id	sid	tid	token	lemma	pos
dem-1062	1	1	microsoft	microsoft	PROPN
dem-1062	1	2	word	word	NOUN
dem-1062	1	3	05_doman_doman_.docx	05_doman_doman_.docx	NUM
dem-1062	1	4	dynamic	dynamic	ADJ
dem-1062	1	5	econometric	econometric	ADJ
dem-1062	1	6	models	model	NOUN
dem-1062	1	7	vol	vol	NOUN
dem-1062	1	8	.	.	PROPN
dem-1062	1	9	11	11	NUM
dem-1062	1	10	–	–	PUNCT
dem-1062	1	11	nicolaus	nicolaus	PROPN
dem-1062	1	12	copernicus	copernicus	PROPN
dem-1062	1	13	university	university	PROPN
dem-1062	1	14	–	–	PUNCT
dem-1062	1	15	toruń	toruń	NOUN
dem-1062	1	16	–	–	PUNCT
dem-1062	1	17	2011	2011	NUM
dem-1062	1	18	małgorzata	małgorzata	NOUN
dem-1062	1	19	doman	doman	PROPN
dem-1062	1	20	poznań	poznań	PROPN
dem-1062	1	21	university	university	PROPN
dem-1062	1	22	of	of	ADP
dem-1062	1	23	economics	economics	PROPN
dem-1062	1	24	ryszard	ryszard	PROPN
dem-1062	1	25	doman	doman	PROPN
dem-1062	1	26	adam	adam	PROPN
dem-1062	1	27	mickiewicz	mickiewicz	PROPN
dem-1062	1	28	university	university	PROPN
dem-1062	1	29	in	in	ADP
dem-1062	1	30	poznań	poznań	NOUN
dem-1062	1	31	the	the	DET
dem-1062	1	32	impact	impact	NOUN
dem-1062	1	33	of	of	ADP
dem-1062	1	34	the	the	DET
dem-1062	1	35	exchange	exchange	NOUN
dem-1062	1	36	rate	rate	NOUN
dem-1062	1	37	dynamics	dynamic	NOUN
dem-1062	1	38	on	on	ADP
dem-1062	1	39	the	the	DET
dem-1062	1	40	dependencies	dependency	NOUN
dem-1062	1	41	in	in	ADP
dem-1062	1	42	global	global	ADJ
dem-1062	1	43	stock	stock	NOUN
dem-1062	1	44	market†	market†	PROPN
dem-1062	1	45	a	a	DET
dem-1062	1	46	b	b	PROPN
dem-1062	1	47	s	s	ADP
dem-1062	1	48	t	t	PROPN
dem-1062	1	49	r	r	NOUN
dem-1062	1	50	a	a	DET
dem-1062	1	51	c	c	NOUN
dem-1062	1	52	t.	t.	NOUN
dem-1062	1	53	the	the	DET
dem-1062	1	54	paper	paper	NOUN
dem-1062	1	55	addresses	address	VERB
dem-1062	1	56	the	the	DET
dem-1062	1	57	question	question	NOUN
dem-1062	1	58	of	of	ADP
dem-1062	1	59	how	how	SCONJ
dem-1062	1	60	the	the	DET
dem-1062	1	61	exchange	exchange	NOUN
dem-1062	1	62	rate	rate	NOUN
dem-1062	1	63	dynamics	dynamic	NOUN
dem-1062	1	64	affects	affect	VERB
dem-1062	1	65	the	the	DET
dem-1062	1	66	analysis	analysis	NOUN
dem-1062	1	67	of	of	ADP
dem-1062	1	68	linkages	linkage	NOUN
dem-1062	1	69	between	between	ADP
dem-1062	1	70	national	national	ADJ
dem-1062	1	71	stock	stock	NOUN
dem-1062	1	72	markets	market	NOUN
dem-1062	1	73	.	.	PUNCT
dem-1062	2	1	we	we	PRON
dem-1062	2	2	consider	consider	VERB
dem-1062	2	3	two	two	NUM
dem-1062	2	4	ways	way	NOUN
dem-1062	2	5	of	of	ADP
dem-1062	2	6	tackling	tackle	VERB
dem-1062	2	7	the	the	DET
dem-1062	2	8	problem	problem	NOUN
dem-1062	2	9	.	.	PUNCT
dem-1062	3	1	the	the	DET
dem-1062	3	2	first	first	ADJ
dem-1062	3	3	one	one	NOUN
dem-1062	3	4	consists	consist	VERB
dem-1062	3	5	in	in	ADP
dem-1062	3	6	denominating	denominate	VERB
dem-1062	3	7	the	the	DET
dem-1062	3	8	analyzed	analyze	VERB
dem-1062	3	9	quotations	quotation	NOUN
dem-1062	3	10	in	in	ADP
dem-1062	3	11	the	the	DET
dem-1062	3	12	same	same	ADJ
dem-1062	3	13	currency	currency	NOUN
dem-1062	3	14	.	.	PUNCT
dem-1062	4	1	the	the	DET
dem-1062	4	2	second	second	ADJ
dem-1062	4	3	deals	deal	NOUN
dem-1062	4	4	with	with	ADP
dem-1062	4	5	a	a	DET
dem-1062	4	6	direct	direct	ADJ
dem-1062	4	7	introducing	introduce	VERB
dem-1062	4	8	the	the	DET
dem-1062	4	9	exchange	exchange	NOUN
dem-1062	4	10	rate	rate	NOUN
dem-1062	4	11	into	into	ADP
dem-1062	4	12	a	a	DET
dem-1062	4	13	model	model	NOUN
dem-1062	4	14	.	.	PUNCT
dem-1062	5	1	our	our	PRON
dem-1062	5	2	analysis	analysis	NOUN
dem-1062	5	3	is	be	AUX
dem-1062	5	4	based	base	VERB
dem-1062	5	5	on	on	ADP
dem-1062	5	6	the	the	DET
dem-1062	5	7	daily	daily	ADJ
dem-1062	5	8	return	return	NOUN
dem-1062	5	9	series	series	NOUN
dem-1062	5	10	on	on	ADP
dem-1062	5	11	selected	select	VERB
dem-1062	5	12	stock	stock	NOUN
dem-1062	5	13	indices	index	NOUN
dem-1062	5	14	from	from	ADP
dem-1062	5	15	the	the	DET
dem-1062	5	16	period	period	NOUN
dem-1062	5	17	1995	1995	NUM
dem-1062	5	18	-	-	SYM
dem-1062	5	19	2010	2010	NUM
dem-1062	5	20	.	.	PUNCT
dem-1062	6	1	we	we	PRON
dem-1062	6	2	model	model	VERB
dem-1062	6	3	the	the	DET
dem-1062	6	4	dependence	dependence	NOUN
dem-1062	6	5	structure	structure	NOUN
dem-1062	6	6	using	use	VERB
dem-1062	6	7	dynamic	dynamic	ADJ
dem-1062	6	8	copulas	copula	NOUN
dem-1062	6	9	.	.	PUNCT
dem-1062	7	1	this	this	PRON
dem-1062	7	2	allows	allow	VERB
dem-1062	7	3	us	we	PRON
dem-1062	7	4	to	to	PART
dem-1062	7	5	separate	separate	VERB
dem-1062	7	6	the	the	DET
dem-1062	7	7	dynamics	dynamic	NOUN
dem-1062	7	8	of	of	ADP
dem-1062	7	9	dependence	dependence	NOUN
dem-1062	7	10	from	from	ADP
dem-1062	7	11	the	the	DET
dem-1062	7	12	volatility	volatility	NOUN
dem-1062	7	13	dynamics	dynamic	NOUN
dem-1062	7	14	.	.	PUNCT
dem-1062	8	1	k	k	PROPN
dem-1062	8	2	e	e	PROPN
dem-1062	8	3	y	y	PROPN
dem-1062	8	4	w	w	NOUN
dem-1062	8	5	o	o	NOUN
dem-1062	8	6	r	r	NOUN
dem-1062	8	7	d	d	PROPN
dem-1062	8	8	s	s	X
dem-1062	8	9	:	:	PUNCT
dem-1062	8	10	stock	stock	NOUN
dem-1062	8	11	market	market	NOUN
dem-1062	8	12	,	,	PUNCT
dem-1062	8	13	stock	stock	NOUN
dem-1062	8	14	index	index	NOUN
dem-1062	8	15	,	,	PUNCT
dem-1062	8	16	linkages	linkage	NOUN
dem-1062	8	17	,	,	PUNCT
dem-1062	8	18	denomination	denomination	NOUN
dem-1062	8	19	,	,	PUNCT
dem-1062	8	20	exchange	exchange	NOUN
dem-1062	8	21	rate	rate	NOUN
dem-1062	8	22	,	,	PUNCT
dem-1062	8	23	copula	copula	NOUN
dem-1062	8	24	.	.	PUNCT
dem-1062	9	1	introduction	introduction	NOUN
dem-1062	9	2	the	the	DET
dem-1062	9	3	knowledge	knowledge	NOUN
dem-1062	9	4	about	about	ADP
dem-1062	9	5	linkages	linkage	NOUN
dem-1062	9	6	between	between	ADP
dem-1062	9	7	stock	stock	NOUN
dem-1062	9	8	markets	market	NOUN
dem-1062	9	9	is	be	AUX
dem-1062	9	10	of	of	ADP
dem-1062	9	11	importance	importance	NOUN
dem-1062	9	12	in	in	ADP
dem-1062	9	13	risk	risk	NOUN
dem-1062	9	14	management	management	NOUN
dem-1062	9	15	and	and	CCONJ
dem-1062	9	16	building	building	NOUN
dem-1062	9	17	investment	investment	NOUN
dem-1062	9	18	strategies	strategy	NOUN
dem-1062	9	19	.	.	PUNCT
dem-1062	10	1	moreover	moreover	ADV
dem-1062	10	2	,	,	PUNCT
dem-1062	10	3	it	it	PRON
dem-1062	10	4	is	be	AUX
dem-1062	10	5	crucial	crucial	ADJ
dem-1062	10	6	for	for	ADP
dem-1062	10	7	understanding	understand	VERB
dem-1062	10	8	the	the	DET
dem-1062	10	9	nature	nature	NOUN
dem-1062	10	10	of	of	ADP
dem-1062	10	11	global	global	ADJ
dem-1062	10	12	financial	financial	ADJ
dem-1062	10	13	market	market	NOUN
dem-1062	10	14	.	.	PUNCT
dem-1062	11	1	it	it	PRON
dem-1062	11	2	is	be	AUX
dem-1062	11	3	thus	thus	ADV
dem-1062	11	4	quite	quite	ADV
dem-1062	11	5	natural	natural	ADJ
dem-1062	11	6	that	that	SCONJ
dem-1062	11	7	there	there	PRON
dem-1062	11	8	exist	exist	VERB
dem-1062	11	9	many	many	ADJ
dem-1062	11	10	papers	paper	NOUN
dem-1062	11	11	dealing	deal	VERB
dem-1062	11	12	with	with	ADP
dem-1062	11	13	this	this	DET
dem-1062	11	14	problem	problem	NOUN
dem-1062	11	15	.	.	PUNCT
dem-1062	12	1	most	most	ADJ
dem-1062	12	2	of	of	ADP
dem-1062	12	3	them	they	PRON
dem-1062	12	4	belong	belong	VERB
dem-1062	12	5	to	to	ADP
dem-1062	12	6	the	the	DET
dem-1062	12	7	contagion	contagion	NOUN
dem-1062	12	8	literature	literature	NOUN
dem-1062	12	9	.	.	PUNCT
dem-1062	13	1	the	the	DET
dem-1062	13	2	most	most	ADV
dem-1062	13	3	popular	popular	ADJ
dem-1062	13	4	approach	approach	NOUN
dem-1062	13	5	here	here	ADV
dem-1062	13	6	is	be	AUX
dem-1062	13	7	to	to	PART
dem-1062	13	8	denominate	denominate	VERB
dem-1062	13	9	the	the	DET
dem-1062	13	10	indices	index	NOUN
dem-1062	13	11	(	(	PUNCT
dem-1062	13	12	or	or	CCONJ
dem-1062	13	13	other	other	ADJ
dem-1062	13	14	stock	stock	NOUN
dem-1062	13	15	market	market	NOUN
dem-1062	13	16	quotations	quotation	NOUN
dem-1062	13	17	)	)	PUNCT
dem-1062	13	18	in	in	ADP
dem-1062	13	19	local	local	ADJ
dem-1062	13	20	currencies	currency	NOUN
dem-1062	13	21	(	(	PUNCT
dem-1062	13	22	eun	eun	NOUN
dem-1062	13	23	and	and	CCONJ
dem-1062	13	24	shin	shin	PROPN
dem-1062	13	25	,	,	PUNCT
dem-1062	13	26	1989	1989	NUM
dem-1062	13	27	;	;	PUNCT
dem-1062	13	28	koutmos	koutmos	PROPN
dem-1062	13	29	,	,	PUNCT
dem-1062	13	30	1992	1992	NUM
dem-1062	13	31	;	;	PUNCT
dem-1062	13	32	theodossiou	theodossiou	NOUN
dem-1062	13	33	and	and	CCONJ
dem-1062	13	34	lee	lee	PROPN
dem-1062	13	35	,	,	PUNCT
dem-1062	13	36	1993	1993	NUM
dem-1062	13	37	;	;	PUNCT
dem-1062	13	38	wong	wong	PROPN
dem-1062	13	39	et	et	PROPN
dem-1062	13	40	al	al	PROPN
dem-1062	13	41	.	.	PROPN
dem-1062	13	42	2004	2004	NUM
dem-1062	13	43	)	)	PUNCT
dem-1062	13	44	.	.	PUNCT
dem-1062	14	1	the	the	DET
dem-1062	14	2	next	next	ADJ
dem-1062	14	3	popular	popular	ADJ
dem-1062	14	4	choice	choice	NOUN
dem-1062	14	5	is	be	AUX
dem-1062	14	6	denomination	denomination	NOUN
dem-1062	14	7	in	in	ADP
dem-1062	14	8	the	the	DET
dem-1062	14	9	us	us	PROPN
dem-1062	14	10	dollar	dollar	NOUN
dem-1062	14	11	(	(	PUNCT
dem-1062	14	12	e.g.	e.g.	ADV
dem-1062	14	13	karolyi	karolyi	NOUN
dem-1062	14	14	and	and	CCONJ
dem-1062	14	15	stulz	stulz	ADJ
dem-1062	14	16	,	,	PUNCT
dem-1062	14	17	1996	1996	NUM
dem-1062	14	18	;	;	PUNCT
dem-1062	14	19	rodriguez	rodriguez	NOUN
dem-1062	14	20	,	,	PUNCT
dem-1062	14	21	2007	2007	NUM
dem-1062	14	22	)	)	PUNCT
dem-1062	14	23	)	)	PUNCT
dem-1062	14	24	.	.	PUNCT
dem-1062	15	1	there	there	PRON
dem-1062	15	2	exist	exist	VERB
dem-1062	15	3	analyses	analysis	NOUN
dem-1062	15	4	performed	perform	VERB
dem-1062	15	5	both	both	PRON
dem-1062	15	6	in	in	ADP
dem-1062	15	7	a	a	DET
dem-1062	15	8	local	local	ADJ
dem-1062	15	9	currency	currency	NOUN
dem-1062	15	10	and	and	CCONJ
dem-1062	15	11	the	the	DET
dem-1062	15	12	us	us	PROPN
dem-1062	15	13	dollar	dollar	NOUN
dem-1062	15	14	(	(	PUNCT
dem-1062	15	15	e.g.	e.g.	ADV
dem-1062	15	16	lee	lee	PROPN
dem-1062	15	17	et	et	PROPN
dem-1062	15	18	al	al	PROPN
dem-1062	15	19	.	.	PROPN
dem-1062	15	20	,	,	PUNCT
dem-1062	15	21	2001	2001	NUM
dem-1062	15	22	)	)	PUNCT
dem-1062	15	23	.	.	PUNCT
dem-1062	16	1	chen	chen	PROPN
dem-1062	16	2	and	and	CCONJ
dem-1062	16	3	poon	poon	NOUN
dem-1062	16	4	(	(	PUNCT
dem-1062	16	5	2007	2007	NUM
dem-1062	16	6	)	)	PUNCT
dem-1062	16	7	use	use	VERB
dem-1062	16	8	local	local	ADJ
dem-1062	16	9	currency	currency	NOUN
dem-1062	16	10	for	for	ADP
dem-1062	16	11	indices	index	NOUN
dem-1062	16	12	in	in	ADP
dem-1062	16	13	the	the	DET
dem-1062	16	14	case	case	NOUN
dem-1062	16	15	of	of	ADP
dem-1062	16	16	developed	develop	VERB
dem-1062	16	17	markets	market	NOUN
dem-1062	16	18	and	and	CCONJ
dem-1062	16	19	for	for	ADP
dem-1062	16	20	emerging	emerge	VERB
dem-1062	16	21	market	market	NOUN
dem-1062	16	22	they	they	PRON
dem-1062	16	23	use	use	VERB
dem-1062	16	24	us	we	PRON
dem-1062	16	25	dollar	dollar	NOUN
dem-1062	16	26	denominated	denominate	VERB
dem-1062	16	27	indices	index	NOUN
dem-1062	16	28	.	.	PUNCT
dem-1062	17	1	veiga	veiga	ADJ
dem-1062	17	2	and	and	CCONJ
dem-1062	17	3	mcaleer	mcaleer	NOUN
dem-1062	17	4	(	(	PUNCT
dem-1062	17	5	2004	2004	NUM
dem-1062	17	6	)	)	PUNCT
dem-1062	17	7	remarked	remark	VERB
dem-1062	17	8	that	that	SCONJ
dem-1062	17	9	the	the	DET
dem-1062	17	10	†	†	PROPN
dem-1062	17	11	this	this	DET
dem-1062	17	12	work	work	NOUN
dem-1062	17	13	was	be	AUX
dem-1062	17	14	financed	finance	VERB
dem-1062	17	15	from	from	ADP
dem-1062	17	16	the	the	DET
dem-1062	17	17	polish	polish	ADJ
dem-1062	17	18	science	science	NOUN
dem-1062	17	19	budget	budget	NOUN
dem-1062	17	20	resources	resource	NOUN
dem-1062	17	21	in	in	ADP
dem-1062	17	22	the	the	DET
dem-1062	17	23	years	year	NOUN
dem-1062	17	24	2010	2010	NUM
dem-1062	17	25	-	-	SYM
dem-1062	17	26	2013	2013	NUM
dem-1062	17	27	as	as	ADP
dem-1062	17	28	the	the	DET
dem-1062	17	29	research	research	NOUN
dem-1062	17	30	project	project	NOUN
dem-1062	17	31	n	n	PRON
dem-1062	17	32	n111	n111	PROPN
dem-1062	17	33	035139	035139	NUM
dem-1062	17	34	.	.	PUNCT
dem-1062	18	1	małgorzata	małgorzata	NOUN
dem-1062	18	2	doman	doman	PROPN
dem-1062	18	3	,	,	PUNCT
dem-1062	18	4	ryszard	ryszard	NOUN
dem-1062	18	5	doman	doman	NOUN
dem-1062	18	6	74	74	NUM
dem-1062	18	7	use	use	NOUN
dem-1062	18	8	of	of	ADP
dem-1062	18	9	the	the	DET
dem-1062	18	10	us	us	PROPN
dem-1062	18	11	dollar	dollar	NOUN
dem-1062	18	12	as	as	ADP
dem-1062	18	13	a	a	DET
dem-1062	18	14	common	common	ADJ
dem-1062	18	15	currency	currency	NOUN
dem-1062	18	16	is	be	AUX
dem-1062	18	17	a	a	DET
dem-1062	18	18	complicating	complicate	VERB
dem-1062	18	19	factor	factor	NOUN
dem-1062	18	20	.	.	PUNCT
dem-1062	19	1	this	this	PRON
dem-1062	19	2	is	be	AUX
dem-1062	19	3	because	because	SCONJ
dem-1062	19	4	in	in	ADP
dem-1062	19	5	such	such	ADJ
dem-1062	19	6	situation	situation	NOUN
dem-1062	19	7	the	the	DET
dem-1062	19	8	us	us	PROPN
dem-1062	19	9	market	market	NOUN
dem-1062	19	10	is	be	AUX
dem-1062	19	11	always	always	ADV
dem-1062	19	12	included	include	VERB
dem-1062	19	13	in	in	ADP
dem-1062	19	14	the	the	DET
dem-1062	19	15	empirical	empirical	ADJ
dem-1062	19	16	analysis	analysis	NOUN
dem-1062	19	17	.	.	PUNCT
dem-1062	20	1	changes	change	NOUN
dem-1062	20	2	in	in	ADP
dem-1062	20	3	the	the	DET
dem-1062	20	4	us	us	PROPN
dem-1062	20	5	dollar	dollar	NOUN
dem-1062	20	6	are	be	AUX
dem-1062	20	7	largely	largely	ADV
dem-1062	20	8	influenced	influence	VERB
dem-1062	20	9	by	by	ADP
dem-1062	20	10	changes	change	NOUN
dem-1062	20	11	in	in	ADP
dem-1062	20	12	us	us	PROPN
dem-1062	20	13	fundamentals	fundamental	NOUN
dem-1062	20	14	,	,	PUNCT
dem-1062	20	15	which	which	PRON
dem-1062	20	16	also	also	ADV
dem-1062	20	17	drive	drive	VERB
dem-1062	20	18	financial	financial	ADJ
dem-1062	20	19	returns	return	NOUN
dem-1062	20	20	.	.	PUNCT
dem-1062	21	1	thus	thus	ADV
dem-1062	21	2	,	,	PUNCT
dem-1062	21	3	it	it	PRON
dem-1062	21	4	is	be	AUX
dem-1062	21	5	likely	likely	ADJ
dem-1062	21	6	that	that	SCONJ
dem-1062	21	7	some	some	PRON
dem-1062	21	8	of	of	ADP
dem-1062	21	9	the	the	DET
dem-1062	21	10	co	co	NOUN
dem-1062	21	11	-	-	NOUN
dem-1062	21	12	movements	movement	NOUN
dem-1062	21	13	observed	observe	VERB
dem-1062	21	14	among	among	ADP
dem-1062	21	15	returns	return	NOUN
dem-1062	21	16	in	in	ADP
dem-1062	21	17	different	different	ADJ
dem-1062	21	18	markets	market	NOUN
dem-1062	21	19	expressed	express	VERB
dem-1062	21	20	in	in	ADP
dem-1062	21	21	a	a	DET
dem-1062	21	22	common	common	ADJ
dem-1062	21	23	currency	currency	NOUN
dem-1062	21	24	are	be	AUX
dem-1062	21	25	caused	cause	VERB
dem-1062	21	26	by	by	ADP
dem-1062	21	27	changes	change	NOUN
dem-1062	21	28	in	in	ADP
dem-1062	21	29	the	the	DET
dem-1062	21	30	fundamentals	fundamental	NOUN
dem-1062	21	31	driving	drive	VERB
dem-1062	21	32	the	the	DET
dem-1062	21	33	us	us	PROPN
dem-1062	21	34	dollar	dollar	NOUN
dem-1062	21	35	exchange	exchange	NOUN
dem-1062	21	36	rate	rate	NOUN
dem-1062	21	37	.	.	PUNCT
dem-1062	22	1	however	however	ADV
dem-1062	22	2	,	,	PUNCT
dem-1062	22	3	the	the	DET
dem-1062	22	4	findings	finding	NOUN
dem-1062	22	5	by	by	ADP
dem-1062	22	6	veiga	veiga	NOUN
dem-1062	22	7	and	and	CCONJ
dem-1062	22	8	mcaleer	mcaleer	NOUN
dem-1062	22	9	(	(	PUNCT
dem-1062	22	10	2004	2004	NUM
dem-1062	22	11	)	)	PUNCT
dem-1062	22	12	based	base	VERB
dem-1062	22	13	on	on	ADP
dem-1062	22	14	quite	quite	ADV
dem-1062	22	15	extensive	extensive	ADJ
dem-1062	22	16	analysis	analysis	NOUN
dem-1062	22	17	of	of	ADP
dem-1062	22	18	the	the	DET
dem-1062	22	19	sensitivity	sensitivity	NOUN
dem-1062	22	20	of	of	ADP
dem-1062	22	21	spillover	spillover	ADJ
dem-1062	22	22	effects	effect	NOUN
dem-1062	22	23	on	on	ADP
dem-1062	22	24	denomination	denomination	NOUN
dem-1062	22	25	show	show	VERB
dem-1062	22	26	that	that	SCONJ
dem-1062	22	27	the	the	DET
dem-1062	22	28	denomination	denomination	NOUN
dem-1062	22	29	has	have	VERB
dem-1062	22	30	no	no	DET
dem-1062	22	31	significant	significant	ADJ
dem-1062	22	32	impact	impact	NOUN
dem-1062	22	33	on	on	ADP
dem-1062	22	34	the	the	DET
dem-1062	22	35	results	result	NOUN
dem-1062	22	36	.	.	PUNCT
dem-1062	23	1	in	in	ADP
dem-1062	23	2	the	the	DET
dem-1062	23	3	paper	paper	NOUN
dem-1062	23	4	,	,	PUNCT
dem-1062	23	5	we	we	PRON
dem-1062	23	6	ask	ask	VERB
dem-1062	23	7	how	how	SCONJ
dem-1062	23	8	introducing	introduce	VERB
dem-1062	23	9	the	the	DET
dem-1062	23	10	exchange	exchange	NOUN
dem-1062	23	11	rate	rate	NOUN
dem-1062	23	12	dynamics	dynamic	NOUN
dem-1062	23	13	influences	influence	VERB
dem-1062	23	14	the	the	DET
dem-1062	23	15	dynamics	dynamic	NOUN
dem-1062	23	16	of	of	ADP
dem-1062	23	17	linkages	linkage	NOUN
dem-1062	23	18	between	between	ADP
dem-1062	23	19	stock	stock	NOUN
dem-1062	23	20	indices	index	NOUN
dem-1062	23	21	.	.	PUNCT
dem-1062	24	1	we	we	PRON
dem-1062	24	2	consider	consider	VERB
dem-1062	24	3	dependencies	dependency	NOUN
dem-1062	24	4	between	between	ADP
dem-1062	24	5	the	the	DET
dem-1062	24	6	elements	element	NOUN
dem-1062	24	7	of	of	ADP
dem-1062	24	8	each	each	DET
dem-1062	24	9	pair	pair	NOUN
dem-1062	24	10	of	of	ADP
dem-1062	24	11	indices	index	NOUN
dem-1062	24	12	from	from	ADP
dem-1062	24	13	the	the	DET
dem-1062	24	14	triple	triple	ADJ
dem-1062	24	15	:	:	PUNCT
dem-1062	24	16	the	the	DET
dem-1062	24	17	s&p500	s&p500	NOUN
dem-1062	24	18	,	,	PUNCT
dem-1062	24	19	the	the	DET
dem-1062	24	20	dax	dax	PROPN
dem-1062	24	21	and	and	CCONJ
dem-1062	24	22	the	the	DET
dem-1062	24	23	wig20	wig20	PROPN
dem-1062	24	24	(	(	PUNCT
dem-1062	24	25	the	the	DET
dem-1062	24	26	main	main	ADJ
dem-1062	24	27	index	index	NOUN
dem-1062	24	28	of	of	ADP
dem-1062	24	29	the	the	DET
dem-1062	24	30	warsaw	warsaw	PROPN
dem-1062	24	31	stock	stock	PROPN
dem-1062	24	32	exchange	exchange	PROPN
dem-1062	24	33	)	)	PUNCT
dem-1062	24	34	.	.	PUNCT
dem-1062	25	1	in	in	ADP
dem-1062	25	2	addition	addition	NOUN
dem-1062	25	3	,	,	PUNCT
dem-1062	25	4	we	we	PRON
dem-1062	25	5	investigate	investigate	VERB
dem-1062	25	6	the	the	DET
dem-1062	25	7	linkages	linkage	NOUN
dem-1062	25	8	between	between	ADP
dem-1062	25	9	the	the	DET
dem-1062	25	10	dax	dax	NOUN
dem-1062	25	11	and	and	CCONJ
dem-1062	25	12	the	the	DET
dem-1062	25	13	nikkei225	nikkei225	PROPN
dem-1062	25	14	.	.	PUNCT
dem-1062	26	1	the	the	DET
dem-1062	26	2	analysis	analysis	NOUN
dem-1062	26	3	of	of	ADP
dem-1062	26	4	linkages	linkage	NOUN
dem-1062	26	5	is	be	AUX
dem-1062	26	6	performed	perform	VERB
dem-1062	26	7	by	by	ADP
dem-1062	26	8	means	mean	NOUN
dem-1062	26	9	of	of	ADP
dem-1062	26	10	a	a	DET
dem-1062	26	11	dcc	dcc	PROPN
dem-1062	26	12	-	-	PUNCT
dem-1062	26	13	copula	copula	NOUN
dem-1062	26	14	model	model	NOUN
dem-1062	26	15	.	.	PUNCT
dem-1062	27	1	we	we	PRON
dem-1062	27	2	estimate	estimate	VERB
dem-1062	27	3	dynamic	dynamic	ADJ
dem-1062	27	4	copula	copula	NOUN
dem-1062	27	5	correlations	correlation	NOUN
dem-1062	27	6	between	between	ADP
dem-1062	27	7	the	the	DET
dem-1062	27	8	daily	daily	ADJ
dem-1062	27	9	returns	return	NOUN
dem-1062	27	10	on	on	ADP
dem-1062	27	11	the	the	DET
dem-1062	27	12	indices	index	NOUN
dem-1062	27	13	denominated	denominate	VERB
dem-1062	27	14	in	in	ADP
dem-1062	27	15	local	local	ADJ
dem-1062	27	16	currencies	currency	NOUN
dem-1062	27	17	and	and	CCONJ
dem-1062	27	18	in	in	ADP
dem-1062	27	19	chosen	choose	VERB
dem-1062	27	20	alternative	alternative	ADJ
dem-1062	27	21	currencies	currency	NOUN
dem-1062	27	22	.	.	PUNCT
dem-1062	28	1	the	the	DET
dem-1062	28	2	aim	aim	NOUN
dem-1062	28	3	of	of	ADP
dem-1062	28	4	the	the	DET
dem-1062	28	5	presented	present	VERB
dem-1062	28	6	investigation	investigation	NOUN
dem-1062	28	7	is	be	AUX
dem-1062	28	8	to	to	PART
dem-1062	28	9	analyze	analyze	VERB
dem-1062	28	10	the	the	DET
dem-1062	28	11	sensitivity	sensitivity	NOUN
dem-1062	28	12	of	of	ADP
dem-1062	28	13	the	the	DET
dem-1062	28	14	dynamic	dynamic	ADJ
dem-1062	28	15	copula	copula	NOUN
dem-1062	28	16	correlation	correlation	NOUN
dem-1062	28	17	estimates	estimate	VERB
dem-1062	28	18	to	to	ADP
dem-1062	28	19	the	the	DET
dem-1062	28	20	denomination	denomination	NOUN
dem-1062	28	21	of	of	ADP
dem-1062	28	22	the	the	DET
dem-1062	28	23	indices	index	NOUN
dem-1062	28	24	in	in	ADP
dem-1062	28	25	alternative	alternative	ADJ
dem-1062	28	26	currencies	currency	NOUN
dem-1062	28	27	.	.	PUNCT
dem-1062	29	1	in	in	ADP
dem-1062	29	2	the	the	DET
dem-1062	29	3	case	case	NOUN
dem-1062	29	4	of	of	ADP
dem-1062	29	5	the	the	DET
dem-1062	29	6	s&p500	s&p500	NOUN
dem-1062	29	7	and	and	CCONJ
dem-1062	29	8	the	the	DET
dem-1062	29	9	dax	dax	PROPN
dem-1062	29	10	,	,	PUNCT
dem-1062	29	11	the	the	DET
dem-1062	29	12	considered	consider	VERB
dem-1062	29	13	currencies	currency	NOUN
dem-1062	29	14	are	be	AUX
dem-1062	29	15	the	the	DET
dem-1062	29	16	us	us	PROPN
dem-1062	29	17	dollar	dollar	NOUN
dem-1062	29	18	and	and	CCONJ
dem-1062	29	19	the	the	DET
dem-1062	29	20	euro	euro	NOUN
dem-1062	29	21	.	.	PUNCT
dem-1062	30	1	the	the	DET
dem-1062	30	2	analysis	analysis	NOUN
dem-1062	30	3	for	for	ADP
dem-1062	30	4	the	the	DET
dem-1062	30	5	s&p500	s&p500	NOUN
dem-1062	30	6	(	(	PUNCT
dem-1062	30	7	or	or	CCONJ
dem-1062	30	8	the	the	DET
dem-1062	30	9	dax	dax	PROPN
dem-1062	30	10	)	)	PUNCT
dem-1062	30	11	and	and	CCONJ
dem-1062	30	12	the	the	DET
dem-1062	30	13	wig20	wig20	PROPN
dem-1062	30	14	includes	include	VERB
dem-1062	30	15	denomination	denomination	NOUN
dem-1062	30	16	in	in	ADP
dem-1062	30	17	the	the	DET
dem-1062	30	18	us	us	PROPN
dem-1062	30	19	dollar	dollar	NOUN
dem-1062	30	20	,	,	PUNCT
dem-1062	30	21	the	the	DET
dem-1062	30	22	euro	euro	NOUN
dem-1062	30	23	and	and	CCONJ
dem-1062	30	24	the	the	DET
dem-1062	30	25	polish	polish	ADJ
dem-1062	30	26	zloty	zloty	NOUN
dem-1062	30	27	.	.	PUNCT
dem-1062	31	1	for	for	ADP
dem-1062	31	2	the	the	DET
dem-1062	31	3	pair	pair	NOUN
dem-1062	31	4	dax	dax	PROPN
dem-1062	31	5	and	and	CCONJ
dem-1062	31	6	nikkei225	nikkei225	PROPN
dem-1062	31	7	,	,	PUNCT
dem-1062	31	8	the	the	DET
dem-1062	31	9	denominations	denomination	NOUN
dem-1062	31	10	in	in	ADP
dem-1062	31	11	the	the	DET
dem-1062	31	12	us	us	PROPN
dem-1062	31	13	dollar	dollar	NOUN
dem-1062	31	14	,	,	PUNCT
dem-1062	31	15	the	the	DET
dem-1062	31	16	japanese	japanese	ADJ
dem-1062	31	17	yen	yen	NOUN
dem-1062	31	18	and	and	CCONJ
dem-1062	31	19	the	the	DET
dem-1062	31	20	euro	euro	NOUN
dem-1062	31	21	are	be	AUX
dem-1062	31	22	included	include	VERB
dem-1062	31	23	.	.	PUNCT
dem-1062	32	1	moreover	moreover	ADV
dem-1062	32	2	,	,	PUNCT
dem-1062	32	3	for	for	ADP
dem-1062	32	4	each	each	PRON
dem-1062	32	5	of	of	ADP
dem-1062	32	6	the	the	DET
dem-1062	32	7	considered	consider	VERB
dem-1062	32	8	pairs	pair	NOUN
dem-1062	32	9	of	of	ADP
dem-1062	32	10	the	the	DET
dem-1062	32	11	indices	index	NOUN
dem-1062	32	12	we	we	PRON
dem-1062	32	13	calculate	calculate	VERB
dem-1062	32	14	the	the	DET
dem-1062	32	15	dynamic	dynamic	ADJ
dem-1062	32	16	copula	copula	NOUN
dem-1062	32	17	correlations	correlation	NOUN
dem-1062	32	18	based	base	VERB
dem-1062	32	19	on	on	ADP
dem-1062	32	20	a	a	DET
dem-1062	32	21	three	three	NUM
dem-1062	32	22	-	-	PUNCT
dem-1062	32	23	dimensional	dimensional	ADJ
dem-1062	32	24	dcc	dcc	NOUN
dem-1062	32	25	-	-	PUNCT
dem-1062	32	26	copula	copula	NOUN
dem-1062	32	27	model	model	NOUN
dem-1062	32	28	estimated	estimate	VERB
dem-1062	32	29	jointly	jointly	ADV
dem-1062	32	30	for	for	ADP
dem-1062	32	31	the	the	DET
dem-1062	32	32	indices	index	NOUN
dem-1062	32	33	denominated	denominate	VERB
dem-1062	32	34	in	in	ADP
dem-1062	32	35	local	local	ADJ
dem-1062	32	36	currencies	currency	NOUN
dem-1062	32	37	and	and	CCONJ
dem-1062	32	38	the	the	DET
dem-1062	32	39	corresponding	correspond	VERB
dem-1062	32	40	exchange	exchange	NOUN
dem-1062	32	41	rate	rate	NOUN
dem-1062	32	42	(	(	PUNCT
dem-1062	32	43	usd	usd	PROPN
dem-1062	32	44	/	/	SYM
dem-1062	32	45	eur	eur	NOUN
dem-1062	32	46	for	for	ADP
dem-1062	32	47	sp500	sp500	PROPN
dem-1062	32	48	-	-	PUNCT
dem-1062	32	49	dax	dax	PROPN
dem-1062	32	50	,	,	PUNCT
dem-1062	32	51	usd	usd	PROPN
dem-1062	32	52	/	/	SYM
dem-1062	32	53	pln	pln	PROPN
dem-1062	32	54	for	for	ADP
dem-1062	32	55	sp500	sp500	PROPN
dem-1062	32	56	-	-	PUNCT
dem-1062	32	57	wig20	wig20	PROPN
dem-1062	32	58	,	,	PUNCT
dem-1062	32	59	eur	eur	PROPN
dem-1062	32	60	/	/	SYM
dem-1062	32	61	pln	pln	PROPN
dem-1062	32	62	for	for	ADP
dem-1062	32	63	dax	dax	PROPN
dem-1062	32	64	-	-	PUNCT
dem-1062	32	65	wig20	wig20	PROPN
dem-1062	32	66	,	,	PUNCT
dem-1062	32	67	and	and	CCONJ
