id	sid	eid	entity	type
dem-5671	1	1	microsoft	ORG
dem-5671	1	2	2014	DATE
dem-5671	1	3	nicolaus copernicus university	ORG
dem-5671	8	1	14 (2014	DATE
dem-5671	9	1	5−28	CARDINAL
dem-5671	9	2	may 5, 2014 issn	DATE
dem-5671	9	3	december 12, 2014 1234-3862	DATE
dem-5671	9	4	ryszard kokoszczyński*	PERSON
dem-5671	9	5	paweł sakowski	PERSON
dem-5671	9	6	robert ślepaczuk*	PERSON
dem-5671	9	7	vix	DATE
dem-5671	9	8	vix	ORG
dem-5671	10	1	vix	DATE
dem-5671	10	2	20	CARDINAL
dem-5671	15	1	k e y w o r	PERSON
dem-5671	15	2	vix	DATE
dem-5671	15	3	vix futures	ORG
dem-5671	15	4	j e l	PERSON
dem-5671	15	5	g11	ORG
dem-5671	15	6	g14	GPE
dem-5671	15	7	c22	GPE
dem-5671	15	8	the national bank of poland	ORG
dem-5671	15	9	tfi s.a.	ORG
dem-5671	15	10	robert ślepaczuk	PERSON
dem-5671	15	11	university of warsaw	ORG
dem-5671	15	12	44/50	CARDINAL
dem-5671	15	13	00-241	CARDINAL
dem-5671	15	14	poland	GPE
dem-5671	19	1	j. jabłecki	PERSON
dem-5671	19	2	r. kokoszczyński	PERSON
dem-5671	19	3	p. sakowski	PERSON
dem-5671	19	4	r. ślepaczuk	PERSON
dem-5671	19	5	14	CARDINAL
dem-5671	19	6	5–28 6	CARDINAL
dem-5671	20	1	1	CARDINAL
dem-5671	20	2	vix	DATE
dem-5671	20	3	20	CARDINAL
dem-5671	20	4	vix	DATE
dem-5671	23	1	1	CARDINAL
dem-5671	23	2	vix	ORG
dem-5671	23	3	two	CARDINAL
dem-5671	24	1	groups2 of vix	GPE
dem-5671	26	1	1	CARDINAL
dem-5671	26	2	cboe	ORG
dem-5671	27	1	30 days	DATE
dem-5671	28	1	whaley	GPE
dem-5671	28	2	1993	DATE
dem-5671	28	3	cboe	ORG
dem-5671	28	4	2003	DATE
dem-5671	28	5	cboe	ORG
dem-5671	28	6	2009	DATE
dem-5671	29	1	2	CARDINAL
dem-5671	29	2	vix	DATE
dem-5671	31	1	14	CARDINAL
dem-5671	31	2	5–28 7	DATE
dem-5671	33	1	recent decades	DATE
dem-5671	33	2	andersen et al.	PERSON
dem-5671	33	3	2005	DATE
dem-5671	35	1	konstantinidi	ORG
dem-5671	35	2	2011	DATE
dem-5671	37	1	2012	DATE
dem-5671	37	2	2013	DATE
dem-5671	38	1	2013	DATE
dem-5671	39	1	jabłecki et al	PERSON
dem-5671	39	2	2013a	DATE
dem-5671	40	1	vix	DATE
dem-5671	43	1	second	ORDINAL
dem-5671	44	1	third	ORDINAL
dem-5671	47	1	fifth	ORDINAL
dem-5671	49	1	1	CARDINAL
dem-5671	49	2	vix	DATE
dem-5671	49	3	index3	ORG
dem-5671	50	1	24 expiration months	DATE
dem-5671	50	2	january 2006	DATE
dem-5671	50	3	july 2013	DATE
dem-5671	50	4	7	CARDINAL
dem-5671	50	5	3	CARDINAL
dem-5671	50	6	vix	DATE
dem-5671	50	7	vix	DATE
dem-5671	50	8	www.stooq.pl j. jabłecki	PERSON
dem-5671	50	9	r. kokoszczyński	PERSON
dem-5671	50	10	p. sakowski	PERSON
dem-5671	50	11	r. ślepaczuk	PERSON
dem-5671	50	12	14	CARDINAL
dem-5671	51	1	5–28 8	DATE
dem-5671	52	1	vix	DATE
dem-5671	53	1	1	CARDINAL
dem-5671	53	2	1	CARDINAL
dem-5671	53	3	vix	DATE
dem-5671	54	1	vix	EVENT
dem-5671	56	1	1	CARDINAL
dem-5671	57	1	daily	DATE
dem-5671	57	2	vix	DATE
dem-5671	58	1	1872 1872	DATE
dem-5671	58	2	0.3505	CARDINAL
dem-5671	58	3	0.4960	CARDINAL
dem-5671	58	4	0.0401	CARDINAL
dem-5671	58	5	0.0049	CARDINAL
dem-5671	58	6	0.0325 0.0061	CARDINAL
dem-5671	58	7	0.0001 0.0001 median	QUANTITY
dem-5671	58	8	0.0052 0.0008	CARDINAL
dem-5671	58	9	0.0016 0.0003	CARDINAL
dem-5671	58	10	lcl	ORG
dem-5671	58	11	0.0030	CARDINAL
dem-5671	58	12	0.0005	CARDINAL
dem-5671	58	13	ucl	ORG
dem-5671	58	14	0.0034 0.0007	CARDINAL
dem-5671	59	1	0.0144	MONEY
dem-5671	59	2	0.7022	CARDINAL
dem-5671	59	3	0.2994	CARDINAL
dem-5671	59	4	4.1499 8.9920	CARDINAL
dem-5671	59	5	0.7550	CARDINAL
dem-5671	60	1	2	CARDINAL
dem-5671	61	1	2005	DATE
dem-5671	61	2	simon	PERSON
dem-5671	61	3	wiggins	PERSON
dem-5671	61	4	2001	DATE
dem-5671	61	5	daily	DATE
dem-5671	61	6	five	CARDINAL
dem-5671	61	7	groups4	PERSON
dem-5671	62	1	months5	PERSON
dem-5671	63	1	vix	DATE
dem-5671	63	2	vix futures	ORG
dem-5671	63	3	1	CARDINAL
dem-5671	63	4	4	CARDINAL
dem-5671	65	1	5	CARDINAL
dem-5671	65	2	less than 25%	PERCENT
dem-5671	66	1	14	CARDINAL
dem-5671	66	2	5–28 9	DATE
dem-5671	66	3	daily	DATE
dem-5671	66	4	vix	DATE
dem-5671	66	5	vix	DATE
dem-5671	66	6	1	CARDINAL
dem-5671	66	7	vix	DATE
dem-5671	66	8	0	CARDINAL
dem-5671	66	9	vix	DATE
dem-5671	66	10	1	CARDINAL
dem-5671	66	11	5	CARDINAL
dem-5671	67	1	vix	DATE
dem-5671	69	1	2	CARDINAL
dem-5671	69	2	five	CARDINAL
dem-5671	71	1	four	CARDINAL
dem-5671	72	1	fifth	ORDINAL
dem-5671	73	1	2	CARDINAL
dem-5671	73	2	five	CARDINAL
dem-5671	74	1	up to 7 months	DATE
dem-5671	75	1	cfe	ORG
dem-5671	75	2	vix	DATE
dem-5671	75	3	two	CARDINAL
dem-5671	75	4	three	CARDINAL
dem-5671	76	1	1	CARDINAL
dem-5671	76	2	vix	DATE
dem-5671	78	1	vix	DATE
dem-5671	78	2	vix	DATE
dem-5671	79	1	j. jabłecki	PERSON
dem-5671	79	2	r. kokoszczyński	PERSON
dem-5671	79	3	p. sakowski	PERSON
dem-5671	79	4	r. ślepaczuk	PERSON
dem-5671	79	5	14	CARDINAL
dem-5671	79	6	5–28 10	DATE
dem-5671	80	1	3	CARDINAL
dem-5671	80	2	two	CARDINAL
