
cjfa-15266	115	40	position	position	NOUN
cjfa-15266	115	41	over	over	ADP
cjfa-15266	115	42	the	the	DET
cjfa-15266	115	43	given	give	VERB
cjfa-15266	115	44	time	time	NOUN
cjfa-15266	115	45	horizon	horizon	NOUN
cjfa-15266	115	46	exceeds	exceed	VERB
cjfa-15266	115	47	this	this	DET
cjfa-15266	115	48	value	value	NOUN
cjfa-15266	115	49	is	be	AUX
cjfa-15266	115	50	p.	p.	NOUN
cjfa-15266	115	51	with	with	ADP
cjfa-15266	115	52	the	the	DET
cjfa-15266	115	53	estimated	estimate	VERB
cjfa-15266	115	54	parameters	parameter	NOUN
cjfa-15266	115	55	in	in	ADP
cjfa-15266	115	56	section	section	NOUN
cjfa-15266	115	57	4.1	4.1	NUM
cjfa-15266	115	58	,	,	PUNCT
cjfa-15266	115	59	we	we	PRON
cjfa-15266	115	60	calculate	calculate	VERB
cjfa-15266	115	61	vars	var	NOUN
cjfa-15266	115	62	for	for	ADP
cjfa-15266	115	63	different	different	ADJ
cjfa-15266	115	64	confidence	confidence	NOUN
cjfa-15266	115	65	levels	level	NOUN
cjfa-15266	115	66	:	:	PUNCT
cjfa-15266	115	67	(	(	PUNCT
cjfa-15266	115	68	)	)	PUNCT
cjfa-15266	115	69	inf	inf	NOUN
cjfa-15266	115	70	{	{	PUNCT
cjfa-15266	115	71	:	:	PUNCT
cjfa-15266	115	72	(	(	PUNCT
cjfa-15266	115	73	)	)	PUNCT
cjfa-15266	115	74	1	1	NUM
cjfa-15266	115	75	}	}	PUNCT
cjfa-15266	115	76	t	t	NOUN
cjfa-15266	115	77	tvar	tvar	NOUN
cjfa-15266	115	78	e	e	PROPN
cjfa-15266	115	79	e	e	NOUN
cjfa-15266	115	80	p	p	PROPN
cjfa-15266	115	81	e	e	PROPN
cjfa-15266	115	82	e	e	X
cjfa-15266	115	83	,	,	PUNCT
cjfa-15266	115	84	(	(	PUNCT
cjfa-15266	115	85	9	9	X
cjfa-15266	115	86	)	)	PUNCT
cjfa-15266	115	87	is	be	AUX
cjfa-15266	115	88	the	the	DET
cjfa-15266	115	89	confidence	confidence	NOUN
cjfa-15266	115	90	level	level	NOUN
cjfa-15266	115	91	.	.	PUNCT
cjfa-15266	116	1	we	we	PRON
cjfa-15266	116	2	select	select	VERB
cjfa-15266	116	3	the	the	DET
cjfa-15266	116	4	following	follow	VERB
cjfa-15266	116	5	levels	level	NOUN
cjfa-15266	116	6	for	for	ADP
cjfa-15266	116	7	downside	downside	ADJ
cjfa-15266	116	8	moves	move	NOUN
cjfa-15266	116	9	:	:	PUNCT
cjfa-15266	116	10	{	{	PUNCT
cjfa-15266	116	11	99.99	99.99	NUM
cjfa-15266	116	12	%	%	NOUN
cjfa-15266	116	13	,	,	PUNCT
cjfa-15266	116	14	99.95	99.95	NUM
cjfa-15266	116	15	%	%	NOUN
cjfa-15266	116	16	,	,	PUNCT
cjfa-15266	116	17	99.9	99.9	NUM
cjfa-15266	116	18	%	%	NOUN
cjfa-15266	116	19	,	,	PUNCT
cjfa-15266	116	20	99.5	99.5	NUM
cjfa-15266	116	21	%	%	NOUN
cjfa-15266	116	22	,	,	PUNCT
cjfa-15266	116	23	99	99	NUM
cjfa-15266	116	24	%	%	NOUN
cjfa-15266	116	25	}	}	PUNCT
cjfa-15266	116	26	,	,	PUNCT
cjfa-15266	116	27	and	and	CCONJ
cjfa-15266	116	28	for	for	ADP
cjfa-15266	116	29	upside	upside	ADJ
cjfa-15266	116	30	moves	move	NOUN
cjfa-15266	116	31	:	:	PUNCT
cjfa-15266	116	32	{	{	PUNCT
cjfa-15266	116	33	0.01	0.01	NUM
cjfa-15266	116	34	%	%	NOUN
cjfa-15266	116	35	,	,	PUNCT
cjfa-15266	116	36	0.05	0.05	NUM
cjfa-15266	116	37	%	%	NOUN
cjfa-15266	116	38	,	,	PUNCT
cjfa-15266	116	39	0.1	0.1	NUM
cjfa-15266	116	40	%	%	NOUN
cjfa-15266	116	41	,	,	PUNCT
cjfa-15266	116	42	0.5	0.5	NUM
cjfa-15266	116	43	%	%	NOUN
cjfa-15266	116	44	,	,	PUNCT
cjfa-15266	116	45	1	1	NUM
cjfa-15266	116	46	%	%	NOUN
cjfa-15266	116	47	}	}	PUNCT
cjfa-15266	116	48	.	.	PUNCT
cjfa-15266	117	1	from	from	ADP
cjfa-15266	117	2	equation	equation	NOUN
cjfa-15266	117	3	(	(	PUNCT
cjfa-15266	117	4	9	9	NUM
cjfa-15266	117	5	)	)	PUNCT
cjfa-15266	117	6	,	,	PUNCT
cjfa-15266	117	7	the	the	DET
cjfa-15266	117	8	stress	stress	NOUN
cjfa-15266	117	9	test	test	NOUN
cjfa-15266	117	10	scenarios	scenario	NOUN
cjfa-15266	117	11	based	base	VERB
cjfa-15266	117	12	on	on	ADP
cjfa-15266	117	13	the	the	DET
cjfa-15266	117	14	var	var	NOUN
cjfa-15266	117	15	levels	level	NOUN
cjfa-15266	117	16	are	be	AUX
cjfa-15266	117	17	given	give	VERB
cjfa-15266	117	18	as	as	ADP
cjfa-15266	117	19	in	in	ADP
cjfa-15266	117	20	table	table	NOUN
cjfa-15266	117	21	4	4	NUM
cjfa-15266	117	22	.	.	PUNCT
cjfa-15266	117	23	table	table	NOUN
cjfa-15266	117	24	4	4	NUM
cjfa-15266	117	25	indicates	indicate	VERB
cjfa-15266	117	26	that	that	SCONJ
cjfa-15266	117	27	the	the	DET
cjfa-15266	117	28	skewed	skewed	PROPN
cjfa-15266	117	29	t	t	NOUN
cjfa-15266	117	30	distribution	distribution	NOUN
cjfa-15266	117	31	has	have	VERB
cjfa-15266	117	32	the	the	DET
cjfa-15266	117	33	closest	close	ADJ
cjfa-15266	117	34	vars	var	NOUN
cjfa-15266	117	35	to	to	ADP
cjfa-15266	117	36	the	the	DET
cjfa-15266	117	37	nonparametric	nonparametric	ADJ
cjfa-15266	117	38	historical	historical	ADJ
cjfa-15266	117	39	vars	var	NOUN
cjfa-15266	117	40	compared	compare	VERB
cjfa-15266	117	41	with	with	ADP
cjfa-15266	117	42	other	other	ADJ
cjfa-15266	117	43	types	type	NOUN
cjfa-15266	117	44	of	of	ADP
cjfa-15266	117	45	distributions	distribution	NOUN
cjfa-15266	117	46	.	.	PUNCT
cjfa-15266	118	1	table	table	NOUN
cjfa-15266	118	2	4	4	NUM
cjfa-15266	118	3	.	.	PUNCT
cjfa-15266	119	1	scenarios	scenario	NOUN
cjfa-15266	119	2	for	for	ADP
cjfa-15266	119	3	gsptse	gsptse	ADJ
cjfa-15266	119	4	shocks	shock	NOUN
cjfa-15266	119	5	left	leave	VERB
cjfa-15266	119	6	tail	tail	NOUN
cjfa-15266	119	7	confidence	confidence	NOUN
cjfa-15266	119	8	99.99	99.99	NUM
cjfa-15266	119	9	%	%	NOUN
cjfa-15266	119	10	99.95	99.95	NUM
cjfa-15266	119	11	%	%	NOUN
cjfa-15266	119	12	99.90	99.90	NUM
cjfa-15266	119	13	%	%	NOUN
cjfa-15266	119	14	99.50	99.50	NUM
cjfa-15266	119	15	%	%	NOUN
cjfa-15266	119	16	99.00	99.00	NUM
cjfa-15266	119	17	%	%	NOUN
cjfa-15266	119	18	empirical	empirical	ADJ
cjfa-15266	119	19	-12.17	-12.17	PROPN
cjfa-15266	119	20	%	%	NOUN
cjfa-15266	119	21	-11.00	-11.00	NOUN
cjfa-15266	119	22	%	%	NOUN
cjfa-15266	119	23	-8.47	-8.47	NUM
cjfa-15266	119	24	%	%	NOUN
cjfa-15266	119	25	-6.25	-6.25	NOUN
cjfa-15266	119	26	%	%	NOUN
cjfa-15266	119	27	-4.92	-4.92	ADJ
cjfa-15266	119	28	%	%	NOUN
cjfa-15266	119	29	normal	normal	ADJ
cjfa-15266	119	30	-6.52	-6.52	ADJ
cjfa-15266	119	31	%	%	NOUN
cjfa-15266	119	32	-5.65	-5.65	NUM
cjfa-15266	119	33	%	%	NOUN
cjfa-15266	119	34	-5.20	-5.20	NUM
cjfa-15266	119	35	%	%	NOUN
cjfa-15266	119	36	-4.47	-4.47	NUM
cjfa-15266	119	37	%	%	NOUN
cjfa-15266	119	38	-4.02	-4.02	NUM
cjfa-15266	119	39	%	%	NOUN
cjfa-15266	120	1	t	t	NOUN
cjfa-15266	121	1	-11.60	-11.60	PROPN
cjfa-15266	121	2	%	%	NOUN
cjfa-15266	121	3	-10.25	-10.25	NOUN
cjfa-15266	121	4	%	%	NOUN
cjfa-15266	121	5	-9.25	-9.25	ADJ
cjfa-15266	121	6	%	%	NOUN
cjfa-15266	121	7	-7.32	-7.32	NUM
cjfa-15266	121	8	%	%	NOUN
cjfa-15266	121	9	-5.97	-5.97	NOUN
cjfa-15266	121	10	%	%	NOUN
cjfa-15266	121	11	skewed	skewed	PROPN
cjfa-15266	121	12	t	t	PROPN
cjfa-15266	121	13	-12.02	-12.02	PROPN
