id	sid	tid	token	lemma	pos
dem-1076	1	1	microsoft	microsoft	PROPN
dem-1076	1	2	word	word	NOUN
dem-1076	1	3	12_kliber_p.docx	12_kliber_p.docx	NUM
dem-1076	1	4	dynamic	dynamic	ADJ
dem-1076	1	5	econometric	econometric	ADJ
dem-1076	1	6	models	model	NOUN
dem-1076	1	7	vol	vol	NOUN
dem-1076	1	8	.	.	PROPN
dem-1076	1	9	11	11	NUM
dem-1076	1	10	–	–	PUNCT
dem-1076	1	11	nicolaus	nicolaus	PROPN
dem-1076	1	12	copernicus	copernicus	PROPN
dem-1076	1	13	university	university	PROPN
dem-1076	1	14	–	–	PUNCT
dem-1076	1	15	toruń	toruń	NOUN
dem-1076	1	16	–	–	PUNCT
dem-1076	1	17	2011	2011	NUM
dem-1076	1	18	paweł	paweł	VERB
dem-1076	1	19	kliber	kliber	PROPN
dem-1076	1	20	poznan	poznan	PROPN
dem-1076	1	21	university	university	PROPN
dem-1076	1	22	of	of	ADP
dem-1076	1	23	economics	economic	NOUN
dem-1076	1	24	jumps	jump	VERB
dem-1076	1	25	activity	activity	NOUN
dem-1076	1	26	and	and	CCONJ
dem-1076	1	27	singularity	singularity	NOUN
dem-1076	1	28	spectra	spectra	NOUN
dem-1076	1	29	for	for	ADP
dem-1076	1	30	instruments	instrument	NOUN
dem-1076	1	31	in	in	ADP
dem-1076	1	32	the	the	DET
dem-1076	1	33	polish	polish	ADJ
dem-1076	1	34	financial	financial	ADJ
dem-1076	1	35	market†	market†	NOUN
dem-1076	1	36	a	a	PRON
dem-1076	1	37	b	b	PROPN
dem-1076	1	38	s	s	ADP
dem-1076	1	39	t	t	PROPN
dem-1076	1	40	r	r	NOUN
dem-1076	1	41	a	a	DET
dem-1076	1	42	c	c	NOUN
dem-1076	1	43	t.	t.	NOUN
dem-1076	1	44	in	in	ADP
dem-1076	1	45	the	the	DET
dem-1076	1	46	paper	paper	NOUN
dem-1076	1	47	we	we	PRON
dem-1076	1	48	try	try	VERB
dem-1076	1	49	to	to	PART
dem-1076	1	50	measure	measure	VERB
dem-1076	1	51	the	the	DET
dem-1076	1	52	activity	activity	NOUN
dem-1076	1	53	of	of	ADP
dem-1076	1	54	jumps	jump	NOUN
dem-1076	1	55	in	in	ADP
dem-1076	1	56	returns	return	NOUN
dem-1076	1	57	of	of	ADP
dem-1076	1	58	some	some	DET
dem-1076	1	59	instruments	instrument	NOUN
dem-1076	1	60	from	from	ADP
dem-1076	1	61	the	the	DET
dem-1076	1	62	polish	polish	ADJ
dem-1076	1	63	financial	financial	ADJ
dem-1076	1	64	market	market	NOUN
dem-1076	1	65	.	.	PUNCT
dem-1076	2	1	we	we	PRON
dem-1076	2	2	use	use	VERB
dem-1076	2	3	blumenthal	blumenthal	PROPN
dem-1076	2	4	-	-	PUNCT
dem-1076	2	5	getoor	getoor	NOUN
dem-1076	2	6	index	index	NOUN
dem-1076	2	7	β	β	NOUN
dem-1076	2	8	for	for	ADP
dem-1076	2	9	lévy	lévy	ADJ
dem-1076	2	10	processes	process	NOUN
dem-1076	2	11	as	as	ADP
dem-1076	2	12	a	a	DET
dem-1076	2	13	measure	measure	NOUN
dem-1076	2	14	of	of	ADP
dem-1076	2	15	jumps	jump	NOUN
dem-1076	2	16	’	'	PUNCT
dem-1076	2	17	activity	activity	NOUN
dem-1076	2	18	.	.	PUNCT
dem-1076	3	1	this	this	PRON
dem-1076	3	2	allows	allow	VERB
dem-1076	3	3	us	we	PRON
dem-1076	3	4	to	to	PART
dem-1076	3	5	distinguish	distinguish	VERB
dem-1076	3	6	between	between	ADP
dem-1076	3	7	processes	process	NOUN
dem-1076	3	8	with	with	ADP
dem-1076	3	9	rare	rare	ADJ
dem-1076	3	10	and	and	CCONJ
dem-1076	3	11	sharp	sharp	ADJ
dem-1076	3	12	jumps	jump	NOUN
dem-1076	3	13	and	and	CCONJ
dem-1076	3	14	the	the	DET
dem-1076	3	15	processes	process	NOUN
dem-1076	3	16	with	with	ADP
dem-1076	3	17	infinitely	infinitely	ADV
dem-1076	3	18	-	-	PUNCT
dem-1076	3	19	active	active	ADJ
dem-1076	3	20	jump	jump	NOUN
dem-1076	3	21	component	component	NOUN
dem-1076	3	22	.	.	PUNCT
dem-1076	4	1	we	we	PRON
dem-1076	4	2	use	use	VERB
dem-1076	4	3	three	three	NUM
dem-1076	4	4	different	different	ADJ
dem-1076	4	5	methods	method	NOUN
dem-1076	4	6	.	.	PUNCT
dem-1076	5	1	first	first	ADV
dem-1076	5	2	we	we	PRON
dem-1076	5	3	use	use	VERB
dem-1076	5	4	activity	activity	NOUN
dem-1076	5	5	signature	signature	NOUN
dem-1076	5	6	plots	plot	NOUN
dem-1076	5	7	to	to	PART
dem-1076	5	8	estimate	estimate	VERB
dem-1076	5	9	the	the	DET
dem-1076	5	10	activity	activity	NOUN
dem-1076	5	11	patterns	pattern	NOUN
dem-1076	5	12	of	of	ADP
dem-1076	5	13	jumps	jump	NOUN
dem-1076	5	14	.	.	PUNCT
dem-1076	6	1	then	then	ADV
dem-1076	6	2	we	we	PRON
dem-1076	6	3	estimate	estimate	VERB
dem-1076	6	4	the	the	DET
dem-1076	6	5	blumenthal	blumenthal	PROPN
dem-1076	6	6	-	-	PUNCT
dem-1076	6	7	getoor	getoor	NOUN
dem-1076	6	8	index	index	NOUN
dem-1076	6	9	with	with	ADP
dem-1076	6	10	aït	aït	NOUN
dem-1076	6	11	-	-	PUNCT
dem-1076	6	12	sahalia	sahalia	PROPN
dem-1076	6	13	and	and	CCONJ
dem-1076	6	14	jacod	jacod	NOUN
dem-1076	6	15	threshold	threshold	NOUN
dem-1076	6	16	estimator.then	estimator.then	ADV
dem-1076	6	17	we	we	PRON
dem-1076	6	18	use	use	VERB
dem-1076	6	19	methods	method	NOUN
dem-1076	6	20	based	base	VERB
dem-1076	6	21	on	on	ADP
dem-1076	6	22	singularity	singularity	NOUN
dem-1076	6	23	spectra	spectra	NOUN
dem-1076	6	24	of	of	ADP
dem-1076	6	25	lévy	lévy	ADJ
dem-1076	6	26	processes	process	NOUN
dem-1076	6	27	.	.	PUNCT
dem-1076	7	1	finally	finally	ADV
dem-1076	7	2	,	,	PUNCT
dem-1076	7	3	we	we	PRON
dem-1076	7	4	compare	compare	VERB
dem-1076	7	5	the	the	DET
dem-1076	7	6	results	result	NOUN
dem-1076	7	7	.	.	PUNCT
dem-1076	8	1	k	k	PROPN
dem-1076	8	2	e	e	PROPN
dem-1076	8	3	y	y	PROPN
dem-1076	8	4	w	w	NOUN
dem-1076	8	5	o	o	NOUN
dem-1076	8	6	r	r	NOUN
dem-1076	8	7	d	d	PROPN
dem-1076	8	8	s	s	NOUN
dem-1076	8	9	:	:	PUNCT
dem-1076	8	10	blumenthal	blumenthal	PROPN
dem-1076	8	11	-	-	PUNCT
dem-1076	8	12	getoor	getoor	NOUN
dem-1076	8	13	index	index	NOUN
dem-1076	8	14	,	,	PUNCT
dem-1076	8	15	singularity	singularity	NOUN
dem-1076	8	16	spectrum	spectrum	NOUN
dem-1076	8	17	,	,	PUNCT
dem-1076	8	18	lévy	lévy	ADJ
dem-1076	8	19	exponential	exponential	ADJ
dem-1076	8	20	models	model	NOUN
dem-1076	8	21	.	.	PUNCT
dem-1076	9	1	introduction	introduction	NOUN
dem-1076	9	2	the	the	DET
dem-1076	9	3	classical	classical	ADJ
dem-1076	9	4	models	model	NOUN
dem-1076	9	5	of	of	ADP
dem-1076	9	6	assets	asset	NOUN
dem-1076	9	7	’	'	PUNCT
dem-1076	9	8	returns	return	NOUN
dem-1076	9	9	are	be	AUX
dem-1076	9	10	based	base	VERB
dem-1076	9	11	on	on	ADP
dem-1076	9	12	the	the	DET
dem-1076	9	13	assumption	assumption	NOUN
dem-1076	9	14	of	of	ADP
dem-1076	9	15	the	the	DET
dem-1076	9	16	normality	normality	NOUN
dem-1076	9	17	of	of	ADP
dem-1076	9	18	returns	return	NOUN
dem-1076	9	19	.	.	PUNCT
dem-1076	10	1	this	this	PRON
dem-1076	10	2	is	be	AUX
dem-1076	10	3	for	for	ADP
dem-1076	10	4	example	example	NOUN
dem-1076	10	5	the	the	DET
dem-1076	10	6	case	case	NOUN
dem-1076	10	7	of	of	ADP
dem-1076	10	8	classical	classical	ADJ
dem-1076	10	9	portfolio	portfolio	NOUN
dem-1076	10	10	theory	theory	NOUN
dem-1076	10	11	,	,	PUNCT
dem-1076	10	12	developed	develop	VERB
dem-1076	10	13	by	by	ADP
dem-1076	10	14	markowitz	markowitz	PROPN
dem-1076	10	15	(	(	PUNCT
dem-1076	10	16	1952	1952	NUM
dem-1076	10	17	)	)	PUNCT
dem-1076	10	18	and	and	CCONJ
dem-1076	10	19	sharpe	sharpe	PROPN
dem-1076	10	20	(	(	PUNCT
dem-1076	10	21	1963	1963	NUM
dem-1076	10	22	)	)	PUNCT
dem-1076	10	23	,	,	PUNCT
dem-1076	10	24	and	and	CCONJ
dem-1076	10	25	the	the	DET
dem-1076	10	26	option	option	NOUN
dem-1076	10	27	pricing	pricing	NOUN
dem-1076	10	28	formula	formula	NOUN
dem-1076	10	29	,	,	PUNCT
dem-1076	10	30	derived	derive	VERB
dem-1076	10	31	by	by	ADP
dem-1076	10	32	black	black	ADJ
dem-1076	10	33	and	and	CCONJ
dem-1076	10	34	scholes	schole	NOUN
dem-1076	10	35	(	(	PUNCT
dem-1076	10	36	1973	1973	NUM
dem-1076	10	37	)	)	PUNCT
dem-1076	10	38	and	and	CCONJ
dem-1076	10	39	by	by	ADP
dem-1076	10	40	merton	merton	PROPN
dem-1076	10	41	(	(	PUNCT
dem-1076	10	42	1973	1973	NUM
dem-1076	10	43	)	)	PUNCT
dem-1076	10	44	.	.	PUNCT
dem-1076	11	1	however	however	ADV
dem-1076	11	2	it	it	PRON
dem-1076	11	3	is	be	AUX
dem-1076	11	4	well	well	ADV
dem-1076	11	5	-	-	PUNCT
dem-1076	11	6	known	know	VERB
dem-1076	11	7	that	that	SCONJ
dem-1076	11	8	the	the	DET
dem-1076	11	9	normality	normality	NOUN
dem-1076	11	10	assumption	assumption	NOUN
dem-1076	11	11	does	do	AUX
dem-1076	11	12	not	not	PART
dem-1076	11	13	hold	hold	VERB
dem-1076	11	14	.	.	PUNCT
dem-1076	12	1	many	many	ADJ
dem-1076	12	2	well	well	ADV
dem-1076	12	3	-	-	PUNCT
dem-1076	12	4	established	establish	VERB
dem-1076	12	5	stylized	stylize	VERB
dem-1076	12	6	facts	fact	NOUN
dem-1076	12	7	about	about	ADP
dem-1076	12	8	assets	asset	NOUN
dem-1076	12	9	’	'	PUNCT
dem-1076	12	10	returns	return	NOUN
dem-1076	12	11	contradict	contradict	VERB
dem-1076	12	12	this	this	PRON
dem-1076	12	13	.	.	PUNCT
dem-1076	13	1	the	the	DET
dem-1076	13	2	observed	observe	VERB
dem-1076	13	3	returns	return	NOUN
dem-1076	13	4	reveal	reveal	VERB
dem-1076	13	5	characteristics	characteristic	NOUN
dem-1076	13	6	such	such	ADJ
dem-1076	13	7	as	as	ADP
dem-1076	13	8	heavy	heavy	ADJ
dem-1076	13	9	tails	tail	NOUN
dem-1076	13	10	,	,	PUNCT
dem-1076	13	11	high	high	ADJ
dem-1076	13	12	kurtosis	kurtosis	NOUN
dem-1076	13	13	or	or	CCONJ
dem-1076	13	14	volatility	volatility	NOUN
dem-1076	13	15	clustering	clustering	NOUN
dem-1076	13	16	,	,	PUNCT
dem-1076	13	17	which	which	PRON
dem-1076	13	18	is	be	AUX
dem-1076	13	19	not	not	PART
dem-1076	13	20	consistent	consistent	ADJ
dem-1076	13	21	with	with	ADP
dem-1076	13	22	gaussian	gaussian	ADJ
dem-1076	13	23	distribution1	distribution1	NOUN
dem-1076	13	24	.	.	PUNCT
dem-1076	14	1	there	there	PRON
dem-1076	14	2	are	be	VERB
dem-1076	14	3	several	several	ADJ
dem-1076	14	4	methods	method	NOUN
dem-1076	14	5	to	to	PART
dem-1076	14	6	deal	deal	VERB
dem-1076	14	7	with	with	ADP
dem-1076	14	8	non	non	ADJ
dem-1076	14	9	-	-	ADJ
dem-1076	14	10	normality	normality	NOUN
dem-1076	14	11	of	of	ADP
dem-1076	14	12	returns	return	NOUN
dem-1076	14	13	and	and	CCONJ
dem-1076	14	14	to	to	PART
dem-1076	14	15	make	make	VERB
dem-1076	14	16	models	model	NOUN
dem-1076	14	17	better	well	ADV
dem-1076	14	18	fitted	fit	VERB
dem-1076	14	19	to	to	PART
dem-1076	14	20	observed	observe	VERB
dem-1076	14	21	data	datum	NOUN
dem-1076	14	22	.	.	PUNCT
dem-1076	15	1	the	the	DET
dem-1076	15	2	most	most	ADV
dem-1076	15	3	popular	popular	ADJ
dem-1076	15	4	approach	approach	NOUN
dem-1076	15	5	is	be	AUX
dem-1076	15	6	the	the	DET
dem-1076	15	7	modeling	modeling	NOUN
dem-1076	15	8	the	the	DET
dem-1076	15	9	conditional	conditional	ADJ
dem-1076	15	10	volatility	volatility	NOUN
dem-1076	15	11	with	with	ADP
dem-1076	15	12	some	some	DET
dem-1076	15	13	kind	kind	NOUN
dem-1076	15	14	of	of	ADP
dem-1076	15	15	arch	arch	ADJ
dem-1076	15	16	/	/	SYM
dem-1076	15	17	garch	garch	NOUN
dem-1076	15	18	model	model	NOUN
dem-1076	15	19	.	.	PUNCT
dem-1076	16	1	†	†	PROPN
dem-1076	17	1	the	the	DET
dem-1076	17	2	research	research	NOUN
dem-1076	17	3	was	be	AUX
dem-1076	17	4	undertaken	undertake	VERB
dem-1076	17	5	in	in	ADP
dem-1076	17	6	the	the	DET
dem-1076	17	7	project	project	NOUN
dem-1076	17	8	sponsored	sponsor	VERB
dem-1076	17	9	by	by	ADP
dem-1076	17	10	the	the	DET
dem-1076	17	11	polish	polish	PROPN
dem-1076	17	12	ministry	ministry	PROPN
dem-1076	17	13	of	of	ADP
dem-1076	17	14	science	science	PROPN
dem-1076	17	15	and	and	CCONJ
dem-1076	17	16	higher	high	ADJ
dem-1076	17	17	education	education	NOUN
dem-1076	17	18	,	,	PUNCT
dem-1076	17	19	n	n	CCONJ
dem-1076	17	20	n111	n111	PROPN
dem-1076	17	21	436	436	NUM
dem-1076	17	22	534	534	NUM
dem-1076	17	23	.	.	PUNCT
dem-1076	18	1	the	the	DET
dem-1076	18	2	author	author	NOUN
dem-1076	18	3	would	would	AUX
dem-1076	18	4	like	like	VERB
dem-1076	18	5	to	to	PART
dem-1076	18	6	thank	thank	VERB
dem-1076	18	7	two	two	NUM
dem-1076	18	8	anonymous	anonymous	ADJ
dem-1076	18	9	referees	referee	NOUN
dem-1076	18	10	for	for	ADP
dem-1076	18	11	valuable	valuable	ADJ
dem-1076	18	12	comments	comment	NOUN
dem-1076	18	13	.	.	PUNCT
dem-1076	19	1	1	1	NUM
dem-1076	19	2	the	the	DET
dem-1076	19	3	survey	survey	NOUN
dem-1076	19	4	of	of	ADP
dem-1076	19	5	stylized	stylize	VERB
dem-1076	19	6	facts	fact	NOUN
dem-1076	19	7	concerning	concern	VERB
dem-1076	19	8	assets	asset	NOUN
dem-1076	19	9	’	'	PUNCT
dem-1076	19	10	returns	return	NOUN
dem-1076	19	11	can	can	AUX
dem-1076	19	12	be	be	AUX
dem-1076	19	13	found	find	VERB
dem-1076	19	14	in	in	ADP
dem-1076	19	15	(	(	PUNCT
dem-1076	19	16	cont	cont	NOUN
dem-1076	19	17	,	,	PUNCT
dem-1076	19	18	2001	2001	NUM
dem-1076	19	19	)	)	PUNCT
dem-1076	19	20	.	.	PUNCT
dem-1076	20	1	paweł	paweł	VERB
dem-1076	20	2	kliber	kliber	PROPN
dem-1076	20	3	172	172	NUM
dem-1076	20	4	when	when	SCONJ
dem-1076	20	5	using	use	VERB
dem-1076	20	6	non	non	ADJ
dem-1076	20	7	-	-	ADJ
dem-1076	20	8	gaussian	gaussian	ADJ
dem-1076	20	9	distributions	distribution	NOUN
dem-1076	20	10	of	of	ADP
dem-1076	20	11	error	error	NOUN
dem-1076	20	12	terms	term	NOUN
dem-1076	20	13	,	,	PUNCT
dem-1076	20	14	such	such	ADJ
dem-1076	20	15	models	model	NOUN
dem-1076	20	16	seem	seem	VERB
dem-1076	20	17	to	to	PART
dem-1076	20	18	be	be	AUX
dem-1076	20	19	well	well	ADV
dem-1076	20	20	-	-	PUNCT
dem-1076	20	21	fitted	fit	VERB
dem-1076	20	22	to	to	ADP
dem-1076	20	23	the	the	DET
dem-1076	20	24	data	datum	NOUN
dem-1076	20	25	.	.	PUNCT
dem-1076	21	1	in	in	ADP
dem-1076	21	2	this	this	DET
dem-1076	21	3	work	work	NOUN
dem-1076	21	4	we	we	PRON
dem-1076	21	5	take	take	VERB
dem-1076	21	6	another	another	DET
dem-1076	21	7	approach	approach	NOUN
dem-1076	21	8	,	,	PUNCT
dem-1076	21	9	which	which	PRON
dem-1076	21	10	lately	lately	ADV
dem-1076	21	11	becomes	become	VERB
dem-1076	21	12	more	more	ADV
dem-1076	21	13	and	and	CCONJ
dem-1076	21	14	more	more	ADV
dem-1076	21	15	popular	popular	ADJ
dem-1076	21	16	,	,	PUNCT
dem-1076	21	17	namely	namely	ADV
dem-1076	21	18	we	we	PRON
dem-1076	21	19	use	use	VERB
dem-1076	21	20	lévy	lévy	ADJ
dem-1076	21	21	processes	process	NOUN
dem-1076	21	22	in	in	ADP
dem-1076	21	23	the	the	DET
dem-1076	21	24	modeling	modeling	NOUN
dem-1076	21	25	.	.	PUNCT
dem-1076	22	1	although	although	SCONJ
dem-1076	22	2	this	this	DET
dem-1076	22	3	line	line	NOUN
dem-1076	22	4	of	of	ADP
dem-1076	22	5	modeling	modeling	NOUN
dem-1076	22	6	is	be	AUX
dem-1076	22	7	as	as	ADV
dem-1076	22	8	old	old	ADJ
dem-1076	22	9	as	as	ADP
dem-1076	22	10	the	the	DET
dem-1076	22	11	seminal	seminal	ADJ
dem-1076	22	12	paper	paper	NOUN
dem-1076	22	13	of	of	ADP
dem-1076	22	14	maldenbrot	maldenbrot	PROPN
dem-1076	22	15	(	(	PUNCT
dem-1076	22	16	1963	1963	NUM
dem-1076	22	17	)	)	PUNCT
dem-1076	22	18	,	,	PUNCT
dem-1076	22	19	in	in	SCONJ
dem-1076	22	20	which	which	DET
dem-1076	22	21	models	model	NOUN
dem-1076	22	22	with	with	ADP
dem-1076	22	23	stable	stable	ADJ
dem-1076	22	24	distributions	distribution	NOUN
dem-1076	22	25	were	be	AUX
dem-1076	22	26	proposed	propose	VERB
dem-1076	22	27	,	,	PUNCT
dem-1076	22	28	it	it	PRON
dem-1076	22	29	became	become	VERB
dem-1076	22	30	more	more	ADV
dem-1076	22	31	popular	popular	ADJ
dem-1076	22	32	at	at	ADP
dem-1076	22	33	the	the	DET
dem-1076	22	34	beginning	beginning	NOUN
dem-1076	22	35	of	of	ADP
dem-1076	22	36	xxi	xxi	ADJ
dem-1076	22	37	century	century	NOUN
dem-1076	22	38	.	.	PUNCT
dem-1076	23	1	lévy	lévy	ADJ
dem-1076	23	2	processes	process	NOUN
dem-1076	23	3	can	can	AUX
dem-1076	23	4	be	be	AUX
dem-1076	23	5	represented	represent	VERB
dem-1076	23	6	as	as	ADP
dem-1076	23	7	a	a	DET
dem-1076	23	8	sum	sum	NOUN
dem-1076	23	9	of	of	ADP
dem-1076	23	10	continuous	continuous	ADJ
dem-1076	23	11	diffusion	diffusion	NOUN
dem-1076	23	12	(	(	PUNCT
dem-1076	23	13	wiener	wiener	NOUN
dem-1076	23	14	process	process	NOUN
dem-1076	23	15	)	)	PUNCT
dem-1076	23	16	and	and	CCONJ
dem-1076	23	17	discontinuous	discontinuous	ADJ
dem-1076	23	18	jumps	jump	NOUN
dem-1076	23	19	.	.	PUNCT
dem-1076	24	1	thus	thus	ADV
dem-1076	24	2	,	,	PUNCT
dem-1076	24	3	one	one	NUM
dem-1076	24	4	of	of	ADP
dem-1076	24	5	the	the	DET
dem-1076	24	6	main	main	ADJ
dem-1076	24	7	questions	question	NOUN
dem-1076	24	8	is	be	AUX
dem-1076	24	9	if	if	SCONJ
dem-1076	24	10	there	there	PRON
dem-1076	24	11	are	be	VERB
dem-1076	24	12	jumps	jump	NOUN
dem-1076	24	13	in	in	ADP
dem-1076	24	14	the	the	DET
dem-1076	24	15	returns	return	NOUN
dem-1076	24	16	of	of	ADP
dem-1076	24	17	financial	financial	ADJ
dem-1076	24	18	instruments	instrument	NOUN
dem-1076	24	19	and	and	CCONJ
dem-1076	24	20	if	if	SCONJ
dem-1076	24	21	there	there	PRON
dem-1076	24	22	are	be	VERB
dem-1076	24	23	,	,	PUNCT
dem-1076	24	24	how	how	SCONJ
dem-1076	24	25	much	much	ADV
dem-1076	24	26	intensive	intensive	ADJ
dem-1076	24	27	are	be	AUX
dem-1076	24	28	the	the	DET
dem-1076	24	29	jumps	jump	NOUN
dem-1076	24	30	.	.	PUNCT
dem-1076	25	1	formally	formally	ADV
dem-1076	25	2	the	the	DET
dem-1076	25	3	intensity	intensity	NOUN
dem-1076	25	4	of	of	ADP
dem-1076	25	5	jumps	jump	NOUN
dem-1076	25	6	of	of	ADP
dem-1076	25	7	lévy	lévy	ADJ
dem-1076	25	8	process	process	NOUN
dem-1076	25	9	is	be	AUX
dem-1076	25	10	described	describe	VERB
dem-1076	25	11	by	by	ADP
dem-1076	25	12	blumenthal	blumenthal	PROPN
dem-1076	25	13	-	-	PUNCT
dem-1076	25	14	getoor	getoor	NOUN
dem-1076	25	15	index	index	NOUN
dem-1076	25	16	.	.	PUNCT
dem-1076	26	1	in	in	ADP
dem-1076	26	2	the	the	DET
dem-1076	26	3	paper	paper	NOUN
dem-1076	26	4	we	we	PRON
dem-1076	26	5	try	try	VERB
dem-1076	26	6	to	to	PART
dem-1076	26	7	estimate	estimate	VERB
dem-1076	26	8	the	the	DET
dem-1076	26	9	value	value	NOUN
dem-1076	26	10	of	of	ADP
dem-1076	26	11	this	this	DET
dem-1076	26	12	index	index	NOUN
dem-1076	26	13	for	for	ADP
dem-1076	26	14	the	the	DET
dem-1076	26	15	suitably	suitably	ADV
dem-1076	26	16	-	-	PUNCT
dem-1076	26	17	chosen	choose	VERB
dem-1076	26	18	sample	sample	NOUN
dem-1076	26	19	of	of	ADP
dem-1076	26	20	instrument	instrument	NOUN
dem-1076	26	21	from	from	ADP
dem-1076	26	22	polish	polish	ADJ
dem-1076	26	23	financial	financial	ADJ
dem-1076	26	24	market	market	NOUN
dem-1076	26	25	.	.	PUNCT
dem-1076	27	1	we	we	PRON
dem-1076	27	2	use	use	VERB
dem-1076	27	3	three	three	NUM
dem-1076	27	4	different	different	ADJ
dem-1076	27	5	methods	method	NOUN
dem-1076	27	6	of	of	ADP
dem-1076	27	7	estimation	estimation	NOUN
dem-1076	27	8	and	and	CCONJ
dem-1076	27	9	then	then	ADV
dem-1076	27	10	we	we	PRON
dem-1076	27	11	compare	compare	VERB
dem-1076	27	12	the	the	DET
dem-1076	27	13	results	result	NOUN
dem-1076	27	14	.	.	PUNCT
dem-1076	28	1	the	the	DET
dem-1076	28	2	paper	paper	NOUN
dem-1076	28	3	is	be	AUX
dem-1076	28	4	organized	organize	VERB
dem-1076	28	5	as	as	SCONJ
dem-1076	28	6	follows	follow	VERB
dem-1076	28	7	.	.	PUNCT
dem-1076	29	1	in	in	ADP
dem-1076	29	2	the	the	DET
dem-1076	29	3	section	section	NOUN
dem-1076	29	4	1	1	NUM
dem-1076	29	5	we	we	PRON
dem-1076	29	6	present	present	VERB
dem-1076	29	7	basic	basic	ADJ
dem-1076	29	8	facts	fact	NOUN
dem-1076	29	9	about	about	ADP
dem-1076	29	10	lévy	lévy	ADJ
dem-1076	29	11	processes	process	NOUN
dem-1076	29	12	and	and	CCONJ
dem-1076	29	13	lévy	lévy	ADJ
dem-1076	29	14	exponential	exponential	ADJ
dem-1076	29	15	models	model	NOUN
dem-1076	29	16	of	of	ADP
dem-1076	29	17	prices	price	NOUN
dem-1076	29	18	.	.	PUNCT
dem-1076	30	1	in	in	ADP
dem-1076	30	2	this	this	DET
dem-1076	30	3	section	section	NOUN
dem-1076	30	4	we	we	PRON
dem-1076	30	5	also	also	ADV
dem-1076	30	6	introduce	introduce	VERB
dem-1076	30	7	the	the	DET
dem-1076	30	8	concept	concept	NOUN
dem-1076	30	9	of	of	ADP
dem-1076	30	10	blumenthal	blumenthal	PROPN
dem-1076	30	11	-	-	PUNCT
dem-1076	30	12	getoor	getoor	NOUN
dem-1076	30	13	index	index	NOUN
dem-1076	30	14	of	of	ADP
dem-1076	30	15	jumps	jump	NOUN
dem-1076	30	16	.	.	PUNCT
dem-1076	31	1	in	in	ADP
dem-1076	31	2	section	section	NOUN
dem-1076	31	3	2	2	NUM
dem-1076	31	4	we	we	PRON
dem-1076	31	5	try	try	VERB
dem-1076	31	6	to	to	PART
dem-1076	31	7	analyze	analyze	VERB
dem-1076	31	8	the	the	DET
dem-1076	31	9	type	type	NOUN
dem-1076	31	10	of	of	ADP
dem-1076	31	11	processes	process	NOUN
dem-1076	31	12	using	use	VERB
dem-1076	31	13	activity	activity	NOUN
dem-1076	31	14	signature	signature	NOUN
dem-1076	31	15	plots	plot	NOUN
dem-1076	31	16	.	.	PUNCT
dem-1076	32	1	in	in	ADP
dem-1076	32	2	section	section	NOUN
dem-1076	32	3	3	3	NUM
dem-1076	32	4	we	we	PRON
dem-1076	32	5	estimate	estimate	VERB
dem-1076	32	6	blumenthal	blumenthal	NOUN
dem-1076	32	7	-	-	PUNCT
dem-1076	32	8	getoor	getoor	ADJ
dem-1076	32	9	indexes	index	NOUN
dem-1076	32	10	using	use	VERB
dem-1076	32	11	threshold	threshold	NOUN
dem-1076	32	12	estimator	estimator	NOUN
dem-1076	32	13	.	.	PUNCT
dem-1076	33	1	in	in	ADP
dem-1076	33	2	section	section	NOUN
dem-1076	33	3	4	4	NUM
dem-1076	33	4	we	we	PRON
dem-1076	33	5	analyze	analyze	VERB
dem-1076	33	6	the	the	DET
dem-1076	33	7	type	type	NOUN
dem-1076	33	8	of	of	ADP
dem-1076	33	9	processes	process	NOUN
dem-1076	33	10	using	use	VERB
dem-1076	33	11	its	its	PRON
dem-1076	33	12	singularity	singularity	NOUN
dem-1076	33	13	spectrum	spectrum	NOUN
dem-1076	33	14	.	.	PUNCT
dem-1076	34	1	section	section	NOUN
dem-1076	34	2	5	5	NUM
dem-1076	34	3	concludes	conclude	VERB
dem-1076	34	4	.	.	PUNCT
dem-1076	35	1	1	1	X
dem-1076	35	2	.	.	X
dem-1076	35	3	lévy	lévy	ADJ
dem-1076	35	4	processes	process	NOUN
dem-1076	35	5	and	and	CCONJ
dem-1076	35	6	lévy	lévy	ADJ
dem-1076	35	7	exponential	exponential	NOUN