dem-1062	32	68	eur	eur	PROPN
dem-1062	32	69	/	/	SYM
dem-1062	32	70	jpy	jpy	PROPN
dem-1062	32	71	for	for	ADP
dem-1062	32	72	dax	dax	PROPN
dem-1062	32	73	-	-	PUNCT
dem-1062	32	74	nikkei225	nikkei225	PROPN
dem-1062	32	75	)	)	PUNCT
dem-1062	32	76	.	.	PUNCT
dem-1062	33	1	1	1	X
dem-1062	33	2	.	.	X
dem-1062	33	3	dcc	dcc	PROPN
dem-1062	33	4	-	-	PUNCT
dem-1062	33	5	copula	copula	NOUN
dem-1062	33	6	models	model	NOUN
dem-1062	33	7	modeling	model	VERB
dem-1062	33	8	the	the	DET
dem-1062	33	9	dependencies	dependency	NOUN
dem-1062	33	10	between	between	ADP
dem-1062	33	11	financial	financial	ADJ
dem-1062	33	12	returns	return	NOUN
dem-1062	33	13	is	be	AUX
dem-1062	33	14	a	a	DET
dem-1062	33	15	difficult	difficult	ADJ
dem-1062	33	16	task	task	NOUN
dem-1062	33	17	because	because	SCONJ
dem-1062	33	18	of	of	ADP
dem-1062	33	19	special	special	ADJ
dem-1062	33	20	properties	property	NOUN
dem-1062	33	21	of	of	ADP
dem-1062	33	22	these	these	DET
dem-1062	33	23	series	series	NOUN
dem-1062	33	24	.	.	PUNCT
dem-1062	34	1	typical	typical	ADJ
dem-1062	34	2	return	return	NOUN
dem-1062	34	3	series	series	NOUN
dem-1062	34	4	usually	usually	ADV
dem-1062	34	5	exhibit	exhibit	VERB
dem-1062	34	6	conditional	conditional	ADJ
dem-1062	34	7	heteroskedasticity	heteroskedasticity	NOUN
dem-1062	34	8	,	,	PUNCT
dem-1062	34	9	different	different	ADJ
dem-1062	34	10	types	type	NOUN
dem-1062	34	11	of	of	ADP
dem-1062	34	12	asymmetries	asymmetry	NOUN
dem-1062	34	13	and	and	CCONJ
dem-1062	34	14	structural	structural	ADJ
dem-1062	34	15	breaks	break	NOUN
dem-1062	34	16	which	which	PRON
dem-1062	34	17	strongly	strongly	ADV
dem-1062	34	18	influence	influence	NOUN
dem-1062	34	19	estimation	estimation	NOUN
dem-1062	34	20	results	result	NOUN
dem-1062	34	21	for	for	ADP
dem-1062	34	22	models	model	NOUN
dem-1062	34	23	of	of	ADP
dem-1062	34	24	the	the	DET
dem-1062	34	25	dependence	dependence	NOUN
dem-1062	34	26	structure	structure	NOUN
dem-1062	34	27	.	.	PUNCT
dem-1062	35	1	moreover	moreover	ADV
dem-1062	35	2	,	,	PUNCT
dem-1062	35	3	the	the	DET
dem-1062	35	4	dynamics	dynamic	NOUN
dem-1062	35	5	of	of	ADP
dem-1062	35	6	dependencies	dependency	NOUN
dem-1062	35	7	significantly	significantly	ADV
dem-1062	35	8	changes	change	VERB
dem-1062	35	9	in	in	ADP
dem-1062	35	10	time	time	NOUN
dem-1062	35	11	.	.	PUNCT
dem-1062	36	1	for	for	ADP
dem-1062	36	2	example	example	NOUN
dem-1062	36	3	,	,	PUNCT
dem-1062	36	4	it	it	PRON
dem-1062	36	5	is	be	AUX
dem-1062	36	6	well	well	ADV
dem-1062	36	7	documented	document	VERB
dem-1062	36	8	in	in	ADP
dem-1062	36	9	many	many	ADJ
dem-1062	36	10	studies	study	NOUN
dem-1062	36	11	that	that	DET
dem-1062	36	12	dependence	dependence	NOUN
dem-1062	36	13	between	between	ADP
dem-1062	36	14	returns	return	NOUN
dem-1062	36	15	on	on	ADP
dem-1062	36	16	different	different	ADJ
dem-1062	36	17	assets	asset	NOUN
dem-1062	36	18	is	be	AUX
dem-1062	36	19	usually	usually	ADV
dem-1062	36	20	stronger	strong	ADJ
dem-1062	36	21	in	in	ADP
dem-1062	36	22	bear	bear	NOUN
dem-1062	36	23	markets	market	NOUN
dem-1062	36	24	than	than	ADP
dem-1062	36	25	in	in	ADP
dem-1062	36	26	bull	bull	NOUN
dem-1062	36	27	markets	market	NOUN
dem-1062	36	28	(	(	PUNCT
dem-1062	36	29	ang	ang	NOUN
dem-1062	36	30	and	and	CCONJ
dem-1062	36	31	bekaert	bekaert	NOUN
dem-1062	36	32	,	,	PUNCT
dem-1062	36	33	2002	2002	NUM
dem-1062	36	34	;	;	PUNCT
dem-1062	37	1	ang	ang	PROPN
dem-1062	37	2	and	and	CCONJ
dem-1062	37	3	chen	chen	PROPN
dem-1062	37	4	,	,	PUNCT
dem-1062	37	5	2002	2002	NUM
dem-1062	37	6	;	;	PUNCT
dem-1062	37	7	patton	patton	PROPN
dem-1062	37	8	,	,	PUNCT
dem-1062	37	9	2004	2004	NUM
dem-1062	37	10	)	)	PUNCT
dem-1062	37	11	.	.	PUNCT
dem-1062	38	1	this	this	DET
dem-1062	38	2	example	example	NOUN
dem-1062	38	3	of	of	ADP
dem-1062	38	4	asymmetric	asymmetric	ADJ
dem-1062	38	5	dependence	dependence	NOUN
dem-1062	38	6	in	in	ADP
dem-1062	38	7	financial	financial	ADJ
dem-1062	38	8	markets	market	NOUN
dem-1062	38	9	is	be	AUX
dem-1062	38	10	of	of	ADP
dem-1062	38	11	great	great	ADJ
dem-1062	38	12	importance	importance	NOUN
dem-1062	38	13	for	for	ADP
dem-1062	38	14	portfolio	portfolio	NOUN
dem-1062	38	15	choice	choice	NOUN
dem-1062	38	16	and	and	CCONJ
dem-1062	38	17	risk	risk	NOUN
dem-1062	38	18	management	management	NOUN
dem-1062	38	19	.	.	PUNCT
dem-1062	39	1	the	the	DET
dem-1062	39	2	main	main	ADJ
dem-1062	39	3	problem	problem	NOUN
dem-1062	39	4	connected	connect	VERB
dem-1062	39	5	with	with	ADP
dem-1062	39	6	this	this	DET
dem-1062	39	7	phenomenon	phenomenon	NOUN
dem-1062	39	8	is	be	AUX
dem-1062	39	9	,	,	PUNCT
dem-1062	39	10	however	however	ADV
dem-1062	39	11	,	,	PUNCT
dem-1062	39	12	that	that	SCONJ
dem-1062	39	13	from	from	ADP
dem-1062	39	14	the	the	DET
dem-1062	39	15	theoretical	theoretical	ADJ
dem-1062	39	16	point	point	NOUN
dem-1062	39	17	of	of	ADP
dem-1062	39	18	view	view	NOUN
dem-1062	39	19	the	the	PRON
dem-1062	39	20	mentioned	mention	VERB
dem-1062	39	21	the	the	DET
dem-1062	39	22	impact	impact	NOUN
dem-1062	39	23	of	of	ADP
dem-1062	39	24	the	the	DET
dem-1062	39	25	exchange	exchange	NOUN
dem-1062	39	26	rate	rate	NOUN
dem-1062	39	27	dynamics	dynamic	NOUN
dem-1062	39	28	on	on	ADP
dem-1062	39	29	the	the	DET
dem-1062	39	30	dependencies	dependency	NOUN
dem-1062	39	31	…	…	PUNCT
dem-1062	39	32	75	75	NUM
dem-1062	39	33	asymmetry	asymmetry	NOUN
dem-1062	39	34	can	can	AUX
dem-1062	39	35	not	not	PART
dem-1062	39	36	be	be	AUX
dem-1062	39	37	produced	produce	VERB
dem-1062	39	38	by	by	ADP
dem-1062	39	39	a	a	DET
dem-1062	39	40	statistical	statistical	ADJ
dem-1062	39	41	model	model	NOUN
dem-1062	39	42	for	for	ADP
dem-1062	39	43	the	the	DET
dem-1062	39	44	returns	return	NOUN
dem-1062	39	45	that	that	PRON
dem-1062	39	46	assumes	assume	VERB
dem-1062	39	47	an	an	DET
dem-1062	39	48	elliptical	elliptical	ADJ
dem-1062	39	49	multivariate	multivariate	NOUN
dem-1062	39	50	conditional	conditional	ADJ
dem-1062	39	51	distribution	distribution	NOUN
dem-1062	39	52	,	,	PUNCT
dem-1062	39	53	and	and	CCONJ
dem-1062	39	54	thus	thus	ADV
dem-1062	39	55	applying	apply	VERB
dem-1062	39	56	the	the	DET
dem-1062	39	57	linear	linear	ADJ
dem-1062	39	58	correlation	correlation	NOUN
dem-1062	39	59	is	be	AUX
dem-1062	39	60	not	not	PART
dem-1062	39	61	justified	justify	VERB
dem-1062	39	62	.	.	PUNCT
dem-1062	40	1	an	an	DET
dem-1062	40	2	alternative	alternative	ADJ
dem-1062	40	3	concept	concept	NOUN
dem-1062	40	4	that	that	PRON
dem-1062	40	5	allows	allow	VERB
dem-1062	40	6	for	for	ADP
dem-1062	40	7	modeling	model	VERB
dem-1062	40	8	the	the	DET
dem-1062	40	9	dependence	dependence	NOUN
dem-1062	40	10	in	in	ADP
dem-1062	40	11	a	a	DET
dem-1062	40	12	general	general	ADJ
dem-1062	40	13	situation	situation	NOUN
dem-1062	40	14	is	be	AUX
dem-1062	40	15	copula	copula	ADJ
dem-1062	40	16	.	.	PUNCT
dem-1062	41	1	roughly	roughly	ADV
dem-1062	41	2	speaking	speak	VERB
dem-1062	41	3	,	,	PUNCT
dem-1062	41	4	a	a	DET
dem-1062	41	5	d	d	ADJ
dem-1062	41	6	-	-	ADJ
dem-1062	41	7	dimensional	dimensional	ADJ
dem-1062	41	8	copula	copula	NOUN
dem-1062	41	9	is	be	AUX
dem-1062	41	10	a	a	DET
dem-1062	41	11	mapping	mapping	NOUN
dem-1062	41	12	]	]	SYM
dem-1062	41	13	1	1	NUM
dem-1062	41	14	,	,	PUNCT
dem-1062	41	15	0[]1	0[]1	NUM
dem-1062	41	16	,	,	PUNCT
dem-1062	41	17	0	0	NUM
dem-1062	41	18	[:	[:	X
dem-1062	41	19	dc	dc	NOUN
dem-1062	41	20	from	from	ADP
dem-1062	41	21	the	the	DET
dem-1062	41	22	unit	unit	NOUN
dem-1062	41	23	hypercube	hypercube	NOUN
dem-1062	41	24	into	into	ADP
dem-1062	41	25	the	the	DET
dem-1062	41	26	unit	unit	NOUN
dem-1062	41	27	interval	interval	NOUN
dem-1062	41	28	which	which	PRON
dem-1062	41	29	is	be	AUX
dem-1062	41	30	a	a	DET
dem-1062	41	31	distribution	distribution	NOUN
dem-1062	41	32	function	function	NOUN
dem-1062	41	33	with	with	ADP
dem-1062	41	34	standard	standard	ADJ
dem-1062	41	35	uniform	uniform	ADJ
dem-1062	41	36	marginal	marginal	ADJ
dem-1062	41	37	distributions	distribution	NOUN
dem-1062	41	38	.	.	PUNCT
dem-1062	42	1	assume	assume	VERB
dem-1062	42	2	that	that	PRON
dem-1062	42	3	)	)	PUNCT
dem-1062	42	4	,	,	PUNCT
dem-1062	42	5	,	,	PUNCT
dem-1062	42	6	(	(	PUNCT
dem-1062	42	7	1	1	NUM
dem-1062	42	8	dxxx	dxxx	NOUN
dem-1062	42	9			X
dem-1062	42	10	is	be	AUX
dem-1062	42	11	a	a	DET
dem-1062	42	12	d	d	ADJ
dem-1062	42	13	-	-	ADJ
dem-1062	42	14	dimensional	dimensional	ADJ
dem-1062	42	15	random	random	ADJ
dem-1062	42	16	vector	vector	NOUN
dem-1062	42	17	with	with	ADP
dem-1062	42	18	joint	joint	ADJ
dem-1062	42	19	distribution	distribution	NOUN
dem-1062	42	20	f	f	NOUN
dem-1062	42	21	and	and	CCONJ
dem-1062	42	22	marginal	marginal	ADJ
dem-1062	42	23	distributions	distribution	NOUN
dem-1062	42	24	if	if	SCONJ
dem-1062	42	25	,	,	PUNCT
dem-1062	42	26	di	di	INTJ
dem-1062	42	27	,	,	PUNCT
dem-1062	42	28	,	,	PUNCT
dem-1062	42	29	1	1	NUM
dem-1062	42	30	.	.	PUNCT
dem-1062	43	1	then	then	ADV
dem-1062	43	2	,	,	PUNCT
dem-1062	43	3	by	by	ADP
dem-1062	43	4	a	a	DET
dem-1062	43	5	theorem	theorem	NOUN
dem-1062	43	6	by	by	ADP
dem-1062	43	7	sklar	sklar	NOUN
dem-1062	43	8	(	(	PUNCT
dem-1062	43	9	1959	1959	NUM
dem-1062	43	10	)	)	PUNCT
dem-1062	43	11	,	,	PUNCT
dem-1062	43	12	f	f	PROPN
dem-1062	43	13	can	can	AUX
dem-1062	43	14	be	be	AUX
dem-1062	43	15	written	write	VERB
dem-1062	43	16	as	as	ADP
dem-1062	43	17	:	:	PUNCT
dem-1062	43	18	)	)	PUNCT
dem-1062	43	19	)	)	PUNCT
dem-1062	43	20	(	(	PUNCT
dem-1062	43	21	,	,	PUNCT
dem-1062	43	22	)	)	PUNCT
dem-1062	43	23	,	,	PUNCT
dem-1062	43	24	(	(	PUNCT
dem-1062	43	25	(	(	PUNCT
dem-1062	43	26	)	)	PUNCT
dem-1062	43	27	,	,	PUNCT
dem-1062	43	28	,	,	PUNCT
dem-1062	43	29	(	(	PUNCT
dem-1062	43	30	111	111	NUM
dem-1062	43	31	ddd	ddd	NOUN
dem-1062	43	32	xfxfcxxf	xfxfcxxf	PROPN
dem-1062	44	1			X
dem-1062	44	2			INTJ
dem-1062	44	3	.	.	PUNCT
dem-1062	45	1	(	(	PUNCT
dem-1062	45	2	1	1	X
dem-1062	45	3	)	)	PUNCT
dem-1062	45	4	the	the	DET
dem-1062	45	5	function	function	NOUN
dem-1062	45	6	c	c	NOUN
dem-1062	45	7	is	be	AUX
dem-1062	45	8	unique	unique	ADJ
dem-1062	45	9	if	if	SCONJ
dem-1062	45	10	if	if	SCONJ
dem-1062	45	11	are	be	AUX
dem-1062	45	12	continuous	continuous	ADJ
dem-1062	45	13	.	.	PUNCT
dem-1062	46	1	otherwise	otherwise	ADV
dem-1062	46	2	,	,	PUNCT
dem-1062	46	3	c	c	PROPN
dem-1062	46	4	is	be	AUX
dem-1062	46	5	uniquely	uniquely	ADV
dem-1062	46	6	given	give	VERB
dem-1062	46	7	by	by	ADP
dem-1062	46	8	:	:	PUNCT
dem-1062	46	9	)	)	PUNCT
dem-1062	46	10	)	)	PUNCT
dem-1062	46	11	(	(	PUNCT
dem-1062	46	12	,	,	PUNCT
dem-1062	46	13	)	)	PUNCT
dem-1062	46	14	,	,	PUNCT
dem-1062	46	15	(	(	PUNCT
dem-1062	46	16	(	(	PUNCT
dem-1062	46	17	)	)	PUNCT
dem-1062	46	18	,	,	PUNCT
dem-1062	46	19	,	,	PUNCT
dem-1062	46	20	(	(	PUNCT
dem-1062	46	21	)	)	PUNCT
dem-1062	46	22	1	1	NUM
dem-1062	46	23	(	(	PUNCT
dem-1062	46	24	1	1	NUM
dem-1062	46	25	)	)	SYM
dem-1062	46	26	1	1	NUM
dem-1062	46	27	(	(	PUNCT
dem-1062	46	28	11	11	NUM
dem-1062	46	29	ddd	ddd	NOUN
dem-1062	46	30	ufuffuuc	ufuffuuc	ADJ
dem-1062	46	31			PUNCT
dem-1062	46	32			X
dem-1062	46	33	,	,	PUNCT
dem-1062	46	34	(	(	PUNCT
dem-1062	46	35	2	2	X
dem-1062	46	36	)	)	PUNCT
dem-1062	46	37	for	for	ADP
dem-1062	46	38	]	]	SYM
dem-1062	46	39	1	1	NUM
dem-1062	46	40	,	,	PUNCT
dem-1062	46	41	0[iu	0[iu	NUM
dem-1062	46	42	,	,	PUNCT
dem-1062	46	43	where	where	SCONJ
dem-1062	46	44	}	}	PUNCT
dem-1062	46	45	)	)	PUNCT
dem-1062	46	46	(	(	PUNCT
dem-1062	46	47	:	:	PUNCT
dem-1062	46	48	inf{)(1	inf{)(1	NOUN
dem-1062	46	49	iii	iii	NUM
dem-1062	46	50	uxfxuf	uxfxuf	PROPN
dem-1062	46	51			NOUN
dem-1062	46	52	.	.	PUNCT
dem-1062	47	1	in	in	ADP
dem-1062	47	2	that	that	DET
dem-1062	47	3	case	case	NOUN
dem-1062	47	4	,	,	PUNCT
dem-1062	47	5	c	c	PROPN
dem-1062	47	6	is	be	AUX
dem-1062	47	7	called	call	VERB
dem-1062	47	8	the	the	DET
dem-1062	47	9	copula	copula	NOUN
dem-1062	47	10	of	of	ADP
dem-1062	47	11	f	f	PROPN
dem-1062	47	12	or	or	CCONJ
dem-1062	47	13	of	of	ADP
dem-1062	47	14	x.	x.	NOUN
dem-1062	47	15	since	since	SCONJ
dem-1062	47	16	the	the	DET
dem-1062	47	17	marginals	marginal	NOUN
dem-1062	47	18	and	and	CCONJ
dem-1062	47	19	the	the	DET
dem-1062	47	20	dependence	dependence	NOUN
dem-1062	47	21	structure	structure	NOUN
dem-1062	47	22	can	can	AUX
dem-1062	47	23	be	be	AUX
dem-1062	47	24	separated	separate	VERB
dem-1062	47	25	,	,	PUNCT
dem-1062	47	26	it	it	PRON
dem-1062	47	27	makes	make	VERB
dem-1062	47	28	sense	sense	NOUN
dem-1062	47	29	to	to	PART
dem-1062	47	30	interpret	interpret	VERB
dem-1062	47	31	c	c	PROPN
dem-1062	47	32	as	as	ADP
dem-1062	47	33	the	the	DET
dem-1062	47	34	dependence	dependence	NOUN
dem-1062	47	35	structure	structure	NOUN
dem-1062	47	36	of	of	ADP
dem-1062	47	37	the	the	DET
dem-1062	47	38	vector	vector	NOUN
dem-1062	47	39	x.	x.	NOUN
dem-1062	48	1	we	we	PRON
dem-1062	48	2	refer	refer	VERB
dem-1062	48	3	to	to	ADP
dem-1062	48	4	patton	patton	PROPN
dem-1062	48	5	(	(	PUNCT
dem-1062	48	6	2009	2009	NUM
dem-1062	48	7	)	)	PUNCT
dem-1062	48	8	and	and	CCONJ
dem-1062	48	9	references	reference	NOUN
dem-1062	48	10	therein	therein	ADV
dem-1062	48	11	for	for	ADP
dem-1062	48	12	an	an	DET
dem-1062	48	13	overview	overview	NOUN
dem-1062	48	14	of	of	ADP
dem-1062	48	15	financial	financial	ADJ
dem-1062	48	16	time	time	NOUN
dem-1062	48	17	series	series	PROPN
dem-1062	48	18	applications	application	NOUN
dem-1062	48	19	of	of	ADP
dem-1062	48	20	copulas	copula	NOUN
dem-1062	48	21	.	.	PUNCT
dem-1062	49	1	there	there	PRON
dem-1062	49	2	one	one	NOUN
dem-1062	49	3	can	can	AUX
dem-1062	49	4	also	also	ADV
dem-1062	49	5	find	find	VERB
dem-1062	49	6	more	more	ADJ
dem-1062	49	7	information	information	NOUN
dem-1062	49	8	about	about	ADP
dem-1062	49	9	advantages	advantage	NOUN
dem-1062	49	10	and	and	CCONJ
dem-1062	49	11	limitations	limitation	NOUN
dem-1062	49	12	of	of	ADP
dem-1062	49	13	copula	copula	NOUN
dem-1062	49	14	-	-	PUNCT
dem-1062	49	15	based	base	VERB
dem-1062	49	16	modeling	modeling	NOUN
dem-1062	49	17	.	.	PUNCT
dem-1062	50	1	the	the	DET
dem-1062	50	2	simplest	simple	ADJ
dem-1062	50	3	copula	copula	NOUN
dem-1062	50	4	is	be	AUX
dem-1062	50	5	defined	define	VERB
dem-1062	50	6	by	by	ADP
dem-1062	50	7	dd	dd	PROPN
dem-1062	50	8	uuuuc	uuuuc	PROPN
dem-1062	50	9			NOUN
dem-1062	50	10			X
dem-1062	50	11	11	11	NUM
dem-1062	50	12	)	)	PUNCT
dem-1062	50	13	,	,	PUNCT
dem-1062	50	14	,	,	PUNCT
dem-1062	50	15	(	(	PUNCT
dem-1062	50	16	,	,	PUNCT
dem-1062	50	17	and	and	CCONJ
dem-1062	50	18	it	it	PRON
dem-1062	50	19	corresponds	correspond	VERB
dem-1062	50	20	to	to	ADP
dem-1062	50	21	independence	independence	NOUN
dem-1062	50	22	of	of	ADP
dem-1062	50	23	marginal	marginal	ADJ
dem-1062	50	24	distributions	distribution	NOUN
dem-1062	50	25	.	.	PUNCT
dem-1062	51	1	the	the	DET
dem-1062	51	2	next	next	ADJ
dem-1062	51	3	two	two	NUM
dem-1062	51	4	important	important	ADJ
dem-1062	51	5	examples	example	NOUN
dem-1062	51	6	are	be	AUX
dem-1062	51	7	)	)	PUNCT
dem-1062	51	8	,	,	PUNCT
dem-1062	51	9	,	,	PUNCT
dem-1062	51	10	min	min	PROPN
dem-1062	51	11	(	(	PUNCT
dem-1062	51	12	)	)	PUNCT
dem-1062	51	13	,	,	PUNCT
dem-1062	51	14	,	,	PUNCT
dem-1062	51	15	(	(	PUNCT
dem-1062	51	16	11	11	NUM
dem-1062	51	17	dd	dd	NOUN
dem-1062	51	18	uuuuc	uuuuc	ADJ
dem-1062	51	19			X
dem-1062	51	20			NOUN
dem-1062	51	21	,	,	PUNCT
dem-1062	51	22	and	and	CCONJ
dem-1062	51	23	,	,	PUNCT
dem-1062	51	24	in	in	ADP
dem-1062	51	25	the	the	DET
dem-1062	51	26	two	two	NUM
dem-1062	51	27	-	-	PUNCT
dem-1062	51	28	dimensional	dimensional	ADJ
dem-1062	51	29	case	case	NOUN
dem-1062	51	30	,	,	PUNCT
dem-1062	51	31	)	)	PUNCT
dem-1062	51	32	0	0	NUM
dem-1062	51	33	,	,	PUNCT
dem-1062	51	34	1max	1max	NUM
dem-1062	51	35	(	(	PUNCT
dem-1062	51	36	)	)	PUNCT
dem-1062	51	37	,	,	PUNCT
dem-1062	51	38	(	(	PUNCT
dem-1062	51	39			NOUN
dem-1062	51	40	jiji	jiji	PROPN
dem-1062	51	41	uuuuc	uuuuc	PROPN
dem-1062	51	42	.	.	PUNCT
dem-1062	52	1	the	the	DET
dem-1062	52	2	first	first	ADJ
dem-1062	52	3	corresponds	correspond	NOUN
dem-1062	52	4	to	to	ADP
dem-1062	52	5	comonotonicity	comonotonicity	NOUN
dem-1062	52	6	or	or	CCONJ
dem-1062	52	7	perfect	perfect	ADJ
dem-1062	52	8	dependence	dependence	NOUN
dem-1062	52	9	(	(	PUNCT
dem-1062	52	10	one	one	NUM
dem-1062	52	11	variable	variable	NOUN
dem-1062	52	12	can	can	AUX
dem-1062	52	13	be	be	AUX
dem-1062	52	14	transformed	transform	VERB
dem-1062	52	15	almost	almost	ADV
dem-1062	52	16	surely	surely	ADV
dem-1062	52	17	into	into	ADP
dem-1062	52	18	another	another	PRON
dem-1062	52	19	by	by	ADP
dem-1062	52	20	means	mean	NOUN
dem-1062	52	21	of	of	ADP
dem-1062	52	22	an	an	DET
dem-1062	52	23	increasing	increase	VERB
dem-1062	52	24	map	map	NOUN
dem-1062	52	25	)	)	PUNCT
dem-1062	52	26	,	,	PUNCT
dem-1062	52	27	and	and	CCONJ
dem-1062	52	28	the	the	DET
dem-1062	52	29	second	second	ADJ
dem-1062	52	30	,	,	PUNCT
dem-1062	52	31	to	to	ADP
dem-1062	52	32	countermonotonicity	countermonotonicity	NOUN
dem-1062	52	33	or	or	CCONJ
dem-1062	52	34	perfect	perfect	VERB
dem-1062	52	35	negative	negative	ADJ
dem-1062	52	36	dependence	dependence	NOUN
dem-1062	52	37	of	of	ADP
dem-1062	52	38	the	the	DET
dem-1062	52	39	variables	variable	NOUN
dem-1062	52	40	ix	ix	ADV
dem-1062	52	41	and	and	CCONJ
dem-1062	52	42	jx	jx	PROPN
dem-1062	52	43	(	(	PUNCT
dem-1062	52	44	one	one	NUM
dem-1062	52	45	variable	variable	NOUN
dem-1062	52	46	can	can	AUX
dem-1062	52	47	be	be	AUX
dem-1062	52	48	transformed	transform	VERB
dem-1062	52	49	almost	almost	ADV
dem-1062	52	50	surely	surely	ADV
dem-1062	52	51	into	into	ADP
dem-1062	52	52	another	another	PRON
dem-1062	52	53	by	by	ADP
dem-1062	52	54	means	mean	NOUN
dem-1062	52	55	of	of	ADP
dem-1062	52	56	a	a	DET
dem-1062	52	57	decreasing	decrease	VERB
dem-1062	52	58	map	map	NOUN
dem-1062	52	59	)	)	PUNCT
dem-1062	52	60	.	.	PUNCT
dem-1062	53	1	in	in	ADP
dem-1062	53	2	the	the	DET
dem-1062	53	3	empirical	empirical	ADJ
dem-1062	53	4	part	part	NOUN
dem-1062	53	5	of	of	ADP
dem-1062	53	6	this	this	DET
dem-1062	53	7	paper	paper	NOUN
dem-1062	53	8	we	we	PRON
dem-1062	53	9	will	will	AUX
dem-1062	53	10	use	use	VERB
dem-1062	53	11	the	the	DET
dem-1062	53	12	student	student	NOUN
dem-1062	53	13	t	t	PROPN
dem-1062	53	14	copula	copula	NOUN
dem-1062	53	15	.	.	PUNCT
dem-1062	54	1	it	it	PRON
dem-1062	54	2	is	be	AUX
dem-1062	54	3	defined	define	VERB
dem-1062	54	4	as	as	SCONJ
dem-1062	54	5	follows	follow	VERB
dem-1062	54	6	:	:	PUNCT
dem-1062	54	7	)	)	PUNCT
dem-1062	54	8	)	)	PUNCT
dem-1062	54	9	(	(	PUNCT
dem-1062	54	10	,	,	PUNCT
dem-1062	54	11	)	)	PUNCT
dem-1062	54	12	,	,	PUNCT
dem-1062	54	13	(	(	PUNCT
dem-1062	54	14	(	(	PUNCT
dem-1062	54	15	)	)	PUNCT
dem-1062	54	16	,	,	PUNCT
dem-1062	54	17	,	,	PUNCT
dem-1062	54	18	(	(	PUNCT
dem-1062	54	19	1	1	NUM
dem-1062	54	20	1	1	NUM
dem-1062	54	21	1	1	NUM
dem-1062	54	22	,	,	PUNCT
dem-1062	54	23	1	1	NUM
dem-1062	54	24	,	,	PUNCT
dem-1062	54	25	d	d	PROPN
dem-1062	54	26	d	d	PROPN
dem-1062	54	27	d	d	X
dem-1062	54	28	st	st	PROPN
dem-1062	54	29	ututtuuc	ututtuuc	PROPN
dem-1062	54	30			PUNCT
dem-1062	54	31			PROPN
dem-1062	55	1			X
dem-1062	55	2	rr	rr	INTJ
dem-1062	55	3	,	,	PUNCT
dem-1062	55	4	(	(	PUNCT
dem-1062	55	5	3	3	X
dem-1062	55	6	)	)	PUNCT
dem-1062	55	7	where	where	SCONJ
dem-1062	55	8	r,t	r,t	NOUN
dem-1062	55	9	denotes	denote	VERB
dem-1062	55	10	the	the	DET
dem-1062	55	11	d	d	ADJ
dem-1062	55	12	-	-	ADJ
dem-1062	55	13	dimensional	dimensional	ADJ
dem-1062	55	14	student	student	NOUN
dem-1062	55	15	’s	’s	PART
dem-1062	55	16	t	t	NOUN
dem-1062	55	17	distribution	distribution	NOUN
dem-1062	55	18	with	with	ADP
dem-1062	55	19			ADJ
dem-1062	55	20	degrees	degree	NOUN
dem-1062	55	21	of	of	ADP
dem-1062	55	22	freedom	freedom	NOUN
dem-1062	55	23	and	and	CCONJ
dem-1062	55	24	correlation	correlation	NOUN
dem-1062	55	25	matrix	matrix	NOUN
dem-1062	55	26	r	r	NOUN
dem-1062	55	27	,	,	PUNCT
dem-1062	55	28	and	and	CCONJ
dem-1062	55	29	t	t	PROPN
dem-1062	55	30	stands	stand	VERB
dem-1062	55	31	for	for	ADP
dem-1062	55	32	1	1	NUM
dem-1062	55	33	-	-	PUNCT
dem-1062	55	34	dimensional	dimensional	ADJ
dem-1062	55	35	student	student	NOUN
dem-1062	55	36	’s	’s	PART
dem-1062	55	37	t	t	NOUN
dem-1062	55	38	distribution	distribution	NOUN
dem-1062	55	39	with	with	ADP
dem-1062	55	40			ADJ
dem-1062	55	41	degrees	degree	NOUN
dem-1062	55	42	of	of	ADP
dem-1062	55	43	freedom	freedom	NOUN
dem-1062	55	44	.	.	PUNCT
dem-1062	56	1	in	in	ADP
dem-1062	56	2	the	the	DET
dem-1062	56	3	bivariate	bivariate	ADJ
dem-1062	56	4	case	case	NOUN
dem-1062	56	5	we	we	PRON
dem-1062	56	6	will	will	AUX
dem-1062	56	7	use	use	VERB
dem-1062	56	8	the	the	DET
dem-1062	56	9	notation	notation	NOUN
dem-1062	56	10	tc	tc	NUM
dem-1062	56	11			NOUN
dem-1062	56	12	,	,	PUNCT
dem-1062	56	13	where	where	SCONJ
dem-1062	56	14			NOUN
dem-1062	56	15	stands	stand	VERB
dem-1062	56	16	for	for	ADP
dem-1062	56	17	correlation	correlation	NOUN
dem-1062	56	18	coefficient	coefficient	NOUN
dem-1062	56	19	.	.	PUNCT
dem-1062	57	1	małgorzata	małgorzata	NOUN
dem-1062	57	2	doman	doman	PROPN
dem-1062	57	3	,	,	PUNCT
dem-1062	57	4	ryszard	ryszard	NOUN
dem-1062	57	5	doman	doman	NOUN
dem-1062	57	6	76	76	NUM
dem-1062	57	7	the	the	DET
dem-1062	57	8	density	density	NOUN
dem-1062	57	9	associated	associate	VERB
dem-1062	57	10	to	to	ADP
dem-1062	57	11	an	an	DET
dem-1062	57	12	absolutely	absolutely	ADV
dem-1062	57	13	continuous	continuous	ADJ
dem-1062	57	14	copula	copula	NOUN
dem-1062	57	15	c	c	NOUN
dem-1062	57	16	is	be	AUX
dem-1062	57	17	a	a	DET
dem-1062	57	18	function	function	NOUN
dem-1062	57	19	c	c	NOUN
dem-1062	57	20	defined	define	VERB
dem-1062	57	21	by	by	ADP
dem-1062	57	22	:	:	PUNCT
dem-1062	57	23	d	d	X
dem-1062	57	24	d	d	X
dem-1062	57	25	d	d	X
dem-1062	57	26	d	d	X
dem-1062	57	27	uu	uu	PROPN
dem-1062	57	28	uuc	uuc	PROPN
dem-1062	57	29	uuc	uuc	PROPN
dem-1062	57	30			PROPN
dem-1062	57	31			PROPN
dem-1062	57	32			PROPN
dem-1062	57	33			NOUN
dem-1062	57	34			NUM
dem-1062	57	35	1	1	NUM
dem-1062	57	36	1	1	NUM
dem-1062	57	37	1	1	NUM
dem-1062	57	38	)	)	PUNCT
dem-1062	57	39	,	,	PUNCT
dem-1062	57	40	,	,	PUNCT
dem-1062	57	41	(	(	PUNCT
dem-1062	57	42	)	)	PUNCT
dem-1062	57	43	,	,	PUNCT
dem-1062	57	44	,	,	PUNCT
dem-1062	57	45	(	(	PUNCT
dem-1062	57	46	.	.	PUNCT
dem-1062	58	1	(	(	PUNCT
dem-1062	58	2	4	4	NUM
dem-1062	58	3	)	)	PUNCT
dem-1062	58	4	for	for	ADP
dem-1062	58	5	an	an	DET
dem-1062	58	6	absolutely	absolutely	ADV
dem-1062	58	7	continuous	continuous	ADJ
dem-1062	58	8	random	random	ADJ
dem-1062	58	9	vector	vector	NOUN
dem-1062	58	10	,	,	PUNCT
dem-1062	58	11	the	the	DET
dem-1062	58	12	copula	copula	NOUN
dem-1062	58	13	density	density	NOUN
dem-1062	58	14	c	c	PROPN
dem-1062	58	15	is	be	AUX
dem-1062	58	16	related	relate	VERB
dem-1062	58	17	to	to	ADP
dem-1062	58	18	its	its	PRON
dem-1062	58	19	joint	joint	ADJ
dem-1062	58	20	density	density	NOUN
dem-1062	58	21	function	function	NOUN
dem-1062	58	22	h	h	NOUN
dem-1062	58	23	by	by	ADP
dem-1062	58	24	the	the	DET
dem-1062	58	25	following	follow	VERB
dem-1062	58	26	canonical	canonical	ADJ
dem-1062	58	27	representation	representation	NOUN
dem-1062	58	28	:	:	PUNCT
dem-1062	58	29	)	)	PUNCT
dem-1062	58	30	(	(	PUNCT
dem-1062	58	31	)	)	PUNCT
dem-1062	58	32	(	(	PUNCT
dem-1062	58	33	)	)	PUNCT
dem-1062	58	34	)	)	PUNCT
dem-1062	59	1	(	(	PUNCT
dem-1062	59	2	,	,	PUNCT
dem-1062	59	3	)	)	PUNCT
dem-1062	59	4	,	,	PUNCT
dem-1062	59	5	(	(	PUNCT
dem-1062	59	6	(	(	PUNCT
dem-1062	59	7	)	)	PUNCT
dem-1062	59	8	,	,	PUNCT
dem-1062	59	9	(	(	PUNCT
dem-1062	59	10	11111	11111	NUM
dem-1062	59	11	ddddd	ddddd	PROPN
dem-1062	59	12	xfxfxfxfcxxf	xfxfxfxfcxxf	NOUN
dem-1062	60	1			PROPN
dem-1062	60	2			NUM
dem-1062	60	3	,	,	PUNCT
dem-1062	60	4	(	(	PUNCT
dem-1062	60	5	5	5	X
dem-1062	60	6	)	)	PUNCT
dem-1062	61	1	where	where	SCONJ
dem-1062	61	2	dff	dff	NOUN
dem-1062	61	3	,	,	PUNCT
dem-1062	61	4	,	,	PUNCT
dem-1062	61	5	1	1	NUM
dem-1062	61	6			NUM
dem-1062	61	7	are	be	AUX
dem-1062	61	8	the	the	DET
dem-1062	61	9	marginal	marginal	ADJ
dem-1062	61	10	distributions	distribution	NOUN
dem-1062	61	11	,	,	PUNCT
dem-1062	61	12	and	and	CCONJ
dem-1062	61	13	dff	dff	INTJ
dem-1062	61	14	,	,	PUNCT
dem-1062	61	15	,	,	PUNCT
dem-1062	61	16	1	1	NUM
dem-1062	61	17			NUM
dem-1062	61	18	are	be	AUX
dem-1062	61	19	the	the	DET
dem-1062	61	20	marginal	marginal	ADJ
dem-1062	61	21	density	density	NOUN
dem-1062	61	22	functions	function	NOUN