dem-5671	80	3	two	CARDINAL
dem-5671	80	4	vrp	ORG
dem-5671	82	1	slope1	PERSON
dem-5671	82	2	slope1	PERSON
dem-5671	82	3	2	CARDINAL
dem-5671	82	4	7-th vix	DATE
dem-5671	82	5	vix	DATE
dem-5671	83	1	slope1	ORG
dem-5671	84	1	between last and	DATE
dem-5671	84	2	first	ORDINAL
dem-5671	84	3	first	ORDINAL
dem-5671	84	4	four	CARDINAL
dem-5671	84	5	3	CARDINAL
dem-5671	85	1	3	CARDINAL
dem-5671	85	2	slope1	PERSON
dem-5671	86	1	up to 7 months	DATE
dem-5671	87	1	150%	PERCENT
dem-5671	87	2	second	ORDINAL
dem-5671	87	3	slope2	ORG
dem-5671	87	4	vix	DATE
dem-5671	87	5	14	CARDINAL
dem-5671	87	6	5–28 11	DATE
dem-5671	87	7	3	CARDINAL
dem-5671	87	8	daily	DATE
dem-5671	87	9	vix	ORG
dem-5671	87	10	vix futures	ORG
dem-5671	87	11	vix	DATE
dem-5671	87	12	vix	DATE
dem-5671	87	13	0	CARDINAL
dem-5671	87	14	1	DATE
dem-5671	87	15	vix	DATE
dem-5671	87	16	1	CARDINAL
dem-5671	87	17	5	CARDINAL
dem-5671	88	1	slope2	ORG
dem-5671	88	2	slope1	ORG
dem-5671	88	3	2	CARDINAL
dem-5671	89	1	2	CARDINAL
dem-5671	90	1	slope2	ORG
dem-5671	90	2	vix	DATE
dem-5671	90	3	vix	DATE
dem-5671	90	4	max	PERSON
dem-5671	90	5	1 374	CARDINAL
dem-5671	90	6	0.9	CARDINAL
dem-5671	90	7	2 374	CARDINAL
dem-5671	90	8	5.4	CARDINAL
dem-5671	90	9	3 375	CARDINAL
dem-5671	90	10	2.2	CARDINAL
dem-5671	90	11	4.9	CARDINAL
dem-5671	90	12	10.5	CARDINAL
dem-5671	90	13	4.6	CARDINAL
dem-5671	90	14	5.1 5 374	CARDINAL
dem-5671	90	15	25.41;80.86	CARDINAL
dem-5671	90	16	71.8 8.4	CARDINAL
dem-5671	90	17	9.9	CARDINAL
dem-5671	90	18	5.6 13.9	CARDINAL
dem-5671	90	19	71.8	CARDINAL
dem-5671	90	20	20.3 3.5	CARDINAL
dem-5671	90	21	up to 7 months	DATE
dem-5671	91	1	1	CARDINAL
dem-5671	92	1	4	CARDINAL
dem-5671	92	2	1,2,3,4,5	CARDINAL
dem-5671	92	3	vix	DATE
dem-5671	92	4	1	CARDINAL
dem-5671	92	5	5	CARDINAL
dem-5671	92	6	vix	DATE
dem-5671	92	7	vix	DATE
dem-5671	93	1	1	CARDINAL
dem-5671	93	2	vix	DATE
dem-5671	94	1	first	ORDINAL
dem-5671	94	2	four	CARDINAL
dem-5671	95	1	20% and 20%	PERCENT
dem-5671	96	1	zero	CARDINAL
dem-5671	97	1	fifth	ORDINAL
dem-5671	98	1	4	CARDINAL
dem-5671	99	1	j. jabłecki	PERSON
dem-5671	99	2	r. kokoszczyński	PERSON
dem-5671	99	3	p. sakowski	PERSON
dem-5671	99	4	r. ślepaczuk	PERSON
dem-5671	99	5	14	CARDINAL
dem-5671	99	6	5–28 12 than half	DATE
dem-5671	99	7	below zero	CARDINAL
dem-5671	99	8	10%	PERCENT
dem-5671	100	1	4	CARDINAL
dem-5671	101	1	up to 7 months	DATE
dem-5671	102	1	150%	PERCENT
dem-5671	103	1	two	CARDINAL
dem-5671	103	2	∑	PERSON
dem-5671	103	3	5	CARDINAL
dem-5671	103	4	6	CARDINAL
dem-5671	103	5	1,2,3,4,5	CARDINAL
dem-5671	104	1	14	CARDINAL
dem-5671	104	2	5–28 13	DATE
dem-5671	108	1	5	CARDINAL
dem-5671	108	2	6	CARDINAL
dem-5671	109	1	5	CARDINAL
dem-5671	110	1	up to 7 months	DATE
dem-5671	111	1	150%	PERCENT
dem-5671	111	2	5	CARDINAL
dem-5671	111	3	4	CARDINAL
dem-5671	112	1	first	ORDINAL
dem-5671	113	1	vix	DATE
dem-5671	113	2	second	ORDINAL
dem-5671	113	3	days	DATE
dem-5671	114	1	fifth	ORDINAL
dem-5671	115	1	j. jabłecki	PERSON
dem-5671	115	2	r. kokoszczyński	PERSON
dem-5671	115	3	p. sakowski	PERSON
dem-5671	115	4	r. ślepaczuk	PERSON
dem-5671	115	5	14	CARDINAL
dem-5671	116	1	5–28 14	DATE
dem-5671	116	2	6	CARDINAL
dem-5671	117	1	4	CARDINAL
dem-5671	118	1	5	CARDINAL
dem-5671	118	2	fifth	ORDINAL
dem-5671	119	1	fifth	ORDINAL
dem-5671	119	2	four	CARDINAL
dem-5671	119	3	5	CARDINAL
dem-5671	119	4	6	CARDINAL
dem-5671	121	1	up to 7 months	DATE
dem-5671	122	1	150%	PERCENT
dem-5671	122	2	4	CARDINAL
dem-5671	123	1	1-month	DATE
dem-5671	123	2	vix	ORG
dem-5671	123	3	five	CARDINAL
dem-5671	123	4	vix	DATE
dem-5671	123	5	five	CARDINAL
dem-5671	123	6	slope1	PERSON
dem-5671	123	7	3	CARDINAL
dem-5671	123	8	4	CARDINAL
dem-5671	123	9	five	CARDINAL
dem-5671	123	10	slope2	ORG
dem-5671	123	11	5	CARDINAL
dem-5671	123	12	6	CARDINAL
dem-5671	123	13	14	CARDINAL
dem-5671	124	1	5–28 15	DATE
dem-5671	124	2	four	CARDINAL
dem-5671	124	3	groups6	ORG
dem-5671	124	4	7	CARDINAL
dem-5671	124	5	8)	CARDINAL
dem-5671	124	6	four	CARDINAL
dem-5671	124	7	9	CARDINAL
dem-5671	124	8	10	CARDINAL
dem-5671	124	9	four	CARDINAL
dem-5671	124	10	11	CARDINAL
dem-5671	124	11	12	CARDINAL
dem-5671	125	1	3	CARDINAL
dem-5671	126	1	1-month	DATE
dem-5671	126	2	vix	DATE
dem-5671	126	3	slope1	ORG
dem-5671	126	4	vix	DATE
dem-5671	126	5	slope1	ORG
dem-5671	127	1	vix	DATE
dem-5671	127	2	0.53	CARDINAL
dem-5671	127	3	0.02	CARDINAL
dem-5671	127	4	0.02	CARDINAL
dem-5671	127	5	0.1	CARDINAL
dem-5671	127	6	0.1	CARDINAL
dem-5671	127	7	0.25	CARDINAL
dem-5671	127	8	0.25	CARDINAL
dem-5671	127	9	0.39	CARDINAL
dem-5671	127	10	0.39	CARDINAL
dem-5671	127	11	0.92	CARDINAL
dem-5671	128	1	0.53	CARDINAL
dem-5671	128	2	0.92	CARDINAL
dem-5671	128	3	1	CARDINAL