dem-1076	35	8	models	model	NOUN
dem-1076	35	9	the	the	DET
dem-1076	35	10	lévy	lévy	ADJ
dem-1076	35	11	process	process	NOUN
dem-1076	35	12	l	l	NOUN
dem-1076	35	13	is	be	AUX
dem-1076	35	14	the	the	DET
dem-1076	35	15	stochastic	stochastic	ADJ
dem-1076	35	16	process	process	NOUN
dem-1076	35	17	with	with	ADP
dem-1076	35	18	continuous	continuous	ADJ
dem-1076	35	19	time	time	NOUN
dem-1076	35	20	that	that	PRON
dem-1076	35	21	starts	start	VERB
dem-1076	35	22	at	at	ADP
dem-1076	35	23	zero	zero	NUM
dem-1076	35	24	(	(	PUNCT
dem-1076	35	25	i.e.	i.e.	X
dem-1076	35	26	0	0	X
dem-1076	35	27	0l	0l	NUM
dem-1076	35	28			PROPN
dem-1076	35	29	)	)	PUNCT
dem-1076	35	30	and	and	CCONJ
dem-1076	35	31	fulfils	fulfil	VERB
dem-1076	35	32	the	the	DET
dem-1076	35	33	following	follow	VERB
dem-1076	35	34	conditions	condition	NOUN
dem-1076	35	35	:	:	PUNCT
dem-1076	35	36	1	1	X
dem-1076	35	37	.	.	X
dem-1076	35	38	for	for	ADP
dem-1076	35	39	any	any	DET
dem-1076	35	40	1	1	NUM
dem-1076	35	41	2	2	NUM
dem-1076	35	42	3	3	NUM
dem-1076	35	43	40	40	NUM
dem-1076	35	44	t	t	NOUN
dem-1076	35	45	t	t	PROPN
dem-1076	35	46	t	t	PROPN
dem-1076	35	47	t	t	PROPN
dem-1076	35	48			PROPN
dem-1076	35	49			NUM
dem-1076	35	50			VERB
dem-1076	35	51	the	the	DET
dem-1076	35	52	random	random	ADJ
dem-1076	35	53	variables	variable	NOUN
dem-1076	35	54	12	12	NUM
dem-1076	35	55	t	t	NOUN
dem-1076	35	56	tl	tl	PROPN
dem-1076	35	57	l	l	ADJ
dem-1076	35	58	and	and	CCONJ
dem-1076	35	59	4	4	NUM
dem-1076	35	60	3	3	NUM
dem-1076	35	61	t	t	NOUN
dem-1076	35	62	tl	tl	PROPN
dem-1076	35	63	l	l	PROPN
dem-1076	35	64	are	be	AUX
dem-1076	35	65	independent	independent	ADJ
dem-1076	35	66	and	and	CCONJ
dem-1076	35	67	the	the	DET
dem-1076	35	68	distribution	distribution	NOUN
dem-1076	35	69	of	of	ADP
dem-1076	35	70	t	t	PROPN
dem-1076	35	71	h	h	NOUN
dem-1076	35	72	tl	tl	PROPN
dem-1076	35	73	l	l	PROPN
dem-1076	35	74			PROPN
dem-1076	35	75	depends	depend	VERB
dem-1076	35	76	only	only	ADV
dem-1076	35	77	on	on	ADP
dem-1076	35	78	h	h	NOUN
dem-1076	35	79	and	and	CCONJ
dem-1076	35	80	not	not	PART
dem-1076	35	81	on	on	ADP
dem-1076	35	82	t	t	PROPN
dem-1076	35	83	,	,	PUNCT
dem-1076	35	84	2	2	X
dem-1076	35	85	.	.	PUNCT
dem-1076	36	1	the	the	DET
dem-1076	36	2	process	process	NOUN
dem-1076	36	3	is	be	AUX
dem-1076	36	4	stochastically	stochastically	ADV
dem-1076	36	5	continuous	continuous	ADJ
dem-1076	36	6	,	,	PUNCT
dem-1076	36	7	i.e.	i.e.	X
dem-1076	36	8	for	for	ADP
dem-1076	36	9	all	all	DET
dem-1076	36	10	0	0	NUM
dem-1076	36	11	t	t	NOUN
dem-1076	36	12			NUM
dem-1076	36	13	and	and	CCONJ
dem-1076	36	14	all	all	DET
dem-1076	36	15	0	0	NOUN
dem-1076	36	16			VERB
dem-1076	36	17			NOUN
dem-1076	37	1			PROPN
dem-1076	37	2	0	0	PUNCT
dem-1076	38	1	lim	lim	PROPN
dem-1076	38	2	0	0	NUM
dem-1076	38	3	h	h	PROPN
dem-1076	39	1	t	t	PROPN
dem-1076	39	2	h	h	NOUN
dem-1076	39	3	tp	tp	NOUN
dem-1076	39	4	l	l	NOUN
dem-1076	39	5	l	l	NOUN
dem-1076	40	1			NOUN
dem-1076	40	2			NOUN
dem-1076	40	3			VERB
dem-1076	40	4			NOUN
dem-1076	40	5	3	3	NUM
dem-1076	40	6	.	.	PUNCT
dem-1076	41	1	the	the	DET
dem-1076	41	2	trajectories	trajectory	NOUN
dem-1076	41	3	of	of	ADP
dem-1076	41	4	the	the	DET
dem-1076	41	5	process	process	NOUN
dem-1076	41	6	are	be	AUX
dem-1076	41	7	cadlag	cadlag	NOUN
dem-1076	41	8	(	(	PUNCT
dem-1076	41	9	i.e.	i.e.	X
dem-1076	41	10	they	they	PRON
dem-1076	41	11	are	be	AUX
dem-1076	41	12	right	right	ADJ
dem-1076	41	13	-	-	PUNCT
dem-1076	41	14	continuous	continuous	ADJ
dem-1076	41	15	with	with	ADP
dem-1076	41	16	left	left	ADJ
dem-1076	41	17	limits	limit	NOUN
dem-1076	41	18	)	)	PUNCT
dem-1076	41	19	.	.	PUNCT
dem-1076	42	1	we	we	PRON
dem-1076	42	2	should	should	AUX
dem-1076	42	3	stress	stress	VERB
dem-1076	42	4	that	that	SCONJ
dem-1076	42	5	the	the	DET
dem-1076	42	6	second	second	ADJ
dem-1076	42	7	condition	condition	NOUN
dem-1076	42	8	does	do	AUX
dem-1076	42	9	not	not	PART
dem-1076	42	10	imply	imply	VERB
dem-1076	42	11	that	that	SCONJ
dem-1076	42	12	the	the	DET
dem-1076	42	13	process	process	NOUN
dem-1076	42	14	is	be	AUX
dem-1076	42	15	continuous	continuous	ADJ
dem-1076	42	16	.	.	PUNCT
dem-1076	43	1	in	in	ADP
dem-1076	43	2	fact	fact	NOUN
dem-1076	43	3	the	the	DET
dem-1076	43	4	lévy	lévy	ADJ
dem-1076	43	5	processes	process	NOUN
dem-1076	43	6	typically	typically	ADV
dem-1076	43	7	have	have	VERB
dem-1076	43	8	discontinuities	discontinuity	NOUN
dem-1076	43	9	(	(	PUNCT
dem-1076	43	10	of	of	ADP
dem-1076	43	11	“	"	PUNCT
dem-1076	43	12	jumps	jump	NOUN
dem-1076	43	13	”	"	PUNCT
dem-1076	43	14	)	)	PUNCT
dem-1076	43	15	and	and	CCONJ
dem-1076	43	16	some	some	PRON
dem-1076	43	17	of	of	ADP
dem-1076	43	18	them	they	PRON
dem-1076	43	19	are	be	AUX
dem-1076	43	20	discontinuous	discontinuous	ADJ
dem-1076	43	21	at	at	ADP
dem-1076	43	22	each	each	DET
dem-1076	43	23	point	point	NOUN
dem-1076	43	24	t	t	NOUN
dem-1076	43	25	.	.	PUNCT
dem-1076	44	1	the	the	DET
dem-1076	44	2	condition	condition	NOUN
dem-1076	44	3	2	2	NUM
dem-1076	44	4	means	mean	VERB
dem-1076	44	5	only	only	ADV
dem-1076	44	6	that	that	SCONJ
dem-1076	44	7	the	the	DET
dem-1076	44	8	process	process	NOUN
dem-1076	44	9	l	l	NOUN
dem-1076	44	10	does	do	AUX
dem-1076	44	11	not	not	PART
dem-1076	44	12	have	have	VERB
dem-1076	44	13	the	the	DET
dem-1076	44	14	jump	jump	NOUN
dem-1076	44	15	of	of	ADP
dem-1076	44	16	arbitrary	arbitrary	ADJ
dem-1076	44	17	size	size	NOUN
dem-1076	44	18			PROPN
dem-1076	44	19	at	at	ADP
dem-1076	44	20	any	any	DET
dem-1076	44	21	pre	pre	ADJ
dem-1076	44	22	-	-	ADJ
dem-1076	44	23	specified	specified	ADJ
dem-1076	44	24	moment	moment	NOUN
dem-1076	44	25	t	t	NOUN
dem-1076	44	26	.	.	PUNCT
dem-1076	45	1	jumps	jump	VERB
dem-1076	45	2	activity	activity	NOUN
dem-1076	45	3	and	and	CCONJ
dem-1076	45	4	singularity	singularity	NOUN
dem-1076	45	5	spectra	spectra	NOUN
dem-1076	45	6	for	for	ADP
dem-1076	45	7	instruments	instrument	NOUN
dem-1076	45	8	in	in	ADP
dem-1076	45	9	the	the	DET
dem-1076	45	10	polish	polish	ADJ
dem-1076	45	11	financial	financial	ADJ
dem-1076	45	12	market	market	NOUN
dem-1076	45	13	173	173	NUM
dem-1076	45	14	the	the	DET
dem-1076	45	15	lévy	lévy	ADJ
dem-1076	45	16	processes	process	NOUN
dem-1076	45	17	can	can	AUX
dem-1076	45	18	be	be	AUX
dem-1076	45	19	seen	see	VERB
dem-1076	45	20	as	as	ADP
dem-1076	45	21	the	the	DET
dem-1076	45	22	extension	extension	NOUN
dem-1076	45	23	of	of	ADP
dem-1076	45	24	wiener	wiener	NOUN
dem-1076	45	25	process	process	NOUN
dem-1076	45	26	.	.	PUNCT
dem-1076	46	1	in	in	ADP
dem-1076	46	2	fact	fact	NOUN
dem-1076	46	3	if	if	SCONJ
dem-1076	46	4	we	we	PRON
dem-1076	46	5	change	change	VERB
dem-1076	46	6	the	the	DET
dem-1076	46	7	condition	condition	NOUN
dem-1076	46	8	2	2	NUM
dem-1076	46	9	and	and	CCONJ
dem-1076	46	10	require	require	VERB
dem-1076	46	11	the	the	DET
dem-1076	46	12	process	process	NOUN
dem-1076	46	13	l	l	NOUN
dem-1076	46	14	to	to	PART
dem-1076	46	15	be	be	AUX
dem-1076	46	16	continuous	continuous	ADJ
dem-1076	46	17	,	,	PUNCT
dem-1076	46	18	then	then	ADV
dem-1076	46	19	the	the	DET
dem-1076	46	20	only	only	ADJ
dem-1076	46	21	processes	process	NOUN
dem-1076	46	22	that	that	PRON
dem-1076	46	23	fulfill	fulfill	VERB
dem-1076	46	24	the	the	DET
dem-1076	46	25	definition	definition	NOUN
dem-1076	46	26	are	be	AUX
dem-1076	46	27	wiener	wiener	NOUN
dem-1076	46	28	processes	process	NOUN
dem-1076	46	29	with	with	ADP
dem-1076	46	30	drift	drift	NOUN
dem-1076	46	31	.	.	PUNCT
dem-1076	47	1	there	there	PRON
dem-1076	47	2	is	be	VERB
dem-1076	47	3	also	also	ADV
dem-1076	47	4	another	another	DET
dem-1076	47	5	connection	connection	NOUN
dem-1076	47	6	between	between	ADP
dem-1076	47	7	wiener	wiener	NOUN
dem-1076	47	8	process	process	NOUN
dem-1076	47	9	and	and	CCONJ
dem-1076	47	10	lévy	lévy	ADJ
dem-1076	47	11	processes	process	NOUN
dem-1076	47	12	.	.	PUNCT
dem-1076	48	1	the	the	DET
dem-1076	48	2	increments	increment	NOUN
dem-1076	48	3	of	of	ADP
dem-1076	48	4	a	a	DET
dem-1076	48	5	wiener	wiener	NOUN
dem-1076	48	6	process	process	NOUN
dem-1076	48	7	are	be	AUX
dem-1076	48	8	normally	normally	ADV
dem-1076	48	9	-	-	PUNCT
dem-1076	48	10	distributed	distribute	VERB
dem-1076	48	11	,	,	PUNCT
dem-1076	48	12	while	while	SCONJ
dem-1076	48	13	the	the	DET
dem-1076	48	14	increments	increment	NOUN
dem-1076	48	15	of	of	ADP
dem-1076	48	16	lévy	lévy	ADJ
dem-1076	48	17	process	process	NOUN
dem-1076	48	18	belong	belong	VERB
dem-1076	48	19	to	to	ADP
dem-1076	48	20	the	the	DET
dem-1076	48	21	family	family	NOUN
dem-1076	48	22	of	of	ADP
dem-1076	48	23	infinitely	infinitely	ADV
dem-1076	48	24	-	-	PUNCT
dem-1076	48	25	divisible	divisible	ADJ
dem-1076	48	26	distributions	distribution	NOUN
dem-1076	48	27	.	.	PUNCT
dem-1076	49	1	it	it	PRON
dem-1076	49	2	is	be	AUX
dem-1076	49	3	the	the	DET
dem-1076	49	4	biggest	big	ADJ
dem-1076	49	5	family	family	NOUN
dem-1076	49	6	of	of	ADP
dem-1076	49	7	distributions	distribution	NOUN
dem-1076	49	8	that	that	PRON
dem-1076	49	9	can	can	AUX
dem-1076	49	10	serve	serve	VERB
dem-1076	49	11	as	as	ADP
dem-1076	49	12	limits	limit	NOUN
dem-1076	49	13	for	for	ADP
dem-1076	49	14	the	the	DET
dem-1076	49	15	sums	sum	NOUN
dem-1076	49	16	of	of	ADP
dem-1076	49	17	independent	independent	ADJ
dem-1076	49	18	variables	variable	NOUN
dem-1076	49	19	(	(	PUNCT
dem-1076	49	20	see	see	VERB
dem-1076	49	21	feller	feller	NOUN
dem-1076	49	22	,	,	PUNCT
dem-1076	49	23	1971	1971	NUM
dem-1076	49	24	)	)	PUNCT
dem-1076	49	25	.	.	PUNCT
dem-1076	50	1	thus	thus	ADV
dem-1076	50	2	,	,	PUNCT
dem-1076	50	3	if	if	SCONJ
dem-1076	50	4	we	we	PRON
dem-1076	50	5	believe	believe	VERB
dem-1076	50	6	that	that	SCONJ
dem-1076	50	7	the	the	DET
dem-1076	50	8	returns	return	NOUN
dem-1076	50	9	of	of	ADP
dem-1076	50	10	the	the	DET
dem-1076	50	11	assets	asset	NOUN
dem-1076	50	12	in	in	ADP
dem-1076	50	13	financial	financial	ADJ
dem-1076	50	14	markets	market	NOUN
dem-1076	50	15	result	result	VERB
dem-1076	50	16	from	from	ADP
dem-1076	50	17	many	many	ADJ
dem-1076	50	18	independent	independent	ADJ
dem-1076	50	19	shock	shock	NOUN
dem-1076	50	20	,	,	PUNCT
dem-1076	50	21	then	then	ADV
dem-1076	50	22	the	the	DET
dem-1076	50	23	lévy	lévy	ADJ
dem-1076	50	24	processes	process	NOUN
dem-1076	50	25	are	be	AUX
dem-1076	50	26	natural	natural	ADJ
dem-1076	50	27	choice	choice	NOUN
dem-1076	50	28	as	as	ADP
dem-1076	50	29	an	an	DET
dem-1076	50	30	engine	engine	NOUN
dem-1076	50	31	in	in	ADP
dem-1076	50	32	the	the	DET
dem-1076	50	33	model	model	NOUN
dem-1076	50	34	.	.	PUNCT
dem-1076	51	1	there	there	PRON
dem-1076	51	2	are	be	VERB
dem-1076	51	3	two	two	NUM
dem-1076	51	4	fundamental	fundamental	ADJ
dem-1076	51	5	theorems	theorem	NOUN
dem-1076	51	6	that	that	PRON
dem-1076	51	7	reveal	reveal	VERB
dem-1076	51	8	the	the	DET
dem-1076	51	9	structure	structure	NOUN
dem-1076	51	10	of	of	ADP
dem-1076	51	11	the	the	DET
dem-1076	51	12	lévy	lévy	ADJ
dem-1076	51	13	processes	process	NOUN
dem-1076	51	14	.	.	PUNCT
dem-1076	52	1	the	the	DET
dem-1076	52	2	first	first	ADJ
dem-1076	52	3	one	one	NOUN
dem-1076	52	4	is	be	AUX
dem-1076	52	5	the	the	DET
dem-1076	52	6	lévy	lévy	ADJ
dem-1076	52	7	-	-	PUNCT
dem-1076	52	8	itô	itô	NOUN
dem-1076	52	9	decomposition	decomposition	NOUN
dem-1076	52	10	,	,	PUNCT
dem-1076	52	11	which	which	PRON
dem-1076	52	12	states	state	VERB
dem-1076	52	13	that	that	SCONJ
dem-1076	52	14	any	any	DET
dem-1076	52	15	lévy	lévy	ADJ
dem-1076	52	16	process	process	NOUN
dem-1076	52	17	l	l	NOUN
dem-1076	52	18	can	can	AUX
dem-1076	52	19	be	be	AUX
dem-1076	52	20	uniquely	uniquely	ADV
dem-1076	52	21	represented	represent	VERB
dem-1076	52	22	as	as	ADP
dem-1076	52	23	the	the	DET
dem-1076	52	24	sum	sum	NOUN
dem-1076	52	25	of	of	ADP
dem-1076	52	26	wiener	wiener	NOUN
dem-1076	52	27	process	process	NOUN
dem-1076	52	28	with	with	ADP
dem-1076	52	29	drift	drift	NOUN
dem-1076	52	30	,	,	PUNCT
dem-1076	52	31	poisson	poisson	NOUN
dem-1076	52	32	process	process	NOUN
dem-1076	52	33	and	and	CCONJ
dem-1076	52	34	purely	purely	ADV
dem-1076	52	35	discontinuous	discontinuous	ADJ
dem-1076	52	36	martingale	martingale	NOUN
dem-1076	52	37	:	:	PUNCT
dem-1076	52	38	l	l	PROPN
dem-1076	52	39	s	s	ADP
dem-1076	52	40	t	t	PROPN
dem-1076	52	41	t	t	PROPN
dem-1076	52	42	t	t	PROPN
dem-1076	52	43	tl	tl	PROPN
dem-1076	52	44	xw	xw	PROPN
dem-1076	52	45	xt	xt	PROPN
dem-1076	52	46			PROPN
dem-1076	52	47			X
dem-1076	52	48			PUNCT
dem-1076	52	49	,	,	PUNCT
dem-1076	52	50	(	(	PUNCT
dem-1076	52	51	1	1	X
dem-1076	52	52	)	)	PUNCT
dem-1076	52	53	where	where	SCONJ
dem-1076	52	54			NOUN
dem-1076	52	55	and	and	CCONJ
dem-1076	52	56	0	0	NUM
dem-1076	52	57			NUM
dem-1076	52	58	are	be	AUX
dem-1076	52	59	constants	constant	NOUN
dem-1076	52	60	,	,	PUNCT
dem-1076	52	61	w	w	PROPN
dem-1076	52	62	is	be	AUX
dem-1076	52	63	a	a	DET
dem-1076	52	64	standardized	standardized	ADJ
dem-1076	52	65	wiener	wiener	NOUN
dem-1076	52	66	process	process	NOUN
dem-1076	52	67	,	,	PUNCT
dem-1076	52	68	lx	lx	ADP
dem-1076	52	69	is	be	AUX
dem-1076	52	70	a	a	DET
dem-1076	52	71	compound	compound	NOUN
dem-1076	52	72	poisson	poisson	NOUN
dem-1076	52	73	process	process	NOUN
dem-1076	52	74	of	of	ADP
dem-1076	52	75	large	large	ADJ
dem-1076	52	76	jumps	jump	NOUN
dem-1076	52	77	and	and	CCONJ
dem-1076	52	78	sx	sx	PROPN
dem-1076	52	79	is	be	AUX
dem-1076	52	80	purely	purely	ADV
dem-1076	52	81	discontinuous	discontinuous	ADJ
dem-1076	52	82	martingale	martingale	NOUN
dem-1076	52	83	(	(	PUNCT
dem-1076	52	84	i.e.	i.e.	X
dem-1076	52	85	it	it	PRON
dem-1076	52	86	is	be	AUX
dem-1076	52	87	discontinuous	discontinuous	ADJ
dem-1076	52	88	at	at	ADP
dem-1076	52	89	each	each	DET
dem-1076	52	90	point	point	NOUN
dem-1076	52	91	t	t	PROPN
dem-1076	52	92	)	)	PUNCT
dem-1076	52	93	.	.	PUNCT
dem-1076	53	1	the	the	DET
dem-1076	53	2	process	process	NOUN
dem-1076	53	3	sx	sx	PROPN
dem-1076	53	4	represents	represent	VERB
dem-1076	53	5	small	small	ADJ
dem-1076	53	6	jumps	jump	NOUN
dem-1076	53	7	–	–	PUNCT
dem-1076	53	8	in	in	ADP
dem-1076	53	9	every	every	DET
dem-1076	53	10	finite	finite	ADJ
dem-1076	53	11	interval	interval	NOUN
dem-1076	53	12	there	there	PRON
dem-1076	53	13	are	be	VERB
dem-1076	53	14	infinitely	infinitely	ADV
dem-1076	53	15	many	many	ADJ
dem-1076	53	16	of	of	ADP
dem-1076	53	17	them	they	PRON
dem-1076	53	18	,	,	PUNCT
dem-1076	53	19	but	but	CCONJ
dem-1076	53	20	they	they	PRON
dem-1076	53	21	are	be	AUX
dem-1076	53	22	very	very	ADV
dem-1076	53	23	small	small	ADJ
dem-1076	53	24	,	,	PUNCT
dem-1076	53	25	so	so	SCONJ
dem-1076	53	26	that	that	SCONJ
dem-1076	53	27	the	the	DET
dem-1076	53	28	process	process	NOUN
dem-1076	53	29	sx	sx	PROPN
dem-1076	53	30	does	do	AUX
dem-1076	53	31	not	not	PART
dem-1076	53	32	explode	explode	VERB
dem-1076	53	33	.	.	PUNCT
dem-1076	54	1	the	the	DET
dem-1076	54	2	second	second	ADJ
dem-1076	54	3	theorem	theorem	NOUN
dem-1076	54	4	characterizes	characterize	VERB
dem-1076	54	5	the	the	DET
dem-1076	54	6	characteristic	characteristic	ADJ
dem-1076	54	7	function	function	NOUN
dem-1076	54	8	of	of	ADP
dem-1076	54	9	the	the	DET
dem-1076	54	10	lévy	lévy	ADJ
dem-1076	54	11	processes	process	NOUN
dem-1076	54	12	.	.	PUNCT
dem-1076	55	1	according	accord	VERB
dem-1076	55	2	to	to	ADP
dem-1076	55	3	lévy	lévy	ADJ
dem-1076	55	4	-	-	PUNCT
dem-1076	55	5	khintchine	khintchine	NOUN
dem-1076	55	6	representation	representation	NOUN
dem-1076	55	7	the	the	DET
dem-1076	55	8	characteristic	characteristic	ADJ
dem-1076	55	9	function	function	NOUN
dem-1076	55	10	of	of	ADP
dem-1076	55	11	the	the	DET
dem-1076	55	12	lévy	lévy	ADJ
dem-1076	55	13	process	process	NOUN
dem-1076	55	14	is	be	AUX
dem-1076	55	15	:	:	PUNCT
dem-1076	55	16	[	[	PUNCT
dem-1076	55	17	]	]	X
dem-1076	55	18	exp	exp	X
dem-1076	55	19	[	[	PUNCT
dem-1076	55	20	(	(	PUNCT
dem-1076	55	21	)	)	PUNCT
dem-1076	55	22	]	]	X
dem-1076	55	23	tiule	tiule	NOUN
dem-1076	55	24	e	e	X
dem-1076	55	25	t	t	NOUN
dem-1076	55	26	u	u	ADV
dem-1076	55	27	,	,	PUNCT
dem-1076	55	28	(	(	PUNCT
dem-1076	55	29	2	2	X
dem-1076	55	30	)	)	PUNCT
dem-1076	55	31	where	where	SCONJ
dem-1076	55	32	the	the	DET
dem-1076	55	33	characteristic	characteristic	ADJ
dem-1076	55	34	exponent	exponent	NOUN
dem-1076	55	35			NOUN
dem-1076	55	36	equals	equal	VERB
dem-1076	55	37	:	:	PUNCT
dem-1076	55	38			NOUN
dem-1076	55	39			PROPN
dem-1076	55	40	2	2	NUM
dem-1076	55	41	2	2	NUM
dem-1076	55	42	11	11	NUM
dem-1076	55	43	1	1	NUM
dem-1076	55	44	(	(	PUNCT
dem-1076	55	45	)	)	PUNCT
dem-1076	55	46	(	(	PUNCT
dem-1076	55	47	)	)	PUNCT
dem-1076	55	48	2	2	NUM
dem-1076	55	49	iux	iux	NOUN
dem-1076	55	50	x	x	NOUN
dem-1076	55	51	r	r	NOUN
dem-1076	55	52	e	e	NOUN
dem-1076	55	53	iuxu	iuxu	NOUN
dem-1076	56	1	i	i	PRON
dem-1076	56	2	u	u	VERB
dem-1076	56	3	u	u	NOUN
dem-1076	56	4	xd	xd	ADP
dem-1076	56	5			NOUN
dem-1076	56	6			NOUN
dem-1076	56	7			NOUN
dem-1076	56	8			VERB
dem-1076	56	9			ADJ
dem-1076	56	10			PROPN
dem-1076	56	11			PUNCT
dem-1076	56	12	.	.	PUNCT
dem-1076	57	1	(	(	PUNCT
dem-1076	57	2	3	3	X
dem-1076	57	3	)	)	PUNCT
dem-1076	57	4	the	the	DET
dem-1076	57	5	first	first	ADJ
dem-1076	57	6	two	two	NUM
dem-1076	57	7	terms	term	NOUN
dem-1076	57	8	in	in	ADP
dem-1076	57	9	the	the	DET
dem-1076	57	10	sum	sum	NOUN
dem-1076	57	11	(	(	PUNCT
dem-1076	57	12	3	3	NUM
dem-1076	57	13	)	)	PUNCT
dem-1076	57	14	are	be	AUX
dem-1076	57	15	the	the	DET
dem-1076	57	16	same	same	ADJ
dem-1076	57	17	as	as	ADP
dem-1076	57	18	in	in	ADP
dem-1076	57	19	the	the	DET
dem-1076	57	20	characteristic	characteristic	ADJ
dem-1076	57	21	function	function	NOUN
dem-1076	57	22	for	for	ADP
dem-1076	57	23	the	the	DET
dem-1076	57	24	gaussian	gaussian	ADJ
dem-1076	57	25	distribution	distribution	NOUN
dem-1076	57	26	.	.	PUNCT
dem-1076	58	1	these	these	DET
dem-1076	58	2	terms	term	NOUN
dem-1076	58	3	describes	describe	VERB
dem-1076	58	4	continuous	continuous	ADJ
dem-1076	58	5	part	part	NOUN
dem-1076	58	6	of	of	ADP
dem-1076	58	7	the	the	DET
dem-1076	58	8	process	process	NOUN
dem-1076	58	9	(	(	PUNCT
dem-1076	58	10	diffusion	diffusion	NOUN
dem-1076	58	11	)	)	PUNCT
dem-1076	58	12	.	.	PUNCT
dem-1076	59	1	the	the	DET
dem-1076	59	2	measure	measure	NOUN
dem-1076	59	3			INTJ
dem-1076	59	4	(	(	PUNCT
dem-1076	59	5	called	call	VERB
dem-1076	59	6	lévy	lévy	ADJ
dem-1076	59	7	measure	measure	NOUN
dem-1076	59	8	)	)	PUNCT
dem-1076	59	9	describes	describe	VERB
dem-1076	59	10	the	the	DET
dem-1076	59	11	jumps	jump	NOUN
dem-1076	59	12	of	of	ADP
dem-1076	59	13	the	the	DET
dem-1076	59	14	process	process	NOUN
dem-1076	59	15	l	l	NOUN
dem-1076	59	16	.	.	PUNCT
dem-1076	60	1	the	the	DET
dem-1076	60	2	value	value	NOUN
dem-1076	60	3	of	of	ADP
dem-1076	60	4	(	(	PUNCT
dem-1076	60	5	)	)	PUNCT
dem-1076	60	6	r	r	ADJ
dem-1076	60	7	is	be	AUX
dem-1076	60	8	the	the	DET
dem-1076	60	9	intensity	intensity	NOUN
dem-1076	60	10	of	of	ADP
dem-1076	60	11	jumps	jump	NOUN
dem-1076	60	12	.	.	PUNCT
dem-1076	61	1	if	if	SCONJ
dem-1076	61	2	finite	finite	PROPN
dem-1076	61	3	,	,	PUNCT
dem-1076	61	4	it	it	PRON
dem-1076	61	5	is	be	AUX
dem-1076	61	6	the	the	DET
dem-1076	61	7	average	average	ADJ
dem-1076	61	8	number	number	NOUN
dem-1076	61	9	of	of	ADP
dem-1076	61	10	jumps	jump	NOUN
dem-1076	61	11	in	in	ADP
dem-1076	61	12	the	the	DET
dem-1076	61	13	unit	unit	NOUN
dem-1076	61	14	of	of	ADP
dem-1076	61	15	time	time	NOUN
dem-1076	61	16	–	–	PUNCT
dem-1076	61	17	the	the	DET
dem-1076	61	18	process	process	NOUN
dem-1076	61	19	is	be	AUX
dem-1076	61	20	then	then	ADV
dem-1076	61	21	said	say	VERB
dem-1076	61	22	to	to	PART
dem-1076	61	23	be	be	AUX
dem-1076	61	24	“	"	PUNCT
dem-1076	61	25	finitely	finitely	ADV
dem-1076	61	26	active	active	ADJ
dem-1076	61	27	”	"	PUNCT
dem-1076	61	28	.	.	PUNCT
dem-1076	62	1	if	if	SCONJ
dem-1076	62	2	(	(	PUNCT
dem-1076	62	3	)	)	PUNCT
dem-1076	62	4	v	v	NOUN
dem-1076	62	5	r	r	NOUN
dem-1076	62	6			NOUN
dem-1076	62	7			NOUN
dem-1076	62	8	,	,	PUNCT
dem-1076	62	9	then	then	ADV
dem-1076	62	10	the	the	DET
dem-1076	62	11	process	process	NOUN
dem-1076	62	12	is	be	AUX
dem-1076	62	13	infinitely	infinitely	ADV
dem-1076	62	14	active	active	ADJ
dem-1076	62	15	–	–	PUNCT
dem-1076	62	16	in	in	ADP
dem-1076	62	17	any	any	DET
dem-1076	62	18	interval	interval	NOUN
dem-1076	62	19	the	the	DET
dem-1076	62	20	number	number	NOUN
dem-1076	62	21	of	of	ADP
dem-1076	62	22	jumps	jump	NOUN
dem-1076	62	23	is	be	AUX
dem-1076	62	24	infinite	infinite	ADJ
dem-1076	62	25	.	.	PUNCT
dem-1076	63	1	the	the	DET
dem-1076	63	2	values	value	NOUN
dem-1076	63	3	(	(	PUNCT
dem-1076	63	4	(	(	PUNCT
dem-1076	63	5	,	,	PUNCT
dem-1076	63	6	)	)	PUNCT
dem-1076	63	7	)	)	PUNCT
dem-1076	63	8	v	v	ADP
dem-1076	63	9	a	a	DET
dem-1076	63	10	b	b	NOUN
dem-1076	63	11	give	give	VERB
dem-1076	63	12	the	the	DET
dem-1076	63	13	relative	relative	ADJ
dem-1076	63	14	intensity	intensity	NOUN
dem-1076	63	15	of	of	ADP
dem-1076	63	16	jumps	jump	NOUN
dem-1076	63	17	with	with	ADP