dem-1062	61	23	.	.	PUNCT
dem-1062	62	1	in	in	ADP
dem-1062	62	2	the	the	DET
dem-1062	62	3	case	case	NOUN
dem-1062	62	4	of	of	ADP
dem-1062	62	5	non	non	ADJ
dem-1062	62	6	-	-	ADJ
dem-1062	62	7	elliptical	elliptical	ADJ
dem-1062	62	8	distributions	distribution	NOUN
dem-1062	62	9	,	,	PUNCT
dem-1062	62	10	measures	measure	NOUN
dem-1062	62	11	of	of	ADP
dem-1062	62	12	dependence	dependence	NOUN
dem-1062	62	13	that	that	PRON
dem-1062	62	14	are	be	AUX
dem-1062	62	15	more	more	ADV
dem-1062	62	16	appropriate	appropriate	ADJ
dem-1062	62	17	than	than	SCONJ
dem-1062	62	18	the	the	DET
dem-1062	62	19	linear	linear	ADJ
dem-1062	62	20	correlation	correlation	NOUN
dem-1062	62	21	coefficient	coefficient	NOUN
dem-1062	62	22	are	be	AUX
dem-1062	62	23	provided	provide	VERB
dem-1062	62	24	by	by	ADP
dem-1062	62	25	two	two	NUM
dem-1062	62	26	important	important	ADJ
dem-1062	62	27	copula	copula	NOUN
dem-1062	62	28	-	-	PUNCT
dem-1062	62	29	based	base	VERB
dem-1062	62	30	tools	tool	NOUN
dem-1062	62	31	known	know	VERB
dem-1062	62	32	as	as	ADP
dem-1062	62	33	kendall	kendall	PROPN
dem-1062	62	34	’s	’s	PART
dem-1062	62	35	tau	tau	PROPN
dem-1062	62	36	and	and	CCONJ
dem-1062	62	37	spearman	spearman	NOUN
dem-1062	62	38	’s	’s	PART
dem-1062	62	39	rho	rho	ADJ
dem-1062	62	40	(	(	PUNCT
dem-1062	62	41	embrechts	embrecht	NOUN
dem-1062	62	42	et	et	PROPN
dem-1062	62	43	al	al	PROPN
dem-1062	62	44	.	.	PROPN
dem-1062	62	45	,	,	PUNCT
dem-1062	62	46	2002	2002	NUM
dem-1062	62	47	)	)	PUNCT
dem-1062	62	48	.	.	PUNCT
dem-1062	63	1	since	since	SCONJ
dem-1062	63	2	the	the	DET
dem-1062	63	3	dynamics	dynamic	NOUN
dem-1062	63	4	of	of	ADP
dem-1062	63	5	kendall	kendall	PROPN
dem-1062	63	6	’s	’s	PART
dem-1062	63	7	tau	tau	PROPN
dem-1062	63	8	can	can	AUX
dem-1062	63	9	be	be	AUX
dem-1062	63	10	easily	easily	ADV
dem-1062	63	11	derived	derive	VERB
dem-1062	63	12	for	for	ADP
dem-1062	63	13	the	the	DET
dem-1062	63	14	results	result	NOUN
dem-1062	63	15	presented	present	VERB
dem-1062	63	16	in	in	ADP
dem-1062	63	17	this	this	DET
dem-1062	63	18	paper	paper	NOUN
dem-1062	63	19	,	,	PUNCT
dem-1062	63	20	we	we	PRON
dem-1062	63	21	recall	recall	VERB
dem-1062	63	22	suitable	suitable	ADJ
dem-1062	63	23	definitions	definition	NOUN
dem-1062	63	24	.	.	PUNCT
dem-1062	64	1	if	if	SCONJ
dem-1062	64	2	)	)	PUNCT
dem-1062	64	3	,	,	PUNCT
dem-1062	64	4	(	(	PUNCT
dem-1062	64	5	yx	yx	PROPN
dem-1062	64	6	is	be	AUX
dem-1062	64	7	a	a	DET
dem-1062	64	8	random	random	ADJ
dem-1062	64	9	vector	vector	NOUN
dem-1062	64	10	and	and	CCONJ
dem-1062	64	11	)	)	PUNCT
dem-1062	64	12	~,~	~,~	NOUN
dem-1062	64	13	(	(	PUNCT
dem-1062	64	14	yx	yx	PROPN
dem-1062	64	15	is	be	AUX
dem-1062	64	16	an	an	DET
dem-1062	64	17	independent	independent	ADJ
dem-1062	64	18	copy	copy	NOUN
dem-1062	64	19	of	of	ADP
dem-1062	64	20	)	)	PUNCT
dem-1062	64	21	,	,	PUNCT
dem-1062	64	22	(	(	PUNCT
dem-1062	64	23	yx	yx	X
dem-1062	64	24	then	then	ADV
dem-1062	64	25	kendall	kendall	PROPN
dem-1062	64	26	’s	’s	PART
dem-1062	64	27	tau	tau	PROPN
dem-1062	64	28	for	for	ADP
dem-1062	64	29	)	)	PUNCT
dem-1062	64	30	,	,	PUNCT
dem-1062	64	31	(	(	PUNCT
dem-1062	64	32	yx	yx	PROPN
dem-1062	64	33	is	be	AUX
dem-1062	64	34	defined	define	VERB
dem-1062	64	35	as	as	ADP
dem-1062	64	36	:	:	PUNCT
dem-1062	64	37	}	}	PUNCT
dem-1062	64	38	.0)~)(~{(}0)~)(~	.0)~)(~{(}0)~)(~	PUNCT
dem-1062	64	39	{	{	PUNCT
dem-1062	64	40	(	(	PUNCT
dem-1062	64	41	)	)	PUNCT
dem-1062	64	42	,	,	PUNCT
dem-1062	64	43	(	(	PUNCT
dem-1062	64	44			NUM
dem-1062	64	45	yyxxpyyxxpyx	yyxxpyyxxpyx	NUM
dem-1062	64	46	(	(	PUNCT
dem-1062	64	47	6	6	NUM
dem-1062	64	48	)	)	PUNCT
dem-1062	64	49	thus	thus	ADV
dem-1062	64	50	kendall	kendall	PROPN
dem-1062	64	51	’s	’s	PART
dem-1062	64	52	tau	tau	PROPN
dem-1062	64	53	for	for	ADP
dem-1062	64	54	)	)	PUNCT
dem-1062	64	55	,	,	PUNCT
dem-1062	64	56	(	(	PUNCT
dem-1062	64	57	yx	yx	PROPN
dem-1062	64	58	is	be	AUX
dem-1062	64	59	the	the	DET
dem-1062	64	60	probability	probability	NOUN
dem-1062	64	61	of	of	ADP
dem-1062	64	62	concordance	concordance	NOUN
dem-1062	64	63	minus	minus	ADP
dem-1062	64	64	the	the	DET
dem-1062	64	65	probability	probability	NOUN
dem-1062	64	66	of	of	ADP
dem-1062	64	67	discordance	discordance	NOUN
dem-1062	64	68	.	.	PUNCT
dem-1062	65	1	if	if	SCONJ
dem-1062	65	2	)	)	PUNCT
dem-1062	65	3	,	,	PUNCT
dem-1062	65	4	(	(	PUNCT
dem-1062	65	5	yx	yx	PROPN
dem-1062	65	6	is	be	AUX
dem-1062	65	7	a	a	DET
dem-1062	65	8	vector	vector	NOUN
dem-1062	65	9	of	of	ADP
dem-1062	65	10	continuous	continuous	ADJ
dem-1062	65	11	random	random	ADJ
dem-1062	65	12	variables	variable	NOUN
dem-1062	65	13	with	with	ADP
dem-1062	65	14	copula	copula	NOUN
dem-1062	65	15	c	c	NOUN
dem-1062	65	16	,	,	PUNCT
dem-1062	65	17	then	then	ADV
dem-1062	65	18	:	:	PUNCT
dem-1062	65	19	1),(d),(4	1),(d),(4	NUM
dem-1062	65	20	)	)	PUNCT
dem-1062	65	21	,	,	PUNCT
dem-1062	65	22	(	(	PUNCT
dem-1062	65	23	2]1,0	2]1,0	NUM
dem-1062	65	24	[	[	PUNCT
dem-1062	65	25			ADJ
dem-1062	65	26			X
dem-1062	65	27	vucvucyx	vucvucyx	PROPN
dem-1062	65	28	.	.	PUNCT
dem-1062	66	1	(	(	PUNCT
dem-1062	66	2	7	7	X
dem-1062	66	3	)	)	PUNCT
dem-1062	66	4	for	for	ADP
dem-1062	66	5	the	the	DET
dem-1062	66	6	student	student	NOUN
dem-1062	66	7	t	t	PROPN
dem-1062	66	8	copula	copula	NOUN
dem-1062	66	9	tc	tc	X
dem-1062	66	10			NOUN
dem-1062	66	11	,	,	PUNCT
dem-1062	66	12	,	,	PUNCT
dem-1062	66	13	kendall	kendall	PROPN
dem-1062	66	14	’s	’s	PART
dem-1062	66	15	tau	tau	PROPN
dem-1062	66	16	equals	equal	VERB
dem-1062	66	17	)	)	PUNCT
dem-1062	66	18	arcsin	arcsin	PROPN
dem-1062	66	19	(	(	PUNCT
dem-1062	66	20	2	2	NUM
dem-1062	66	21			ADP
dem-1062	66	22			PROPN
dem-1062	66	23	.	.	PUNCT
dem-1062	67	1	a	a	DET
dem-1062	67	2	very	very	ADV
dem-1062	67	3	important	important	ADJ
dem-1062	67	4	concept	concept	NOUN
dem-1062	67	5	connected	connect	VERB
dem-1062	67	6	with	with	ADP
dem-1062	67	7	copula	copula	NOUN
dem-1062	67	8	,	,	PUNCT
dem-1062	67	9	relevant	relevant	ADJ
dem-1062	67	10	to	to	PART
dem-1062	67	11	dependence	dependence	VERB
dem-1062	67	12	in	in	ADP
dem-1062	67	13	extreme	extreme	ADJ
dem-1062	67	14	values	value	NOUN
dem-1062	67	15	,	,	PUNCT
dem-1062	67	16	is	be	AUX
dem-1062	67	17	tail	tail	NOUN
dem-1062	67	18	dependence	dependence	NOUN
dem-1062	67	19	(	(	PUNCT
dem-1062	67	20	nelsen	nelsen	PROPN
dem-1062	67	21	,	,	PUNCT
dem-1062	67	22	2006	2006	NUM
dem-1062	67	23	)	)	PUNCT
dem-1062	67	24	.	.	PUNCT
dem-1062	68	1	if	if	SCONJ
dem-1062	68	2	x	x	PRON
dem-1062	68	3	and	and	CCONJ
dem-1062	68	4	y	y	PROPN
dem-1062	68	5	are	be	AUX
dem-1062	68	6	random	random	ADJ
dem-1062	68	7	variables	variable	NOUN
dem-1062	68	8	with	with	ADP
dem-1062	68	9	distribution	distribution	NOUN
dem-1062	68	10	functions	function	NOUN
dem-1062	68	11	f	f	PROPN
dem-1062	68	12	and	and	CCONJ
dem-1062	68	13	g	g	PROPN
dem-1062	68	14	then	then	ADV
dem-1062	68	15	the	the	DET
dem-1062	68	16	coefficient	coefficient	NOUN
dem-1062	68	17	of	of	ADP
dem-1062	68	18	upper	upper	ADJ
dem-1062	68	19	tail	tail	NOUN
dem-1062	68	20	dependence	dependence	NOUN
dem-1062	68	21	is	be	AUX
dem-1062	68	22	defined	define	VERB
dem-1062	68	23	as	as	SCONJ
dem-1062	68	24	follows	follow	VERB
dem-1062	68	25	:	:	PUNCT
dem-1062	68	26	)	)	PUNCT
dem-1062	68	27	)	)	PUNCT
dem-1062	69	1	(	(	PUNCT
dem-1062	69	2	|)((lim	|)((lim	NOUN
dem-1062	69	3	11	11	NUM
dem-1062	69	4	1	1	NUM
dem-1062	69	5	qfxqgyp	qfxqgyp	NOUN
dem-1062	69	6	qu	qu	X
dem-1062	69	7			NOUN
dem-1062	69	8			NOUN
dem-1062	69	9			PUNCT
dem-1062	69	10			PROPN
dem-1062	69	11	,	,	PUNCT
dem-1062	69	12	(	(	PUNCT
dem-1062	69	13	8)	8)	NUM
dem-1062	69	14	provided	provide	VERB
dem-1062	69	15	a	a	DET
dem-1062	69	16	limit	limit	NOUN
dem-1062	69	17	]	]	X
dem-1062	69	18	1,0[u	1,0[u	PROPN
dem-1062	69	19	exists	exist	VERB
dem-1062	69	20	.	.	PUNCT
dem-1062	70	1	analogously	analogously	ADV
dem-1062	70	2	,	,	PUNCT
dem-1062	70	3	the	the	DET
dem-1062	70	4	coefficient	coefficient	NOUN
dem-1062	70	5	of	of	ADP
dem-1062	70	6	lower	low	ADJ
dem-1062	70	7	tail	tail	NOUN
dem-1062	70	8	dependence	dependence	NOUN
dem-1062	70	9	is	be	AUX
dem-1062	70	10	defined	define	VERB
dem-1062	70	11	as	as	ADP
dem-1062	70	12	:	:	PUNCT
dem-1062	70	13	)	)	PUNCT
dem-1062	70	14	)	)	PUNCT
dem-1062	71	1	(	(	PUNCT
dem-1062	71	2	|)((lim	|)((lim	NOUN
dem-1062	71	3	11	11	NUM
dem-1062	71	4	0	0	NUM
dem-1062	71	5	qfxqgyp	qfxqgyp	ADV
dem-1062	71	6	ql	ql	CCONJ
dem-1062	71	7			NOUN
dem-1062	71	8			NOUN
dem-1062	71	9			PROPN
dem-1062	71	10			NOUN
dem-1062	71	11	,	,	PUNCT
dem-1062	71	12	(	(	PUNCT
dem-1062	71	13	9	9	NUM
dem-1062	71	14	)	)	PUNCT
dem-1062	71	15	provided	provide	VERB
dem-1062	71	16	that	that	SCONJ
dem-1062	71	17	a	a	DET
dem-1062	71	18	limit	limit	NOUN
dem-1062	71	19	]	]	X
dem-1062	71	20	1,0[l	1,0[l	NUM
dem-1062	71	21	exists	exist	VERB
dem-1062	71	22	.	.	PUNCT
dem-1062	72	1	if	if	SCONJ
dem-1062	72	2	]	]	X
dem-1062	72	3	1,0(u	1,0(u	PROPN
dem-1062	72	4	(	(	PUNCT
dem-1062	72	5	]	]	X
dem-1062	72	6	1,0(l	1,0(l	NUM
dem-1062	72	7	)	)	PUNCT
dem-1062	72	8	,	,	PUNCT
dem-1062	72	9	then	then	ADV
dem-1062	72	10	x	x	PUNCT
dem-1062	72	11	and	and	CCONJ
dem-1062	72	12	y	y	PROPN
dem-1062	72	13	are	be	AUX
dem-1062	72	14	said	say	VERB
dem-1062	72	15	to	to	PART
dem-1062	72	16	exhibit	exhibit	VERB
dem-1062	72	17	upper	upper	ADJ
dem-1062	72	18	(	(	PUNCT
dem-1062	72	19	lower	low	ADJ
dem-1062	72	20	)	)	PUNCT
dem-1062	72	21	tail	tail	NOUN
dem-1062	72	22	dependence	dependence	NOUN
dem-1062	72	23	.	.	PUNCT
dem-1062	73	1	upper	upper	ADJ
dem-1062	73	2	(	(	PUNCT
dem-1062	73	3	lower	low	ADJ
dem-1062	73	4	)	)	PUNCT
dem-1062	73	5	tail	tail	NOUN
dem-1062	73	6	dependence	dependence	NOUN
dem-1062	73	7	the	the	DET
dem-1062	73	8	impact	impact	NOUN
dem-1062	73	9	of	of	ADP
dem-1062	73	10	the	the	DET
dem-1062	73	11	exchange	exchange	NOUN
dem-1062	73	12	rate	rate	NOUN
dem-1062	73	13	dynamics	dynamic	NOUN
dem-1062	73	14	on	on	ADP
dem-1062	73	15	the	the	DET
dem-1062	73	16	dependencies	dependency	NOUN
dem-1062	73	17	…	…	PUNCT
dem-1062	73	18	77	77	NUM
dem-1062	73	19	quantifies	quantifie	NOUN
dem-1062	73	20	the	the	DET
dem-1062	73	21	likelihood	likelihood	NOUN
dem-1062	73	22	to	to	PART
dem-1062	73	23	observe	observe	VERB
dem-1062	73	24	a	a	DET
dem-1062	73	25	large	large	ADJ
dem-1062	73	26	(	(	PUNCT
dem-1062	73	27	low	low	ADJ
dem-1062	73	28	)	)	PUNCT
dem-1062	73	29	value	value	NOUN
dem-1062	73	30	of	of	ADP
dem-1062	73	31	y	y	PROPN
dem-1062	73	32	given	give	VERB
dem-1062	73	33	a	a	DET
dem-1062	73	34	large	large	ADJ
dem-1062	73	35	(	(	PUNCT
dem-1062	73	36	low	low	ADJ
dem-1062	73	37	)	)	PUNCT
dem-1062	73	38	value	value	NOUN
dem-1062	73	39	of	of	ADP
dem-1062	73	40	x.	x.	NOUN
dem-1062	73	41	the	the	DET
dem-1062	73	42	coefficients	coefficient	NOUN
dem-1062	73	43	of	of	ADP
dem-1062	73	44	tail	tail	NOUN
dem-1062	73	45	dependence	dependence	NOUN
dem-1062	73	46	depend	depend	VERB
dem-1062	73	47	only	only	ADV
dem-1062	73	48	on	on	ADP
dem-1062	73	49	the	the	DET
dem-1062	73	50	copula	copula	NOUN
dem-1062	73	51	c	c	PROPN
dem-1062	73	52	of	of	ADP
dem-1062	73	53	x	x	PROPN
dem-1062	73	54	and	and	CCONJ
dem-1062	73	55	y	y	PROPN
dem-1062	73	56	:	:	PUNCT
dem-1062	73	57	q	q	X
dem-1062	73	58	qqc	qqc	NOUN
dem-1062	73	59	ql	ql	X
dem-1062	73	60	)	)	PUNCT
dem-1062	73	61	,	,	PUNCT
dem-1062	73	62	(	(	PUNCT
dem-1062	73	63	lim	lim	PROPN
dem-1062	73	64	0	0	PROPN
dem-1062	73	65			NOUN
dem-1062	73	66	,	,	PUNCT
dem-1062	73	67	q	q	NOUN
dem-1062	73	68	qqc	qqc	PROPN
dem-1062	73	69	qu	qu	PROPN
dem-1062	73	70	)	)	PUNCT
dem-1062	73	71	,	,	PUNCT
dem-1062	73	72	(	(	PUNCT
dem-1062	73	73	ˆ	ˆ	X
dem-1062	73	74	lim	lim	PROPN
dem-1062	73	75	0	0	PROPN
dem-1062	73	76			NOUN
dem-1062	73	77	(	(	PUNCT
dem-1062	73	78	10	10	NUM
dem-1062	73	79	)	)	PUNCT
dem-1062	73	80	where	where	SCONJ
dem-1062	73	81	)	)	PUNCT
dem-1062	73	82	1,1(1),(ˆ	1,1(1),(ˆ	NUM
dem-1062	73	83	vucvuvuc	vucvuvuc	PROPN
dem-1062	73	84			PROPN
dem-1062	73	85	.	.	PUNCT
dem-1062	74	1	for	for	SCONJ
dem-1062	74	2	the	the	DET
dem-1062	74	3	student	student	NOUN
dem-1062	74	4	t	t	PROPN
dem-1062	74	5	copula	copula	PROPN
dem-1062	74	6	stc	stc	PROPN
dem-1062	74	7			ADJ
dem-1062	74	8	,	,	PUNCT
dem-1062	74	9	,	,	PUNCT
dem-1062	74	10	the	the	DET
dem-1062	74	11	coefficients	coefficient	NOUN
dem-1062	74	12	of	of	ADP
dem-1062	74	13	upper	upper	ADJ
dem-1062	74	14	and	and	CCONJ
dem-1062	74	15	lower	low	ADJ
dem-1062	74	16	dependence	dependence	NOUN
dem-1062	74	17	are	be	AUX
dem-1062	74	18	both	both	ADV
dem-1062	74	19	equal	equal	ADJ
dem-1062	74	20	to	to	ADP
dem-1062	74	21			PROPN
dem-1062	74	22	)1/()1)(1(2	)1/()1)(1(2	SYM
dem-1062	74	23	1	1	NUM
dem-1062	74	24			PROPN
dem-1062	74	25	t	t	NOUN
dem-1062	74	26	(	(	PUNCT
dem-1062	74	27	see	see	VERB
dem-1062	74	28	mcneil	mcneil	PROPN
dem-1062	74	29	et	et	PROPN
dem-1062	74	30	al	al	PROPN
dem-1062	74	31	.	.	PROPN
dem-1062	74	32	,	,	PUNCT
dem-1062	74	33	2005	2005	NUM
dem-1062	74	34	)	)	PUNCT
dem-1062	74	35	.	.	PUNCT
dem-1062	75	1	introduced	introduce	VERB
dem-1062	75	2	by	by	ADP
dem-1062	75	3	patton	patton	PROPN
dem-1062	75	4	(	(	PUNCT
dem-1062	75	5	2004	2004	NUM
dem-1062	75	6	)	)	PUNCT
dem-1062	75	7	,	,	PUNCT
dem-1062	75	8	the	the	DET
dem-1062	75	9	notion	notion	NOUN
dem-1062	75	10	of	of	ADP
dem-1062	75	11	conditional	conditional	ADJ
dem-1062	75	12	copula	copula	NOUN
dem-1062	75	13	allows	allow	VERB
dem-1062	75	14	to	to	PART
dem-1062	75	15	apply	apply	VERB
dem-1062	75	16	copulas	copula	NOUN
dem-1062	75	17	to	to	ADP
dem-1062	75	18	modeling	model	VERB
dem-1062	75	19	the	the	DET
dem-1062	75	20	joint	joint	ADJ
dem-1062	75	21	distribution	distribution	NOUN
dem-1062	75	22	of	of	ADP
dem-1062	75	23	tr	tr	VERB
dem-1062	75	24	conditional	conditional	ADJ
dem-1062	75	25	on	on	ADP
dem-1062	75	26	information	information	NOUN
dem-1062	75	27	set	set	VERB
dem-1062	75	28	1t	1t	NUM
dem-1062	75	29	,	,	PUNCT
dem-1062	75	30	where	where	SCONJ
dem-1062	75	31	)	)	PUNCT
dem-1062	75	32	,	,	PUNCT
dem-1062	75	33	,	,	PUNCT
dem-1062	75	34	(	(	PUNCT
dem-1062	75	35	,	,	PUNCT
dem-1062	75	36	,	,	PUNCT
dem-1062	75	37	1	1	NUM
dem-1062	75	38			PROPN
dem-1062	75	39	tdtt	tdtt	NOUN
dem-1062	75	40	rr	rr	PROPN
dem-1062	75	41	r	r	NOUN
dem-1062	75	42	is	be	AUX
dem-1062	75	43	a	a	DET
dem-1062	75	44	d	d	ADJ
dem-1062	75	45	-	-	ADJ
dem-1062	75	46	dimensional	dimensional	ADJ
dem-1062	75	47	vector	vector	NOUN
dem-1062	75	48	of	of	ADP
dem-1062	75	49	financial	financial	ADJ
dem-1062	75	50	returns	return	NOUN
dem-1062	75	51	.	.	PUNCT
dem-1062	76	1	in	in	ADP
dem-1062	76	2	this	this	DET
dem-1062	76	3	paper	paper	NOUN
dem-1062	76	4	we	we	PRON
dem-1062	76	5	consider	consider	VERB
dem-1062	76	6	the	the	DET
dem-1062	76	7	following	follow	VERB
dem-1062	76	8	general	general	ADJ
dem-1062	76	9	conditional	conditional	ADJ
dem-1062	76	10	copula	copula	NOUN
dem-1062	76	11	model	model	NOUN
dem-1062	76	12	:	:	PUNCT
dem-1062	76	13	)	)	PUNCT
dem-1062	76	14	|	|	ADV
dem-1062	76	15	(	(	PUNCT
dem-1062	76	16	~|,),|	~|,),|	PROPN
dem-1062	76	17	(	(	PUNCT
dem-1062	76	18	~|	~|	SYM
dem-1062	76	19	1,1,1,11,1	1,1,1,11,1	NUM
dem-1062	76	20			PROPN
dem-1062	76	21			PROPN
dem-1062	76	22	ttdttdtttt	ttdttdtttt	NOUN
dem-1062	76	23	frfr	frfr	NOUN
dem-1062	76	24			PRON
dem-1062	76	25	,	,	PUNCT
dem-1062	76	26	(	(	PUNCT
dem-1062	76	27	11	11	NUM
dem-1062	76	28	)	)	PUNCT
dem-1062	76	29	)	)	PUNCT
dem-1062	77	1	|(~|	|(~|	PRON
dem-1062	77	2	11	11	NUM
dem-1062	77	3			NOUN
dem-1062	77	4			ADJ
dem-1062	77	5	tttt	tttt	NOUN
dem-1062	77	6	fr	fr	INTJ
dem-1062	77	7	,	,	PUNCT
dem-1062	77	8	(	(	PUNCT
dem-1062	77	9	12	12	NUM
dem-1062	77	10	)	)	PUNCT
dem-1062	77	11	)	)	PUNCT
dem-1062	77	12	|)|(,),|(()|	|)|(,),|(()|	PROPN
dem-1062	77	13	(	(	PUNCT
dem-1062	77	14	11,,1,1,11	11,,1,1,11	NUM
dem-1062	77	15			PROPN
dem-1062	77	16			NOUN
dem-1062	77	17	tttdtdttttttt	tttdtdttttttt	PROPN
dem-1062	77	18	rfrfcrf	rfrfcrf	NOUN
dem-1062	77	19			NUM
dem-1062	77	20	,	,	PUNCT
dem-1062	77	21	(	(	PUNCT
dem-1062	77	22	13	13	NUM
dem-1062	77	23	)	)	PUNCT
dem-1062	77	24	where	where	SCONJ
dem-1062	77	25	the	the	DET
dem-1062	77	26	set	set	NOUN
dem-1062	77	27	t	t	PROPN
dem-1062	77	28	includes	include	VERB
dem-1062	77	29	the	the	DET
dem-1062	77	30	up	up	ADP
dem-1062	77	31	to	to	ADP
dem-1062	77	32	time	time	NOUN
dem-1062	77	33	t	t	PROPN
dem-1062	77	34	information	information	NOUN
dem-1062	77	35	on	on	ADP
dem-1062	77	36	the	the	DET
dem-1062	77	37	returns	return	NOUN
dem-1062	77	38	on	on	ADP
dem-1062	77	39	both	both	PRON
dem-1062	77	40	considered	consider	VERB
dem-1062	77	41	financial	financial	ADJ
dem-1062	77	42	assets	asset	NOUN
dem-1062	77	43	,	,	PUNCT
dem-1062	77	44	and	and	CCONJ
dem-1062	77	45	tc	tc	NOUN
dem-1062	77	46	is	be	AUX
dem-1062	77	47	the	the	DET
dem-1062	77	48	conditional	conditional	ADJ
dem-1062	77	49	copula	copula	NOUN
dem-1062	77	50	linking	link	VERB
dem-1062	77	51	the	the	DET
dem-1062	77	52	marginal	marginal	ADJ
dem-1062	77	53	conditional	conditional	ADJ
dem-1062	77	54	distributions	distribution	NOUN
dem-1062	77	55	.	.	PUNCT
dem-1062	78	1	further	far	ADV
dem-1062	78	2	,	,	PUNCT
dem-1062	78	3	we	we	PRON
dem-1062	78	4	assume	assume	VERB
dem-1062	78	5	that	that	SCONJ
dem-1062	78	6	:	:	PUNCT
dem-1062	78	7	ttt	ttt	X
dem-1062	78	8	yμr	yμr	PROPN
dem-1062	78	9			ADV
dem-1062	78	10	,	,	PUNCT
dem-1062	78	11	)	)	PUNCT
dem-1062	78	12	|	|	CCONJ
dem-1062	78	13	(	(	PUNCT
dem-1062	78	14	1	1	NUM
dem-1062	78	15	ttt	ttt	NOUN
dem-1062	78	16	e	e	NOUN
dem-1062	78	17	rμ	rμ	X
dem-1062	78	18	,	,	PUNCT
dem-1062	78	19	(	(	PUNCT
dem-1062	78	20	14	14	NUM
dem-1062	78	21	)	)	PUNCT
dem-1062	78	22	tititiy	tititiy	VERB
dem-1062	78	23	,	,	PUNCT
dem-1062	78	24	,	,	PUNCT
dem-1062	78	25	,	,	PUNCT
dem-1062	78	26			NOUN
dem-1062	78	27	,	,	PUNCT
dem-1062	78	28	)	)	PUNCT
dem-1062	78	29	|var	|var	NOUN
dem-1062	78	30	(	(	PUNCT
dem-1062	78	31	1	1	NUM
dem-1062	78	32	,	,	PUNCT
dem-1062	78	33	2	2	NUM
dem-1062	78	34	,	,	PUNCT
dem-1062	78	35			NOUN
dem-1062	78	36	ttiti	ttiti	VERB
dem-1062	78	37	r	r	NOUN
dem-1062	78	38	,	,	PUNCT
dem-1062	78	39	(	(	PUNCT
dem-1062	78	40	15	15	NUM
dem-1062	78	41	)	)	PUNCT
dem-1062	78	42	)	)	PUNCT
dem-1062	78	43	,	,	PUNCT
dem-1062	78	44	,	,	PUNCT
dem-1062	78	45	1	1	NUM
dem-1062	78	46	,	,	PUNCT
dem-1062	78	47	0	0	NUM
dem-1062	78	48	(	(	PUNCT
dem-1062	78	49	_	_	PUNCT
dem-1062	79	1	~	~	PUNCT
dem-1062	79	2	,	,	PUNCT
dem-1062	79	3	iiti	iiti	PROPN
dem-1062	79	4	tskewiid	tskewiid	PROPN
dem-1062	79	5			PRON
dem-1062	79	6	,	,	PUNCT
dem-1062	79	7	(	(	PUNCT
dem-1062	79	8	16	16	NUM
dem-1062	79	9	)	)	PUNCT
dem-1062	79	10	where	where	SCONJ
dem-1062	79	11	)	)	PUNCT
dem-1062	79	12	,	,	PUNCT
dem-1062	79	13	,	,	PUNCT
dem-1062	79	14	1	1	NUM
dem-1062	79	15	,	,	PUNCT
dem-1062	79	16	0	0	NUM
dem-1062	79	17	(	(	PUNCT
dem-1062	79	18	_	_	NUM
dem-1062	79	19	tskew	tskew	NOUN
dem-1062	79	20	denotes	denote	VERB
dem-1062	79	21	the	the	DET
dem-1062	79	22	standardized	standardized	ADJ
dem-1062	79	23	skewed	skewed	ADJ
dem-1062	79	24	student	student	NOUN
dem-1062	79	25	t	t	NOUN
dem-1062	79	26	distribution	distribution	NOUN
dem-1062	79	27	with	with	ADP
dem-1062	79	28	2	2	NUM
dem-1062	79	29	degrees	degree	NOUN
dem-1062	79	30	of	of	ADP
dem-1062	79	31	freedom	freedom	NOUN
dem-1062	79	32	,	,	PUNCT
dem-1062	79	33	and	and	CCONJ
dem-1062	79	34	skewness	skewness	NOUN
dem-1062	79	35	coefficient	coefficient	NOUN
dem-1062	79	36	0	0	PROPN
dem-1062	79	37	(	(	PUNCT
dem-1062	79	38	lambert	lambert	PROPN
dem-1062	79	39	and	and	CCONJ
dem-1062	79	40	laurent	laurent	NOUN
dem-1062	79	41	2001	2001	NUM
dem-1062	79	42	)	)	PUNCT
dem-1062	79	43	.	.	PUNCT
dem-1062	80	1	to	to	ADP
dem-1062	80	2	the	the	DET
dem-1062	80	3	marginal	marginal	ADJ
dem-1062	80	4	return	return	NOUN
dem-1062	80	5	series	series	PROPN
dem-1062	80	6	tir	tir	PROPN
dem-1062	80	7	,	,	PUNCT
dem-1062	80	8	,	,	PUNCT
dem-1062	80	9	d	d	X
dem-1062	80	10	,	,	PUNCT
dem-1062	80	11	i	i	PRON
dem-1062	80	12	,	,	PUNCT
dem-1062	80	13	1	1	NUM
dem-1062	80	14			NUM
dem-1062	80	15	,	,	PUNCT
dem-1062	80	16	we	we	PRON
dem-1062	80	17	fit	fit	VERB
dem-1062	80	18	armagarch	armagarch	NOUN
dem-1062	80	19	models	model	NOUN
dem-1062	80	20	with	with	ADP
dem-1062	80	21	skewed	skewed	ADJ
dem-1062	80	22	student	student	NOUN
dem-1062	80	23	’s	’s	PART
dem-1062	80	24	t	t	NOUN
dem-1062	80	25	distributions	distribution	NOUN
dem-1062	80	26	for	for	ADP
dem-1062	80	27	the	the	DET
dem-1062	80	28	1	1	NUM
dem-1062	80	29	-	-	PUNCT
dem-1062	80	30	dimensional	dimensional	ADJ
dem-1062	80	31	innovations	innovation	NOUN
dem-1062	80	32	.	.	PUNCT
dem-1062	81	1	when	when	SCONJ
dem-1062	81	2	modeling	model	VERB
dem-1062	81	3	the	the	DET
dem-1062	81	4	joint	joint	ADJ
dem-1062	81	5	conditional	conditional	ADJ
dem-1062	81	6	distribution	distribution	NOUN
dem-1062	81	7	,	,	PUNCT
dem-1062	81	8	the	the	DET
dem-1062	81	9	evolution	evolution	NOUN
dem-1062	81	10	of	of	ADP
dem-1062	81	11	the	the	DET
dem-1062	81	12	conditional	conditional	ADJ
dem-1062	81	13	copula	copula	NOUN
dem-1062	81	14	tc	tc	NOUN
dem-1062	81	15	has	have	VERB
dem-1062	81	16	to	to	PART
dem-1062	81	17	be	be	AUX
dem-1062	81	18	specified	specify	VERB
dem-1062	81	19	.	.	PUNCT
dem-1062	82	1	usually	usually	ADV
dem-1062	82	2	(	(	PUNCT
dem-1062	82	3	patton	patton	PROPN
dem-1062	82	4	,	,	PUNCT
dem-1062	82	5	2004	2004	NUM
dem-1062	82	6	,	,	PUNCT
dem-1062	82	7	2006	2006	NUM
dem-1062	82	8	)	)	PUNCT
dem-1062	82	9	,	,	PUNCT
dem-1062	82	10	the	the	DET
dem-1062	82	11	functional	functional	ADJ
dem-1062	82	12	form	form	NOUN
dem-1062	82	13	of	of	ADP
dem-1062	82	14	the	the	DET
dem-1062	82	15	conditional	conditional	ADJ
dem-1062	82	16	copula	copula	NOUN
dem-1062	82	17	is	be	AUX
dem-1062	82	18	fixed	fix	VERB
dem-1062	82	19	,	,	PUNCT
dem-1062	82	20	but	but	CCONJ
dem-1062	82	21	its	its	PRON
dem-1062	82	22	parameters	parameter	NOUN
dem-1062	82	23	evolve	evolve	VERB
dem-1062	82	24	through	through	ADP
dem-1062	82	25	time	time	NOUN
dem-1062	82	26	.	.	PUNCT
dem-1062	83	1	in	in	ADP
dem-1062	83	2	this	this	DET
dem-1062	83	3	paper	paper	NOUN
dem-1062	83	4	,	,	PUNCT
dem-1062	83	5	we	we	PRON
dem-1062	83	6	follow	follow	VERB
dem-1062	83	7	that	that	DET
dem-1062	83	8	approach	approach	NOUN
dem-1062	83	9	and	and	CCONJ
dem-1062	83	10	apply	apply	VERB
dem-1062	83	11	the	the	DET
dem-1062	83	12	dcc	dcc	PROPN
dem-1062	83	13	model	model	NOUN
dem-1062	83	14	proposed	propose	VERB
dem-1062	83	15	by	by	ADP
dem-1062	83	16	engle	engle	PROPN
dem-1062	83	17	(	(	PUNCT
dem-1062	83	18	2002	2002	NUM
dem-1062	83	19	)	)	PUNCT
dem-1062	83	20	,	,	PUNCT
dem-1062	83	21	extended	extend	VERB
dem-1062	83	22	to	to	ADP
dem-1062	83	23	student	student	NOUN
dem-1062	83	24	’s	’s	PART
dem-1062	83	25	t	t	PROPN
dem-1062	83	26	copulas	copula	NOUN
dem-1062	83	27	.	.	PUNCT
dem-1062	84	1	thus	thus	ADV
dem-1062	84	2	in	in	ADP
dem-1062	84	3	our	our	PRON
dem-1062	84	4	dcc	dcc	PROPN
dem-1062	84	5	-	-	PUNCT
dem-1062	84	6	t	t	PROPN
dem-1062	84	7	-	-	PUNCT
dem-1062	84	8	copula	copula	NOUN
dem-1062	84	9	model	model	NOUN
dem-1062	84	10	we	we	PRON
dem-1062	84	11	assume	assume	VERB
dem-1062	84	12	that	that	SCONJ
dem-1062	84	13	the	the	DET
dem-1062	84	14	conditional	conditional	ADJ
dem-1062	84	15	copula	copula	NOUN
dem-1062	84	16	tc	tc	NOUN
dem-1062	84	17	is	be	AUX
dem-1062	84	18	a	a	DET
dem-1062	84	19	student	student	NOUN
dem-1062	84	20	t	t	NOUN
dem-1062	84	21	copula	copula	PROPN
dem-1062	84	22	t	t	PROPN
dem-1062	84	23	t	t	PROPN
dem-1062	84	24	c	c	PROPN
dem-1062	84	25	r,	r,	NOUN
dem-1062	84	26	such	such	ADJ
dem-1062	84	27	that	that	SCONJ
dem-1062	84	28	:	:	PUNCT
dem-1062	84	29			PROPN
dem-1062	84	30			NOUN
dem-1062	85	1			PROPN
dem-1062	85	2			PROPN
dem-1062	85	3			NOUN
dem-1062	85	4			PROPN
dem-1062	85	5	2121	2121	NUM
dem-1062	85	6	diagdiag	diagdiag	NOUN
dem-1062	85	7			PUNCT
dem-1062	85	8	tttt	tttt	NOUN
dem-1062	85	9	qqqr	qqqr	ADV
dem-1062	85	10	,	,	PUNCT
dem-1062	85	11	(	(	PUNCT
dem-1062	85	12	17	17	NUM
dem-1062	85	13	)	)	PUNCT
dem-1062	85	14	małgorzata	małgorzata	NOUN
dem-1062	85	15	doman	doman	PROPN
dem-1062	85	16	,	,	PUNCT
dem-1062	85	17	ryszard	ryszard	NOUN
dem-1062	85	18	doman	doman	VERB
dem-1062	85	19	78	78	NUM
dem-1062	85	20	111	111	NUM
dem-1062	85	21	~~	~~	NUM
dem-1062	85	22	)	)	PUNCT
dem-1062	85	23	1	1	NUM
dem-1062	85	24	(	(	PUNCT
dem-1062	85	25			NOUN
dem-1062	85	26			NOUN
