id	sid	eid	entity	type
dem-15819	1	1	2017	CARDINAL
dem-15819	1	2	nicolaus copernicus university	ORG
dem-15819	8	1	17 (	PERCENT
dem-15819	8	2	2017	CARDINAL
dem-15819	9	1	161−176	CARDINAL
dem-15819	9	2	november 29	DATE
dem-15819	9	3	2017	CARDINAL
dem-15819	9	4	2450-7067	DATE
dem-15819	9	5	december 28	DATE
dem-15819	9	6	2017	CARDINAL
dem-15819	9	7	1234	CARDINAL
dem-15819	9	8	barbara będowska	PERSON
dem-15819	10	1	poland	GPE
dem-15819	10	2	polish	NORP
dem-15819	13	1	weekly	DATE
dem-15819	13	2	fifteen	CARDINAL
dem-15819	13	3	the warsaw stock exchange	ORG
dem-15819	14	1	the beginning of 2001	DATE
dem-15819	14	2	2015	DATE
dem-15819	15	1	two	CARDINAL
dem-15819	15	2	dcc	ORG
dem-15819	17	1	dcc	ORG
dem-15819	20	1	k e y w	PERSON
dem-15819	20	2	dcc	ORG
dem-15819	20	3	kalman	ORG
dem-15819	21	1	j e l	PERSON
dem-15819	22	1	barbara będowska	PERSON
dem-15819	22	2	poznań university of economics	ORG
dem-15819	22	3	al	PERSON
dem-15819	23	1	10	CARDINAL
dem-15819	23	2	61	CARDINAL
dem-15819	23	3	poland	GPE
dem-15819	24	1	2016	CARDINAL
dem-15819	24	2	łódź	GPE
dem-15819	24	3	18th	ORDINAL
dem-15819	24	4	2016	CARDINAL
dem-15819	24	5	london	GPE
dem-15819	24	6	2016	CARDINAL
dem-15819	24	7	warsaw	GPE
dem-15819	25	1	two	CARDINAL
dem-15819	27	1	1	CARDINAL
dem-15819	27	2	2016	CARDINAL
dem-15819	27	3	łódź	GPE
dem-15819	27	4	18th	ORDINAL
dem-15819	27	5	2016	CARDINAL
dem-15819	27	6	london	GPE
dem-15819	27	7	2016	CARDINAL
dem-15819	27	8	warsaw	GPE
dem-15819	28	1	two	CARDINAL
dem-15819	30	1	https://orcid.org/0000-0001-5193-8304 barbara będowska	ORG
dem-15819	30	2	17	CARDINAL
dem-15819	30	3	2017	CARDINAL
dem-15819	30	4	161–176	CARDINAL
dem-15819	30	5	2006	DATE
dem-15819	31	1	wu	PERSON
dem-15819	31	2	2008	DATE
dem-15819	35	1	andersen et al.	PERSON
dem-15819	35	2	2006	DATE
dem-15819	35	3	brooks et al.	ORG
dem-15819	35	4	1998	DATE
dem-15819	35	5	2000	DATE
dem-15819	35	6	huang	PERSON
dem-15819	35	7	1988	DATE
dem-15819	35	8	jagannathan	PERSON
dem-15819	35	9	wang, 1996	ORG
dem-15819	35	10	al.	PERSON
dem-15819	35	11	2016	DATE
dem-15819	36	1	campbell et al.	ORG
dem-15819	36	2	1997	DATE
dem-15819	36	3	wang, 1996	ORG
dem-15819	39	1	2014	DATE
dem-15819	39	2	brooks et al.	PERSON
dem-15819	39	3	1998	DATE
dem-15819	39	4	1998	DATE
dem-15819	39	5	andersen et al.	PERSON
dem-15819	39	6	2001	DATE
dem-15819	39	7	andersen et al.	PERSON
dem-15819	39	8	2010	DATE
dem-15819	39	9	andersen et al.	PERSON
dem-15819	39	10	2006	DATE
dem-15819	40	1	2012	DATE
dem-15819	41	1	brooks et al.	PERSON
dem-15819	41	2	1998	DATE
dem-15819	41	3	2014	DATE
dem-15819	41	4	2000	DATE
dem-15819	42	1	brooks et al.	ORG
dem-15819	42	2	1998	DATE
dem-15819	42	3	2000	DATE
dem-15819	43	1	the warsaw stock exchange	ORG
dem-15819	44	1	dębski et al	PERSON
dem-15819	45	1	2014	DATE
dem-15819	45	2	2014	DATE
dem-15819	46	1	poland	GPE
dem-15819	46	2	17	CARDINAL
dem-15819	46	3	2017	CARDINAL
dem-15819	46	4	161–176	CARDINAL
dem-15819	47	1	2016	CARDINAL
dem-15819	47	2	134	CARDINAL
dem-15819	49	1	weekly	DATE
dem-15819	49	2	fifteen	CARDINAL