dem-5671	129	1	3.03 1.22 1.74 1.14 1.27 2	MONEY
dem-5671	129	2	14.18:17.74	CARDINAL
dem-5671	129	3	5.46	CARDINAL
dem-5671	129	4	0.18	CARDINAL
dem-5671	129	5	17.74:21.68	CARDINAL
dem-5671	129	6	0.31	CARDINAL
dem-5671	129	7	3.13	CARDINAL
dem-5671	129	8	21.68:26.85	CARDINAL
dem-5671	129	9	1.98 1.39	CARDINAL
dem-5671	129	10	0.52 2.94 8.00 na na 1.23	QUANTITY
dem-5671	130	1	0.91 0.87 1.55 1.74	MONEY
dem-5671	130	2	1.4 1.33	CARDINAL
dem-5671	130	3	up to 7 months	DATE
dem-5671	131	1	4	CARDINAL
dem-5671	132	1	1-month	DATE
dem-5671	132	2	vix	DATE
dem-5671	132	3	slope1	ORG
dem-5671	132	4	vix	DATE
dem-5671	132	5	slope1	ORG
dem-5671	133	1	vix	DATE
dem-5671	133	2	0.53	CARDINAL
dem-5671	133	3	0.02	CARDINAL
dem-5671	133	4	0.02	CARDINAL
dem-5671	133	5	0.1	CARDINAL
dem-5671	133	6	0.1	CARDINAL
dem-5671	133	7	0.25	CARDINAL
dem-5671	133	8	0.25	CARDINAL
dem-5671	133	9	0.39	CARDINAL
dem-5671	133	10	0.39	CARDINAL
dem-5671	133	11	0.92	CARDINAL
dem-5671	134	1	0.53	CARDINAL
dem-5671	134	2	0.92	CARDINAL
dem-5671	134	3	1	CARDINAL
dem-5671	135	1	0.04 0.91 1.43	MONEY
dem-5671	135	2	14.18:17.74	CARDINAL
dem-5671	135	3	27.7	CARDINAL
dem-5671	135	4	2.88	CARDINAL
dem-5671	135	5	8.46	CARDINAL
dem-5671	135	6	6.54	CARDINAL
dem-5671	135	7	17.74:21.68	CARDINAL
dem-5671	135	8	1.27 14.95	CARDINAL
dem-5671	135	9	0.92	CARDINAL
dem-5671	135	10	7.27	CARDINAL
dem-5671	135	11	8.53	CARDINAL
dem-5671	135	12	3.39 4	CARDINAL
dem-5671	135	13	14.99	CARDINAL
dem-5671	135	14	1.34	CARDINAL
dem-5671	135	15	7.70	CARDINAL
dem-5671	135	16	8.50	CARDINAL
dem-5671	135	17	11.94	CARDINAL
dem-5671	135	18	7.62 5	CARDINAL
dem-5671	135	19	11.44	CARDINAL
dem-5671	135	20	12.78	CARDINAL
dem-5671	135	21	16.01	CARDINAL
dem-5671	135	22	12.06	CARDINAL
dem-5671	136	1	11.95	CARDINAL
dem-5671	136	2	1.9	CARDINAL
dem-5671	136	3	3.07	CARDINAL
dem-5671	136	4	1.12 2.92	CARDINAL
dem-5671	136	5	2.68	CARDINAL
dem-5671	136	6	up to 7 months	DATE
dem-5671	137	1	zero	CARDINAL
dem-5671	138	1	vrp	ORG
dem-5671	138	2	vix	ORG
dem-5671	139	1	3	CARDINAL
dem-5671	139	2	6	CARDINAL
dem-5671	139	3	vrp	ORG
dem-5671	140	1	vix	DATE
dem-5671	141	1	j. jabłecki	PERSON
dem-5671	141	2	r. kokoszczyński	PERSON
dem-5671	141	3	p. sakowski	PERSON
dem-5671	141	4	r. ślepaczuk	PERSON
dem-5671	141	5	14	CARDINAL
dem-5671	141	6	5–28 16	DATE
dem-5671	141	7	3	CARDINAL
dem-5671	141	8	5	CARDINAL
dem-5671	141	9	7	CARDINAL
dem-5671	141	10	9	CARDINAL
dem-5671	141	11	11	CARDINAL
dem-5671	142	1	slope1	PERSON
dem-5671	143	1	5	CARDINAL
dem-5671	144	1	1-month	DATE
dem-5671	144	2	vix	DATE
dem-5671	144	3	slope2	ORG
dem-5671	144	4	vix	DATE
dem-5671	144	5	slope2	ORG
dem-5671	145	1	vix	DATE
dem-5671	145	2	71.83	CARDINAL
dem-5671	145	3	0.72	CARDINAL
dem-5671	145	4	0.72	CARDINAL
dem-5671	145	5	2.87	CARDINAL
dem-5671	145	6	2.87	CARDINAL
dem-5671	145	7	6.88	CARDINAL
dem-5671	145	8	6.88	CARDINAL
dem-5671	145	9	10.54	CARDINAL
dem-5671	145	10	10.54	CARDINAL
dem-5671	145	11	20.36	CARDINAL
dem-5671	146	1	71.83	CARDINAL
dem-5671	146	2	20.36	CARDINAL
dem-5671	146	3	1	CARDINAL
dem-5671	147	1	1.07 1.34	CARDINAL
dem-5671	147	2	14.18:17.74	CARDINAL
dem-5671	147	3	5.46	CARDINAL
dem-5671	147	4	17.74:21.68	CARDINAL
dem-5671	147	5	1.04	CARDINAL
dem-5671	147	6	2.57	CARDINAL
dem-5671	147	7	2.29	CARDINAL
dem-5671	147	8	21.68:26.85	CARDINAL
dem-5671	147	9	1.98	CARDINAL
dem-5671	147	10	2.72 2.79	CARDINAL
dem-5671	147	11	3.21	CARDINAL
dem-5671	147	12	0.59 2.88	CARDINAL
dem-5671	147	13	0.98	CARDINAL
dem-5671	147	14	1.83 1.33	CARDINAL
dem-5671	147	15	up to 7 months	DATE
dem-5671	148	1	6	CARDINAL
dem-5671	149	1	1-month	DATE
dem-5671	149	2	vix	DATE
dem-5671	149	3	slope2	ORG
dem-5671	149	4	vix	DATE
dem-5671	149	5	slope2	ORG
dem-5671	150	1	vix	DATE
dem-5671	150	2	71.83	CARDINAL
dem-5671	150	3	0.72	CARDINAL
dem-5671	150	4	0.72	CARDINAL
dem-5671	150	5	2.87	CARDINAL
dem-5671	150	6	2.87	CARDINAL
dem-5671	150	7	6.88	CARDINAL
dem-5671	150	8	6.88	CARDINAL
dem-5671	150	9	10.54	CARDINAL
dem-5671	150	10	10.54	CARDINAL
dem-5671	150	11	20.36	CARDINAL
dem-5671	151	1	71.83	CARDINAL
dem-5671	151	2	20.36	CARDINAL
dem-5671	151	3	1	CARDINAL
dem-5671	152	1	8.63 0.85 3.04	CARDINAL
dem-5671	152	2	0.84 2.52 2	MONEY
dem-5671	152	3	14.18:17.74	CARDINAL
dem-5671	152	4	27.7	CARDINAL
dem-5671	152	5	2.88	CARDINAL
dem-5671	152	6	11.78	CARDINAL
dem-5671	152	7	2.53	MONEY
dem-5671	152	8	17.74:21.68	CARDINAL
dem-5671	152	9	14.21	CARDINAL
dem-5671	152	10	13.99	MONEY
dem-5671	152	11	5.05	CARDINAL
dem-5671	152	12	8.47	CARDINAL
dem-5671	152	13	3.39 4	CARDINAL
dem-5671	152	14	14.99	CARDINAL
dem-5671	152	15	0.63	MONEY
dem-5671	152	16	3.38	CARDINAL
dem-5671	152	17	11.93	CARDINAL