dem-1062	85	27	tttt	tttt	NOUN
dem-1062	85	28	quuqq	quuqq	VERB
dem-1062	85	29			NOUN
dem-1062	85	30	,	,	PUNCT
dem-1062	85	31	(	(	PUNCT
dem-1062	85	32	18	18	NUM
dem-1062	85	33	)	)	PUNCT
dem-1062	85	34	where	where	SCONJ
dem-1062	85	35	0	0	NUM
dem-1062	85	36	,	,	PUNCT
dem-1062	85	37	0	0	NUM
dem-1062	85	38	,	,	PUNCT
dem-1062	85	39	1	1	NUM
dem-1062	85	40			NOUN
dem-1062	85	41	,	,	PUNCT
dem-1062	85	42	)	)	PUNCT
dem-1062	85	43	(	(	PUNCT
dem-1062	85	44	~	~	PUNCT
dem-1062	85	45	,	,	PUNCT
dem-1062	85	46	1	1	NUM
dem-1062	85	47	,	,	PUNCT
dem-1062	85	48	titi	titi	PROPN
dem-1062	85	49	utu	utu	PROPN
dem-1062	85	50			PROPN
dem-1062	85	51			NOUN
dem-1062	85	52	,	,	PUNCT
dem-1062	85	53	)	)	PUNCT
dem-1062	85	54	(	(	PUNCT
dem-1062	85	55	,	,	PUNCT
dem-1062	85	56	,	,	PUNCT
dem-1062	85	57	,	,	PUNCT
dem-1062	85	58	tititi	tititi	PROPN
dem-1062	85	59	rfu	rfu	VERB
dem-1062	85	60			PROPN
dem-1062	85	61	,	,	PUNCT
dem-1062	85	62	d	d	X
dem-1062	85	63	,	,	PUNCT
dem-1062	85	64	i	i	PRON
dem-1062	85	65	,	,	PUNCT
dem-1062	85	66	1	1	NUM
dem-1062	85	67			PROPN
dem-1062	85	68	,	,	PUNCT
dem-1062	85	69	and	and	CCONJ
dem-1062	85	70	q	q	NOUN
dem-1062	85	71	is	be	AUX
dem-1062	85	72	the	the	DET
dem-1062	85	73	unconditional	unconditional	ADJ
dem-1062	85	74	covariance	covariance	NOUN
dem-1062	85	75	matrix	matrix	NOUN
dem-1062	85	76	of	of	ADP
dem-1062	85	77	tu~	tu~	PROPN
dem-1062	85	78	.	.	PUNCT
dem-1062	86	1	2	2	X
dem-1062	86	2	.	.	X
dem-1062	86	3	the	the	DET
dem-1062	86	4	data	datum	NOUN
dem-1062	86	5	in	in	ADP
dem-1062	86	6	the	the	DET
dem-1062	86	7	paper	paper	NOUN
dem-1062	86	8	we	we	PRON
dem-1062	86	9	present	present	VERB
dem-1062	86	10	results	result	NOUN
dem-1062	86	11	of	of	ADP
dem-1062	86	12	analysis	analysis	NOUN
dem-1062	86	13	concerning	concern	VERB
dem-1062	86	14	the	the	DET
dem-1062	86	15	dependencies	dependency	NOUN
dem-1062	86	16	between	between	ADP
dem-1062	86	17	the	the	DET
dem-1062	86	18	daily	daily	ADJ
dem-1062	86	19	returns	return	NOUN
dem-1062	86	20	for	for	ADP
dem-1062	86	21	four	four	NUM
dem-1062	86	22	pairs	pair	NOUN
dem-1062	86	23	of	of	ADP
dem-1062	86	24	indices	index	NOUN
dem-1062	86	25	:	:	PUNCT
dem-1062	86	26	s&p500	s&p500	NOUN
dem-1062	86	27	-	-	PUNCT
dem-1062	86	28	dax	dax	PROPN
dem-1062	86	29	,	,	PUNCT
dem-1062	86	30	s&p500wig20	s&p500wig20	NOUN
dem-1062	86	31	,	,	PUNCT
dem-1062	86	32	dax	dax	PROPN
dem-1062	86	33	-	-	PUNCT
dem-1062	86	34	wig20	wig20	PROPN
dem-1062	86	35	,	,	PUNCT
dem-1062	86	36	and	and	CCONJ
dem-1062	86	37	dax	dax	PROPN
dem-1062	86	38	-	-	PUNCT
dem-1062	86	39	nikkei225	nikkei225	PROPN
dem-1062	86	40	.	.	PUNCT
dem-1062	87	1	we	we	PRON
dem-1062	87	2	have	have	AUX
dem-1062	87	3	chosen	choose	VERB
dem-1062	87	4	three	three	NUM
dem-1062	87	5	indices	index	NOUN
dem-1062	87	6	representing	represent	VERB
dem-1062	87	7	stock	stock	NOUN
dem-1062	87	8	markets	market	NOUN
dem-1062	87	9	of	of	ADP
dem-1062	87	10	main	main	ADJ
dem-1062	87	11	economies	economy	NOUN
dem-1062	87	12	from	from	ADP
dem-1062	87	13	different	different	ADJ
dem-1062	87	14	parts	part	NOUN
dem-1062	87	15	of	of	ADP
dem-1062	87	16	the	the	DET
dem-1062	87	17	world	world	NOUN
dem-1062	87	18	.	.	PUNCT
dem-1062	88	1	the	the	DET
dem-1062	88	2	reason	reason	NOUN
dem-1062	88	3	for	for	ADP
dem-1062	88	4	the	the	DET
dem-1062	88	5	choice	choice	NOUN
dem-1062	88	6	of	of	ADP
dem-1062	88	7	the	the	DET
dem-1062	88	8	wig20	wig20	PROPN
dem-1062	88	9	index	index	NOUN
dem-1062	88	10	is	be	AUX
dem-1062	88	11	connected	connect	VERB
dem-1062	88	12	with	with	ADP
dem-1062	88	13	the	the	DET
dem-1062	88	14	fact	fact	NOUN
dem-1062	88	15	that	that	SCONJ
dem-1062	88	16	the	the	DET
dem-1062	88	17	polish	polish	ADJ
dem-1062	88	18	stock	stock	NOUN
dem-1062	88	19	market	market	NOUN
dem-1062	88	20	is	be	AUX
dem-1062	88	21	significantly	significantly	ADV
dem-1062	88	22	influenced	influence	VERB
dem-1062	88	23	by	by	ADP
dem-1062	88	24	the	the	DET
dem-1062	88	25	us	us	PROPN
dem-1062	88	26	financial	financial	ADJ
dem-1062	88	27	markets	market	NOUN
dem-1062	88	28	and	and	CCONJ
dem-1062	88	29	,	,	PUNCT
dem-1062	88	30	on	on	ADP
dem-1062	88	31	the	the	DET
dem-1062	88	32	other	other	ADJ
dem-1062	88	33	hand	hand	NOUN
dem-1062	88	34	,	,	PUNCT
dem-1062	88	35	there	there	PRON
dem-1062	88	36	exist	exist	VERB
dem-1062	88	37	strong	strong	ADJ
dem-1062	88	38	linkages	linkage	NOUN
dem-1062	88	39	between	between	ADP
dem-1062	88	40	the	the	DET
dem-1062	88	41	polish	polish	ADJ
dem-1062	88	42	and	and	CCONJ
dem-1062	88	43	german	german	ADJ
dem-1062	88	44	economies	economy	NOUN
dem-1062	88	45	.	.	PUNCT
dem-1062	89	1	as	as	SCONJ
dem-1062	89	2	it	it	PRON
dem-1062	89	3	was	be	AUX
dem-1062	89	4	mentioned	mention	VERB
dem-1062	89	5	in	in	ADP
dem-1062	89	6	introduction	introduction	NOUN
dem-1062	89	7	,	,	PUNCT
dem-1062	89	8	the	the	DET
dem-1062	89	9	very	very	ADV
dem-1062	89	10	common	common	ADJ
dem-1062	89	11	approach	approach	NOUN
dem-1062	89	12	in	in	ADP
dem-1062	89	13	stock	stock	NOUN
dem-1062	89	14	market	market	NOUN
dem-1062	89	15	linkages	linkage	NOUN
dem-1062	89	16	analysis	analysis	NOUN
dem-1062	89	17	is	be	AUX
dem-1062	89	18	to	to	PART
dem-1062	89	19	investigate	investigate	VERB
dem-1062	89	20	the	the	DET
dem-1062	89	21	indices	index	NOUN
dem-1062	89	22	of	of	ADP
dem-1062	89	23	developed	develop	VERB
dem-1062	89	24	markets	market	NOUN
dem-1062	89	25	in	in	ADP
dem-1062	89	26	local	local	ADJ
dem-1062	89	27	currency	currency	NOUN
dem-1062	89	28	,	,	PUNCT
dem-1062	89	29	and	and	CCONJ
dem-1062	89	30	those	those	PRON
dem-1062	89	31	from	from	ADP
dem-1062	89	32	emerging	emerge	VERB
dem-1062	89	33	markets	market	NOUN
dem-1062	89	34	–	–	PUNCT
dem-1062	89	35	denominated	denominate	VERB
dem-1062	89	36	in	in	ADP
dem-1062	89	37	an	an	DET
dem-1062	89	38	alternative	alternative	ADJ
dem-1062	89	39	currency	currency	NOUN
dem-1062	89	40	(	(	PUNCT
dem-1062	89	41	mostly	mostly	ADV
dem-1062	89	42	in	in	ADP
dem-1062	89	43	the	the	DET
dem-1062	89	44	us	us	PROPN
dem-1062	89	45	dollar	dollar	NOUN
dem-1062	89	46	)	)	PUNCT
dem-1062	89	47	.	.	PUNCT
dem-1062	90	1	we	we	PRON
dem-1062	90	2	denominate	denominate	VERB
dem-1062	90	3	the	the	DET
dem-1062	90	4	considered	consider	VERB
dem-1062	90	5	indices	index	NOUN
dem-1062	90	6	in	in	ADP
dem-1062	90	7	their	their	PRON
dem-1062	90	8	local	local	ADJ
dem-1062	90	9	currencies	currency	NOUN
dem-1062	90	10	,	,	PUNCT
dem-1062	90	11	in	in	ADP
dem-1062	90	12	the	the	DET
dem-1062	90	13	usd	usd	NOUN
dem-1062	90	14	,	,	PUNCT
dem-1062	90	15	and	and	CCONJ
dem-1062	90	16	in	in	ADP
dem-1062	90	17	the	the	DET
dem-1062	90	18	euro	euro	NOUN
dem-1062	90	19	.	.	PUNCT
dem-1062	91	1	moreover	moreover	ADV
dem-1062	91	2	,	,	PUNCT
dem-1062	91	3	the	the	DET
dem-1062	91	4	dependencies	dependency	NOUN
dem-1062	91	5	involving	involve	VERB
dem-1062	91	6	the	the	DET
dem-1062	91	7	wig20	wig20	PROPN
dem-1062	91	8	are	be	AUX
dem-1062	91	9	analyzed	analyze	VERB
dem-1062	91	10	for	for	ADP
dem-1062	91	11	the	the	DET
dem-1062	91	12	indices	index	NOUN
dem-1062	91	13	denominated	denominate	VERB
dem-1062	91	14	in	in	ADP
dem-1062	91	15	the	the	DET
dem-1062	91	16	polish	polish	ADJ
dem-1062	91	17	zloty	zloty	NOUN
dem-1062	91	18	,	,	PUNCT
dem-1062	91	19	and	and	CCONJ
dem-1062	91	20	those	those	PRON
dem-1062	91	21	involving	involve	VERB
dem-1062	91	22	the	the	DET
dem-1062	91	23	nikkei225	nikkei225	PROPN
dem-1062	91	24	–	–	PUNCT
dem-1062	91	25	in	in	ADP
dem-1062	91	26	the	the	DET
dem-1062	91	27	japanese	japanese	ADJ
dem-1062	91	28	yen	yen	NOUN
dem-1062	91	29	.	.	PUNCT
dem-1062	92	1	thus	thus	ADV
dem-1062	92	2	our	our	PRON
dem-1062	92	3	dataset	dataset	NOUN
dem-1062	92	4	contains	contain	VERB
dem-1062	92	5	the	the	DET
dem-1062	92	6	quotations	quotation	NOUN
dem-1062	92	7	of	of	ADP
dem-1062	92	8	the	the	DET
dem-1062	92	9	considered	consider	VERB
dem-1062	92	10	indices	index	NOUN
dem-1062	92	11	and	and	CCONJ
dem-1062	92	12	the	the	DET
dem-1062	92	13	exchange	exchange	NOUN
dem-1062	92	14	rates	rate	VERB
dem-1062	92	15	eur	eur	ADJ
dem-1062	92	16	/	/	SYM
dem-1062	92	17	usd	usd	NOUN
dem-1062	92	18	,	,	PUNCT
dem-1062	92	19	usd	usd	PROPN
dem-1062	92	20	/	/	SYM
dem-1062	92	21	pln	pln	PROPN
dem-1062	92	22	,	,	PUNCT
dem-1062	92	23	eur	eur	PROPN
dem-1062	92	24	/	/	SYM
dem-1062	92	25	pln	pln	PROPN
dem-1062	92	26	usd	usd	PROPN
dem-1062	92	27	/	/	SYM
dem-1062	92	28	jpy	jpy	PROPN
dem-1062	92	29	and	and	CCONJ
dem-1062	92	30	eur	eur	PROPN
dem-1062	92	31	/	/	SYM
dem-1062	92	32	jpy	jpy	PROPN
dem-1062	92	33	.	.	PUNCT
dem-1062	93	1	the	the	DET
dem-1062	93	2	quotation	quotation	NOUN
dem-1062	93	3	series	series	NOUN
dem-1062	93	4	were	be	AUX
dem-1062	93	5	obtained	obtain	VERB
dem-1062	93	6	from	from	ADP
dem-1062	93	7	the	the	DET
dem-1062	93	8	service	service	NOUN
dem-1062	93	9	stooq	stooq	NOUN
dem-1062	93	10	.	.	PUNCT
dem-1062	94	1	the	the	DET
dem-1062	94	2	period	period	NOUN
dem-1062	94	3	under	under	ADP
dem-1062	94	4	scrutiny	scrutiny	NOUN
dem-1062	94	5	is	be	AUX
dem-1062	94	6	from	from	ADP
dem-1062	94	7	january	january	PROPN
dem-1062	94	8	3	3	NUM
dem-1062	94	9	,	,	PUNCT
dem-1062	94	10	1995	1995	NUM
dem-1062	94	11	to	to	ADP
dem-1062	94	12	december	december	PROPN
dem-1062	94	13	11	11	NUM
dem-1062	94	14	,	,	PUNCT
dem-1062	94	15	2009	2009	NUM
dem-1062	94	16	.	.	PUNCT
dem-1062	95	1	table	table	NOUN
dem-1062	95	2	1	1	NUM
dem-1062	95	3	.	.	PUNCT
dem-1062	95	4	descriptive	descriptive	ADJ
dem-1062	95	5	statistics	statistic	NOUN
dem-1062	95	6	of	of	ADP
dem-1062	95	7	the	the	DET
dem-1062	95	8	analyzed	analyze	VERB
dem-1062	95	9	return	return	NOUN
dem-1062	95	10	series	series	NOUN
dem-1062	95	11	index	index	NOUN
dem-1062	95	12	mean	mean	VERB
dem-1062	95	13	maximum	maximum	ADJ
dem-1062	95	14	minimum	minimum	NOUN
dem-1062	95	15	stand	stand	NOUN
dem-1062	95	16	.	.	PUNCT
dem-1062	96	1	dev	dev	PROPN
dem-1062	96	2	.	.	PROPN
dem-1062	96	3	skewness	skewness	PROPN
dem-1062	96	4	kurtosis	kurtosis	VERB
dem-1062	96	5	s&p500	s&p500	NOUN
dem-1062	96	6	0.0238	0.0238	NUM
dem-1062	96	7	10.957	10.957	NUM
dem-1062	96	8	-9.4695	-9.4695	NOUN
dem-1062	96	9	1.289	1.289	NUM
dem-1062	96	10	-0.1783	-0.1783	NOUN
dem-1062	96	11	10.9195	10.9195	NUM
dem-1062	96	12	s&p500	s&p500	NOUN
dem-1062	96	13	in	in	ADP
dem-1062	96	14	eur	eur	PROPN
dem-1062	96	15	0.0190	0.0190	NUM
dem-1062	96	16	9.5946	9.5946	NUM
dem-1062	96	17	-8.7688	-8.7688	NOUN
dem-1062	96	18	1.4663	1.4663	NUM
dem-1062	96	19	-0.2152	-0.2152	NOUN
dem-1062	97	1	7.0311	7.0311	NUM
dem-1062	97	2	s&p500	s&p500	NOUN
dem-1062	97	3	in	in	ADP
dem-1062	97	4	pln	pln	PROPN
dem-1062	97	5	0.0282	0.0282	NUM
dem-1062	97	6	10.054	10.054	NUM
dem-1062	97	7	-9.1886	-9.1886	NOUN
dem-1062	97	8	1.4320	1.4320	NUM
dem-1062	97	9	-0.0718	-0.0718	NOUN
dem-1062	97	10	8.1544	8.1544	NUM
dem-1062	97	11	dax	dax	NOUN
dem-1062	97	12	0.0276	0.0276	NUM
dem-1062	97	13	10.797	10.797	NUM
dem-1062	97	14	-9.791	-9.791	SYM
dem-1062	97	15	1.5877	1.5877	NUM
dem-1062	97	16	-0.0635	-0.0635	NOUN
dem-1062	97	17	10.9230	10.9230	NUM
dem-1062	97	18	dax	dax	NOUN
dem-1062	97	19	in	in	ADP
dem-1062	97	20	usd	usd	PROPN
dem-1062	97	21	0.0325	0.0325	NUM
dem-1062	97	22	13.5020	13.5020	NUM
dem-1062	97	23	-9,4710	-9,4710	NUM
dem-1062	97	24	1.6741	1.6741	NUM
dem-1062	97	25	0.0517	0.0517	NUM
dem-1062	97	26	8.5868	8.5868	NUM
dem-1062	97	27	dax	dax	NOUN
dem-1062	97	28	in	in	ADP
dem-1062	97	29	jpy	jpy	PROPN
dem-1062	97	30	dax	dax	PROPN
dem-1062	97	31	in	in	ADP
dem-1062	97	32	pln	pln	PROPN
dem-1062	97	33	wig20	wig20	VERB
dem-1062	97	34	0.0302	0.0302	PROPN
dem-1062	97	35	13.709	13.709	NUM
dem-1062	97	36	-14.161	-14.161	SYM
dem-1062	97	37	1.9544	1.9544	NUM
dem-1062	97	38	-0.1548	-0.1548	NOUN
dem-1062	97	39	6.7066	6.7066	NUM
dem-1062	97	40	wig20	wig20	NOUN
dem-1062	97	41	in	in	ADP
dem-1062	97	42	usd	usd	PROPN
dem-1062	97	43	0.0262	0.0262	NUM
dem-1062	97	44	14.995	14.995	NUM
dem-1062	98	1	-19.463	-19.463	NUM
dem-1062	98	2	2.2717	2.2717	NUM
dem-1062	98	3	-0.2531	-0.2531	NOUN
dem-1062	98	4	8.2124	8.2124	NUM
dem-1062	98	5	wig20	wig20	VERB
dem-1062	98	6	in	in	ADP
dem-1062	98	7	eur	eur	PROPN
dem-1062	98	8	0.0212	0.0212	NUM
dem-1062	98	9	16.368	16.368	NUM
dem-1062	98	10	-17.481	-17.481	PROPN
dem-1062	98	11	2.3220	2.3220	NUM
dem-1062	98	12	-0.1743	-0.1743	NOUN
dem-1062	98	13	8.6857	8.6857	NUM
dem-1062	98	14	since	since	SCONJ
dem-1062	98	15	the	the	DET
dem-1062	98	16	patterns	pattern	NOUN
dem-1062	98	17	of	of	ADP
dem-1062	98	18	non	non	ADJ
dem-1062	98	19	-	-	ADJ
dem-1062	98	20	trading	trading	ADJ
dem-1062	98	21	days	day	NOUN
dem-1062	98	22	in	in	ADP
dem-1062	98	23	national	national	ADJ
dem-1062	98	24	stock	stock	NOUN
dem-1062	98	25	markets	market	NOUN
dem-1062	98	26	differ	differ	VERB
dem-1062	98	27	,	,	PUNCT
dem-1062	98	28	for	for	ADP
dem-1062	98	29	the	the	DET
dem-1062	98	30	purpose	purpose	NOUN
dem-1062	98	31	of	of	ADP
dem-1062	98	32	modeling	model	VERB
dem-1062	98	33	dependencies	dependency	NOUN
dem-1062	98	34	the	the	DET
dem-1062	98	35	dates	date	NOUN
dem-1062	98	36	of	of	ADP
dem-1062	98	37	observations	observation	NOUN
dem-1062	98	38	for	for	ADP
dem-1062	98	39	each	each	DET
dem-1062	98	40	pair	pair	NOUN
dem-1062	98	41	of	of	ADP
dem-1062	98	42	indices	index	NOUN
dem-1062	98	43	were	be	AUX
dem-1062	98	44	checked	check	VERB
dem-1062	98	45	and	and	CCONJ
dem-1062	98	46	observations	observation	NOUN
dem-1062	98	47	not	not	PART
dem-1062	98	48	corresponding	correspond	VERB
dem-1062	98	49	to	to	ADP
dem-1062	98	50	ones	one	NOUN
dem-1062	98	51	in	in	ADP
dem-1062	98	52	the	the	DET
dem-1062	98	53	other	other	ADJ
dem-1062	98	54	index	index	NOUN
dem-1062	98	55	quotation	quotation	NOUN
dem-1062	98	56	series	series	NOUN
dem-1062	98	57	were	be	AUX
dem-1062	98	58	removed	remove	VERB
dem-1062	98	59	.	.	PUNCT
dem-1062	99	1	the	the	DET
dem-1062	99	2	time	time	NOUN
dem-1062	99	3	series	series	PROPN
dem-1062	99	4	under	under	ADP
dem-1062	99	5	scrutiny	scrutiny	NOUN
dem-1062	99	6	are	be	AUX
dem-1062	99	7	percentage	percentage	NOUN
dem-1062	99	8	logarithmic	logarithmic	ADJ
dem-1062	99	9	daily	daily	ADJ
dem-1062	99	10	returns	return	NOUN
dem-1062	99	11	calculated	calculate	VERB
dem-1062	99	12	by	by	ADP
dem-1062	99	13	the	the	DET
dem-1062	99	14	formula	formula	NOUN
dem-1062	99	15	:	:	PUNCT
dem-1062	99	16	the	the	DET
dem-1062	99	17	impact	impact	NOUN
dem-1062	99	18	of	of	ADP
dem-1062	99	19	the	the	DET
dem-1062	99	20	exchange	exchange	NOUN
dem-1062	99	21	rate	rate	NOUN
dem-1062	99	22	dynamics	dynamic	NOUN
dem-1062	99	23	on	on	ADP
dem-1062	99	24	the	the	DET
dem-1062	99	25	dependencies	dependency	NOUN
dem-1062	99	26	…	…	PUNCT
dem-1062	99	27	79	79	NUM
dem-1062	99	28	)	)	PUNCT
dem-1062	99	29	ln(ln	ln(ln	PROPN
dem-1062	99	30	100	100	NUM
dem-1062	99	31	ttt	ttt	NOUN
dem-1062	99	32	ppr	ppr	NOUN
dem-1062	99	33			PROPN
dem-1062	99	34	,	,	PUNCT
dem-1062	99	35	(	(	PUNCT
dem-1062	99	36	19	19	NUM
dem-1062	99	37	)	)	PUNCT
dem-1062	99	38	where	where	SCONJ
dem-1062	99	39	tp	tp	PART
dem-1062	99	40	denotes	denote	VERB
dem-1062	99	41	the	the	DET
dem-1062	99	42	closing	closing	NOUN
dem-1062	99	43	index	index	NOUN
dem-1062	99	44	value	value	NOUN
dem-1062	99	45	on	on	ADP
dem-1062	99	46	day	day	NOUN
dem-1062	99	47	t	t	NOUN
dem-1062	99	48	.	.	PUNCT
dem-1062	100	1	the	the	DET
dem-1062	100	2	descriptive	descriptive	ADJ
dem-1062	100	3	statistics	statistic	NOUN
dem-1062	100	4	of	of	ADP
dem-1062	100	5	the	the	DET
dem-1062	100	6	analyzed	analyze	VERB
dem-1062	100	7	return	return	NOUN
dem-1062	100	8	series	series	NOUN
dem-1062	100	9	are	be	AUX
dem-1062	100	10	presented	present	VERB
dem-1062	100	11	in	in	ADP
dem-1062	100	12	table	table	NOUN
dem-1062	100	13	1	1	NUM
dem-1062	100	14	.	.	PUNCT
dem-1062	101	1	in	in	ADP
dem-1062	101	2	tables	table	NOUN
dem-1062	101	3	2–5	2–5	NUM
dem-1062	101	4	we	we	PRON
dem-1062	101	5	show	show	VERB
dem-1062	101	6	in	in	ADP
dem-1062	101	7	-	-	PUNCT
dem-1062	101	8	sample	sample	NOUN
dem-1062	101	9	estimates	estimate	NOUN
dem-1062	101	10	of	of	ADP
dem-1062	101	11	the	the	DET
dem-1062	101	12	unconditional	unconditional	ADJ
dem-1062	101	13	correlations	correlation	NOUN
dem-1062	101	14	.	.	PUNCT
dem-1062	102	1	table	table	NOUN
dem-1062	102	2	2	2	NUM
dem-1062	102	3	.	.	PUNCT
dem-1062	102	4	s&p500	s&p500	PROPN
dem-1062	102	5	and	and	CCONJ
dem-1062	102	6	dax	dax	PROPN
dem-1062	102	7	.	.	PUNCT
dem-1062	103	1	estimates	estimate	NOUN
dem-1062	103	2	of	of	ADP
dem-1062	103	3	the	the	DET
dem-1062	103	4	unconditional	unconditional	ADJ
dem-1062	103	5	correlation	correlation	NOUN
dem-1062	103	6	of	of	ADP
dem-1062	103	7	the	the	DET
dem-1062	103	8	returns	return	NOUN
dem-1062	103	9	s&p500	s&p500	NOUN
dem-1062	103	10	s&p500	s&p500	NOUN
dem-1062	103	11	in	in	ADP
dem-1062	103	12	eur	eur	PROPN
dem-1062	103	13	dax	dax	PROPN
dem-1062	103	14	0.5590	0.5590	NUM
dem-1062	103	15	0.5309	0.5309	NUM
dem-1062	103	16	dax	dax	NOUN
dem-1062	103	17	in	in	ADP
dem-1062	103	18	usd	usd	PROPN
dem-1062	103	19	0.5227	0.5227	NUM
dem-1062	103	20	----	----	PUNCT
dem-1062	103	21	table	table	NOUN
dem-1062	103	22	3	3	NUM
dem-1062	103	23	.	.	PUNCT
dem-1062	103	24	s&p500	s&p500	NOUN
dem-1062	103	25	and	and	CCONJ
dem-1062	103	26	wig20	wig20	PROPN
dem-1062	103	27	.	.	PUNCT
dem-1062	104	1	estimates	estimate	NOUN
dem-1062	104	2	of	of	ADP
dem-1062	104	3	the	the	DET
dem-1062	104	4	unconditional	unconditional	ADJ
dem-1062	104	5	correlation	correlation	NOUN
dem-1062	104	6	of	of	ADP
dem-1062	104	7	the	the	DET
dem-1062	104	8	returns	return	NOUN
dem-1062	104	9	s&p500	s&p500	NOUN
dem-1062	104	10	s&p500	s&p500	NOUN
dem-1062	104	11	in	in	ADP
dem-1062	104	12	eur	eur	PROPN
dem-1062	104	13	s&p500	s&p500	NOUN
dem-1062	104	14	in	in	ADP
dem-1062	104	15	pln	pln	PROPN
dem-1062	104	16	wig20	wig20	VERB
dem-1062	104	17	0.2682	0.2682	NUM
dem-1062	104	18	----0.1212	----0.1212	PUNCT
dem-1062	104	19	wig20	wig20	VERB
dem-1062	104	20	in	in	ADP
dem-1062	104	21	usd	usd	PROPN
dem-1062	104	22	0.2824	0.2824	NUM
dem-1062	104	23	----	----	PUNCT
dem-1062	105	1	wig20	wig20	VERB
dem-1062	105	2	in	in	ADP
dem-1062	105	3	eur	eur	NOUN
dem-1062	105	4	----0.2749	----0.2749	NOUN
dem-1062	105	5	table	table	NOUN
dem-1062	105	6	4	4	NUM
dem-1062	105	7	.	.	PUNCT
dem-1062	105	8	s&p500	s&p500	VERB
dem-1062	105	9	and	and	CCONJ
dem-1062	105	10	wig20	wig20	PROPN
dem-1062	105	11	.	.	PUNCT
dem-1062	106	1	estimates	estimate	NOUN
dem-1062	106	2	of	of	ADP
dem-1062	106	3	the	the	DET
dem-1062	106	4	unconditional	unconditional	ADJ
dem-1062	106	5	correlation	correlation	NOUN
dem-1062	106	6	of	of	ADP
dem-1062	106	7	the	the	DET
dem-1062	106	8	returns	return	NOUN
dem-1062	106	9	dax	dax	X
dem-1062	106	10	dax	dax	PROPN
dem-1062	106	11	in	in	ADP
dem-1062	106	12	usd	usd	PROPN
dem-1062	106	13	dax	dax	NOUN
dem-1062	106	14	in	in	ADP
dem-1062	106	15	pln	pln	PROPN
dem-1062	106	16	wig20	wig20	VERB
dem-1062	106	17	0.4494	0.4494	NUM
dem-1062	106	18	----0.3598	----0.3598	SYM
dem-1062	106	19	wig20	wig20	PROPN
dem-1062	106	20	in	in	ADP
dem-1062	106	21	usd	usd	NOUN
dem-1062	106	22	----0.5042	----0.5042	PUNCT
dem-1062	106	23	wig20	wig20	PROPN
dem-1062	106	24	in	in	ADP
dem-1062	106	25	eur	eur	NOUN
dem-1062	106	26	0.4887	0.4887	NUM
dem-1062	106	27	table	table	NOUN
dem-1062	106	28	5	5	NUM
dem-1062	106	29	.	.	PUNCT
dem-1062	107	1	dax	dax	PROPN
dem-1062	107	2	and	and	CCONJ
dem-1062	107	3	nikkei225	nikkei225	PROPN
dem-1062	107	4	.	.	PUNCT
dem-1062	108	1	estimates	estimate	NOUN
dem-1062	108	2	of	of	ADP
dem-1062	108	3	the	the	DET
dem-1062	108	4	unconditional	unconditional	ADJ
dem-1062	108	5	correlation	correlation	NOUN
dem-1062	108	6	of	of	ADP
dem-1062	108	7	the	the	DET
dem-1062	108	8	returns	return	NOUN
dem-1062	108	9	nikkei	nikkei	PROPN
dem-1062	108	10	nikkei	nikkei	PROPN
dem-1062	108	11	in	in	ADP
dem-1062	108	12	usd	usd	PROPN
dem-1062	108	13	nikkei	nikkei	NOUN
dem-1062	108	14	in	in	ADP
dem-1062	108	15	eur	eur	PROPN
dem-1062	108	16	dax	dax	PROPN
dem-1062	108	17	0.2993	0.2993	PROPN
dem-1062	108	18	----0.2225	----0.2225	PUNCT
dem-1062	108	19	dax	dax	PROPN
dem-1062	108	20	in	in	ADP
dem-1062	108	21	usd	usd	NOUN
dem-1062	108	22	----0.2616	----0.2616	X
dem-1062	108	23	dax	dax	NOUN
dem-1062	108	24	in	in	ADP
dem-1062	108	25	jpy	jpy	PROPN
dem-1062	108	26	0,2853	0,2853	NOUN
dem-1062	108	27	3	3	X
dem-1062	108	28	.	.	PUNCT
dem-1062	108	29	empirical	empirical	ADJ
dem-1062	108	30	analysis	analysis	NOUN
dem-1062	108	31	of	of	ADP
dem-1062	108	32	the	the	DET
dem-1062	108	33	stock	stock	NOUN
dem-1062	108	34	market	market	NOUN
dem-1062	108	35	linkages	linkage	VERB
dem-1062	108	36	the	the	DET
dem-1062	108	37	course	course	NOUN
dem-1062	108	38	of	of	ADP
dem-1062	108	39	presented	present	VERB
dem-1062	108	40	analysis	analysis	NOUN
dem-1062	108	41	is	be	AUX
dem-1062	108	42	as	as	SCONJ
dem-1062	108	43	follows	follow	VERB
dem-1062	108	44	.	.	PUNCT
dem-1062	109	1	we	we	PRON
dem-1062	109	2	investigate	investigate	VERB
dem-1062	109	3	the	the	DET
dem-1062	109	4	dependencies	dependency	NOUN
dem-1062	109	5	between	between	ADP
dem-1062	109	6	the	the	DET
dem-1062	109	7	returns	return	NOUN
dem-1062	109	8	for	for	ADP
dem-1062	109	9	four	four	NUM
dem-1062	109	10	pairs	pair	NOUN
dem-1062	109	11	of	of	ADP
dem-1062	109	12	indices	index	NOUN
dem-1062	109	13	:	:	PUNCT
dem-1062	109	14	s&p500	s&p500	NOUN
dem-1062	109	15	-	-	PUNCT
dem-1062	109	16	dax	dax	PROPN
dem-1062	109	17	,	,	PUNCT
dem-1062	109	18	s&p500wig20	s&p500wig20	NOUN
dem-1062	109	19	,	,	PUNCT
dem-1062	109	20	dax	dax	PROPN
dem-1062	109	21	-	-	PUNCT
dem-1062	109	22	wig20	wig20	PROPN
dem-1062	109	23	,	,	PUNCT
dem-1062	109	24	dax	dax	PROPN
dem-1062	109	25	-	-	PUNCT
dem-1062	109	26	nikkei225	nikkei225	PROPN
dem-1062	109	27	.	.	PUNCT
dem-1062	110	1	in	in	ADP
dem-1062	110	2	each	each	DET
dem-1062	110	3	case	case	NOUN
dem-1062	110	4	we	we	PRON
dem-1062	110	5	estimate	estimate	VERB
dem-1062	110	6	the	the	DET
dem-1062	110	7	dynamic	dynamic	ADJ
dem-1062	110	8	copula	copula	NOUN
dem-1062	110	9	correlations	correlation	NOUN
dem-1062	110	10	by	by	ADP
dem-1062	110	11	means	mean	NOUN
dem-1062	110	12	of	of	ADP
dem-1062	110	13	the	the	DET
dem-1062	110	14	dcc	dcc	PROPN
dem-1062	110	15	-	-	PUNCT
dem-1062	110	16	t	t	PROPN
dem-1062	110	17	-	-	PUNCT
dem-1062	110	18	copula	copula	NOUN
dem-1062	110	19	model	model	NOUN
dem-1062	110	20	described	describe	VERB
dem-1062	110	21	in	in	ADP
dem-1062	110	22	section	section	NOUN
dem-1062	110	23	3	3	NUM
dem-1062	110	24	.	.	PUNCT
dem-1062	111	1	each	each	DET
dem-1062	111	2	pair	pair	NOUN
dem-1062	111	3	of	of	ADP
dem-1062	111	4	indices	index	NOUN
dem-1062	111	5	is	be	AUX
dem-1062	111	6	considered	consider	VERB
dem-1062	111	7	in	in	ADP
dem-1062	111	8	a	a	DET
dem-1062	111	9	local	local	ADJ
dem-1062	111	10	currency	currency	NOUN
dem-1062	111	11	,	,	PUNCT
dem-1062	111	12	in	in	ADP
dem-1062	111	13	the	the	DET
dem-1062	111	14	us	us	PROPN
dem-1062	111	15	dollar	dollar	NOUN
dem-1062	111	16	,	,	PUNCT
dem-1062	111	17	and	and	CCONJ
dem-1062	111	18	in	in	ADP
dem-1062	111	19	the	the	DET
dem-1062	111	20	euro	euro	NOUN
dem-1062	111	21	.	.	PUNCT
dem-1062	112	1	for	for	ADP
dem-1062	112	2	s&p500	s&p500	NOUN
dem-1062	112	3	-	-	PUNCT
dem-1062	112	4	wig20	wig20	PROPN
dem-1062	112	5	and	and	CCONJ
dem-1062	112	6	dax	dax	PROPN
dem-1062	112	7	-	-	PUNCT
dem-1062	112	8	wig20	wig20	PROPN
dem-1062	112	9	we	we	PRON
dem-1062	112	10	additionally	additionally	ADV
dem-1062	112	11	take	take	VERB
dem-1062	112	12	into	into	ADP
dem-1062	112	13	account	account	NOUN
dem-1062	112	14	denomination	denomination	NOUN
dem-1062	112	15	in	in	ADP
dem-1062	112	16	the	the	DET
dem-1062	112	17	polish	polish	ADJ
dem-1062	112	18	zloty	zloty	NOUN
dem-1062	112	19	,	,	PUNCT
dem-1062	112	20	and	and	CCONJ
dem-1062	112	21	for	for	ADP
dem-1062	112	22	dax	dax	PROPN
dem-1062	112	23	-	-	PUNCT
dem-1062	112	24	nikkei225	nikkei225	PROPN
dem-1062	112	25	–	–	PUNCT
dem-1062	112	26	in	in	ADP
dem-1062	112	27	japanese	japanese	ADJ
dem-1062	112	28	yen	yen	NOUN
dem-1062	112	29	.	.	PUNCT
dem-1062	113	1	moreover	moreover	ADV
dem-1062	113	2	,	,	PUNCT
dem-1062	113	3	we	we	PRON
dem-1062	113	4	estimate	estimate	VERB
dem-1062	113	5	jointly	jointly	ADV
dem-1062	113	6	the	the	DET
dem-1062	113	7	dynamic	dynamic	ADJ
dem-1062	113	8	copula	copula	NOUN