dem-15819	49	3	the warsaw stock exchange	ORG
dem-15819	49	4	two	CARDINAL
dem-15819	50	1	russell	PERSON
dem-15819	50	2	the warsaw stock exchange	ORG
dem-15819	50	3	2016	DATE
dem-15819	50	4	wyman	ORG
dem-15819	50	5	2016	DATE
dem-15819	53	1	the warsaw stock exchange	ORG
dem-15819	54	1	two	CARDINAL
dem-15819	54	2	first	ORDINAL
dem-15819	54	3	second	ORDINAL
dem-15819	55	1	wu	PERSON
dem-15819	55	2	2008	DATE
dem-15819	56	1	dcc	ORG
dem-15819	57	1	one	CARDINAL
dem-15819	59	1	section 1	LAW
dem-15819	59	2	section 2	LAW
dem-15819	59	3	section 3	LAW
dem-15819	59	4	section 4	LAW
dem-15819	59	5	section 5	LAW
dem-15819	60	1	1	CARDINAL
dem-15819	60	2	15	CARDINAL
dem-15819	60	3	the beginning of the 2000	DATE
dem-15819	60	4	the end of 2015	DATE
dem-15819	61	1	two	CARDINAL
dem-15819	62	1	two	CARDINAL
dem-15819	63	1	stooq database	PERSON
dem-15819	64	1	1	CARDINAL
dem-15819	66	1	barbara będowska	PERSON
dem-15819	66	2	17	CARDINAL
dem-15819	66	3	2017	CARDINAL
dem-15819	66	4	161–176	CARDINAL
dem-15819	66	5	the warsaw stock exchange	ORG
dem-15819	67	1	1 month	DATE
dem-15819	67	2	polish	NORP
dem-15819	67	3	1	CARDINAL
dem-15819	68	1	handlowy sa bhw	PERSON
dem-15819	68	2	2256	CARDINAL
dem-15819	68	3	4746	DATE
dem-15819	68	4	mbank sa mbk	ORG
dem-15819	68	5	3204	DATE
dem-15819	68	6	1423	CARDINAL
dem-15819	68	7	pekao sa peo	PERSON
dem-15819	68	8	7464	DATE
dem-15819	68	9	sa bzw	ORG
dem-15819	68	10	7088	DATE
dem-15819	68	11	bos sa bos	PERSON
dem-15819	68	12	152	CARDINAL
dem-15819	68	13	assecopol sa acp	ORG
dem-15819	68	14	1012	CARDINAL
dem-15819	68	15	1134	CARDINAL
dem-15819	68	16	320	CARDINAL
dem-15819	68	17	13	CARDINAL
dem-15819	68	18	sa elz informatics	PERSON
dem-15819	68	19	54	CARDINAL
dem-15819	68	20	16	CARDINAL
dem-15819	68	21	7	CARDINAL
dem-15819	68	22	3	CARDINAL
dem-15819	68	23	250mln	CARDINAL
dem-15819	68	24	50mln	CARDINAL
dem-15819	69	1	the end of 2016	DATE
dem-15819	70	1	daily	DATE
dem-15819	70	2	weekly	DATE
dem-15819	70	3	the week	DATE
dem-15819	71	1	887	CARDINAL
dem-15819	71	2	weekly	DATE
dem-15819	73	1	stamp7	PERSON
dem-15819	74	1	koopman et al.	PERSON
dem-15819	74	2	2006	DATE
dem-15819	74	3	hendry	ORG
dem-15819	74	4	2006	DATE
dem-15819	74	5	2013	DATE
dem-15819	75	1	2	CARDINAL
dem-15819	77	1	two	CARDINAL
dem-15819	79	1	poland	GPE
dem-15819	79	2	17	CARDINAL
dem-15819	79	3	2017	CARDINAL
dem-15819	79	4	161–176	CARDINAL
dem-15819	79	5	2.1	CARDINAL
dem-15819	80	1	dcc	ORG
dem-15819	81	1	two	CARDINAL
dem-15819	81	2	kroner, 1995)	ORG
dem-15819	81	3	dcc	ORG
dem-15819	81	4	2006	DATE
dem-15819	81	5	engle	ORG
dem-15819	81	6	2002	DATE
dem-15819	82	1	two	CARDINAL
dem-15819	82	2	one	CARDINAL
dem-15819	82	3	0(~	CARDINAL
dem-15819	83	1	1 22110	CARDINAL
dem-15819	83	2	ttt mtmtmmtmmmt	PERSON
dem-15819	85	1	       (	ORG
dem-15819	85	2	1	CARDINAL
dem-15819	85	3		ORG
dem-15819	86	1	2	CARDINAL
dem-15819	87	1	pq	PERSON
dem-15819	88	1	dcc	ORG
dem-15819	88	2	2002	DATE
dem-15819	89	1		ORG
dem-15819	95	1	1	CARDINAL
dem-15819	95	2	1	CARDINAL
dem-15819	95	3	3	CARDINAL
dem-15819	95	4	2/12/1 2	MONEY