dem-5671	152	18	8.33	CARDINAL
dem-5671	152	19	7.62 5	CARDINAL
dem-5671	152	20	11.91	CARDINAL
dem-5671	152	21	11.24	CARDINAL
dem-5671	152	22	14.69	CARDINAL
dem-5671	152	23	16.10	CARDINAL
dem-5671	152	24	12.06	CARDINAL
dem-5671	152	25	12.64 0.87	CARDINAL
dem-5671	152	26	1.71	CARDINAL
dem-5671	152	27	0.99	CARDINAL
dem-5671	152	28	0.57	CARDINAL
dem-5671	152	29	2.68	CARDINAL
dem-5671	152	30	up to 7 months	DATE
dem-5671	153	1	zero	CARDINAL
dem-5671	154	1	4	CARDINAL
dem-5671	154	2	6	CARDINAL
dem-5671	154	3	8	CARDINAL
dem-5671	154	4	10	CARDINAL
dem-5671	154	5	12	CARDINAL
dem-5671	154	6	vix	EVENT
dem-5671	154	7	first	ORDINAL
dem-5671	154	8	fifth	ORDINAL
dem-5671	155	1	vix	EVENT
dem-5671	155	2	slope1	PERSON
dem-5671	155	3	first	ORDINAL
dem-5671	155	4	fifth	ORDINAL
dem-5671	156	1	4	CARDINAL
dem-5671	156	2	vix	DATE
dem-5671	156	3	first	ORDINAL
dem-5671	156	4	second	ORDINAL
dem-5671	156	5	fourth	ORDINAL
dem-5671	156	6	fifth	ORDINAL
dem-5671	156	7	slope1	PERSON
dem-5671	157	1	fourth	ORDINAL
dem-5671	157	2	fifth	ORDINAL
dem-5671	157	3	first	ORDINAL
dem-5671	157	4	second	ORDINAL
dem-5671	157	5	slope1	ORG
dem-5671	158	1	14	CARDINAL
dem-5671	158	2	5–28	CARDINAL
dem-5671	158	3	slope2	ORG
dem-5671	159	1	5	CARDINAL
dem-5671	159	2	slope2	ORG
dem-5671	159	3	first	ORDINAL
dem-5671	159	4	fifth	ORDINAL
dem-5671	160	1	6	CARDINAL
dem-5671	160	2	vix	DATE
dem-5671	160	3	slope2	ORG
dem-5671	160	4	4	CARDINAL
dem-5671	161	1	4	CARDINAL
dem-5671	161	2	7	CARDINAL
dem-5671	162	1	1-month	DATE
dem-5671	162	2	vix	DATE
dem-5671	162	3	vix	DATE
dem-5671	162	4	0.34	CARDINAL
dem-5671	162	5	0.08	CARDINAL
dem-5671	162	6	0.08	CARDINAL
dem-5671	162	7	0.01	CARDINAL
dem-5671	162	8	0.01	CARDINAL
dem-5671	162	9	0.06	CARDINAL
dem-5671	162	10	0.06	CARDINAL
dem-5671	162	11	0.79	CARDINAL
dem-5671	163	1	0.34	CARDINAL
dem-5671	163	2	0.79	CARDINAL
dem-5671	163	3	1 [9.89:14.18	CARDINAL
dem-5671	163	4	0.68 0.95	CARDINAL
dem-5671	163	5	1.56	CARDINAL
dem-5671	163	6	14.18:17.74	CARDINAL
dem-5671	163	7	1.77 0.44	CARDINAL
dem-5671	163	8	1.74 2.18 0.86 3	MONEY
dem-5671	163	9	17.74:21.68	CARDINAL
dem-5671	163	10	1.84	CARDINAL
dem-5671	163	11	21.68:26.85	CARDINAL
dem-5671	163	12	0.56 1.23 2.6	QUANTITY
dem-5671	163	13	4.78	CARDINAL
dem-5671	163	14	1.08 2.99 5.68	CARDINAL
dem-5671	163	15	1.60 1.23	CARDINAL
dem-5671	164	1	1.15 1.1 1.28	CARDINAL
dem-5671	164	2	1.33	CARDINAL
dem-5671	164	3	up to 7 months	DATE
dem-5671	165	1	8	CARDINAL
dem-5671	166	1	1-month	DATE
dem-5671	166	2	vix	DATE
dem-5671	166	3	vix	DATE
dem-5671	166	4	0.34	CARDINAL
dem-5671	166	5	0.08	CARDINAL
dem-5671	166	6	0.08	CARDINAL
dem-5671	166	7	0.01	CARDINAL
dem-5671	166	8	0.01	CARDINAL
dem-5671	166	9	0.06	CARDINAL
dem-5671	166	10	0.06	CARDINAL
dem-5671	166	11	0.79	CARDINAL
dem-5671	167	1	0.34	CARDINAL
dem-5671	167	2	0.79	CARDINAL
dem-5671	167	3	1	CARDINAL
dem-5671	168	1	9.89:14.18	CARDINAL
dem-5671	168	2	5.74 0.26 0.49 5.43 2.52 2	MONEY
dem-5671	168	3	14.18:17.74	CARDINAL
dem-5671	168	4	6.32	CARDINAL
dem-5671	168	5	1.69	CARDINAL
dem-5671	168	6	3	CARDINAL
dem-5671	168	7	17.74:21.68	CARDINAL
dem-5671	168	8	12.00 0.31 3.52	CARDINAL
dem-5671	168	9	6.55	CARDINAL
dem-5671	168	10	3.39 4	CARDINAL
dem-5671	168	11	3.67	CARDINAL
dem-5671	168	12	8.01	CARDINAL
dem-5671	168	13	8.59	CARDINAL
dem-5671	168	14	6.31	CARDINAL
dem-5671	168	15	7.62 5	CARDINAL
dem-5671	168	16	11.79	CARDINAL
dem-5671	168	17	15.9	CARDINAL
dem-5671	168	18	16.55	CARDINAL
dem-5671	168	19	9.76	CARDINAL
dem-5671	168	20	12.06	CARDINAL
dem-5671	168	21	5.37	CARDINAL
dem-5671	168	22	2.28 0.15	CARDINAL
dem-5671	168	23	3.03	CARDINAL
dem-5671	168	24	2.68	CARDINAL
dem-5671	168	25	up to 7 months	DATE
dem-5671	169	1	zero	CARDINAL
dem-5671	170	1	7	CARDINAL
dem-5671	171	1	vix	EVENT
dem-5671	172	1	j. jabłecki	PERSON
dem-5671	172	2	r. kokoszczyński	PERSON
dem-5671	172	3	p. sakowski	PERSON
dem-5671	172	4	r. ślepaczuk	PERSON
dem-5671	172	5	14	CARDINAL
dem-5671	172	6	5–28 18	DATE
dem-5671	173	1	9	CARDINAL
dem-5671	175	1	vix	EVENT
dem-5671	175	2	10	CARDINAL
dem-5671	177	1	9	CARDINAL
dem-5671	178	1	1-month	DATE
dem-5671	178	2	vix	DATE
dem-5671	179	1	vix	DATE
dem-5671	179	2	2.19	CARDINAL
dem-5671	179	3	0.55	CARDINAL
dem-5671	179	4	0.55	CARDINAL
dem-5671	179	5	0.11	CARDINAL
dem-5671	179	6	0.11	CARDINAL
dem-5671	179	7	0.58	CARDINAL
dem-5671	179	8	0.58	CARDINAL
dem-5671	179	9	3.68	CARDINAL
dem-5671	180	1	2.19	CARDINAL
dem-5671	180	2	3.68	CARDINAL
dem-5671	180	3	1	CARDINAL
dem-5671	181	1	9.89:14.18	CARDINAL
dem-5671	181	2	0.77 0.82	CARDINAL
dem-5671	181	3	14.18:17.74	CARDINAL
dem-5671	181	4	1.41 1.40	CARDINAL
dem-5671	181	5	1.93 2.16 0.86 3	MONEY
dem-5671	181	6	17.74:21.68	CARDINAL