dem-1076	63	18	sizes	size	NOUN
dem-1076	63	19	between	between	ADP
dem-1076	63	20	a	a	PRON
dem-1076	63	21	and	and	CCONJ
dem-1076	63	22	b	b	NOUN
dem-1076	63	23	(	(	PUNCT
dem-1076	63	24	i.e.	i.e.	X
dem-1076	63	25	jumps	jump	VERB
dem-1076	63	26	such	such	ADJ
dem-1076	63	27	that	that	PRON
dem-1076	63	28	(	(	PUNCT
dem-1076	63	29	,	,	PUNCT
dem-1076	63	30	)	)	PUNCT
dem-1076	63	31	t	t	PROPN
dem-1076	63	32	t	t	PROPN
dem-1076	63	33	tll	tll	PROPN
dem-1076	63	34	al	al	PROPN
dem-1076	63	35	b	b	PROPN
dem-1076	63	36			PROPN
dem-1076	63	37			NOUN
dem-1076	63	38	)	)	PUNCT
dem-1076	63	39	.	.	PUNCT
dem-1076	64	1	thus	thus	ADV
dem-1076	64	2	the	the	DET
dem-1076	64	3	lévy	lévy	ADJ
dem-1076	64	4	measure	measure	NOUN
dem-1076	64	5	contains	contain	VERB
dem-1076	64	6	information	information	NOUN
dem-1076	64	7	of	of	ADP
dem-1076	64	8	both	both	CCONJ
dem-1076	64	9	the	the	DET
dem-1076	64	10	paweł	paweł	NOUN
dem-1076	64	11	kliber	kliber	PROPN
dem-1076	64	12	174	174	NUM
dem-1076	64	13	intensity	intensity	NOUN
dem-1076	64	14	of	of	ADP
dem-1076	64	15	jumps	jump	NOUN
dem-1076	64	16	and	and	CCONJ
dem-1076	64	17	distribution	distribution	NOUN
dem-1076	64	18	of	of	ADP
dem-1076	64	19	jumps	jump	NOUN
dem-1076	64	20	’	'	PUNCT
dem-1076	64	21	sizes	size	NOUN
dem-1076	64	22	.	.	PUNCT
dem-1076	65	1	the	the	DET
dem-1076	65	2	triple	triple	ADJ
dem-1076	65	3	(	(	PUNCT
dem-1076	65	4	,	,	PUNCT
dem-1076	65	5	,	,	PUNCT
dem-1076	65	6	)	)	PUNCT
dem-1076	65	7			NOUN
dem-1076	65	8			NOUN
dem-1076	65	9			NOUN
dem-1076	65	10	,	,	PUNCT
dem-1076	65	11	called	call	VERB
dem-1076	65	12	“	"	PUNCT
dem-1076	65	13	characteristic	characteristic	ADJ
dem-1076	65	14	triple	triple	NOUN
dem-1076	65	15	”	"	PUNCT
dem-1076	65	16	,	,	PUNCT
dem-1076	65	17	gives	give	VERB
dem-1076	65	18	unique	unique	ADJ
dem-1076	65	19	characterization	characterization	NOUN
dem-1076	65	20	of	of	ADP
dem-1076	65	21	the	the	DET
dem-1076	65	22	process	process	NOUN
dem-1076	65	23	.	.	PUNCT
dem-1076	66	1	the	the	DET
dem-1076	66	2	measure	measure	NOUN
dem-1076	66	3			INTJ
dem-1076	66	4	,	,	PUNCT
dem-1076	66	5	which	which	PRON
dem-1076	66	6	contains	contain	VERB
dem-1076	66	7	all	all	DET
dem-1076	66	8	information	information	NOUN
dem-1076	66	9	of	of	ADP
dem-1076	66	10	jumps	jump	NOUN
dem-1076	66	11	and	and	CCONJ
dem-1076	66	12	its	its	PRON
dem-1076	66	13	structure	structure	NOUN
dem-1076	66	14	,	,	PUNCT
dem-1076	66	15	can	can	AUX
dem-1076	66	16	vary	vary	VERB
dem-1076	66	17	,	,	PUNCT
dem-1076	66	18	depending	depend	VERB
dem-1076	66	19	on	on	ADP
dem-1076	66	20	the	the	DET
dem-1076	66	21	type	type	NOUN
dem-1076	66	22	of	of	ADP
dem-1076	66	23	the	the	DET
dem-1076	66	24	process	process	NOUN
dem-1076	66	25	or	or	CCONJ
dem-1076	66	26	on	on	ADP
dem-1076	66	27	the	the	DET
dem-1076	66	28	probability	probability	NOUN
dem-1076	66	29	distributions	distribution	NOUN
dem-1076	66	30	of	of	ADP
dem-1076	66	31	increments	increment	NOUN
dem-1076	66	32	of	of	ADP
dem-1076	66	33	the	the	DET
dem-1076	66	34	process	process	NOUN
dem-1076	66	35	.	.	PUNCT
dem-1076	67	1	there	there	PRON
dem-1076	67	2	exists	exist	VERB
dem-1076	67	3	however	however	ADV
dem-1076	67	4	one	one	NUM
dem-1076	67	5	synthetic	synthetic	ADJ
dem-1076	67	6	index	index	NOUN
dem-1076	67	7	that	that	PRON
dem-1076	67	8	divides	divide	VERB
dem-1076	67	9	measures	measure	NOUN
dem-1076	67	10			ADJ
dem-1076	67	11	into	into	ADP
dem-1076	67	12	certain	certain	ADJ
dem-1076	67	13	categories	category	NOUN
dem-1076	67	14	and	and	CCONJ
dem-1076	67	15	gives	give	VERB
dem-1076	67	16	characteristics	characteristic	NOUN
dem-1076	67	17	of	of	ADP
dem-1076	67	18	jump	jump	NOUN
dem-1076	67	19	behavior	behavior	NOUN
dem-1076	67	20	.	.	PUNCT
dem-1076	68	1	blumenthal	blumenthal	PROPN
dem-1076	68	2	-	-	PUNCT
dem-1076	68	3	getoor	getoor	PROPN
dem-1076	68	4	index	index	NOUN
dem-1076	68	5	is	be	AUX
dem-1076	68	6	defined	define	VERB
dem-1076	68	7	as	as	ADP
dem-1076	68	8	1	1	NUM
dem-1076	68	9	1	1	NUM
dem-1076	68	10	inf	inf	NOUN
dem-1076	68	11	0	0	NUM
dem-1076	68	12	:	:	PUNCT
dem-1076	68	13	(	(	PUNCT
dem-1076	68	14	)	)	PUNCT
dem-1076	68	15	b	b	X
dem-1076	68	16	db	db	NOUN
dem-1076	68	17	x	x	SYM
dem-1076	68	18	x	x	PROPN
dem-1076	68	19			PROPN
dem-1076	68	20			PROPN
dem-1076	68	21			NOUN
dem-1076	68	22			PROPN
dem-1076	68	23			PROPN
dem-1076	68	24			VERB
dem-1076	68	25			PROPN
dem-1076	68	26			NUM
dem-1076	68	27			PROPN
dem-1076	68	28			NUM
dem-1076	68	29			PROPN
dem-1076	68	30			PROPN
dem-1076	68	31			PUNCT
dem-1076	68	32	.	.	PUNCT
dem-1076	69	1	(	(	PUNCT
dem-1076	69	2	4	4	X
dem-1076	69	3	)	)	PUNCT
dem-1076	69	4	the	the	DET
dem-1076	69	5	index	index	NOUN
dem-1076	69	6			PROPN
dem-1076	69	7	takes	take	VERB
dem-1076	69	8	values	value	NOUN
dem-1076	69	9	in	in	ADP
dem-1076	69	10	the	the	DET
dem-1076	69	11	interval	interval	NOUN
dem-1076	69	12	[	[	X
dem-1076	69	13	0,2	0,2	NUM
dem-1076	69	14	)	)	PUNCT
dem-1076	69	15	.	.	PUNCT
dem-1076	70	1	higher	high	ADJ
dem-1076	70	2	values	value	NOUN
dem-1076	70	3	of	of	ADP
dem-1076	70	4			PROPN
dem-1076	70	5	mean	mean	NOUN
dem-1076	70	6	that	that	PRON
dem-1076	70	7	jumps	jump	VERB
dem-1076	70	8	are	be	AUX
dem-1076	70	9	more	more	ADV
dem-1076	70	10	intensive	intensive	ADJ
dem-1076	70	11	and	and	CCONJ
dem-1076	70	12	smaller	small	ADJ
dem-1076	70	13	and	and	CCONJ
dem-1076	70	14	the	the	DET
dem-1076	70	15	process	process	NOUN
dem-1076	70	16	l	l	NOUN
dem-1076	70	17	resemble	resemble	VERB
dem-1076	70	18	continuous	continuous	ADJ
dem-1076	70	19	process	process	NOUN
dem-1076	70	20	.	.	PUNCT
dem-1076	71	1	if	if	SCONJ
dem-1076	71	2	0	0	NOUN
dem-1076	71	3			ADJ
dem-1076	71	4	the	the	DET
dem-1076	71	5	process	process	NOUN
dem-1076	71	6	is	be	AUX
dem-1076	71	7	finitely	finitely	ADV
dem-1076	71	8	active	active	ADJ
dem-1076	71	9	.	.	PUNCT
dem-1076	72	1	all	all	DET
dem-1076	72	2	other	other	ADJ
dem-1076	72	3	values	value	NOUN
dem-1076	72	4	mean	mean	VERB
dem-1076	72	5	that	that	SCONJ
dem-1076	72	6	the	the	DET
dem-1076	72	7	activity	activity	NOUN
dem-1076	72	8	of	of	ADP
dem-1076	72	9	the	the	DET
dem-1076	72	10	process	process	NOUN
dem-1076	72	11	is	be	AUX
dem-1076	72	12	infinite	infinite	ADJ
dem-1076	72	13	.	.	PUNCT
dem-1076	73	1	in	in	ADP
dem-1076	73	2	the	the	DET
dem-1076	73	3	case	case	NOUN
dem-1076	73	4	0	0	NOUN
dem-1076	74	1			ADJ
dem-1076	74	2	the	the	DET
dem-1076	74	3	discontinuous	discontinuous	ADJ
dem-1076	74	4	part	part	NOUN
dem-1076	74	5	of	of	ADP
dem-1076	74	6	the	the	DET
dem-1076	74	7	process	process	NOUN
dem-1076	74	8	l	l	NOUN
dem-1076	74	9	is	be	AUX
dem-1076	74	10	the	the	DET
dem-1076	74	11	compound	compound	NOUN
dem-1076	74	12	poisson	poisson	NOUN
dem-1076	74	13	process	process	NOUN
dem-1076	74	14	,	,	PUNCT
dem-1076	74	15	i.e.	i.e.	X
dem-1076	74	16	0sx	0sx	ADJ
dem-1076	75	1			NOUN
dem-1076	75	2	in	in	ADP
dem-1076	75	3	the	the	DET
dem-1076	75	4	decompo	decompo	VERB
dem-1076	75	5	sition	sition	NOUN
dem-1076	75	6	(	(	PUNCT
dem-1076	75	7	1	1	NUM
dem-1076	75	8	)	)	PUNCT
dem-1076	75	9	.	.	PUNCT
dem-1076	76	1	the	the	DET
dem-1076	76	2	models	model	NOUN
dem-1076	76	3	of	of	ADP
dem-1076	76	4	assets	asset	NOUN
dem-1076	76	5	prices	price	NOUN
dem-1076	76	6	driven	drive	VERB
dem-1076	76	7	by	by	ADP
dem-1076	76	8	lévy	lévy	ADJ
dem-1076	76	9	process	process	NOUN
dem-1076	76	10	usually	usually	ADV
dem-1076	76	11	take	take	VERB
dem-1076	76	12	the	the	DET
dem-1076	76	13	form	form	NOUN
dem-1076	76	14	of	of	ADP
dem-1076	76	15	exponential	exponential	ADJ
dem-1076	76	16	lévy	lévy	ADJ
dem-1076	76	17	models	model	NOUN
dem-1076	76	18	:	:	PUNCT
dem-1076	76	19	0	0	NUM
dem-1076	76	20	tl	tl	PROPN
dem-1076	76	21	ts	ts	ADP
dem-1076	76	22	s	s	PRON
dem-1076	76	23	e	e	ADJ
dem-1076	76	24	,	,	PUNCT
dem-1076	76	25	(	(	PUNCT
dem-1076	76	26	5	5	NUM
dem-1076	76	27	)	)	PUNCT
dem-1076	76	28	where	where	SCONJ
dem-1076	76	29	ts	ts	AUX
dem-1076	76	30	denotes	denote	VERB
dem-1076	76	31	the	the	DET
dem-1076	76	32	asset	asset	NOUN
dem-1076	76	33	price	price	NOUN
dem-1076	76	34	at	at	ADP
dem-1076	76	35	time	time	NOUN
dem-1076	76	36	t	t	PROPN
dem-1076	76	37	.	.	PUNCT
dem-1076	77	1	the	the	DET
dem-1076	77	2	models	model	NOUN
dem-1076	77	3	can	can	AUX
dem-1076	77	4	be	be	AUX
dem-1076	77	5	also	also	ADV
dem-1076	77	6	formulated	formulate	VERB
dem-1076	77	7	as	as	ADP
dem-1076	77	8	stochastic	stochastic	ADJ
dem-1076	77	9	differential	differential	ADJ
dem-1076	77	10	equation	equation	NOUN
dem-1076	77	11	(	(	PUNCT
dem-1076	77	12	as	as	ADP
dem-1076	77	13	in	in	ADP
dem-1076	77	14	classis	classis	NOUN
dem-1076	77	15	black	black	ADJ
dem-1076	77	16	-	-	PUNCT
dem-1076	77	17	scholes	schole	NOUN
dem-1076	77	18	model	model	NOUN
dem-1076	77	19	):	):	PUNCT
dem-1076	77	20	t	t	PROPN
dem-1076	77	21	t	t	PROPN
dem-1076	77	22	tds	tds	NOUN
dem-1076	77	23	s	s	VERB
dem-1076	78	1	dv	dv	ADV
dem-1076	78	2	,	,	PUNCT
dem-1076	78	3	(	(	PUNCT
dem-1076	78	4	6	6	NUM
dem-1076	78	5	)	)	PUNCT
dem-1076	78	6	where	where	SCONJ
dem-1076	78	7	v	v	NOUN
dem-1076	78	8	is	be	AUX
dem-1076	78	9	a	a	DET
dem-1076	78	10	lévy	lévy	ADJ
dem-1076	78	11	process	process	NOUN
dem-1076	78	12	,	,	PUNCT
dem-1076	78	13	whose	whose	DET
dem-1076	78	14	characteristics	characteristic	NOUN
dem-1076	78	15	can	can	AUX
dem-1076	78	16	be	be	AUX
dem-1076	78	17	derived	derive	VERB
dem-1076	78	18	from	from	ADP
dem-1076	78	19	l	l	PROPN
dem-1076	78	20	2	2	NUM
dem-1076	78	21	.	.	PUNCT
dem-1076	79	1	the	the	DET
dem-1076	79	2	logarithms	logarithm	NOUN
dem-1076	79	3	of	of	ADP
dem-1076	79	4	the	the	DET
dem-1076	79	5	prices	price	NOUN
dem-1076	79	6	are	be	AUX
dem-1076	79	7	described	describe	VERB
dem-1076	79	8	by	by	ADP
dem-1076	79	9	lévy	lévy	ADJ
dem-1076	79	10	process	process	NOUN
dem-1076	79	11	l	l	NOUN
dem-1076	79	12	and	and	CCONJ
dem-1076	79	13	thus	thus	ADV
dem-1076	79	14	the	the	DET
dem-1076	79	15	logarithmic	logarithmic	ADJ
dem-1076	79	16	returns	return	NOUN
dem-1076	79	17	are	be	AUX
dem-1076	79	18	increments	increment	NOUN
dem-1076	79	19	of	of	ADP
dem-1076	79	20	lévy	lévy	ADJ
dem-1076	79	21	process	process	NOUN
dem-1076	79	22	.	.	PUNCT
dem-1076	80	1	according	accord	VERB
dem-1076	80	2	to	to	ADP
dem-1076	80	3	(	(	PUNCT
dem-1076	80	4	1	1	X
dem-1076	80	5	)	)	PUNCT
dem-1076	80	6	the	the	DET
dem-1076	80	7	logarithmic	logarithmic	ADJ
dem-1076	80	8	price	price	NOUN
dem-1076	80	9	is	be	AUX
dem-1076	80	10	given	give	VERB
dem-1076	80	11	by	by	ADP
dem-1076	80	12	:	:	PUNCT
dem-1076	80	13	ln	ln	PROPN
dem-1076	80	14	l	l	PROPN
dem-1076	80	15	s	s	X
dem-1076	80	16	t	t	PROPN
dem-1076	80	17	t	t	PROPN
dem-1076	80	18	t	t	PROPN
dem-1076	80	19	t	t	PROPN
dem-1076	80	20	tts	tts	PROPN
dem-1076	80	21	xws	xws	PROPN
dem-1076	81	1	x	x	PROPN
dem-1076	81	2			PROPN
dem-1076	81	3			X
dem-1076	81	4			NOUN
dem-1076	81	5			NOUN
dem-1076	81	6	.	.	PUNCT
dem-1076	82	1	(	(	PUNCT
dem-1076	82	2	7	7	X
dem-1076	82	3	)	)	PUNCT
dem-1076	82	4	in	in	ADP
dem-1076	82	5	the	the	DET
dem-1076	82	6	literature	literature	NOUN
dem-1076	82	7	one	one	NUM
dem-1076	82	8	considers	consider	VERB
dem-1076	82	9	also	also	ADV
dem-1076	82	10	the	the	DET
dem-1076	82	11	generalization	generalization	NOUN
dem-1076	82	12	of	of	ADP
dem-1076	82	13	(	(	PUNCT
dem-1076	82	14	7	7	NUM
dem-1076	82	15	)	)	PUNCT
dem-1076	82	16	,	,	PUNCT
dem-1076	82	17	assuming	assume	VERB
dem-1076	82	18	that	that	SCONJ
dem-1076	82	19	the	the	DET
dem-1076	82	20	volatility	volatility	NOUN
dem-1076	82	21	of	of	ADP
dem-1076	82	22	continuous	continuous	ADJ
dem-1076	82	23	part	part	NOUN
dem-1076	82	24	is	be	AUX
dem-1076	82	25	not	not	PART
dem-1076	82	26	constant	constant	ADJ
dem-1076	82	27	.	.	PUNCT
dem-1076	83	1	such	such	DET
dem-1076	83	2	a	a	DET
dem-1076	83	3	model	model	NOUN
dem-1076	83	4	can	can	AUX
dem-1076	83	5	be	be	AUX
dem-1076	83	6	specified	specify	VERB
dem-1076	83	7	as	as	SCONJ
dem-1076	83	8	follows	follow	VERB
dem-1076	83	9	:	:	PUNCT
dem-1076	84	1	d	d	PROPN
dem-1076	84	2	t	t	NOUN
dem-1076	84	3	t	t	PROPN
dem-1076	84	4	t	t	X
dem-1076	84	5	ts	ts	ADP
dem-1076	84	6	wt	wt	PROPN
dem-1076	84	7	l	l	PROPN
dem-1076	84	8			PROPN
dem-1076	84	9			PUNCT
dem-1076	84	10	,	,	PUNCT
dem-1076	84	11	(	(	PUNCT
dem-1076	84	12	8)	8)	NUM
dem-1076	84	13	where	where	SCONJ
dem-1076	84	14	t	t	PROPN
dem-1076	84	15	is	be	AUX
dem-1076	84	16	a	a	DET
dem-1076	84	17	process	process	NOUN
dem-1076	84	18	or	or	CCONJ
dem-1076	84	19	a	a	DET
dem-1076	84	20	function	function	NOUN
dem-1076	84	21	representing	represent	VERB
dem-1076	84	22	volatility	volatility	NOUN
dem-1076	84	23	and	and	CCONJ
dem-1076	84	24	dl	dl	PROPN
dem-1076	84	25	is	be	AUX
dem-1076	84	26	discontinuous	discontinuous	ADJ
dem-1076	84	27	part	part	NOUN
dem-1076	84	28	of	of	ADP
dem-1076	84	29	the	the	DET
dem-1076	84	30	process	process	NOUN
dem-1076	84	31	l	l	NOUN
dem-1076	84	32	and	and	CCONJ
dem-1076	84	33	represents	represent	VERB
dem-1076	84	34	jumps	jump	NOUN
dem-1076	84	35	.	.	PUNCT
dem-1076	85	1	2	2	NUM
dem-1076	85	2	kallsen	kallsen	NOUN
dem-1076	85	3	(	(	PUNCT
dem-1076	85	4	2000	2000	NUM
dem-1076	85	5	)	)	PUNCT
dem-1076	85	6	has	have	AUX
dem-1076	85	7	shown	show	VERB
dem-1076	85	8	that	that	SCONJ
dem-1076	85	9	specifications	specification	NOUN
dem-1076	85	10	(	(	PUNCT
dem-1076	85	11	5	5	NUM
dem-1076	85	12	)	)	PUNCT
dem-1076	85	13	and	and	CCONJ
dem-1076	85	14	(	(	PUNCT
dem-1076	85	15	6	6	NUM
dem-1076	85	16	)	)	PUNCT
dem-1076	85	17	are	be	AUX
dem-1076	85	18	equivalent	equivalent	ADJ
dem-1076	85	19	and	and	CCONJ
dem-1076	85	20	gave	give	VERB
dem-1076	85	21	the	the	DET
dem-1076	85	22	formulae	formulae	NOUN
dem-1076	85	23	how	how	SCONJ
dem-1076	85	24	to	to	PART
dem-1076	85	25	express	express	VERB
dem-1076	85	26	v	v	NOUN
dem-1076	85	27	in	in	ADP
dem-1076	85	28	terms	term	NOUN
dem-1076	85	29	of	of	ADP
dem-1076	85	30	l	l	NOUN
dem-1076	85	31	and	and	CCONJ
dem-1076	85	32	vice	vice	ADV
dem-1076	85	33	versa	versa	ADV
dem-1076	85	34	.	.	PUNCT
dem-1076	86	1	jumps	jump	VERB
dem-1076	86	2	activity	activity	NOUN
dem-1076	86	3	and	and	CCONJ
dem-1076	86	4	singularity	singularity	NOUN
dem-1076	86	5	spectra	spectra	NOUN
dem-1076	86	6	for	for	ADP
dem-1076	86	7	instruments	instrument	NOUN
dem-1076	86	8	in	in	ADP
dem-1076	86	9	the	the	DET
dem-1076	86	10	polish	polish	ADJ
dem-1076	86	11	financial	financial	ADJ
dem-1076	86	12	market	market	NOUN
dem-1076	86	13	175	175	NUM
dem-1076	86	14	let	let	VERB
dem-1076	86	15	us	we	PRON
dem-1076	86	16	select	select	VERB
dem-1076	86	17	some	some	DET
dem-1076	86	18	time	time	NOUN
dem-1076	86	19	-	-	PUNCT
dem-1076	86	20	scale	scale	NOUN
dem-1076	86	21	,	,	PUNCT
dem-1076	86	22	i.e.	i.e.	X
dem-1076	86	23	choose	choose	VERB
dem-1076	86	24	some	some	DET
dem-1076	86	25	frequency	frequency	NOUN
dem-1076	86	26	in	in	ADP
dem-1076	86	27	which	which	PRON
dem-1076	86	28	we	we	PRON
dem-1076	86	29	sample	sample	VERB
dem-1076	86	30	the	the	DET
dem-1076	86	31	process	process	NOUN
dem-1076	86	32	.	.	PUNCT
dem-1076	87	1	suppose	suppose	VERB
dem-1076	87	2	that	that	SCONJ
dem-1076	87	3	we	we	PRON
dem-1076	87	4	sample	sample	VERB
dem-1076	87	5	every	every	DET
dem-1076	87	6	h	h	NOUN
dem-1076	87	7	units	unit	NOUN
dem-1076	87	8	of	of	ADP
dem-1076	87	9	time	time	NOUN
dem-1076	87	10	(	(	PUNCT
dem-1076	87	11	in	in	ADP
dem-1076	87	12	practice	practice	NOUN
dem-1076	87	13	it	it	PRON
dem-1076	87	14	can	can	AUX
dem-1076	87	15	be	be	AUX
dem-1076	87	16	a	a	DET
dem-1076	87	17	period	period	NOUN
dem-1076	87	18	from	from	ADP
dem-1076	87	19	several	several	ADJ
dem-1076	87	20	seconds	second	NOUN
dem-1076	87	21	to	to	ADP
dem-1076	87	22	one	one	NUM
dem-1076	87	23	day	day	NOUN
dem-1076	87	24	)	)	PUNCT
dem-1076	87	25	.	.	PUNCT
dem-1076	88	1	the	the	DET
dem-1076	88	2	increments	increment	NOUN
dem-1076	88	3	of	of	ADP
dem-1076	88	4	the	the	DET
dem-1076	88	5	process	process	NOUN
dem-1076	88	6	at	at	ADP
dem-1076	88	7	the	the	DET
dem-1076	88	8	specified	specify	VERB
dem-1076	88	9	frequency	frequency	NOUN
dem-1076	88	10	are	be	AUX
dem-1076	88	11	logarithmic	logarithmic	ADJ
dem-1076	88	12	returns	return	NOUN
dem-1076	88	13	of	of	ADP
dem-1076	88	14	the	the	DET
dem-1076	88	15	assets	asset	NOUN
dem-1076	88	16	.	.	PUNCT
dem-1076	89	1	we	we	PRON
dem-1076	89	2	denote	denote	VERB
dem-1076	89	3	them	they	PRON
dem-1076	89	4	by	by	ADP
dem-1076	89	5	(	(	PUNCT
dem-1076	89	6	)	)	PUNCT
dem-1076	89	7	ix	ix	PROPN
dem-1076	89	8	h	h	NOUN
dem-1076	89	9	:	:	PUNCT
dem-1076	89	10	(	(	PUNCT
dem-1076	89	11	1	1	X
dem-1076	89	12	)	)	PUNCT
dem-1076	89	13	(	(	PUNCT
dem-1076	89	14	1	1	NUM
dem-1076	89	15	)	)	PUNCT
dem-1076	89	16	(	(	PUNCT
dem-1076	89	17	)	)	PUNCT
dem-1076	90	1	i	i	PRON
dem-1076	90	2	i	i	PRON
dem-1076	90	3	h	h	VERB
dem-1076	90	4	ih	ih	INTJ
dem-1076	91	1	i	i	PRON
dem-1076	91	2	h	h	NOUN
dem-1076	92	1	ihh	ihh	PROPN
dem-1076	92	2	s	s	PROPN
dem-1076	92	3	sx	sx	PROPN
dem-1076	92	4	l	l	PROPN
dem-1076	92	5	l	l	PROPN
dem-1076	93	1			PROPN
dem-1076	93	2			PRON
dem-1076	93	3			PROPN
dem-1076	93	4	.	.	PUNCT
dem-1076	94	1	(	(	PUNCT
dem-1076	94	2	9	9	X
dem-1076	94	3	)	)	PUNCT
dem-1076	94	4	if	if	SCONJ
dem-1076	94	5	there	there	PRON
dem-1076	94	6	is	be	VERB
dem-1076	94	7	no	no	DET
dem-1076	94	8	ambiguity	ambiguity	NOUN
dem-1076	94	9	about	about	ADP
dem-1076	94	10	frequency	frequency	NOUN
dem-1076	94	11	we	we	PRON
dem-1076	94	12	omit	omit	VERB
dem-1076	94	13	brackets	bracket	NOUN
dem-1076	94	14	and	and	CCONJ
dem-1076	94	15	denote	denote	VERB
dem-1076	94	16	returns	return	NOUN
dem-1076	94	17	simply	simply	ADV
dem-1076	94	18	by	by	ADP
dem-1076	94	19	ix	ix	PRON
dem-1076	94	20	.	.	PUNCT
dem-1076	95	1	in	in	ADP
dem-1076	95	2	the	the	DET
dem-1076	95	3	next	next	ADJ
dem-1076	95	4	three	three	NUM
dem-1076	95	5	sections	section	NOUN
dem-1076	95	6	we	we	PRON
dem-1076	95	7	will	will	AUX
dem-1076	95	8	use	use	VERB
dem-1076	95	9	data	datum	NOUN
dem-1076	95	10	about	about	ADP
dem-1076	95	11	returns	return	NOUN
dem-1076	95	12	to	to	PART
dem-1076	95	13	calculate	calculate	VERB
dem-1076	95	14	index	index	NOUN
dem-1076	95	15			PROPN
dem-1076	95	16	,	,	PUNCT
dem-1076	95	17	using	use	VERB
dem-1076	95	18	three	three	NUM
dem-1076	95	19	different	different	ADJ
dem-1076	95	20	methods	method	NOUN
dem-1076	95	21	.	.	PUNCT
dem-1076	96	1	2	2	X
dem-1076	96	2	.	.	X
dem-1076	96	3	estimating	estimate	VERB
dem-1076	96	4	jumps	jump	VERB
dem-1076	96	5	activity	activity	NOUN
dem-1076	96	6	with	with	ADP
dem-1076	96	7	activity	activity	NOUN
dem-1076	96	8	signatures	signature	VERB
dem-1076	96	9	the	the	DET
dem-1076	96	10	first	first	ADJ
dem-1076	96	11	method	method	NOUN
dem-1076	96	12	is	be	AUX
dem-1076	96	13	based	base	VERB
dem-1076	96	14	on	on	ADP
dem-1076	96	15	power	power	NOUN
dem-1076	96	16	variation	variation	NOUN
dem-1076	96	17	of	of	ADP
dem-1076	96	18	stochastic	stochastic	ADJ
dem-1076	96	19	process	process	NOUN
dem-1076	96	20	,	,	PUNCT
dem-1076	96	21	defined	define	VERB
dem-1076	96	22	as	as	ADP
dem-1076	96	23	:	:	PUNCT
dem-1076	96	24	1	1	NUM
dem-1076	96	25	(	(	PUNCT
dem-1076	96	26	,	,	PUNCT
dem-1076	96	27	)	)	PUNCT
dem-1076	96	28	(	(	PUNCT
dem-1076	96	29	)	)	PUNCT
dem-1076	97	1	p	p	X
dem-1076	97	2	i	i	PRON
dem-1076	98	1	i	i	PRON
dem-1076	98	2	n	n	VERB
dem-1076	99	1	v	v	ADP
dem-1076	99	2	p	p	NOUN
dem-1076	99	3	h	h	NOUN
dem-1076	100	1	x	x	NOUN
dem-1076	100	2	h	h	NOUN
dem-1076	100	3			ADJ
dem-1076	100	4			PROPN
dem-1076	100	5	.	.	PUNCT
dem-1076	101	1	(	(	PUNCT
dem-1076	101	2	10	10	NUM
dem-1076	101	3	)	)	PUNCT
dem-1076	101	4	in	in	ADP
dem-1076	101	5	the	the	DET
dem-1076	101	6	case	case	NOUN
dem-1076	101	7	2p	2p	NUM
dem-1076	101	8			PROPN
dem-1076	101	9	,	,	PUNCT
dem-1076	101	10	the	the	DET
dem-1076	101	11	(	(	PUNCT
dem-1076	101	12	2	2	NUM
dem-1076	101	13	,	,	PUNCT
dem-1076	101	14	)	)	PUNCT
dem-1076	101	15	v	v	NOUN
dem-1076	101	16	h	h	NOUN
dem-1076	101	17	is	be	AUX
dem-1076	101	18	well	well	ADV
dem-1076	101	19	-	-	PUNCT
dem-1076	101	20	known	know	VERB
dem-1076	101	21	realized	realize	VERB
dem-1076	101	22	volatility	volatility	NOUN
dem-1076	101	23	,	,	PUNCT
dem-1076	101	24	which	which	PRON
dem-1076	101	25	tends	tend	VERB
dem-1076	101	26	to	to	ADP
dem-1076	101	27	the	the	DET
dem-1076	101	28	quadratic	quadratic	ADJ
dem-1076	101	29	variation	variation	NOUN
dem-1076	101	30	of	of	ADP
dem-1076	101	31	the	the	DET
dem-1076	101	32	process	process	NOUN
dem-1076	101	33	,	,	PUNCT
dem-1076	101	34	as	as	SCONJ
dem-1076	101	35	the	the	DET
dem-1076	101	36	sampling	sample	VERB
dem-1076	101	37	frequency	frequency	NOUN
dem-1076	101	38	tends	tend	VERB
dem-1076	101	39	to	to	PART
dem-1076	101	40	infinity	infinity	VERB
dem-1076	101	41	.	.	PUNCT
dem-1076	102	1	the	the	DET
dem-1076	102	2	behavior	behavior	NOUN
dem-1076	102	3	of	of	ADP
dem-1076	102	4	(	(	PUNCT
dem-1076	102	5	,	,	PUNCT
dem-1076	102	6	)	)	PUNCT
dem-1076	102	7	v	v	NOUN
dem-1076	102	8	p	p	NOUN
dem-1076	102	9	h	h	NOUN
dem-1076	102	10	in	in	ADP