dem-15819	95	5	kth	PERSON
dem-15819	95	6	kte	PERSON
dem-15819	95	7	2/1/	CARDINAL
dem-15819	97	1	dcc	ORG
dem-15819	98	1	barbara będowska	PERSON
dem-15819	98	2	17	CARDINAL
dem-15819	98	3	2017	CARDINAL
dem-15819	98	4	161–176	CARDINAL
dem-15819	98	5	dcc	ORG
dem-15819	98	6	andersen et al.	PERSON
dem-15819	98	7	2007	DATE
dem-15819	102	1	2.2	CARDINAL
dem-15819	103	1	second	ORDINAL
dem-15819	104	1	uc	ORG
dem-15819	105	1	harvey (1989	ORG
dem-15819	105	2	seasonal	DATE
dem-15819	107	1	harvey 1989	ORG
dem-15819	107	2	1	CARDINAL
dem-15819	107	3	1),0(~	CARDINAL
dem-15819	107	4	2   nid	MONEY
dem-15819	107	5	4	CARDINAL
dem-15819	107	6	1),0(~	CARDINAL
dem-15819	107	7	2 1	DATE
dem-15819	107	8	 nid	PERSON
dem-15819	107	9	5	CARDINAL
dem-15819	108	1	4	CARDINAL
dem-15819	108	2	5	CARDINAL
dem-15819	111	1	weekly	DATE
dem-15819	112	1	1994	DATE
dem-15819	113	1	1	CARDINAL
dem-15819	114	1	2014	DATE
dem-15819	114	2	2015	CARDINAL
dem-15819	116	1	poland	GPE
dem-15819	116	2	17	CARDINAL
dem-15819	116	3	2017	CARDINAL
dem-15819	116	4	161–176	CARDINAL
dem-15819	116	5	dcc	ORG
dem-15819	117	1	weekly	DATE
dem-15819	117	2	2	CARDINAL
dem-15819	119	1	3	CARDINAL
dem-15819	120	1	one	CARDINAL
dem-15819	121	1	wu	PERSON
dem-15819	121	2	2008	DATE
dem-15819	121	3	rrrr  	PERSON
dem-15819	121	4	6	CARDINAL
dem-15819	121	5	ftr	ORG
dem-15819	122	1	one	CARDINAL
dem-15819	123	1		NORP
dem-15819	123	2	ititit	PERSON
dem-15819	124	1	7	CARDINAL
dem-15819	124	2	itr	PERSON
dem-15819	124	3	1	CARDINAL
dem-15819	124	4	the consecutive weeks	DATE
dem-15819	126	1	two	CARDINAL
dem-15819	126	2	2016	DATE
dem-15819	126	3	wang	ORG
dem-15819	126	4	2009	DATE
dem-15819	126	5	mse	ORG
dem-15819	126	6	1	CARDINAL
dem-15819	127	1	two	CARDINAL
dem-15819	127	2	mae	ORG
dem-15819	128	1	mrae	NORP
dem-15819	128	2	rrrr	ORG
dem-15819	128	3		PRODUCT
dem-15819	128	4	2	CARDINAL
dem-15819	128	5	2001	DATE
dem-15819	129	1	barbara będowska	PERSON
dem-15819	129	2	17	CARDINAL
dem-15819	129	3	2017	CARDINAL
dem-15819	129	4	161–176 168	CARDINAL
dem-15819	129	5	ols	ORG
dem-15819	129	6	1992	DATE
dem-15819	130	1	4	CARDINAL
dem-15819	130	2	four	CARDINAL
dem-15819	130	3	fifteen	CARDINAL
dem-15819	131	1	first	ORDINAL
dem-15819	131	2	first	ORDINAL
dem-15819	131	3	52	CARDINAL
dem-15819	131	4	2001	DATE
dem-15819	132	1	1	CARDINAL
dem-15819	132	2	two	CARDINAL
dem-15819	132	3	bhw	ORG
dem-15819	134	1	1	CARDINAL
dem-15819	135	1	dcc	ORG
dem-15819	135	2	mgarch dcc	FAC
dem-15819	135	3	uc	ORG
dem-15819	137	1	poland	GPE
dem-15819	137	2	17	CARDINAL
dem-15819	137	3	2017	CARDINAL
dem-15819	137	4	161–176	CARDINAL
dem-15819	138	1	dcc	ORG
dem-15819	138	2	0.63	CARDINAL
dem-15819	138	3	uc	ORG
dem-15819	138	4	0.68	CARDINAL
dem-15819	138	5	dcc	ORG
dem-15819	138	6	uc	ORG
dem-15819	138	7	0.59	CARDINAL
dem-15819	139	1	2	CARDINAL
dem-15819	141	1	zero	CARDINAL
dem-15819	142	1	four	CARDINAL
dem-15819	142	2	fifteen	CARDINAL
dem-15819	142	3	1	CARDINAL
dem-15819	144	1	2	CARDINAL
dem-15819	144	2	polish	NORP
dem-15819	145	1	dcc	ORG
dem-15819	145	2	un	ORG
dem-15819	145	3	ols	PRODUCT
dem-15819	145	4	max	PERSON