dem-5671	181	7	0.28	CARDINAL
dem-5671	181	8	0.40	CARDINAL
dem-5671	181	9	0.17	CARDINAL
dem-5671	181	10	1.19 4	CARDINAL
dem-5671	181	11	0.56 1.88	CARDINAL
dem-5671	181	12	0.42	CARDINAL
dem-5671	181	13	5.50 0.28 1.23	QUANTITY
dem-5671	181	14	0.6 1.05	CARDINAL
dem-5671	181	15	2.58 1.33	CARDINAL
dem-5671	181	16	up to 7 months	DATE
dem-5671	182	1	10	CARDINAL
dem-5671	183	1	1-month	DATE
dem-5671	183	2	vix	DATE
dem-5671	184	1	vix	DATE
dem-5671	184	2	2.19	CARDINAL
dem-5671	184	3	0.55	CARDINAL
dem-5671	184	4	0.55	CARDINAL
dem-5671	184	5	0.11	CARDINAL
dem-5671	184	6	0.11	CARDINAL
dem-5671	184	7	0.58	CARDINAL
dem-5671	184	8	0.58	CARDINAL
dem-5671	184	9	3.68	CARDINAL
dem-5671	185	1	2.19	CARDINAL
dem-5671	185	2	3.68	CARDINAL
dem-5671	185	3	1	CARDINAL
dem-5671	186	1	9.89:14.18	CARDINAL
dem-5671	186	2	7.59 3.01	CARDINAL
dem-5671	186	3	2.64	CARDINAL
dem-5671	186	4	14.18:17.74	CARDINAL
dem-5671	186	5	7.72	CARDINAL
dem-5671	186	6	17.74:21.68	CARDINAL
dem-5671	186	7	10.23 5.36	CARDINAL
dem-5671	186	8	1.48	CARDINAL
dem-5671	186	9	9.96	CARDINAL
dem-5671	186	10	3.39 4	CARDINAL
dem-5671	186	11	5.87	CARDINAL
dem-5671	186	12	12.34	CARDINAL
dem-5671	186	13	5.21	CARDINAL
dem-5671	186	14	7.42	CARDINAL
dem-5671	186	15	7.62 5	CARDINAL
dem-5671	186	16	8.72	CARDINAL
dem-5671	186	17	16.39	CARDINAL
dem-5671	186	18	18.52	CARDINAL
dem-5671	186	19	11.68	CARDINAL
dem-5671	186	20	12.06	CARDINAL
dem-5671	187	1	5.13	CARDINAL
dem-5671	187	2	0.59	CARDINAL
dem-5671	187	3	0.56	CARDINAL
dem-5671	187	4	4.63	CARDINAL
dem-5671	187	5	2.68	CARDINAL
dem-5671	187	6	up to 7 months	DATE
dem-5671	189	1	11	CARDINAL
dem-5671	189	2	12	CARDINAL
dem-5671	191	1	14	CARDINAL
dem-5671	192	1	5–28 19	DATE
dem-5671	192	2	vix	EVENT
dem-5671	192	3	12	CARDINAL
dem-5671	193	1	vix	DATE
dem-5671	194	1	11	CARDINAL
dem-5671	195	1	1-month	DATE
dem-5671	195	2	vix	DATE
dem-5671	196	1	vix	DATE
dem-5671	196	2	0.03	CARDINAL
dem-5671	196	3	0.33	CARDINAL
dem-5671	196	4	0.33	CARDINAL
dem-5671	196	5	0.58	CARDINAL
dem-5671	196	6	0.58	CARDINAL
dem-5671	196	7	0.87	CARDINAL
dem-5671	196	8	0.87	CARDINAL
dem-5671	196	9	3.68	CARDINAL
dem-5671	197	1	0.03	CARDINAL
dem-5671	197	2	3.68	CARDINAL
dem-5671	197	3	1	CARDINAL
dem-5671	198	1	9.89:14.18	CARDINAL
dem-5671	198	2	1.69	CARDINAL
dem-5671	198	3	14.18:17.74	CARDINAL
dem-5671	198	4	2.28	CARDINAL
dem-5671	198	5	17.74:21.68	CARDINAL
dem-5671	198	6	0.95	CARDINAL
dem-5671	198	7	0.76	CARDINAL
dem-5671	198	8	21.68:26.85	CARDINAL
dem-5671	198	9	2.74 1.12	CARDINAL
dem-5671	198	10	3.83	CARDINAL
dem-5671	198	11	4.25	CARDINAL
dem-5671	199	1	1.47 0.86 1.36	QUANTITY
dem-5671	199	2	1.82 1.33	CARDINAL
dem-5671	199	3	up to 7 months	DATE
dem-5671	200	1	12	CARDINAL
dem-5671	201	1	1-month	DATE
dem-5671	201	2	vix	DATE
dem-5671	202	1	vix	DATE
dem-5671	202	2	0.03	CARDINAL
dem-5671	202	3	0.33	CARDINAL
dem-5671	202	4	0.33	CARDINAL
dem-5671	202	5	0.58	CARDINAL
dem-5671	202	6	0.58	CARDINAL
dem-5671	202	7	0.87	CARDINAL
dem-5671	202	8	0.87	CARDINAL
dem-5671	202	9	3.68	CARDINAL
dem-5671	203	1	0.03	CARDINAL
dem-5671	203	2	3.68	CARDINAL
dem-5671	203	3	1 [9.89:14.18	CARDINAL
dem-5671	203	4	2.49 7.54	CARDINAL
dem-5671	203	5	0.44 2.52 2	MONEY
dem-5671	203	6	14.18:17.74	CARDINAL
dem-5671	203	7	13.68 5.89	CARDINAL
dem-5671	203	8	3.32	CARDINAL
dem-5671	203	9	0.57	CARDINAL
dem-5671	203	10	17.74:21.68	CARDINAL
dem-5671	203	11	0.35 1.56	CARDINAL
dem-5671	203	12	10.17	CARDINAL
dem-5671	203	13	8.34	CARDINAL
dem-5671	203	14	3.39 4	CARDINAL
dem-5671	203	15	13.8	CARDINAL
dem-5671	203	16	3.5	CARDINAL
dem-5671	203	17	3.67	CARDINAL
dem-5671	203	18	9.24	CARDINAL
dem-5671	203	19	7.62 5	CARDINAL
dem-5671	203	20	26.61	CARDINAL
dem-5671	203	21	15.39	CARDINAL
dem-5671	203	22	8.24	CARDINAL
dem-5671	203	23	10.27	CARDINAL
dem-5671	203	24	12.06	CARDINAL
dem-5671	203	25	3.24 1.45	CARDINAL
dem-5671	203	26	2.73	CARDINAL
dem-5671	203	27	6.42	CARDINAL
dem-5671	203	28	2.68	CARDINAL
dem-5671	203	29	up to 7 months	DATE
dem-5671	204	1	zero	CARDINAL
dem-5671	206	1	j. jabłecki	PERSON
dem-5671	206	2	r. kokoszczyński	PERSON
dem-5671	206	3	p. sakowski	PERSON
dem-5671	206	4	r. ślepaczuk	PERSON
dem-5671	206	5	14	CARDINAL
dem-5671	206	6	5–28	CARDINAL
dem-5671	207	1	vix	DATE
dem-5671	207	2	vrp	ORG
dem-5671	209	1	al	PERSON
dem-5671	209	2	2013a	DATE
dem-5671	209	3	vix	DATE
dem-5671	210	1	vix	DATE
dem-5671	212	1	vix	DATE
dem-5671	212	2	vrp	ORG
dem-5671	213	1	vix	EVENT
dem-5671	213	2	vix	DATE
dem-5671	213	3	vrp	ORG
dem-5671	214	1	vix	DATE
dem-5671	215	1	slope2	ORG
dem-5671	216	1	five	CARDINAL
dem-5671	218	1	0.1%	PERCENT
dem-5671	218	2	one year	DATE
dem-5671	218	3	first	ORDINAL
dem-5671	218	4	2008-01-01	DATE
dem-5671	218	5	each consecutive day	DATE