cjfa-15266	121	14	%	%	NOUN
cjfa-15266	121	15	-11.07	-11.07	INTJ
cjfa-15266	121	16	%	%	NOUN
cjfa-15266	121	17	-8.10	-8.10	ADJ
cjfa-15266	121	18	%	%	NOUN
cjfa-15266	121	19	-6.40	-6.40	PRON
cjfa-15266	121	20	%	%	NOUN
cjfa-15266	121	21	-5.15	-5.15	NUM
cjfa-15266	121	22	%	%	NOUN
cjfa-15266	121	23	nig	nig	ADJ
cjfa-15266	121	24	-10.15	-10.15	NOUN
cjfa-15266	122	1	%	%	NOUN
cjfa-15266	122	2	-9.30	-9.30	NUM
cjfa-15266	122	3	%	%	NOUN
cjfa-15266	122	4	-7.92	-7.92	NUM
cjfa-15266	122	5	%	%	NOUN
cjfa-15266	122	6	-7.15	-7.15	NOUN
cjfa-15266	122	7	%	%	NOUN
cjfa-15266	122	8	-5.90	-5.90	PRON
cjfa-15266	122	9	%	%	NOUN
cjfa-15266	122	10	gh	gh	PROPN
cjfa-15266	123	1	-11.65	-11.65	PROPN
cjfa-15266	123	2	%	%	NOUN
cjfa-15266	124	1	-10.45	-10.45	NOUN
cjfa-15266	124	2	%	%	NOUN
cjfa-15266	124	3	-8.77	-8.77	PUNCT
cjfa-15266	124	4	%	%	NOUN
cjfa-15266	124	5	-6.80	-6.80	NUM
cjfa-15266	124	6	%	%	NOUN
cjfa-15266	124	7	-5.40	-5.40	NUM
cjfa-15266	124	8	%	%	NOUN
cjfa-15266	124	9	right	right	ADJ
cjfa-15266	124	10	tail	tail	NOUN
cjfa-15266	124	11	confidence	confidence	NOUN
cjfa-15266	124	12	0.01	0.01	NUM
cjfa-15266	124	13	%	%	NOUN
cjfa-15266	124	14	0.05	0.05	NUM
cjfa-15266	124	15	%	%	NOUN
cjfa-15266	124	16	0.10	0.10	NUM
cjfa-15266	124	17	%	%	NOUN
cjfa-15266	124	18	0.50	0.50	NUM
cjfa-15266	124	19	%	%	NOUN
cjfa-15266	124	20	1.00	1.00	NUM
cjfa-15266	124	21	%	%	NOUN
cjfa-15266	124	22	empirical	empirical	ADJ
cjfa-15266	124	23	10.10	10.10	NUM
cjfa-15266	124	24	%	%	NOUN
cjfa-15266	124	25	7.85	7.85	NUM
cjfa-15266	124	26	%	%	NOUN
cjfa-15266	124	27	7.05	7.05	NUM
cjfa-15266	124	28	%	%	NOUN
cjfa-15266	124	29	5.35	5.35	NUM
cjfa-15266	124	30	%	%	NOUN
cjfa-15266	124	31	4.35	4.35	NUM
cjfa-15266	124	32	%	%	NOUN
cjfa-15266	124	33	normal	normal	ADJ
cjfa-15266	124	34	6.52	6.52	NUM
cjfa-15266	124	35	%	%	NOUN
cjfa-15266	124	36	5.65	5.65	NUM
cjfa-15266	124	37	%	%	NOUN
cjfa-15266	124	38	5.20	5.20	NUM
cjfa-15266	124	39	%	%	NOUN
cjfa-15266	124	40	4.47	4.47	NUM
cjfa-15266	124	41	%	%	NOUN
cjfa-15266	124	42	4.02	4.02	NUM
cjfa-15266	124	43	%	%	NOUN
cjfa-15266	124	44	t	t	NOUN
cjfa-15266	124	45	11.60	11.60	NUM
cjfa-15266	124	46	%	%	NOUN
cjfa-15266	124	47	10.25	10.25	NUM
cjfa-15266	124	48	%	%	NOUN
cjfa-15266	124	49	9.25	9.25	NUM
cjfa-15266	124	50	%	%	NOUN
cjfa-15266	124	51	7.32	7.32	NUM
cjfa-15266	124	52	%	%	NOUN
cjfa-15266	124	53	5.97	5.97	NUM
cjfa-15266	124	54	%	%	NOUN
cjfa-15266	124	55	skewed	skewed	ADJ
cjfa-15266	124	56	t	t	PROPN
cjfa-15266	124	57	10.52	10.52	NUM
cjfa-15266	124	58	%	%	NOUN
cjfa-15266	124	59	8.20	8.20	NUM
cjfa-15266	124	60	%	%	NOUN
cjfa-15266	124	61	7.35	7.35	NUM
cjfa-15266	124	62	%	%	NOUN
cjfa-15266	124	63	5.50	5.50	NUM
cjfa-15266	124	64	%	%	NOUN
cjfa-15266	124	65	4.50	4.50	NUM
cjfa-15266	124	66	%	%	NOUN
cjfa-15266	124	67	heavy	heavy	ADV
cjfa-15266	124	68	-	-	PUNCT
cjfa-15266	124	69	tailed	tail	VERB
cjfa-15266	124	70	distributions	distribution	NOUN
cjfa-15266	124	71	and	and	CCONJ
cjfa-15266	124	72	the	the	DET
cjfa-15266	124	73	canadian	canadian	ADJ
cjfa-15266	124	74	stock	stock	NOUN
cjfa-15266	124	75	…	…	PUNCT
cjfa-15266	124	76	19	19	NUM
cjfa-15266	124	77	right	right	ADJ
cjfa-15266	124	78	tail	tail	NOUN
cjfa-15266	124	79	nig	nig	NOUN
cjfa-15266	124	80	11.17	11.17	NUM
cjfa-15266	124	81	%	%	NOUN
cjfa-15266	124	82	9.85	9.85	NUM
cjfa-15266	124	83	%	%	NOUN
cjfa-15266	124	84	8.17	8.17	NUM
cjfa-15266	124	85	%	%	NOUN
cjfa-15266	124	86	7.00	7.00	NUM
cjfa-15266	124	87	%	%	NOUN
cjfa-15266	124	88	5.90	5.90	NUM
cjfa-15266	124	89	%	%	NOUN
cjfa-15266	124	90	gh	gh	PROPN
cjfa-15266	124	91	12.05	12.05	NUM
cjfa-15266	124	92	%	%	NOUN
cjfa-15266	124	93	10.07	10.07	NUM
cjfa-15266	124	94	%	%	NOUN
cjfa-15266	124	95	8.47	8.47	NUM
cjfa-15266	124	96	%	%	NOUN
cjfa-15266	124	97	6.90	6.90	NUM
cjfa-15266	124	98	%	%	NOUN
cjfa-15266	124	99	5.27	5.27	NUM
cjfa-15266	124	100	%	%	NOUN
cjfa-15266	124	101	s	s	PART
cjfa-15266	124	102	o	o	NOUN
cjfa-15266	124	103	u	u	NOUN
cjfa-15266	124	104	r	r	NOUN
cjfa-15266	124	105	c	c	NOUN
cjfa-15266	124	106	e	e	NOUN
cjfa-15266	124	107	:	:	PUNCT
cjfa-15266	124	108	authors	author	NOUN
cjfa-15266	124	109	’	’	PART
cjfa-15266	124	110	analysis	analysis	NOUN
cjfa-15266	124	111	.	.	PUNCT
cjfa-15266	125	1	financial	financial	ADJ
cjfa-15266	125	2	market	market	NOUN
cjfa-15266	125	3	participants	participant	NOUN
cjfa-15266	125	4	are	be	AUX
cjfa-15266	125	5	always	always	ADV
cjfa-15266	125	6	interested	interested	ADJ
cjfa-15266	125	7	in	in	ADP
cjfa-15266	125	8	the	the	DET
cjfa-15266	125	9	tail	tail	NOUN
cjfa-15266	125	10	parts	part	NOUN
cjfa-15266	125	11	of	of	ADP
cjfa-15266	125	12	the	the	DET
cjfa-15266	125	13	statistical	statistical	ADJ
cjfa-15266	125	14	distributions	distribution	NOUN
cjfa-15266	125	15	,	,	PUNCT
cjfa-15266	125	16	since	since	SCONJ
cjfa-15266	125	17	precision	precision	NOUN
cjfa-15266	125	18	of	of	ADP
cjfa-15266	125	19	the	the	DET
cjfa-15266	125	20	tails	tail	NOUN
cjfa-15266	125	21	are	be	AUX
cjfa-15266	125	22	crucial	crucial	ADJ
cjfa-15266	125	23	for	for	ADP
cjfa-15266	125	24	financial	financial	ADJ
cjfa-15266	125	25	risk	risk	NOUN
cjfa-15266	125	26	management	management	NOUN
cjfa-15266	125	27	.	.	PUNCT
cjfa-15266	126	1	thus	thus	ADV
cjfa-15266	126	2	,	,	PUNCT
cjfa-15266	126	3	statistical	statistical	ADJ
cjfa-15266	126	4	distributions	distribution	NOUN
cjfa-15266	126	5	which	which	PRON
cjfa-15266	126	6	can	can	AUX
cjfa-15266	126	7	capture	capture	VERB
cjfa-15266	126	8	the	the	DET
cjfa-15266	126	9	tail	tail	NOUN
cjfa-15266	126	10	parts	part	NOUN
cjfa-15266	126	11	of	of	ADP
cjfa-15266	126	12	the	the	DET
cjfa-15266	126	13	empirical	empirical	ADJ
cjfa-15266	126	14	distribution	distribution	NOUN
cjfa-15266	126	15	would	would	AUX
cjfa-15266	126	16	be	be	AUX
cjfa-15266	126	17	particular	particular	ADJ
cjfa-15266	126	18	interesting	interesting	ADJ
cjfa-15266	126	19	for	for	ADP
cjfa-15266	126	20	the	the	DET
cjfa-15266	126	21	market	market	NOUN
cjfa-15266	126	22	participants	participant	NOUN
cjfa-15266	126	23	.	.	PUNCT
cjfa-15266	127	1	in	in	ADP
cjfa-15266	127	2	this	this	DET
cjfa-15266	127	3	paper	paper	NOUN
cjfa-15266	127	4	,	,	PUNCT
cjfa-15266	127	5	we	we	PRON
cjfa-15266	127	6	focus	focus	VERB
cjfa-15266	127	7	on	on	ADP
cjfa-15266	127	8	the	the	DET
cjfa-15266	127	9	gsptse	gsptse	PROPN
cjfa-15266	127	10	index	index	NOUN
cjfa-15266	127	11	,	,	PUNCT
cjfa-15266	127	12	the	the	DET
cjfa-15266	127	13	most	most	ADV
cjfa-15266	127	14	important	important	ADJ
cjfa-15266	127	15	risk	risk	NOUN
cjfa-15266	127	16	factor	factor	NOUN