dem-15819	145	5	max	PERSON
dem-15819	145	6	max bhw	PERSON
dem-15819	145	7	0.0887 1.5478 0.7485	MONEY
dem-15819	145	8	0.7670	MONEY
dem-15819	145	9	0.6881	CARDINAL
dem-15819	145	10	0.4315	ORG
dem-15819	145	11	0.7954 mbk	MONEY
dem-15819	145	12	0.7394	ORG
dem-15819	145	13	1.8901 1.2638 mil	MONEY
dem-15819	145	14	2.0981	MONEY
dem-15819	145	15	1.8001	ORG
dem-15819	145	16	1.1592	CARDINAL
dem-15819	145	17	0.9399	CARDINAL
dem-15819	145	18	1.8446	MONEY
dem-15819	145	19	2.5907	ORG
dem-15819	145	20	0.6677	CARDINAL
dem-15819	145	21	0.9736	CARDINAL
dem-15819	145	22	0.0142	CARDINAL
dem-15819	145	23	0.5330 1.7864 0.4407 0.1423	MONEY
dem-15819	145	24	0.5738	CARDINAL
dem-15819	145	25	0.2633	CARDINAL
dem-15819	146	1	0.0393	CARDINAL
dem-15819	146	2	1.6444	MONEY
dem-15819	147	1	0.7959	CARDINAL
dem-15819	147	2	1.5195	CARDINAL
dem-15819	147	3	3.3889	MONEY
dem-15819	147	4	dcc	ORG
dem-15819	147	5	kalman	ORG
dem-15819	147	6	max	PERSON
dem-15819	148	1	ols	ORG
dem-15819	149	1	ols	ORG
dem-15819	149	2	0	CARDINAL
dem-15819	149	3	1	CARDINAL
dem-15819	149	4	three	CARDINAL
dem-15819	149	5	6	CARDINAL
dem-15819	150	1	3	CARDINAL
dem-15819	151	1	mae	PERSON
dem-15819	151	2	mrae	NORP
dem-15819	151	3	twelve	CARDINAL
dem-15819	151	4	fifteen	CARDINAL
dem-15819	152	1	fourteen	CARDINAL
dem-15819	152	2	twelve	CARDINAL
dem-15819	152	3	mse	ORG
dem-15819	152	4	two	CARDINAL
dem-15819	153	1	linear	ORG
dem-15819	153	2	three	CARDINAL
dem-15819	153	3	barbara będowska	PERSON
dem-15819	153	4	17	CARDINAL
dem-15819	153	5	2017	CARDINAL
dem-15819	153	6	161–176	CARDINAL
dem-15819	153	7	mse	ORG
dem-15819	154	1	dcc	ORG
dem-15819	154	2	one	CARDINAL
dem-15819	154	3	mrae	NORP
dem-15819	155	1	3	CARDINAL
dem-15819	156	1	mse mae	ORG
dem-15819	156	2	mse mae	ORG
dem-15819	156	3	mse mae	ORG
dem-15819	156	4	bhw	ORG
dem-15819	156	5	mbk	ORG
dem-15819	156	6	0.0322 0.0239	MONEY
dem-15819	156	7	0.9853	ORG
dem-15819	156	8	dcc	ORG
dem-15819	156	9	0.0468 0.0338	MONEY
dem-15819	156	10	0.9884	ORG
dem-15819	156	11	dcc	ORG
dem-15819	156	12	0.0499	PRODUCT
dem-15819	156	13	bos acp cdr	PERSON
dem-15819	156	14	0.0426 0.0274	PRODUCT
dem-15819	156	15	sgn	ORG
dem-15819	157	1	mcl sme lrk bekk	PERSON
dem-15819	157	2	dcc	ORG
dem-15819	157	3	0.0690 0.0448	MONEY
dem-15819	157	4	ols	PERSON
dem-15819	157	5	dcc	ORG
dem-15819	157	6	mgarch dcc	FAC
dem-15819	157	7	uc	ORG
dem-15819	159	1	almost 1.7	CARDINAL
dem-15819	159	2	mse	ORG
dem-15819	161	1	2	CARDINAL
dem-15819	162	1	bhw	ORG
dem-15819	162	2	bos	PERSON
dem-15819	163	1	poland	GPE
dem-15819	163	2	17	CARDINAL
dem-15819	163	3	2017	CARDINAL
dem-15819	163	4	161–176	CARDINAL
dem-15819	163	5	171	CARDINAL
dem-15819	163	6	2008	DATE
dem-15819	164	1	acp	PRODUCT
dem-15819	166	1	appendix	NORP
dem-15819	168	1	one	CARDINAL
dem-15819	168	2	five	CARDINAL
dem-15819	168	3	six	CARDINAL
dem-15819	169	1	one	CARDINAL
dem-15819	169	2	four	CARDINAL
dem-15819	169	3	six	CARDINAL
dem-15819	170	1	two	CARDINAL
dem-15819	171	1	two	CARDINAL
dem-15819	172	1	2	CARDINAL
dem-15819	176	1	barbara będowska	PERSON