dem-1062	113	9	correlations	correlation	NOUN
dem-1062	113	10	for	for	ADP
dem-1062	113	11	triples	triple	NOUN
dem-1062	113	12	of	of	ADP
dem-1062	113	13	returns	return	NOUN
dem-1062	113	14	:	:	PUNCT
dem-1062	113	15	s&p500	s&p500	NOUN
dem-1062	113	16	-	-	PUNCT
dem-1062	113	17	dax	dax	PROPN
dem-1062	113	18	-	-	PUNCT
dem-1062	113	19	eur	eur	NOUN
dem-1062	113	20	/	/	SYM
dem-1062	113	21	usd	usd	NOUN
dem-1062	113	22	,	,	PUNCT
dem-1062	113	23	s&p500	s&p500	NOUN
dem-1062	113	24	-	-	PUNCT
dem-1062	113	25	wig20	wig20	ADJ
dem-1062	113	26	-	-	PUNCT
dem-1062	113	27	usd	usd	NOUN
dem-1062	113	28	/	/	SYM
dem-1062	113	29	pln	pln	PROPN
dem-1062	113	30	,	,	PUNCT
dem-1062	113	31	daxwig20	daxwig20	NOUN
dem-1062	113	32	-	-	PUNCT
dem-1062	113	33	eur	eur	PROPN
dem-1062	113	34	/	/	SYM
dem-1062	113	35	pln	pln	PROPN
dem-1062	113	36	and	and	CCONJ
dem-1062	113	37	dax	dax	PROPN
dem-1062	113	38	-	-	PUNCT
dem-1062	113	39	nikkei225	nikkei225	PROPN
dem-1062	113	40	-	-	PUNCT
dem-1062	113	41	eur	eur	PROPN
dem-1062	113	42	/	/	SYM
dem-1062	113	43	jpy	jpy	NOUN
dem-1062	113	44	.	.	PUNCT
dem-1062	114	1	the	the	DET
dem-1062	114	2	advantage	advantage	NOUN
dem-1062	114	3	of	of	ADP
dem-1062	114	4	copula	copula	NOUN
dem-1062	114	5	models	model	NOUN
dem-1062	114	6	we	we	PRON
dem-1062	114	7	apply	apply	VERB
dem-1062	114	8	here	here	ADV
dem-1062	114	9	is	be	AUX
dem-1062	114	10	that	that	SCONJ
dem-1062	114	11	they	they	PRON
dem-1062	114	12	allow	allow	VERB
dem-1062	114	13	to	to	PART
dem-1062	114	14	separate	separate	VERB
dem-1062	114	15	the	the	DET
dem-1062	114	16	dependence	dependence	NOUN
dem-1062	114	17	dynamics	dynamic	NOUN
dem-1062	114	18	from	from	ADP
dem-1062	114	19	the	the	DET
dem-1062	114	20	volatility	volatility	NOUN
dem-1062	114	21	dynamics	dynamic	NOUN
dem-1062	114	22	.	.	PUNCT
dem-1062	115	1	the	the	DET
dem-1062	115	2	feedback	feedback	NOUN
dem-1062	115	3	between	between	ADP
dem-1062	115	4	these	these	DET
dem-1062	115	5	two	two	NUM
dem-1062	115	6	features	feature	NOUN
dem-1062	115	7	causes	cause	VERB
dem-1062	115	8	many	many	ADJ
dem-1062	115	9	problems	problem	NOUN
dem-1062	115	10	in	in	ADP
dem-1062	115	11	traditional	traditional	ADJ
dem-1062	115	12	analyses	analysis	NOUN
dem-1062	115	13	based	base	VERB
dem-1062	115	14	on	on	ADP
dem-1062	115	15	multimałgorzata	multimałgorzata	PROPN
dem-1062	115	16	doman	doman	PROPN
dem-1062	115	17	,	,	PUNCT
dem-1062	115	18	ryszard	ryszard	NOUN
dem-1062	115	19	doman	doman	NOUN
dem-1062	115	20	80	80	NUM
dem-1062	115	21	variate	variate	NOUN
dem-1062	115	22	volatility	volatility	NOUN
dem-1062	115	23	models	model	NOUN
dem-1062	115	24	.	.	PUNCT
dem-1062	116	1	in	in	ADP
dem-1062	116	2	our	our	PRON
dem-1062	116	3	approach	approach	NOUN
dem-1062	116	4	the	the	DET
dem-1062	116	5	volatility	volatility	NOUN
dem-1062	116	6	dynamics	dynamic	NOUN
dem-1062	116	7	is	be	AUX
dem-1062	116	8	captured	capture	VERB
dem-1062	116	9	by	by	ADP
dem-1062	116	10	means	mean	NOUN
dem-1062	116	11	of	of	ADP
dem-1062	116	12	garch	garch	NOUN
dem-1062	116	13	models	model	NOUN
dem-1062	116	14	and	and	CCONJ
dem-1062	116	15	then	then	ADV
dem-1062	116	16	the	the	DET
dem-1062	116	17	dependence	dependence	NOUN
dem-1062	116	18	structure	structure	NOUN
dem-1062	116	19	is	be	AUX
dem-1062	116	20	modeled	model	VERB
dem-1062	116	21	.	.	PUNCT
dem-1062	117	1	it	it	PRON
dem-1062	117	2	means	mean	VERB
dem-1062	117	3	that	that	SCONJ
dem-1062	117	4	the	the	DET
dem-1062	117	5	dcc	dcc	PROPN
dem-1062	117	6	-	-	PUNCT
dem-1062	117	7	t	t	PROPN
dem-1062	117	8	-	-	PUNCT
dem-1062	117	9	copula	copula	NOUN
dem-1062	117	10	models	model	NOUN
dem-1062	117	11	are	be	AUX
dem-1062	117	12	estimated	estimate	VERB
dem-1062	117	13	using	use	VERB
dem-1062	117	14	a	a	DET
dem-1062	117	15	two	two	NUM
dem-1062	117	16	-	-	PUNCT
dem-1062	117	17	step	step	NOUN
dem-1062	117	18	maximum	maximum	ADJ
dem-1062	117	19	likelihood	likelihood	NOUN
dem-1062	117	20	approach	approach	NOUN
dem-1062	117	21	.	.	PUNCT
dem-1062	118	1	the	the	DET
dem-1062	118	2	first	first	ADJ
dem-1062	118	3	step	step	NOUN
dem-1062	118	4	includes	include	VERB
dem-1062	118	5	fitting	fit	VERB
dem-1062	118	6	a	a	DET
dem-1062	118	7	garch	garch	NOUN
dem-1062	118	8	model	model	NOUN
dem-1062	118	9	to	to	ADP
dem-1062	118	10	each	each	DET
dem-1062	118	11	return	return	NOUN
dem-1062	118	12	series	series	NOUN
dem-1062	118	13	(	(	PUNCT
dem-1062	118	14	laurent	laurent	NOUN
dem-1062	118	15	,	,	PUNCT
dem-1062	118	16	2009	2009	NUM
dem-1062	118	17	)	)	PUNCT
dem-1062	118	18	.	.	PUNCT
dem-1062	119	1	the	the	DET
dem-1062	119	2	types	type	NOUN
dem-1062	119	3	of	of	ADP
dem-1062	119	4	fitted	fit	VERB
dem-1062	119	5	models	model	NOUN
dem-1062	119	6	differ	differ	VERB
dem-1062	119	7	depending	depend	VERB
dem-1062	119	8	on	on	ADP
dem-1062	119	9	currency	currency	NOUN
dem-1062	119	10	used	use	VERB
dem-1062	119	11	to	to	PART
dem-1062	119	12	denominate	denominate	VERB
dem-1062	119	13	an	an	DET
dem-1062	119	14	index	index	NOUN
dem-1062	119	15	(	(	PUNCT
dem-1062	119	16	table	table	NOUN
dem-1062	119	17	4–5	4–5	PROPN
dem-1062	119	18	)	)	PUNCT
dem-1062	119	19	.	.	PUNCT
dem-1062	120	1	next	next	ADV
dem-1062	120	2	,	,	PUNCT
dem-1062	120	3	the	the	DET
dem-1062	120	4	garch	garch	NOUN
dem-1062	120	5	standardized	standardize	VERB
dem-1062	120	6	residuals	residual	NOUN
dem-1062	120	7	are	be	AUX
dem-1062	120	8	transformed	transform	VERB
dem-1062	120	9	by	by	ADP
dem-1062	120	10	means	mean	NOUN
dem-1062	120	11	of	of	ADP
dem-1062	120	12	their	their	PRON
dem-1062	120	13	theoretical	theoretical	ADJ
dem-1062	120	14	cumulative	cumulative	ADJ
dem-1062	120	15	distribution	distribution	NOUN
dem-1062	120	16	functions	function	NOUN
dem-1062	120	17	to	to	PART
dem-1062	120	18	obtain	obtain	VERB
dem-1062	120	19	the	the	DET
dem-1062	120	20	series	series	NOUN
dem-1062	120	21	of	of	ADP
dem-1062	120	22	data	datum	NOUN
dem-1062	120	23	uniformly	uniformly	ADV
dem-1062	120	24	distributed	distribute	VERB
dem-1062	120	25	on	on	ADP
dem-1062	120	26	[	[	X
dem-1062	120	27	0,1	0,1	NUM
dem-1062	120	28	]	]	PUNCT
dem-1062	120	29	.	.	PUNCT
dem-1062	121	1	in	in	ADP
dem-1062	121	2	the	the	DET
dem-1062	121	3	second	second	ADJ
dem-1062	121	4	step	step	NOUN
dem-1062	121	5	the	the	DET
dem-1062	121	6	dcc	dcc	PROPN
dem-1062	121	7	-	-	PUNCT
dem-1062	121	8	t	t	PROPN
dem-1062	121	9	-	-	PUNCT
dem-1062	121	10	copula	copula	NOUN
dem-1062	121	11	models	model	NOUN
dem-1062	121	12	are	be	AUX
dem-1062	121	13	fitted	fit	VERB
dem-1062	121	14	to	to	ADP
dem-1062	121	15	the	the	DET
dem-1062	121	16	transformed	transform	VERB
dem-1062	121	17	series	series	NOUN
dem-1062	121	18	.	.	PUNCT
dem-1062	122	1	thus	thus	ADV
dem-1062	122	2	,	,	PUNCT
dem-1062	122	3	we	we	PRON
dem-1062	122	4	follow	follow	VERB
dem-1062	122	5	the	the	DET
dem-1062	122	6	method	method	NOUN
dem-1062	122	7	of	of	ADP
dem-1062	122	8	inference	inference	NOUN
dem-1062	122	9	functions	function	NOUN
dem-1062	122	10	for	for	ADP
dem-1062	122	11	margins	margin	NOUN
dem-1062	122	12	(	(	PUNCT
dem-1062	122	13	joe	joe	PROPN
dem-1062	122	14	and	and	CCONJ
dem-1062	122	15	xu	xu	PROPN
dem-1062	122	16	,	,	PUNCT
dem-1062	122	17	1996	1996	NUM
dem-1062	122	18	)	)	PUNCT
dem-1062	122	19	.	.	PUNCT
dem-1062	123	1	the	the	DET
dem-1062	123	2	first	first	ADJ
dem-1062	123	3	observation	observation	NOUN
dem-1062	123	4	coming	come	VERB
dem-1062	123	5	from	from	ADP
dem-1062	123	6	tables	table	NOUN
dem-1062	123	7	6–7	6–7	NUM
dem-1062	123	8	is	be	AUX
dem-1062	123	9	that	that	SCONJ
dem-1062	123	10	the	the	DET
dem-1062	123	11	conditional	conditional	ADJ
dem-1062	123	12	mean	mean	VERB
dem-1062	123	13	an	an	DET
dem-1062	123	14	volatility	volatility	NOUN
dem-1062	123	15	dynamics	dynamic	NOUN
dem-1062	123	16	is	be	AUX
dem-1062	123	17	sensitive	sensitive	ADJ
dem-1062	123	18	to	to	ADP
dem-1062	123	19	denomination	denomination	NOUN
dem-1062	123	20	.	.	PUNCT
dem-1062	124	1	the	the	DET
dem-1062	124	2	return	return	NOUN
dem-1062	124	3	series	series	NOUN
dem-1062	124	4	under	under	ADP
dem-1062	124	5	scrutiny	scrutiny	NOUN
dem-1062	124	6	are	be	AUX
dem-1062	124	7	long	long	ADJ
dem-1062	124	8	and	and	CCONJ
dem-1062	124	9	include	include	VERB
dem-1062	124	10	some	some	DET
dem-1062	124	11	crisis	crisis	NOUN
dem-1062	124	12	periods	period	NOUN
dem-1062	124	13	so	so	SCONJ
dem-1062	124	14	the	the	DET
dem-1062	124	15	fitted	fit	VERB
dem-1062	124	16	garch	garch	NOUN
dem-1062	124	17	models	model	NOUN
dem-1062	124	18	are	be	AUX
dem-1062	124	19	mostly	mostly	ADV
dem-1062	124	20	asymmetric	asymmetric	ADJ
dem-1062	124	21	and	and	CCONJ
dem-1062	124	22	with	with	ADP
dem-1062	124	23	a	a	DET
dem-1062	124	24	skewed	skewed	ADJ
dem-1062	124	25	student	student	NOUN
dem-1062	124	26	t	t	PROPN
dem-1062	124	27	as	as	ADP
dem-1062	124	28	an	an	DET
dem-1062	124	29	error	error	NOUN
dem-1062	124	30	distribution	distribution	NOUN
dem-1062	124	31	.	.	PUNCT
dem-1062	125	1	the	the	DET
dem-1062	125	2	dcc	dcc	PROPN
dem-1062	125	3	-	-	PUNCT
dem-1062	125	4	t	t	PROPN
dem-1062	125	5	-	-	PUNCT
dem-1062	125	6	copula	copula	NOUN
dem-1062	125	7	parameter	parameter	NOUN
dem-1062	125	8	estimates	estimate	NOUN
dem-1062	125	9	are	be	AUX
dem-1062	125	10	presented	present	VERB
dem-1062	125	11	in	in	ADP
dem-1062	125	12	tables	table	NOUN
dem-1062	125	13	8–11	8–11	NOUN
dem-1062	125	14	.	.	PUNCT
dem-1062	126	1	the	the	DET
dem-1062	126	2	results	result	NOUN
dem-1062	126	3	indicate	indicate	VERB
dem-1062	126	4	that	that	SCONJ
dem-1062	126	5	the	the	DET
dem-1062	126	6	dynamics	dynamic	NOUN
dem-1062	126	7	of	of	ADP
dem-1062	126	8	dependencies	dependency	NOUN
dem-1062	126	9	shows	show	VERB
dem-1062	126	10	a	a	DET
dem-1062	126	11	high	high	ADJ
dem-1062	126	12	level	level	NOUN
dem-1062	126	13	of	of	ADP
dem-1062	126	14	persistence	persistence	NOUN
dem-1062	126	15	in	in	ADP
dem-1062	126	16	each	each	DET
dem-1062	126	17	considered	consider	VERB
dem-1062	126	18	case	case	NOUN
dem-1062	126	19	.	.	PUNCT
dem-1062	127	1	table	table	NOUN
dem-1062	127	2	6	6	NUM
dem-1062	127	3	.	.	PUNCT
dem-1062	127	4	s&p500	s&p500	PROPN
dem-1062	127	5	and	and	CCONJ
dem-1062	127	6	nikkei225	nikkei225	PROPN
dem-1062	127	7	.	.	PUNCT
dem-1062	128	1	types	type	NOUN
dem-1062	128	2	of	of	ADP
dem-1062	128	3	fitted	fit	VERB
dem-1062	128	4	arma	arma	NOUN
dem-1062	128	5	-	-	PUNCT
dem-1062	128	6	garch	garch	NOUN
dem-1062	128	7	models	model	NOUN
dem-1062	128	8	return	return	VERB
dem-1062	128	9	series	series	PROPN
dem-1062	128	10	s&p500	s&p500	PROPN
dem-1062	128	11	s&p500	s&p500	PROPN
dem-1062	128	12	in	in	ADP
dem-1062	128	13	eur	eur	PROPN
dem-1062	128	14	s&p500	s&p500	NOUN
dem-1062	128	15	in	in	ADP
dem-1062	128	16	pln	pln	PROPN
dem-1062	128	17	nikkei225	nikkei225	PROPN
dem-1062	128	18	nikkei225	nikkei225	PROPN
dem-1062	129	1	in	in	ADP
dem-1062	129	2	usd	usd	NOUN
dem-1062	129	3	nikkei225	nikkei225	PROPN
dem-1062	129	4	in	in	ADP
dem-1062	129	5	eur	eur	PROPN
dem-1062	129	6	arma	arma	NOUN
dem-1062	129	7	(	(	PUNCT
dem-1062	129	8	1,1	1,1	NUM
dem-1062	129	9	)	)	PUNCT
dem-1062	129	10	(	(	PUNCT
dem-1062	129	11	0,2	0,2	NUM
dem-1062	129	12	)	)	PUNCT
dem-1062	129	13	(	(	PUNCT
dem-1062	129	14	1,1	1,1	NUM
dem-1062	129	15	)	)	PUNCT
dem-1062	129	16	(	(	PUNCT
dem-1062	129	17	0,0	0,0	NOUN
dem-1062	129	18	)	)	PUNCT
dem-1062	129	19	(	(	PUNCT
dem-1062	129	20	0,1	0,1	NUM
dem-1062	129	21	)	)	PUNCT
dem-1062	129	22	(	(	PUNCT
dem-1062	129	23	0,0	0,0	NUM
dem-1062	129	24	)	)	PUNCT
dem-1062	129	25	garch	garch	NOUN
dem-1062	129	26	gjrgarch(1,2	gjrgarch(1,2	ADJ
dem-1062	129	27	)	)	PUNCT
dem-1062	129	28	gjrgarch(1,2	gjrgarch(1,2	ADJ
dem-1062	129	29	)	)	PUNCT
dem-1062	129	30	garch(1,1	garch(1,1	NOUN
dem-1062	129	31	)	)	PUNCT
dem-1062	129	32	gjr(1,2	gjr(1,2	PROPN
dem-1062	129	33	)	)	PUNCT
dem-1062	129	34	gjr(1,2	gjr(1,2	PROPN
dem-1062	129	35	)	)	PUNCT
dem-1062	129	36	figarch(1,1	figarch(1,1	NOUN
dem-1062	129	37	)	)	PUNCT
dem-1062	129	38	error	error	NOUN
dem-1062	129	39	distribution	distribution	NOUN
dem-1062	129	40	skewed	skew	VERB
dem-1062	129	41	student	student	NOUN
dem-1062	129	42	skewed	skewed	ADJ
dem-1062	129	43	student	student	NOUN
dem-1062	129	44	skewed	skewed	ADJ
dem-1062	129	45	student	student	NOUN
dem-1062	129	46	skewed	skewed	ADJ
dem-1062	129	47	student	student	NOUN
dem-1062	129	48	skewed	skewed	ADJ
dem-1062	129	49	student	student	NOUN
dem-1062	129	50	skewed	skew	VERB
dem-1062	129	51	student	student	NOUN
dem-1062	129	52	table	table	NOUN
dem-1062	129	53	7	7	NUM
dem-1062	129	54	.	.	PUNCT
dem-1062	130	1	dax	dax	PROPN
dem-1062	130	2	and	and	CCONJ
dem-1062	130	3	wig20	wig20	PROPN
dem-1062	130	4	.	.	PUNCT
dem-1062	130	5	types	type	NOUN
dem-1062	130	6	of	of	ADP
dem-1062	130	7	fitted	fit	VERB
dem-1062	130	8	arma	arma	NOUN
dem-1062	130	9	-	-	PUNCT
dem-1062	130	10	garch	garch	NOUN
dem-1062	130	11	models	model	NOUN
dem-1062	130	12	return	return	VERB
dem-1062	130	13	series	series	NOUN
dem-1062	130	14	dax	dax	PROPN
dem-1062	130	15	dax	dax	PROPN
dem-1062	130	16	in	in	ADP
dem-1062	130	17	usd	usd	NOUN
dem-1062	130	18	wig20	wig20	PROPN
dem-1062	130	19	wig20	wig20	PROPN
dem-1062	130	20	in	in	ADP
dem-1062	130	21	usd	usd	NOUN
dem-1062	130	22	wig20	wig20	NOUN
dem-1062	130	23	in	in	ADP
dem-1062	130	24	eur	eur	PROPN
dem-1062	130	25	arma	arma	NOUN
dem-1062	130	26	(	(	PUNCT
dem-1062	130	27	2,2	2,2	NUM
dem-1062	130	28	)	)	PUNCT
dem-1062	130	29	(	(	PUNCT
dem-1062	130	30	1,0	1,0	NUM
dem-1062	130	31	)	)	PUNCT
dem-1062	130	32	(	(	PUNCT
dem-1062	130	33	0,1	0,1	NUM
dem-1062	130	34	)	)	PUNCT
dem-1062	130	35	(	(	PUNCT
dem-1062	130	36	2,0	2,0	NUM
dem-1062	130	37	)	)	PUNCT
dem-1062	130	38	(	(	PUNCT
dem-1062	130	39	0,0	0,0	NUM
dem-1062	130	40	)	)	PUNCT
dem-1062	130	41	garch	garch	NOUN
dem-1062	130	42	fiaparch(1,1	fiaparch(1,1	NOUN
dem-1062	130	43	)	)	PUNCT
dem-1062	130	44	garch(1,1	garch(1,1	NOUN
dem-1062	130	45	)	)	PUNCT
dem-1062	130	46	fiaparch(1,1	fiaparch(1,1	NOUN
dem-1062	130	47	)	)	PUNCT
dem-1062	130	48	gjr	gjr	NOUN
dem-1062	130	49	-	-	PUNCT
dem-1062	130	50	garch(1,2	garch(1,2	ADJ
dem-1062	130	51	)	)	PUNCT
dem-1062	130	52	figarch(1,1	figarch(1,1	NOUN
dem-1062	130	53	)	)	PUNCT
dem-1062	130	54	error	error	NOUN
dem-1062	130	55	distribution	distribution	NOUN
dem-1062	130	56	skewed	skew	VERB
dem-1062	130	57	student	student	NOUN
dem-1062	130	58	skewed	skew	VERB
dem-1062	130	59	student	student	NOUN
dem-1062	130	60	student	student	NOUN
dem-1062	130	61	student	student	NOUN
dem-1062	130	62	student	student	NOUN
dem-1062	130	63	table	table	NOUN
dem-1062	130	64	8	8	NUM
dem-1062	130	65	.	.	PUNCT
dem-1062	130	66	s&p500	s&p500	NOUN
dem-1062	130	67	-	-	PUNCT
dem-1062	130	68	dax	dax	PROPN
dem-1062	130	69	.	.	PUNCT
dem-1062	131	1	parameter	parameter	PROPN
dem-1062	131	2	estimates	estimate	NOUN
dem-1062	131	3	for	for	ADP
dem-1062	131	4	the	the	DET
dem-1062	131	5	fitted	fit	VERB
dem-1062	131	6	dcc	dcc	PROPN
dem-1062	131	7	-	-	PUNCT
dem-1062	131	8	t	t	PROPN
dem-1062	131	9	-	-	PUNCT
dem-1062	131	10	copula	copula	NOUN
dem-1062	131	11	model	model	NOUN
dem-1062	131	12	(	(	PUNCT
dem-1062	131	13	standard	standard	ADJ
dem-1062	131	14	errors	error	NOUN
dem-1062	131	15	in	in	ADP
dem-1062	131	16	parentheses	parenthesis	NOUN
dem-1062	131	17	)	)	PUNCT
dem-1062	131	18	s&p500	s&p500	NOUN
dem-1062	131	19	and	and	CCONJ
dem-1062	131	20	dax	dax	PROPN
dem-1062	131	21	parameter	parameter	NOUN
dem-1062	131	22	in	in	ADP
dem-1062	131	23	local	local	ADJ
dem-1062	131	24	currencies	currency	NOUN
dem-1062	131	25	in	in	ADP
dem-1062	131	26	eur	eur	NOUN
dem-1062	131	27	in	in	ADP
dem-1062	131	28	usd	usd	NOUN
dem-1062	131	29	s&p500	s&p500	NOUN
dem-1062	131	30	-	-	PUNCT
dem-1062	131	31	dax	dax	NOUN
dem-1062	131	32	-usd	-usd	PUNCT
dem-1062	131	33	/	/	SYM
dem-1062	131	34	eur	eur	NOUN
dem-1062	131	35			NOUN
dem-1062	131	36	0.0146	0.0146	NUM
dem-1062	131	37	(	(	PUNCT
dem-1062	131	38	0.003	0.003	NUM
dem-1062	131	39	0.0204	0.0204	NUM
dem-1062	131	40	(	(	PUNCT
dem-1062	131	41	0.006	0.006	NUM
dem-1062	131	42	)	)	PUNCT
dem-1062	131	43	0.0185	0.0185	NUM
dem-1062	131	44	(	(	PUNCT
dem-1062	131	45	0.003	0.003	NUM
dem-1062	131	46	)	)	PUNCT
dem-1062	131	47	0.0175	0.0175	NUM
dem-1062	131	48	(	(	PUNCT
dem-1062	131	49	0.003	0.003	NUM
dem-1062	131	50	)	)	PUNCT
dem-1062	131	51			PROPN
dem-1062	131	52	0.9841	0.9841	NUM
dem-1062	131	53	(	(	PUNCT
dem-1062	131	54	0.004	0.004	NUM
dem-1062	131	55	)	)	PUNCT
dem-1062	131	56	0.9750	0.9750	NUM
dem-1062	131	57	(	(	PUNCT
dem-1062	131	58	0.008	0.008	NUM
dem-1062	131	59	)	)	PUNCT
dem-1062	131	60	0.9805	0.9805	NUM
dem-1062	131	61	(	(	PUNCT
dem-1062	131	62	0.004	0.004	NUM
dem-1062	131	63	)	)	PUNCT
dem-1062	131	64	0.9789	0.9789	NUM
dem-1062	131	65	(	(	PUNCT
dem-1062	131	66	0.004	0.004	NUM
dem-1062	131	67	)	)	PUNCT
dem-1062	131	68			NOUN
dem-1062	131	69	14.4538	14.4538	NUM
dem-1062	131	70	(	(	PUNCT
dem-1062	131	71	3.819	3.819	NUM
dem-1062	131	72	)	)	PUNCT
dem-1062	131	73	13.1894	13.1894	NUM
dem-1062	131	74	(	(	PUNCT
dem-1062	131	75	3.582	3.582	NUM
dem-1062	131	76	)	)	PUNCT
dem-1062	131	77	15.5688	15.5688	NUM
dem-1062	131	78	(	(	PUNCT
dem-1062	131	79	4.665	4.665	NUM
dem-1062	131	80	)	)	PUNCT
dem-1062	131	81	12.5504	12.5504	NUM
dem-1062	131	82	(	(	PUNCT
dem-1062	131	83	1.843	1.843	NUM
dem-1062	131	84	)	)	PUNCT
dem-1062	131	85	the	the	DET
dem-1062	131	86	impact	impact	NOUN
dem-1062	131	87	of	of	ADP
dem-1062	131	88	the	the	DET
dem-1062	131	89	exchange	exchange	NOUN
dem-1062	131	90	rate	rate	NOUN
dem-1062	131	91	dynamics	dynamic	NOUN
dem-1062	131	92	on	on	ADP
dem-1062	131	93	the	the	DET
dem-1062	131	94	dependencies	dependency	NOUN
dem-1062	131	95	…	…	PUNCT
dem-1062	131	96	81	81	NUM
dem-1062	131	97	table	table	NOUN
dem-1062	131	98	9	9	NUM
dem-1062	131	99	.	.	PUNCT
dem-1062	131	100	s&p500	s&p500	NOUN
dem-1062	131	101	-	-	PUNCT
dem-1062	131	102	wig20	wig20	PROPN
dem-1062	131	103	.	.	PUNCT
dem-1062	132	1	parameter	parameter	NOUN
dem-1062	132	2	estimates	estimate	NOUN
dem-1062	132	3	for	for	ADP
dem-1062	132	4	the	the	DET
dem-1062	132	5	fitted	fit	VERB
dem-1062	132	6	dcc	dcc	PROPN
dem-1062	132	7	-	-	PUNCT
dem-1062	132	8	t	t	PROPN
dem-1062	132	9	-	-	PUNCT
dem-1062	132	10	copula	copula	NOUN
dem-1062	132	11	model	model	NOUN
dem-1062	132	12	(	(	PUNCT
dem-1062	132	13	standard	standard	ADJ
dem-1062	132	14	errors	error	NOUN
dem-1062	132	15	in	in	ADP
dem-1062	132	16	parentheses	parenthesis	NOUN
dem-1062	132	17	)	)	PUNCT
dem-1062	132	18	s&p500	s&p500	NOUN
dem-1062	132	19	and	and	CCONJ
dem-1062	132	20	wig20	wig20	VERB
dem-1062	132	21	parameter	parameter	NOUN
dem-1062	132	22	in	in	ADP
dem-1062	132	23	local	local	ADJ
dem-1062	132	24	currencies	currency	NOUN
dem-1062	132	25	in	in	ADP
dem-1062	132	26	eur	eur	NOUN
dem-1062	132	27	in	in	ADP
dem-1062	132	28	usd	usd	NOUN
dem-1062	132	29	in	in	ADP
dem-1062	132	30	pln	pln	PROPN
dem-1062	132	31	s&p500	s&p500	PROPN
dem-1062	132	32	-	-	PUNCT
dem-1062	132	33	wig20	wig20	PROPN
dem-1062	132	34	-usd	-usd	PROPN
dem-1062	132	35	/	/	SYM
dem-1062	132	36	pln	pln	PROPN
dem-1062	132	37			PUNCT
dem-1062	132	38	0.0075	0.0075	NUM
dem-1062	132	39	(	(	PUNCT
dem-1062	132	40	0.008	0.008	NUM
dem-1062	132	41	)	)	PUNCT
dem-1062	132	42	0.0109	0.0109	NUM
dem-1062	132	43	(	(	PUNCT
dem-1062	132	44	0.004	0.004	NUM
dem-1062	132	45	)	)	PUNCT
dem-1062	132	46	0.0102	0.0102	NUM
dem-1062	132	47	(	(	PUNCT
dem-1062	132	48	0.004	0.004	NUM
dem-1062	132	49	)	)	PUNCT
dem-1062	132	50	0.0072	0.0072	NUM
dem-1062	132	51	(	(	PUNCT
dem-1062	132	52	0.002	0.002	NUM
dem-1062	132	53	)	)	PUNCT
dem-1062	132	54	0.0125	0.0125	NUM
dem-1062	132	55	(	(	PUNCT
dem-1062	132	56	0.003	0.003	NUM
dem-1062	132	57	)	)	PUNCT
dem-1062	132	58			NOUN
dem-1062	132	59	0.9900	0.9900	NUM
dem-1062	132	60	(	(	PUNCT
dem-1062	132	61	0.016	0.016	NUM
dem-1062	132	62	)	)	PUNCT
dem-1062	132	63	0.9836	0.9836	NUM
dem-1062	132	64	(	(	PUNCT
dem-1062	132	65	0.007	0.007	NUM
dem-1062	132	66	)	)	PUNCT
dem-1062	132	67	0.9878	0.9878	NUM
dem-1062	132	68	(	(	PUNCT
dem-1062	132	69	0.005	0.005	NUM
dem-1062	132	70	)	)	PUNCT
dem-1062	132	71	0.9871	0.9871	NUM
dem-1062	132	72	(	(	PUNCT
dem-1062	132	73	0.005	0.005	NUM
dem-1062	132	74	)	)	PUNCT
dem-1062	132	75	0.9821	0.9821	NUM
dem-1062	132	76	(	(	PUNCT
dem-1062	132	77	0.005	0.005	NUM
dem-1062	132	78	)	)	PUNCT
dem-1062	132	79			NOUN
dem-1062	132	80	14.6137	14.6137	NUM
dem-1062	132	81	(	(	PUNCT
dem-1062	132	82	3.710	3.710	NUM
dem-1062	132	83	)	)	PUNCT
dem-1062	132	84	16.1879	16.1879	NUM
dem-1062	132	85	(	(	PUNCT
dem-1062	132	86	4.616	4.616	NUM
dem-1062	132	87	)	)	PUNCT
dem-1062	132	88	14.9618	14.9618	NUM
dem-1062	132	89	(	(	PUNCT
dem-1062	132	90	3.911	3.911	NUM
dem-1062	132	91	)	)	PUNCT
dem-1062	132	92	11.3950	11.3950	NUM
dem-1062	132	93	(	(	PUNCT
dem-1062	132	94	2.286	2.286	NUM
dem-1062	132	95	)	)	PUNCT
dem-1062	132	96	16.6111	16.6111	NUM
dem-1062	132	97	(	(	PUNCT
dem-1062	132	98	3.004	3.004	NUM
dem-1062	132	99	)	)	PUNCT
dem-1062	132	100	table	table	NOUN
dem-1062	132	101	10	10	NUM
dem-1062	132	102	.	.	PUNCT
dem-1062	133	1	dax	dax	PROPN
dem-1062	133	2	-	-	PUNCT
dem-1062	133	3	wig20	wig20	PROPN
dem-1062	133	4	.	.	PUNCT
dem-1062	134	1	parameter	parameter	NOUN
dem-1062	134	2	estimates	estimate	NOUN
dem-1062	134	3	for	for	ADP
dem-1062	134	4	the	the	DET
dem-1062	134	5	fitted	fit	VERB
dem-1062	134	6	dcc	dcc	PROPN
dem-1062	134	7	-	-	PUNCT
dem-1062	134	8	t	t	PROPN
dem-1062	134	9	-	-	PUNCT
dem-1062	134	10	copula	copula	NOUN
dem-1062	134	11	model	model	NOUN
dem-1062	134	12	(	(	PUNCT
dem-1062	134	13	standard	standard	ADJ
dem-1062	134	14	errors	error	NOUN
dem-1062	134	15	in	in	ADP
dem-1062	134	16	parentheses	parenthesis	NOUN
dem-1062	134	17	)	)	PUNCT
dem-1062	134	18	dax	dax	PROPN
dem-1062	134	19	and	and	CCONJ
dem-1062	134	20	wig20	wig20	PROPN
dem-1062	134	21	parameter	parameter	NOUN
dem-1062	134	22	in	in	ADP
dem-1062	134	23	local	local	ADJ
dem-1062	134	24	currencies	currency	NOUN
dem-1062	134	25	in	in	ADP
dem-1062	134	26	eur	eur	NOUN
dem-1062	134	27	in	in	ADP
dem-1062	134	28	usd	usd	NOUN
dem-1062	134	29	in	in	ADP
dem-1062	134	30	pln	pln	PROPN
dem-1062	134	31	dax	dax	PROPN
dem-1062	134	32	-	-	PUNCT
dem-1062	134	33	wig20	wig20	PROPN
dem-1062	134	34	-eur	-eur	PUNCT
dem-1062	134	35	/	/	SYM
dem-1062	134	36	pln	pln	PROPN
dem-1062	134	37			PROPN
dem-1062	134	38	0.0125	0.0125	NUM
dem-1062	134	39	(	(	PUNCT
dem-1062	134	40	0.005	0.005	NUM
dem-1062	134	41	)	)	PUNCT
dem-1062	134	42	0.0181	0.0181	NUM
dem-1062	134	43	(	(	PUNCT
dem-1062	134	44	0.008	0.008	NUM
dem-1062	134	45	)	)	PUNCT
dem-1062	134	46	0.0141	0.0141	NUM
dem-1062	134	47	(	(	PUNCT
dem-1062	134	48	0.003	0.003	NUM
dem-1062	134	49	)	)	PUNCT
dem-1062	134	50	0.0109	0.0109	NUM
dem-1062	134	51	(	(	PUNCT
dem-1062	134	52	0.003	0.003	NUM
dem-1062	134	53	)	)	PUNCT
dem-1062	134	54	0.0110	0.0110	NUM
dem-1062	134	55	(	(	PUNCT
dem-1062	134	56	0.002	0.002	NUM
dem-1062	134	57	)	)	PUNCT
dem-1062	134	58			PROPN
dem-1062	134	59	0.9875	0.9875	NUM
dem-1062	134	60	(	(	PUNCT
dem-1062	134	61	0.007	0.007	NUM
dem-1062	134	62	)	)	PUNCT
dem-1062	134	63	0.9793	0.9793	NUM
dem-1062	134	64	(	(	PUNCT
dem-1062	134	65	0.011	0.011	NUM
dem-1062	134	66	)	)	PUNCT
dem-1062	134	67	0.9852	0.9852	NUM
dem-1062	134	68	(	(	PUNCT
dem-1062	134	69	0.004	0.004	NUM
dem-1062	134	70	)	)	PUNCT
dem-1062	134	71	0.9865	0.9865	NUM
dem-1062	134	72	(	(	PUNCT
dem-1062	134	73	0.003	0.003	NUM
dem-1062	134	74	)	)	PUNCT
dem-1062	134	75	0.9863	0.9863	NUM
dem-1062	134	76	(	(	PUNCT
dem-1062	134	77	0.004	0.004	NUM
dem-1062	134	78	)	)	PUNCT
dem-1062	134	79			NOUN
dem-1062	134	80	12.017	12.017	NUM
dem-1062	134	81	(	(	PUNCT
dem-1062	134	82	2.468	2.468	NUM
dem-1062	134	83	)	)	PUNCT
dem-1062	134	84	12.154	12.154	NUM
dem-1062	134	85	(	(	PUNCT
dem-1062	134	86	2.555	2.555	NUM
dem-1062	134	87	)	)	PUNCT
dem-1062	135	1	14.516	14.516	NUM
dem-1062	135	2	(	(	PUNCT
dem-1062	135	3	3.640	3.640	NUM
dem-1062	135	4	)	)	PUNCT
dem-1062	135	5	14.372	14.372	NUM
dem-1062	135	6	(	(	PUNCT
dem-1062	135	7	3.435	3.435	NUM
dem-1062	135	8	)	)	PUNCT
dem-1062	135	9	17.213	17.213	NUM
dem-1062	135	10	(	(	PUNCT
dem-1062	135	11	3.199	3.199	NUM
dem-1062	135	12	)	)	PUNCT
dem-1062	135	13	table	table	NOUN
dem-1062	135	14	11	11	NUM
dem-1062	135	15	.	.	PUNCT
dem-1062	136	1	dax	dax	PROPN
dem-1062	136	2	-	-	PUNCT
dem-1062	136	3	nikkei225	nikkei225	PROPN