dem-5671	218	6	2nd	ORDINAL
dem-5671	218	7	the last trading day	DATE
dem-5671	218	8	100%	PERCENT
dem-5671	219	1	vix	EVENT
dem-5671	220	1	14	CARDINAL
dem-5671	220	2	5–28 21	DATE
dem-5671	221	1	5.1	CARDINAL
dem-5671	221	2	1st	ORDINAL
dem-5671	221	3	4th	ORDINAL
dem-5671	221	4	2nd	DATE
dem-5671	221	5	3rd	ORDINAL
dem-5671	221	6	2nd	DATE
dem-5671	221	7	3rd	ORDINAL
dem-5671	222	1	vrp	ORG
dem-5671	222	2	zero	CARDINAL
dem-5671	224	1	7	CARDINAL
dem-5671	224	2	13	CARDINAL
dem-5671	225	1	5.2	CARDINAL
dem-5671	226	1	1st	ORDINAL
dem-5671	226	2	4th	ORDINAL
dem-5671	226	3	2nd	ORDINAL
dem-5671	226	4	3rd	ORDINAL
dem-5671	229	1	8	CARDINAL
dem-5671	229	2	13	CARDINAL
dem-5671	230	1	5.3	CARDINAL
dem-5671	230	2	1st or 2nd	DATE
dem-5671	230	3	3rd	ORDINAL
dem-5671	230	4	4th	ORDINAL
dem-5671	232	1	9	CARDINAL
dem-5671	232	2	13	CARDINAL
dem-5671	233	1	j. jabłecki	PERSON
dem-5671	233	2	r. kokoszczyński	PERSON
dem-5671	233	3	p. sakowski	PERSON
dem-5671	233	4	r. ślepaczuk	PERSON
dem-5671	233	5	14	CARDINAL
dem-5671	233	6	5–28 22	DATE
dem-5671	233	7	7	CARDINAL
dem-5671	234	1	up to 7 months	DATE
dem-5671	234	2	8	CARDINAL
dem-5671	236	1	up to 7 months	DATE
dem-5671	236	2	14	CARDINAL
dem-5671	237	1	5–28 23	DATE
dem-5671	237	2	9	CARDINAL
dem-5671	238	1	up to 7 months	DATE
dem-5671	238	2	10	CARDINAL
dem-5671	239	1	vix	DATE
dem-5671	240	1	up to 7 months	DATE
dem-5671	240	2	5.4	CARDINAL
dem-5671	241	1	vix	DATE
dem-5671	241	2	1st or 2nd	DATE
dem-5671	241	3	j. jabłecki	PERSON
dem-5671	241	4	r. kokoszczyński	PERSON
dem-5671	241	5	p. sakowski	PERSON
dem-5671	241	6	r. ślepaczuk	PERSON
dem-5671	241	7	14	CARDINAL
dem-5671	241	8	5–28 24	DATE
dem-5671	241	9	vix	DATE
dem-5671	241	10	4th	ORDINAL
dem-5671	241	11	5th	ORDINAL
dem-5671	243	1	vix	DATE
dem-5671	245	1	10	CARDINAL
dem-5671	245	2	13	CARDINAL
dem-5671	246	1	11	CARDINAL
dem-5671	248	1	up to 7 months	DATE
dem-5671	248	2	5.5	CARDINAL
dem-5671	249	1	vix	DATE
dem-5671	249	2	1st or 2nd	DATE
dem-5671	249	3	vix	DATE
dem-5671	249	4	4th	ORDINAL
dem-5671	249	5	5th	ORDINAL
dem-5671	250	1	11	CARDINAL
dem-5671	250	2	13	CARDINAL
dem-5671	251	1	5.6	CARDINAL
dem-5671	251	2	13	CARDINAL
dem-5671	253	1	vi	PERSON
dem-5671	254	1	sharpe	PERSON
dem-5671	255	1	14	CARDINAL
dem-5671	255	2	5–28 25	DATE
dem-5671	255	3	maxd	ORG
dem-5671	256	1	13	CARDINAL
dem-5671	257	1	iii strategy	PERSON
dem-5671	257	2	vi	PERSON
dem-5671	257	3	6.56 30.81	CARDINAL
dem-5671	257	4	36.84	CARDINAL
dem-5671	257	5	17.80	CARDINAL
dem-5671	257	6	29.24	CARDINAL
dem-5671	257	7	2.28	MONEY
dem-5671	257	8	71.48	CARDINAL
dem-5671	257	9	81.02	MONEY
dem-5671	257	10	0.09 0.38	CARDINAL
dem-5671	257	11	0.45	CARDINAL
dem-5671	257	12	0.32	CARDINAL
dem-5671	257	13	0.36	CARDINAL
dem-5671	257	14	0.46	CARDINAL
dem-5671	257	15	0.34	CARDINAL
dem-5671	257	16	0.37 0.06	CARDINAL
dem-5671	257	17	0.03 0.18	CARDINAL
dem-5671	257	18	0.21	CARDINAL
dem-5671	257	19	0.14	CARDINAL
dem-5671	257	20	0.20 0.02	CARDINAL
dem-5671	257	21	1.67	CARDINAL
dem-5671	257	22	maxd (%	ORG
dem-5671	257	23	69.58	CARDINAL
dem-5671	257	24	71.57	CARDINAL
dem-5671	257	25	95.04	CARDINAL
dem-5671	257	26	89.55	CARDINAL
dem-5671	257	27	90.82	CARDINAL
dem-5671	257	28	53.25	CARDINAL
dem-5671	257	29	up to 7 months	DATE
dem-5671	258	1	sharpe	PERSON
dem-5671	258	2	treynor	GPE
dem-5671	258	3	maxd	ORG
dem-5671	259	1	1	CARDINAL
dem-5671	260	1	2	CARDINAL
dem-5671	260	2	vix	DATE
dem-5671	260	3	first	ORDINAL
dem-5671	260	4	second	ORDINAL
dem-5671	260	5	fourth	ORDINAL
dem-5671	260	6	fifth	ORDINAL
dem-5671	260	7	slope1	PERSON
dem-5671	260	8	slope2	ORG
dem-5671	261	1	fourth	ORDINAL
dem-5671	261	2	fifth	ORDINAL
dem-5671	262	1	3	CARDINAL
dem-5671	262	2	vi	PERSON
dem-5671	263	1	eurostoxx50	ORG
dem-5671	263	2	nikkei 225	CARDINAL
dem-5671	263	3	cboe/cfe	ORG
dem-5671	264	1	two years	DATE
dem-5671	266	1	jabłecki	PERSON
dem-5671	266	2	r. kokoszczyński	PERSON
dem-5671	266	3	p. sakowski	PERSON
dem-5671	266	4	r. ślepaczuk	PERSON
dem-5671	266	5	14	CARDINAL
dem-5671	266	6	5–28	CARDINAL
dem-5671	267	1	alexander	PERSON
dem-5671	267	2	c.	PERSON
dem-5671	267	3	2011	DATE
dem-5671	267	4	icma centre	ORG
dem-5671	267	5	dp2011-04	ORG
dem-5671	267	6	icma	ORG
dem-5671	267	7	andersen	PERSON
dem-5671	267	8	t. g.	PERSON
dem-5671	267	9	p. f.	PERSON
dem-5671	267	10	f. x.	PERSON
dem-5671	268	1	2005	DATE
dem-5671	268	2	nber working paper	ORG
dem-5671	268	3	11188	DATE
dem-5671	269	1	asensio	PERSON
dem-5671	269	2	i. o.	PERSON
dem-5671	269	3	2013	DATE
dem-5671	270	1	bakshi	PERSON
dem-5671	270	2	g., kapadia	PERSON
dem-5671	270	3	2003	DATE
dem-5671	270	4	16(2	CARDINAL
dem-5671	270	5	527–566	CARDINAL
dem-5671	271	1	scholes	PERSON