cjfa-15266	127	17	in	in	ADP
cjfa-15266	127	18	the	the	DET
cjfa-15266	127	19	equity	equity	NOUN
cjfa-15266	127	20	market	market	NOUN
cjfa-15266	127	21	in	in	ADP
cjfa-15266	127	22	canada	canada	PROPN
cjfa-15266	127	23	,	,	PUNCT
cjfa-15266	127	24	and	and	CCONJ
cjfa-15266	127	25	develop	develop	VERB
cjfa-15266	127	26	a	a	DET
cjfa-15266	127	27	methodology	methodology	NOUN
cjfa-15266	127	28	to	to	PART
cjfa-15266	127	29	construct	construct	VERB
cjfa-15266	127	30	its	its	PRON
cjfa-15266	127	31	stress	stress	NOUN
cjfa-15266	127	32	test	test	NOUN
cjfa-15266	127	33	scenarios	scenario	NOUN
cjfa-15266	127	34	.	.	PUNCT
cjfa-15266	128	1	by	by	ADP
cjfa-15266	128	2	comparing	compare	VERB
cjfa-15266	128	3	empirical	empirical	ADJ
cjfa-15266	128	4	performance	performance	NOUN
cjfa-15266	128	5	of	of	ADP
cjfa-15266	128	6	different	different	ADJ
cjfa-15266	128	7	statistical	statistical	ADJ
cjfa-15266	128	8	distributions	distribution	NOUN
cjfa-15266	128	9	,	,	PUNCT
cjfa-15266	128	10	our	our	PRON
cjfa-15266	128	11	results	result	NOUN
cjfa-15266	128	12	show	show	VERB
cjfa-15266	128	13	the	the	DET
cjfa-15266	128	14	skewed	skewed	PROPN
cjfa-15266	128	15	t	t	NOUN
cjfa-15266	128	16	distribution	distribution	NOUN
cjfa-15266	128	17	could	could	AUX
cjfa-15266	128	18	generate	generate	VERB
cjfa-15266	128	19	the	the	DET
cjfa-15266	128	20	most	most	ADV
cjfa-15266	128	21	suitable	suitable	ADJ
cjfa-15266	128	22	risk	risk	NOUN
cjfa-15266	128	23	management	management	NOUN
cjfa-15266	128	24	scenarios	scenario	NOUN
cjfa-15266	128	25	for	for	ADP
cjfa-15266	128	26	gsptse	gsptse	ADJ
cjfa-15266	128	27	index	index	NOUN
cjfa-15266	128	28	.	.	PUNCT
cjfa-15266	129	1	there	there	PRON
cjfa-15266	129	2	are	be	VERB
cjfa-15266	129	3	two	two	NUM
cjfa-15266	129	4	directions	direction	NOUN
cjfa-15266	129	5	for	for	ADP
cjfa-15266	129	6	further	further	ADJ
cjfa-15266	129	7	research	research	NOUN
cjfa-15266	129	8	.	.	PUNCT
cjfa-15266	130	1	first	first	ADV
cjfa-15266	130	2	,	,	PUNCT
cjfa-15266	130	3	one	one	PRON
cjfa-15266	130	4	may	may	AUX
cjfa-15266	130	5	jointly	jointly	ADV
cjfa-15266	130	6	consider	consider	VERB
cjfa-15266	130	7	the	the	DET
cjfa-15266	130	8	risk	risk	NOUN
cjfa-15266	130	9	factor	factor	NOUN
cjfa-15266	130	10	of	of	ADP
cjfa-15266	130	11	stock	stock	NOUN
cjfa-15266	130	12	market	market	NOUN
cjfa-15266	130	13	returns	return	NOUN
cjfa-15266	130	14	with	with	ADP
cjfa-15266	130	15	other	other	ADJ
cjfa-15266	130	16	risk	risk	NOUN
cjfa-15266	130	17	factors	factor	NOUN
cjfa-15266	130	18	,	,	PUNCT
cjfa-15266	130	19	such	such	ADJ
cjfa-15266	130	20	as	as	ADP
cjfa-15266	130	21	unemployment	unemployment	NOUN
cjfa-15266	130	22	and	and	CCONJ
cjfa-15266	130	23	interest	interest	NOUN
cjfa-15266	130	24	rates	rate	NOUN
cjfa-15266	130	25	,	,	PUNCT
cjfa-15266	130	26	and	and	CCONJ
cjfa-15266	130	27	investigate	investigate	VERB
cjfa-15266	130	28	how	how	SCONJ
cjfa-15266	130	29	to	to	PART
cjfa-15266	130	30	extend	extend	VERB
cjfa-15266	130	31	the	the	DET
cjfa-15266	130	32	skewed	skewed	ADJ
cjfa-15266	130	33	t	t	NOUN
cjfa-15266	130	34	distribution	distribution	NOUN
cjfa-15266	130	35	to	to	ADP
cjfa-15266	130	36	the	the	DET
cjfa-15266	130	37	tail	tail	NOUN
cjfa-15266	130	38	-	-	PUNCT
cjfa-15266	130	39	dependence	dependence	NOUN
cjfa-15266	130	40	framework	framework	NOUN
cjfa-15266	130	41	.	.	PUNCT
cjfa-15266	131	1	second	second	ADJ
cjfa-15266	131	2	,	,	PUNCT
cjfa-15266	131	3	one	one	PRON
cjfa-15266	131	4	may	may	AUX
cjfa-15266	131	5	introduce	introduce	VERB
cjfa-15266	131	6	the	the	DET
cjfa-15266	131	7	heavy	heavy	ADV
cjfa-15266	131	8	-	-	PUNCT
cjfa-15266	131	9	tailed	tail	VERB
cjfa-15266	131	10	distributions	distribution	NOUN
cjfa-15266	131	11	to	to	ADP
cjfa-15266	131	12	the	the	DET
cjfa-15266	131	13	generalized	generalized	ADJ
cjfa-15266	131	14	autoregressive	autoregressive	ADJ
cjfa-15266	131	15	conditional	conditional	ADJ
cjfa-15266	131	16	heteroskedasticity	heteroskedasticity	NOUN
cjfa-15266	131	17	(	(	PUNCT
cjfa-15266	131	18	garch	garch	NOUN
cjfa-15266	131	19	)	)	PUNCT
cjfa-15266	131	20	framework	framework	NOUN
cjfa-15266	131	21	as	as	ADP
cjfa-15266	131	22	in	in	ADP
cjfa-15266	131	23	guo	guo	PROPN
cjfa-15266	131	24	(	(	PUNCT
cjfa-15266	131	25	2017b	2017b	NUM
cjfa-15266	131	26	,	,	PUNCT
cjfa-15266	131	27	2017c	2017c	NUM
cjfa-15266	131	28	)	)	PUNCT
cjfa-15266	131	29	and	and	CCONJ
cjfa-15266	131	30	study	study	VERB
cjfa-15266	131	31	their	their	PRON
cjfa-15266	131	32	implications	implication	NOUN
cjfa-15266	131	33	in	in	ADP
cjfa-15266	131	34	financial	financial	ADJ
cjfa-15266	131	35	risk	risk	NOUN
cjfa-15266	131	36	management	management	NOUN
cjfa-15266	131	37	,	,	PUNCT
cjfa-15266	131	38	and	and	CCONJ
cjfa-15266	131	39	the	the	DET
cjfa-15266	131	40	extension	extension	NOUN
cjfa-15266	131	41	would	would	AUX
cjfa-15266	131	42	be	be	AUX
cjfa-15266	131	43	similar	similar	ADJ
cjfa-15266	131	44	as	as	ADP
cjfa-15266	131	45	the	the	DET
cjfa-15266	131	46	studies	study	NOUN
cjfa-15266	131	47	in	in	ADP
cjfa-15266	131	48	day	day	NOUN
cjfa-15266	131	49	and	and	CCONJ
cjfa-15266	131	50	diamond	diamond	NOUN
cjfa-15266	131	51	(	(	PUNCT
cjfa-15266	131	52	2017	2017	NUM
cjfa-15266	131	53	)	)	PUNCT
cjfa-15266	131	54	,	,	PUNCT
cjfa-15266	131	55	maree	maree	PROPN
cjfa-15266	131	56	(	(	PUNCT
cjfa-15266	131	57	2017	2017	NUM
cjfa-15266	131	58	)	)	PUNCT
cjfa-15266	131	59	and	and	CCONJ
cjfa-15266	131	60	maree	maree	PROPN
cjfa-15266	131	61	,	,	PUNCT
cjfa-15266	131	62	carr	carr	PROPN
cjfa-15266	131	63	and	and	CCONJ
cjfa-15266	131	64	howard	howard	PROPN
cjfa-15266	131	65	(	(	PUNCT
cjfa-15266	131	66	2017	2017	NUM
cjfa-15266	131	67	)	)	PUNCT
cjfa-15266	131	68	.	.	PUNCT
cjfa-15266	132	1	finally	finally	ADV
cjfa-15266	132	2	,	,	PUNCT
cjfa-15266	132	3	one	one	PRON
cjfa-15266	132	4	might	might	AUX
cjfa-15266	132	5	consider	consider	VERB
cjfa-15266	132	6	a	a	DET
cjfa-15266	132	7	portfolio	portfolio	NOUN
cjfa-15266	132	8	with	with	ADP
cjfa-15266	132	9	multiple	multiple	ADJ
cjfa-15266	132	10	assets	asset	NOUN
cjfa-15266	132	11	and	and	CCONJ
cjfa-15266	132	12	consider	consider	VERB
cjfa-15266	132	13	risk	risk	NOUN
cjfa-15266	132	14	management	management	NOUN
cjfa-15266	132	15	of	of	ADP
cjfa-15266	132	16	heavy	heavy	ADJ
cjfa-15266	132	17	tails	tail	NOUN
cjfa-15266	132	18	across	across	ADP
cjfa-15266	132	19	assets	asset	NOUN
cjfa-15266	132	20	in	in	ADP
cjfa-15266	132	21	a	a	DET
cjfa-15266	132	22	multivariate	multivariate	NOUN
cjfa-15266	132	23	garch	garch	NOUN