dem-1076	102	11	other	other	ADJ
dem-1076	102	12	cases	case	NOUN
dem-1076	102	13	depends	depend	VERB
dem-1076	102	14	on	on	ADP
dem-1076	102	15	the	the	DET
dem-1076	102	16	type	type	NOUN
dem-1076	102	17	of	of	ADP
dem-1076	102	18	the	the	DET
dem-1076	102	19	process	process	NOUN
dem-1076	102	20	.	.	PUNCT
dem-1076	103	1	as	as	SCONJ
dem-1076	103	2	barndorff	barndorff	NOUN
dem-1076	103	3	-	-	PUNCT
dem-1076	103	4	nielsen	nielsen	PROPN
dem-1076	103	5	and	and	CCONJ
dem-1076	103	6	shephard	shephard	PROPN
dem-1076	103	7	(	(	PUNCT
dem-1076	103	8	2002	2002	NUM
dem-1076	103	9	)	)	PUNCT
dem-1076	103	10	have	have	AUX
dem-1076	103	11	shown	show	VERB
dem-1076	103	12	,	,	PUNCT
dem-1076	103	13	if	if	SCONJ
dem-1076	103	14	the	the	DET
dem-1076	103	15	process	process	NOUN
dem-1076	103	16	l	l	NOUN
dem-1076	103	17	contains	contain	VERB
dem-1076	103	18	no	no	DET
dem-1076	103	19	jumps	jump	NOUN
dem-1076	103	20	(	(	PUNCT
dem-1076	103	21	i.e.	i.e.	X
dem-1076	103	22	0dl	0dl	ADJ
dem-1076	103	23			PROPN
dem-1076	103	24	in	in	ADP
dem-1076	103	25	(	(	PUNCT
dem-1076	103	26	8)	8)	NUM
dem-1076	103	27	)	)	PUNCT
dem-1076	103	28	,	,	PUNCT
dem-1076	103	29	then	then	ADV
dem-1076	103	30	:	:	PUNCT
dem-1076	103	31	1	1	NUM
dem-1076	103	32	/2	/2	SYM
dem-1076	103	33	0	0	NUM
dem-1076	103	34	0	0	NUM
dem-1076	103	35	plim	plim	NOUN
dem-1076	103	36	(	(	PUNCT
dem-1076	103	37	,	,	PUNCT
dem-1076	103	38	)	)	PUNCT
dem-1076	104	1	t	t	PROPN
dem-1076	105	1	pp	pp	ADP
dem-1076	105	2	s	s	PROPN
dem-1076	105	3	h	h	PROPN
dem-1076	105	4	pph	pph	PROPN
dem-1076	105	5	shv	shv	PROPN
dem-1076	105	6	d	d	PROPN
dem-1076	105	7			PROPN
dem-1076	105	8			PROPN
dem-1076	106	1			NUM
dem-1076	106	2			PUNCT
dem-1076	106	3	,	,	PUNCT
dem-1076	106	4	(	(	PUNCT
dem-1076	106	5	11	11	NUM
dem-1076	106	6	)	)	PUNCT
dem-1076	106	7	where	where	SCONJ
dem-1076	106	8	p	p	NUM
dem-1076	106	9	is	be	AUX
dem-1076	106	10	appropriate	appropriate	ADJ
dem-1076	106	11	constant	constant	ADJ
dem-1076	106	12	.	.	PUNCT
dem-1076	107	1	if	if	SCONJ
dem-1076	107	2	the	the	DET
dem-1076	107	3	process	process	NOUN
dem-1076	107	4	l	l	NOUN
dem-1076	107	5	contains	contain	VERB
dem-1076	107	6	no	no	DET
dem-1076	107	7	diffusion	diffusion	NOUN
dem-1076	107	8	part	part	NOUN
dem-1076	107	9	(	(	PUNCT
dem-1076	107	10	0t	0t	NUM
dem-1076	107	11			PROPN
dem-1076	107	12	)	)	PUNCT
dem-1076	107	13	,	,	PUNCT
dem-1076	107	14	then	then	ADV
dem-1076	107	15	as	as	SCONJ
dem-1076	107	16	0h	0h	X
dem-1076	107	17			PROPN
dem-1076	107	18	the	the	DET
dem-1076	107	19	sum	sum	NOUN
dem-1076	107	20	(	(	PUNCT
dem-1076	107	21	10	10	NUM
dem-1076	107	22	)	)	PUNCT
dem-1076	107	23	diverge	diverge	NOUN
dem-1076	107	24	for	for	ADP
dem-1076	107	25	p	p	PROPN
dem-1076	107	26			PROPN
dem-1076	107	27	.	.	PUNCT
dem-1076	108	1	on	on	ADP
dem-1076	108	2	the	the	DET
dem-1076	108	3	other	other	ADJ
dem-1076	108	4	hand	hand	NOUN
dem-1076	108	5	for	for	ADP
dem-1076	108	6	p	p	PROPN
dem-1076	108	7			PROPN
dem-1076	108	8	the	the	DET
dem-1076	108	9	sum	sum	NOUN
dem-1076	108	10	is	be	AUX
dem-1076	108	11	convergent	convergent	ADJ
dem-1076	108	12	:	:	PUNCT
dem-1076	108	13	0	0	NUM
dem-1076	108	14	0	0	NUM
dem-1076	108	15	(	(	PUNCT
dem-1076	108	16	plim	plim	NOUN
dem-1076	108	17	,	,	PUNCT
dem-1076	108	18	)	)	PUNCT
dem-1076	108	19	t	t	PROPN
dem-1076	109	1	p	p	NOUN
dem-1076	109	2	s	s	PROPN
dem-1076	109	3	h	h	NOUN
dem-1076	109	4	s	s	PART
dem-1076	109	5	p	p	NOUN
dem-1076	109	6	h	h	NOUN
dem-1076	109	7	lv	lv	X
dem-1076	109	8			PROPN
dem-1076	110	1			NUM
dem-1076	110	2			NUM
dem-1076	110	3			NOUN
dem-1076	110	4	.	.	PUNCT
dem-1076	111	1	(	(	PUNCT
dem-1076	111	2	12	12	NUM
dem-1076	111	3	)	)	PUNCT
dem-1076	111	4	if	if	SCONJ
dem-1076	111	5	the	the	DET
dem-1076	111	6	process	process	NOUN
dem-1076	111	7	contains	contain	VERB
dem-1076	111	8	both	both	DET
dem-1076	111	9	diffusion	diffusion	NOUN
dem-1076	111	10	and	and	CCONJ
dem-1076	111	11	jump	jump	NOUN
dem-1076	111	12	parts	part	NOUN
dem-1076	111	13	,	,	PUNCT
dem-1076	111	14	then	then	ADV
dem-1076	111	15	the	the	DET
dem-1076	111	16	following	follow	VERB
dem-1076	111	17	equations	equation	NOUN
dem-1076	111	18	holds	hold	VERB
dem-1076	111	19	:	:	PUNCT
dem-1076	111	20	paweł	paweł	VERB
dem-1076	111	21	kliber	kliber	PROPN
dem-1076	111	22	176	176	NUM
dem-1076	111	23	1	1	NUM
dem-1076	111	24	2	2	NUM
dem-1076	111	25	/2	/2	NUM
dem-1076	111	26	0	0	NUM
dem-1076	111	27	0	0	NUM
dem-1076	111	28	2	2	NUM
dem-1076	111	29	0	0	NUM
dem-1076	111	30	00	00	NUM
dem-1076	111	31	0	0	SYM
dem-1076	111	32	0	0	NUM
dem-1076	111	33	plim	plim	NOUN
dem-1076	111	34	fo	fo	NOUN
dem-1076	111	35	(	(	PUNCT
dem-1076	111	36	,	,	PUNCT
dem-1076	111	37	)	)	PUNCT
dem-1076	111	38	,	,	PUNCT
dem-1076	111	39	(	(	PUNCT
dem-1076	111	40	0,2)r	0,2)r	PROPN
dem-1076	111	41	pli	pli	PROPN
dem-1076	111	42	,	,	PUNCT
dem-1076	111	43	(	(	PUNCT
dem-1076	111	44	2	2	NUM
dem-1076	111	45	,	,	PUNCT
dem-1076	111	46	)	)	PUNCT
dem-1076	111	47	,	,	PUNCT
dem-1076	111	48	,	,	PUNCT
dem-1076	111	49	m	m	VERB
dem-1076	111	50	for	for	ADP
dem-1076	111	51	2	2	NUM
dem-1076	111	52	pli	pli	PROPN
dem-1076	111	53	(	(	PUNCT
dem-1076	111	54	m	m	PROPN
dem-1076	111	55	,	,	PUNCT
dem-1076	111	56	for	for	ADP
dem-1076	111	57	2	2	NUM
dem-1076	111	58	,	,	PUNCT
dem-1076	111	59	.	.	PUNCT
dem-1076	111	60	)	)	PUNCT
dem-1076	112	1	t	t	PROPN
dem-1076	113	1	pp	pp	ADP
dem-1076	113	2	p	p	PROPN
dem-1076	113	3	s	s	PROPN
dem-1076	113	4	t	t	NOUN
dem-1076	113	5	t	t	NOUN
dem-1076	113	6	s	s	X
dem-1076	113	7	s	s	X
dem-1076	113	8	s	s	X
dem-1076	113	9	t	t	NOUN
dem-1076	113	10	p	p	X
dem-1076	113	11	s	s	PROPN
dem-1076	113	12	h	h	NOUN
dem-1076	113	13	h	h	NOUN
dem-1076	113	14	s	s	NOUN
dem-1076	114	1	h	h	NOUN
dem-1076	114	2	p	p	NOUN
dem-1076	115	1	h	h	NOUN
dem-1076	115	2	h	h	NOUN
dem-1076	115	3	h	h	NOUN
dem-1076	116	1	v	v	INTJ
dem-1076	116	2	ds	ds	NOUN
dem-1076	116	3	p	p	NOUN
dem-1076	116	4	l	l	NOUN
dem-1076	116	5	p	p	NOUN
dem-1076	116	6	h	h	NOUN
dem-1076	116	7	l	l	NOUN
dem-1076	116	8	v	v	X
dem-1076	116	9	ds	ds	PROPN
dem-1076	116	10	p	p	X
dem-1076	116	11	v	v	ADP
dem-1076	116	12	p	p	NOUN
dem-1076	116	13			NOUN
dem-1076	116	14			X
dem-1076	116	15			X
dem-1076	116	16			NOUN
dem-1076	116	17			NOUN
dem-1076	116	18			VERB
dem-1076	117	1			NUM
dem-1076	117	2			NOUN
dem-1076	118	1			NUM
dem-1076	118	2			ADP
dem-1076	118	3			PROPN
dem-1076	118	4			NOUN
dem-1076	118	5			NUM
dem-1076	118	6			NUM
dem-1076	118	7			PROPN
dem-1076	118	8			ADV
dem-1076	118	9			VERB
dem-1076	118	10			NUM
dem-1076	118	11			NUM
dem-1076	118	12			NUM
dem-1076	118	13			NUM
dem-1076	118	14			NOUN
dem-1076	118	15			NOUN
dem-1076	118	16			NOUN
dem-1076	118	17			INTJ
dem-1076	118	18			INTJ
dem-1076	118	19			SYM
dem-1076	118	20			NUM
dem-1076	118	21			X
dem-1076	118	22	(	(	PUNCT
dem-1076	118	23	13	13	NUM
dem-1076	118	24	)	)	PUNCT
dem-1076	118	25	based	base	VERB
dem-1076	118	26	on	on	ADP
dem-1076	118	27	these	these	DET
dem-1076	118	28	limit	limit	NOUN
dem-1076	118	29	behavior	behavior	NOUN
dem-1076	118	30	of	of	ADP
dem-1076	118	31	the	the	DET
dem-1076	118	32	power	power	NOUN
dem-1076	118	33	variation	variation	NOUN
dem-1076	118	34	,	,	PUNCT
dem-1076	118	35	todorov	todorov	NOUN
dem-1076	118	36	and	and	CCONJ
dem-1076	118	37	tauchen	tauchen	NOUN
dem-1076	118	38	(	(	PUNCT
dem-1076	118	39	2009	2009	NUM
dem-1076	118	40	)	)	PUNCT
dem-1076	118	41	proposed	propose	VERB
dem-1076	118	42	a	a	DET
dem-1076	118	43	qualitative	qualitative	ADJ
dem-1076	118	44	test	test	NOUN
dem-1076	118	45	of	of	ADP
dem-1076	118	46	the	the	DET
dem-1076	118	47	type	type	NOUN
dem-1076	118	48	of	of	ADP
dem-1076	118	49	the	the	DET
dem-1076	118	50	process	process	NOUN
dem-1076	118	51	.	.	PUNCT
dem-1076	119	1	they	they	PRON
dem-1076	119	2	have	have	AUX
dem-1076	119	3	defined	define	VERB
dem-1076	119	4	activity	activity	NOUN
dem-1076	119	5	signature	signature	NOUN
dem-1076	119	6	function	function	NOUN
dem-1076	119	7	ˆ	ˆ	ADP
dem-1076	119	8	(	(	PUNCT
dem-1076	119	9	;	;	PUNCT
dem-1076	119	10	,	,	PUNCT
dem-1076	119	11	)	)	PUNCT
dem-1076	120	1	p	p	X
dem-1076	121	1	k	k	X
dem-1076	121	2	h	h	PUNCT
dem-1076	121	3	as	as	ADP
dem-1076	121	4	:	:	PUNCT
dem-1076	121	5	lnˆ	lnˆ	ADJ
dem-1076	121	6	(	(	PUNCT
dem-1076	121	7	;	;	PUNCT
dem-1076	121	8	,	,	PUNCT
dem-1076	121	9	)	)	PUNCT
dem-1076	121	10	ln	ln	ADV
dem-1076	121	11	ln	ln	ADV
dem-1076	121	12	(	(	PUNCT
dem-1076	121	13	,	,	PUNCT
dem-1076	121	14	)	)	PUNCT
dem-1076	121	15	ln	ln	NOUN
dem-1076	121	16	(	(	PUNCT
dem-1076	121	17	,	,	PUNCT
dem-1076	121	18	)	)	PUNCT
dem-1076	122	1	p	p	X
dem-1076	123	1	k	k	X
dem-1076	123	2	p	p	X
dem-1076	124	1	k	k	PROPN
dem-1076	124	2	h	h	NOUN
dem-1076	125	1	k	k	PROPN
dem-1076	125	2	v	v	INTJ
dem-1076	125	3	p	p	PROPN
dem-1076	125	4	kh	kh	PROPN
dem-1076	125	5	v	v	PROPN
dem-1076	125	6	p	p	PROPN
dem-1076	125	7	h	h	NOUN
dem-1076	126	1			PROPN
dem-1076	126	2			PROPN
dem-1076	126	3			ADV
dem-1076	126	4			NOUN
dem-1076	126	5	.	.	PUNCT
dem-1076	127	1	(	(	PUNCT
dem-1076	127	2	14	14	NUM
dem-1076	127	3	)	)	PUNCT
dem-1076	127	4	the	the	DET
dem-1076	127	5	graph	graph	NOUN
dem-1076	127	6	of	of	ADP
dem-1076	127	7	ˆ	ˆ	NOUN
dem-1076	127	8	(	(	PUNCT
dem-1076	127	9	;	;	PUNCT
dem-1076	127	10	,	,	PUNCT
dem-1076	127	11	)	)	PUNCT
dem-1076	127	12	p	p	X
dem-1076	128	1	k	k	X
dem-1076	128	2	h	h	X
dem-1076	128	3	with	with	ADP
dem-1076	128	4	respect	respect	NOUN
dem-1076	128	5	to	to	ADP
dem-1076	128	6	p	p	NOUN
dem-1076	128	7	are	be	AUX
dem-1076	128	8	called	call	VERB
dem-1076	128	9	“	"	PUNCT
dem-1076	128	10	activity	activity	NOUN
dem-1076	128	11	signature	signature	NOUN
dem-1076	128	12	plot	plot	NOUN
dem-1076	128	13	”	"	PUNCT
dem-1076	128	14	.	.	PUNCT
dem-1076	129	1	if	if	SCONJ
dem-1076	129	2	the	the	DET
dem-1076	129	3	process	process	NOUN
dem-1076	129	4	is	be	AUX
dem-1076	129	5	continuous	continuous	ADJ
dem-1076	129	6	,	,	PUNCT
dem-1076	129	7	then	then	ADV
dem-1076	129	8	for	for	ADP
dem-1076	129	9	all	all	DET
dem-1076	129	10	0p	0p	NOUN
dem-1076	129	11			VERB
dem-1076	129	12	:	:	PUNCT
dem-1076	129	13	0	0	NUM
dem-1076	129	14	ˆplim	ˆplim	NOUN
dem-1076	129	15	(	(	PUNCT
dem-1076	129	16	;	;	PUNCT
dem-1076	129	17	,	,	PUNCT
dem-1076	129	18	)	)	PUNCT
dem-1076	129	19	2	2	NUM
dem-1076	129	20	h	h	NOUN
dem-1076	129	21	p	p	NOUN
dem-1076	130	1	k	k	X
dem-1076	130	2	h	h	X
dem-1076	130	3			NOUN
dem-1076	130	4			ADJ
dem-1076	130	5	.	.	PUNCT
dem-1076	131	1	(	(	PUNCT
dem-1076	131	2	15	15	NUM
dem-1076	131	3	)	)	PUNCT
dem-1076	131	4	for	for	ADP
dem-1076	131	5	processes	process	NOUN
dem-1076	131	6	of	of	ADP
dem-1076	131	7	pure	pure	ADJ
dem-1076	131	8	jumps	jump	NOUN
dem-1076	131	9	we	we	PRON
dem-1076	131	10	have	have	VERB
dem-1076	131	11	:	:	PUNCT
dem-1076	131	12	0	0	NUM
dem-1076	131	13	,	,	PUNCT
dem-1076	131	14	for	for	ADP
dem-1076	131	15	(	(	PUNCT
dem-1076	131	16	0	0	NUM
dem-1076	131	17	,	,	PUNCT
dem-1076	131	18	)	)	PUNCT
dem-1076	131	19	,	,	PUNCT
dem-1076	131	20	ˆplim	ˆplim	NOUN
dem-1076	131	21	(	(	PUNCT
dem-1076	131	22	;	;	PUNCT
dem-1076	131	23	,	,	PUNCT
dem-1076	131	24	)	)	PUNCT
dem-1076	131	25	,	,	PUNCT
dem-1076	131	26	for	for	ADP
dem-1076	131	27	.h	.h	NOUN
dem-1076	132	1	p	p	PROPN
dem-1076	132	2	p	p	X
dem-1076	132	3	k	k	PROPN
dem-1076	132	4	h	h	NOUN
dem-1076	133	1	p	p	NOUN
dem-1076	134	1	p	p	PROPN
dem-1076	134	2			PROPN
dem-1076	134	3			PROPN
dem-1076	134	4			PROPN
dem-1076	134	5			PROPN
dem-1076	134	6			PROPN
dem-1076	135	1			NUM
dem-1076	135	2			NUM
dem-1076	135	3			NOUN
dem-1076	135	4	(	(	PUNCT
dem-1076	135	5	16	16	NUM
dem-1076	135	6	)	)	PUNCT
dem-1076	135	7	in	in	ADP
dem-1076	135	8	the	the	DET
dem-1076	135	9	case	case	NOUN
dem-1076	135	10	,	,	PUNCT
dem-1076	135	11	when	when	SCONJ
dem-1076	135	12	the	the	DET
dem-1076	135	13	process	process	NOUN
dem-1076	135	14	contains	contain	VERB
dem-1076	135	15	both	both	PRON
dem-1076	135	16	jumps	jump	NOUN
dem-1076	135	17	and	and	CCONJ
dem-1076	135	18	diffusion	diffusion	NOUN
dem-1076	135	19	:	:	PUNCT
dem-1076	135	20	0	0	NUM
dem-1076	135	21	2	2	NUM
dem-1076	135	22	,	,	PUNCT
dem-1076	135	23	for	for	ADP
dem-1076	135	24	(	(	PUNCT
dem-1076	135	25	0,2),ˆplim	0,2),ˆplim	X
dem-1076	135	26	(	(	PUNCT
dem-1076	135	27	;	;	PUNCT
dem-1076	135	28	,	,	PUNCT
dem-1076	135	29	)	)	PUNCT
dem-1076	135	30	,	,	PUNCT
dem-1076	135	31	for	for	ADP
dem-1076	135	32	.h	.h	NOUN
dem-1076	135	33	p	p	PROPN
dem-1076	136	1	p	p	X
dem-1076	136	2	k	k	PROPN
dem-1076	136	3	h	h	NOUN
dem-1076	136	4	p	p	PROPN
dem-1076	136	5	p	p	PROPN
dem-1076	136	6			PROPN
dem-1076	136	7			PROPN
dem-1076	136	8			PROPN
dem-1076	137	1			NUM
dem-1076	137	2			PROPN
dem-1076	137	3			PROPN
dem-1076	137	4	(	(	PUNCT
dem-1076	137	5	17	17	NUM
dem-1076	137	6	)	)	PUNCT
dem-1076	137	7	we	we	PRON
dem-1076	137	8	apply	apply	VERB
dem-1076	137	9	method	method	NOUN
dem-1076	137	10	of	of	ADP
dem-1076	137	11	activity	activity	NOUN
dem-1076	137	12	signatures	signature	NOUN
dem-1076	137	13	to	to	ADP
dem-1076	137	14	several	several	ADJ
dem-1076	137	15	instruments	instrument	NOUN
dem-1076	137	16	from	from	ADP
dem-1076	137	17	polish	polish	ADJ
dem-1076	137	18	financial	financial	ADJ
dem-1076	137	19	markets	market	NOUN
dem-1076	137	20	.	.	PUNCT
dem-1076	138	1	the	the	DET
dem-1076	138	2	sample	sample	NOUN
dem-1076	138	3	contains	contain	VERB
dem-1076	138	4	of	of	ADP
dem-1076	138	5	four	four	NUM
dem-1076	138	6	stocks	stock	NOUN
dem-1076	138	7	:	:	PUNCT
dem-1076	138	8	two	two	NUM
dem-1076	138	9	liquid	liquid	ADJ
dem-1076	138	10	ones	one	NOUN
dem-1076	138	11	(	(	PUNCT
dem-1076	138	12	pkn	pkn	PROPN
dem-1076	138	13	orlen	orlen	PROPN
dem-1076	138	14	and	and	CCONJ
dem-1076	138	15	kghm	kghm	NOUN
dem-1076	138	16	)	)	PUNCT
dem-1076	138	17	and	and	CCONJ
dem-1076	138	18	two	two	NUM
dem-1076	138	19	less	less	ADV
dem-1076	138	20	liquid	liquid	ADJ
dem-1076	138	21	(	(	PUNCT
dem-1076	138	22	agora	agora	INTJ
dem-1076	138	23	and	and	CCONJ
dem-1076	138	24	bre	bre	PROPN
dem-1076	138	25	bank	bank	PROPN
dem-1076	138	26	)	)	PUNCT
dem-1076	138	27	,	,	PUNCT
dem-1076	138	28	three	three	NUM
dem-1076	138	29	stock	stock	NOUN
dem-1076	138	30	market	market	NOUN
dem-1076	138	31	indexes	index	NOUN
dem-1076	138	32	(	(	PUNCT
dem-1076	138	33	wig	wig	NOUN
dem-1076	138	34	,	,	PUNCT
dem-1076	138	35	wig20	wig20	PROPN
dem-1076	138	36	and	and	CCONJ
dem-1076	138	37	mwig40	mwig40	NOUN
dem-1076	138	38	)	)	PUNCT
dem-1076	138	39	,	,	PUNCT
dem-1076	138	40	one	one	NUM
dem-1076	138	41	future	future	ADJ
dem-1076	138	42	contract	contract	NOUN
dem-1076	138	43	(	(	PUNCT
dem-1076	138	44	fwig	fwig	NOUN
dem-1076	138	45	)	)	PUNCT
dem-1076	138	46	and	and	CCONJ
dem-1076	138	47	two	two	NUM
dem-1076	138	48	currencies	currency	NOUN
dem-1076	138	49	(	(	PUNCT
dem-1076	138	50	euro	euro	NOUN
dem-1076	138	51	and	and	CCONJ
dem-1076	138	52	us	us	PROPN
dem-1076	138	53	dollar	dollar	NOUN
dem-1076	138	54	)	)	PUNCT
dem-1076	138	55	.	.	PUNCT
dem-1076	139	1	the	the	DET
dem-1076	139	2	sample	sample	NOUN
dem-1076	139	3	was	be	AUX
dem-1076	139	4	chosen	choose	VERB
dem-1076	139	5	as	as	ADP
dem-1076	139	6	to	to	PART
dem-1076	139	7	contain	contain	VERB
dem-1076	139	8	possibly	possibly	ADV
dem-1076	139	9	wide	wide	ADJ
dem-1076	139	10	range	range	NOUN
dem-1076	139	11	of	of	ADP
dem-1076	139	12	different	different	ADJ
dem-1076	139	13	instruments	instrument	NOUN
dem-1076	139	14	.	.	PUNCT
dem-1076	140	1	we	we	PRON
dem-1076	140	2	have	have	AUX
dem-1076	140	3	used	use	VERB
dem-1076	140	4	intraday	intraday	NOUN
dem-1076	140	5	data	datum	NOUN
dem-1076	140	6	for	for	ADP
dem-1076	140	7	the	the	DET
dem-1076	140	8	period	period	NOUN
dem-1076	140	9	from	from	ADP
dem-1076	140	10	the	the	DET
dem-1076	140	11	beginning	beginning	NOUN
dem-1076	140	12	of	of	ADP
dem-1076	140	13	2009	2009	NUM
dem-1076	140	14	to	to	ADP
dem-1076	140	15	the	the	DET
dem-1076	140	16	march	march	NOUN
dem-1076	140	17	of	of	ADP
dem-1076	140	18	2011	2011	NUM
dem-1076	140	19	.	.	PUNCT
dem-1076	141	1	in	in	ADP
dem-1076	141	2	the	the	DET
dem-1076	141	3	computation	computation	NOUN
dem-1076	141	4	we	we	PRON
dem-1076	141	5	used	use	VERB
dem-1076	141	6	10	10	NUM
dem-1076	141	7	-	-	PUNCT
dem-1076	141	8	minutes	minute	NOUN
dem-1076	141	9	returns	return	NOUN
dem-1076	141	10	.	.	PUNCT
dem-1076	142	1	we	we	PRON
dem-1076	142	2	have	have	AUX
dem-1076	142	3	tried	try	VERB
dem-1076	142	4	some	some	DET
dem-1076	142	5	other	other	ADJ
dem-1076	142	6	frequencies	frequency	NOUN
dem-1076	142	7	and	and	CCONJ
dem-1076	142	8	decided	decide	VERB
dem-1076	142	9	that	that	SCONJ
dem-1076	142	10	this	this	DET
dem-1076	142	11	frequency	frequency	NOUN
dem-1076	142	12	is	be	AUX
dem-1076	142	13	high	high	ADJ
dem-1076	142	14	enough	enough	ADV
dem-1076	142	15	to	to	PART
dem-1076	142	16	justify	justify	VERB
dem-1076	142	17	the	the	DET
dem-1076	142	18	usage	usage	NOUN
dem-1076	142	19	of	of	ADP
dem-1076	142	20	the	the	DET
dem-1076	142	21	limits	limit	NOUN
dem-1076	142	22	(	(	PUNCT
dem-1076	142	23	15)-(17	15)-(17	NUM
dem-1076	142	24	)	)	PUNCT
dem-1076	142	25	.	.	PUNCT
dem-1076	143	1	on	on	ADP
dem-1076	143	2	the	the	DET
dem-1076	143	3	other	other	ADJ
dem-1076	143	4	hand	hand	NOUN
dem-1076	143	5	it	it	PRON
dem-1076	143	6	is	be	AUX
dem-1076	143	7	not	not	PART
dem-1076	143	8	so	so	ADV
dem-1076	143	9	high	high	ADJ
dem-1076	143	10	,	,	PUNCT
dem-1076	143	11	that	that	SCONJ
dem-1076	143	12	the	the	DET
dem-1076	143	13	market	market	NOUN
dem-1076	143	14	microstructure	microstructure	NOUN
dem-1076	143	15	noise	noise	NOUN
dem-1076	143	16	affects	affect	VERB
dem-1076	143	17	the	the	DET
dem-1076	143	18	results3	results3	NOUN
dem-1076	143	19	.	.	PUNCT
dem-1076	144	1	in	in	ADP
dem-1076	144	2	the	the	DET
dem-1076	144	3	computations	computation	NOUN
dem-1076	144	4	of	of	ADP
dem-1076	144	5	ˆ	ˆ	NOUN
dem-1076	144	6	(	(	PUNCT
dem-1076	144	7	;	;	PUNCT
dem-1076	144	8	,	,	PUNCT
dem-1076	144	9	)	)	PUNCT
dem-1076	144	10	p	p	X
dem-1076	145	1	k	k	X
dem-1076	145	2	h	h	ADV
dem-1076	145	3	we	we	PRON
dem-1076	145	4	took	take	VERB
dem-1076	145	5	2k	2k	NUM
dem-1076	145	6			NOUN
dem-1076	145	7	,	,	PUNCT
dem-1076	145	8	as	as	ADP
dem-1076	145	9	in	in	ADP
dem-1076	145	10	the	the	DET
dem-1076	145	11	original	original	ADJ
dem-1076	145	12	work	work	NOUN
dem-1076	145	13	3	3	NUM
dem-1076	145	14	we	we	PRON
dem-1076	145	15	have	have	AUX
dem-1076	145	16	used	use	VERB
dem-1076	145	17	methods	method	NOUN
dem-1076	145	18	of	of	ADP
dem-1076	145	19	zhang	zhang	PROPN
dem-1076	145	20	,	,	PUNCT
dem-1076	145	21	mykland	mykland	NOUN
dem-1076	145	22	,	,	PUNCT
dem-1076	145	23	aït	aït	PROPN
dem-1076	145	24	-	-	PUNCT
dem-1076	145	25	sahalia	sahalia	PROPN
dem-1076	145	26	(	(	PUNCT
dem-1076	145	27	2005	2005	NUM
dem-1076	145	28	)	)	PUNCT
dem-1076	145	29	to	to	PART
dem-1076	145	30	control	control	VERB
dem-1076	145	31	the	the	DET
dem-1076	145	32	microstructure	microstructure	ADJ
dem-1076	145	33	noise	noise	NOUN
dem-1076	145	34	.	.	PUNCT
dem-1076	146	1	for	for	ADP
dem-1076	146	2	sampling	sample	VERB
dem-1076	146	3	period	period	NOUN
dem-1076	146	4	of	of	ADP
dem-1076	146	5	10	10	NUM
dem-1076	146	6	minutes	minute	NOUN
dem-1076	146	7	the	the	DET
dem-1076	146	8	difference	difference	NOUN
dem-1076	146	9	between	between	ADP
dem-1076	146	10	“	"	PUNCT
dem-1076	146	11	two	two	NUM
dem-1076	146	12	time	time	NOUN
dem-1076	146	13	scales	scale	NOUN
dem-1076	146	14	”	"	PUNCT
dem-1076	146	15	estimator	estimator	NOUN
dem-1076	146	16	of	of	ADP
dem-1076	146	17	jumps	jump	VERB
dem-1076	146	18	activity	activity	NOUN
dem-1076	146	19	and	and	CCONJ
dem-1076	146	20	singularity	singularity	NOUN
dem-1076	146	21	spectra	spectra	NOUN
dem-1076	146	22	for	for	ADP
dem-1076	146	23	instruments	instrument	NOUN
dem-1076	146	24	in	in	ADP
dem-1076	146	25	the	the	DET
dem-1076	146	26	polish	polish	ADJ
dem-1076	146	27	financial	financial	ADJ
dem-1076	146	28	market	market	NOUN
dem-1076	146	29	177	177	NUM
dem-1076	146	30	of	of	ADP
dem-1076	146	31	todorov	todorov	NOUN
dem-1076	146	32	and	and	CCONJ
dem-1076	146	33	tauchen	tauchen	NOUN
dem-1076	146	34	(	(	PUNCT
dem-1076	146	35	2009	2009	NUM
dem-1076	146	36	)	)	PUNCT
dem-1076	146	37	.	.	PUNCT
dem-1076	147	1	thus	thus	ADV
dem-1076	147	2	we	we	PRON
dem-1076	147	3	have	have	AUX
dem-1076	147	4	worked	work	VERB
dem-1076	147	5	with	with	ADP
dem-1076	147	6	two	two	NUM
dem-1076	147	7	time	time	NOUN
dem-1076	147	8	scales	scale	NOUN
dem-1076	147	9	:	:	PUNCT
dem-1076	147	10	10	10	NUM
dem-1076	147	11	minutes	minute	NOUN
dem-1076	147	12	and	and	CCONJ
dem-1076	147	13	20	20	NUM
dem-1076	147	14	minutes	minute	NOUN
dem-1076	147	15	returns	return	NOUN
dem-1076	147	16	.	.	PUNCT
dem-1076	148	1	we	we	PRON
dem-1076	148	2	do	do	AUX
dem-1076	148	3	not	not	PART
dem-1076	148	4	present	present	VERB
dem-1076	148	5	results	result	NOUN
dem-1076	148	6	for	for	ADP
dem-1076	148	7	each	each	DET
dem-1076	148	8	instrument	instrument	NOUN
dem-1076	148	9	,	,	PUNCT
dem-1076	148	10	but	but	CCONJ