dem-15819	176	2	17	CARDINAL
dem-15819	176	3	2017	CARDINAL
dem-15819	176	4	161–176	CARDINAL
dem-15819	176	5	harvey et al.	PERSON
dem-15819	176	6	1997	DATE
dem-15819	177	1	wu	PERSON
dem-15819	177	2	2009	DATE
dem-15819	177	3	mse	ORG
dem-15819	179	1	4	CARDINAL
dem-15819	179	2	model1	FAC
dem-15819	180	1	5%	PERCENT
dem-15819	181	1	1t degrees	QUANTITY
dem-15819	182	1	2	CARDINAL
dem-15819	182	2	model1	DATE
dem-15819	183	1	4	CARDINAL
dem-15819	184	1	model1	PRODUCT
dem-15819	184	2	dcc dcc	ORG
dem-15819	185	1	uc model2	ORG
dem-15819	185	2	ols	ORG
dem-15819	185	3	uc ols	ORG
dem-15819	185	4	ols	ORG
dem-15819	185	5	bhw	ORG
dem-15819	185	6	7.4207	CARDINAL
dem-15819	185	7	7.4223	CARDINAL
dem-15819	185	8	7.3172	CARDINAL
dem-15819	185	9	1.2862	CARDINAL
dem-15819	185	10	2.7477	MONEY
dem-15819	185	11	4.7595	CARDINAL
dem-15819	185	12	4.7775	CARDINAL
dem-15819	185	13	4.5831	CARDINAL
dem-15819	185	14	0.7200	CARDINAL
dem-15819	185	15	3.6377 3.2197	MONEY
dem-15819	185	16	0.3156	CARDINAL
dem-15819	185	17	0.2765	MONEY
dem-15819	185	18	0.9381 3.5396 3.1355 mil	MONEY
dem-15819	185	19	4.1499	CARDINAL
dem-15819	185	20	4.5043	CARDINAL
dem-15819	185	21	3.7641	CARDINAL
dem-15819	185	22	3.3009	CARDINAL
dem-15819	185	23	3.2991	MONEY
dem-15819	185	24	2.0614	PRODUCT
dem-15819	185	25	1.4723	CARDINAL
dem-15819	185	26	1.5255	CARDINAL
dem-15819	185	27	0.5930	CARDINAL
dem-15819	185	28	0.2289 5.9932	MONEY
dem-15819	185	29	3.9648 bos	PERSON
dem-15819	185	30	9.8146	CARDINAL
dem-15819	185	31	9.4839	CARDINAL
dem-15819	185	32	2.3638 1.5911	MONEY
dem-15819	185	33	4.8505	CARDINAL
dem-15819	185	34	4.8918	CARDINAL
dem-15819	185	35	4.6438	DATE
dem-15819	185	36	0.7892	CARDINAL
dem-15819	185	37	3.4923	MONEY
dem-15819	185	38	7.9989	CARDINAL
dem-15819	185	39	7.8383	CARDINAL
dem-15819	185	40	7.8351	CARDINAL
dem-15819	185	41	1.2660	MONEY
dem-15819	185	42	5.7058	CARDINAL
dem-15819	185	43	5.4700	CARDINAL
dem-15819	185	44	5.4087	CARDINAL
dem-15819	185	45	0.1598	CARDINAL
dem-15819	185	46	3.8289 2.6390	PRODUCT
dem-15819	185	47	sgn	ORG
dem-15819	185	48	8.0543	CARDINAL
dem-15819	185	49	7.9966	CARDINAL
dem-15819	185	50	2.8694	MONEY
dem-15819	185	51	8.8164	CARDINAL
dem-15819	185	52	8.7934	CARDINAL
dem-15819	185	53	1.7822	MONEY
dem-15819	185	54	0.3529 mcl	PERSON
dem-15819	185	55	8.5644	CARDINAL
dem-15819	185	56	8.8225	CARDINAL
dem-15819	185	57	8.7245	CARDINAL
dem-15819	185	58	2.8946 1.5217	PRODUCT
dem-15819	185	59	9.0150	CARDINAL
dem-15819	185	60	8.8529	CARDINAL
dem-15819	185	61	1.9662	MONEY
dem-15819	185	62	10.4690	CARDINAL
dem-15819	185	63	10.0370	CARDINAL
dem-15819	185	64	9.9295	CARDINAL
dem-15819	185	65	2.4141	ORG
dem-15819	186	1	mse	ORG
dem-15819	186	2	two	CARDINAL
dem-15819	186	3	model1	DATE
dem-15819	186	4	model2	GPE
dem-15819	187	1	model2	GPE
dem-15819	187	2	model1	LOC
dem-15819	189	1	two	CARDINAL
dem-15819	190	1	dcc	ORG
dem-15819	192	1	poland	GPE
dem-15819	192	2	17	CARDINAL
dem-15819	192	3	2017	CARDINAL
dem-15819	192	4	161–176 173	CARDINAL
dem-15819	193	1	first	ORDINAL
dem-15819	193	2	dcc	ORG
dem-15819	193	3	uc	ORG