cjfa-15266	132	24	framework	framework	NOUN
cjfa-15266	132	25	as	as	ADP
cjfa-15266	132	26	in	in	ADP
cjfa-15266	132	27	karolyi	karolyi	PROPN
cjfa-15266	132	28	(	(	PUNCT
cjfa-15266	132	29	2012	2012	NUM
cjfa-15266	132	30	)	)	PUNCT
cjfa-15266	132	31	and	and	CCONJ
cjfa-15266	132	32	guo	guo	PROPN
cjfa-15266	132	33	(	(	PUNCT
cjfa-15266	132	34	2017d	2017d	NUM
cjfa-15266	132	35	)	)	PUNCT
cjfa-15266	132	36	.	.	PUNCT
cjfa-15266	133	1	as	as	ADP
cjfa-15266	133	2	in	in	ADP
cjfa-15266	133	3	guo	guo	PROPN
cjfa-15266	133	4	(	(	PUNCT
cjfa-15266	133	5	2017d	2017d	NUM
cjfa-15266	133	6	)	)	PUNCT
cjfa-15266	133	7	,	,	PUNCT
cjfa-15266	133	8	to	to	PART
cjfa-15266	133	9	capture	capture	VERB
cjfa-15266	133	10	the	the	DET
cjfa-15266	133	11	tail	tail	NOUN
cjfa-15266	133	12	risks	risk	NOUN
cjfa-15266	133	13	across	across	ADP
cjfa-15266	133	14	assets	asset	NOUN
cjfa-15266	133	15	,	,	PUNCT
cjfa-15266	133	16	one	one	PRON
cjfa-15266	133	17	has	have	VERB
cjfa-15266	133	18	to	to	PART
cjfa-15266	133	19	rely	rely	VERB
cjfa-15266	133	20	on	on	ADP
cjfa-15266	133	21	the	the	DET
cjfa-15266	133	22	copula	copula	NOUN
cjfa-15266	133	23	approach	approach	NOUN
cjfa-15266	133	24	.	.	PUNCT
cjfa-15266	134	1	however	however	ADV
cjfa-15266	134	2	,	,	PUNCT
cjfa-15266	134	3	the	the	DET
cjfa-15266	134	4	skewed	skewed	ADJ
cjfa-15266	134	5	t	t	NOUN
cjfa-15266	134	6	distribution	distribution	NOUN
cjfa-15266	134	7	with	with	ADP
cjfa-15266	134	8	copula	copula	NOUN
cjfa-15266	134	9	still	still	ADV
cjfa-15266	134	10	project	project	VERB
cjfa-15266	134	11	better	well	ADJ
cjfa-15266	134	12	risk	risk	NOUN
cjfa-15266	134	13	measures	measure	NOUN
cjfa-15266	134	14	,	,	PUNCT
cjfa-15266	134	15	at	at	ADP
cjfa-15266	134	16	least	least	ADJ
cjfa-15266	134	17	for	for	ADP
cjfa-15266	134	18	the	the	DET
cjfa-15266	134	19	case	case	NOUN
cjfa-15266	134	20	of	of	ADP
cjfa-15266	134	21	two	two	NUM
cjfa-15266	134	22	assets	asset	NOUN
cjfa-15266	134	23	.	.	PUNCT
cjfa-15266	135	1	as	as	SCONJ
cjfa-15266	135	2	pointed	point	VERB
cjfa-15266	135	3	out	out	ADP
cjfa-15266	135	4	in	in	ADP
cjfa-15266	135	5	cont	cont	NOUN
cjfa-15266	135	6	(	(	PUNCT
cjfa-15266	135	7	2001	2001	NUM
cjfa-15266	135	8	)	)	PUNCT
cjfa-15266	135	9	,	,	PUNCT
cjfa-15266	135	10	there	there	PRON
cjfa-15266	135	11	are	be	VERB
cjfa-15266	135	12	several	several	ADJ
cjfa-15266	135	13	other	other	ADJ
cjfa-15266	135	14	stylized	stylize	VERB
cjfa-15266	135	15	facts	fact	NOUN
cjfa-15266	135	16	observed	observe	VERB
cjfa-15266	135	17	in	in	ADP
cjfa-15266	135	18	the	the	DET
cjfa-15266	135	19	financial	financial	ADJ
cjfa-15266	135	20	markets	market	NOUN
cjfa-15266	135	21	:	:	PUNCT
cjfa-15266	135	22	such	such	ADJ
cjfa-15266	135	23	as	as	ADP
cjfa-15266	135	24	the	the	DET
cjfa-15266	135	25	correlation	correlation	NOUN
cjfa-15266	135	26	of	of	ADP
cjfa-15266	135	27	volume	volume	NOUN
cjfa-15266	135	28	and	and	CCONJ
cjfa-15266	135	29	volatility	volatility	NOUN
cjfa-15266	135	30	.	.	PUNCT
cjfa-15266	136	1	it	it	PRON
cjfa-15266	136	2	is	be	AUX
cjfa-15266	136	3	interesting	interesting	ADJ
cjfa-15266	136	4	to	to	PART
cjfa-15266	136	5	investigate	investigate	VERB
cjfa-15266	136	6	if	if	SCONJ
cjfa-15266	136	7	the	the	DET
cjfa-15266	136	8	heavy	heavy	ADJ
cjfa-15266	136	9	tails	tail	NOUN
cjfa-15266	136	10	are	be	AUX
cjfa-15266	136	11	also	also	ADV
cjfa-15266	136	12	observed	observe	VERB
cjfa-15266	136	13	in	in	ADP
cjfa-15266	136	14	the	the	DET
cjfa-15266	136	15	volume	volume	NOUN
cjfa-15266	136	16	series	series	NOUN
cjfa-15266	136	17	and	and	CCONJ
cjfa-15266	136	18	also	also	ADV
cjfa-15266	136	19	if	if	SCONJ
cjfa-15266	136	20	the	the	DET
cjfa-15266	136	21	skewed	skewed	PROPN
cjfa-15266	136	22	t	t	NOUN
cjfa-15266	136	23	distribution	distribution	NOUN
cjfa-15266	136	24	has	have	VERB
cjfa-15266	136	25	a	a	DET
cjfa-15266	136	26	similar	similar	ADJ
cjfa-15266	136	27	superior	superior	ADJ
cjfa-15266	136	28	performance	performance	NOUN
cjfa-15266	136	29	in	in	ADP
cjfa-15266	136	30	fitting	fit	VERB
cjfa-15266	136	31	the	the	DET
cjfa-15266	136	32	volume	volume	NOUN
cjfa-15266	136	33	growth	growth	NOUN
cjfa-15266	136	34	.	.	PUNCT
cjfa-15266	137	1	all	all	DET
cjfa-15266	137	2	these	these	PRON
cjfa-15266	137	3	are	be	AUX
cjfa-15266	137	4	left	leave	VERB
cjfa-15266	137	5	for	for	ADP
cjfa-15266	137	6	future	future	ADJ
cjfa-15266	137	7	research	research	NOUN
cjfa-15266	137	8	.	.	PUNCT
cjfa-15266	138	1	table	table	NOUN
cjfa-15266	138	2	4	4	NUM
cjfa-15266	138	3	.	.	PUNCT
cjfa-15266	139	1	scenarios	scenario	NOUN
cjfa-15266	139	2	for	for	ADP
cjfa-15266	139	3	gsptse	gsptse	ADJ
cjfa-15266	139	4	shocks	shock	NOUN
cjfa-15266	139	5	david	david	PROPN
cjfa-15266	139	6	eden	eden	PROPN
cjfa-15266	139	7	,	,	PUNCT
cjfa-15266	139	8	paul	paul	PROPN
cjfa-15266	139	9	huffman	huffman	PROPN
cjfa-15266	139	10	,	,	PUNCT
cjfa-15266	139	11	john	john	PROPN
cjfa-15266	139	12	holman20	holman20	PROPN
cjfa-15266	139	13	ahn	ahn	PROPN
cjfa-15266	139	14	,	,	PUNCT
cjfa-15266	139	15	s.	s.	PROPN
cjfa-15266	139	16	,	,	PUNCT
cjfa-15266	139	17	kim	kim	PROPN
cjfa-15266	139	18	,	,	PUNCT
cjfa-15266	139	19	joseph	joseph	PROPN
cjfa-15266	139	20	h.t	h.t	PROPN
cjfa-15266	139	21	.	.	PROPN
cjfa-15266	139	22	,	,	PUNCT
cjfa-15266	139	23	&	&	CCONJ
cjfa-15266	139	24	ramaswami	ramaswami	NOUN
cjfa-15266	139	25	.	.	PUNCT
cjfa-15266	140	1	v.	v.	PROPN
cjfa-15266	140	2	(	(	PUNCT
cjfa-15266	140	3	2012	2012	NUM
cjfa-15266	140	4	)	)	PUNCT
cjfa-15266	140	5	.	.	PUNCT
cjfa-15266	141	1	a	a	DET
cjfa-15266	141	2	new	new	ADJ
cjfa-15266	141	3	class	class	NOUN
cjfa-15266	141	4	of	of	ADP
cjfa-15266	141	5	models	model	NOUN
cjfa-15266	141	6	for	for	ADP
cjfa-15266	141	7	heavy	heavy	ADJ
cjfa-15266	141	8	tailed	tail	VERB
cjfa-15266	141	9	distributions	distribution	NOUN
cjfa-15266	141	10	in	in	ADP
cjfa-15266	141	11	finance	finance	NOUN
cjfa-15266	141	12	and	and	CCONJ
cjfa-15266	141	13	insurance	insurance	NOUN
cjfa-15266	141	14	risk	risk	NOUN
cjfa-15266	141	15	.	.	PUNCT
cjfa-15266	142	1	insurance	insurance	NOUN
cjfa-15266	142	2	:	:	PUNCT
cjfa-15266	142	3	mathematics	mathematic	NOUN
cjfa-15266	142	4	and	and	CCONJ
cjfa-15266	142	5	economics	economic	NOUN
cjfa-15266	142	6	,	,	PUNCT
cjfa-15266	142	7	51(1	51(1	NUM
cjfa-15266	142	8	)	)	PUNCT
cjfa-15266	142	9	,	,	PUNCT
cjfa-15266	142	10	43–52	43–52	NUM
cjfa-15266	142	11	.	.	PUNCT
cjfa-15266	143	1	http://dx.doi.org/10.1016/j.msmatheco.2012.02.002	http://dx.doi.org/10.1016/j.msmatheco.2012.02.002	PROPN
cjfa-15266	143	2	.	.	PUNCT
cjfa-15266	143	3	asmussen	asmussen	PROPN