dem-5671	271	2	m. (	PERSON
dem-5671	271	3	1973	DATE
dem-5671	271	4	81(3	CARDINAL
dem-5671	271	5	637–54	DATE
dem-5671	272	1	bollen	ORG
dem-5671	272	2	n. p. b.	PERSON
dem-5671	272	3	whaley	GPE
dem-5671	272	4	r. e.	PERSON
dem-5671	272	5	2004	DATE
dem-5671	273	1	bondarenko	PERSON
dem-5671	273	2	2004	DATE
dem-5671	273	3	university of illinois chicago	ORG
dem-5671	274	1	bossu	ORG
dem-5671	274	2	s. (2006	ORG
dem-5671	274	3	wilmott magazine	ORG
dem-5671	274	4	50–55	CARDINAL
dem-5671	275	1	brenner	PERSON
dem-5671	275	2	m., galai	PERSON
dem-5671	275	3	1989	DATE
dem-5671	275	4	45(4	CARDINAL
dem-5671	275	5	61–65	CARDINAL
dem-5671	275	6	briere	PERSON
dem-5671	275	7	m.	PERSON
dem-5671	275	8	fermanian	NORP
dem-5671	275	9	j.-d.	PERSON
dem-5671	275	10	2011	DATE
dem-5671	275	11	european	NORP
dem-5671	275	12	carr	PERSON
dem-5671	275	13	lee	PERSON
dem-5671	275	14	2007	DATE
dem-5671	275	15	20	CARDINAL
dem-5671	275	16	carr	PERSON
dem-5671	275	17	lee	PERSON
dem-5671	275	18	r.	PERSON
dem-5671	275	19	2009	DATE
dem-5671	275	20	annual	DATE
dem-5671	275	21	1(1	CARDINAL
dem-5671	275	22	319–339	CARDINAL
dem-5671	276	1	carr	PERSON
dem-5671	276	2	2004	DATE
dem-5671	276	3	17	CARDINAL
dem-5671	277	1	carr	PERSON
dem-5671	277	2	madan	PERSON
dem-5671	277	3	2001	DATE
dem-5671	277	4	:] jarrow	GPE
dem-5671	277	5	r.	NORP
dem-5671	278	1	jouini	GPE
dem-5671	278	2	j.	PERSON
dem-5671	278	3	m. (ed.	PERSON
dem-5671	278	4	cambridge university press	ORG
dem-5671	278	5	cambridge	GPE
dem-5671	278	6	458–476	CARDINAL
dem-5671	278	7	carr	PERSON
dem-5671	278	8	wu	PERSON
dem-5671	278	9	l.	PERSON
dem-5671	278	10	2009	DATE
dem-5671	278	11	22(3	CARDINAL
dem-5671	278	12	1311	CARDINAL
dem-5671	278	13	1341	CARDINAL
dem-5671	279	1	cboe	ORG
dem-5671	279	2	2003	DATE
dem-5671	279	3	cboe	ORG
dem-5671	279	4	vix	DATE
dem-5671	280	1	cboe	ORG
dem-5671	280	2	2009	DATE
dem-5671	280	3	cboe	ORG
dem-5671	280	4	vix	DATE
dem-5671	280	5	chicago board options exchange	ORG
dem-5671	281	1	chen, k.	PERSON
dem-5671	281	2	x.	GPE
dem-5671	281	3	2010	DATE
dem-5671	283	1	cox	PERSON
dem-5671	283	2	j. c.	PERSON
dem-5671	283	3	1985	DATE
dem-5671	284	1	prentice hall.	ORG
dem-5671	285	1	r. t.	PERSON
dem-5671	285	2	2006	DATE
dem-5671	285	3	99–106	DATE
dem-5671	285	4	s.	PERSON
dem-5671	285	5	moran	PERSON
dem-5671	285	6	m. t.	PERSON
dem-5671	285	7	2005	DATE
dem-5671	285	8	75–80	DATE
dem-5671	285	9	14	CARDINAL
dem-5671	286	1	5–28 27	DATE
dem-5671	287	1	k.	PERSON
dem-5671	287	2	e., kamal	PERSON
dem-5671	287	3	m., zou	PERSON
dem-5671	287	4	j. (	ORG
dem-5671	287	5	1999	DATE
dem-5671	287	6	6(4	CARDINAL
dem-5671	287	7	9–32	DATE
dem-5671	287	8	e.	PERSON
dem-5671	287	9	k.	PERSON
dem-5671	287	10	kamal	PERSON
dem-5671	287	11	m., zou	PERSON
dem-5671	287	12	j. (	ORG
dem-5671	287	13	1999	DATE
dem-5671	287	14	goldman sachs	ORG
dem-5671	288	1	derman	PERSON
dem-5671	288	2	e., kamal	PERSON
dem-5671	288	3	m., kani	PERSON
dem-5671	288	4	i.	GPE
dem-5671	288	5	mcclure	PERSON
dem-5671	288	6	j.	PERSON
dem-5671	288	7	j. z.	PERSON
dem-5671	288	8	1998	DATE
dem-5671	288	9	25th	ORDINAL
dem-5671	289	1	e.	GPE
dem-5671	289	2	n. n. (	PERSON
dem-5671	289	3	2005	DATE
dem-5671	289	4	5(4	CARDINAL
dem-5671	289	5	323–326	CARDINAL
dem-5671	290	1	1993	DATE
dem-5671	290	2	6	CARDINAL
dem-5671	290	3	118–120	CARDINAL
dem-5671	291	1	2004	DATE
dem-5671	291	2	paribas capital markets	ORG
dem-5671	292	1	d.	NORP
dem-5671	292	2	m., wu	PERSON
dem-5671	292	3	l.	PERSON
dem-5671	292	4	2010	DATE
dem-5671	292	5	45(5	CARDINAL
dem-5671	292	6	http://dx.doi.org/10.1017/s0022109010000463	CARDINAL
dem-5671	292	7	a. p.	PERSON
dem-5671	292	8	2012	DATE
dem-5671	292	9	20	CARDINAL
dem-5671	292	10	293–313	CARDINAL
dem-5671	293	1	fleming	ORG
dem-5671	293	2	j.	PERSON
dem-5671	293	3	whaley	GPE
dem-5671	293	4	r. e.	PERSON
dem-5671	293	5	1995	DATE
dem-5671	293	6	15(3	CARDINAL
dem-5671	293	7	265–302	CARDINAL
dem-5671	294	1	galai	ORG
dem-5671	294	2	1979	DATE
dem-5671	294	3	34(5	CARDINAL
dem-5671	294	4	1157–1172	CARDINAL
dem-5671	295	1	gastineau	PERSON
dem-5671	295	2	g. l.	PERSON
dem-5671	295	3	1977	DATE
dem-5671	295	4	33(3	CARDINAL
dem-5671	295	5	2005	DATE
dem-5671	295	6	31	DATE
dem-5671	295	7	92–100	CARDINAL
dem-5671	296	1	guobuzaite	PERSON
dem-5671	296	2	r.	NORP
dem-5671	296	3	2012	DATE
dem-5671	297	1	hafner	ORG
dem-5671	297	2	r.	NORP
dem-5671	297	3	m. (	PERSON
dem-5671	297	4	2008	DATE
dem-5671	297	5	22(2	CARDINAL
dem-5671	297	6	147–167	DATE
dem-5671	297	7	http://dx.doi.org/10.1007/s11408-008-0076-8	PERSON
dem-5671	298	1	herrmann	PERSON
dem-5671	298	2	r.	NORP
dem-5671	298	3	2002	DATE
dem-5671	298	4	:] 9thsymposium	DATE
dem-5671	298	5	universitaet karlsruhe	ORG