dem-15819	195	1	second	ORDINAL
dem-15819	195	2	mbk	ORG
dem-15819	196	1	dcc	ORG
dem-15819	196	2	uc	ORG
dem-15819	196	3	uc	ORG
dem-15819	196	4	12	CARDINAL
dem-15819	196	5	15	CARDINAL
dem-15819	197	1	dcc	ORG
dem-15819	197	2	brooks et al.	PERSON
dem-15819	197	3	1998	DATE
dem-15819	197	4	wu	PERSON
dem-15819	197	5	2008	DATE
dem-15819	197	6	2000	DATE
dem-15819	198	1	mse	ORG
dem-15819	199	1	the warsaw stock exchange	ORG
dem-15819	199	2	dcc	ORG
dem-15819	202	1	the warsaw stock exchange	ORG
dem-15819	203	1	first	ORDINAL
dem-15819	203	2	dębski et al.	PERSON
dem-15819	203	3	2016	DATE
dem-15819	204	1	two	CARDINAL
dem-15819	204	2	dcc	ORG
dem-15819	208	1	dcc	ORG
dem-15819	209	1	dcc	ORG
dem-15819	209	2	uc	ORG
dem-15819	210	1	barbara będowska	PERSON
dem-15819	210	2	17	CARDINAL
dem-15819	210	3	2017	CARDINAL
dem-15819	210	4	161–176	CARDINAL
dem-15819	210	5	174	CARDINAL
dem-15819	214	1	andersen	PERSON
dem-15819	214	2	t. g.	PERSON
dem-15819	214	3	t.	GPE
dem-15819	214	4	1998	DATE
dem-15819	215	1	39(4	CARDINAL
dem-15819	215	2	885–905	DATE
dem-15819	216	1	andersen	PERSON
dem-15819	216	2	t. g.	PERSON
dem-15819	216	3	f. x.	PERSON
dem-15819	217	1	2007	DATE
dem-15819	217	2	513–548	CARDINAL
dem-15819	218	1	andersen	PERSON
dem-15819	218	2	t. g.	PERSON
dem-15819	218	3	p. f.	PERSON
dem-15819	218	4	f. x.	PERSON
dem-15819	218	5	2006	DATE
dem-15819	219	1	1	CARDINAL
dem-15819	219	2	https://doi.org/10.1016/s1574-0706(05)01015-3	TIME
dem-15819	220	1	andersen	PERSON
dem-15819	220	2	t. g.	PERSON
dem-15819	220	3	f. x.	PERSON
dem-15819	221	1	2001	DATE
dem-15819	221	2	the american statistical association	ORG
dem-15819	221	3	96	DATE
dem-15819	221	4	42–55	DATE
dem-15819	222	1	andersen	PERSON
dem-15819	222	2	t. g.	PERSON
dem-15819	222	3	f. x.	PERSON
dem-15819	222	4	wu	PERSON
dem-15819	222	5	2006	DATE
dem-15819	222	6	2(05	GPE
dem-15819	222	7	1–39	CARDINAL
dem-15819	223	1	andersen	PERSON
dem-15819	223	2	t. g.	PERSON
dem-15819	223	3	t.	GPE
dem-15819	223	4	2010	DATE
dem-15819	223	5	160(1	GPE
dem-15819	223	6	220–234	CARDINAL
dem-15819	224	1	b. j. s.	PERSON
dem-15819	224	2	f.	PERSON
dem-15819	224	3	1992	DATE
dem-15819	224	4	j. scott armstrong	PERSON
dem-15819	224	5	8(1	CARDINAL
dem-15819	224	6	69–80	CARDINAL
dem-15819	225	1	będowska	ORG
dem-15819	226	1	2015	CARDINAL
dem-15819	226	2	eastern european economics	ORG
dem-15819	226	3	53(1	CARDINAL
dem-15819	226	4	bollerslev	PERSON
dem-15819	226	5	t., engle	ORG
dem-15819	226	6	r. f.	PERSON
dem-15819	226	7	nelson	PERSON
dem-15819	226	8	d. b.	PERSON
dem-15819	226	9	1994	DATE
dem-15819	227	1	engle	GPE
dem-15819	227	2	r. f.	PERSON
dem-15819	227	3	mcfadden d.	PERSON
dem-15819	227	4	4	CARDINAL
dem-15819	227	5	2959–3038	DATE
dem-15819	227	6	amsterdam	GPE
dem-15819	227	7	brooks, r. d.	ORG
dem-15819	227	8	r. w.	PERSON
dem-15819	227	9	mckenzie	GPE
dem-15819	227	10	m. d.	PERSON
dem-15819	227	11	1998	DATE
dem-15819	227	12	australian	NORP
dem-15819	227	13	australian	NORP
dem-15819	227	14	1–22	CARDINAL
dem-15819	227	15	campbell	ORG
dem-15819	227	16	j. y.	PERSON