cjfa-15266	143	4	,	,	PUNCT
cjfa-15266	143	5	s.	s.	PROPN
cjfa-15266	143	6	(	(	PUNCT
cjfa-15266	143	7	2003	2003	NUM
cjfa-15266	143	8	)	)	PUNCT
cjfa-15266	143	9	.	.	PUNCT
cjfa-15266	144	1	stead	stead	ADJ
cjfa-15266	144	2	-	-	PUNCT
cjfa-15266	144	3	state	state	NOUN
cjfa-15266	144	4	properties	property	NOUN
cjfa-15266	144	5	of	of	ADP
cjfa-15266	144	6	gi	gi	NOUN
cjfa-15266	144	7	/	/	SYM
cjfa-15266	144	8	g/1	g/1	NOUN
cjfa-15266	144	9	.	.	PUNCT
cjfa-15266	145	1	applied	apply	VERB
cjfa-15266	145	2	probability	probability	NOUN
cjfa-15266	145	3	and	and	CCONJ
cjfa-15266	145	4	queues	queue	NOUN
cjfa-15266	145	5	–	–	PUNCT
cjfa-15266	145	6	stochastic	stochastic	NOUN
cjfa-15266	145	7	modelling	modelling	NOUN
cjfa-15266	145	8	and	and	CCONJ
cjfa-15266	145	9	applied	apply	VERB
cjfa-15266	145	10	probability	probability	NOUN
cjfa-15266	145	11	,	,	PUNCT
cjfa-15266	145	12	vol	vol	NOUN
cjfa-15266	145	13	.	.	PROPN
cjfa-15266	146	1	51	51	NUM
cjfa-15266	146	2	,	,	PUNCT
cjfa-15266	146	3	266–301	266–301	NUM
cjfa-15266	146	4	.	.	PUNCT
cjfa-15266	146	5	bradley	bradley	PROPN
cjfa-15266	146	6	,	,	PUNCT
cjfa-15266	146	7	b.	b.	PROPN
cjfa-15266	146	8	o.	o.	PROPN
cjfa-15266	146	9	,	,	PUNCT
cjfa-15266	146	10	&	&	CCONJ
cjfa-15266	146	11	taqqu	taqqu	PROPN
cjfa-15266	146	12	,	,	PUNCT
cjfa-15266	146	13	m.	m.	NOUN
cjfa-15266	146	14	s.	s.	PROPN
cjfa-15266	146	15	(	(	PUNCT
cjfa-15266	146	16	2003	2003	NUM
cjfa-15266	146	17	)	)	PUNCT
cjfa-15266	146	18	.	.	PUNCT
cjfa-15266	147	1	financial	financial	ADJ
cjfa-15266	147	2	risk	risk	NOUN
cjfa-15266	147	3	and	and	CCONJ
cjfa-15266	147	4	heavy	heavy	ADJ
cjfa-15266	147	5	tails	tail	NOUN
cjfa-15266	147	6	.	.	PUNCT
cjfa-15266	148	1	handbook	handbook	NOUN
cjfa-15266	148	2	of	of	ADP
cjfa-15266	148	3	heavy	heavy	ADJ
cjfa-15266	148	4	tailed	tail	VERB
cjfa-15266	148	5	distributions	distribution	NOUN
cjfa-15266	148	6	in	in	ADP
cjfa-15266	148	7	finance	finance	NOUN
cjfa-15266	148	8	,	,	PUNCT
cjfa-15266	148	9	chapter	chapter	NOUN
cjfa-15266	148	10	2	2	NUM
cjfa-15266	148	11	,	,	PUNCT
cjfa-15266	148	12	vol	vol	NOUN
cjfa-15266	148	13	.	.	PROPN
cjfa-15266	148	14	1	1	NUM
cjfa-15266	148	15	,	,	PUNCT
cjfa-15266	148	16	35–103	35–103	NUM
cjfa-15266	148	17	.	.	PUNCT
cjfa-15266	149	1	http://dx.doi.org/10.1016/	http://dx.doi.org/10.1016/	DET
cjfa-15266	149	2	b978	b978	PROPN
cjfa-15266	149	3	-	-	PUNCT
cjfa-15266	149	4	044450896	044450896	NUM
cjfa-15266	149	5	-	-	PUNCT
cjfa-15266	149	6	6.50004	6.50004	NUM
cjfa-15266	149	7	-	-	SYM
cjfa-15266	149	8	2	2	NUM
cjfa-15266	149	9	.	.	PUNCT
cjfa-15266	149	10	cont	cont	PROPN
cjfa-15266	149	11	,	,	PUNCT
cjfa-15266	149	12	r.	r.	PROPN
cjfa-15266	149	13	(	(	PUNCT
cjfa-15266	149	14	2001	2001	NUM
cjfa-15266	149	15	)	)	PUNCT
cjfa-15266	149	16	.	.	PUNCT
cjfa-15266	150	1	empirical	empirical	ADJ
cjfa-15266	150	2	properties	property	NOUN
cjfa-15266	150	3	of	of	ADP
cjfa-15266	150	4	asset	asset	NOUN
cjfa-15266	150	5	returns	return	NOUN
cjfa-15266	150	6	:	:	PUNCT
cjfa-15266	150	7	stylized	stylize	VERB
cjfa-15266	150	8	facts	fact	NOUN
cjfa-15266	150	9	and	and	CCONJ
cjfa-15266	150	10	statistical	statistical	ADJ
cjfa-15266	150	11	issues	issue	NOUN
cjfa-15266	150	12	.	.	PUNCT
cjfa-15266	151	1	quantitative	quantitative	ADJ
cjfa-15266	151	2	finance	finance	NOUN
cjfa-15266	151	3	,	,	PUNCT
cjfa-15266	151	4	vol	vol	NOUN
cjfa-15266	151	5	.	.	PROPN
cjfa-15266	151	6	1	1	NUM
cjfa-15266	151	7	,	,	PUNCT
cjfa-15266	151	8	223–236	223–236	NUM
cjfa-15266	151	9	.	.	PUNCT
cjfa-15266	151	10	day	day	NOUN
cjfa-15266	151	11	,	,	PUNCT
cjfa-15266	151	12	m.	m.	NOUN
cjfa-15266	151	13	,	,	PUNCT
cjfa-15266	151	14	&	&	CCONJ
cjfa-15266	151	15	diamond	diamond	NOUN
cjfa-15266	151	16	,	,	PUNCT
cjfa-15266	151	17	m.	m.	NOUN
cjfa-15266	151	18	(	(	PUNCT
cjfa-15266	151	19	2017	2017	NUM
cjfa-15266	151	20	)	)	PUNCT
cjfa-15266	151	21	,	,	PUNCT
cjfa-15266	151	22	garch	garch	NOUN
cjfa-15266	151	23	model	model	NOUN
cjfa-15266	151	24	,	,	PUNCT
cjfa-15266	151	25	heavy	heavy	ADJ
cjfa-15266	151	26	tails	tail	NOUN
cjfa-15266	151	27	and	and	CCONJ
cjfa-15266	151	28	the	the	DET
cjfa-15266	151	29	chinese	chinese	ADJ
cjfa-15266	151	30	stock	stock	NOUN
cjfa-15266	151	31	market	market	NOUN
cjfa-15266	151	32	returns	return	NOUN
cjfa-15266	151	33	,	,	PUNCT
cjfa-15266	151	34	working	working	NOUN
cjfa-15266	151	35	paper	paper	NOUN
cjfa-15266	151	36	.	.	PUNCT
cjfa-15266	152	1	glasserman	glasserman	NOUN
cjfa-15266	152	2	,	,	PUNCT
cjfa-15266	152	3	p.	p.	NOUN
cjfa-15266	152	4	,	,	PUNCT
cjfa-15266	152	5	heidelberger	heidelberger	NOUN
cjfa-15266	152	6	,	,	PUNCT
cjfa-15266	152	7	p.	p.	NOUN
cjfa-15266	152	8	,	,	PUNCT
cjfa-15266	152	9	&	&	CCONJ
cjfa-15266	152	10	shahabuddin	shahabuddin	PROPN
cjfa-15266	152	11	,	,	PUNCT
cjfa-15266	153	1	p.	p.	NOUN
cjfa-15266	153	2	(	(	PUNCT
cjfa-15266	153	3	2002	2002	NUM
cjfa-15266	153	4	)	)	PUNCT
cjfa-15266	153	5	.	.	PUNCT
cjfa-15266	154	1	portfolio	portfolio	NOUN
cjfa-15266	154	2	value	value	NOUN
cjfa-15266	154	3	-	-	PUNCT
cjfa-15266	154	4	at	at	ADP
cjfa-15266	154	5	-	-	PUNCT
cjfa-15266	154	6	risk	risk	NOUN
cjfa-15266	154	7	with	with	ADP
cjfa-15266	154	8	heavytailed	heavytailed	ADJ
cjfa-15266	154	9	risk	risk	NOUN
cjfa-15266	154	10	factors	factor	NOUN
cjfa-15266	154	11	.	.	PUNCT
cjfa-15266	155	1	mathematical	mathematical	ADJ
cjfa-15266	155	2	finance	finance	NOUN
cjfa-15266	155	3	,	,	PUNCT
cjfa-15266	155	4	12(3	12(3	NUM
cjfa-15266	155	5	)	)	PUNCT
cjfa-15266	155	6	,	,	PUNCT
cjfa-15266	155	7	239–269	239–269	NUM
cjfa-15266	155	8	.	.	PUNCT
cjfa-15266	156	1	http://dx.doi.org/10.1111	http://dx.doi.org/10.1111	NOUN
cjfa-15266	156	2	/1467	/1467	PUNCT
cjfa-15266	156	3	-	-	NOUN
cjfa-15266	156	4	9965.00141	9965.00141	ADJ
cjfa-15266	156	5	.	.	PUNCT
cjfa-15266	157	1	guo	guo	PROPN
cjfa-15266	157	2	,	,	PUNCT
cjfa-15266	157	3	zi	zi	PROPN
cjfa-15266	157	4	-	-	PUNCT
cjfa-15266	157	5	yi	yi	PROPN
cjfa-15266	157	6	(	(	PUNCT
cjfa-15266	157	7	2017a	2017a	NUM
cjfa-15266	157	8	)	)	PUNCT
cjfa-15266	157	9	.	.	PUNCT
cjfa-15266	158	1	heavy	heavy	ADJ
cjfa-15266	158	2	-	-	PUNCT
cjfa-15266	158	3	tailed	tail	VERB
cjfa-15266	158	4	distribution	distribution	NOUN
cjfa-15266	158	5	and	and	CCONJ
cjfa-15266	158	6	risk	risk	NOUN
cjfa-15266	158	7	management	management	NOUN
cjfa-15266	158	8	of	of	ADP
cjfa-15266	158	9	equity	equity	NOUN
cjfa-15266	158	10	market	market	NOUN
cjfa-15266	158	11	tail	tail	NOUN
cjfa-15266	158	12	events	event	NOUN
cjfa-15266	158	13	.	.	PUNCT
cjfa-15266	159	1	journal	journal	NOUN
cjfa-15266	159	2	of	of	ADP