dem-1076	148	11	only	only	ADV
dem-1076	148	12	show	show	VERB
dem-1076	148	13	three	three	NUM
dem-1076	148	14	typical	typical	ADJ
dem-1076	148	15	cases	case	NOUN
dem-1076	148	16	.	.	PUNCT
dem-1076	149	1	figure	figure	NOUN
dem-1076	149	2	1	1	NUM
dem-1076	149	3	shows	show	VERB
dem-1076	149	4	activity	activity	NOUN
dem-1076	149	5	signature	signature	NOUN
dem-1076	149	6	plot	plot	NOUN
dem-1076	149	7	for	for	ADP
dem-1076	149	8	agora	agora	PROPN
dem-1076	149	9	.	.	PUNCT
dem-1076	150	1	such	such	DET
dem-1076	150	2	a	a	DET
dem-1076	150	3	graph	graph	NOUN
dem-1076	150	4	is	be	AUX
dem-1076	150	5	typical	typical	ADJ
dem-1076	150	6	for	for	ADP
dem-1076	150	7	less	less	ADV
dem-1076	150	8	-	-	PUNCT
dem-1076	150	9	liquid	liquid	ADJ
dem-1076	150	10	stocks	stock	NOUN
dem-1076	150	11	.	.	PUNCT
dem-1076	151	1	it	it	PRON
dem-1076	151	2	represents	represent	VERB
dem-1076	151	3	the	the	DET
dem-1076	151	4	case	case	NOUN
dem-1076	151	5	(	(	PUNCT
dem-1076	151	6	16	16	NUM
dem-1076	151	7	)	)	PUNCT
dem-1076	151	8	of	of	ADP
dem-1076	151	9	pure	pure	ADJ
dem-1076	151	10	jump	jump	NOUN
dem-1076	151	11	process	process	NOUN
dem-1076	151	12	with	with	ADP
dem-1076	151	13	0	0	ADJ
dem-1076	151	14			PROPN
dem-1076	151	15	,	,	PUNCT
dem-1076	151	16	which	which	PRON
dem-1076	151	17	means	mean	VERB
dem-1076	151	18	that	that	SCONJ
dem-1076	151	19	the	the	DET
dem-1076	151	20	prices	price	NOUN
dem-1076	151	21	are	be	AUX
dem-1076	151	22	driven	drive	VERB
dem-1076	151	23	by	by	ADP
dem-1076	151	24	compound	compound	NOUN
dem-1076	151	25	poisson	poisson	NOUN
dem-1076	151	26	processes	process	NOUN
dem-1076	151	27	.	.	PUNCT
dem-1076	152	1	figure	figure	NOUN
dem-1076	152	2	1	1	NUM
dem-1076	152	3	.	.	PUNCT
dem-1076	153	1	the	the	DET
dem-1076	153	2	activity	activity	NOUN
dem-1076	153	3	signature	signature	NOUN
dem-1076	153	4	plot	plot	NOUN
dem-1076	153	5	for	for	ADP
dem-1076	153	6	agora	agora	PROPN
dem-1076	153	7	(	(	PUNCT
dem-1076	153	8	vertical	vertical	ADJ
dem-1076	153	9	axis	axis	NOUN
dem-1076	153	10	–	–	PUNCT
dem-1076	153	11	exponents	exponent	NOUN
dem-1076	153	12	p	p	NOUN
dem-1076	153	13	,	,	PUNCT
dem-1076	153	14	horizontal	horizontal	ADJ
dem-1076	153	15	axis	axis	NOUN
dem-1076	153	16	–	–	PUNCT
dem-1076	153	17	the	the	DET
dem-1076	153	18	values	value	NOUN
dem-1076	153	19	of	of	ADP
dem-1076	153	20	ˆ	ˆ	NOUN
dem-1076	153	21	(	(	PUNCT
dem-1076	153	22	;	;	PUNCT
dem-1076	153	23	2	2	NUM
dem-1076	153	24	,	,	PUNCT
dem-1076	153	25	)	)	PUNCT
dem-1076	153	26	p	p	PROPN
dem-1076	153	27	h	h	ADJ
dem-1076	153	28	)	)	PUNCT
dem-1076	153	29	figure	figure	NOUN
dem-1076	153	30	2	2	NUM
dem-1076	153	31	.	.	PUNCT
dem-1076	154	1	the	the	DET
dem-1076	154	2	activity	activity	NOUN
dem-1076	154	3	signature	signature	NOUN
dem-1076	154	4	plot	plot	NOUN
dem-1076	154	5	for	for	ADP
dem-1076	154	6	pkn	pkn	PROPN
dem-1076	154	7	orlen	orlen	PROPN
dem-1076	154	8	(	(	PUNCT
dem-1076	154	9	vertical	vertical	ADJ
dem-1076	154	10	axis	axis	NOUN
dem-1076	154	11	–	–	PUNCT
dem-1076	154	12	exponents	exponent	NOUN
dem-1076	154	13	p	p	NOUN
dem-1076	154	14	,	,	PUNCT
dem-1076	154	15	horizontal	horizontal	ADJ
dem-1076	154	16	axis	axis	NOUN
dem-1076	154	17	–	–	PUNCT
dem-1076	154	18	the	the	DET
dem-1076	154	19	values	value	NOUN
dem-1076	154	20	of	of	ADP
dem-1076	154	21	ˆ	ˆ	NOUN
dem-1076	154	22	(	(	PUNCT
dem-1076	154	23	;	;	PUNCT
dem-1076	154	24	2	2	NUM
dem-1076	154	25	,	,	PUNCT
dem-1076	154	26	)	)	PUNCT
dem-1076	154	27	p	p	PROPN
dem-1076	154	28	h	h	ADJ
dem-1076	154	29	)	)	PUNCT
dem-1076	154	30	quadratic	quadratic	ADJ
dem-1076	154	31	variance	variance	NOUN
dem-1076	154	32	and	and	CCONJ
dem-1076	154	33	realized	realize	VERB
dem-1076	154	34	variance	variance	NOUN
dem-1076	154	35	was	be	AUX
dem-1076	154	36	small	small	ADJ
dem-1076	154	37	,	,	PUNCT
dem-1076	154	38	so	so	ADV
dem-1076	154	39	we	we	PRON
dem-1076	154	40	decide	decide	VERB
dem-1076	154	41	that	that	PRON
dem-1076	154	42	microstructure	microstructure	ADJ
dem-1076	154	43	effect	effect	NOUN
dem-1076	154	44	for	for	ADP
dem-1076	154	45	this	this	DET
dem-1076	154	46	frequency	frequency	NOUN
dem-1076	154	47	is	be	AUX
dem-1076	154	48	negligible	negligible	ADJ
dem-1076	154	49	.	.	PUNCT
dem-1076	155	1	paweł	paweł	VERB
dem-1076	155	2	kliber	kliber	PROPN
dem-1076	155	3	178	178	NUM
dem-1076	155	4	the	the	DET
dem-1076	155	5	figure	figure	NOUN
dem-1076	155	6	2	2	NUM
dem-1076	155	7	represents	represent	VERB
dem-1076	155	8	the	the	DET
dem-1076	155	9	activity	activity	NOUN
dem-1076	155	10	signature	signature	NOUN
dem-1076	155	11	plot	plot	NOUN
dem-1076	155	12	for	for	ADP
dem-1076	155	13	pkn	pkn	PROPN
dem-1076	155	14	orlen	orlen	PROPN
dem-1076	155	15	,	,	PUNCT
dem-1076	155	16	but	but	CCONJ
dem-1076	155	17	the	the	DET
dem-1076	155	18	graph	graph	NOUN
dem-1076	155	19	is	be	AUX
dem-1076	155	20	similar	similar	ADJ
dem-1076	155	21	to	to	ADP
dem-1076	155	22	the	the	DET
dem-1076	155	23	plots	plot	NOUN
dem-1076	155	24	for	for	ADP
dem-1076	155	25	liquid	liquid	ADJ
dem-1076	155	26	stock	stock	NOUN
dem-1076	155	27	,	,	PUNCT
dem-1076	155	28	future	future	ADJ
dem-1076	155	29	contract	contract	NOUN
dem-1076	155	30	and	and	CCONJ
dem-1076	155	31	currency	currency	NOUN
dem-1076	155	32	prices	price	NOUN
dem-1076	155	33	.	.	PUNCT
dem-1076	156	1	the	the	DET
dem-1076	156	2	plot	plot	NOUN
dem-1076	156	3	resemble	resemble	VERB
dem-1076	156	4	the	the	DET
dem-1076	156	5	case	case	NOUN
dem-1076	156	6	(	(	PUNCT
dem-1076	156	7	17	17	NUM
dem-1076	156	8	)	)	PUNCT
dem-1076	156	9	,	,	PUNCT
dem-1076	156	10	when	when	SCONJ
dem-1076	156	11	the	the	DET
dem-1076	156	12	process	process	NOUN
dem-1076	156	13	contains	contain	VERB
dem-1076	156	14	both	both	DET
dem-1076	156	15	jump	jump	NOUN
dem-1076	156	16	and	and	CCONJ
dem-1076	156	17	diffusion	diffusion	NOUN
dem-1076	156	18	parts	part	NOUN
dem-1076	156	19	.	.	PUNCT
dem-1076	157	1	the	the	DET
dem-1076	157	2	plot	plot	NOUN
dem-1076	157	3	for	for	ADP
dem-1076	157	4	index	index	NOUN
dem-1076	157	5	wig	wig	NOUN
dem-1076	157	6	,	,	PUNCT
dem-1076	157	7	shown	show	VERB
dem-1076	157	8	on	on	ADP
dem-1076	157	9	the	the	DET
dem-1076	157	10	figure	figure	NOUN
dem-1076	157	11	3	3	NUM
dem-1076	157	12	,	,	PUNCT
dem-1076	157	13	is	be	AUX
dem-1076	157	14	typical	typical	ADJ
dem-1076	157	15	for	for	ADP
dem-1076	157	16	all	all	DET
dem-1076	157	17	indexes	index	NOUN
dem-1076	157	18	.	.	PUNCT
dem-1076	158	1	in	in	ADP
dem-1076	158	2	this	this	DET
dem-1076	158	3	case	case	NOUN
dem-1076	158	4	the	the	DET
dem-1076	158	5	process	process	NOUN
dem-1076	158	6	is	be	AUX
dem-1076	158	7	continuous	continuous	ADJ
dem-1076	158	8	.	.	PUNCT
dem-1076	159	1	figure	figure	NOUN
dem-1076	159	2	3	3	NUM
dem-1076	159	3	.	.	PUNCT
dem-1076	160	1	the	the	DET
dem-1076	160	2	activity	activity	NOUN
dem-1076	160	3	signature	signature	NOUN
dem-1076	160	4	plot	plot	NOUN
dem-1076	160	5	for	for	ADP
dem-1076	160	6	wig	wig	NOUN
dem-1076	160	7	(	(	PUNCT
dem-1076	160	8	vertical	vertical	ADJ
dem-1076	160	9	axis	axis	NOUN
dem-1076	160	10	–	–	PUNCT
dem-1076	160	11	exponents	exponent	NOUN
dem-1076	160	12	p	p	NOUN
dem-1076	160	13	,	,	PUNCT
dem-1076	160	14	horizontal	horizontal	ADJ
dem-1076	160	15	axis	axis	NOUN
dem-1076	160	16	–	–	PUNCT
dem-1076	160	17	the	the	DET
dem-1076	160	18	values	value	NOUN
dem-1076	160	19	of	of	ADP
dem-1076	160	20	ˆ	ˆ	NOUN
dem-1076	160	21	(	(	PUNCT
dem-1076	160	22	;	;	PUNCT
dem-1076	160	23	2	2	NUM
dem-1076	160	24	,	,	PUNCT
dem-1076	160	25	)	)	PUNCT
dem-1076	160	26	p	p	PROPN
dem-1076	160	27	h	h	X
dem-1076	160	28	)	)	PUNCT
dem-1076	160	29	3	3	X
dem-1076	160	30	.	.	X
dem-1076	160	31	estimating	estimate	VERB
dem-1076	160	32	blumenthal	blumenthal	PROPN
dem-1076	160	33	-	-	PUNCT
dem-1076	160	34	getoor	getoor	NOUN
dem-1076	160	35	index	index	NOUN
dem-1076	160	36	using	use	VERB
dem-1076	160	37	threshold	threshold	NOUN
dem-1076	160	38	estimator	estimator	NOUN
dem-1076	160	39	the	the	DET
dem-1076	160	40	method	method	NOUN
dem-1076	160	41	of	of	ADP
dem-1076	160	42	activity	activity	NOUN
dem-1076	160	43	signatures	signature	NOUN
dem-1076	160	44	allows	allow	VERB
dem-1076	160	45	us	we	PRON
dem-1076	160	46	to	to	PART
dem-1076	160	47	identify	identify	VERB
dem-1076	160	48	the	the	DET
dem-1076	160	49	type	type	NOUN
dem-1076	160	50	of	of	ADP
dem-1076	160	51	process	process	NOUN
dem-1076	160	52	that	that	PRON
dem-1076	160	53	underlines	underline	VERB
dem-1076	160	54	prices	price	NOUN
dem-1076	160	55	,	,	PUNCT
dem-1076	160	56	but	but	CCONJ
dem-1076	160	57	usually	usually	ADV
dem-1076	160	58	does	do	AUX
dem-1076	160	59	not	not	PART
dem-1076	160	60	allow	allow	VERB
dem-1076	160	61	estimating	estimate	VERB
dem-1076	160	62	the	the	DET
dem-1076	160	63	value	value	NOUN
dem-1076	160	64	of	of	ADP
dem-1076	160	65	blumenthal	blumenthal	PROPN
dem-1076	160	66	-	-	PUNCT
dem-1076	160	67	getoor	getoor	NOUN
dem-1076	160	68	index	index	NOUN
dem-1076	160	69	.	.	PUNCT
dem-1076	161	1	to	to	PART
dem-1076	161	2	estimate	estimate	VERB
dem-1076	161	3	the	the	DET
dem-1076	161	4	values	value	NOUN
dem-1076	161	5	of	of	ADP
dem-1076	161	6	this	this	DET
dem-1076	161	7	index	index	NOUN
dem-1076	161	8	we	we	PRON
dem-1076	161	9	use	use	VERB
dem-1076	161	10	threshold	threshold	NOUN
dem-1076	161	11	estimator	estimator	NOUN
dem-1076	161	12	proposed	propose	VERB
dem-1076	161	13	by	by	ADP
dem-1076	161	14	aït	aït	PROPN
dem-1076	161	15	-	-	PUNCT
dem-1076	161	16	sahalia	sahalia	PROPN
dem-1076	161	17	and	and	CCONJ
dem-1076	161	18	jacod	jacod	PROPN
dem-1076	161	19	(	(	PUNCT
dem-1076	161	20	2009	2009	NUM
dem-1076	161	21	)	)	PUNCT
dem-1076	161	22	.	.	PUNCT
dem-1076	162	1	the	the	DET
dem-1076	162	2	estimator	estimator	NOUN
dem-1076	162	3	is	be	AUX
dem-1076	162	4	given	give	VERB
dem-1076	162	5	by	by	ADP
dem-1076	162	6	the	the	DET
dem-1076	162	7	formula	formula	NOUN
dem-1076	162	8	:	:	PUNCT
dem-1076	162	9	ln	ln	ADJ
dem-1076	162	10	(	(	PUNCT
dem-1076	162	11	,	,	PUNCT
dem-1076	162	12	)	)	PUNCT
dem-1076	162	13	ln	ln	NOUN
dem-1076	162	14	(	(	PUNCT
dem-1076	162	15	,	,	PUNCT
dem-1076	162	16	)	)	PUNCT
dem-1076	162	17	ˆ	ˆ	PROPN
dem-1076	162	18	(	(	PUNCT
dem-1076	162	19	,	,	PUNCT
dem-1076	162	20	,	,	PUNCT
dem-1076	162	21	)	)	PUNCT
dem-1076	163	1	ln	ln	NOUN
dem-1076	163	2	u	u	NOUN
dem-1076	163	3	h	h	NOUN
dem-1076	163	4	u	u	NOUN
dem-1076	164	1	k	k	PROPN
dem-1076	164	2	h	h	NOUN
dem-1076	165	1	k	k	PROPN
dem-1076	165	2	h	h	PROPN
dem-1076	165	3	k	k	X
dem-1076	165	4			X
dem-1076	165	5			ADJ
dem-1076	165	6			NOUN
dem-1076	165	7			VERB
dem-1076	165	8			PRON
dem-1076	165	9	,	,	PUNCT
dem-1076	165	10	(	(	PUNCT
dem-1076	165	11	18	18	NUM
dem-1076	165	12	)	)	PUNCT
dem-1076	165	13	where	where	SCONJ
dem-1076	165	14	,	,	PUNCT
dem-1076	165	15	(	(	PUNCT
dem-1076	165	16	)	)	PUNCT
dem-1076	165	17	u	u	PRON
dem-1076	165	18	h	h	NOUN
dem-1076	165	19	is	be	AUX
dem-1076	165	20	counting	count	VERB
dem-1076	165	21	function	function	NOUN
dem-1076	165	22	which	which	PRON
dem-1076	165	23	counts	count	VERB
dem-1076	165	24	the	the	DET
dem-1076	165	25	exceedances	exceedance	NOUN
dem-1076	165	26	of	of	ADP
dem-1076	165	27	the	the	DET
dem-1076	165	28	threshold	threshold	NOUN
dem-1076	165	29	:	:	PUNCT
dem-1076	165	30			PROPN
dem-1076	165	31			PROPN
dem-1076	165	32	(	(	PUNCT
dem-1076	165	33	)	)	PUNCT
dem-1076	165	34	1	1	NUM
dem-1076	165	35	(	(	PUNCT
dem-1076	165	36	)	)	PUNCT
dem-1076	165	37	,	,	PUNCT
dem-1076	165	38	1	1	NUM
dem-1076	165	39	i	i	PRON
dem-1076	165	40	n	n	VERB
dem-1076	166	1	x	x	NOUN
dem-1076	166	2	h	h	NOUN
dem-1076	166	3	h	h	NOUN
dem-1076	167	1	i	i	PRON
dem-1076	167	2	hu	hu	PROPN
dem-1076	168	1			X
dem-1076	168	2			X
dem-1076	168	3			VERB
dem-1076	168	4			NUM
dem-1076	168	5			PROPN
dem-1076	168	6	,	,	PUNCT
dem-1076	168	7	(	(	PUNCT
dem-1076	168	8	19	19	NUM
dem-1076	168	9	)	)	PUNCT
dem-1076	168	10	with	with	ADP
dem-1076	168	11	(	(	PUNCT
dem-1076	168	12	0,1	0,1	NUM
dem-1076	168	13	/	/	SYM
dem-1076	168	14	2)	2)	NUM
dem-1076	168	15	.	.	PUNCT
dem-1076	169	1	estimator	estimator	NOUN
dem-1076	169	2	(	(	PUNCT
dem-1076	169	3	18	18	NUM
dem-1076	169	4	)	)	PUNCT
dem-1076	169	5	uses	use	VERB
dem-1076	169	6	two	two	NUM
dem-1076	169	7	time	time	NOUN
dem-1076	169	8	scales	scale	NOUN
dem-1076	169	9	,	,	PUNCT
dem-1076	169	10	as	as	ADP
dem-1076	169	11	activity	activity	NOUN
dem-1076	169	12	signature	signature	NOUN
dem-1076	169	13	method	method	NOUN
dem-1076	169	14	,	,	PUNCT
dem-1076	169	15	but	but	CCONJ
dem-1076	169	16	the	the	DET
dem-1076	169	17	latter	latter	ADJ
dem-1076	169	18	method	method	NOUN
dem-1076	169	19	is	be	AUX
dem-1076	169	20	based	base	VERB
dem-1076	169	21	on	on	ADP
dem-1076	169	22	limit	limit	NOUN
dem-1076	169	23	properties	property	NOUN
dem-1076	169	24	of	of	ADP
dem-1076	169	25	power	power	NOUN
dem-1076	169	26	variation	variation	NOUN
dem-1076	169	27	,	,	PUNCT
dem-1076	169	28	while	while	SCONJ
dem-1076	169	29	the	the	DET
dem-1076	169	30	threshold	threshold	NOUN
dem-1076	169	31	estimator	estimator	NOUN
dem-1076	169	32	is	be	AUX
dem-1076	169	33	based	base	VERB
dem-1076	169	34	on	on	ADP
dem-1076	169	35	different	different	ADJ
dem-1076	169	36	exceedance	exceedance	NOUN
dem-1076	169	37	rates	rate	NOUN
dem-1076	169	38	in	in	ADP
dem-1076	169	39	different	different	ADJ
dem-1076	169	40	time	time	NOUN
dem-1076	169	41	scales	scale	NOUN
dem-1076	169	42	.	.	PUNCT
dem-1076	170	1	it	it	PRON
dem-1076	170	2	allows	allow	VERB
dem-1076	170	3	us	we	PRON
dem-1076	170	4	to	to	PART
dem-1076	170	5	estimate	estimate	VERB
dem-1076	170	6	blumenthal	blumenthal	NOUN
dem-1076	170	7	-	-	PUNCT
dem-1076	170	8	getoor	getoor	NOUN
dem-1076	170	9	index	index	NOUN
dem-1076	170	10	in	in	ADP
dem-1076	170	11	the	the	DET
dem-1076	170	12	case	case	NOUN
dem-1076	170	13	when	when	SCONJ
dem-1076	170	14	the	the	DET
dem-1076	170	15	process	process	NOUN
dem-1076	170	16	contains	contain	VERB
dem-1076	170	17	diffusion	diffusion	NOUN
dem-1076	170	18	(	(	PUNCT
dem-1076	170	19	continuous	continuous	ADJ
dem-1076	170	20	)	)	PUNCT
dem-1076	170	21	part	part	NOUN
dem-1076	170	22	.	.	PUNCT
dem-1076	171	1	it	it	PRON
dem-1076	171	2	also	also	ADV
dem-1076	171	3	allows	allow	VERB
dem-1076	171	4	for	for	ADP
dem-1076	171	5	testing	test	VERB
dem-1076	171	6	the	the	DET
dem-1076	171	7	accuracy	accuracy	NOUN
dem-1076	171	8	of	of	ADP
dem-1076	171	9	the	the	DET
dem-1076	171	10	estimation	estimation	NOUN
dem-1076	171	11	.	.	PUNCT
dem-1076	172	1	the	the	DET
dem-1076	172	2	asymptotic	asymptotic	ADJ
dem-1076	172	3	standard	standard	ADJ
dem-1076	172	4	error	error	NOUN
dem-1076	172	5	of	of	ADP
dem-1076	172	6	the	the	DET
dem-1076	172	7	estimator	estimator	NOUN
dem-1076	172	8	equals	equal	VERB
dem-1076	172	9	:	:	PUNCT
dem-1076	172	10	jumps	jump	VERB
dem-1076	172	11	activity	activity	NOUN
dem-1076	172	12	and	and	CCONJ
dem-1076	172	13	singularity	singularity	NOUN
dem-1076	172	14	spectra	spectra	NOUN
dem-1076	172	15	for	for	ADP
dem-1076	172	16	instruments	instrument	NOUN
dem-1076	172	17	in	in	ADP
dem-1076	172	18	the	the	DET
dem-1076	172	19	polish	polish	ADJ
dem-1076	172	20	financial	financial	ADJ
dem-1076	172	21	market	market	NOUN
dem-1076	172	22	179	179	NUM
dem-1076	172	23	1	1	NUM
dem-1076	172	24	1	1	NUM
dem-1076	172	25	1	1	NUM
dem-1076	172	26	ln	ln	NOUN
dem-1076	172	27	(	(	PUNCT
dem-1076	172	28	,	,	PUNCT
dem-1076	172	29	)	)	PUNCT
dem-1076	172	30	(	(	PUNCT
dem-1076	172	31	,	,	PUNCT
dem-1076	172	32	)	)	PUNCT
dem-1076	172	33	k	k	PROPN
dem-1076	173	1	hk	hk	PROPN
dem-1076	173	2	u	u	X
dem-1076	173	3	u	u	NOUN
dem-1076	173	4	h	h	NOUN
dem-1076	173	5			PRON
dem-1076	173	6			VERB
dem-1076	173	7	.	.	PUNCT
dem-1076	174	1	(	(	PUNCT
dem-1076	174	2	20	20	X
dem-1076	174	3	)	)	PUNCT
dem-1076	174	4	we	we	PRON
dem-1076	174	5	have	have	AUX
dem-1076	174	6	calculated	calculate	VERB
dem-1076	174	7	the	the	DET
dem-1076	174	8	estimator	estimator	NOUN
dem-1076	174	9	ˆ	ˆ	PROPN
dem-1076	174	10	(	(	PUNCT
dem-1076	174	11	,	,	PUNCT
dem-1076	174	12	,	,	PUNCT
dem-1076	174	13	)	)	PUNCT
dem-1076	174	14	k	k	X
dem-1076	174	15	h	h	X
dem-1076	174	16			PROPN
dem-1076	174	17	for	for	ADP
dem-1076	174	18	all	all	DET
dem-1076	174	19	instruments	instrument	NOUN
dem-1076	174	20	in	in	ADP
dem-1076	174	21	the	the	DET
dem-1076	174	22	sample	sample	NOUN
dem-1076	174	23	.	.	PUNCT
dem-1076	175	1	as	as	ADP
dem-1076	175	2	in	in	ADP
dem-1076	175	3	the	the	DET
dem-1076	175	4	original	original	ADJ
dem-1076	175	5	work	work	NOUN
dem-1076	175	6	of	of	ADP
dem-1076	175	7	aït	aït	NOUN
dem-1076	175	8	-	-	PUNCT
dem-1076	175	9	sahalia	sahalia	PROPN
dem-1076	175	10	and	and	CCONJ
dem-1076	175	11	jacod	jacod	PROPN
dem-1076	175	12	(	(	PUNCT
dem-1076	175	13	2009	2009	NUM
dem-1076	175	14	)	)	PUNCT
dem-1076	175	15	we	we	PRON
dem-1076	175	16	have	have	AUX
dem-1076	175	17	taken	take	VERB
dem-1076	175	18	1	1	NUM
dem-1076	175	19	/	/	SYM
dem-1076	175	20	5	5	NUM
dem-1076	175	21			NOUN
dem-1076	175	22	and	and	CCONJ
dem-1076	175	23	2k	2k	NUM
dem-1076	175	24			NUM
dem-1076	175	25	.	.	PUNCT
dem-1076	176	1	as	as	ADP
dem-1076	176	2	for	for	ADP
dem-1076	176	3	the	the	DET
dem-1076	176	4	threshold	threshold	NOUN
dem-1076	176	5	level	level	NOUN
dem-1076	176	6			X
dem-1076	176	7	it	it	PRON
dem-1076	176	8	was	be	AUX
dem-1076	176	9	taken	take	VERB
dem-1076	176	10	as	as	ADP
dem-1076	176	11	seven	seven	NUM
dem-1076	176	12	times	time	NOUN
dem-1076	176	13	the	the	DET
dem-1076	176	14	estimated	estimate	VERB
dem-1076	176	15	standard	standard	ADJ
dem-1076	176	16	error	error	NOUN
dem-1076	176	17	of	of	ADP
dem-1076	176	18	the	the	DET
dem-1076	176	19	continuous	continuous	ADJ
dem-1076	176	20	part	part	NOUN
dem-1076	176	21	of	of	ADP
dem-1076	176	22	the	the	DET
dem-1076	176	23	process	process	NOUN
dem-1076	176	24	.	.	PUNCT
dem-1076	177	1	the	the	DET
dem-1076	177	2	results	result	NOUN
dem-1076	177	3	are	be	AUX
dem-1076	177	4	shown	show	VERB
dem-1076	177	5	in	in	ADP
dem-1076	177	6	table	table	NOUN
dem-1076	177	7	1	1	NUM
dem-1076	177	8	.	.	PUNCT
dem-1076	177	9	table	table	NOUN
dem-1076	177	10	1	1	NUM
dem-1076	177	11	.	.	PUNCT
dem-1076	177	12	estimators	estimator	NOUN
dem-1076	177	13	of	of	ADP
dem-1076	177	14	blumenthal	blumenthal	NOUN
dem-1076	177	15	-	-	PUNCT
dem-1076	177	16	getoor	getoor	NOUN
dem-1076	177	17	index	index	NOUN
dem-1076	177	18	instrument	instrument	NOUN
dem-1076	177	19	ˆ	ˆ	PROPN
dem-1076	177	20	(	(	PUNCT
dem-1076	177	21	,	,	PUNCT
dem-1076	177	22	,	,	PUNCT
dem-1076	177	23	)	)	PUNCT
dem-1076	178	1	k	k	PROPN
dem-1076	178	2	h	h	PUNCT
dem-1076	178	3			X
dem-1076	178	4	std	std	PROPN
dem-1076	178	5	.	.	PROPN
dem-1076	178	6	dev	dev	PROPN
dem-1076	178	7	.	.	PUNCT
dem-1076	179	1	ago	ago	ADV
dem-1076	179	2	0.7382	0.7382	NUM
dem-1076	179	3	0.0087	0.0087	NUM
dem-1076	179	4	bre	bre	PROPN
dem-1076	179	5	1.0888	1.0888	NUM
dem-1076	179	6	0.0074	0.0074	NUM
dem-1076	179	7	kgh	kgh	VERB
dem-1076	179	8	1.5486	1.5486	NUM
dem-1076	179	9	0.0052	0.0052	NUM
dem-1076	179	10	pkn	pkn	PROPN
dem-1076	179	11	1.5405	1.5405	NUM
dem-1076	179	12	0.0085	0.0085	NUM
dem-1076	179	13	wig	wig	NOUN
dem-1076	179	14	2.6208	2.6208	NUM
dem-1076	179	15	0.0285	0.0285	NUM
dem-1076	179	16	wig20	wig20	VERB
dem-1076	179	17	1.9684	1.9684	NUM
dem-1076	179	18	0.0097	0.0097	NUM
dem-1076	179	19	mwig40	mwig40	NOUN
dem-1076	179	20	2.2870	2.2870	NUM
dem-1076	179	21	0.0185	0.0185	NUM
dem-1076	179	22	fwig20	fwig20	NOUN
dem-1076	179	23	1.9280	1.9280	NUM
dem-1076	179	24	0.0024	0.0024	NUM
dem-1076	179	25	eur	eur	PROPN
dem-1076	179	26	1.9835	1.9835	NUM
dem-1076	179	27	0.0097	0.0097	NUM
dem-1076	179	28	usd	usd	NOUN
dem-1076	179	29	2.0491	2.0491	NUM
dem-1076	179	30	0.0069	0.0069	NUM
dem-1076	179	31	the	the	DET
dem-1076	179	32	results	result	NOUN
dem-1076	179	33	are	be	AUX
dem-1076	179	34	only	only	ADV
dem-1076	179	35	partially	partially	ADV
dem-1076	179	36	consistent	consistent	ADJ
dem-1076	179	37	with	with	ADP
dem-1076	179	38	the	the	DET
dem-1076	179	39	ones	one	NOUN
dem-1076	179	40	obtained	obtain	VERB
dem-1076	179	41	with	with	ADP
dem-1076	179	42	activity	activity	NOUN
dem-1076	179	43	signature	signature	NOUN
dem-1076	179	44	method	method	NOUN
dem-1076	179	45	in	in	ADP
dem-1076	179	46	the	the	DET
dem-1076	179	47	previous	previous	ADJ
dem-1076	179	48	section	section	NOUN
dem-1076	179	49	.	.	PUNCT
dem-1076	180	1	for	for	ADP
dem-1076	180	2	the	the	DET
dem-1076	180	3	less	less	ADV
dem-1076	180	4	-	-	PUNCT
dem-1076	180	5	liquid	liquid	ADJ
dem-1076	180	6	stocks	stock	NOUN
dem-1076	180	7	(	(	PUNCT
dem-1076	180	8	ago	ago	ADV
dem-1076	180	9	and	and	CCONJ
dem-1076	180	10	bre	bre	PROPN
dem-1076	180	11	)	)	PUNCT
dem-1076	180	12	the	the	DET
dem-1076	180	13	estimators	estimator	NOUN
dem-1076	180	14	of	of	ADP
dem-1076	180	15			PROPN
dem-1076	180	16	are	be	AUX
dem-1076	180	17	significantly	significantly	ADV
dem-1076	180	18	lower	low	ADJ
dem-1076	180	19	than	than	ADP
dem-1076	180	20	for	for	ADP