dem-15819	227	17	a. w.	PERSON
dem-15819	227	18	a. c.	PERSON
dem-15819	227	19	1997	DATE
dem-15819	227	20	princeton university press	ORG
dem-15819	227	21	chichester	GPE
dem-15819	227	22	choudhry	PERSON
dem-15819	227	23	t., wu	GPE
dem-15819	227	24	2008	DATE
dem-15819	227	25	daily	DATE
dem-15819	227	26	670–689	CARDINAL
dem-15819	228	1	poland	GPE
dem-15819	228	2	17	CARDINAL
dem-15819	228	3	2017	CARDINAL
dem-15819	228	4	161–176	CARDINAL
dem-15819	228	5	175	CARDINAL
dem-15819	228	6	w.	PERSON
dem-15819	228	7	e.	GPE
dem-15819	228	8	2014	DATE
dem-15819	228	9	oeconomica stetinensia	EVENT
dem-15819	228	10	270–286	CARDINAL
dem-15819	229	1	dębski	PERSON
dem-15819	229	2	w.	PERSON
dem-15819	229	3	e.	GPE
dem-15819	229	4	b.	PERSON
dem-15819	229	5	2016	DATE
dem-15819	229	6	the warsaw stock exchange	ORG
dem-15819	229	7	folia oeconomica stetinensia	ORG
dem-15819	229	8	16(1	CARDINAL
dem-15819	229	9	75–92	CARDINAL
dem-15819	230	1	j. a.	PERSON
dem-15819	230	2	hendry	ORG
dem-15819	230	3	d. f. (	PERSON
dem-15819	230	4	2006	DATE
dem-15819	230	5	timberlake consultants press	ORG
dem-15819	230	6	london	GPE
dem-15819	231	1	engle	PERSON
dem-15819	231	2	2002	DATE
dem-15819	231	3	20(3	CARDINAL
dem-15819	231	4	339–350	CARDINAL
dem-15819	232	1	engle	PERSON
dem-15819	232	2	r. f.	PERSON
dem-15819	232	3	kroner	ORG
dem-15819	232	4	k. f. (	PERSON
dem-15819	232	5	1995	DATE
dem-15819	232	6	122–150	CARDINAL
dem-15819	233	1	r. w.	PERSON
dem-15819	233	2	d.	NORP
dem-15819	233	3	j. (	PERSON
dem-15819	233	4	2000	DATE
dem-15819	233	5	27(5–6	CARDINAL
dem-15819	233	6	523–554	CARDINAL
dem-15819	234	1	ftse	ORG
dem-15819	235	1	2016	CARDINAL
dem-15819	236	1	hajizadeh	ORG
dem-15819	236	2	e.	ORG
dem-15819	236	3	a.	ORG
dem-15819	236	4	fazel zarandi	PERSON
dem-15819	236	5	m. h.	PERSON
dem-15819	236	6	turksen	ORG
dem-15819	236	7	i. b.	PERSON
dem-15819	236	8	2012	DATE
dem-15819	236	9	39(1	CARDINAL
dem-15819	236	10	431–436	DATE
dem-15819	237	1	harvey	PERSON
dem-15819	237	2	d.	NORP
dem-15819	237	3	s.	PERSON
dem-15819	237	4	1997	DATE
dem-15819	237	5	13(2	CARDINAL
dem-15819	237	6	281–291	CARDINAL
dem-15819	238	1	huang	PERSON
dem-15819	238	2	c. f.	PERSON
dem-15819	238	3	litzenberger	ORG
dem-15819	238	4	r. h.	PERSON
dem-15819	238	5	1988	DATE
dem-15819	238	6	north holland	GPE
dem-15819	238	7	new york	GPE
dem-15819	239	1	jagannathan	PERSON
dem-15819	239	2	r.	NORP
dem-15819	239	3	wang	PERSON
dem-15819	239	4	z.	PERSON
dem-15819	239	5	1996	DATE
dem-15819	239	6	51(1	CARDINAL
dem-15819	239	7	3–53	CARDINAL
dem-15819	240	1	koopman	PERSON
dem-15819	240	2	s. j.	PERSON
dem-15819	240	3	harvey	GPE
dem-15819	240	4	a. c.	PERSON
dem-15819	240	5	j. a.	PERSON
dem-15819	240	6	shephard	GPE
dem-15819	240	7	2006	DATE
dem-15819	240	8	7	CARDINAL
dem-15819	240	9	timberlake consultants press	ORG
dem-15819	240	10	london	GPE
dem-15819	241	1	kurach	GPE
dem-15819	241	2	r.	NORP
dem-15819	241	3	stelmach	PERSON
dem-15819	241	4	j. (	PERSON
dem-15819	241	5	2014	DATE
dem-15819	241	6	poland	GPE
dem-15819	241	7	romanian	NORP
dem-15819	241	8	17(1	CARDINAL