dem-5671	298	6	germany	GPE
dem-5671	299	1	huskaj	PERSON
dem-5671	299	2	b.	PERSON
dem-5671	299	3	m.	PERSON
dem-5671	299	4	2012	DATE
dem-5671	299	5	journal of futures markets	ORG
dem-5671	299	6	33(5	CARDINAL
dem-5671	299	7	421–442	CARDINAL
dem-5671	300	1	jabłecki	PERSON
dem-5671	300	2	j.	PERSON
dem-5671	300	3	kokoszczyński	PERSON
dem-5671	300	4	r.	NORP
dem-5671	300	5	r.	NORP
dem-5671	300	6	2012	DATE
dem-5671	300	7	31	DATE
dem-5671	300	8	22–55	CARDINAL
dem-5671	301	1	jabłecki	PERSON
dem-5671	301	2	j.	PERSON
dem-5671	301	3	kokoszczyński	PERSON
dem-5671	301	4	r.	NORP
dem-5671	301	5	r.	NORP
dem-5671	301	6	2013a	DATE
dem-5671	301	7	vix	DATE
dem-5671	301	8	11(2	CARDINAL
dem-5671	301	9	181–192	CARDINAL
dem-5671	302	1	jabłecki	PERSON
dem-5671	302	2	j.	PERSON
dem-5671	302	3	kokoszczyński	PERSON
dem-5671	302	4	r.	NORP
dem-5671	302	5	r.	NORP
dem-5671	302	6	2013b	DATE
dem-5671	303	1	na zmienność	PERSON
dem-5671	303	2	nowa klasa	ORG
dem-5671	303	3	wne uw. kitces	ORG
dem-5671	303	4	m. e.	PERSON
dem-5671	303	5	2012	DATE
dem-5671	304	1	kolanovic	PERSON
dem-5671	304	2	m.	PERSON
dem-5671	304	3	2012	DATE
dem-5671	304	4	vix	DATE
dem-5671	304	5	columbia university financial engineering	ORG
dem-5671	304	6	http://ieor.columbia.edu/financial-engineering-practitioners-seminar	DATE
dem-5671	305	1	konstantinidi	ORG
dem-5671	305	2	e.	PERSON
dem-5671	305	3	2011	DATE
dem-5671	306	1	27	CARDINAL
dem-5671	306	2	543–560	CARDINAL
dem-5671	306	3	j. jabłecki	PERSON
dem-5671	306	4	r. kokoszczyński	PERSON
dem-5671	306	5	p. sakowski	PERSON
dem-5671	306	6	r. ślepaczuk	PERSON
dem-5671	306	7	14	CARDINAL
dem-5671	306	8	5–28 28	DATE
dem-5671	306	9	r. c.	PERSON
dem-5671	306	10	1973	DATE
dem-5671	306	11	bell journal of economics	ORG
dem-5671	306	12	4(1	CARDINAL
dem-5671	306	13	141–183	CARDINAL
dem-5671	307	1	moran	PERSON
dem-5671	307	2	m. t.	PERSON
dem-5671	307	3	s.	GPE
dem-5671	307	4	2007	DATE
dem-5671	307	5	2(3	CARDINAL
dem-5671	307	6	96–105	DATE
dem-5671	308	1	neuberger	PERSON
dem-5671	308	2	1994	DATE
dem-5671	308	3	20(2	CARDINAL
dem-5671	308	4	74	CARDINAL
dem-5671	308	5	80	DATE
dem-5671	308	6	nieto	PERSON
dem-5671	308	7	b.	PERSON
dem-5671	308	8	rubio	PERSON
dem-5671	308	9	2012	DATE
dem-5671	308	10	quarterly	DATE
dem-5671	308	11	257	CARDINAL
dem-5671	308	12	270	CARDINAL
dem-5671	309	1	signori	PERSON
dem-5671	309	2	briere	PERSON
dem-5671	309	3	m.	PERSON
dem-5671	309	4	a.	PERSON
dem-5671	309	5	2010	DATE
dem-5671	309	6	36(3	CARDINAL
dem-5671	309	7	105–116	CARDINAL
dem-5671	310	1	simon	PERSON
dem-5671	310	2	d.	NORP
dem-5671	310	3	wiggins	PERSON
dem-5671	310	4	2001	DATE
dem-5671	310	5	21	CARDINAL
dem-5671	310	6	447–462	DATE
dem-5671	311	1	e.	PERSON
dem-5671	311	2	2009	DATE
dem-5671	311	3	2008	DATE
dem-5671	311	4	12(2	DATE
dem-5671	311	5	68–85	CARDINAL
dem-5671	311	6	whaley	ORG
dem-5671	311	7	r. e.	PERSON
dem-5671	311	8	1993	DATE
dem-5671	311	9	1	CARDINAL
dem-5671	312	1	yamai	PERSON
dem-5671	312	2	t. (	GPE
dem-5671	312	3	2005	DATE
dem-5671	312	4	journal of banking & finance	ORG
dem-5671	312	5	997–1015	CARDINAL
dem-5671	313	1	czy struktura	PERSON
dem-5671	313	2	zawiera	DATE
dem-5671	313	3	w celu	PERSON
dem-5671	315	1	ś	ORG
dem-5671	315	2	i. badanie	PERSON
dem-5671	315	3	nam stwierdzić	PERSON
dem-5671	315	4	że struktura	PERSON
dem-5671	315	5	vix	DATE
dem-5671	315	6	jej nachylenie	PERSON
dem-5671	315	7	aktualnego	PERSON
dem-5671	315	8	indeksu vix	PERSON
dem-5671	316	1	w momencie	GPE
dem-5671	316	2	w którym	PERSON
dem-5671	316	3	indeks	GPE
dem-5671	316	4	vix	DATE
dem-5671	316	5	20	CARDINAL
dem-5671	316	6	dodatnie nachylenie	PERSON
dem-5671	316	7	natomiast w momencie	ORG
dem-5671	316	8	w którym	PERSON
dem-5671	316	9	indeks	GPE
dem-5671	316	10	vix	DATE
dem-5671	316	11	30	CARDINAL
dem-5671	317	1	wykorzystujemy te	PERSON
dem-5671	317	2	aby lepiej przewidywać zachowanie się stóp zwrotu kontraktów terminowych na zmienność	ORG
dem-5671	318	1	na początek	PERSON
dem-5671	318	2	oraz premii za ryzyko zmienności	PERSON
dem-5671	319	1	vrp pozwala nam	PERSON
dem-5671	319	2	terminowej	GPE
dem-5671	320	1	modelowej	GPE
dem-5671	320	2	dla danego	PERSON
dem-5671	320	3	indeksu vix	PERSON
dem-5671	321	1	zauważamy	ORG
dem-5671	321	2	że wielkość	PERSON
dem-5671	321	3	odchylenia ma istotne	PERSON
dem-5671	321	4	dlatego w	ORG
dem-5671	321	5	strategie	ORG
dem-5671	321	6	koncepcję przy budowie	ORG
dem-5671	321	7	vix	DATE
dem-5671	322	1	ł	ORG
dem-5671	322	2	k l u	ORG
dem-5671	323	1	o	DATE
dem-5671	324	1	struktura	PERSON
dem-5671	324	2	premia za ryzyko zmienności	PERSON
dem-5671	324	3	zmienność zrealizowana	ORG
dem-5671	324	4	zmienność implikowana	PERSON
dem-5671	324	5	strategia inwestycyjna	ORG