dem-1076	180	21	the	the	DET
dem-1076	180	22	other	other	ADJ
dem-1076	180	23	instruments	instrument	NOUN
dem-1076	180	24	.	.	PUNCT
dem-1076	181	1	they	they	PRON
dem-1076	181	2	are	be	AUX
dem-1076	181	3	however	however	ADV
dem-1076	181	4	greater	great	ADJ
dem-1076	181	5	than	than	ADP
dem-1076	181	6	0	0	NUM
dem-1076	181	7	.	.	PUNCT
dem-1076	182	1	in	in	ADP
dem-1076	182	2	case	case	NOUN
dem-1076	182	3	of	of	ADP
dem-1076	182	4	stock	stock	NOUN
dem-1076	182	5	indexes	index	NOUN
dem-1076	182	6	(	(	PUNCT
dem-1076	182	7	wig	wig	NOUN
dem-1076	182	8	,	,	PUNCT
dem-1076	182	9	wig20	wig20	PROPN
dem-1076	182	10	and	and	CCONJ
dem-1076	182	11	mwig40	mwig40	NOUN
dem-1076	182	12	)	)	PUNCT
dem-1076	182	13	the	the	DET
dem-1076	182	14	estimators	estimator	NOUN
dem-1076	182	15	are	be	AUX
dem-1076	182	16	high	high	ADJ
dem-1076	182	17	(	(	PUNCT
dem-1076	182	18	close	close	ADJ
dem-1076	182	19	to	to	ADP
dem-1076	182	20	2	2	NUM
dem-1076	182	21	or	or	CCONJ
dem-1076	182	22	even	even	ADV
dem-1076	182	23	greater	great	ADJ
dem-1076	182	24	than	than	ADP
dem-1076	182	25	2	2	NUM
dem-1076	182	26	)	)	PUNCT
dem-1076	182	27	,	,	PUNCT
dem-1076	182	28	what	what	PRON
dem-1076	182	29	is	be	AUX
dem-1076	182	30	consistent	consistent	ADJ
dem-1076	182	31	with	with	ADP
dem-1076	182	32	previous	previous	ADJ
dem-1076	182	33	results	result	NOUN
dem-1076	182	34	,	,	PUNCT
dem-1076	182	35	that	that	SCONJ
dem-1076	182	36	trajectories	trajectory	NOUN
dem-1076	182	37	of	of	ADP
dem-1076	182	38	these	these	DET
dem-1076	182	39	instruments	instrument	NOUN
dem-1076	182	40	are	be	AUX
dem-1076	182	41	continuous	continuous	ADJ
dem-1076	182	42	.	.	PUNCT
dem-1076	183	1	liquid	liquid	ADJ
dem-1076	183	2	stocks	stock	NOUN
dem-1076	183	3	have	have	AUX
dem-1076	183	4			NOUN
dem-1076	183	5	between	between	ADP
dem-1076	183	6	1	1	NUM
dem-1076	183	7	and	and	CCONJ
dem-1076	183	8	2	2	NUM
dem-1076	183	9	.	.	PUNCT
dem-1076	184	1	as	as	ADP
dem-1076	184	2	for	for	ADP
dem-1076	184	3	the	the	DET
dem-1076	184	4	currencies	currency	NOUN
dem-1076	184	5	(	(	PUNCT
dem-1076	184	6	eur	eur	ADJ
dem-1076	184	7	,	,	PUNCT
dem-1076	184	8	usd	usd	NOUN
dem-1076	184	9	)	)	PUNCT
dem-1076	184	10	and	and	CCONJ
dem-1076	184	11	futures	future	NOUN
dem-1076	184	12	contract	contract	NOUN
dem-1076	184	13	(	(	PUNCT
dem-1076	184	14	fwig20	fwig20	PROPN
dem-1076	184	15	)	)	PUNCT
dem-1076	184	16	,	,	PUNCT
dem-1076	184	17	the	the	DET
dem-1076	184	18	obtained	obtain	VERB
dem-1076	184	19	values	value	NOUN
dem-1076	184	20	are	be	AUX
dem-1076	184	21	close	close	ADJ
dem-1076	184	22	to	to	ADP
dem-1076	184	23	2	2	NUM
dem-1076	184	24	,	,	PUNCT
dem-1076	184	25	what	what	PRON
dem-1076	184	26	stands	stand	VERB
dem-1076	184	27	in	in	ADP
dem-1076	184	28	contradiction	contradiction	NOUN
dem-1076	184	29	with	with	ADP
dem-1076	184	30	the	the	DET
dem-1076	184	31	results	result	NOUN
dem-1076	184	32	from	from	ADP
dem-1076	184	33	the	the	DET
dem-1076	184	34	previous	previous	ADJ
dem-1076	184	35	section	section	NOUN
dem-1076	184	36	.	.	PUNCT
dem-1076	185	1	the	the	DET
dem-1076	185	2	last	last	ADJ
dem-1076	185	3	column	column	NOUN
dem-1076	185	4	in	in	ADP
dem-1076	185	5	the	the	DET
dem-1076	185	6	table	table	NOUN
dem-1076	185	7	1	1	NUM
dem-1076	185	8	contains	contain	VERB
dem-1076	185	9	estimators	estimator	NOUN
dem-1076	185	10	’	’	PART
dem-1076	185	11	errors	error	NOUN
dem-1076	185	12	.	.	PUNCT
dem-1076	186	1	however	however	ADV
dem-1076	186	2	they	they	PRON
dem-1076	186	3	were	be	AUX
dem-1076	186	4	calculated	calculate	VERB
dem-1076	186	5	with	with	ADP
dem-1076	186	6	asymptotic	asymptotic	ADJ
dem-1076	186	7	formula	formula	NOUN
dem-1076	186	8	(	(	PUNCT
dem-1076	186	9	20	20	NUM
dem-1076	186	10	)	)	PUNCT
dem-1076	186	11	and	and	CCONJ
dem-1076	186	12	it	it	PRON
dem-1076	186	13	is	be	AUX
dem-1076	186	14	dubious	dubious	ADJ
dem-1076	186	15	if	if	SCONJ
dem-1076	186	16	they	they	PRON
dem-1076	186	17	give	give	VERB
dem-1076	186	18	the	the	DET
dem-1076	186	19	true	true	ADJ
dem-1076	186	20	errors	error	NOUN
dem-1076	186	21	of	of	ADP
dem-1076	186	22	estimators	estimator	NOUN
dem-1076	186	23	,	,	PUNCT
dem-1076	186	24	especially	especially	ADV
dem-1076	186	25	if	if	SCONJ
dem-1076	186	26	some	some	DET
dem-1076	186	27	values	value	NOUN
dem-1076	186	28	are	be	AUX
dem-1076	186	29	greater	great	ADJ
dem-1076	186	30	than	than	ADP
dem-1076	186	31	2	2	NUM
dem-1076	186	32	.	.	NOUN
dem-1076	186	33	4	4	NUM
dem-1076	186	34	.	.	X
dem-1076	186	35	singularity	singularity	NOUN
dem-1076	186	36	spectra	spectra	NOUN
dem-1076	186	37	and	and	CCONJ
dem-1076	186	38	jump	jump	NOUN
dem-1076	186	39	activity	activity	NOUN
dem-1076	186	40	the	the	DET
dem-1076	186	41	third	third	ADJ
dem-1076	186	42	method	method	NOUN
dem-1076	186	43	of	of	ADP
dem-1076	186	44	estimating	estimate	VERB
dem-1076	186	45	blumenthal	blumenthal	PROPN
dem-1076	186	46	-	-	PUNCT
dem-1076	186	47	getoor	getoor	NOUN
dem-1076	186	48	index	index	NOUN
dem-1076	186	49	is	be	AUX
dem-1076	186	50	based	base	VERB
dem-1076	186	51	on	on	ADP
dem-1076	186	52	singularity	singularity	NOUN
dem-1076	186	53	spectra	spectra	NOUN
dem-1076	186	54	of	of	ADP
dem-1076	186	55	observed	observe	VERB
dem-1076	186	56	trajectories	trajectory	NOUN
dem-1076	186	57	of	of	ADP
dem-1076	186	58	prices	price	NOUN
dem-1076	186	59	.	.	PUNCT
dem-1076	187	1	it	it	PRON
dem-1076	187	2	is	be	AUX
dem-1076	187	3	non	non	ADJ
dem-1076	187	4	-	-	ADJ
dem-1076	187	5	statistical	statistical	ADJ
dem-1076	187	6	methods	method	NOUN
dem-1076	187	7	.	.	PUNCT
dem-1076	188	1	it	it	PRON
dem-1076	188	2	is	be	AUX
dem-1076	188	3	based	base	VERB
dem-1076	188	4	on	on	ADP
dem-1076	188	5	the	the	DET
dem-1076	188	6	fact	fact	NOUN
dem-1076	188	7	that	that	SCONJ
dem-1076	188	8	the	the	DET
dem-1076	188	9	trajectories	trajectory	NOUN
dem-1076	188	10	of	of	ADP
dem-1076	188	11	lévy	lévy	ADJ
dem-1076	188	12	processes	process	NOUN
dem-1076	188	13	with	with	ADP
dem-1076	188	14	different	different	ADJ
dem-1076	188	15			NOUN
dem-1076	188	16	almost	almost	ADV
dem-1076	188	17	surely	surely	ADV
dem-1076	188	18	(	(	PUNCT
dem-1076	188	19	i.e.	i.e.	X
dem-1076	188	20	with	with	ADP
dem-1076	188	21	probability	probability	NOUN
dem-1076	188	22	1	1	NUM
dem-1076	188	23	)	)	PUNCT
dem-1076	188	24	reveals	reveal	VERB
dem-1076	188	25	different	different	ADJ
dem-1076	188	26	types	type	NOUN
dem-1076	188	27	of	of	ADP
dem-1076	188	28	continuity	continuity	NOUN
dem-1076	188	29	.	.	PUNCT
dem-1076	189	1	let	let	VERB
dem-1076	189	2	us	we	PRON
dem-1076	189	3	first	first	ADV
dem-1076	189	4	introduce	introduce	VERB
dem-1076	189	5	the	the	DET
dem-1076	189	6	concept	concept	NOUN
dem-1076	189	7	of	of	ADP
dem-1076	189	8	singularity	singularity	NOUN
dem-1076	189	9	spectrum	spectrum	NOUN
dem-1076	189	10	.	.	PUNCT
dem-1076	190	1	paweł	paweł	VERB
dem-1076	190	2	kliber	kliber	PROPN
dem-1076	190	3	180	180	NUM
dem-1076	190	4	take	take	VERB
dem-1076	190	5	any	any	DET
dem-1076	190	6	function	function	NOUN
dem-1076	190	7	:	:	PUNCT
dem-1076	190	8	f	f	PROPN
dem-1076	190	9	r	r	NOUN
dem-1076	190	10	r	r	NOUN
dem-1076	190	11	.	.	PUNCT
dem-1076	191	1	we	we	PRON
dem-1076	191	2	say	say	VERB
dem-1076	191	3	that	that	SCONJ
dem-1076	191	4	the	the	DET
dem-1076	191	5	function	function	NOUN
dem-1076	191	6	is	be	AUX
dem-1076	191	7	a	a	DET
dem-1076	191	8	-hölder	-hölder	NOUN
dem-1076	191	9	continuous	continuous	ADJ
dem-1076	191	10	in	in	ADP
dem-1076	191	11	the	the	DET
dem-1076	191	12	point	point	NOUN
dem-1076	191	13	0	0	NUM
dem-1076	191	14	t	t	NOUN
dem-1076	191	15	if	if	SCONJ
dem-1076	191	16	there	there	PRON
dem-1076	191	17	exists	exist	VERB
dem-1076	191	18	a	a	DET
dem-1076	191	19	polynomial	polynomial	ADJ
dem-1076	191	20	(	(	PUNCT
dem-1076	191	21	)	)	PUNCT
dem-1076	191	22	p	p	NOUN
dem-1076	191	23	t	t	NOUN
dem-1076	191	24	of	of	ADP
dem-1076	191	25	order	order	NOUN
dem-1076	191	26	lower	low	ADJ
dem-1076	191	27	then	then	ADV
dem-1076	191	28	a	a	DET
dem-1076	191	29	such	such	ADJ
dem-1076	191	30	that	that	PRON
dem-1076	191	31	in	in	ADP
dem-1076	191	32	some	some	DET
dem-1076	191	33	neighborhood	neighborhood	NOUN
dem-1076	191	34	of	of	ADP
dem-1076	191	35	0	0	NUM
dem-1076	191	36	t	t	NOUN
dem-1076	191	37	:	:	PUNCT
dem-1076	191	38	0	0	NUM
dem-1076	191	39	(	(	PUNCT
dem-1076	191	40	)	)	PUNCT
dem-1076	191	41	(	(	PUNCT
dem-1076	191	42	)	)	PUNCT
dem-1076	192	1	a	a	DET
dem-1076	192	2	f	f	NOUN
dem-1076	192	3	t	t	PROPN
dem-1076	192	4	p	p	PROPN
dem-1076	192	5	t	t	PROPN
dem-1076	192	6	k	k	PROPN
dem-1076	192	7	t	t	PROPN
dem-1076	192	8	t	t	VERB
dem-1076	192	9			NOUN
dem-1076	192	10			NOUN
dem-1076	192	11	(	(	PUNCT
dem-1076	192	12	21	21	NUM
dem-1076	192	13	)	)	PUNCT
dem-1076	192	14	for	for	ADP
dem-1076	192	15	some	some	DET
dem-1076	192	16	0k	0k	NOUN
dem-1076	192	17			INTJ
dem-1076	192	18	.	.	PUNCT
dem-1076	193	1	let	let	VERB
dem-1076	193	2			NOUN
dem-1076	193	3	be	be	AUX
dem-1076	193	4	a	a	DET
dem-1076	193	5	number	number	NOUN
dem-1076	193	6	such	such	ADJ
dem-1076	193	7	that	that	PRON
dem-1076	193	8	for	for	ADP
dem-1076	193	9	a	a	DET
dem-1076	193	10			NUM
dem-1076	193	11	function	function	NOUN
dem-1076	193	12	f	f	PROPN
dem-1076	193	13	is	be	AUX
dem-1076	193	14	a	a	DET
dem-1076	193	15	-hölder	-hölder	NOUN
dem-1076	193	16	continuous	continuous	ADJ
dem-1076	193	17	at	at	ADP
dem-1076	193	18	t	t	PROPN
dem-1076	193	19	and	and	CCONJ
dem-1076	193	20	for	for	ADP
dem-1076	193	21	all	all	DET
dem-1076	193	22	a	a	DET
dem-1076	193	23			NOUN
dem-1076	193	24	f	f	NOUN
dem-1076	193	25	is	be	AUX
dem-1076	193	26	not	not	PART
dem-1076	193	27	a	a	DET
dem-1076	193	28	-hölder	-hölder	NOUN
dem-1076	193	29	continuous	continuous	ADJ
dem-1076	193	30	at	at	ADP
dem-1076	193	31	t	t	PROPN
dem-1076	193	32	.	.	PUNCT
dem-1076	194	1	the	the	DET
dem-1076	194	2			PROPN
dem-1076	194	3	is	be	AUX
dem-1076	194	4	called	call	VERB
dem-1076	194	5	local	local	ADJ
dem-1076	194	6	hölder	hölder	NOUN
dem-1076	194	7	exponent	exponent	NOUN
dem-1076	194	8	of	of	ADP
dem-1076	194	9	the	the	DET
dem-1076	194	10	function	function	NOUN
dem-1076	194	11	f	f	PROPN
dem-1076	194	12	at	at	ADP
dem-1076	194	13	the	the	DET
dem-1076	194	14	point	point	NOUN
dem-1076	194	15	t	t	NOUN
dem-1076	194	16	and	and	CCONJ
dem-1076	194	17	is	be	AUX
dem-1076	194	18	denoted	denote	VERB
dem-1076	194	19	by	by	ADP
dem-1076	194	20	(	(	PUNCT
dem-1076	194	21	)	)	PUNCT
dem-1076	194	22	fh	fh	PROPN
dem-1076	194	23	t	t	PROPN
dem-1076	194	24	.	.	PUNCT
dem-1076	195	1	it	it	PRON
dem-1076	195	2	is	be	AUX
dem-1076	195	3	the	the	DET
dem-1076	195	4	measure	measure	NOUN
dem-1076	195	5	of	of	ADP
dem-1076	195	6	“	"	PUNCT
dem-1076	195	7	regularity	regularity	NOUN
dem-1076	195	8	”	"	PUNCT
dem-1076	195	9	of	of	ADP
dem-1076	195	10	f	f	PROPN
dem-1076	195	11	in	in	ADP
dem-1076	195	12	the	the	DET
dem-1076	195	13	neighborhood	neighborhood	NOUN
dem-1076	195	14	of	of	ADP
dem-1076	195	15	t	t	PROPN
dem-1076	195	16	.	.	PUNCT
dem-1076	196	1	the	the	DET
dem-1076	196	2	higher	high	ADJ
dem-1076	196	3	(	(	PUNCT
dem-1076	196	4	)	)	PUNCT
dem-1076	196	5	fh	fh	PROPN
dem-1076	196	6	t	t	PROPN
dem-1076	196	7	,	,	PUNCT
dem-1076	196	8	the	the	PRON
dem-1076	196	9	more	more	ADV
dem-1076	196	10	regular	regular	ADJ
dem-1076	196	11	the	the	DET
dem-1076	196	12	function	function	NOUN
dem-1076	196	13	is	be	AUX
dem-1076	196	14	.	.	PUNCT
dem-1076	197	1	for	for	ADP
dem-1076	197	2	example	example	NOUN
dem-1076	197	3	the	the	DET
dem-1076	197	4	trajectories	trajectory	NOUN
dem-1076	197	5	of	of	ADP
dem-1076	197	6	wiener	wiener	NOUN
dem-1076	197	7	motion	motion	NOUN
dem-1076	197	8	almost	almost	ADV
dem-1076	197	9	surely	surely	ADV
dem-1076	197	10	have	have	VERB
dem-1076	197	11	local	local	ADJ
dem-1076	197	12	hölder	hölder	NOUN
dem-1076	197	13	exponent	exponent	NOUN
dem-1076	197	14	equal	equal	ADJ
dem-1076	197	15	to	to	ADP
dem-1076	197	16	0.5	0.5	NUM
dem-1076	197	17	at	at	ADP
dem-1076	197	18	each	each	DET
dem-1076	197	19	point	point	NOUN
dem-1076	197	20	.	.	PUNCT
dem-1076	198	1	let	let	VERB
dem-1076	198	2	(	(	PUNCT
dem-1076	198	3	)	)	PUNCT
dem-1076	198	4	f	f	X
dem-1076	198	5			PUNCT
dem-1076	198	6	be	be	AUX
dem-1076	198	7	the	the	DET
dem-1076	198	8	set	set	NOUN
dem-1076	198	9	of	of	ADP
dem-1076	198	10	all	all	DET
dem-1076	198	11	points	point	NOUN
dem-1076	198	12	in	in	ADP
dem-1076	198	13	which	which	PRON
dem-1076	198	14	the	the	DET
dem-1076	198	15	function	function	NOUN
dem-1076	198	16	f	f	PROPN
dem-1076	198	17	has	have	VERB
dem-1076	198	18	local	local	ADJ
dem-1076	198	19	hölder	hölder	NOUN
dem-1076	198	20	exponent	exponent	NOUN
dem-1076	198	21	equal	equal	ADJ
dem-1076	198	22	to	to	ADP
dem-1076	198	23			NOUN
dem-1076	198	24	:	:	PUNCT
dem-1076	198	25			PROPN
dem-1076	198	26			PROPN
dem-1076	198	27	)	)	PUNCT
dem-1076	198	28	:(	:(	PUNCT
dem-1076	199	1	(	(	PUNCT
dem-1076	199	2	)	)	PUNCT
dem-1076	199	3	f	f	PROPN
dem-1076	199	4	ft	ft	PROPN
dem-1076	199	5	h	h	PROPN
dem-1076	199	6	t	t	PROPN
dem-1076	199	7			PUNCT
dem-1076	199	8			NOUN
dem-1076	199	9			NOUN
dem-1076	199	10	.	.	PUNCT
dem-1076	200	1	(	(	PUNCT
dem-1076	200	2	22	22	NUM
dem-1076	200	3	)	)	PUNCT
dem-1076	200	4	singularity	singularity	NOUN
dem-1076	200	5	spectrum	spectrum	NOUN
dem-1076	200	6	it	it	PRON
dem-1076	200	7	is	be	AUX
dem-1076	200	8	the	the	DET
dem-1076	200	9	mapping	mapping	NOUN
dem-1076	200	10	which	which	PRON
dem-1076	200	11	for	for	ADP
dem-1076	200	12	all	all	DET
dem-1076	200	13			NOUN
dem-1076	200	14	returns	return	VERB
dem-1076	200	15	the	the	DET
dem-1076	200	16	hausdorff	hausdorff	NOUN
dem-1076	200	17	dimension	dimension	NOUN
dem-1076	200	18	(	(	PUNCT
dem-1076	200	19	see	see	VERB
dem-1076	200	20	mallat	mallat	ADJ
dem-1076	200	21	,	,	PUNCT
dem-1076	200	22	2003	2003	NUM
dem-1076	200	23	;	;	PUNCT
dem-1076	200	24	falconer	falconer	NOUN
dem-1076	200	25	,	,	PUNCT
dem-1076	200	26	2003	2003	NUM
dem-1076	200	27	)	)	PUNCT
dem-1076	200	28	of	of	ADP
dem-1076	200	29	the	the	DET
dem-1076	200	30	set	set	NOUN
dem-1076	200	31	(	(	PUNCT
dem-1076	200	32	)	)	PUNCT
dem-1076	200	33	f	f	PROPN
dem-1076	200	34			PUNCT
dem-1076	200	35	:	:	PUNCT
dem-1076	200	36	h	h	X
dem-1076	200	37	(	(	PUNCT
dem-1076	200	38	)	)	PUNCT
dem-1076	200	39	dim	dim	NOUN
dem-1076	200	40	(	(	PUNCT
dem-1076	200	41	)	)	PUNCT
dem-1076	200	42	f	f	NOUN
dem-1076	200	43	fd	fd	X
dem-1076	200	44			X
dem-1076	200	45			PROPN
dem-1076	200	46			PROPN
dem-1076	200	47	.	.	PUNCT
dem-1076	201	1	(	(	PUNCT
dem-1076	201	2	23	23	NUM
dem-1076	201	3	)	)	PUNCT
dem-1076	201	4	as	as	SCONJ
dem-1076	201	5	was	be	AUX
dem-1076	201	6	shown	show	VERB
dem-1076	201	7	by	by	ADP
dem-1076	201	8	jaffard	jaffard	PROPN
dem-1076	201	9	(	(	PUNCT
dem-1076	201	10	1999	1999	NUM
dem-1076	201	11	)	)	PUNCT
dem-1076	201	12	the	the	DET
dem-1076	201	13	lévy	lévy	ADJ
dem-1076	201	14	processes	process	NOUN
dem-1076	201	15	with	with	ADP
dem-1076	201	16	different	different	ADJ
dem-1076	201	17	blumenthal	blumenthal	PROPN
dem-1076	201	18	-	-	PUNCT
dem-1076	201	19	getoor	getoor	NOUN
dem-1076	201	20	index	index	NOUN
dem-1076	201	21	almost	almost	ADV
dem-1076	201	22	surely	surely	ADV
dem-1076	201	23	have	have	VERB
dem-1076	201	24	different	different	ADJ
dem-1076	201	25	singularity	singularity	NOUN
dem-1076	201	26	spectra	spectra	NOUN
dem-1076	201	27	.	.	PUNCT
dem-1076	202	1	if	if	SCONJ
dem-1076	202	2	the	the	DET
dem-1076	202	3	lévy	lévy	ADJ
dem-1076	202	4	process	process	NOUN
dem-1076	202	5	l	l	NOUN
dem-1076	202	6	does	do	AUX
dem-1076	202	7	not	not	PART
dem-1076	202	8	contain	contain	VERB
dem-1076	202	9	diffusion	diffusion	NOUN
dem-1076	202	10	part	part	NOUN
dem-1076	202	11	,	,	PUNCT
dem-1076	202	12	then	then	ADV
dem-1076	202	13	:	:	PUNCT
dem-1076	202	14	1	1	NUM
dem-1076	202	15	(	(	PUNCT
dem-1076	202	16	dim	dim	NOUN
dem-1076	202	17	)	)	PUNCT
dem-1076	202	18	for	for	ADP
dem-1076	202	19	h	h	NOUN
dem-1076	202	20	l	l	NOUN
dem-1076	202	21			NOUN
dem-1076	202	22			ADJ
dem-1076	202	23			NUM
dem-1076	202	24			PROPN
dem-1076	202	25			PROPN
dem-1076	202	26			PROPN
dem-1076	202	27			NOUN
dem-1076	202	28	(	(	PUNCT
dem-1076	202	29	24	24	NUM
dem-1076	202	30	)	)	PUNCT
dem-1076	202	31	and	and	CCONJ
dem-1076	202	32	(	(	PUNCT
dem-1076	202	33	)	)	PUNCT
dem-1076	202	34	l	l	NOUN
dem-1076	202	35			X
dem-1076	202	36			PROPN
dem-1076	202	37	for	for	ADP
dem-1076	202	38	1/	1/	NUM
dem-1076	202	39			PROPN
dem-1076	202	40	.	.	PUNCT
dem-1076	203	1	the	the	DET
dem-1076	203	2	shape	shape	NOUN
dem-1076	203	3	of	of	ADP
dem-1076	203	4	singularity	singularity	NOUN
dem-1076	203	5	spectrum	spectrum	NOUN
dem-1076	203	6	for	for	ADP
dem-1076	203	7	such	such	DET
dem-1076	203	8	a	a	DET
dem-1076	203	9	process	process	NOUN
dem-1076	203	10	is	be	AUX
dem-1076	203	11	show	show	NOUN
dem-1076	203	12	in	in	ADP
dem-1076	203	13	the	the	DET
dem-1076	203	14	figure	figure	NOUN
dem-1076	204	1	4	4	NUM
dem-1076	204	2	.	.	PUNCT
dem-1076	205	1	if	if	SCONJ
dem-1076	205	2	the	the	DET
dem-1076	205	3	process	process	NOUN
dem-1076	205	4	l	l	NOUN
dem-1076	205	5	contains	contain	VERB
dem-1076	205	6	diffusion	diffusion	NOUN
dem-1076	205	7	part	part	NOUN
dem-1076	205	8	,	,	PUNCT
dem-1076	205	9	then	then	ADV
dem-1076	205	10	:	:	PUNCT
dem-1076	205	11	1	1	NUM
dem-1076	205	12	(	(	PUNCT
dem-1076	205	13	)	)	PUNCT
dem-1076	205	14	for	for	ADP
dem-1076	205	15	dim	dim	ADJ
dem-1076	205	16	2h	2h	NUM
dem-1076	205	17	l	l	NOUN
dem-1076	205	18			X
dem-1076	205	19			ADJ
dem-1076	205	20			PUNCT
dem-1076	205	21			NUM
dem-1076	205	22			NOUN
dem-1076	205	23	,	,	PUNCT
dem-1076	205	24	(	(	PUNCT
dem-1076	205	25	25	25	NUM
dem-1076	205	26	)	)	PUNCT
dem-1076	205	27	(	(	PUNCT
dem-1076	205	28	1di	1di	ADJ
dem-1076	205	29	/	/	SYM
dem-1076	205	30	2)m	2)m	NUM
dem-1076	205	31	1h	1h	NUM
dem-1076	206	1	l	l	NOUN
dem-1076	206	2			PROPN
dem-1076	207	1	and	and	CCONJ
dem-1076	207	2	(	(	PUNCT
dem-1076	207	3	)	)	PUNCT
dem-1076	207	4	l	l	NOUN
dem-1076	207	5			X
dem-1076	207	6			PROPN
dem-1076	207	7	for	for	ADP
dem-1076	207	8	1	1	NUM
dem-1076	207	9	/	/	SYM
dem-1076	207	10	2	2	PROPN
dem-1076	207	11			INTJ
dem-1076	207	12	.	.	PUNCT
dem-1076	208	1	for	for	ADP
dem-1076	208	2	the	the	DET
dem-1076	208	3	wiener	wiener	NOUN
dem-1076	208	4	process	process	NOUN
dem-1076	208	5	(	(	PUNCT
dem-1076	208	6	without	without	ADP
dem-1076	208	7	jumps	jump	NOUN
dem-1076	208	8	)	)	PUNCT
dem-1076	208	9	(	(	PUNCT
dem-1076	208	10	1di	1di	ADJ
dem-1076	208	11	/	/	SYM
dem-1076	208	12	2)m	2)m	NUM
dem-1076	208	13	1h	1h	NUM
dem-1076	208	14	l	l	NOUN
dem-1076	208	15			PROPN
dem-1076	209	1	and	and	CCONJ
dem-1076	209	2	(	(	PUNCT
dem-1076	209	3	)	)	PUNCT
dem-1076	209	4	l	l	NOUN
dem-1076	209	5			X
dem-1076	209	6			PROPN
dem-1076	209	7	for	for	ADP
dem-1076	209	8	1	1	NUM
dem-1076	209	9	/	/	SYM
dem-1076	209	10	2	2	PROPN
dem-1076	209	11			PROPN
dem-1076	209	12	.	.	PUNCT
dem-1076	209	13	jumps	jump	VERB
dem-1076	209	14	activity	activity	NOUN
dem-1076	209	15	and	and	CCONJ
dem-1076	209	16	singularity	singularity	NOUN
dem-1076	209	17	spectra	spectra	NOUN
dem-1076	209	18	for	for	ADP
dem-1076	209	19	instruments	instrument	NOUN
dem-1076	209	20	in	in	ADP
dem-1076	209	21	the	the	DET
dem-1076	209	22	polish	polish	ADJ
dem-1076	209	23	financial	financial	ADJ
dem-1076	209	24	market	market	NOUN
dem-1076	209	25	181	181	NUM
dem-1076	209	26	figure	figure	NOUN
dem-1076	209	27	4	4	NUM
dem-1076	209	28	.	.	PUNCT
dem-1076	209	29	singularity	singularity	NOUN
dem-1076	209	30	spectrum	spectrum	NOUN
dem-1076	209	31	for	for	ADP
dem-1076	209	32	lévy	lévy	ADJ
dem-1076	209	33	process	process	NOUN
dem-1076	209	34	with	with	ADP
dem-1076	209	35	blumenthal	blumenthal	PROPN
dem-1076	209	36	-	-	PUNCT
dem-1076	209	37	getoor	getoor	NOUN
dem-1076	209	38	index	index	NOUN
dem-1076	209	39			NOUN
dem-1076	209	40	to	to	PART
dem-1076	209	41	calculate	calculate	VERB
dem-1076	209	42	singularity	singularity	NOUN
dem-1076	209	43	spectra	spectra	NOUN
dem-1076	209	44	from	from	ADP
dem-1076	209	45	discretely	discretely	ADV
dem-1076	209	46	sampled	sample	VERB
dem-1076	209	47	data	datum	NOUN
dem-1076	209	48	one	one	NUM
dem-1076	209	49	uses	use	VERB
dem-1076	209	50	so	so	ADV
dem-1076	209	51	called	call	VERB
dem-1076	209	52	“	"	PUNCT
dem-1076	209	53	multifractal	multifractal	ADJ
dem-1076	209	54	formalism	formalism	NOUN
dem-1076	209	55	”	"	PUNCT
dem-1076	209	56	,	,	PUNCT
dem-1076	209	57	introduced	introduce	VERB
dem-1076	209	58	by	by	ADP
dem-1076	209	59	frisch	frisch	NOUN
dem-1076	209	60	and	and	CCONJ
dem-1076	209	61	parsi	parsi	ADJ
dem-1076	209	62	(	(	PUNCT
dem-1076	209	63	1985	1985	NUM
dem-1076	209	64	)	)	PUNCT
dem-1076	209	65	and	and	CCONJ
dem-1076	209	66	developed	develop	VERB
dem-1076	209	67	by	by	ADP
dem-1076	209	68	jaffard	jaffard	NOUN
dem-1076	209	69	(	(	PUNCT
dem-1076	209	70	1997a	1997a	NUM
dem-1076	209	71	,	,	PUNCT
dem-1076	209	72	1997b	1997b	NUM
dem-1076	209	73	)	)	PUNCT