cjfa-15266	159	3	risk	risk	NOUN
cjfa-15266	159	4	&	&	CCONJ
cjfa-15266	159	5	control	control	NOUN
cjfa-15266	159	6	,	,	PUNCT
cjfa-15266	159	7	vol	vol	NOUN
cjfa-15266	159	8	.	.	PROPN
cjfa-15266	159	9	4	4	NUM
cjfa-15266	159	10	,	,	PUNCT
cjfa-15266	159	11	31–41	31–41	NUM
cjfa-15266	159	12	.	.	PUNCT
cjfa-15266	160	1	http://dx.doi.org/10.2139/ssrn.301379	http://dx.doi.org/10.2139/ssrn.301379	PROPN
cjfa-15266	160	2	.	.	PROPN
cjfa-15266	160	3	guo	guo	PROPN
cjfa-15266	160	4	,	,	PUNCT
cjfa-15266	160	5	zi	zi	PROPN
cjfa-15266	160	6	-	-	PUNCT
cjfa-15266	160	7	yi	yi	PROPN
cjfa-15266	160	8	(	(	PUNCT
cjfa-15266	160	9	2017b	2017b	NUM
cjfa-15266	160	10	)	)	PUNCT
cjfa-15266	160	11	,	,	PUNCT
cjfa-15266	160	12	a	a	DET
cjfa-15266	160	13	stochastic	stochastic	ADJ
cjfa-15266	160	14	factor	factor	NOUN
cjfa-15266	160	15	model	model	NOUN
cjfa-15266	160	16	for	for	ADP
cjfa-15266	160	17	risk	risk	NOUN
cjfa-15266	160	18	management	management	NOUN
cjfa-15266	160	19	of	of	ADP
cjfa-15266	160	20	commodity	commodity	NOUN
cjfa-15266	160	21	derivatives	derivative	NOUN
cjfa-15266	160	22	,	,	PUNCT
cjfa-15266	160	23	proceedings	proceeding	NOUN
cjfa-15266	160	24	of	of	ADP
cjfa-15266	160	25	the	the	DET
cjfa-15266	160	26	7th	7th	ADJ
cjfa-15266	160	27	economic	economic	ADJ
cjfa-15266	160	28	and	and	CCONJ
cjfa-15266	160	29	finance	finance	NOUN
cjfa-15266	160	30	conference	conference	NOUN
cjfa-15266	160	31	,	,	PUNCT
cjfa-15266	160	32	26–42	26–42	NUM
cjfa-15266	160	33	.	.	PUNCT
cjfa-15266	161	1	guo	guo	PROPN
cjfa-15266	161	2	,	,	PUNCT
cjfa-15266	161	3	zi	zi	PROPN
cjfa-15266	161	4	-	-	PUNCT
cjfa-15266	161	5	yi	yi	PROPN
cjfa-15266	161	6	(	(	PUNCT
cjfa-15266	161	7	2017c	2017c	NUM
cjfa-15266	161	8	)	)	PUNCT
cjfa-15266	161	9	,	,	PUNCT
cjfa-15266	161	10	models	model	NOUN
cjfa-15266	161	11	with	with	ADP
cjfa-15266	161	12	short	short	ADJ
cjfa-15266	161	13	-	-	PUNCT
cjfa-15266	161	14	term	term	NOUN
cjfa-15266	161	15	variations	variation	NOUN
cjfa-15266	161	16	and	and	CCONJ
cjfa-15266	161	17	long	long	ADJ
cjfa-15266	161	18	-	-	PUNCT
cjfa-15266	161	19	term	term	NOUN
cjfa-15266	161	20	dynamics	dynamic	NOUN
cjfa-15266	161	21	in	in	ADP
cjfa-15266	161	22	risk	risk	NOUN
cjfa-15266	161	23	management	management	NOUN
cjfa-15266	161	24	of	of	ADP
cjfa-15266	161	25	commodity	commodity	NOUN
cjfa-15266	161	26	derivatives	derivative	NOUN
cjfa-15266	161	27	,	,	PUNCT
cjfa-15266	161	28	mimeo	mimeo	NOUN
cjfa-15266	161	29	.	.	PUNCT
cjfa-15266	162	1	guo	guo	PROPN
cjfa-15266	162	2	,	,	PUNCT
cjfa-15266	162	3	zi	zi	PROPN
cjfa-15266	162	4	-	-	PUNCT
cjfa-15266	162	5	yi	yi	PROPN
cjfa-15266	162	6	(	(	PUNCT
cjfa-15266	162	7	2017d	2017d	NUM
cjfa-15266	162	8	)	)	PUNCT
cjfa-15266	162	9	.	.	PUNCT
cjfa-15266	163	1	how	how	SCONJ
cjfa-15266	163	2	information	information	NOUN
cjfa-15266	163	3	is	be	AUX
cjfa-15266	163	4	transmitted	transmit	VERB
cjfa-15266	163	5	across	across	ADP
cjfa-15266	163	6	the	the	DET
cjfa-15266	163	7	nations	nation	NOUN
cjfa-15266	163	8	?	?	PUNCT
cjfa-15266	164	1	an	an	DET
cjfa-15266	164	2	empirical	empirical	ADJ
cjfa-15266	164	3	investigation	investigation	NOUN
cjfa-15266	164	4	of	of	ADP
cjfa-15266	164	5	the	the	DET
cjfa-15266	164	6	us	us	PROPN
cjfa-15266	164	7	and	and	CCONJ
cjfa-15266	164	8	chinese	chinese	ADJ
cjfa-15266	164	9	commodity	commodity	NOUN
cjfa-15266	164	10	markets	market	NOUN
cjfa-15266	164	11	.	.	PUNCT
cjfa-15266	165	1	global	global	ADJ
cjfa-15266	165	2	journal	journal	PROPN
cjfa-15266	165	3	of	of	ADP
cjfa-15266	165	4	management	management	NOUN
cjfa-15266	165	5	and	and	CCONJ
cjfa-15266	165	6	business	business	NOUN
cjfa-15266	165	7	research	research	NOUN
cjfa-15266	165	8	,	,	PUNCT
cjfa-15266	165	9	17(2	17(2	NUM
cjfa-15266	165	10	)	)	PUNCT
cjfa-15266	165	11	,	,	PUNCT
cjfa-15266	165	12	1–11	1–11	PROPN
cjfa-15266	165	13	.	.	PUNCT
cjfa-15266	166	1	hansen	hansen	PROPN
cjfa-15266	166	2	,	,	PUNCT
cjfa-15266	166	3	b.	b.	PROPN
cjfa-15266	166	4	(	(	PUNCT
cjfa-15266	166	5	1994	1994	NUM
cjfa-15266	166	6	)	)	PUNCT
cjfa-15266	166	7	.	.	PUNCT
cjfa-15266	167	1	autoregressive	autoregressive	ADJ
cjfa-15266	167	2	conditional	conditional	ADJ
cjfa-15266	167	3	density	density	NOUN
cjfa-15266	167	4	estimation	estimation	NOUN
cjfa-15266	167	5	.	.	PUNCT
cjfa-15266	168	1	international	international	ADJ
cjfa-15266	168	2	economic	economic	ADJ
cjfa-15266	168	3	review	review	NOUN
cjfa-15266	168	4	,	,	PUNCT
cjfa-15266	168	5	vol	vol	NOUN
cjfa-15266	168	6	.	.	PROPN
cjfa-15266	168	7	35	35	NUM
cjfa-15266	168	8	,	,	PUNCT
cjfa-15266	168	9	705–730	705–730	NUM
cjfa-15266	168	10	.	.	PUNCT
cjfa-15266	169	1	http://dx.doi.org/10.2307/2527081	http://dx.doi.org/10.2307/2527081	PROPN
cjfa-15266	169	2	.	.	PUNCT
cjfa-15266	170	1	huber	huber	NOUN
cjfa-15266	170	2	-	-	PUNCT
cjfa-15266	170	3	carol	carol	PROPN
cjfa-15266	170	4	,	,	PUNCT
cjfa-15266	170	5	c.	c.	PROPN
cjfa-15266	170	6	,	,	PUNCT
cjfa-15266	170	7	balakrishnan	balakrishnan	PROPN
cjfa-15266	170	8	,	,	PUNCT
cjfa-15266	170	9	n.	n.	NOUN
cjfa-15266	170	10	,	,	PUNCT
cjfa-15266	170	11	nikulin	nikulin	NOUN
cjfa-15266	170	12	,	,	PUNCT
cjfa-15266	170	13	m.	m.	NOUN
cjfa-15266	170	14	,	,	PUNCT
cjfa-15266	170	15	&	&	CCONJ
cjfa-15266	170	16	mesbah	mesbah	PROPN
cjfa-15266	170	17	,	,	PUNCT
cjfa-15266	170	18	m.	m.	NOUN
cjfa-15266	170	19	(	(	PUNCT
cjfa-15266	170	20	2002	2002	NUM
cjfa-15266	170	21	)	)	PUNCT
cjfa-15266	170	22	.	.	PUNCT
cjfa-15266	171	1	goodness	goodness	NOUN
cjfa-15266	171	2	-	-	PUNCT
cjfa-15266	171	3	of	of	ADP
cjfa-15266	171	4	-	-	PUNCT
cjfa-15266	171	5	fit	fit	ADJ
cjfa-15266	171	6	tests	test	NOUN
cjfa-15266	171	7	and	and	CCONJ
cjfa-15266	171	8	model	model	NOUN
cjfa-15266	171	9	validity	validity	NOUN
cjfa-15266	171	10	,	,	PUNCT
cjfa-15266	171	11	springer	springer	NOUN
cjfa-15266	171	12	.	.	PUNCT
cjfa-15266	172	1	ibragimov	ibragimov	PROPN
cjfa-15266	172	2	,	,	PUNCT
cjfa-15266	172	3	r.	r.	PROPN
cjfa-15266	172	4	(	(	PUNCT
cjfa-15266	172	5	2009	2009	NUM
cjfa-15266	172	6	)	)	PUNCT
cjfa-15266	172	7	.	.	PUNCT
cjfa-15266	173	1	heavy	heavy	ADJ
cjfa-15266	173	2	-	-	PUNCT
cjfa-15266	173	3	tailed	tail	VERB
cjfa-15266	173	4	densities	density	NOUN
cjfa-15266	173	5	.	.	PUNCT
cjfa-15266	174	1	the	the	DET
cjfa-15266	174	2	new	new	ADJ
cjfa-15266	174	3	palgrave	palgrave	PROPN
cjfa-15266	174	4	dictionary	dictionary	NOUN
cjfa-15266	174	5	of	of	ADP
cjfa-15266	174	6	economics	economics	PROPN
cjfa-15266	174	7	online	online	ADV
cjfa-15266	174	8	.	.	PUNCT
cjfa-15266	175	1	imf	imf	PROPN
cjfa-15266	175	2	(	(	PUNCT