dem-1062	136	4	.	.	PUNCT
dem-1062	137	1	parameter	parameter	PROPN
dem-1062	137	2	estimates	estimate	NOUN
dem-1062	137	3	for	for	ADP
dem-1062	137	4	the	the	DET
dem-1062	137	5	fitted	fit	VERB
dem-1062	137	6	dcc	dcc	PROPN
dem-1062	137	7	-	-	PUNCT
dem-1062	137	8	t	t	PROPN
dem-1062	137	9	-	-	PUNCT
dem-1062	137	10	copula	copula	NOUN
dem-1062	137	11	model	model	NOUN
dem-1062	137	12	(	(	PUNCT
dem-1062	137	13	standard	standard	ADJ
dem-1062	137	14	errors	error	NOUN
dem-1062	137	15	in	in	ADP
dem-1062	137	16	parentheses	parenthesis	NOUN
dem-1062	137	17	)	)	PUNCT
dem-1062	137	18	dax	dax	NOUN
dem-1062	137	19	and	and	CCONJ
dem-1062	137	20	nikkei225	nikkei225	PROPN
dem-1062	137	21	parameter	parameter	NOUN
dem-1062	137	22	in	in	ADP
dem-1062	137	23	local	local	ADJ
dem-1062	137	24	currencies	currency	NOUN
dem-1062	137	25	in	in	ADP
dem-1062	137	26	eur	eur	NOUN
dem-1062	137	27	in	in	ADP
dem-1062	137	28	usd	usd	NOUN
dem-1062	137	29	in	in	ADP
dem-1062	137	30	jpy	jpy	PROPN
dem-1062	137	31	dax	dax	PROPN
dem-1062	137	32	-	-	PUNCT
dem-1062	137	33	nikkei	nikkei	PROPN
dem-1062	137	34	-eur	-eur	PROPN
dem-1062	137	35	/	/	SYM
dem-1062	137	36	jpy	jpy	PROPN
dem-1062	137	37			NOUN
dem-1062	137	38	0.0150	0.0150	NUM
dem-1062	137	39	(	(	PUNCT
dem-1062	137	40	0.018	0.018	NUM
dem-1062	137	41	)	)	PUNCT
dem-1062	137	42	0.0091	0.0091	NUM
dem-1062	137	43	(	(	PUNCT
dem-1062	137	44	0.004	0.004	NUM
dem-1062	137	45	)	)	PUNCT
dem-1062	137	46	0.0080	0.0080	NUM
dem-1062	137	47	(	(	PUNCT
dem-1062	137	48	0.003	0.003	NUM
dem-1062	137	49	)	)	PUNCT
dem-1062	137	50	0.0066	0.0066	NUM
dem-1062	137	51	(	(	PUNCT
dem-1062	137	52	0.003	0.003	NUM
dem-1062	137	53	)	)	PUNCT
dem-1062	137	54	0.0114	0.0114	NUM
dem-1062	137	55	(	(	PUNCT
dem-1062	137	56	0.002	0.002	NUM
dem-1062	137	57	)	)	PUNCT
dem-1062	137	58			NOUN
dem-1062	137	59	0.9339	0.9339	PROPN
dem-1062	137	60	(	(	PUNCT
dem-1062	137	61	0.142	0.142	NUM
dem-1062	137	62	)	)	PUNCT
dem-1062	137	63	0.9889	0.9889	NUM
dem-1062	137	64	(	(	PUNCT
dem-1062	137	65	0.006	0.006	NUM
dem-1062	137	66	)	)	PUNCT
dem-1062	137	67	0.9900	0.9900	NUM
dem-1062	137	68	(	(	PUNCT
dem-1062	137	69	0.004	0.004	NUM
dem-1062	137	70	)	)	PUNCT
dem-1062	137	71	0.9864	0.9864	NUM
dem-1062	137	72	(	(	PUNCT
dem-1062	137	73	0.006	0.006	NUM
dem-1062	137	74	)	)	PUNCT
dem-1062	137	75	0.9861	0.9861	NUM
dem-1062	137	76	(	(	PUNCT
dem-1062	137	77	0.003	0.003	NUM
dem-1062	137	78	)	)	PUNCT
dem-1062	137	79			NOUN
dem-1062	137	80	15.029	15.029	NUM
dem-1062	137	81	(	(	PUNCT
dem-1062	137	82	4.870	4.870	NUM
dem-1062	137	83	)	)	PUNCT
dem-1062	137	84	21.162	21.162	NUM
dem-1062	137	85	(	(	PUNCT
dem-1062	137	86	7.524	7.524	NUM
dem-1062	137	87	)	)	PUNCT
dem-1062	137	88	23.087	23.087	NUM
dem-1062	137	89	(	(	PUNCT
dem-1062	137	90	7.556	7.556	NUM
dem-1062	137	91	)	)	PUNCT
dem-1062	137	92	17.4376	17.4376	NUM
dem-1062	137	93	(	(	PUNCT
dem-1062	137	94	6.412	6.412	NUM
dem-1062	137	95	)	)	PUNCT
dem-1062	137	96	13.248	13.248	NUM
dem-1062	137	97	(	(	PUNCT
dem-1062	137	98	2.118	2.118	NUM
dem-1062	137	99	)	)	PUNCT
dem-1062	137	100	figure	figure	NOUN
dem-1062	137	101	1	1	NUM
dem-1062	137	102	shows	show	VERB
dem-1062	137	103	a	a	DET
dem-1062	137	104	comparison	comparison	NOUN
dem-1062	137	105	of	of	ADP
dem-1062	137	106	the	the	DET
dem-1062	137	107	dynamic	dynamic	ADJ
dem-1062	137	108	copula	copula	NOUN
dem-1062	137	109	correlations	correlation	NOUN
dem-1062	137	110	for	for	ADP
dem-1062	137	111	the	the	DET
dem-1062	137	112	pair	pair	NOUN
dem-1062	137	113	s&p500	s&p500	NOUN
dem-1062	137	114	-	-	PUNCT
dem-1062	137	115	dax	dax	PROPN
dem-1062	137	116	obtained	obtain	VERB
dem-1062	137	117	in	in	ADP
dem-1062	137	118	all	all	DET
dem-1062	137	119	the	the	DET
dem-1062	137	120	considered	consider	VERB
dem-1062	137	121	cases	case	NOUN
dem-1062	137	122	.	.	PUNCT
dem-1062	138	1	the	the	DET
dem-1062	138	2	dynamics	dynamic	NOUN
dem-1062	138	3	of	of	ADP
dem-1062	138	4	the	the	DET
dem-1062	138	5	correlations	correlation	NOUN
dem-1062	138	6	is	be	AUX
dem-1062	138	7	quite	quite	ADV
dem-1062	138	8	strong	strong	ADJ
dem-1062	138	9	.	.	PUNCT
dem-1062	139	1	the	the	DET
dem-1062	139	2	strongest	strong	ADJ
dem-1062	139	3	dependencies	dependency	NOUN
dem-1062	139	4	are	be	AUX
dem-1062	139	5	observed	observe	VERB
dem-1062	139	6	in	in	ADP
dem-1062	139	7	the	the	DET
dem-1062	139	8	years	year	NOUN
dem-1062	139	9	2001	2001	NUM
dem-1062	139	10	-	-	SYM
dem-1062	139	11	2004	2004	NUM
dem-1062	139	12	and	and	CCONJ
dem-1062	139	13	2008	2008	NUM
dem-1062	139	14	-	-	SYM
dem-1062	139	15	2009	2009	NUM
dem-1062	139	16	.	.	PUNCT
dem-1062	140	1	the	the	DET
dem-1062	140	2	values	value	NOUN
dem-1062	140	3	of	of	ADP
dem-1062	140	4	the	the	DET
dem-1062	140	5	correlations	correlation	NOUN
dem-1062	140	6	calculated	calculate	VERB
dem-1062	140	7	for	for	ADP
dem-1062	140	8	the	the	DET
dem-1062	140	9	indices	index	NOUN
dem-1062	140	10	denominated	denominate	VERB
dem-1062	140	11	in	in	ADP
dem-1062	140	12	local	local	ADJ
dem-1062	140	13	currencies	currency	NOUN
dem-1062	140	14	,	,	PUNCT
dem-1062	140	15	in	in	ADP
dem-1062	140	16	the	the	DET
dem-1062	140	17	euro	euro	NOUN
dem-1062	140	18	,	,	PUNCT
dem-1062	140	19	and	and	CCONJ
dem-1062	140	20	modeled	model	VERB
dem-1062	140	21	jointly	jointly	ADV
dem-1062	140	22	with	with	ADP
dem-1062	140	23	the	the	DET
dem-1062	140	24	exchange	exchange	NOUN
dem-1062	140	25	rate	rate	NOUN
dem-1062	140	26	eur	eur	PROPN
dem-1062	140	27	/	/	SYM
dem-1062	140	28	usd	usd	NOUN
dem-1062	140	29	are	be	AUX
dem-1062	140	30	quite	quite	ADV
dem-1062	140	31	close	close	ADJ
dem-1062	140	32	each	each	DET
dem-1062	140	33	other	other	ADJ
dem-1062	140	34	.	.	PUNCT
dem-1062	141	1	only	only	ADV
dem-1062	141	2	in	in	ADP
dem-1062	141	3	the	the	DET
dem-1062	141	4	case	case	NOUN
dem-1062	141	5	of	of	ADP
dem-1062	141	6	denomination	denomination	NOUN
dem-1062	141	7	in	in	ADP
dem-1062	141	8	the	the	DET
dem-1062	141	9	us	us	PROPN
dem-1062	141	10	dollar	dollar	NOUN
dem-1062	141	11	the	the	DET
dem-1062	141	12	correlation	correlation	NOUN
dem-1062	141	13	estimates	estimate	NOUN
dem-1062	141	14	are	be	AUX
dem-1062	141	15	clearly	clearly	ADV
dem-1062	141	16	lower	low	ADJ
dem-1062	141	17	.	.	PUNCT
dem-1062	142	1	the	the	DET
dem-1062	142	2	mean	mean	ADJ
dem-1062	142	3	levels	level	NOUN
dem-1062	142	4	of	of	ADP
dem-1062	142	5	the	the	DET
dem-1062	142	6	estimated	estimate	VERB
dem-1062	142	7	dynamic	dynamic	ADJ
dem-1062	142	8	copula	copula	NOUN
dem-1062	142	9	correlations	correlation	NOUN
dem-1062	142	10	(	(	PUNCT
dem-1062	142	11	table	table	NOUN
dem-1062	142	12	12	12	NUM
dem-1062	142	13	)	)	PUNCT
dem-1062	142	14	are	be	AUX
dem-1062	142	15	significantly	significantly	ADV
dem-1062	142	16	different	different	ADJ
dem-1062	142	17	and	and	CCONJ
dem-1062	142	18	the	the	DET
dem-1062	142	19	highest	high	ADJ
dem-1062	142	20	mean	mean	NOUN
dem-1062	142	21	is	be	AUX
dem-1062	142	22	obtained	obtain	VERB
dem-1062	142	23	in	in	ADP
dem-1062	142	24	the	the	DET
dem-1062	142	25	case	case	NOUN
dem-1062	142	26	of	of	ADP
dem-1062	142	27	the	the	DET
dem-1062	142	28	dependencies	dependency	NOUN
dem-1062	142	29	between	between	ADP
dem-1062	142	30	the	the	DET
dem-1062	142	31	indices	index	NOUN
dem-1062	142	32	and	and	CCONJ
dem-1062	142	33	the	the	DET
dem-1062	142	34	exchange	exchange	NOUN
dem-1062	142	35	rate	rate	NOUN
dem-1062	142	36	eur	eur	PROPN
dem-1062	142	37	/	/	SYM
dem-1062	142	38	pln	pln	PROPN
dem-1062	142	39	modeled	model	VERB
dem-1062	142	40	jointly	jointly	ADV
dem-1062	142	41	.	.	PUNCT
dem-1062	143	1	the	the	DET
dem-1062	143	2	null	null	ADJ
dem-1062	143	3	hypothesis	hypothesis	NOUN
dem-1062	143	4	about	about	ADP
dem-1062	143	5	equality	equality	NOUN
dem-1062	143	6	of	of	ADP
dem-1062	143	7	the	the	DET
dem-1062	143	8	means	mean	NOUN
dem-1062	143	9	was	be	AUX
dem-1062	143	10	tested	test	VERB
dem-1062	143	11	using	use	VERB
dem-1062	143	12	the	the	DET
dem-1062	143	13	model	model	NOUN
dem-1062	143	14	confidence	confidence	NOUN
dem-1062	143	15	małgorzata	małgorzata	NOUN
dem-1062	143	16	doman	doman	PROPN
dem-1062	143	17	,	,	PUNCT
dem-1062	143	18	ryszard	ryszard	NOUN
dem-1062	143	19	doman	doman	PROPN
dem-1062	143	20	82	82	NUM
dem-1062	143	21	set	set	NOUN
dem-1062	143	22	(	(	PUNCT
dem-1062	143	23	mcs	mcs	NOUN
dem-1062	143	24	)	)	PUNCT
dem-1062	143	25	procedure	procedure	NOUN
dem-1062	143	26	(	(	PUNCT
dem-1062	143	27	hansen	hansen	PROPN
dem-1062	143	28	et	et	PROPN
dem-1062	143	29	al	al	PROPN
dem-1062	143	30	.	.	PROPN
dem-1062	143	31	,	,	PUNCT
dem-1062	143	32	2003	2003	NUM
dem-1062	143	33	,	,	PUNCT
dem-1062	143	34	2011	2011	NUM
dem-1062	143	35	;	;	PUNCT
dem-1062	143	36	hansen	hansen	PROPN
dem-1062	143	37	and	and	CCONJ
dem-1062	143	38	lunde	lunde	PROPN
dem-1062	143	39	,	,	PUNCT
dem-1062	143	40	2007	2007	NUM
dem-1062	143	41	)	)	PUNCT
dem-1062	143	42	applied	apply	VERB
dem-1062	143	43	to	to	ADP
dem-1062	143	44	the	the	DET
dem-1062	143	45	set	set	NOUN
dem-1062	143	46	of	of	ADP
dem-1062	143	47	the	the	DET
dem-1062	143	48	dynamic	dynamic	ADJ
dem-1062	143	49	copula	copula	NOUN
dem-1062	143	50	correlations	correlation	NOUN
dem-1062	143	51	series	series	NOUN
dem-1062	143	52	.	.	PUNCT
dem-1062	144	1	figure	figure	NOUN
dem-1062	144	2	1	1	NUM
dem-1062	144	3	.	.	PUNCT
dem-1062	144	4	s&p500	s&p500	PROPN
dem-1062	144	5	and	and	CCONJ
dem-1062	144	6	dax	dax	PROPN
dem-1062	144	7	.	.	PUNCT
dem-1062	144	8	dynamic	dynamic	ADJ
dem-1062	144	9	copula	copula	NOUN
dem-1062	144	10	correlations	correlation	NOUN
dem-1062	144	11	from	from	ADP
dem-1062	144	12	dcc	dcc	PROPN
dem-1062	144	13	-	-	PUNCT
dem-1062	144	14	t	t	PROPN
dem-1062	144	15	-	-	PUNCT
dem-1062	144	16	copula	copula	NOUN
dem-1062	144	17	model	model	NOUN
dem-1062	144	18	figure	figure	NOUN
dem-1062	144	19	2	2	NUM
dem-1062	144	20	.	.	PUNCT
dem-1062	144	21	s&p500	s&p500	NOUN
dem-1062	144	22	and	and	CCONJ
dem-1062	144	23	wig20	wig20	PROPN
dem-1062	144	24	.	.	PUNCT
dem-1062	145	1	dynamic	dynamic	ADJ
dem-1062	145	2	copula	copula	NOUN
dem-1062	145	3	correlations	correlation	NOUN
dem-1062	145	4	from	from	ADP
dem-1062	145	5	dcc	dcc	PROPN
dem-1062	145	6	-	-	PUNCT
dem-1062	145	7	t	t	PROPN
dem-1062	145	8	-	-	PUNCT
dem-1062	145	9	copula	copula	NOUN
dem-1062	145	10	model	model	NOUN
dem-1062	145	11	the	the	DET
dem-1062	145	12	estimates	estimate	NOUN
dem-1062	145	13	of	of	ADP
dem-1062	145	14	dynamic	dynamic	ADJ
dem-1062	145	15	copula	copula	NOUN
dem-1062	145	16	correlations	correlation	NOUN
dem-1062	145	17	obtained	obtain	VERB
dem-1062	145	18	for	for	ADP
dem-1062	145	19	the	the	DET
dem-1062	145	20	pair	pair	NOUN
dem-1062	145	21	s&p500wig20	s&p500wig20	NOUN
dem-1062	145	22	are	be	AUX
dem-1062	145	23	much	much	ADV
dem-1062	145	24	lower	low	ADJ
dem-1062	145	25	but	but	CCONJ
dem-1062	145	26	show	show	VERB
dem-1062	145	27	similar	similar	ADJ
dem-1062	145	28	pattern	pattern	NOUN
dem-1062	145	29	as	as	ADP
dem-1062	145	30	in	in	ADP
dem-1062	145	31	the	the	DET
dem-1062	145	32	previous	previous	ADJ
dem-1062	145	33	case	case	NOUN
dem-1062	145	34	–	–	PUNCT
dem-1062	145	35	the	the	DET
dem-1062	145	36	dynamics	dynamic	NOUN
dem-1062	145	37	of	of	ADP
dem-1062	145	38	the	the	DET
dem-1062	145	39	conditional	conditional	ADJ
dem-1062	145	40	copula	copula	NOUN
dem-1062	145	41	correlations	correlation	NOUN
dem-1062	145	42	is	be	AUX
dem-1062	145	43	strong	strong	ADJ
dem-1062	145	44	but	but	CCONJ
dem-1062	145	45	it	it	PRON
dem-1062	145	46	does	do	AUX
dem-1062	145	47	not	not	PART
dem-1062	145	48	depend	depend	VERB
dem-1062	145	49	significantly	significantly	ADV
dem-1062	145	50	on	on	ADP
dem-1062	145	51	the	the	DET
dem-1062	145	52	choice	choice	NOUN
dem-1062	145	53	of	of	ADP
dem-1062	145	54	currency	currency	NOUN
dem-1062	145	55	.	.	PUNCT
dem-1062	146	1	the	the	DET
dem-1062	146	2	only	only	ADJ
dem-1062	146	3	exception	exception	NOUN
dem-1062	146	4	concerns	concern	VERB
dem-1062	146	5	the	the	DET
dem-1062	146	6	clearly	clearly	ADV
dem-1062	146	7	weaker	weak	ADJ
dem-1062	146	8	dependencies	dependency	NOUN
dem-1062	146	9	in	in	ADP
dem-1062	146	10	the	the	DET
dem-1062	146	11	case	case	NOUN
dem-1062	146	12	of	of	ADP
dem-1062	146	13	the	the	DET
dem-1062	146	14	indices	index	NOUN
dem-1062	146	15	denominated	denominate	VERB
dem-1062	146	16	in	in	ADP
dem-1062	146	17	the	the	DET
dem-1062	146	18	polish	polish	ADJ
dem-1062	146	19	zloty	zloty	NOUN
dem-1062	146	20	.	.	PUNCT
dem-1062	147	1	the	the	DET
dem-1062	147	2	difference	difference	NOUN
dem-1062	147	3	is	be	AUX
dem-1062	147	4	more	more	ADV
dem-1062	147	5	visible	visible	ADJ
dem-1062	147	6	after	after	ADP
dem-1062	147	7	poland	poland	NOUN
dem-1062	147	8	joining	join	VERB
dem-1062	147	9	the	the	DET
dem-1062	147	10	eu	eu	PROPN
dem-1062	147	11	.	.	PUNCT
dem-1062	148	1	the	the	DET
dem-1062	148	2	testing	testing	NOUN
dem-1062	148	3	procedure	procedure	NOUN
dem-1062	148	4	,	,	PUNCT
dem-1062	148	5	the	the	DET
dem-1062	148	6	same	same	ADJ
dem-1062	148	7	as	as	ADP
dem-1062	148	8	in	in	ADP
dem-1062	148	9	the	the	DET
dem-1062	148	10	previous	previous	ADJ
dem-1062	148	11	considered	consider	VERB
dem-1062	148	12	case	case	NOUN
dem-1062	148	13	,	,	PUNCT
dem-1062	148	14	indicate	indicate	VERB
dem-1062	148	15	that	that	SCONJ
dem-1062	148	16	the	the	DET
dem-1062	148	17	mean	mean	ADJ
dem-1062	148	18	levels	level	NOUN
dem-1062	148	19	‐0,1	‐0,1	NOUN
dem-1062	148	20	0	0	NUM
dem-1062	148	21	0,1	0,1	NUM
dem-1062	148	22	0,2	0,2	NUM
dem-1062	148	23	0,3	0,3	NUM
dem-1062	148	24	0,4	0,4	NUM
dem-1062	148	25	0,5	0,5	NUM
dem-1062	148	26	0,6	0,6	NUM
dem-1062	148	27	0,7	0,7	NUM
dem-1062	148	28	0,8	0,8	NUM
dem-1062	148	29	0,9	0,9	NUM
dem-1062	148	30	1	1	NUM
dem-1062	148	31	1	1	NUM
dem-1062	148	32	201	201	NUM
dem-1062	148	33	401	401	NUM
dem-1062	148	34	601	601	NUM
dem-1062	148	35	801	801	NUM
dem-1062	148	36	1001	1001	NUM
dem-1062	148	37	1201	1201	NUM
dem-1062	148	38	1401	1401	NUM
dem-1062	148	39	1601	1601	NUM
dem-1062	148	40	1801	1801	NUM
dem-1062	148	41	2001	2001	NUM
dem-1062	148	42	2201	2201	NUM
dem-1062	148	43	2401	2401	NUM
dem-1062	148	44	2601	2601	NUM
dem-1062	148	45	2801	2801	NUM
dem-1062	148	46	3001	3001	NUM
dem-1062	148	47	3201	3201	NUM
dem-1062	148	48	3401	3401	NUM
dem-1062	148	49	3601	3601	NUM
dem-1062	148	50	in	in	ADP
dem-1062	148	51	 	 	SPACE
dem-1062	148	52	local	local	ADJ
dem-1062	148	53	 	 	SPACE
dem-1062	148	54	currencies	currency	NOUN
dem-1062	148	55	in	in	ADP
dem-1062	148	56	 	 	SPACE
dem-1062	148	57	eur	eur	NOUN
dem-1062	148	58	in	in	ADP
dem-1062	148	59	 	 	SPACE
dem-1062	148	60	usd	usd	NOUN
dem-1062	148	61	jointly	jointly	ADV
dem-1062	148	62	 	 	SPACE
dem-1062	148	63	with	with	ADP
dem-1062	148	64	 	 	SPACE
dem-1062	148	65	eurusd	eurusd	PROPN
dem-1062	148	66	‐0,2	‐0,2	PROPN
dem-1062	148	67	‐0,1	‐0,1	NOUN
dem-1062	148	68	0	0	NUM
dem-1062	148	69	0,1	0,1	NUM
dem-1062	148	70	0,2	0,2	NUM
dem-1062	148	71	0,3	0,3	NUM
dem-1062	148	72	0,4	0,4	NUM
dem-1062	148	73	0,5	0,5	NUM
dem-1062	148	74	0,6	0,6	NUM
dem-1062	148	75	1	1	NUM
dem-1062	148	76	201	201	NUM
dem-1062	148	77	401	401	NUM
dem-1062	148	78	601	601	NUM
dem-1062	148	79	801	801	NUM
dem-1062	148	80	1001	1001	NUM
dem-1062	148	81	1201	1201	NUM
dem-1062	148	82	1401	1401	NUM
dem-1062	148	83	1601	1601	NUM
dem-1062	148	84	1801	1801	NUM
dem-1062	148	85	2001	2001	NUM
dem-1062	148	86	2201	2201	NUM
dem-1062	148	87	2401	2401	NUM
dem-1062	148	88	2601	2601	NUM
dem-1062	148	89	2801	2801	NUM
dem-1062	148	90	3001	3001	NUM
dem-1062	148	91	3201	3201	NUM
dem-1062	148	92	3401	3401	NUM
dem-1062	148	93	3601	3601	NUM
dem-1062	148	94	in	in	ADP
dem-1062	148	95	 	 	SPACE
dem-1062	148	96	local	local	ADJ
dem-1062	148	97	 	 	SPACE
dem-1062	148	98	currencies	currency	NOUN
dem-1062	148	99	in	in	ADP
dem-1062	148	100	 	 	SPACE
dem-1062	148	101	usd	usd	NOUN
dem-1062	148	102	in	in	ADP
dem-1062	148	103	 	 	SPACE
dem-1062	148	104	eur	eur	NOUN
dem-1062	148	105	in	in	ADP
dem-1062	148	106	 	 	SPACE
dem-1062	148	107	pln	pln	PROPN
dem-1062	148	108	jointly	jointly	ADV
dem-1062	148	109	 	 	SPACE
dem-1062	148	110	with	with	ADP
dem-1062	148	111	 	 	SPACE
dem-1062	148	112	usdpln	usdpln	PROPN
dem-1062	148	113	the	the	DET
dem-1062	148	114	impact	impact	NOUN
dem-1062	148	115	of	of	ADP
dem-1062	148	116	the	the	DET
dem-1062	148	117	exchange	exchange	NOUN
dem-1062	148	118	rate	rate	NOUN
dem-1062	148	119	dynamics	dynamic	NOUN
dem-1062	148	120	on	on	ADP
dem-1062	148	121	the	the	DET
dem-1062	148	122	dependencies	dependency	NOUN
dem-1062	148	123	…	…	PUNCT
dem-1062	148	124	83	83	NUM
dem-1062	148	125	of	of	ADP
dem-1062	148	126	the	the	DET
dem-1062	148	127	estimated	estimate	VERB
dem-1062	148	128	dynamic	dynamic	ADJ
dem-1062	148	129	copula	copula	NOUN
dem-1062	148	130	correlations	correlation	NOUN
dem-1062	148	131	(	(	PUNCT
dem-1062	148	132	table	table	NOUN
dem-1062	148	133	12	12	NUM
dem-1062	148	134	)	)	PUNCT
dem-1062	148	135	are	be	AUX
dem-1062	148	136	significantly	significantly	ADV
dem-1062	148	137	different	different	ADJ
dem-1062	148	138	.	.	PUNCT
dem-1062	149	1	table	table	NOUN
dem-1062	149	2	12	12	NUM
dem-1062	149	3	.	.	PUNCT
dem-1062	150	1	means	mean	NOUN
dem-1062	150	2	of	of	ADP
dem-1062	150	3	the	the	DET
dem-1062	150	4	dynamic	dynamic	ADJ
dem-1062	150	5	copula	copula	NOUN
dem-1062	150	6	correlation	correlation	NOUN
dem-1062	150	7	estimates	estimate	NOUN
dem-1062	150	8	for	for	ADP
dem-1062	150	9	the	the	DET
dem-1062	150	10	pairs	pair	NOUN
dem-1062	150	11	s&p500dax	s&p500dax	NOUN
dem-1062	150	12	and	and	CCONJ
dem-1062	150	13	s&p500	s&p500	NOUN
dem-1062	150	14	-	-	PUNCT
dem-1062	150	15	wig20	wig20	PROPN
dem-1062	150	16	s&p500	s&p500	NOUN
dem-1062	150	17	and	and	CCONJ
dem-1062	150	18	dax	dax	PROPN
dem-1062	150	19	wig20	wig20	PROPN
dem-1062	150	20	in	in	ADP
dem-1062	150	21	local	local	ADJ
dem-1062	150	22	currencies	currency	NOUN
dem-1062	150	23	0.4975	0.4975	NUM
dem-1062	150	24	0.2434	0.2434	NUM
dem-1062	150	25	in	in	ADP
dem-1062	150	26	usd	usd	NOUN
dem-1062	150	27	0.4339	0.4339	NUM
dem-1062	150	28	0.2345	0.2345	NUM
dem-1062	150	29	in	in	ADP
dem-1062	150	30	eur	eur	PROPN
dem-1062	150	31	0.4903	0.4903	NUM
dem-1062	150	32	0.2711	0.2711	NUM
dem-1062	150	33	modeled	model	VERB
dem-1062	150	34	jointly	jointly	ADV
dem-1062	150	35	with	with	ADP
dem-1062	150	36	the	the	DET
dem-1062	150	37	exchange	exchange	NOUN
dem-1062	150	38	rate	rate	NOUN
dem-1062	150	39	0.4992	0.4992	NUM
dem-1062	150	40	0.2455	0.2455	NUM
dem-1062	150	41	in	in	ADP
dem-1062	150	42	pln	pln	PROPN
dem-1062	150	43	0.1325	0.1325	NUM
dem-1062	150	44	table	table	NOUN
dem-1062	150	45	13	13	NUM
dem-1062	150	46	.	.	PUNCT
dem-1062	151	1	means	mean	NOUN
dem-1062	151	2	of	of	ADP
dem-1062	151	3	the	the	DET
dem-1062	151	4	dynamic	dynamic	ADJ
dem-1062	151	5	copula	copula	NOUN
dem-1062	151	6	correlation	correlation	NOUN
dem-1062	151	7	estimates	estimate	NOUN
dem-1062	151	8	for	for	ADP
dem-1062	151	9	the	the	DET
dem-1062	151	10	pairs	pair	NOUN
dem-1062	151	11	dax	dax	NOUN
dem-1062	151	12	-	-	PUNCT
dem-1062	151	13	wig20	wig20	PROPN
dem-1062	151	14	and	and	CCONJ
dem-1062	151	15	dax	dax	PROPN
dem-1062	151	16	-	-	PUNCT
dem-1062	151	17	nikkei225	nikkei225	PROPN
dem-1062	151	18	dax	dax	X
dem-1062	151	19	and	and	CCONJ
dem-1062	151	20	wig20	wig20	PROPN
dem-1062	151	21	nikkei225	nikkei225	PROPN
dem-1062	152	1	in	in	ADP
dem-1062	152	2	local	local	ADJ
dem-1062	152	3	currencies	currency	NOUN
dem-1062	152	4	0.4185	0.4185	NUM
dem-1062	152	5	0.2957	0.2957	NOUN
dem-1062	152	6	in	in	ADP
dem-1062	152	7	usd	usd	NOUN
dem-1062	152	8	0.4432	0.4432	NUM
dem-1062	152	9	0.2913	0.2913	NUM
dem-1062	152	10	in	in	ADP
dem-1062	152	11	eur	eur	PROPN
dem-1062	152	12	0.4436	0.4436	NUM
dem-1062	152	13	0.2601	0.2601	NUM
dem-1062	152	14	modeled	model	VERB
dem-1062	152	15	jointly	jointly	ADV
dem-1062	152	16	with	with	ADP
dem-1062	152	17	the	the	DET
dem-1062	152	18	exchange	exchange	NOUN
dem-1062	152	19	rate	rate	NOUN
dem-1062	152	20	0.4195	0.4195	NUM
dem-1062	152	21	0.3015	0.3015	NUM
dem-1062	152	22	in	in	ADP
dem-1062	152	23	pln	pln	PROPN
dem-1062	152	24	0.3386	0.3386	NUM
dem-1062	152	25	-----	-----	PUNCT
dem-1062	152	26	in	in	ADP
dem-1062	152	27	jpy	jpy	PROPN
dem-1062	152	28	-----0.2571	-----0.2571	PROPN
dem-1062	152	29	figure	figure	NOUN
dem-1062	153	1	3	3	NUM
dem-1062	153	2	.	.	X
dem-1062	154	1	dax	dax	PROPN
dem-1062	154	2	and	and	CCONJ
dem-1062	154	3	wig20	wig20	PROPN
dem-1062	154	4	.	.	PUNCT
dem-1062	155	1	dynamic	dynamic	ADJ
dem-1062	155	2	copula	copula	NOUN
dem-1062	155	3	correlations	correlation	NOUN
dem-1062	155	4	from	from	ADP
dem-1062	155	5	dcc	dcc	PROPN
dem-1062	155	6	-	-	PUNCT
dem-1062	155	7	t	t	PROPN
dem-1062	155	8	-	-	PUNCT
dem-1062	155	9	copula	copula	NOUN
dem-1062	155	10	models	model	NOUN
dem-1062	155	11	the	the	DET
dem-1062	155	12	estimates	estimate	NOUN
dem-1062	155	13	of	of	ADP
dem-1062	155	14	dynamic	dynamic	ADJ
dem-1062	155	15	copula	copula	NOUN
dem-1062	155	16	correlations	correlation	NOUN
dem-1062	155	17	obtained	obtain	VERB
dem-1062	155	18	for	for	ADP
dem-1062	155	19	the	the	DET
dem-1062	155	20	pair	pair	NOUN
dem-1062	155	21	daxwig20	daxwig20	NOUN
dem-1062	155	22	are	be	AUX
dem-1062	155	23	presented	present	VERB
dem-1062	155	24	in	in	ADP
dem-1062	155	25	figure	figure	NOUN
dem-1062	155	26	3	3	NUM
dem-1062	155	27	.	.	PUNCT
dem-1062	156	1	in	in	ADP
dem-1062	156	2	general	general	ADJ
dem-1062	156	3	,	,	PUNCT
dem-1062	156	4	the	the	DET
dem-1062	156	5	differences	difference	NOUN
dem-1062	156	6	between	between	ADP
dem-1062	156	7	the	the	DET
dem-1062	156	8	estimates	estimate	NOUN
dem-1062	156	9	are	be	AUX
dem-1062	156	10	not	not	PART
dem-1062	156	11	very	very	ADV
dem-1062	156	12	high	high	ADJ
dem-1062	156	13	and	and	CCONJ
dem-1062	156	14	the	the	DET
dem-1062	156	15	dynamics	dynamic	NOUN
dem-1062	156	16	in	in	ADP
dem-1062	156	17	all	all	DET
dem-1062	156	18	cases	case	NOUN
dem-1062	156	19	is	be	AUX
dem-1062	156	20	similar	similar	ADJ
dem-1062	156	21	.	.	PUNCT
dem-1062	157	1	however	however	ADV
dem-1062	157	2	,	,	PUNCT
dem-1062	157	3	once	once	ADV
dem-1062	157	4	again	again	ADV
dem-1062	157	5	,	,	PUNCT
dem-1062	157	6	we	we	PRON
dem-1062	157	7	can	can	AUX
dem-1062	157	8	observe	observe	VERB
dem-1062	157	9	the	the	DET
dem-1062	157	10	impact	impact	NOUN
dem-1062	157	11	of	of	ADP
dem-1062	157	12	poland	poland	PROPN
dem-1062	157	13	’s	’s	PART
dem-1062	157	14	eu	eu	PROPN
dem-1062	157	15	joining	join	VERB
dem-1062	157	16	on	on	ADP
dem-1062	157	17	the	the	DET
dem-1062	157	18	conditional	conditional	ADJ
dem-1062	157	19	correlations	correlation	NOUN
dem-1062	157	20	calculated	calculate	VERB
dem-1062	157	21	for	for	ADP
dem-1062	157	22	the	the	DET
dem-1062	157	23	indices	index	NOUN
dem-1062	157	24	denominated	denominate	VERB
dem-1062	157	25	in	in	ADP
dem-1062	157	26	the	the	DET
dem-1062	157	27	polish	polish	ADJ
dem-1062	157	28	zloty	zloty	NOUN
dem-1062	157	29	.	.	PUNCT
dem-1062	158	1	mean	mean	ADJ
dem-1062	158	2	levels	level	NOUN
dem-1062	158	3	of	of	ADP
dem-1062	158	4	the	the	DET
dem-1062	158	5	conditional	conditional	ADJ
dem-1062	158	6	correlation	correlation	NOUN
dem-1062	158	7	estimates	estimate	NOUN
dem-1062	158	8	are	be	AUX
dem-1062	158	9	presented	present	VERB
dem-1062	158	10	in	in	ADP
dem-1062	158	11	table	table	NOUN
dem-1062	158	12	13	13	NUM
dem-1062	158	13	.	.	PUNCT
dem-1062	159	1	the	the	DET
dem-1062	159	2	testing	testing	NOUN
dem-1062	159	3	mcs	mcs	PROPN
dem-1062	159	4	procedure	procedure	NOUN
dem-1062	159	5	indicates	indicate	VERB
dem-1062	159	6	that	that	SCONJ
dem-1062	159	7	the	the	DET
dem-1062	159	8	mean	mean	ADJ
dem-1062	159	9	levels	level	NOUN
dem-1062	159	10	of	of	ADP
dem-1062	159	11	the	the	DET
dem-1062	159	12	conditional	conditional	ADJ
dem-1062	159	13	correla‐0,1	correla‐0,1	NOUN
dem-1062	159	14	0	0	NUM
dem-1062	159	15	0,1	0,1	NUM
dem-1062	159	16	0,2	0,2	NUM
dem-1062	159	17	0,3	0,3	NUM
dem-1062	159	18	0,4	0,4	NUM
dem-1062	159	19	0,5	0,5	NUM
dem-1062	159	20	0,6	0,6	NUM
dem-1062	159	21	0,7	0,7	NUM
dem-1062	159	22	0,8	0,8	NUM
dem-1062	159	23	0,9	0,9	NUM
dem-1062	159	24	1	1	NUM
dem-1062	159	25	201	201	NUM
dem-1062	159	26	401	401	NUM
dem-1062	159	27	601	601	NUM
dem-1062	159	28	801	801	NUM
dem-1062	159	29	1001	1001	NUM
dem-1062	159	30	1201	1201	NUM
dem-1062	159	31	1401	1401	NUM