dem-15819	241	9	139–159	CARDINAL
dem-15819	242	1	s.	PERSON
dem-15819	242	2	2013	DATE
dem-15819	242	3	7	CARDINAL
dem-15819	243	1	timberlake consultants press	ORG
dem-15819	243	2	london	GPE
dem-15819	244	1	f.	PERSON
dem-15819	244	2	brooks, r.	ORG
dem-15819	244	3	r.	NORP
dem-15819	244	4	2000	DATE
dem-15819	244	5	australian	NORP
dem-15819	244	6	australian	NORP
dem-15819	244	7	39(3	CARDINAL
dem-15819	245	1	301–311	DATE
dem-15819	246	1	j. g.	PERSON
dem-15819	246	2	z.	GPE
dem-15819	246	3	singh	GPE
dem-15819	246	4	a.	PERSON
dem-15819	246	5	2016	DATE
dem-15819	247	1	m.	PERSON
dem-15819	247	2	2001	DATE
dem-15819	247	3	journal of business & economic statistics	ORG
dem-15819	248	1	wang	PERSON
dem-15819	248	2	y. h.	PERSON
dem-15819	248	3	2009	DATE
dem-15819	248	4	36(1	CARDINAL
dem-15819	248	5	564–570	CARDINAL
dem-15819	248	6	2016	CARDINAL
dem-15819	249	1	barbara będowska	PERSON
dem-15819	249	2	17	CARDINAL
dem-15819	249	3	2017	CARDINAL
dem-15819	249	4	161–176	CARDINAL
dem-15819	249	5	176	CARDINAL
dem-15819	249	6	5	CARDINAL
dem-15819	249	7	bhw	ORG
dem-15819	249	8	bos acp bhw	PERSON
dem-15819	249	9	1.00 0.67 0.66 0.57	MONEY
dem-15819	249	10	-0.06 0.98	CARDINAL
dem-15819	249	11	0.03 0.04 -0.14	MONEY
dem-15819	249	12	-0.06	CARDINAL
dem-15819	249	13	0.30 0.27 0.32	QUANTITY
dem-15819	249	14	0.19 1.00	CARDINAL
dem-15819	249	15	-0.36	ORG
dem-15819	249	16	0.98 0.67 0.67 0.57	MONEY
dem-15819	249	17	1.00 -0.77 acp -0.79 -0.78 -0.68	QUANTITY
dem-15819	249	18	0.31	CARDINAL
dem-15819	249	19	-0.36	ORG
dem-15819	249	20	0.10 0.27	CARDINAL
dem-15819	249	21	0.15 0.01	QUANTITY
dem-15819	249	22	0.55	CARDINAL
dem-15819	249	23	0.69 elz -0.79	QUANTITY
dem-15819	249	24	-0.78 0.04 -0.34	MONEY
dem-15819	249	25	0.87	CARDINAL
dem-15819	249	26	0.35 -0.12 -0.92	MONEY
dem-15819	249	27	0.87	CARDINAL
dem-15819	249	28	sme -0.98 -0.68 -0.70	ORG
dem-15819	249	29	0.27 0.00	CARDINAL
dem-15819	249	30	0.81	CARDINAL
dem-15819	249	31	0.19 0.26 0.31 0.28	QUANTITY
dem-15819	249	32	0.23 -0.08 acp cdr cmr	QUANTITY
dem-15819	249	33	elz mcl sme lrk	PERSON
dem-15819	249	34	bhw	ORG
dem-15819	249	35	0.19	CARDINAL
dem-15819	249	36	0.26	CARDINAL
dem-15819	249	37	0.00 -0.25	QUANTITY
dem-15819	249	38	0.31 mil	MONEY
dem-15819	249	39	0.16	CARDINAL
dem-15819	249	40	-0.08	DATE
dem-15819	250	1	0.28 peo 0.31	QUANTITY
dem-15819	250	2	0.15	CARDINAL
dem-15819	250	3	0.04 0.35 0.27	QUANTITY
dem-15819	250	4	-0.36	ORG
dem-15819	250	5	0.01	CARDINAL
dem-15819	250	6	-0.26 bos -0.77 0.10	PERSON
dem-15819	250	7	0.23 acp	MONEY
dem-15819	250	8	0.27 1.00	MONEY
dem-15819	250	9	0.55	CARDINAL
dem-15819	250	10	0.55 0.23	MONEY
dem-15819	250	11	0.77 0.31	CARDINAL
dem-15819	250	12	sgn	ORG
dem-15819	250	13	0.69	CARDINAL
dem-15819	250	14	0.57 0.27 elz 0.87 0.15 0.41 0.74 1.00 0.85 0.80	QUANTITY
dem-15819	250	15	mcl 0.87	PERSON
dem-15819	250	16	0.66 0.58 0.85	MONEY
dem-15819	250	17	0.81 -0.02 0.77	MONEY
dem-15819	250	18	0.94 1.00 -0.12 lrk	QUANTITY
dem-15819	250	19	0.55 0.31 0.27	MONEY
dem-15819	250	20	1.00	CARDINAL
dem-15819	251	1	α=0.05	DATE