cjfa-15266	175	3	2014	2014	NUM
cjfa-15266	175	4	)	)	PUNCT
cjfa-15266	175	5	.	.	PUNCT
cjfa-15266	176	1	canada	canada	PROPN
cjfa-15266	176	2	financial	financial	ADJ
cjfa-15266	176	3	sector	sector	NOUN
cjfa-15266	176	4	stability	stability	NOUN
cjfa-15266	176	5	assessment	assessment	NOUN
cjfa-15266	176	6	.	.	PUNCT
cjfa-15266	177	1	international	international	ADJ
cjfa-15266	177	2	monetary	monetary	ADJ
cjfa-15266	177	3	fund	fund	NOUN
cjfa-15266	177	4	country	country	NOUN
cjfa-15266	177	5	report	report	VERB
cjfa-15266	177	6	no	no	INTJ
cjfa-15266	177	7	.	.	PUNCT
cjfa-15266	178	1	14/29	14/29	NUM
cjfa-15266	178	2	.	.	PUNCT
cjfa-15266	178	3	karolyi	karolyi	NOUN
cjfa-15266	178	4	,	,	PUNCT
cjfa-15266	178	5	g.	g.	PROPN
cjfa-15266	178	6	a.	a.	PROPN
cjfa-15266	178	7	(	(	PUNCT
cjfa-15266	178	8	1995	1995	NUM
cjfa-15266	178	9	)	)	PUNCT
cjfa-15266	178	10	.	.	PUNCT
cjfa-15266	179	1	a	a	DET
cjfa-15266	179	2	multivariate	multivariate	NOUN
cjfa-15266	179	3	garch	garch	NOUN
cjfa-15266	179	4	model	model	NOUN
cjfa-15266	179	5	of	of	ADP
cjfa-15266	179	6	international	international	ADJ
cjfa-15266	179	7	transmissions	transmission	NOUN
cjfa-15266	179	8	of	of	ADP
cjfa-15266	179	9	stock	stock	NOUN
cjfa-15266	179	10	returns	return	NOUN
cjfa-15266	179	11	and	and	CCONJ
cjfa-15266	179	12	volatility	volatility	NOUN
cjfa-15266	179	13	:	:	PUNCT
cjfa-15266	179	14	the	the	DET
cjfa-15266	179	15	case	case	NOUN
cjfa-15266	179	16	of	of	ADP
cjfa-15266	179	17	the	the	DET
cjfa-15266	179	18	united	united	PROPN
cjfa-15266	179	19	states	states	PROPN
cjfa-15266	179	20	and	and	CCONJ
cjfa-15266	179	21	canada	canada	PROPN
cjfa-15266	179	22	.	.	PUNCT
cjfa-15266	180	1	journal	journal	PROPN
cjfa-15266	180	2	of	of	ADP
cjfa-15266	180	3	business	business	PROPN
cjfa-15266	180	4	&	&	CCONJ
cjfa-15266	180	5	economic	economic	ADJ
cjfa-15266	180	6	statistics	statistic	NOUN
cjfa-15266	180	7	,	,	PUNCT
cjfa-15266	180	8	13(1	13(1	NUM
cjfa-15266	180	9	)	)	PUNCT
cjfa-15266	180	10	,	,	PUNCT
cjfa-15266	180	11	11–25	11–25	NUM
cjfa-15266	180	12	.	.	PUNCT
cjfa-15266	181	1	http://dx.doi.org/10.2307/1392517	http://dx.doi.org/10.2307/1392517	PROPN
cjfa-15266	181	2	.	.	PUNCT
cjfa-15266	182	1	maree	maree	PROPN
cjfa-15266	182	2	,	,	PUNCT
cjfa-15266	182	3	a.	a.	NOUN
cjfa-15266	182	4	(	(	PUNCT
cjfa-15266	182	5	2017	2017	NUM
cjfa-15266	182	6	)	)	PUNCT
cjfa-15266	182	7	,	,	PUNCT
cjfa-15266	182	8	regulatory	regulatory	ADJ
cjfa-15266	182	9	requirements	requirement	NOUN
cjfa-15266	182	10	,	,	PUNCT
cjfa-15266	182	11	risk	risk	NOUN
cjfa-15266	182	12	management	management	NOUN
cjfa-15266	182	13	and	and	CCONJ
cjfa-15266	182	14	the	the	DET
cjfa-15266	182	15	equity	equity	NOUN
cjfa-15266	182	16	market	market	NOUN
cjfa-15266	182	17	in	in	ADP
cjfa-15266	182	18	new	new	PROPN
cjfa-15266	182	19	zealand	zealand	PROPN
cjfa-15266	182	20	,	,	PUNCT
cjfa-15266	182	21	working	working	NOUN
cjfa-15266	182	22	paper	paper	NOUN
cjfa-15266	182	23	.	.	PUNCT
cjfa-15266	183	1	maree	maree	PROPN
cjfa-15266	183	2	,	,	PUNCT
cjfa-15266	183	3	a.	a.	PROPN
cjfa-15266	183	4	,	,	PUNCT
cjfa-15266	183	5	carr	carr	PROPN
cjfa-15266	183	6	,	,	PUNCT
cjfa-15266	183	7	g.	g.	PROPN
cjfa-15266	183	8	,	,	PUNCT
cjfa-15266	183	9	&	&	CCONJ
cjfa-15266	183	10	howard	howard	PROPN
cjfa-15266	183	11	,	,	PUNCT
cjfa-15266	183	12	j.	j.	PROPN
cjfa-15266	183	13	(	(	PUNCT
cjfa-15266	183	14	2017	2017	NUM
cjfa-15266	183	15	)	)	PUNCT
cjfa-15266	183	16	.	.	PUNCT
cjfa-15266	184	1	a	a	DET
cjfa-15266	184	2	new	new	ADJ
cjfa-15266	184	3	class	class	NOUN
cjfa-15266	184	4	of	of	ADP
cjfa-15266	184	5	heavy	heavy	ADJ
cjfa-15266	184	6	-	-	PUNCT
cjfa-15266	184	7	tailed	tail	VERB
cjfa-15266	184	8	distribution	distribution	NOUN
cjfa-15266	184	9	in	in	ADP
cjfa-15266	184	10	garch	garch	NOUN
cjfa-15266	184	11	models	model	NOUN
cjfa-15266	184	12	for	for	ADP
cjfa-15266	184	13	the	the	DET
cjfa-15266	184	14	silver	silver	ADJ
cjfa-15266	184	15	returns	return	NOUN
cjfa-15266	184	16	,	,	PUNCT
cjfa-15266	184	17	journal	journal	NOUN
cjfa-15266	184	18	of	of	ADP
cjfa-15266	184	19	progressive	progressive	ADJ
cjfa-15266	184	20	research	research	NOUN
cjfa-15266	184	21	in	in	ADP
cjfa-15266	184	22	social	social	ADJ
cjfa-15266	184	23	sciences	science	NOUN
cjfa-15266	184	24	,	,	PUNCT
cjfa-15266	184	25	5(2	5(2	NUM
cjfa-15266	184	26	)	)	PUNCT
cjfa-15266	184	27	,	,	PUNCT
cjfa-15266	184	28	364–368	364–368	NUM
cjfa-15266	184	29	.	.	PUNCT
cjfa-15266	184	30	heavy	heavy	ADJ
cjfa-15266	184	31	-	-	PUNCT
cjfa-15266	184	32	tailed	tail	VERB
cjfa-15266	184	33	distributions	distribution	NOUN
cjfa-15266	184	34	and	and	CCONJ
cjfa-15266	184	35	the	the	DET
cjfa-15266	184	36	canadian	canadian	ADJ
cjfa-15266	184	37	stock	stock	NOUN
cjfa-15266	184	38	…	…	PUNCT
cjfa-15266	184	39	21	21	NUM
cjfa-15266	184	40	mittnik	mittnik	NOUN
cjfa-15266	184	41	,	,	PUNCT
cjfa-15266	184	42	s.	s.	PROPN
cjfa-15266	184	43	,	,	PUNCT
cjfa-15266	184	44	&	&	CCONJ
cjfa-15266	184	45	paolella	paolella	NOUN
cjfa-15266	184	46	,	,	PUNCT
cjfa-15266	184	47	m.	m.	NOUN
cjfa-15266	184	48	s.	s.	PROPN
cjfa-15266	184	49	(	(	PUNCT
cjfa-15266	184	50	2003	2003	NUM
cjfa-15266	184	51	)	)	PUNCT
cjfa-15266	184	52	.	.	PUNCT
cjfa-15266	185	1	prediction	prediction	NOUN
cjfa-15266	185	2	of	of	ADP
cjfa-15266	185	3	financial	financial	ADJ
cjfa-15266	185	4	downside	downside	NOUN
cjfa-15266	185	5	-	-	PUNCT
cjfa-15266	185	6	risk	risk	NOUN
cjfa-15266	185	7	with	with	ADP
cjfa-15266	185	8	heavytailed	heavytailed	ADJ
cjfa-15266	185	9	conditional	conditional	ADJ
cjfa-15266	185	10	distributions	distribution	NOUN
cjfa-15266	185	11	.	.	PUNCT
cjfa-15266	186	1	handbook	handbook	NOUN
cjfa-15266	186	2	of	of	ADP
cjfa-15266	186	3	heavy	heavy	ADJ
cjfa-15266	186	4	tailed	tail	VERB
cjfa-15266	186	5	distributions	distribution	NOUN
cjfa-15266	186	6	in	in	ADP
cjfa-15266	186	7	finance	finance	NOUN
cjfa-15266	186	8	,	,	PUNCT
cjfa-15266	186	9	chapter	chapter	NOUN
cjfa-15266	186	10	9	9	NUM
cjfa-15266	186	11	,	,	PUNCT
cjfa-15266	186	12	vol	vol	NOUN
cjfa-15266	186	13	.	.	PROPN
cjfa-15266	186	14	1	1	NUM
cjfa-15266	186	15	,	,	PUNCT
cjfa-15266	186	16	385–404	385–404	NUM
cjfa-15266	186	17	.	.	PUNCT
cjfa-15266	186	18	park	park	NOUN
cjfa-15266	186	19	,	,	PUNCT
cjfa-15266	186	20	t.	t.	PROPN
cjfa-15266	186	21	h.	h.	PROPN
cjfa-15266	186	22	,	,	PUNCT
cjfa-15266	186	23	&	&	CCONJ
cjfa-15266	186	24	switzer	switzer	PROPN
cjfa-15266	186	25	,	,	PUNCT
cjfa-15266	186	26	l.	l.	PROPN
cjfa-15266	186	27	n.	n.	PROPN
cjfa-15266	186	28	(	(	PUNCT
cjfa-15266	186	29	1995	1995	NUM