dem-1062	159	32	1601	1601	NUM
dem-1062	159	33	1801	1801	NUM
dem-1062	159	34	2001	2001	NUM
dem-1062	159	35	2201	2201	NUM
dem-1062	159	36	2401	2401	NUM
dem-1062	159	37	2601	2601	NUM
dem-1062	159	38	2801	2801	NUM
dem-1062	159	39	3001	3001	NUM
dem-1062	159	40	3201	3201	NUM
dem-1062	159	41	3401	3401	NUM
dem-1062	159	42	3601	3601	NUM
dem-1062	159	43	in	in	ADP
dem-1062	159	44	 	 	SPACE
dem-1062	159	45	usd	usd	NOUN
dem-1062	159	46	in	in	ADP
dem-1062	159	47	 	 	SPACE
dem-1062	159	48	pln	pln	PROPN
dem-1062	159	49	jointly	jointly	ADV
dem-1062	159	50	 	 	SPACE
dem-1062	159	51	with	with	ADP
dem-1062	159	52	 	 	SPACE
dem-1062	159	53	eurpln	eurpln	NOUN
dem-1062	159	54	in	in	ADP
dem-1062	159	55	 	 	SPACE
dem-1062	159	56	eur	eur	NOUN
dem-1062	159	57	in	in	ADP
dem-1062	159	58	 	 	SPACE
dem-1062	159	59	local	local	ADJ
dem-1062	159	60	 	 	SPACE
dem-1062	159	61	currencies	currency	NOUN
dem-1062	159	62	małgorzata	małgorzata	NOUN
dem-1062	159	63	doman	doman	PROPN
dem-1062	159	64	,	,	PUNCT
dem-1062	159	65	ryszard	ryszard	NOUN
dem-1062	159	66	doman	doman	NOUN
dem-1062	159	67	84	84	NUM
dem-1062	159	68	tions	tion	NOUN
dem-1062	159	69	are	be	AUX
dem-1062	159	70	statistically	statistically	ADV
dem-1062	159	71	undistinguishable	undistinguishable	ADJ
dem-1062	159	72	in	in	ADP
dem-1062	159	73	the	the	DET
dem-1062	159	74	case	case	NOUN
dem-1062	159	75	of	of	ADP
dem-1062	159	76	denomination	denomination	NOUN
dem-1062	159	77	in	in	ADP
dem-1062	159	78	the	the	DET
dem-1062	159	79	eur	eur	NOUN
dem-1062	159	80	and	and	CCONJ
dem-1062	159	81	in	in	ADP
dem-1062	159	82	the	the	DET
dem-1062	159	83	usd	usd	NOUN
dem-1062	159	84	and	and	CCONJ
dem-1062	159	85	this	this	DET
dem-1062	159	86	mean	mean	ADJ
dem-1062	159	87	level	level	NOUN
dem-1062	159	88	is	be	AUX
dem-1062	159	89	the	the	DET
dem-1062	159	90	highest	high	ADJ
dem-1062	159	91	one	one	NUM
dem-1062	159	92	.	.	PUNCT
dem-1062	160	1	figure	figure	NOUN
dem-1062	160	2	4	4	NUM
dem-1062	160	3	.	.	X
dem-1062	161	1	dax	dax	PROPN
dem-1062	161	2	and	and	CCONJ
dem-1062	161	3	nikkei225	nikkei225	PROPN
dem-1062	161	4	.	.	PUNCT
dem-1062	162	1	dynamic	dynamic	ADJ
dem-1062	162	2	copula	copula	NOUN
dem-1062	162	3	correlations	correlation	NOUN
dem-1062	162	4	from	from	ADP
dem-1062	162	5	dcc	dcc	PROPN
dem-1062	162	6	-	-	PUNCT
dem-1062	162	7	t	t	PROPN
dem-1062	162	8	-	-	PUNCT
dem-1062	162	9	copula	copula	NOUN
dem-1062	162	10	models	model	NOUN
dem-1062	162	11	the	the	DET
dem-1062	162	12	dynamics	dynamic	NOUN
dem-1062	162	13	of	of	ADP
dem-1062	162	14	the	the	DET
dem-1062	162	15	conditional	conditional	ADJ
dem-1062	162	16	correlations	correlation	NOUN
dem-1062	162	17	between	between	ADP
dem-1062	162	18	the	the	DET
dem-1062	162	19	returns	return	NOUN
dem-1062	162	20	on	on	ADP
dem-1062	162	21	the	the	DET
dem-1062	162	22	dax	dax	NOUN
dem-1062	162	23	and	and	CCONJ
dem-1062	162	24	the	the	DET
dem-1062	162	25	nikkei	nikkei	PROPN
dem-1062	162	26	225	225	NUM
dem-1062	162	27	shows	show	VERB
dem-1062	162	28	slightly	slightly	ADV
dem-1062	162	29	different	different	ADJ
dem-1062	162	30	patterns	pattern	NOUN
dem-1062	162	31	(	(	PUNCT
dem-1062	162	32	figure	figure	NOUN
dem-1062	162	33	4	4	NUM
dem-1062	162	34	)	)	PUNCT
dem-1062	162	35	.	.	PUNCT
dem-1062	163	1	denominating	denominate	VERB
dem-1062	163	2	the	the	DET
dem-1062	163	3	indices	index	NOUN
dem-1062	163	4	in	in	ADP
dem-1062	163	5	the	the	DET
dem-1062	163	6	yen	yen	NOUN
dem-1062	163	7	results	result	NOUN
dem-1062	163	8	in	in	ADP
dem-1062	163	9	the	the	DET
dem-1062	163	10	lowest	low	ADJ
dem-1062	163	11	values	value	NOUN
dem-1062	163	12	of	of	ADP
dem-1062	163	13	the	the	DET
dem-1062	163	14	correlation	correlation	NOUN
dem-1062	163	15	estimates	estimate	NOUN
dem-1062	163	16	.	.	PUNCT
dem-1062	164	1	the	the	DET
dem-1062	164	2	most	most	ADV
dem-1062	164	3	interesting	interesting	ADJ
dem-1062	164	4	thing	thing	NOUN
dem-1062	164	5	one	one	PRON
dem-1062	164	6	can	can	AUX
dem-1062	164	7	see	see	VERB
dem-1062	164	8	in	in	ADP
dem-1062	164	9	figure	figure	NOUN
dem-1062	164	10	4	4	NUM
dem-1062	164	11	is	be	AUX
dem-1062	164	12	that	that	SCONJ
dem-1062	164	13	from	from	ADP
dem-1062	164	14	the	the	DET
dem-1062	164	15	beginning	beginning	NOUN
dem-1062	164	16	of	of	ADP
dem-1062	164	17	the	the	DET
dem-1062	164	18	financial	financial	ADJ
dem-1062	164	19	crisis	crisis	NOUN
dem-1062	164	20	2007	2007	NUM
dem-1062	164	21	-	-	SYM
dem-1062	164	22	2009	2009	NUM
dem-1062	164	23	the	the	DET
dem-1062	164	24	plots	plot	NOUN
dem-1062	164	25	of	of	ADP
dem-1062	164	26	the	the	DET
dem-1062	164	27	conditional	conditional	ADJ
dem-1062	164	28	correlations	correlation	NOUN
dem-1062	164	29	estimates	estimate	NOUN
dem-1062	164	30	start	start	VERB
dem-1062	164	31	to	to	PART
dem-1062	164	32	disperse	disperse	VERB
dem-1062	164	33	.	.	PUNCT
dem-1062	165	1	starting	start	VERB
dem-1062	165	2	from	from	ADP
dem-1062	165	3	that	that	DET
dem-1062	165	4	point	point	NOUN
dem-1062	165	5	,	,	PUNCT
dem-1062	165	6	the	the	DET
dem-1062	165	7	dependencies	dependency	NOUN
dem-1062	165	8	measured	measure	VERB
dem-1062	165	9	for	for	ADP
dem-1062	165	10	the	the	DET
dem-1062	165	11	indices	index	NOUN
dem-1062	165	12	denominated	denominate	VERB
dem-1062	165	13	in	in	ADP
dem-1062	165	14	the	the	DET
dem-1062	165	15	eur	eur	NOUN
dem-1062	165	16	are	be	AUX
dem-1062	165	17	the	the	DET
dem-1062	165	18	weakest	weak	ADJ
dem-1062	165	19	.	.	PUNCT
dem-1062	166	1	conclusions	conclusion	NOUN
dem-1062	166	2	the	the	DET
dem-1062	166	3	aim	aim	NOUN
dem-1062	166	4	of	of	ADP
dem-1062	166	5	the	the	DET
dem-1062	166	6	presented	present	VERB
dem-1062	166	7	research	research	NOUN
dem-1062	166	8	was	be	AUX
dem-1062	166	9	to	to	PART
dem-1062	166	10	examine	examine	VERB
dem-1062	166	11	how	how	SCONJ
dem-1062	166	12	the	the	DET
dem-1062	166	13	dynamics	dynamic	NOUN
dem-1062	166	14	of	of	ADP
dem-1062	166	15	linkages	linkage	NOUN
dem-1062	166	16	between	between	ADP
dem-1062	166	17	stock	stock	NOUN
dem-1062	166	18	markets	market	NOUN
dem-1062	166	19	changes	change	NOUN
dem-1062	166	20	when	when	SCONJ
dem-1062	166	21	the	the	DET
dem-1062	166	22	exchange	exchange	NOUN
dem-1062	166	23	rate	rate	NOUN
dem-1062	166	24	dynamics	dynamic	NOUN
dem-1062	166	25	is	be	AUX
dem-1062	166	26	introduced	introduce	VERB
dem-1062	166	27	into	into	ADP
dem-1062	166	28	the	the	DET
dem-1062	166	29	model	model	NOUN
dem-1062	166	30	.	.	PUNCT
dem-1062	167	1	we	we	PRON
dem-1062	167	2	considered	consider	VERB
dem-1062	167	3	dependencies	dependency	NOUN
dem-1062	167	4	between	between	ADP
dem-1062	167	5	the	the	DET
dem-1062	167	6	s&p500	s&p500	NOUN
dem-1062	167	7	index	index	NOUN
dem-1062	167	8	and	and	CCONJ
dem-1062	167	9	two	two	NUM
dem-1062	167	10	european	european	ADJ
dem-1062	167	11	indices	index	NOUN
dem-1062	167	12	–	–	PUNCT
dem-1062	167	13	the	the	DET
dem-1062	167	14	dax	dax	NOUN
dem-1062	167	15	and	and	CCONJ
dem-1062	167	16	the	the	DET
dem-1062	167	17	wig20	wig20	PROPN
dem-1062	167	18	,	,	PUNCT
dem-1062	167	19	and	and	CCONJ
dem-1062	167	20	for	for	ADP
dem-1062	167	21	the	the	DET
dem-1062	167	22	pairs	pair	NOUN
dem-1062	167	23	dax	dax	NOUN
dem-1062	167	24	-	-	PUNCT
dem-1062	167	25	wig20	wig20	PROPN
dem-1062	167	26	and	and	CCONJ
dem-1062	167	27	dax	dax	PROPN
dem-1062	167	28	-	-	PUNCT
dem-1062	167	29	nikkei225	nikkei225	PROPN
dem-1062	167	30	.	.	PUNCT
dem-1062	168	1	to	to	PART
dem-1062	168	2	analyze	analyze	VERB
dem-1062	168	3	the	the	DET
dem-1062	168	4	stock	stock	NOUN
dem-1062	168	5	indices	index	NOUN
dem-1062	168	6	linkages	linkage	NOUN
dem-1062	168	7	we	we	PRON
dem-1062	168	8	used	use	VERB
dem-1062	168	9	dcc	dcc	PROPN
dem-1062	168	10	-	-	PUNCT
dem-1062	168	11	t	t	PROPN
dem-1062	168	12	-	-	PUNCT
dem-1062	168	13	copula	copula	NOUN
dem-1062	168	14	models	model	NOUN
dem-1062	168	15	.	.	PUNCT
dem-1062	169	1	the	the	DET
dem-1062	169	2	advantage	advantage	NOUN
dem-1062	169	3	of	of	ADP
dem-1062	169	4	the	the	DET
dem-1062	169	5	applied	apply	VERB
dem-1062	169	6	approach	approach	NOUN
dem-1062	169	7	is	be	AUX
dem-1062	169	8	that	that	SCONJ
dem-1062	169	9	it	it	PRON
dem-1062	169	10	allows	allow	VERB
dem-1062	169	11	to	to	PART
dem-1062	169	12	separate	separate	VERB
dem-1062	169	13	the	the	DET
dem-1062	169	14	dynamics	dynamic	NOUN
dem-1062	169	15	of	of	ADP
dem-1062	169	16	linkages	linkage	NOUN
dem-1062	169	17	from	from	ADP
dem-1062	169	18	the	the	DET
dem-1062	169	19	volatility	volatility	NOUN
dem-1062	169	20	dynamics	dynamic	NOUN
dem-1062	169	21	.	.	PUNCT
dem-1062	170	1	the	the	DET
dem-1062	170	2	presented	present	VERB
dem-1062	170	3	results	result	NOUN
dem-1062	170	4	are	be	AUX
dem-1062	170	5	slightly	slightly	ADV
dem-1062	170	6	ambiguous	ambiguous	ADJ
dem-1062	170	7	but	but	CCONJ
dem-1062	170	8	generally	generally	ADV
dem-1062	170	9	show	show	VERB
dem-1062	170	10	that	that	SCONJ
dem-1062	170	11	the	the	DET
dem-1062	170	12	impact	impact	NOUN
dem-1062	170	13	of	of	ADP
dem-1062	170	14	denomination	denomination	NOUN
dem-1062	170	15	or	or	CCONJ
dem-1062	170	16	introducing	introduce	VERB
dem-1062	170	17	the	the	DET
dem-1062	170	18	exchange	exchange	NOUN
dem-1062	170	19	rate	rate	NOUN
dem-1062	170	20	directly	directly	ADV
dem-1062	170	21	into	into	ADP
dem-1062	170	22	the	the	DET
dem-1062	170	23	model	model	NOUN
dem-1062	170	24	for	for	ADP
dem-1062	170	25	dependencies	dependency	NOUN
dem-1062	170	26	is	be	AUX
dem-1062	170	27	rather	rather	ADV
dem-1062	170	28	weak	weak	ADJ
dem-1062	170	29	.	.	PUNCT
dem-1062	171	1	however	however	ADV
dem-1062	171	2	,	,	PUNCT
dem-1062	171	3	as	as	SCONJ
dem-1062	171	4	it	it	PRON
dem-1062	171	5	was	be	AUX
dem-1062	171	6	expected	expect	VERB
dem-1062	171	7	,	,	PUNCT
dem-1062	171	8	some	some	DET
dem-1062	171	9	significant	significant	ADJ
dem-1062	171	10	changes	change	NOUN
dem-1062	171	11	in	in	ADP
dem-1062	171	12	the	the	DET
dem-1062	171	13	dynamics	dynamic	NOUN
dem-1062	171	14	of	of	ADP
dem-1062	171	15	the	the	DET
dem-1062	171	16	conditional	conditional	ADJ
dem-1062	171	17	dependence	dependence	NOUN
dem-1062	171	18	are	be	AUX
dem-1062	171	19	observed	observe	VERB
dem-1062	171	20	for	for	ADP
dem-1062	171	21	indices	index	NOUN
dem-1062	171	22	denominated	denominate	VERB
dem-1062	171	23	in	in	ADP
dem-1062	171	24	a	a	DET
dem-1062	171	25	common	common	ADJ
dem-1062	171	26	currency	currency	NOUN
dem-1062	171	27	when	when	SCONJ
dem-1062	171	28	events	event	NOUN
dem-1062	171	29	strongly	strongly	ADV
dem-1062	171	30	influencing	influence	VERB
dem-1062	171	31	the	the	DET
dem-1062	171	32	considered	consider	VERB
dem-1062	171	33	exchange	exchange	NOUN
dem-1062	171	34	rates	rate	NOUN
dem-1062	171	35	dynamics	dynamic	NOUN
dem-1062	171	36	are	be	AUX
dem-1062	171	37	present	present	ADJ
dem-1062	171	38	.	.	PUNCT
dem-1062	172	1	‐0,2	‐0,2	NOUN
dem-1062	173	1	‐0,1	‐0,1	NOUN
dem-1062	173	2	0	0	NUM
dem-1062	173	3	0,1	0,1	NUM
dem-1062	173	4	0,2	0,2	NUM
dem-1062	173	5	0,3	0,3	NUM
dem-1062	173	6	0,4	0,4	NUM
dem-1062	173	7	0,5	0,5	NUM
dem-1062	173	8	0,6	0,6	NUM
dem-1062	173	9	1	1	NUM
dem-1062	173	10	201	201	NUM
dem-1062	173	11	401	401	NUM
dem-1062	173	12	601	601	NUM
dem-1062	173	13	801	801	NUM
dem-1062	173	14	1001	1001	NUM
dem-1062	173	15	1201	1201	NUM
dem-1062	173	16	1401	1401	NUM
dem-1062	173	17	1601	1601	NUM
dem-1062	173	18	1801	1801	NUM
dem-1062	173	19	2001	2001	NUM
dem-1062	173	20	2201	2201	NUM
dem-1062	173	21	2401	2401	NUM
dem-1062	173	22	2601	2601	NUM
dem-1062	173	23	2801	2801	NUM
dem-1062	173	24	3001	3001	NUM
dem-1062	173	25	3201	3201	NUM
dem-1062	173	26	3401	3401	NUM
dem-1062	173	27	in	in	ADP
dem-1062	173	28	 	 	SPACE
dem-1062	173	29	usd	usd	NOUN
dem-1062	173	30	in	in	ADP
dem-1062	173	31	 	 	SPACE
dem-1062	173	32	eur	eur	NOUN
dem-1062	173	33	in	in	ADP
dem-1062	173	34	 	 	SPACE
dem-1062	173	35	jpy	jpy	PROPN
dem-1062	173	36	jointly	jointly	ADV
dem-1062	173	37	 	 	SPACE
dem-1062	173	38	with	with	ADP
dem-1062	173	39	 	 	SPACE
dem-1062	173	40	eurjpy	eurjpy	ADJ
dem-1062	173	41	in	in	ADP
dem-1062	173	42	 	 	SPACE
dem-1062	173	43	local	local	ADJ
dem-1062	173	44	 	 	SPACE
dem-1062	173	45	currencies	currency	NOUN
dem-1062	173	46	the	the	DET
dem-1062	173	47	impact	impact	NOUN
dem-1062	173	48	of	of	ADP
dem-1062	173	49	the	the	DET
dem-1062	173	50	exchange	exchange	NOUN
dem-1062	173	51	rate	rate	NOUN
dem-1062	173	52	dynamics	dynamic	NOUN
dem-1062	173	53	on	on	ADP
dem-1062	173	54	the	the	DET
dem-1062	173	55	dependencies	dependency	NOUN
dem-1062	173	56	…	…	PUNCT
dem-1062	173	57	85	85	NUM
dem-1062	173	58	the	the	DET
dem-1062	173	59	question	question	NOUN
dem-1062	173	60	about	about	ADP
dem-1062	173	61	the	the	DET
dem-1062	173	62	proper	proper	ADJ
dem-1062	173	63	way	way	NOUN
dem-1062	173	64	of	of	ADP
dem-1062	173	65	analyzing	analyze	VERB
dem-1062	173	66	the	the	DET
dem-1062	173	67	dependencies	dependency	NOUN
dem-1062	173	68	remains	remain	VERB
dem-1062	173	69	still	still	ADV
dem-1062	173	70	open	open	ADJ
dem-1062	173	71	.	.	PUNCT
dem-1062	174	1	the	the	DET
dem-1062	174	2	problem	problem	NOUN
dem-1062	174	3	seems	seem	VERB
dem-1062	174	4	to	to	PART
dem-1062	174	5	be	be	AUX
dem-1062	174	6	less	less	ADV
dem-1062	174	7	important	important	ADJ
dem-1062	174	8	in	in	ADP
dem-1062	174	9	the	the	DET
dem-1062	174	10	case	case	NOUN
dem-1062	174	11	of	of	ADP
dem-1062	174	12	indices	index	NOUN
dem-1062	174	13	denominated	denominate	VERB
dem-1062	174	14	in	in	ADP
dem-1062	174	15	major	major	ADJ
dem-1062	174	16	currencies	currency	NOUN
dem-1062	174	17	,	,	PUNCT
dem-1062	174	18	i.e.	i.e.	X
dem-1062	174	19	the	the	DET
dem-1062	174	20	usd	usd	NOUN
dem-1062	174	21	or	or	CCONJ
dem-1062	174	22	the	the	DET
dem-1062	174	23	eur	eur	NOUN
dem-1062	174	24	,	,	PUNCT
dem-1062	174	25	and	and	CCONJ
dem-1062	174	26	much	much	ADV
dem-1062	174	27	more	more	ADV
dem-1062	174	28	significant	significant	ADJ
dem-1062	174	29	in	in	ADP
dem-1062	174	30	the	the	DET
dem-1062	174	31	case	case	NOUN
dem-1062	174	32	of	of	ADP
dem-1062	174	33	indices	index	NOUN
dem-1062	174	34	expressed	express	VERB
dem-1062	174	35	in	in	ADP
dem-1062	174	36	other	other	ADJ
dem-1062	174	37	(	(	PUNCT
dem-1062	174	38	local	local	ADJ
dem-1062	174	39	)	)	PUNCT
dem-1062	174	40	currencies	currency	NOUN
dem-1062	174	41	.	.	PUNCT
dem-1062	175	1	references	reference	NOUN
dem-1062	175	2	ang	ang	PROPN
dem-1062	175	3	,	,	PUNCT
dem-1062	175	4	a.	a.	NOUN
dem-1062	175	5	,	,	PUNCT
dem-1062	175	6	bekaert	bekaert	NOUN
dem-1062	175	7	,	,	PUNCT
dem-1062	175	8	g.	g.	PROPN
dem-1062	175	9	(	(	PUNCT
dem-1062	175	10	2002	2002	NUM
dem-1062	175	11	)	)	PUNCT
dem-1062	175	12	,	,	PUNCT
dem-1062	175	13	international	international	ADJ
dem-1062	175	14	asset	asset	NOUN
dem-1062	175	15	allocation	allocation	NOUN
dem-1062	175	16	with	with	ADP
dem-1062	175	17	regime	regime	NOUN
dem-1062	175	18	shifts	shift	NOUN
dem-1062	175	19	,	,	PUNCT
dem-1062	175	20	review	review	NOUN
dem-1062	175	21	of	of	ADP
dem-1062	175	22	financial	financial	ADJ
dem-1062	175	23	studies	study	NOUN
dem-1062	175	24	,	,	PUNCT
dem-1062	175	25	15	15	NUM
dem-1062	175	26	,	,	PUNCT
dem-1062	175	27	1137–1187	1137–1187	NUM
dem-1062	175	28	.	.	PUNCT
dem-1062	176	1	ang	ang	PROPN
dem-1062	176	2	,	,	PUNCT
dem-1062	176	3	a.	a.	PROPN
dem-1062	176	4	,	,	PUNCT
dem-1062	176	5	chen	chen	PROPN
dem-1062	176	6	,	,	PUNCT
dem-1062	176	7	j.	j.	PROPN
dem-1062	176	8	(	(	PUNCT
dem-1062	176	9	2002	2002	NUM
dem-1062	176	10	)	)	PUNCT
dem-1062	176	11	,	,	PUNCT
dem-1062	176	12	asymmetric	asymmetric	ADJ
dem-1062	176	13	correlations	correlation	NOUN
dem-1062	176	14	of	of	ADP
dem-1062	176	15	equity	equity	NOUN
dem-1062	176	16	portfolios	portfolio	NOUN
dem-1062	176	17	,	,	PUNCT
dem-1062	176	18	journal	journal	NOUN
dem-1062	176	19	of	of	ADP
dem-1062	176	20	financial	financial	ADJ
dem-1062	176	21	economics	economic	NOUN
dem-1062	176	22	,	,	PUNCT
dem-1062	176	23	63	63	NUM
dem-1062	176	24	,	,	PUNCT
dem-1062	176	25	443–494	443–494	NUM
dem-1062	176	26	.	.	PUNCT
dem-1062	177	1	chen	chen	PROPN
dem-1062	177	2	,	,	PUNCT
dem-1062	177	3	s.	s.	PROPN
dem-1062	177	4	,	,	PUNCT
dem-1062	177	5	poon	poon	NOUN
dem-1062	177	6	,	,	PUNCT
dem-1062	177	7	s.-h	s.-h	NOUN
dem-1062	177	8	.	.	PUNCT
dem-1062	177	9	(	(	PUNCT
dem-1062	177	10	2007	2007	NUM
dem-1062	177	11	)	)	PUNCT
dem-1062	177	12	,	,	PUNCT
dem-1062	177	13	modelling	model	VERB
dem-1062	177	14	international	international	ADJ
dem-1062	177	15	stock	stock	NOUN
dem-1062	177	16	market	market	NOUN
dem-1062	177	17	contagion	contagion	NOUN
dem-1062	177	18	using	use	VERB
dem-1062	177	19	copula	copula	NOUN
dem-1062	177	20	and	and	CCONJ
dem-1062	177	21	risk	risk	NOUN
dem-1062	177	22	appetite	appetite	NOUN
dem-1062	177	23	,	,	PUNCT
dem-1062	177	24	mbs	mbs	X
dem-1062	177	25	working	working	NOUN
dem-1062	177	26	paper	paper	NOUN
dem-1062	177	27	series	series	NOUN
dem-1062	177	28	,	,	PUNCT
dem-1062	177	29	ssrn	ssrn	NOUN
dem-1062	177	30	:	:	PUNCT
dem-1062	177	31	http://ssrn.com/abstract=1024288	http://ssrn.com/abstract=1024288	PROPN
dem-1062	177	32	engle	engle	PROPN
dem-1062	177	33	,	,	PUNCT
dem-1062	177	34	r.	r.	PROPN
dem-1062	177	35	f.	f.	PROPN
dem-1062	177	36	(	(	PUNCT
dem-1062	177	37	2002	2002	NUM
dem-1062	177	38	)	)	PUNCT
dem-1062	177	39	,	,	PUNCT
dem-1062	177	40	dynamic	dynamic	ADJ
dem-1062	177	41	conditional	conditional	ADJ
dem-1062	177	42	correlation	correlation	NOUN
dem-1062	177	43	:	:	PUNCT
dem-1062	177	44	a	a	DET
dem-1062	177	45	simple	simple	ADJ
dem-1062	177	46	class	class	NOUN
dem-1062	177	47	of	of	ADP
dem-1062	177	48	multivariate	multivariate	NOUN
dem-1062	177	49	generalized	generalize	VERB
dem-1062	177	50	autoregressive	autoregressive	ADJ
dem-1062	177	51	conditional	conditional	ADJ
dem-1062	177	52	heteroskedasticity	heteroskedasticity	NOUN
dem-1062	177	53	models	model	NOUN
dem-1062	177	54	,	,	PUNCT
dem-1062	177	55	journal	journal	NOUN
dem-1062	177	56	of	of	ADP
dem-1062	177	57	business	business	NOUN
dem-1062	177	58	and	and	CCONJ
dem-1062	177	59	economic	economic	ADJ
dem-1062	177	60	statistics	statistic	NOUN
dem-1062	177	61	,	,	PUNCT
dem-1062	177	62	20	20	NUM
dem-1062	177	63	,	,	PUNCT
dem-1062	177	64	339–350	339–350	NUM
dem-1062	177	65	.	.	PUNCT
dem-1062	178	1	eun	eun	PROPN
dem-1062	178	2	,	,	PUNCT
dem-1062	178	3	c.	c.	PROPN
dem-1062	178	4	s.	s.	PROPN
dem-1062	178	5	,	,	PUNCT
dem-1062	178	6	shim	shim	NOUN
dem-1062	178	7	,	,	PUNCT
dem-1062	178	8	s.	s.	PROPN
dem-1062	178	9	(	(	PUNCT
dem-1062	178	10	1989	1989	NUM
dem-1062	178	11	)	)	PUNCT
dem-1062	178	12	,	,	PUNCT
dem-1062	178	13	international	international	ADJ
dem-1062	178	14	transmission	transmission	NOUN
dem-1062	178	15	of	of	ADP
dem-1062	178	16	stock	stock	NOUN
dem-1062	178	17	market	market	NOUN
dem-1062	178	18	movements	movement	NOUN
dem-1062	178	19	,	,	PUNCT
dem-1062	178	20	journal	journal	NOUN
dem-1062	178	21	of	of	ADP
dem-1062	178	22	financial	financial	ADJ
dem-1062	178	23	and	and	CCONJ
dem-1062	178	24	quantitative	quantitative	ADJ
dem-1062	178	25	analysis	analysis	NOUN
dem-1062	178	26	,	,	PUNCT
dem-1062	178	27	24	24	NUM
dem-1062	178	28	,	,	PUNCT
dem-1062	178	29	241–256	241–256	NUM
dem-1062	178	30	.	.	PUNCT
dem-1062	179	1	embrechts	embrecht	NOUN
dem-1062	179	2	,	,	PUNCT
dem-1062	179	3	p.	p.	NOUN
dem-1062	179	4	,	,	PUNCT
dem-1062	179	5	mcneil	mcneil	PROPN
dem-1062	179	6	,	,	PUNCT
dem-1062	179	7	a.	a.	PROPN
dem-1062	179	8	,	,	PUNCT
dem-1062	179	9	straumann	straumann	PROPN
dem-1062	179	10	,	,	PUNCT
dem-1062	179	11	d.	d.	PROPN
dem-1062	179	12	(	(	PUNCT
dem-1062	179	13	2002	2002	NUM
dem-1062	179	14	)	)	PUNCT
dem-1062	179	15	,	,	PUNCT
dem-1062	179	16	correlation	correlation	NOUN
dem-1062	179	17	and	and	CCONJ
dem-1062	179	18	dependence	dependence	NOUN
dem-1062	179	19	in	in	ADP
dem-1062	179	20	risk	risk	NOUN
dem-1062	179	21	management	management	NOUN
dem-1062	179	22	:	:	PUNCT
dem-1062	179	23	properties	property	NOUN
dem-1062	179	24	and	and	CCONJ
dem-1062	179	25	pitfalls	pitfall	NOUN
dem-1062	179	26	.	.	PUNCT
dem-1062	180	1	in	in	ADP
dem-1062	180	2	:	:	PUNCT
dem-1062	180	3	dempster	dempster	PROPN
dem-1062	180	4	m.	m.	NOUN
dem-1062	180	5	(	(	PUNCT
dem-1062	180	6	ed	ed	NOUN
dem-1062	180	7	.	.	PUNCT
dem-1062	180	8	)	)	PUNCT
dem-1062	180	9	,	,	PUNCT
dem-1062	180	10	risk	risk	NOUN
dem-1062	180	11	management	management	NOUN
dem-1062	180	12	:	:	PUNCT
dem-1062	180	13	value	value	NOUN
dem-1062	180	14	at	at	ADP
dem-1062	180	15	risk	risk	NOUN
dem-1062	180	16	and	and	CCONJ
dem-1062	180	17	beyond	beyond	ADP
dem-1062	180	18	,	,	PUNCT
dem-1062	180	19	cambridge	cambridge	PROPN
dem-1062	180	20	university	university	PROPN
dem-1062	180	21	press	press	PROPN
dem-1062	180	22	,	,	PUNCT
dem-1062	180	23	cambridge	cambridge	PROPN
dem-1062	180	24	,	,	PUNCT
dem-1062	180	25	176–223	176–223	NUM
dem-1062	180	26	.	.	PUNCT
dem-1062	181	1	hansen	hansen	PROPN
dem-1062	181	2	,	,	PUNCT
dem-1062	181	3	p.	p.	PROPN
dem-1062	181	4	r.	r.	PROPN
dem-1062	181	5	,	,	PUNCT
dem-1062	181	6	lunde	lunde	PROPN
dem-1062	181	7	,	,	PUNCT
dem-1062	181	8	a.	a.	PROPN
dem-1062	181	9	,	,	PUNCT
dem-1062	181	10	nason	nason	PROPN
dem-1062	181	11	,	,	PUNCT
dem-1062	181	12	j.	j.	PROPN
dem-1062	181	13	m.	m.	PROPN
dem-1062	181	14	(	(	PUNCT
dem-1062	181	15	2003	2003	NUM
dem-1062	181	16	)	)	PUNCT
dem-1062	181	17	,	,	PUNCT
dem-1062	181	18	choosing	choose	VERB
dem-1062	181	19	the	the	DET
dem-1062	181	20	best	good	ADJ
dem-1062	181	21	volatility	volatility	NOUN
dem-1062	181	22	models	model	NOUN
dem-1062	181	23	:	:	PUNCT
dem-1062	181	24	the	the	DET
dem-1062	181	25	model	model	NOUN
dem-1062	181	26	confidence	confidence	NOUN
dem-1062	181	27	set	set	VERB
dem-1062	181	28	approach	approach	NOUN
dem-1062	181	29	,	,	PUNCT
dem-1062	181	30	oxford	oxford	ADJ
dem-1062	181	31	bulletin	bulletin	NOUN
dem-1062	181	32	of	of	ADP
dem-1062	181	33	economics	economic	NOUN
dem-1062	181	34	and	and	CCONJ
dem-1062	181	35	statistics	statistic	NOUN
dem-1062	181	36	,	,	PUNCT
dem-1062	181	37	65	65	NUM
dem-1062	181	38	,	,	PUNCT
dem-1062	181	39	839–861	839–861	NUM
dem-1062	181	40	.	.	PUNCT
dem-1062	182	1	hansen	hansen	PROPN
dem-1062	182	2	,	,	PUNCT
dem-1062	182	3	p.	p.	PROPN
dem-1062	182	4	r.	r.	PROPN
dem-1062	182	5	,	,	PUNCT
dem-1062	182	6	lunde	lunde	PROPN
dem-1062	182	7	,	,	PUNCT
dem-1062	182	8	a.	a.	NOUN
dem-1062	182	9	(	(	PUNCT
dem-1062	182	10	2010	2010	NUM
dem-1062	182	11	)	)	PUNCT
dem-1062	182	12	,	,	PUNCT
dem-1062	182	13	mulcom	mulcom	PROPN
dem-1062	182	14	2.00	2.00	NUM
dem-1062	182	15	,	,	PUNCT
dem-1062	182	16	an	an	DET
dem-1062	182	17	oxtm	oxtm	ADJ
dem-1062	182	18	software	software	NOUN
dem-1062	182	19	package	package	NOUN
dem-1062	182	20	for	for	ADP
dem-1062	182	21	multiple	multiple	ADJ
dem-1062	182	22	comparisons	comparison	NOUN
dem-1062	182	23	,	,	PUNCT
dem-1062	182	24	http://mit.econ.au.dk/vip_htm/alunde/mulcom/mulcom.htm	http://mit.econ.au.dk/vip_htm/alunde/mulcom/mulcom.htm	PROPN
dem-1062	182	25	hansen	hansen	PROPN
dem-1062	182	26	,	,	PUNCT
dem-1062	182	27	p.	p.	PROPN
dem-1062	182	28	r.	r.	PROPN
dem-1062	182	29	,	,	PUNCT
dem-1062	182	30	lunde	lunde	PROPN
dem-1062	182	31	,	,	PUNCT
dem-1062	182	32	a.	a.	PROPN
dem-1062	182	33	,	,	PUNCT
dem-1062	182	34	nason	nason	PROPN
dem-1062	182	35	,	,	PUNCT
dem-1062	182	36	j.	j.	PROPN
dem-1062	182	37	m.	m.	PROPN
dem-1062	182	38	(	(	PUNCT
dem-1062	182	39	2011	2011	NUM
dem-1062	182	40	)	)	PUNCT
dem-1062	182	41	,	,	PUNCT
dem-1062	182	42	the	the	DET
dem-1062	182	43	model	model	NOUN
dem-1062	182	44	confidence	confidence	NOUN
dem-1062	182	45	set	set	NOUN
dem-1062	182	46	,	,	PUNCT
dem-1062	182	47	econometrica	econometrica	PROPN
dem-1062	182	48	,	,	PUNCT
dem-1062	182	49	79	79	NUM
dem-1062	182	50	,	,	PUNCT
dem-1062	182	51	453–497	453–497	NUM
dem-1062	182	52	.	.	PUNCT
dem-1062	183	1	joe	joe	PROPN
dem-1062	183	2	,	,	PUNCT
dem-1062	183	3	h.	h.	PROPN
dem-1062	183	4	,	,	PUNCT
dem-1062	183	5	xu	xu	PROPN
dem-1062	183	6	,	,	PUNCT
dem-1062	183	7	j.	j.	PROPN
dem-1062	183	8	j.	j.	PROPN
dem-1062	183	9	(	(	PUNCT
dem-1062	183	10	1996	1996	NUM
dem-1062	183	11	)	)	PUNCT
dem-1062	183	12	,	,	PUNCT
dem-1062	183	13	the	the	DET
dem-1062	183	14	estimation	estimation	NOUN
dem-1062	183	15	method	method	NOUN
dem-1062	183	16	of	of	ADP
dem-1062	183	17	inference	inference	NOUN
dem-1062	183	18	functions	function	NOUN