dem-1076	209	74	.	.	PUNCT
dem-1076	210	1	it	it	PRON
dem-1076	210	2	can	can	AUX
dem-1076	210	3	be	be	AUX
dem-1076	210	4	shown	show	VERB
dem-1076	210	5	that	that	SCONJ
dem-1076	210	6	the	the	DET
dem-1076	210	7	function	function	NOUN
dem-1076	210	8	*	*	X
dem-1076	210	9	fd	fd	INTJ
dem-1076	210	10	,	,	PUNCT
dem-1076	210	11	defined	define	VERB
dem-1076	210	12	as	as	ADP
dem-1076	210	13	:	:	PUNCT
dem-1076	210	14	0	0	NUM
dem-1076	210	15	*	*	SYM
dem-1076	210	16	1	1	NUM
dem-1076	210	17	(	(	PUNCT
dem-1076	210	18	)	)	PUNCT
dem-1076	210	19	liminf	liminf	INTJ
dem-1076	210	20	ln	ln	INTJ
dem-1076	210	21	(	(	PUNCT
dem-1076	210	22	)	)	PUNCT
dem-1076	210	23	(	(	PUNCT
dem-1076	210	24	)	)	PUNCT
dem-1076	210	25	ln	ln	ADV
dem-1076	210	26	q	q	X
dem-1076	210	27	f	f	NOUN
dem-1076	210	28	h	h	NOUN
dem-1076	211	1	d	d	NOUN
dem-1076	211	2	q	q	X
dem-1076	212	1	f	f	X
dem-1076	212	2	x	x	SYM
dem-1076	212	3	h	h	NOUN
dem-1076	212	4	f	f	NOUN
dem-1076	212	5	x	x	X
dem-1076	212	6	dx	dx	PROPN
dem-1076	212	7	h	h	VERB
dem-1076	212	8			PROPN
dem-1076	212	9			ADV
dem-1076	212	10			NOUN
dem-1076	212	11	(	(	PUNCT
dem-1076	212	12	26	26	NUM
dem-1076	212	13	)	)	PUNCT
dem-1076	212	14	is	be	AUX
dem-1076	212	15	the	the	DET
dem-1076	212	16	legendre	legendre	PROPN
dem-1076	212	17	transform4	transform4	PROPN
dem-1076	212	18	of	of	ADP
dem-1076	212	19	the	the	DET
dem-1076	212	20	singularity	singularity	NOUN
dem-1076	212	21	spectrum	spectrum	NOUN
dem-1076	212	22	d	d	X
dem-1076	212	23	,	,	PUNCT
dem-1076	212	24	i.e.	i.e.	X
dem-1076	212	25	:	:	PUNCT
dem-1076	212	26			PROPN
dem-1076	212	27			PROPN
dem-1076	212	28	*	*	SYM
dem-1076	212	29	(	(	PUNCT
dem-1076	212	30	)	)	PUNCT
dem-1076	212	31	inf	inf	PROPN
dem-1076	212	32	(	(	PUNCT
dem-1076	212	33	)	)	PUNCT
dem-1076	213	1	f	f	PROPN
dem-1076	214	1	f	f	NOUN
dem-1076	214	2	r	r	NOUN
dem-1076	214	3	d	d	X
dem-1076	214	4	q	q	X
dem-1076	214	5	q	q	X
dem-1076	214	6	d	d	X
dem-1076	214	7			NOUN
dem-1076	214	8			DET
dem-1076	214	9			NOUN
dem-1076	214	10			NUM
dem-1076	214	11			PROPN
dem-1076	214	12	.	.	PUNCT
dem-1076	215	1	(	(	PUNCT
dem-1076	215	2	27	27	NUM
dem-1076	215	3	)	)	PUNCT
dem-1076	215	4	if	if	SCONJ
dem-1076	215	5	the	the	DET
dem-1076	215	6	function	function	NOUN
dem-1076	215	7	)	)	PUNCT
dem-1076	215	8	(	(	PUNCT
dem-1076	215	9	fd	fd	X
dem-1076	215	10			NOUN
dem-1076	215	11	is	be	AUX
dem-1076	215	12	convex	convex	ADJ
dem-1076	215	13	(	(	PUNCT
dem-1076	215	14	as	as	SCONJ
dem-1076	215	15	it	it	PRON
dem-1076	215	16	is	be	AUX
dem-1076	215	17	generally	generally	ADV
dem-1076	215	18	assumed	assume	VERB
dem-1076	215	19	in	in	ADP
dem-1076	215	20	the	the	DET
dem-1076	215	21	literature	literature	NOUN
dem-1076	215	22	)	)	PUNCT
dem-1076	215	23	,	,	PUNCT
dem-1076	215	24	then	then	ADV
dem-1076	215	25	one	one	PRON
dem-1076	215	26	can	can	AUX
dem-1076	215	27	obtain	obtain	AUX
dem-1076	215	28	fd	fd	VERB
dem-1076	215	29	by	by	ADP
dem-1076	215	30	performing	perform	VERB
dem-1076	215	31	legendre	legendre	PROPN
dem-1076	215	32	transform	transform	NOUN
dem-1076	215	33	on	on	ADP
dem-1076	215	34	*	*	PUNCT
dem-1076	215	35	fd	fd	PROPN
dem-1076	215	36	.	.	PUNCT
dem-1076	216	1	the	the	DET
dem-1076	216	2	function	function	NOUN
dem-1076	216	3	*	*	PUNCT
dem-1076	216	4	fd	fd	PROPN
dem-1076	216	5	can	can	AUX
dem-1076	216	6	be	be	AUX
dem-1076	216	7	estimated	estimate	VERB
dem-1076	216	8	from	from	ADP
dem-1076	216	9	sample	sample	NOUN
dem-1076	216	10	moments	moment	NOUN
dem-1076	216	11	.	.	PUNCT
dem-1076	217	1	one	one	PRON
dem-1076	217	2	has	have	VERB
dem-1076	217	3	to	to	PART
dem-1076	217	4	calculate	calculate	VERB
dem-1076	217	5	power	power	NOUN
dem-1076	217	6	variation	variation	NOUN
dem-1076	217	7	(	(	PUNCT
dem-1076	217	8	10	10	NUM
dem-1076	217	9	)	)	PUNCT
dem-1076	217	10	for	for	ADP
dem-1076	217	11	multiple	multiple	NOUN
dem-1076	217	12	of	of	ADP
dem-1076	217	13	sampling	sample	VERB
dem-1076	217	14	times	time	NOUN
dem-1076	217	15	h	h	NOUN
dem-1076	217	16	and	and	CCONJ
dem-1076	217	17	then	then	ADV
dem-1076	217	18	to	to	PART
dem-1076	217	19	use	use	VERB
dem-1076	217	20	the	the	DET
dem-1076	217	21	regression	regression	NOUN
dem-1076	217	22	:	:	PUNCT
dem-1076	217	23	*	*	PUNCT
dem-1076	217	24	ln	ln	NOUN
dem-1076	217	25	(	(	PUNCT
dem-1076	217	26	,	,	PUNCT
dem-1076	217	27	)	)	PUNCT
dem-1076	217	28	(	(	PUNCT
dem-1076	217	29	)	)	PUNCT
dem-1076	217	30	lnfv	lnfv	VERB
dem-1076	218	1	q	q	NOUN
dem-1076	218	2	h	h	NOUN
dem-1076	218	3	c	c	PROPN
dem-1076	218	4	qd	qd	ADP
dem-1076	218	5	h	h	NOUN
dem-1076	218	6			PUNCT
dem-1076	218	7	.	.	PUNCT
dem-1076	219	1	(	(	PUNCT
dem-1076	219	2	28	28	NUM
dem-1076	219	3	)	)	PUNCT
dem-1076	219	4	this	this	DET
dem-1076	219	5	method	method	NOUN
dem-1076	219	6	however	however	ADV
dem-1076	219	7	is	be	AUX
dem-1076	219	8	not	not	PART
dem-1076	219	9	stable	stable	ADJ
dem-1076	219	10	numerically	numerically	ADV
dem-1076	219	11	and	and	CCONJ
dem-1076	219	12	some	some	DET
dem-1076	219	13	better	well	ADJ
dem-1076	219	14	methods	method	NOUN
dem-1076	219	15	were	be	AUX
dem-1076	219	16	proposed	propose	VERB
dem-1076	219	17	.	.	PUNCT
dem-1076	220	1	most	most	ADJ
dem-1076	220	2	of	of	ADP
dem-1076	220	3	them	they	PRON
dem-1076	220	4	use	use	VERB
dem-1076	220	5	wavelet	wavelet	NOUN
dem-1076	220	6	transform	transform	NOUN
dem-1076	220	7	.	.	PUNCT
dem-1076	221	1	the	the	DET
dem-1076	221	2	review	review	NOUN
dem-1076	221	3	of	of	ADP
dem-1076	221	4	them	they	PRON
dem-1076	221	5	can	can	AUX
dem-1076	221	6	be	be	AUX
dem-1076	221	7	found	find	VERB
dem-1076	221	8	in	in	ADP
dem-1076	221	9	turiel	turiel	NOUN
dem-1076	221	10	,	,	PUNCT
dem-1076	221	11	pérez	pérez	NOUN
dem-1076	221	12	-	-	PUNCT
dem-1076	221	13	vincente	vincente	NOUN
dem-1076	221	14	,	,	PUNCT
dem-1076	221	15	grazzini	grazzini	PROPN
dem-1076	221	16	(	(	PUNCT
dem-1076	221	17	2006	2006	NUM
dem-1076	221	18	)	)	PUNCT
dem-1076	221	19	or	or	CCONJ
dem-1076	221	20	oświęcimek	oświęcimek	PROPN
dem-1076	221	21	(	(	PUNCT
dem-1076	221	22	2005	2005	NUM
dem-1076	221	23	)	)	PUNCT
dem-1076	221	24	.	.	PUNCT
dem-1076	222	1	in	in	ADP
dem-1076	222	2	our	our	PRON
dem-1076	222	3	research	research	NOUN
dem-1076	222	4	we	we	PRON
dem-1076	222	5	have	have	AUX
dem-1076	222	6	used	use	VERB
dem-1076	222	7	method	method	NOUN
dem-1076	222	8	based	base	VERB
dem-1076	222	9	on	on	ADP
dem-1076	222	10	“	"	PUNCT
dem-1076	222	11	modulus	modulus	ADJ
dem-1076	222	12	maxima	maxima	NOUN
dem-1076	222	13	”	"	PUNCT
dem-1076	222	14	of	of	ADP
dem-1076	222	15	wavelet	wavelet	NOUN
dem-1076	222	16	coefficients	coefficient	NOUN
dem-1076	222	17	,	,	PUNCT
dem-1076	222	18	implemented	implement	VERB
dem-1076	222	19	in	in	ADP
dem-1076	222	20	matlab	matlab	PROPN
dem-1076	222	21	package	package	NOUN
dem-1076	222	22	fraclab	fraclab	NOUN
dem-1076	222	23	.	.	PUNCT
dem-1076	223	1	the	the	DET
dem-1076	223	2	method	method	NOUN
dem-1076	223	3	was	be	AUX
dem-1076	223	4	pro	pro	ADJ
dem-1076	223	5	4	4	NUM
dem-1076	223	6	lagendre	lagendre	X
dem-1076	223	7	transform	transform	NOUN
dem-1076	223	8	is	be	AUX
dem-1076	223	9	well	well	ADV
dem-1076	223	10	-	-	PUNCT
dem-1076	223	11	established	establish	VERB
dem-1076	223	12	method	method	NOUN
dem-1076	223	13	of	of	ADP
dem-1076	223	14	convex	convex	ADJ
dem-1076	223	15	analysis	analysis	NOUN
dem-1076	223	16	.	.	PUNCT
dem-1076	224	1	see	see	VERB
dem-1076	224	2	for	for	ADP
dem-1076	224	3	example	example	NOUN
dem-1076	224	4	rockefaller	rockefaller	NOUN
dem-1076	224	5	(	(	PUNCT
dem-1076	224	6	1970	1970	NUM
dem-1076	224	7	)	)	PUNCT
dem-1076	224	8	,	,	PUNCT
dem-1076	224	9	ch	ch	NOUN
dem-1076	224	10	.	.	PROPN
dem-1076	224	11	26	26	NUM
dem-1076	224	12	.	.	PUNCT
dem-1076	225	1	α	α	PRON
dem-1076	225	2	df(α	df(α	NOUN
dem-1076	225	3	)	)	PUNCT
dem-1076	225	4	1	1	NUM
dem-1076	225	5	/	/	SYM
dem-1076	225	6	β	β	X
dem-1076	225	7	1	1	NUM
dem-1076	225	8	paweł	paweł	VERB
dem-1076	225	9	kliber	kliber	PROPN
dem-1076	225	10	182	182	NUM
dem-1076	225	11	posed	pose	VERB
dem-1076	225	12	by	by	ADP
dem-1076	225	13	jaffard	jaffard	NOUN
dem-1076	225	14	(	(	PUNCT
dem-1076	225	15	1997a	1997a	NUM
dem-1076	225	16	)	)	PUNCT
dem-1076	225	17	and	and	CCONJ
dem-1076	225	18	very	very	ADV
dem-1076	225	19	good	good	ADJ
dem-1076	225	20	description	description	NOUN
dem-1076	225	21	can	can	AUX
dem-1076	225	22	be	be	AUX
dem-1076	225	23	found	find	VERB
dem-1076	225	24	in	in	ADP
dem-1076	225	25	mallat	mallat	ADJ
dem-1076	225	26	(	(	PUNCT
dem-1076	225	27	2003	2003	NUM
dem-1076	225	28	,	,	PUNCT
dem-1076	225	29	ch	ch	NOUN
dem-1076	225	30	.	.	PROPN
dem-1076	225	31	6	6	NUM
dem-1076	225	32	)	)	PUNCT
dem-1076	225	33	.	.	PUNCT
dem-1076	226	1	figure	figure	NOUN
dem-1076	226	2	5	5	NUM
dem-1076	226	3	.	.	PUNCT
dem-1076	226	4	estimated	estimate	VERB
dem-1076	226	5	singularity	singularity	NOUN
dem-1076	226	6	spectrum	spectrum	NOUN
dem-1076	226	7	for	for	ADP
dem-1076	226	8	pkn	pkn	PROPN
dem-1076	226	9	orlen	orlen	VERB
dem-1076	226	10	the	the	DET
dem-1076	226	11	figure	figure	NOUN
dem-1076	226	12	5	5	NUM
dem-1076	226	13	shows	show	VERB
dem-1076	226	14	the	the	DET
dem-1076	226	15	results	result	NOUN
dem-1076	226	16	for	for	ADP
dem-1076	226	17	one	one	NUM
dem-1076	226	18	stock	stock	NOUN
dem-1076	226	19	(	(	PUNCT
dem-1076	226	20	pkn	pkn	PROPN
dem-1076	226	21	orlen	orlen	PROPN
dem-1076	226	22	)	)	PUNCT
dem-1076	226	23	.	.	PUNCT
dem-1076	227	1	the	the	DET
dem-1076	227	2	estimated	estimate	VERB
dem-1076	227	3	singularity	singularity	NOUN
dem-1076	227	4	spectra	spectra	NOUN
dem-1076	227	5	for	for	ADP
dem-1076	227	6	all	all	DET
dem-1076	227	7	other	other	ADJ
dem-1076	227	8	instrument	instrument	NOUN
dem-1076	227	9	revealed	reveal	VERB
dem-1076	227	10	very	very	ADV
dem-1076	227	11	similar	similar	ADJ
dem-1076	227	12	pattern	pattern	NOUN
dem-1076	227	13	,	,	PUNCT
dem-1076	227	14	so	so	SCONJ
dem-1076	227	15	we	we	PRON
dem-1076	227	16	omit	omit	VERB
dem-1076	227	17	them	they	PRON
dem-1076	227	18	.	.	PUNCT
dem-1076	228	1	one	one	PRON
dem-1076	228	2	should	should	AUX
dem-1076	228	3	also	also	ADV
dem-1076	228	4	stress	stress	VERB
dem-1076	228	5	that	that	SCONJ
dem-1076	228	6	the	the	DET
dem-1076	228	7	results	result	NOUN
dem-1076	228	8	bears	bear	VERB
dem-1076	228	9	a	a	DET
dem-1076	228	10	great	great	ADJ
dem-1076	228	11	resemblance	resemblance	NOUN
dem-1076	228	12	to	to	ADP
dem-1076	228	13	the	the	DET
dem-1076	228	14	results	result	NOUN
dem-1076	228	15	of	of	ADP
dem-1076	228	16	cont	cont	NOUN
dem-1076	228	17	and	and	CCONJ
dem-1076	228	18	tankov	tankov	PROPN
dem-1076	228	19	(	(	PUNCT
dem-1076	228	20	2004	2004	NUM
dem-1076	228	21	)	)	PUNCT
dem-1076	228	22	for	for	ADP
dem-1076	228	23	the	the	DET
dem-1076	228	24	stock	stock	NOUN
dem-1076	228	25	from	from	ADP
dem-1076	228	26	us	us	PROPN
dem-1076	228	27	market	market	NOUN
dem-1076	228	28	.	.	PUNCT
dem-1076	229	1	the	the	DET
dem-1076	229	2	graph	graph	NOUN
dem-1076	229	3	does	do	AUX
dem-1076	229	4	not	not	PART
dem-1076	229	5	star	star	VERB
dem-1076	229	6	at	at	ADP
dem-1076	229	7	the	the	DET
dem-1076	229	8	origin	origin	NOUN
dem-1076	229	9	,	,	PUNCT
dem-1076	229	10	which	which	PRON
dem-1076	229	11	is	be	AUX
dem-1076	229	12	inconsistent	inconsistent	ADJ
dem-1076	229	13	with	with	ADP
dem-1076	229	14	typical	typical	ADJ
dem-1076	229	15	shape	shape	NOUN
dem-1076	229	16	depicted	depict	VERB
dem-1076	229	17	on	on	ADP
dem-1076	229	18	the	the	DET
dem-1076	229	19	figure	figure	NOUN
dem-1076	229	20	4	4	NUM
dem-1076	229	21	.	.	PUNCT
dem-1076	230	1	this	this	PRON
dem-1076	230	2	however	however	ADV
dem-1076	230	3	can	can	AUX
dem-1076	230	4	be	be	AUX
dem-1076	230	5	due	due	ADJ
dem-1076	230	6	to	to	ADP
dem-1076	230	7	numerical	numerical	ADJ
dem-1076	230	8	inaccuracy	inaccuracy	NOUN
dem-1076	230	9	.	.	PUNCT
dem-1076	231	1	the	the	DET
dem-1076	231	2	main	main	ADJ
dem-1076	231	3	feature	feature	NOUN
dem-1076	231	4	of	of	ADP
dem-1076	231	5	the	the	DET
dem-1076	231	6	graph	graph	NOUN
dem-1076	231	7	is	be	AUX
dem-1076	231	8	the	the	DET
dem-1076	231	9	value	value	NOUN
dem-1076	231	10	at	at	ADP
dem-1076	231	11	which	which	PRON
dem-1076	231	12	the	the	DET
dem-1076	231	13	function	function	NOUN
dem-1076	231	14	reaches	reach	VERB
dem-1076	231	15	its	its	PRON
dem-1076	231	16	peak	peak	NOUN
dem-1076	231	17	,	,	PUNCT
dem-1076	231	18	as	as	SCONJ
dem-1076	231	19	it	it	PRON
dem-1076	231	20	is	be	AUX
dem-1076	231	21	the	the	DET
dem-1076	231	22	reciprocal	reciprocal	NOUN
dem-1076	231	23	of	of	ADP
dem-1076	231	24	blumenthal	blumenthal	PROPN
dem-1076	231	25	-	-	PUNCT
dem-1076	231	26	getoor	getoor	NOUN
dem-1076	231	27	index	index	NOUN
dem-1076	231	28	.	.	PUNCT
dem-1076	232	1	for	for	ADP
dem-1076	232	2	all	all	DET
dem-1076	232	3	instrument	instrument	NOUN
dem-1076	232	4	in	in	ADP
dem-1076	232	5	the	the	DET
dem-1076	232	6	sample	sample	NOUN
dem-1076	232	7	the	the	DET
dem-1076	232	8	peak	peak	NOUN
dem-1076	232	9	values	value	NOUN
dem-1076	232	10	lie	lie	VERB
dem-1076	232	11	in	in	ADP
dem-1076	232	12	the	the	DET
dem-1076	232	13	interval	interval	NOUN
dem-1076	232	14	[	[	X
dem-1076	232	15	0.6	0.6	NUM
dem-1076	232	16	,	,	PUNCT
dem-1076	232	17	0.8	0.8	NUM
dem-1076	232	18	]	]	PUNCT
dem-1076	232	19	,	,	PUNCT
dem-1076	232	20	which	which	PRON
dem-1076	232	21	means	mean	VERB
dem-1076	232	22	that	that	SCONJ
dem-1076	232	23	the	the	DET
dem-1076	232	24	indexes	index	NOUN
dem-1076	232	25			NOUN
dem-1076	232	26	are	be	AUX
dem-1076	232	27	between	between	ADP
dem-1076	232	28	1.2	1.2	NUM
dem-1076	232	29	and	and	CCONJ
dem-1076	232	30	1.8	1.8	NUM
dem-1076	232	31	.	.	PUNCT
dem-1076	233	1	conclusions	conclusion	NOUN
dem-1076	233	2	the	the	DET
dem-1076	233	3	estimation	estimation	NOUN
dem-1076	233	4	of	of	ADP
dem-1076	233	5	the	the	DET
dem-1076	233	6	blumenthal	blumenthal	PROPN
dem-1076	233	7	-	-	PUNCT
dem-1076	233	8	getoor	getoor	NOUN
dem-1076	233	9	index	index	NOUN
dem-1076	233	10	is	be	AUX
dem-1076	233	11	a	a	DET
dem-1076	233	12	complicated	complicated	ADJ
dem-1076	233	13	problem	problem	NOUN
dem-1076	233	14	.	.	PUNCT
dem-1076	234	1	we	we	PRON
dem-1076	234	2	have	have	AUX
dem-1076	234	3	used	use	VERB
dem-1076	234	4	three	three	NUM
dem-1076	234	5	different	different	ADJ
dem-1076	234	6	methods	method	NOUN
dem-1076	234	7	and	and	CCONJ
dem-1076	234	8	as	as	SCONJ
dem-1076	234	9	one	one	PRON
dem-1076	234	10	can	can	AUX
dem-1076	234	11	see	see	VERB
dem-1076	234	12	the	the	DET
dem-1076	234	13	results	result	NOUN
dem-1076	234	14	are	be	AUX
dem-1076	234	15	in	in	ADP
dem-1076	234	16	many	many	ADJ
dem-1076	234	17	cases	case	NOUN
dem-1076	234	18	inconsistent	inconsistent	ADJ
dem-1076	234	19	.	.	PUNCT
dem-1076	235	1	as	as	ADP
dem-1076	235	2	for	for	ADP
dem-1076	235	3	the	the	DET
dem-1076	235	4	less	less	ADV
dem-1076	235	5	-	-	PUNCT
dem-1076	235	6	liquid	liquid	ADJ
dem-1076	235	7	stocks	stock	NOUN
dem-1076	235	8	,	,	PUNCT
dem-1076	235	9	according	accord	VERB
dem-1076	235	10	to	to	ADP
dem-1076	235	11	the	the	DET
dem-1076	235	12	activity	activity	NOUN
dem-1076	235	13	signature	signature	NOUN
dem-1076	235	14	method	method	VERB
dem-1076	235	15	the	the	DET
dem-1076	235	16	price	price	NOUN
dem-1076	235	17	process	process	NOUN
dem-1076	235	18	is	be	AUX
dem-1076	235	19	driven	drive	VERB
dem-1076	235	20	by	by	ADP
dem-1076	235	21	compound	compound	NOUN
dem-1076	235	22	poisson	poisson	NOUN
dem-1076	235	23	process	process	NOUN
dem-1076	235	24	,	,	PUNCT
dem-1076	235	25	while	while	SCONJ
dem-1076	235	26	the	the	DET
dem-1076	235	27	two	two	NUM
dem-1076	235	28	other	other	ADJ
dem-1076	235	29	methods	method	NOUN
dem-1076	235	30	reveal	reveal	VERB
dem-1076	235	31	positive	positive	ADJ
dem-1076	235	32	value	value	NOUN
dem-1076	235	33	of	of	ADP
dem-1076	235	34	blumenthal	blumenthal	PROPN
dem-1076	235	35	-	-	PUNCT
dem-1076	235	36	getoor	getoor	NOUN
dem-1076	235	37	index	index	NOUN
dem-1076	235	38	.	.	PUNCT
dem-1076	236	1	this	this	DET
dem-1076	236	2	inconsistency	inconsistency	NOUN
dem-1076	236	3	may	may	AUX
dem-1076	236	4	be	be	AUX
dem-1076	236	5	due	due	ADJ
dem-1076	236	6	to	to	ADP
dem-1076	236	7	the	the	DET
dem-1076	236	8	fact	fact	NOUN
dem-1076	236	9	of	of	ADP
dem-1076	236	10	low	low	ADJ
dem-1076	236	11	liquidity	liquidity	NOUN
dem-1076	236	12	of	of	ADP
dem-1076	236	13	these	these	DET
dem-1076	236	14	stocks	stock	NOUN
dem-1076	236	15	.	.	PUNCT
dem-1076	237	1	there	there	PRON
dem-1076	237	2	were	be	VERB
dem-1076	237	3	days	day	NOUN
dem-1076	237	4	when	when	SCONJ
dem-1076	237	5	the	the	DET
dem-1076	237	6	prices	price	NOUN
dem-1076	237	7	did	do	AUX
dem-1076	237	8	not	not	PART
dem-1076	237	9	change	change	VERB
dem-1076	237	10	for	for	ADP
dem-1076	237	11	several	several	ADJ
dem-1076	237	12	hours	hour	NOUN
dem-1076	237	13	.	.	PUNCT
dem-1076	238	1	the	the	DET
dem-1076	238	2	estimators	estimator	NOUN
dem-1076	238	3	we	we	PRON
dem-1076	238	4	have	have	AUX
dem-1076	238	5	used	use	VERB
dem-1076	238	6	take	take	VERB
dem-1076	238	7	advantage	advantage	NOUN
dem-1076	238	8	of	of	ADP
dem-1076	238	9	limit	limit	NOUN
dem-1076	238	10	properties	property	NOUN
dem-1076	238	11	of	of	ADP
dem-1076	238	12	price	price	NOUN
dem-1076	238	13	changes	change	NOUN
dem-1076	238	14	as	as	SCONJ
dem-1076	238	15	time	time	NOUN
dem-1076	238	16	scale	scale	NOUN
dem-1076	238	17	tends	tend	VERB
dem-1076	238	18	to	to	ADP
dem-1076	238	19	0	0	NUM
dem-1076	238	20	.	.	PUNCT
dem-1076	239	1	it	it	PRON
dem-1076	239	2	is	be	AUX
dem-1076	239	3	thus	thus	ADV
dem-1076	239	4	dubious	dubious	ADJ
dem-1076	239	5	if	if	SCONJ
dem-1076	239	6	they	they	PRON
dem-1076	239	7	gave	give	VERB
dem-1076	239	8	correct	correct	ADJ
dem-1076	239	9	estimators	estimator	NOUN
dem-1076	239	10	for	for	ADP
dem-1076	239	11	such	such	ADJ
dem-1076	239	12	illiquid	illiquid	ADJ
dem-1076	239	13	stocks	stock	NOUN
dem-1076	239	14	.	.	PUNCT
dem-1076	240	1	0.1	0.1	NUM
dem-1076	240	2	0.2	0.2	NUM
dem-1076	240	3	0.3	0.3	NUM
dem-1076	240	4	0.4	0.4	NUM
dem-1076	240	5	0.5	0.5	NUM
dem-1076	240	6	0.6	0.6	NUM
dem-1076	240	7	0.7	0.7	NUM
dem-1076	240	8	0.8	0.8	NUM
dem-1076	240	9	0.9	0.9	NUM
dem-1076	240	10	1	1	NUM
dem-1076	240	11	0	0	NUM
dem-1076	240	12	0.2	0.2	NUM
dem-1076	240	13	0.4	0.4	NUM
dem-1076	240	14	0.6	0.6	NUM
dem-1076	240	15	0.8	0.8	NUM
dem-1076	240	16	1	1	NUM
dem-1076	240	17	jumps	jump	VERB
dem-1076	240	18	activity	activity	NOUN
dem-1076	240	19	and	and	CCONJ
dem-1076	240	20	singularity	singularity	NOUN
dem-1076	240	21	spectra	spectra	NOUN
dem-1076	240	22	for	for	ADP
dem-1076	240	23	instruments	instrument	NOUN
dem-1076	240	24	in	in	ADP
dem-1076	240	25	the	the	DET
dem-1076	240	26	polish	polish	ADJ
dem-1076	240	27	financial	financial	ADJ
dem-1076	240	28	market	market	NOUN
dem-1076	240	29	183	183	NUM
dem-1076	240	30	as	as	ADP
dem-1076	240	31	for	for	ADP
dem-1076	240	32	the	the	DET
dem-1076	240	33	liquid	liquid	ADJ
dem-1076	240	34	stocks	stock	NOUN
dem-1076	240	35	all	all	DET
dem-1076	240	36	three	three	NUM
dem-1076	240	37	estimators	estimator	NOUN
dem-1076	240	38	gave	give	VERB
dem-1076	240	39	similar	similar	ADJ
dem-1076	240	40	results	result	NOUN
dem-1076	240	41	.	.	PUNCT
dem-1076	241	1	moreover	moreover	ADV
dem-1076	241	2	the	the	DET
dem-1076	241	3	results	result	NOUN
dem-1076	241	4	are	be	AUX
dem-1076	241	5	consistent	consistent	ADJ
dem-1076	241	6	with	with	ADP
dem-1076	241	7	similar	similar	ADJ
dem-1076	241	8	results	result	NOUN
dem-1076	241	9	for	for	ADP
dem-1076	241	10	other	other	ADJ
dem-1076	241	11	markets	market	NOUN
dem-1076	241	12	(	(	PUNCT
dem-1076	241	13			VERB
dem-1076	241	14	at	at	ADP
dem-1076	241	15	the	the	DET
dem-1076	241	16	level	level	NOUN
dem-1076	241	17	about	about	ADP
dem-1076	241	18	1.5	1.5	NUM
dem-1076	241	19	)	)	PUNCT
dem-1076	241	20	.	.	PUNCT
dem-1076	242	1	according	accord	VERB
dem-1076	242	2	to	to	ADP
dem-1076	242	3	the	the	DET
dem-1076	242	4	first	first	ADJ
dem-1076	242	5	two	two	NUM
dem-1076	242	6	methods	method	NOUN
dem-1076	242	7	(	(	PUNCT
dem-1076	242	8	activity	activity	NOUN
dem-1076	242	9	signature	signature	NOUN
dem-1076	242	10	and	and	CCONJ
dem-1076	242	11	threshold	threshold	NOUN
dem-1076	242	12	estimator	estimator	NOUN
dem-1076	242	13	)	)	PUNCT
dem-1076	242	14	the	the	DET
dem-1076	242	15	indexes	index	NOUN
dem-1076	242	16	are	be	AUX
dem-1076	242	17	continuous	continuous	ADJ
dem-1076	242	18	processes	process	NOUN
dem-1076	242	19	,	,	PUNCT
dem-1076	242	20	while	while	SCONJ
dem-1076	242	21	the	the	DET
dem-1076	242	22	third	third	ADJ
dem-1076	242	23	method	method	NOUN
dem-1076	242	24	(	(	PUNCT
dem-1076	242	25	singularity	singularity	NOUN
dem-1076	242	26	spectrum	spectrum	NOUN
dem-1076	242	27	)	)	PUNCT
dem-1076	242	28	revealed	reveal	VERB
dem-1076	242	29	2	2	PROPN
dem-1076	242	30			PROPN
dem-1076	242	31	.	.	PUNCT
dem-1076	243	1	probably	probably	ADV
dem-1076	243	2	in	in	ADP
dem-1076	243	3	fact	fact	NOUN
dem-1076	243	4	the	the	DET