cjfa-15266	186	30	)	)	PUNCT
cjfa-15266	186	31	.	.	PUNCT
cjfa-15266	187	1	bivariate	bivariate	ADJ
cjfa-15266	187	2	garch	garch	NOUN
cjfa-15266	187	3	estimation	estimation	NOUN
cjfa-15266	187	4	of	of	ADP
cjfa-15266	187	5	the	the	DET
cjfa-15266	187	6	optimal	optimal	ADJ
cjfa-15266	187	7	hedge	hedge	NOUN
cjfa-15266	187	8	ratios	ratio	NOUN
cjfa-15266	187	9	for	for	ADP
cjfa-15266	187	10	stock	stock	NOUN
cjfa-15266	187	11	index	index	NOUN
cjfa-15266	187	12	futures	future	NOUN
cjfa-15266	187	13	:	:	PUNCT
cjfa-15266	187	14	a	a	DET
cjfa-15266	187	15	note	note	NOUN
cjfa-15266	187	16	.	.	PUNCT
cjfa-15266	188	1	the	the	DET
cjfa-15266	188	2	journal	journal	PROPN
cjfa-15266	188	3	of	of	ADP
cjfa-15266	188	4	futures	future	NOUN
cjfa-15266	188	5	markets	market	NOUN
cjfa-15266	188	6	,	,	PUNCT
cjfa-15266	188	7	vol	vol	NOUN
cjfa-15266	188	8	.	.	PROPN
cjfa-15266	188	9	15	15	NUM
cjfa-15266	188	10	,	,	PUNCT
cjfa-15266	188	11	61–67	61–67	NUM
cjfa-15266	188	12	.	.	PUNCT
cjfa-15266	189	1	http://dx.doi.org/10.1002/fut.3990150106	http://dx.doi.org/10.1002/fut.3990150106	PROPN
cjfa-15266	189	2	.	.	PUNCT
cjfa-15266	190	1	prause	prause	PROPN
cjfa-15266	190	2	,	,	PUNCT
cjfa-15266	190	3	k.	k.	PROPN
cjfa-15266	190	4	(	(	PUNCT
cjfa-15266	190	5	1999	1999	NUM
cjfa-15266	190	6	)	)	PUNCT
cjfa-15266	190	7	.	.	PUNCT
cjfa-15266	191	1	the	the	DET
cjfa-15266	191	2	generalized	generalized	ADJ
cjfa-15266	191	3	hyperbolic	hyperbolic	ADJ
cjfa-15266	191	4	model	model	NOUN
cjfa-15266	191	5	:	:	PUNCT
cjfa-15266	191	6	estimation	estimation	NOUN
cjfa-15266	191	7	,	,	PUNCT
cjfa-15266	191	8	financial	financial	ADJ
cjfa-15266	191	9	derivatives	derivative	NOUN
cjfa-15266	191	10	,	,	PUNCT
cjfa-15266	191	11	and	and	CCONJ
cjfa-15266	191	12	risk	risk	NOUN
cjfa-15266	191	13	measures	measure	NOUN
cjfa-15266	191	14	.	.	PUNCT
cjfa-15266	192	1	ph.d	ph.d	PROPN
cjfa-15266	192	2	.	.	PUNCT
cjfa-15266	193	1	dissertation	dissertation	NOUN
cjfa-15266	193	2	.	.	PUNCT
cjfa-15266	194	1	ramchand	ramchand	PROPN
cjfa-15266	194	2	,	,	PUNCT
cjfa-15266	194	3	l.	l.	PROPN
cjfa-15266	194	4	,	,	PUNCT
cjfa-15266	194	5	&	&	CCONJ
cjfa-15266	194	6	susmel	susmel	PROPN
cjfa-15266	194	7	,	,	PUNCT
cjfa-15266	194	8	r.	r.	PROPN
cjfa-15266	194	9	(	(	PUNCT
cjfa-15266	194	10	1998	1998	NUM
cjfa-15266	194	11	)	)	PUNCT
cjfa-15266	194	12	.	.	PUNCT
cjfa-15266	195	1	volatility	volatility	NOUN
cjfa-15266	195	2	and	and	CCONJ
cjfa-15266	195	3	cross	cross	NOUN
cjfa-15266	195	4	correlation	correlation	NOUN
cjfa-15266	195	5	across	across	ADP
cjfa-15266	195	6	major	major	ADJ
cjfa-15266	195	7	stock	stock	NOUN
cjfa-15266	195	8	markets	market	NOUN
cjfa-15266	195	9	.	.	PUNCT
cjfa-15266	196	1	journal	journal	NOUN
cjfa-15266	196	2	of	of	ADP
cjfa-15266	196	3	empirical	empirical	ADJ
cjfa-15266	196	4	finance	finance	NOUN
cjfa-15266	196	5	,	,	PUNCT
cjfa-15266	196	6	5(4	5(4	NUM
cjfa-15266	196	7	)	)	PUNCT
cjfa-15266	196	8	,	,	PUNCT
cjfa-15266	196	9	397–416	397–416	NUM
cjfa-15266	196	10	.	.	PUNCT
cjfa-15266	197	1	http://dx.doi.org/10.1016/	http://dx.doi.org/10.1016/	NOUN
cjfa-15266	197	2	s0927	s0927	NUM
cjfa-15266	197	3	-	-	PUNCT
cjfa-15266	197	4	5398(98)0003	5398(98)0003	NUM
cjfa-15266	197	5	-	-	PUNCT
cjfa-15266	197	6	6	6	NUM
cjfa-15266	197	7	.	.	PUNCT
cjfa-15266	197	8	sadorsky	sadorsky	PROPN
cjfa-15266	197	9	,	,	PUNCT
cjfa-15266	197	10	p.	p.	NOUN
cjfa-15266	197	11	(	(	PUNCT
cjfa-15266	197	12	1999	1999	NUM
cjfa-15266	197	13	)	)	PUNCT
cjfa-15266	197	14	.	.	PUNCT
cjfa-15266	198	1	oil	oil	NOUN
cjfa-15266	198	2	price	price	NOUN
cjfa-15266	198	3	shocks	shock	NOUN
cjfa-15266	198	4	and	and	CCONJ
cjfa-15266	198	5	stock	stock	NOUN
cjfa-15266	198	6	market	market	NOUN
cjfa-15266	198	7	activity	activity	NOUN
cjfa-15266	198	8	.	.	PUNCT
cjfa-15266	199	1	energy	energy	NOUN
cjfa-15266	199	2	economics	economic	NOUN
cjfa-15266	199	3	,	,	PUNCT
cjfa-15266	199	4	21(5	21(5	NUM
cjfa-15266	199	5	)	)	PUNCT
cjfa-15266	199	6	,	,	PUNCT
cjfa-15266	199	7	449–469	449–469	NUM
cjfa-15266	199	8	.	.	PUNCT
cjfa-15266	200	1	http://dx.doi.org/10.1016/s0140-9883(99)00020-1	http://dx.doi.org/10.1016/s0140-9883(99)00020-1	PROPN
cjfa-15266	200	2	.	.	PUNCT
cjfa-15266	200	3	taeger	taeger	PROPN
cjfa-15266	200	4	,	,	PUNCT
cjfa-15266	200	5	d.	d.	PROPN
cjfa-15266	200	6	&	&	CCONJ
cjfa-15266	200	7	kuhnt	kuhnt	PROPN
cjfa-15266	200	8	,	,	PUNCT
cjfa-15266	200	9	s.	s.	PROPN
cjfa-15266	200	10	(	(	PUNCT
cjfa-15266	200	11	2014	2014	NUM
cjfa-15266	200	12	)	)	PUNCT
cjfa-15266	200	13	.	.	PUNCT
cjfa-15266	201	1	goodness	goodness	NOUN
cjfa-15266	201	2	-	-	PUNCT
cjfa-15266	201	3	of	of	ADP
cjfa-15266	201	4	-	-	PUNCT
cjfa-15266	201	5	fit	fit	NOUN
cjfa-15266	201	6	tests	test	NOUN
cjfa-15266	201	7	.	.	PUNCT
cjfa-15266	202	1	statistical	statistical	ADJ
cjfa-15266	202	2	hypothesis	hypothesis	NOUN
cjfa-15266	202	3	testing	testing	NOUN
cjfa-15266	202	4	with	with	ADP
cjfa-15266	202	5	sas	sas	PROPN
cjfa-15266	202	6	and	and	CCONJ
cjfa-15266	202	7	r	r	PROPN
cjfa-15266	202	8	,	,	PUNCT
cjfa-15266	202	9	wiley	wiley	NOUN
cjfa-15266	202	10	online	online	PROPN
cjfa-15266	202	11	library	library	PROPN
cjfa-15266	202	12	.	.	PUNCT
cjfa-15266	203	1	theodossiou	theodossiou	NOUN
cjfa-15266	203	2	,	,	PUNCT
cjfa-15266	203	3	p.	p.	NOUN
cjfa-15266	203	4	,	,	PUNCT
cjfa-15266	203	5	&	&	CCONJ
cjfa-15266	203	6	unro	unro	PROPN
cjfa-15266	203	7	,	,	PUNCT
cjfa-15266	203	8	l.	l.	PROPN
cjfa-15266	203	9	(	(	PUNCT
cjfa-15266	203	10	1993	1993	NUM
cjfa-15266	203	11	)	)	PUNCT
cjfa-15266	203	12	.	.	PUNCT
cjfa-15266	204	1	mean	mean	VERB
cjfa-15266	204	2	and	and	CCONJ
cjfa-15266	204	3	volatility	volatility	NOUN
cjfa-15266	204	4	spillovers	spillover	NOUN
cjfa-15266	204	5	across	across	ADP
cjfa-15266	204	6	major	major	ADJ
cjfa-15266	204	7	national	national	ADJ
cjfa-15266	204	8	stock	stock	NOUN
cjfa-15266	204	9	markets	market	NOUN
cjfa-15266	204	10	:	:	PUNCT
cjfa-15266	204	11	further	far	ADV
cjfa-15266	204	12	empirical	empirical	ADJ
cjfa-15266	204	13	evidence	evidence	NOUN
cjfa-15266	204	14	.	.	PUNCT
cjfa-15266	205	1	the	the	DET
cjfa-15266	205	2	journal	journal	NOUN
cjfa-15266	205	3	of	of	ADP
cjfa-15266	205	4	financial	financial	ADJ
cjfa-15266	205	5	research	research	NOUN
cjfa-15266	205	6	,	,	PUNCT
cjfa-15266	205	7	16(4	16(4	NUM
cjfa-15266	205	8	)	)	PUNCT
cjfa-15266	205	9	,	,	PUNCT
cjfa-15266	205	10	337–350	337–350	NUM
cjfa-15266	205	11	.	.	PUNCT
cjfa-15266	206	1	http://dx.doi.org/10.1111/j.1475-6803.1993.tb00152.x	http://dx.doi.org/10.1111/j.1475-6803.1993.tb00152.x	PROPN
cjfa-15266	206	2	.	.	PUNCT