dem-1062	183	19	for	for	ADP
dem-1062	183	20	margins	margin	NOUN
dem-1062	183	21	for	for	ADP
dem-1062	183	22	multivariate	multivariate	NOUN
dem-1062	183	23	models	model	NOUN
dem-1062	183	24	,	,	PUNCT
dem-1062	183	25	technical	technical	ADJ
dem-1062	183	26	report	report	NOUN
dem-1062	183	27	no	no	INTJ
dem-1062	183	28	.	.	NOUN
dem-1062	183	29	166	166	NUM
dem-1062	183	30	,	,	PUNCT
dem-1062	183	31	department	department	NOUN
dem-1062	183	32	of	of	ADP
dem-1062	183	33	statistics	statistic	NOUN
dem-1062	183	34	,	,	PUNCT
dem-1062	183	35	university	university	NOUN
dem-1062	183	36	of	of	ADP
dem-1062	183	37	british	british	PROPN
dem-1062	183	38	columbia	columbia	PROPN
dem-1062	183	39	.	.	PUNCT
dem-1062	184	1	karolyi	karolyi	PROPN
dem-1062	184	2	,	,	PUNCT
dem-1062	184	3	g.	g.	PROPN
dem-1062	184	4	a.	a.	PROPN
dem-1062	184	5	,	,	PUNCT
dem-1062	184	6	stulz	stulz	ADJ
dem-1062	184	7	,	,	PUNCT
dem-1062	184	8	r.	r.	PROPN
dem-1062	184	9	m.	m.	PROPN
dem-1062	184	10	(	(	PUNCT
dem-1062	184	11	1996	1996	NUM
dem-1062	184	12	)	)	PUNCT
dem-1062	184	13	,	,	PUNCT
dem-1062	184	14	why	why	SCONJ
dem-1062	184	15	do	do	AUX
dem-1062	184	16	markets	market	NOUN
dem-1062	184	17	move	move	VERB
dem-1062	184	18	together	together	ADV
dem-1062	184	19	?	?	PUNCT
dem-1062	185	1	an	an	DET
dem-1062	185	2	investigation	investigation	NOUN
dem-1062	185	3	of	of	ADP
dem-1062	185	4	u.s	u.s	PROPN
dem-1062	185	5	.	.	PROPN
dem-1062	185	6	–	–	PUNCT
dem-1062	185	7	japan	japan	PROPN
dem-1062	185	8	stock	stock	NOUN
dem-1062	185	9	market	market	NOUN
dem-1062	185	10	comovements	comovement	NOUN
dem-1062	185	11	,	,	PUNCT
dem-1062	185	12	journal	journal	NOUN
dem-1062	185	13	of	of	ADP
dem-1062	185	14	finance	finance	NOUN
dem-1062	185	15	,	,	PUNCT
dem-1062	185	16	51	51	NUM
dem-1062	185	17	,	,	PUNCT
dem-1062	185	18	951–986	951–986	NUM
dem-1062	185	19	.	.	PUNCT
dem-1062	186	1	koutmos	koutmos	PROPN
dem-1062	186	2	,	,	PUNCT
dem-1062	186	3	g.	g.	PROPN
dem-1062	186	4	(	(	PUNCT
dem-1062	186	5	1992	1992	NUM
dem-1062	186	6	)	)	PUNCT
dem-1062	186	7	,	,	PUNCT
dem-1062	186	8	asymmetric	asymmetric	ADJ
dem-1062	186	9	volatility	volatility	NOUN
dem-1062	186	10	and	and	CCONJ
dem-1062	186	11	risk	risk	NOUN
dem-1062	186	12	return	return	NOUN
dem-1062	186	13	tradeoff	tradeoff	NOUN
dem-1062	186	14	in	in	ADP
dem-1062	186	15	foreign	foreign	ADJ
dem-1062	186	16	stock	stock	NOUN
dem-1062	186	17	markets	market	NOUN
dem-1062	186	18	,	,	PUNCT
dem-1062	186	19	journal	journal	NOUN
dem-1062	186	20	of	of	ADP
dem-1062	186	21	multinational	multinational	ADJ
dem-1062	186	22	financial	financial	ADJ
dem-1062	186	23	management	management	NOUN
dem-1062	186	24	,	,	PUNCT
dem-1062	186	25	2	2	NUM
dem-1062	186	26	,	,	PUNCT
dem-1062	186	27	27–43	27–43	NOUN
dem-1062	186	28	.	.	PUNCT
dem-1062	187	1	laurent	laurent	PROPN
dem-1062	187	2	,	,	PUNCT
dem-1062	187	3	s.	s.	PROPN
dem-1062	187	4	(	(	PUNCT
dem-1062	187	5	2009	2009	NUM
dem-1062	187	6	)	)	PUNCT
dem-1062	187	7	,	,	PUNCT
dem-1062	187	8	estimating	estimate	VERB
dem-1062	187	9	and	and	CCONJ
dem-1062	187	10	forecasting	forecast	VERB
dem-1062	187	11	arch	arch	NOUN
dem-1062	187	12	models	model	NOUN
dem-1062	187	13	using	use	VERB
dem-1062	187	14	g@rchtm6	g@rchtm6	PROPN
dem-1062	187	15	,	,	PUNCT
dem-1062	187	16	timberlake	timberlake	PROPN
dem-1062	187	17	consultants	consultants	PROPN
dem-1062	187	18	ltd	ltd	PROPN
dem-1062	187	19	,	,	PUNCT
dem-1062	187	20	london	london	PROPN
dem-1062	187	21	.	.	PUNCT
dem-1062	188	1	lambert	lambert	PROPN
dem-1062	188	2	,	,	PUNCT
dem-1062	188	3	p.	p.	PROPN
dem-1062	188	4	,	,	PUNCT
dem-1062	188	5	laurent	laurent	PROPN
dem-1062	188	6	,	,	PUNCT
dem-1062	188	7	s.	s.	PROPN
dem-1062	188	8	(	(	PUNCT
dem-1062	188	9	2001	2001	NUM
dem-1062	188	10	)	)	PUNCT
dem-1062	188	11	,	,	PUNCT
dem-1062	188	12	modelling	model	VERB
dem-1062	188	13	financial	financial	ADJ
dem-1062	188	14	time	time	NOUN
dem-1062	188	15	series	series	NOUN
dem-1062	188	16	using	use	VERB
dem-1062	188	17	garch	garch	NOUN
dem-1062	188	18	-	-	PUNCT
dem-1062	188	19	type	type	NOUN
dem-1062	188	20	models	model	NOUN
dem-1062	188	21	with	with	ADP
dem-1062	188	22	a	a	DET
dem-1062	188	23	skewed	skewed	ADJ
dem-1062	188	24	student	student	NOUN
dem-1062	188	25	distribution	distribution	NOUN
dem-1062	188	26	for	for	ADP
dem-1062	188	27	the	the	DET
dem-1062	188	28	innovations	innovation	NOUN
dem-1062	188	29	,	,	PUNCT
dem-1062	188	30	institut	institut	PROPN
dem-1062	188	31	de	de	X
dem-1062	188	32	statistique	statistique	PROPN
dem-1062	188	33	,	,	PUNCT
dem-1062	188	34	université	université	X
dem-1062	188	35	catholique	catholique	NOUN
dem-1062	188	36	de	de	X
dem-1062	188	37	louvain	louvain	NOUN
dem-1062	188	38	,	,	PUNCT
dem-1062	188	39	discussion	discussion	NOUN
dem-1062	188	40	paper	paper	NOUN
dem-1062	188	41	0125	0125	NUM
dem-1062	188	42	.	.	PUNCT
dem-1062	189	1	lee	lee	PROPN
dem-1062	189	2	,	,	PUNCT
dem-1062	189	3	b.	b.	PROPN
dem-1062	189	4	,	,	PUNCT
dem-1062	189	5	rui	rui	PROPN
dem-1062	189	6	,	,	PUNCT
dem-1062	189	7	o.	o.	PROPN
dem-1062	189	8	m.	m.	PROPN
dem-1062	189	9	,	,	PUNCT
dem-1062	189	10	wang	wang	PROPN
dem-1062	189	11	,	,	PUNCT
dem-1062	189	12	s.	s.	PROPN
dem-1062	189	13	s.	s.	PROPN
dem-1062	189	14	(	(	PUNCT
dem-1062	189	15	2001	2001	NUM
dem-1062	189	16	)	)	PUNCT
dem-1062	189	17	,	,	PUNCT
dem-1062	189	18	information	information	NOUN
dem-1062	189	19	transmission	transmission	NOUN
dem-1062	189	20	between	between	ADP
dem-1062	189	21	nasdaq	nasdaq	PROPN
dem-1062	189	22	and	and	CCONJ
dem-1062	189	23	asian	asian	ADJ
dem-1062	189	24	second	second	ADJ
dem-1062	189	25	board	board	NOUN
dem-1062	189	26	market	market	NOUN
dem-1062	189	27	,	,	PUNCT
dem-1062	189	28	journal	journal	NOUN
dem-1062	189	29	of	of	ADP
dem-1062	189	30	banking	banking	NOUN
dem-1062	189	31	&	&	CCONJ
dem-1062	189	32	finance	finance	PROPN
dem-1062	189	33	,	,	PUNCT
dem-1062	189	34	28	28	NUM
dem-1062	189	35	,	,	PUNCT
dem-1062	189	36	1637–1670	1637–1670	NUM
dem-1062	189	37	.	.	PUNCT
dem-1062	190	1	mcneil	mcneil	PROPN
dem-1062	190	2	,	,	PUNCT
dem-1062	190	3	a.	a.	PROPN
dem-1062	190	4	j.	j.	PROPN
dem-1062	190	5	,	,	PUNCT
dem-1062	190	6	frey	frey	PROPN
dem-1062	190	7	,	,	PUNCT
dem-1062	190	8	a.	a.	NOUN
dem-1062	190	9	,	,	PUNCT
dem-1062	190	10	embrechts	embrecht	NOUN
dem-1062	190	11	,	,	PUNCT
dem-1062	190	12	p.	p.	NOUN
dem-1062	190	13	(	(	PUNCT
dem-1062	190	14	2005	2005	NUM
dem-1062	190	15	)	)	PUNCT
dem-1062	190	16	,	,	PUNCT
dem-1062	190	17	quantitative	quantitative	ADJ
dem-1062	190	18	risk	risk	NOUN
dem-1062	190	19	management	management	NOUN
dem-1062	190	20	,	,	PUNCT
dem-1062	190	21	princeton	princeton	PROPN
dem-1062	190	22	university	university	PROPN
dem-1062	190	23	press	press	PROPN
dem-1062	190	24	,	,	PUNCT
dem-1062	190	25	princeton	princeton	PROPN
dem-1062	190	26	.	.	PUNCT
dem-1062	191	1	nelsen	nelsen	PROPN
dem-1062	191	2	,	,	PUNCT
dem-1062	191	3	r.	r.	PROPN
dem-1062	191	4	b.	b.	PROPN
dem-1062	191	5	(	(	PUNCT
dem-1062	191	6	2006	2006	NUM
dem-1062	191	7	)	)	PUNCT
dem-1062	191	8	,	,	PUNCT
dem-1062	191	9	an	an	DET
dem-1062	191	10	introduction	introduction	NOUN
dem-1062	191	11	to	to	ADP
dem-1062	191	12	copulas	copula	NOUN
dem-1062	191	13	,	,	PUNCT
dem-1062	191	14	springer	springer	NOUN
dem-1062	191	15	science+business	science+business	NOUN
dem-1062	191	16	media	medium	NOUN
dem-1062	191	17	,	,	PUNCT
dem-1062	191	18	inc	inc	PROPN
dem-1062	191	19	.	.	PROPN
dem-1062	191	20	,	,	PUNCT
dem-1062	191	21	new	new	PROPN
dem-1062	191	22	york	york	PROPN
dem-1062	191	23	.	.	PUNCT
dem-1062	192	1	patton	patton	PROPN
dem-1062	192	2	,	,	PUNCT
dem-1062	192	3	a.	a.	PROPN
dem-1062	192	4	j.	j.	PROPN
dem-1062	192	5	(	(	PUNCT
dem-1062	192	6	2004	2004	NUM
dem-1062	192	7	)	)	PUNCT
dem-1062	192	8	,	,	PUNCT
dem-1062	192	9	on	on	ADP
dem-1062	192	10	the	the	DET
dem-1062	192	11	out	out	NOUN
dem-1062	192	12	-	-	PUNCT
dem-1062	192	13	of	of	ADP
dem-1062	192	14	-	-	PUNCT
dem-1062	192	15	sample	sample	NOUN
dem-1062	192	16	importance	importance	NOUN
dem-1062	192	17	of	of	ADP
dem-1062	192	18	skewness	skewness	NOUN
dem-1062	192	19	and	and	CCONJ
dem-1062	192	20	asymmetric	asymmetric	ADJ
dem-1062	192	21	dependence	dependence	NOUN
dem-1062	192	22	for	for	ADP
dem-1062	192	23	asset	asset	NOUN
dem-1062	192	24	allocation	allocation	NOUN
dem-1062	192	25	,	,	PUNCT
dem-1062	192	26	journal	journal	NOUN
dem-1062	192	27	of	of	ADP
dem-1062	192	28	financial	financial	ADJ
dem-1062	192	29	econometrics	econometric	NOUN
dem-1062	192	30	,	,	PUNCT
dem-1062	192	31	2	2	NUM
dem-1062	192	32	,	,	PUNCT
dem-1062	192	33	130–168	130–168	NUM
dem-1062	192	34	.	.	PUNCT
dem-1062	193	1	patton	patton	PROPN
dem-1062	193	2	,	,	PUNCT
dem-1062	193	3	a.	a.	PROPN
dem-1062	193	4	j.	j.	PROPN
dem-1062	193	5	(	(	PUNCT
dem-1062	193	6	2006	2006	NUM
dem-1062	193	7	)	)	PUNCT
dem-1062	193	8	,	,	PUNCT
dem-1062	193	9	modelling	model	VERB
dem-1062	193	10	asymmetric	asymmetric	ADJ
dem-1062	193	11	exchange	exchange	NOUN
dem-1062	193	12	rate	rate	NOUN
dem-1062	193	13	dependence	dependence	NOUN
dem-1062	193	14	,	,	PUNCT
dem-1062	193	15	international	international	ADJ
dem-1062	193	16	economic	economic	ADJ
dem-1062	193	17	review	review	NOUN
dem-1062	193	18	,	,	PUNCT
dem-1062	193	19	47	47	NUM
dem-1062	193	20	,	,	PUNCT
dem-1062	193	21	527–556	527–556	NUM
dem-1062	193	22	.	.	PUNCT
dem-1062	194	1	patton	patton	PROPN
dem-1062	194	2	,	,	PUNCT
dem-1062	194	3	a.	a.	PROPN
dem-1062	194	4	j.	j.	PROPN
dem-1062	194	5	(	(	PUNCT
dem-1062	194	6	2009	2009	NUM
dem-1062	194	7	)	)	PUNCT
dem-1062	194	8	,	,	PUNCT
dem-1062	194	9	copula	copula	NOUN
dem-1062	194	10	-	-	PUNCT
dem-1062	194	11	based	base	VERB
dem-1062	194	12	models	model	NOUN
dem-1062	194	13	for	for	ADP
dem-1062	194	14	financial	financial	ADJ
dem-1062	194	15	time	time	NOUN
dem-1062	194	16	series	series	NOUN
dem-1062	194	17	.	.	PUNCT
dem-1062	195	1	in	in	ADP
dem-1062	195	2	:	:	PUNCT
dem-1062	195	3	andersen	andersen	PROPN
dem-1062	195	4	t.	t.	PROPN
dem-1062	195	5	g.	g.	PROPN
dem-1062	195	6	,	,	PUNCT
dem-1062	195	7	davies	davies	PROPN
dem-1062	195	8	r.	r.	PROPN
dem-1062	195	9	a.	a.	PROPN
dem-1062	195	10	,	,	PUNCT
dem-1062	195	11	kreiss	kreiss	PROPN
dem-1062	195	12	j.	j.	PROPN
dem-1062	195	13	p.	p.	PROPN
dem-1062	195	14	,	,	PUNCT
dem-1062	195	15	mikosch	mikosch	PROPN
dem-1062	195	16	t.	t.	PROPN
dem-1062	195	17	(	(	PUNCT
dem-1062	195	18	eds	eds	PROPN
dem-1062	195	19	.	.	PUNCT
dem-1062	195	20	)	)	PUNCT
dem-1062	195	21	,	,	PUNCT
dem-1062	195	22	handbook	handbook	NOUN
dem-1062	195	23	of	of	ADP
dem-1062	195	24	financial	financial	ADJ
dem-1062	195	25	time	time	NOUN
dem-1062	195	26	series	series	PROPN
dem-1062	195	27	,	,	PUNCT
dem-1062	195	28	springer	springer	NOUN
dem-1062	195	29	,	,	PUNCT
dem-1062	195	30	berlin	berlin	PROPN
dem-1062	195	31	,	,	PUNCT
dem-1062	195	32	767–785	767–785	NUM
dem-1062	195	33	.	.	PUNCT
dem-1062	195	34	małgorzata	małgorzata	NOUN
dem-1062	195	35	doman	doman	PROPN
dem-1062	195	36	,	,	PUNCT
dem-1062	195	37	ryszard	ryszard	NOUN
dem-1062	195	38	doman	doman	PROPN
dem-1062	195	39	86	86	NUM
dem-1062	195	40	rodriguez	rodriguez	PROPN
dem-1062	195	41	,	,	PUNCT
dem-1062	195	42	j.	j.	PROPN
dem-1062	195	43	c.	c.	PROPN
dem-1062	195	44	(	(	PUNCT
dem-1062	195	45	2007	2007	NUM
dem-1062	195	46	)	)	PUNCT
dem-1062	195	47	,	,	PUNCT
dem-1062	195	48	measuring	measure	VERB
dem-1062	195	49	financial	financial	ADJ
dem-1062	195	50	contagion	contagion	NOUN
dem-1062	195	51	:	:	PUNCT
dem-1062	195	52	a	a	DET
dem-1062	195	53	copula	copula	NOUN
dem-1062	195	54	approach	approach	NOUN
dem-1062	195	55	,	,	PUNCT
dem-1062	195	56	journal	journal	NOUN
dem-1062	195	57	of	of	ADP
dem-1062	195	58	empirical	empirical	ADJ
dem-1062	195	59	finance	finance	NOUN
dem-1062	195	60	,	,	PUNCT
dem-1062	195	61	14	14	NUM
dem-1062	195	62	,	,	PUNCT
dem-1062	195	63	401–423	401–423	NUM
dem-1062	195	64	.	.	PUNCT
dem-1062	196	1	sklar	sklar	PROPN
dem-1062	196	2	,	,	PUNCT
dem-1062	196	3	a.	a.	NOUN
dem-1062	196	4	(	(	PUNCT
dem-1062	196	5	1959	1959	NUM
dem-1062	196	6	)	)	PUNCT
dem-1062	196	7	,	,	PUNCT
dem-1062	196	8	fonctions	fonction	NOUN
dem-1062	196	9	de	de	X
dem-1062	196	10	répartition	répartition	X
dem-1062	196	11	à	à	X
dem-1062	196	12	n	n	ADP
dem-1062	196	13	dimensions	dimension	NOUN
dem-1062	196	14	et	et	PROPN
dem-1062	196	15	leurs	leurs	PROPN
dem-1062	196	16	marges	marges	PROPN
dem-1062	196	17	,	,	PUNCT
dem-1062	196	18	publications	publication	NOUN
dem-1062	196	19	de	de	X
dem-1062	196	20	l’institut	l’institut	X
dem-1062	196	21	statistique	statistique	X
dem-1062	196	22	de	de	X
dem-1062	196	23	l’université	l’université	X
dem-1062	196	24	de	de	X
dem-1062	196	25	paris	paris	PROPN
dem-1062	196	26	,	,	PUNCT
dem-1062	196	27	8	8	NUM
dem-1062	196	28	,	,	PUNCT
dem-1062	196	29	229–231	229–231	NUM
dem-1062	196	30	.	.	PUNCT
dem-1062	197	1	theodossiou	theodossiou	NOUN
dem-1062	197	2	,	,	PUNCT
dem-1062	197	3	p.	p.	PROPN
dem-1062	197	4	,	,	PUNCT
dem-1062	197	5	lee	lee	PROPN
dem-1062	197	6	,	,	PUNCT
dem-1062	197	7	u.	u.	PROPN
dem-1062	197	8	(	(	PUNCT
dem-1062	197	9	1993	1993	NUM
dem-1062	197	10	)	)	PUNCT
dem-1062	197	11	,	,	PUNCT
dem-1062	197	12	mean	mean	VERB
dem-1062	197	13	and	and	CCONJ
dem-1062	197	14	volatility	volatility	NOUN
dem-1062	197	15	spillovers	spillover	NOUN
dem-1062	197	16	across	across	ADP
dem-1062	197	17	major	major	ADJ
dem-1062	197	18	national	national	ADJ
dem-1062	197	19	stock	stock	NOUN
dem-1062	197	20	markets	market	NOUN
dem-1062	197	21	:	:	PUNCT
dem-1062	197	22	further	far	ADV
dem-1062	197	23	empirical	empirical	ADJ
dem-1062	197	24	evidence	evidence	NOUN
dem-1062	197	25	,	,	PUNCT
dem-1062	197	26	journal	journal	NOUN
dem-1062	197	27	of	of	ADP
dem-1062	197	28	financial	financial	ADJ
dem-1062	197	29	research	research	NOUN
dem-1062	197	30	,	,	PUNCT
dem-1062	197	31	16	16	NUM
dem-1062	197	32	,	,	PUNCT
dem-1062	197	33	327–350	327–350	NUM
dem-1062	197	34	.	.	PUNCT
dem-1062	198	1	wong	wong	PROPN
dem-1062	198	2	,	,	PUNCT
dem-1062	198	3	w.-k	w.-k	PROPN
dem-1062	198	4	,	,	PUNCT
dem-1062	198	5	penm	penm	NOUN
dem-1062	198	6	,	,	PUNCT
dem-1062	198	7	j.	j.	PROPN
dem-1062	198	8	,	,	PUNCT
dem-1062	198	9	terrel	terrel	PROPN
dem-1062	198	10	,	,	PUNCT
dem-1062	198	11	r.	r.	PROPN
dem-1062	198	12	d.	d.	PROPN
dem-1062	198	13	,	,	PUNCT
dem-1062	198	14	lim	lim	PROPN
dem-1062	198	15	,	,	PUNCT
dem-1062	198	16	k.	k.	PROPN
dem-1062	198	17	(	(	PUNCT
dem-1062	198	18	2004	2004	NUM
dem-1062	198	19	)	)	PUNCT
dem-1062	198	20	,	,	PUNCT
dem-1062	198	21	the	the	DET
dem-1062	198	22	relationship	relationship	NOUN
dem-1062	198	23	between	between	ADP
dem-1062	198	24	stock	stock	NOUN
dem-1062	198	25	markets	market	NOUN
dem-1062	198	26	of	of	ADP
dem-1062	198	27	major	major	ADJ
dem-1062	198	28	developed	develop	VERB
dem-1062	198	29	countries	country	NOUN
dem-1062	198	30	and	and	CCONJ
dem-1062	198	31	asian	asian	ADJ
dem-1062	198	32	emerging	emerge	VERB
dem-1062	198	33	markets	market	NOUN
dem-1062	198	34	,	,	PUNCT
dem-1062	198	35	journal	journal	NOUN
dem-1062	198	36	of	of	ADP
dem-1062	198	37	applied	apply	VERB
dem-1062	198	38	mathematics	mathematic	NOUN
dem-1062	198	39	and	and	CCONJ
dem-1062	198	40	decision	decision	NOUN
dem-1062	198	41	sciences	science	NOUN
dem-1062	198	42	,	,	PUNCT
dem-1062	198	43	8	8	NUM
dem-1062	198	44	,	,	PUNCT
dem-1062	198	45	201–218	201–218	NUM
dem-1062	198	46	.	.	PUNCT
dem-1062	199	1	veiga	veiga	PROPN
dem-1062	199	2	,	,	PUNCT
dem-1062	199	3	b.	b.	PROPN
dem-1062	199	4	,	,	PUNCT
dem-1062	199	5	mcaleer	mcaleer	NOUN
dem-1062	199	6	,	,	PUNCT
dem-1062	199	7	m.	m.	NOUN
dem-1062	199	8	(	(	PUNCT
dem-1062	199	9	2004	2004	NUM
dem-1062	199	10	)	)	PUNCT
dem-1062	199	11	,	,	PUNCT
dem-1062	199	12	testing	test	VERB
dem-1062	199	13	the	the	DET
dem-1062	199	14	sensitivity	sensitivity	NOUN
dem-1062	199	15	of	of	ADP
dem-1062	199	16	spillover	spillover	NOUN
dem-1062	199	17	effects	effect	NOUN
dem-1062	199	18	across	across	ADP
dem-1062	199	19	financial	financial	ADJ
dem-1062	199	20	markets	market	NOUN
dem-1062	199	21	.	.	PUNCT
dem-1062	200	1	in	in	ADP
dem-1062	200	2	:	:	PUNCT
dem-1062	200	3	pahl	pahl	PROPN
dem-1062	200	4	-	-	PUNCT
dem-1062	200	5	wostl	wostl	NOUN
dem-1062	200	6	,	,	PUNCT
dem-1062	200	7	c.	c.	NOUN
dem-1062	200	8	,	,	PUNCT
dem-1062	200	9	schmidt	schmidt	PROPN
dem-1062	200	10	,	,	PUNCT
dem-1062	200	11	s.	s.	PROPN
dem-1062	200	12	,	,	PUNCT
dem-1062	200	13	rizzoli	rizzoli	PROPN
dem-1062	200	14	,	,	PUNCT
dem-1062	200	15	a.	a.	PROPN
dem-1062	200	16	e.	e.	PROPN
dem-1062	200	17	,	,	PUNCT
dem-1062	200	18	jakeman	jakeman	NOUN
dem-1062	200	19	,	,	PUNCT
dem-1062	200	20	a.	a.	PROPN
dem-1062	200	21	j.	j.	PROPN
dem-1062	200	22	(	(	PUNCT
dem-1062	200	23	eds	eds	PROPN
dem-1062	200	24	.	.	PUNCT
dem-1062	200	25	)	)	PUNCT
dem-1062	200	26	,	,	PUNCT
dem-1062	200	27	complexity	complexity	NOUN
dem-1062	200	28	and	and	CCONJ
dem-1062	200	29	integrated	integrated	ADJ
dem-1062	200	30	resources	resource	NOUN
dem-1062	200	31	management	management	NOUN
dem-1062	200	32	:	:	PUNCT
dem-1062	200	33	transactions	transaction	NOUN
dem-1062	200	34	of	of	ADP
dem-1062	200	35	the	the	DET
dem-1062	200	36	international	international	ADJ
dem-1062	200	37	conference	conference	NOUN
dem-1062	200	38	on	on	ADP
dem-1062	200	39	environmental	environmental	ADJ
dem-1062	200	40	modelling	modelling	NOUN
dem-1062	200	41	and	and	CCONJ
dem-1062	200	42	software	software	NOUN
dem-1062	200	43	,	,	PUNCT
dem-1062	200	44	osnabrueck	osnabrueck	NOUN
dem-1062	200	45	,	,	PUNCT
dem-1062	200	46	germany	germany	PROPN
dem-1062	200	47	,	,	PUNCT
dem-1062	200	48	iemss	iemss	NOUN
dem-1062	200	49	,	,	PUNCT
dem-1062	200	50	manno	manno	PROPN
dem-1062	200	51	,	,	PUNCT
dem-1062	200	52	switzerland	switzerland	PROPN
dem-1062	200	53	,	,	PUNCT
dem-1062	200	54	1523–1529	1523–1529	NUM
dem-1062	200	55	.	.	PUNCT
dem-1062	201	1	wpływ	wpływ	PROPN
dem-1062	201	2	dynamiki	dynamiki	PROPN
dem-1062	201	3	kursów	kursów	PROPN
dem-1062	201	4	walutowych	walutowych	PROPN
dem-1062	201	5	na	na	PART
dem-1062	201	6	zależności	zależności	VERB
dem-1062	201	7	na	na	PART
dem-1062	201	8	globalnym	globalnym	VERB
dem-1062	202	1	rynku	rynku	ADJ
dem-1062	202	2	akcji	akcji	ADJ
dem-1062	202	3	z	z	NOUN
dem-1062	203	1	a	a	DET
dem-1062	203	2	r	r	NOUN
dem-1062	203	3	y	y	PROPN
dem-1062	203	4	s	s	PROPN
dem-1062	203	5	t	t	NOUN
dem-1062	203	6	r	r	NOUN
dem-1062	203	7	e	e	PROPN
dem-1062	203	8	ś	ś	PROPN
dem-1062	203	9	c	c	PROPN
dem-1062	203	10	i.	i.	PROPN
dem-1062	203	11	analiza	analiza	PROPN
dem-1062	203	12	powiązań	powiązań	PROPN
dem-1062	203	13	pomiędzy	pomiędzy	PROPN
dem-1062	203	14	narodowymi	narodowymi	VERB
dem-1062	203	15	rynkami	rynkami	ADJ
dem-1062	203	16	akcji	akcji	ADJ
dem-1062	203	17	jest	jest	PROPN
dem-1062	203	18	zwykle	zwykle	AUX
dem-1062	203	19	oparta	oparta	VERB
dem-1062	203	20	na	na	PROPN
dem-1062	203	21	modelach	modelach	NOUN
dem-1062	203	22	opisujących	opisujących	NOUN
dem-1062	204	1	zależności	zależności	PROPN
dem-1062	204	2	pomiędzy	pomiędzy	PROPN
dem-1062	204	3	stopami	stopami	PROPN
dem-1062	204	4	zwrotu	zwrotu	PROPN
dem-1062	204	5	z	z	PROPN
dem-1062	204	6	akcji	akcji	PROPN
dem-1062	204	7	lub	lub	PROPN
dem-1062	204	8	indeksów	indeksów	PROPN
dem-1062	204	9	.	.	PUNCT
dem-1062	205	1	przy	przy	PROPN
dem-1062	205	2	tym	tym	PROPN
dem-1062	205	3	w	w	PROPN
dem-1062	205	4	niektórych	niektórych	PROPN
dem-1062	205	5	badaniach	badaniach	NOUN
dem-1062	205	6	wykorzystuje	wykorzystuje	PROPN
dem-1062	205	7	się	się	PROPN
dem-1062	205	8	notowania	notowania	PROPN
dem-1062	206	1	w	w	PROPN
dem-1062	206	2	walutach	walutach	PROPN
dem-1062	206	3	lokalnych	lokalnych	NOUN
dem-1062	206	4	,	,	PUNCT
dem-1062	206	5	a	a	DET
dem-1062	206	6	w	w	NOUN
dem-1062	206	7	innych	innych	X
dem-1062	206	8	–	–	PUNCT
dem-1062	206	9	notowania	notowania	NOUN
dem-1062	206	10	denominowane	denominowane	NOUN
dem-1062	206	11	w	w	NOUN
dem-1062	206	12	tej	tej	PROPN
dem-1062	206	13	samej	samej	NOUN
dem-1062	206	14	walucie	walucie	NOUN
dem-1062	206	15	(	(	PUNCT
dem-1062	206	16	zwykle	zwykle	NOUN
dem-1062	206	17	w	w	PROPN
dem-1062	206	18	dolarze	dolarze	PROPN
dem-1062	206	19	amerykańskim	amerykańskim	PROPN
dem-1062	206	20	)	)	PUNCT
dem-1062	206	21	.	.	PUNCT
dem-1062	207	1	w	w	PROPN
dem-1062	207	2	artykule	artykule	PROPN
dem-1062	207	3	zajmujemy	zajmujemy	PROPN
dem-1062	207	4	się	się	PROPN
dem-1062	207	5	badaniem	badaniem	PROPN
dem-1062	207	6	,	,	PUNCT
dem-1062	207	7	jak	jak	PROPN
dem-1062	207	8	uwzględnienie	uwzględnienie	PROPN
dem-1062	207	9	dynamiki	dynamiki	PROPN
dem-1062	207	10	kursów	kursów	PROPN
dem-1062	207	11	walutowych	walutowych	PROPN
dem-1062	207	12	w	w	PROPN
dem-1062	207	13	modelu	modelu	PROPN
dem-1062	207	14	powiązań	powiązań	NOUN
dem-1062	207	15	dla	dla	NOUN
dem-1062	207	16	giełdowych	giełdowych	PROPN
dem-1062	207	17	stóp	stóp	NOUN
dem-1062	207	18	zwrotu	zwrotu	PROPN
dem-1062	207	19	wpływa	wpływa	PROPN
dem-1062	207	20	na	na	PROPN
dem-1062	207	21	opis	opis	PROPN
dem-1062	207	22	zależności	zależności	PROPN
dem-1062	207	23	.	.	PUNCT
dem-1062	208	1	stosujemy	stosujemy	PROPN
dem-1062	208	2	i	i	PRON
dem-1062	208	3	porównujemy	porównujemy	VERB
dem-1062	208	4	dwa	dwa	VERB
dem-1062	208	5	podejścia	podejścia	PROPN
dem-1062	208	6	.	.	PUNCT
dem-1062	209	1	pierwsze	pierwsze	PROPN
dem-1062	209	2	polega	polega	PROPN
dem-1062	209	3	na	na	AUX
dem-1062	209	4	denominowaniu	denominowaniu	VERB
dem-1062	209	5	rozważanych	rozważanych	NOUN
dem-1062	209	6	notowań	notowań	PROPN
dem-1062	209	7	w	w	PROPN
dem-1062	209	8	tej	tej	PROPN
dem-1062	209	9	samej	samej	NOUN
dem-1062	209	10	walucie	walucie	NOUN
dem-1062	209	11	,	,	PUNCT
dem-1062	209	12	a	a	DET
dem-1062	209	13	drugie	drugie	PROPN
dem-1062	209	14	sprowadza	sprowadza	PROPN
dem-1062	209	15	się	się	PROPN
dem-1062	209	16	do	do	VERB
dem-1062	209	17	bezpośredniego	bezpośredniego	NOUN
dem-1062	209	18	wprowadzenia	wprowadzenia	PROPN
dem-1062	209	19	kursu	kursu	PROPN
dem-1062	209	20	walutowego	walutowego	PROPN
dem-1062	209	21	do	do	AUX
dem-1062	209	22	modelu	modelu	NOUN
dem-1062	209	23	struktury	struktury	NOUN
dem-1062	209	24	zależności	zależności	PROPN
dem-1062	209	25	.	.	PUNCT
dem-1062	210	1	prezentowana	prezentowana	PROPN
dem-1062	210	2	analiza	analiza	PROPN
dem-1062	210	3	jest	jest	PROPN
dem-1062	210	4	oparta	oparta	VERB
dem-1062	210	5	na	na	INTJ
dem-1062	210	6	szeregach	szeregach	NOUN
dem-1062	210	7	stóp	stóp	PROPN
dem-1062	210	8	zwrotu	zwrotu	PROPN
dem-1062	210	9	z	z	PROPN
dem-1062	210	10	okresu	okresu	PROPN
dem-1062	210	11	1995	1995	NUM
dem-1062	210	12	-	-	SYM
dem-1062	210	13	2010	2010	NUM
dem-1062	210	14	.	.	PUNCT
dem-1062	211	1	w	w	PROPN
dem-1062	211	2	celu	celu	PROPN
dem-1062	211	3	opisu	opisu	PROPN
dem-1062	211	4	struktury	struktury	NOUN
dem-1062	211	5	zależności	zależności	PROPN
dem-1062	211	6	stosujemy	stosujemy	PROPN
dem-1062	211	7	dynamiczne	dynamiczne	PROPN
dem-1062	211	8	modele	modele	PROPN
dem-1062	211	9	kopuli	kopuli	PROPN
dem-1062	211	10	.	.	PUNCT
dem-1062	212	1	podejście	podejście	PROPN
dem-1062	212	2	takie	takie	PROPN
dem-1062	212	3	pozwala	pozwala	PROPN
dem-1062	212	4	nam	nam	PROPN
dem-1062	212	5	na	na	PART
dem-1062	212	6	oddzielenie	oddzielenie	VERB
dem-1062	212	7	dynamiki	dynamiki	ADJ
dem-1062	212	8	zależności	zależności	PROPN
dem-1062	212	9	od	od	PROPN
dem-1062	212	10	dynamiki	dynamiki	PROPN
dem-1062	212	11	zmienności	zmienności	PROPN
dem-1062	212	12	notowań	notowań	ADV
dem-1062	212	13	.	.	PUNCT
dem-1062	213	1	s	s	PART
dem-1062	213	2	ł	ł	PROPN
dem-1062	213	3	o	o	X
dem-1062	213	4	w	w	NOUN
dem-1062	213	5	a	a	DET
dem-1062	213	6	k	k	X
dem-1062	213	7	l	l	NOUN
dem-1062	213	8	u	u	NOUN
dem-1062	214	1	c	c	NOUN
dem-1062	214	2	z	z	NOUN
dem-1062	214	3	o	o	X
dem-1062	214	4	w	w	PROPN
dem-1062	215	1	e	e	NOUN
dem-1062	215	2	:	:	PUNCT
dem-1062	215	3	rynek	rynek	ADJ
dem-1062	215	4	akcji	akcji	ADJ
dem-1062	215	5	,	,	PUNCT
dem-1062	215	6	indeks	indek	NOUN
dem-1062	215	7	giełdowy	giełdowy	PROPN
dem-1062	215	8	,	,	PUNCT
dem-1062	215	9	powiązania	powiązania	NOUN
dem-1062	215	10	,	,	PUNCT
dem-1062	215	11	denominacja	denominacja	NOUN
dem-1062	215	12	,	,	PUNCT
dem-1062	215	13	kursy	kursy	NOUN
dem-1062	215	14	walutowe	walutowe	PROPN
dem-1062	215	15	,	,	PUNCT
dem-1062	215	16	kopula	kopula	ADV
dem-1062	215	17	.	.	PUNCT