dem-1076	243	5	former	former	ADJ
dem-1076	243	6	result	result	NOUN
dem-1076	243	7	holds	hold	VERB
dem-1076	243	8	,	,	PUNCT
dem-1076	243	9	as	as	SCONJ
dem-1076	243	10	the	the	DET
dem-1076	243	11	method	method	NOUN
dem-1076	243	12	of	of	ADP
dem-1076	243	13	singularity	singularity	NOUN
dem-1076	243	14	spectrum	spectrum	NOUN
dem-1076	243	15	is	be	AUX
dem-1076	243	16	the	the	DET
dem-1076	243	17	most	most	ADV
dem-1076	243	18	prone	prone	ADJ
dem-1076	243	19	to	to	ADP
dem-1076	243	20	numerical	numerical	ADJ
dem-1076	243	21	errors	error	NOUN
dem-1076	243	22	.	.	PUNCT
dem-1076	244	1	the	the	DET
dem-1076	244	2	results	result	NOUN
dem-1076	244	3	for	for	ADP
dem-1076	244	4	currencies	currency	NOUN
dem-1076	244	5	and	and	CCONJ
dem-1076	244	6	futures	future	NOUN
dem-1076	244	7	contract	contract	NOUN
dem-1076	244	8	are	be	AUX
dem-1076	244	9	ambiguous	ambiguous	ADJ
dem-1076	244	10	.	.	PUNCT
dem-1076	245	1	this	this	PRON
dem-1076	245	2	can	can	AUX
dem-1076	245	3	be	be	AUX
dem-1076	245	4	a	a	DET
dem-1076	245	5	result	result	NOUN
dem-1076	245	6	of	of	ADP
dem-1076	245	7	active	active	ADJ
dem-1076	245	8	process	process	NOUN
dem-1076	245	9	of	of	ADP
dem-1076	245	10	jumps	jump	NOUN
dem-1076	245	11	with	with	ADP
dem-1076	245	12	blumenthal	blumenthal	PROPN
dem-1076	245	13	-	-	PUNCT
dem-1076	245	14	getoor	getoor	NOUN
dem-1076	245	15	index	index	NOUN
dem-1076	245	16	close	close	ADV
dem-1076	245	17	to	to	ADP
dem-1076	245	18	2	2	NUM
dem-1076	245	19	.	.	PUNCT
dem-1076	246	1	as	as	SCONJ
dem-1076	246	2	it	it	PRON
dem-1076	246	3	was	be	AUX
dem-1076	246	4	pointed	point	VERB
dem-1076	246	5	out	out	ADP
dem-1076	246	6	by	by	ADP
dem-1076	246	7	zhang	zhang	PROPN
dem-1076	246	8	(	(	PUNCT
dem-1076	246	9	2007	2007	NUM
dem-1076	246	10	)	)	PUNCT
dem-1076	246	11	the	the	DET
dem-1076	246	12	jump	jump	NOUN
dem-1076	246	13	process	process	NOUN
dem-1076	246	14	is	be	AUX
dem-1076	246	15	then	then	ADV
dem-1076	246	16	hardly	hardly	ADV
dem-1076	246	17	distinguishable	distinguishable	ADJ
dem-1076	246	18	from	from	ADP
dem-1076	246	19	continuous	continuous	ADJ
dem-1076	246	20	diffusion	diffusion	NOUN
dem-1076	246	21	.	.	PUNCT
dem-1076	247	1	references	reference	NOUN
dem-1076	247	2	aït	aït	PROPN
dem-1076	247	3	-	-	PUNCT
dem-1076	247	4	sahalia	sahalia	PROPN
dem-1076	247	5	,	,	PUNCT
dem-1076	247	6	y.	y.	PROPN
dem-1076	247	7	,	,	PUNCT
dem-1076	247	8	jacod	jacod	PROPN
dem-1076	247	9	,	,	PUNCT
dem-1076	247	10	j.	j.	PROPN
dem-1076	247	11	(	(	PUNCT
dem-1076	247	12	2009	2009	NUM
dem-1076	247	13	)	)	PUNCT
dem-1076	247	14	,	,	PUNCT
dem-1076	247	15	estimating	estimate	VERB
dem-1076	247	16	the	the	DET
dem-1076	247	17	degree	degree	NOUN
dem-1076	247	18	of	of	ADP
dem-1076	247	19	activity	activity	NOUN
dem-1076	247	20	of	of	ADP
dem-1076	247	21	jumps	jump	NOUN
dem-1076	247	22	in	in	ADP
dem-1076	247	23	high	high	ADJ
dem-1076	247	24	frequency	frequency	NOUN
dem-1076	247	25	data	datum	NOUN
dem-1076	247	26	,	,	PUNCT
dem-1076	247	27	the	the	DET
dem-1076	247	28	annals	annal	NOUN
dem-1076	247	29	of	of	ADP
dem-1076	247	30	statistics	statistic	NOUN
dem-1076	247	31	37	37	NUM
dem-1076	247	32	,	,	PUNCT
dem-1076	247	33	2202–2244	2202–2244	NUM
dem-1076	247	34	.	.	PUNCT
dem-1076	248	1	barndorff	barndorff	NOUN
dem-1076	248	2	-	-	PUNCT
dem-1076	248	3	nielsen	nielsen	PROPN
dem-1076	248	4	,	,	PUNCT
dem-1076	248	5	o.e	o.e	PROPN
dem-1076	248	6	.	.	PROPN
dem-1076	248	7	,	,	PUNCT
dem-1076	248	8	shephard	shephard	PROPN
dem-1076	248	9	,	,	PUNCT
dem-1076	248	10	n.	n.	PROPN
dem-1076	248	11	(	(	PUNCT
dem-1076	248	12	2002	2002	NUM
dem-1076	248	13	)	)	PUNCT
dem-1076	248	14	,	,	PUNCT
dem-1076	248	15	power	power	NOUN
dem-1076	248	16	variation	variation	NOUN
dem-1076	248	17	and	and	CCONJ
dem-1076	248	18	time	time	NOUN
dem-1076	248	19	change	change	NOUN
dem-1076	248	20	,	,	PUNCT
dem-1076	248	21	working	working	NOUN
dem-1076	248	22	paper	paper	NOUN
dem-1076	248	23	,	,	PUNCT
dem-1076	248	24	available	available	ADJ
dem-1076	248	25	in	in	ADP
dem-1076	248	26	repec	repec	ADJ
dem-1076	248	27	database	database	NOUN
dem-1076	248	28	.	.	PUNCT
dem-1076	249	1	becry	becry	PROPN
dem-1076	249	2	,	,	PUNCT
dem-1076	249	3	e.	e.	PROPN
dem-1076	249	4	,	,	PUNCT
dem-1076	249	5	muzy	muzy	NOUN
dem-1076	249	6	,	,	PUNCT
dem-1076	249	7	j.	j.	PROPN
dem-1076	249	8	f.	f.	PROPN
dem-1076	249	9	,	,	PUNCT
dem-1076	249	10	arnédo	arnédo	NOUN
dem-1076	249	11	,	,	PUNCT
dem-1076	249	12	a.	a.	NOUN
dem-1076	249	13	(	(	PUNCT
dem-1076	249	14	1993	1993	NUM
dem-1076	249	15	)	)	PUNCT
dem-1076	249	16	,	,	PUNCT
dem-1076	249	17	singularity	singularity	NOUN
dem-1076	249	18	spectrum	spectrum	NOUN
dem-1076	249	19	of	of	ADP
dem-1076	249	20	fractal	fractal	ADJ
dem-1076	249	21	signals	signal	NOUN
dem-1076	249	22	from	from	ADP
dem-1076	249	23	wavelet	wavelet	NOUN
dem-1076	249	24	analysis	analysis	NOUN
dem-1076	249	25	:	:	PUNCT
dem-1076	249	26	exact	exact	ADJ
dem-1076	249	27	results	result	NOUN
dem-1076	249	28	,	,	PUNCT
dem-1076	249	29	journal	journal	NOUN
dem-1076	249	30	of	of	ADP
dem-1076	249	31	statistical	statistical	ADJ
dem-1076	249	32	physics	physic	NOUN
dem-1076	249	33	70	70	NUM
dem-1076	249	34	,	,	PUNCT
dem-1076	249	35	635–674	635–674	NUM
dem-1076	249	36	.	.	PUNCT
dem-1076	250	1	black	black	ADJ
dem-1076	250	2	,	,	PUNCT
dem-1076	250	3	f.	f.	PROPN
dem-1076	250	4	,	,	PUNCT
dem-1076	250	5	scholes	schole	NOUN
dem-1076	250	6	,	,	PUNCT
dem-1076	250	7	m.	m.	NOUN
dem-1076	250	8	(	(	PUNCT
dem-1076	250	9	1973	1973	NUM
dem-1076	250	10	)	)	PUNCT
dem-1076	250	11	,	,	PUNCT
dem-1076	250	12	the	the	DET
dem-1076	250	13	pricing	pricing	NOUN
dem-1076	250	14	of	of	ADP
dem-1076	250	15	options	option	NOUN
dem-1076	250	16	and	and	CCONJ
dem-1076	250	17	corporate	corporate	ADJ
dem-1076	250	18	liabilities	liability	NOUN
dem-1076	250	19	,	,	PUNCT
dem-1076	250	20	journal	journal	NOUN
dem-1076	250	21	of	of	ADP
dem-1076	250	22	political	political	ADJ
dem-1076	250	23	economy	economy	NOUN
dem-1076	250	24	81	81	NUM
dem-1076	250	25	,	,	PUNCT
dem-1076	250	26	637–654	637–654	NUM
dem-1076	250	27	.	.	PUNCT
dem-1076	251	1	cont	cont	PROPN
dem-1076	251	2	,	,	PUNCT
dem-1076	251	3	r.	r.	PROPN
dem-1076	251	4	(	(	PUNCT
dem-1076	251	5	2001	2001	NUM
dem-1076	251	6	)	)	PUNCT
dem-1076	251	7	,	,	PUNCT
dem-1076	251	8	empirical	empirical	ADJ
dem-1076	251	9	properties	property	NOUN
dem-1076	251	10	of	of	ADP
dem-1076	251	11	assets	asset	NOUN
dem-1076	251	12	returns	return	NOUN
dem-1076	251	13	:	:	PUNCT
dem-1076	251	14	stylized	stylize	VERB
dem-1076	251	15	facts	fact	NOUN
dem-1076	251	16	and	and	CCONJ
dem-1076	251	17	statistical	statistical	ADJ
dem-1076	251	18	issues	issue	NOUN
dem-1076	251	19	,	,	PUNCT
dem-1076	251	20	qualitative	qualitative	ADJ
dem-1076	251	21	finance	finance	NOUN
dem-1076	251	22	1	1	NUM
dem-1076	251	23	,	,	PUNCT
dem-1076	251	24	223–236	223–236	NUM
dem-1076	251	25	.	.	PUNCT
dem-1076	252	1	cont	cont	PROPN
dem-1076	252	2	,	,	PUNCT
dem-1076	252	3	r.	r.	PROPN
dem-1076	252	4	,	,	PUNCT
dem-1076	252	5	tankov	tankov	PROPN
dem-1076	252	6	,	,	PUNCT
dem-1076	252	7	p.	p.	NOUN
dem-1076	252	8	(	(	PUNCT
dem-1076	252	9	2004	2004	NUM
dem-1076	252	10	)	)	PUNCT
dem-1076	252	11	,	,	PUNCT
dem-1076	252	12	financial	financial	ADJ
dem-1076	252	13	modelling	modelling	NOUN
dem-1076	252	14	with	with	ADP
dem-1076	252	15	jump	jump	NOUN
dem-1076	252	16	processes	process	NOUN
dem-1076	252	17	,	,	PUNCT
dem-1076	252	18	chapman&hall	chapman&hall	PROPN
dem-1076	252	19	,	,	PUNCT
dem-1076	252	20	london	london	PROPN
dem-1076	252	21	,	,	PUNCT
dem-1076	252	22	new	new	PROPN
dem-1076	252	23	york	york	PROPN
dem-1076	252	24	.	.	PUNCT
dem-1076	253	1	falconer	falconer	NOUN
dem-1076	253	2	,	,	PUNCT
dem-1076	253	3	k.	k.	PROPN
dem-1076	253	4	(	(	PUNCT
dem-1076	253	5	2003	2003	NUM
dem-1076	253	6	)	)	PUNCT
dem-1076	253	7	fractal	fractal	ADJ
dem-1076	253	8	geometry	geometry	NOUN
dem-1076	253	9	,	,	PUNCT
dem-1076	253	10	wiley	wiley	NOUN
dem-1076	253	11	.	.	PUNCT
dem-1076	254	1	feller	feller	PROPN
dem-1076	254	2	,	,	PUNCT
dem-1076	254	3	w.	w.	PROPN
dem-1076	254	4	(	(	PUNCT
dem-1076	254	5	1971	1971	NUM
dem-1076	254	6	)	)	PUNCT
dem-1076	254	7	,	,	PUNCT
dem-1076	254	8	an	an	DET
dem-1076	254	9	introduction	introduction	NOUN
dem-1076	254	10	to	to	ADP
dem-1076	254	11	probability	probability	NOUN
dem-1076	254	12	theory	theory	NOUN
dem-1076	254	13	and	and	CCONJ
dem-1076	254	14	its	its	PRON
dem-1076	254	15	applications	application	NOUN
dem-1076	254	16	,	,	PUNCT
dem-1076	254	17	vol	vol	NOUN
dem-1076	254	18	.	.	PROPN
dem-1076	254	19	2	2	NUM
dem-1076	254	20	,	,	PUNCT
dem-1076	254	21	wiley	wiley	NOUN
dem-1076	254	22	.	.	PUNCT
dem-1076	255	1	frisch	frisch	PROPN
dem-1076	255	2	,	,	PUNCT
dem-1076	255	3	u.	u.	PROPN
dem-1076	255	4	,	,	PUNCT
dem-1076	255	5	parsi	parsi	NOUN
dem-1076	255	6	,	,	PUNCT
dem-1076	255	7	g.	g.	PROPN
dem-1076	255	8	(	(	PUNCT
dem-1076	255	9	1985	1985	NUM
dem-1076	255	10	)	)	PUNCT
dem-1076	255	11	fully	fully	ADV
dem-1076	255	12	developed	develop	VERB
dem-1076	255	13	turbulence	turbulence	NOUN
dem-1076	255	14	and	and	CCONJ
dem-1076	255	15	intermittency	intermittency	NOUN
dem-1076	255	16	,	,	PUNCT
dem-1076	255	17	in	in	ADP
dem-1076	255	18	:	:	PUNCT
dem-1076	255	19	giil	giil	NOUN
dem-1076	255	20	,	,	PUNCT
dem-1076	255	21	m.	m.	NOUN
dem-1076	255	22	(	(	PUNCT
dem-1076	255	23	ed	ed	NOUN
dem-1076	255	24	.	.	PUNCT
dem-1076	255	25	)	)	PUNCT
dem-1076	255	26	turbulence	turbulence	NOUN
dem-1076	255	27	and	and	CCONJ
dem-1076	255	28	predictability	predictability	NOUN
dem-1076	255	29	in	in	ADP
dem-1076	255	30	geophysical	geophysical	ADJ
dem-1076	255	31	fluid	fluid	ADJ
dem-1076	255	32	dynamics	dynamic	NOUN
dem-1076	255	33	and	and	CCONJ
dem-1076	255	34	climate	climate	NOUN
dem-1076	255	35	dynamics	dynamic	NOUN
dem-1076	255	36	,	,	PUNCT
dem-1076	255	37	north	north	NOUN
dem-1076	255	38	holland	holland	PROPN
dem-1076	255	39	,	,	PUNCT
dem-1076	255	40	amsterdam	amsterdam	PROPN
dem-1076	255	41	,	,	PUNCT
dem-1076	255	42	84–88	84–88	NUM
dem-1076	255	43	.	.	PUNCT
dem-1076	256	1	jaffard	jaffard	PROPN
dem-1076	256	2	,	,	PUNCT
dem-1076	256	3	s.	s.	PROPN
dem-1076	256	4	(	(	PUNCT
dem-1076	256	5	1997a	1997a	NUM
dem-1076	256	6	)	)	PUNCT
dem-1076	256	7	,	,	PUNCT
dem-1076	256	8	multifractal	multifractal	ADJ
dem-1076	256	9	formalism	formalism	NOUN
dem-1076	256	10	for	for	ADP
dem-1076	256	11	functions	function	NOUN
dem-1076	256	12	part	part	NOUN
dem-1076	257	1	i	i	PRON
dem-1076	257	2	:	:	PUNCT
dem-1076	257	3	results	result	VERB
dem-1076	257	4	valid	valid	ADJ
dem-1076	257	5	for	for	ADP
dem-1076	257	6	all	all	DET
dem-1076	257	7	functions	function	NOUN
dem-1076	257	8	,	,	PUNCT
dem-1076	257	9	siam	siam	ADJ
dem-1076	257	10	journal	journal	NOUN
dem-1076	257	11	of	of	ADP
dem-1076	257	12	mathematical	mathematical	ADJ
dem-1076	257	13	analysis	analysis	NOUN
dem-1076	257	14	28	28	NUM
dem-1076	257	15	,	,	PUNCT
dem-1076	257	16	944–970	944–970	NUM
dem-1076	257	17	.	.	PUNCT
dem-1076	258	1	jaffard	jaffard	PROPN
dem-1076	258	2	,	,	PUNCT
dem-1076	258	3	s.	s.	PROPN
dem-1076	258	4	(	(	PUNCT
dem-1076	258	5	1997b	1997b	NUM
dem-1076	258	6	)	)	PUNCT
dem-1076	258	7	,	,	PUNCT
dem-1076	258	8	multifractal	multifractal	ADJ
dem-1076	258	9	formalism	formalism	NOUN
dem-1076	258	10	for	for	ADP
dem-1076	258	11	functions	function	NOUN
dem-1076	258	12	part	part	NOUN
dem-1076	258	13	ii	ii	PROPN
dem-1076	258	14	:	:	PUNCT
dem-1076	258	15	self	self	NOUN
dem-1076	258	16	-	-	PUNCT
dem-1076	258	17	similar	similar	ADJ
dem-1076	258	18	functions	function	NOUN
dem-1076	258	19	,	,	PUNCT
dem-1076	258	20	siam	siam	ADJ
dem-1076	258	21	journal	journal	NOUN
dem-1076	258	22	of	of	ADP
dem-1076	258	23	mathematical	mathematical	ADJ
dem-1076	258	24	analysis	analysis	NOUN
dem-1076	258	25	28	28	NUM
dem-1076	258	26	,	,	PUNCT
dem-1076	258	27	971–998	971–998	NUM
dem-1076	258	28	.	.	PUNCT
dem-1076	259	1	jaffard	jaffard	PROPN
dem-1076	259	2	,	,	PUNCT
dem-1076	259	3	s.	s.	PROPN
dem-1076	259	4	(	(	PUNCT
dem-1076	259	5	1999	1999	NUM
dem-1076	259	6	)	)	PUNCT
dem-1076	259	7	,	,	PUNCT
dem-1076	259	8	the	the	DET
dem-1076	259	9	multifractal	multifractal	ADJ
dem-1076	259	10	nature	nature	NOUN
dem-1076	259	11	of	of	ADP
dem-1076	259	12	lévy	lévy	ADJ
dem-1076	259	13	processes	process	NOUN
dem-1076	259	14	,	,	PUNCT
dem-1076	259	15	probability	probability	NOUN
dem-1076	259	16	theory	theory	NOUN
dem-1076	259	17	and	and	CCONJ
dem-1076	259	18	related	relate	VERB
dem-1076	259	19	fields	field	NOUN
dem-1076	259	20	114	114	NUM
dem-1076	259	21	,	,	PUNCT
dem-1076	259	22	207–227	207–227	NUM
dem-1076	259	23	jondeau	jondeau	NOUN
dem-1076	259	24	,	,	PUNCT
dem-1076	259	25	e.	e.	PROPN
dem-1076	259	26	,	,	PUNCT
dem-1076	259	27	poon	poon	NOUN
dem-1076	259	28	,	,	PUNCT
dem-1076	259	29	s.-h	s.-h	NOUN
dem-1076	259	30	.	.	PUNCT
dem-1076	259	31	,	,	PUNCT
dem-1076	259	32	rockinger	rockinger	NOUN
dem-1076	259	33	,	,	PUNCT
dem-1076	259	34	m.	m.	NOUN
dem-1076	259	35	(	(	PUNCT
dem-1076	259	36	2007	2007	NUM
dem-1076	259	37	)	)	PUNCT
dem-1076	259	38	,	,	PUNCT
dem-1076	259	39	financial	financial	ADJ
dem-1076	259	40	modeling	modeling	NOUN
dem-1076	259	41	under	under	ADP
dem-1076	259	42	non	non	ADJ
dem-1076	259	43	-	-	ADJ
dem-1076	259	44	gaussian	gaussian	ADJ
dem-1076	259	45	distributions	distribution	NOUN
dem-1076	259	46	,	,	PUNCT
dem-1076	259	47	springer	springer	NOUN
dem-1076	259	48	.	.	PUNCT
dem-1076	260	1	kallsen	kallsen	PROPN
dem-1076	260	2	,	,	PUNCT
dem-1076	260	3	j.	j.	PROPN
dem-1076	260	4	(	(	PUNCT
dem-1076	260	5	2000	2000	NUM
dem-1076	260	6	)	)	PUNCT
dem-1076	260	7	,	,	PUNCT
dem-1076	260	8	optimal	optimal	ADJ
dem-1076	260	9	portfolios	portfolio	NOUN
dem-1076	260	10	for	for	ADP
dem-1076	260	11	exponential	exponential	ADJ
dem-1076	260	12	lévy	lévy	ADJ
dem-1076	260	13	processes	process	NOUN
dem-1076	260	14	,	,	PUNCT
dem-1076	260	15	mathematical	mathematical	ADJ
dem-1076	260	16	methods	method	NOUN
dem-1076	260	17	of	of	ADP
dem-1076	260	18	operational	operational	ADJ
dem-1076	260	19	research	research	NOUN
dem-1076	260	20	51	51	NUM
dem-1076	260	21	,	,	PUNCT
dem-1076	260	22	357–374	357–374	NUM
dem-1076	260	23	.	.	PUNCT
dem-1076	261	1	maldenbrot	maldenbrot	PROPN
dem-1076	261	2	,	,	PUNCT
dem-1076	261	3	b.	b.	PROPN
dem-1076	261	4	b.	b.	PROPN
dem-1076	261	5	(	(	PUNCT
dem-1076	261	6	1963	1963	NUM
dem-1076	261	7	)	)	PUNCT
dem-1076	261	8	the	the	DET
dem-1076	261	9	variation	variation	NOUN
dem-1076	261	10	of	of	ADP
dem-1076	261	11	certain	certain	ADJ
dem-1076	261	12	speculative	speculative	ADJ
dem-1076	261	13	prices	price	NOUN
dem-1076	261	14	,	,	PUNCT
dem-1076	261	15	journal	journal	NOUN
dem-1076	261	16	of	of	ADP
dem-1076	261	17	business	business	NOUN
dem-1076	261	18	36	36	NUM
dem-1076	261	19	,	,	PUNCT
dem-1076	261	20	394–419	394–419	NUM
dem-1076	261	21	.	.	PUNCT
dem-1076	262	1	malevergne	malevergne	PROPN
dem-1076	262	2	,	,	PUNCT
dem-1076	262	3	y.	y.	NOUN
dem-1076	262	4	,	,	PUNCT
dem-1076	262	5	sornette	sornette	NOUN
dem-1076	262	6	,	,	PUNCT
dem-1076	262	7	d.	d.	PROPN
dem-1076	262	8	(	(	PUNCT
dem-1076	262	9	2006	2006	NUM
dem-1076	262	10	)	)	PUNCT
dem-1076	262	11	,	,	PUNCT
dem-1076	262	12	extreme	extreme	ADJ
dem-1076	262	13	financial	financial	ADJ
dem-1076	262	14	risks	risk	NOUN
dem-1076	262	15	,	,	PUNCT
dem-1076	262	16	springer	springer	NOUN
dem-1076	262	17	,	,	PUNCT
dem-1076	262	18	berlin	berlin	PROPN
dem-1076	262	19	,	,	PUNCT
dem-1076	262	20	new	new	PROPN
dem-1076	262	21	york	york	PROPN
dem-1076	262	22	.	.	PUNCT
dem-1076	263	1	mallat	mallat	PROPN
dem-1076	263	2	,	,	PUNCT
dem-1076	263	3	s.	s.	PROPN
dem-1076	263	4	(	(	PUNCT
dem-1076	263	5	2003	2003	NUM
dem-1076	263	6	)	)	PUNCT
dem-1076	263	7	,	,	PUNCT
dem-1076	263	8	a	a	DET
dem-1076	263	9	wavelet	wavelet	NOUN
dem-1076	263	10	tour	tour	NOUN
dem-1076	263	11	of	of	ADP
dem-1076	263	12	signal	signal	NOUN
dem-1076	263	13	processing	processing	NOUN
dem-1076	263	14	,	,	PUNCT
dem-1076	263	15	elsevier	elsevier	NOUN
dem-1076	263	16	,	,	PUNCT
dem-1076	263	17	singapore	singapore	PROPN
dem-1076	263	18	.	.	PUNCT
dem-1076	264	1	markowitz	markowitz	PROPN
dem-1076	264	2	,	,	PUNCT
dem-1076	264	3	h.m	h.m	PROPN
dem-1076	264	4	(	(	PUNCT
dem-1076	264	5	1952	1952	NUM
dem-1076	264	6	)	)	PUNCT
dem-1076	264	7	portfolio	portfolio	NOUN
dem-1076	264	8	selection	selection	NOUN
dem-1076	264	9	,	,	PUNCT
dem-1076	264	10	journal	journal	NOUN
dem-1076	264	11	of	of	ADP
dem-1076	264	12	finance	finance	NOUN
dem-1076	264	13	7	7	NUM
dem-1076	264	14	,	,	PUNCT
dem-1076	264	15	77–91	77–91	NUM
dem-1076	264	16	.	.	PUNCT
dem-1076	264	17	merton	merton	PROPN
dem-1076	264	18	,	,	PUNCT
dem-1076	264	19	r.	r.	PROPN
dem-1076	264	20	c.	c.	PROPN
dem-1076	264	21	(	(	PUNCT
dem-1076	264	22	1973	1973	NUM
dem-1076	264	23	)	)	PUNCT
dem-1076	264	24	theory	theory	NOUN
dem-1076	264	25	of	of	ADP
dem-1076	264	26	rational	rational	ADJ
dem-1076	264	27	option	option	NOUN
dem-1076	264	28	pricing	pricing	NOUN
dem-1076	264	29	,	,	PUNCT
dem-1076	264	30	bell	bell	PROPN
dem-1076	264	31	journal	journal	NOUN
dem-1076	264	32	of	of	ADP
dem-1076	264	33	economics	economic	NOUN
dem-1076	264	34	and	and	CCONJ
dem-1076	264	35	management	management	NOUN
dem-1076	264	36	science	science	NOUN
dem-1076	264	37	4	4	NUM
dem-1076	264	38	,	,	PUNCT
dem-1076	264	39	141–183	141–183	NUM
dem-1076	264	40	.	.	PUNCT
dem-1076	264	41	oświęcimek	oświęcimek	PROPN
dem-1076	264	42	,	,	PUNCT
dem-1076	264	43	p.	p.	NOUN
dem-1076	264	44	(	(	PUNCT
dem-1076	264	45	2005	2005	NUM
dem-1076	264	46	)	)	PUNCT
dem-1076	264	47	,	,	PUNCT
dem-1076	264	48	multifraktalne	multifraktalne	PROPN
dem-1076	264	49	charakterystyki	charakterystyki	PROPN
dem-1076	264	50	finansowych	finansowych	PROPN
dem-1076	264	51	szeregów	szeregów	PROPN
dem-1076	264	52	czasowych	czasowych	NOUN
dem-1076	264	53	(	(	PUNCT
dem-1076	264	54	multifractal	multifractal	ADJ
dem-1076	264	55	characteristics	characteristic	NOUN
dem-1076	264	56	of	of	ADP
dem-1076	264	57	financial	financial	ADJ
dem-1076	264	58	time	time	NOUN
dem-1076	264	59	series	series	PROPN
dem-1076	264	60	)	)	PUNCT
dem-1076	264	61	,	,	PUNCT
dem-1076	264	62	doctor	doctor	NOUN
dem-1076	264	63	thesis	thesis	NOUN
dem-1076	264	64	,	,	PUNCT
dem-1076	264	65	instytut	instytut	PROPN
dem-1076	264	66	fizyki	fizyki	NOUN
dem-1076	264	67	jądrowej	jądrowej	VERB
dem-1076	264	68	polskiej	polskiej	PROPN
dem-1076	264	69	akademii	akademii	PROPN
dem-1076	264	70	nauk	nauk	PROPN
dem-1076	264	71	(	(	PUNCT
dem-1076	264	72	nuclear	nuclear	PROPN
dem-1076	264	73	physics	physics	PROPN
dem-1076	264	74	institute	institute	PROPN
dem-1076	264	75	of	of	ADP
dem-1076	264	76	the	the	DET
dem-1076	264	77	polish	polish	PROPN
dem-1076	264	78	academy	academy	NOUN
dem-1076	264	79	of	of	ADP
dem-1076	264	80	science	science	NOUN
dem-1076	264	81	)	)	PUNCT
dem-1076	264	82	.	.	PUNCT
dem-1076	265	1	paweł	paweł	VERB
dem-1076	265	2	kliber	kliber	PROPN
dem-1076	265	3	184	184	NUM
dem-1076	265	4	rockafellar	rockafellar	ADJ
dem-1076	265	5	,	,	PUNCT
dem-1076	265	6	r.	r.	PROPN
dem-1076	265	7	t.	t.	PROPN
dem-1076	265	8	(	(	PUNCT
dem-1076	265	9	1970	1970	NUM
dem-1076	265	10	)	)	PUNCT
dem-1076	265	11	,	,	PUNCT
dem-1076	265	12	convex	convex	VERB
dem-1076	265	13	analysis	analysis	NOUN
dem-1076	265	14	,	,	PUNCT
dem-1076	265	15	princeton	princeton	PROPN
dem-1076	265	16	university	university	PROPN
dem-1076	265	17	press	press	PROPN
dem-1076	265	18	,	,	PUNCT
dem-1076	265	19	princeton	princeton	PROPN
dem-1076	265	20	.	.	PUNCT
dem-1076	266	1	sharpe	sharpe	PROPN
dem-1076	266	2	,	,	PUNCT
dem-1076	266	3	w.	w.	PROPN
dem-1076	266	4	f.	f.	PROPN
dem-1076	266	5	(	(	PUNCT
dem-1076	266	6	1963	1963	NUM
dem-1076	266	7	)	)	PUNCT
dem-1076	266	8	,	,	PUNCT
dem-1076	266	9	a	a	DET
dem-1076	266	10	simplified	simplified	ADJ
dem-1076	266	11	model	model	NOUN
dem-1076	266	12	for	for	ADP
dem-1076	266	13	portfolio	portfolio	NOUN
dem-1076	266	14	analysis	analysis	NOUN
dem-1076	266	15	,	,	PUNCT
dem-1076	266	16	management	management	NOUN
dem-1076	266	17	science	science	NOUN
dem-1076	266	18	9	9	NUM
dem-1076	266	19	,	,	PUNCT
dem-1076	266	20	277–293	277–293	NUM
dem-1076	266	21	.	.	PUNCT
dem-1076	267	1	todorov	todorov	PROPN
dem-1076	267	2	,	,	PUNCT
dem-1076	267	3	v.	v.	PROPN
dem-1076	267	4	,	,	PUNCT
dem-1076	267	5	tauchen	tauchen	NOUN
dem-1076	267	6	,	,	PUNCT
dem-1076	267	7	g.	g.	PROPN
dem-1076	267	8	(	(	PUNCT
dem-1076	267	9	2009	2009	NUM
dem-1076	267	10	)	)	PUNCT
dem-1076	267	11	,	,	PUNCT
dem-1076	267	12	activity	activity	NOUN
dem-1076	267	13	signature	signature	NOUN
dem-1076	267	14	function	function	NOUN
dem-1076	267	15	for	for	ADP
dem-1076	267	16	high	high	ADJ
dem-1076	267	17	-	-	PUNCT
dem-1076	267	18	frequency	frequency	NOUN
dem-1076	267	19	data	datum	NOUN
dem-1076	267	20	analysis	analysis	NOUN
dem-1076	267	21	,	,	PUNCT
dem-1076	267	22	journal	journal	NOUN
dem-1076	267	23	of	of	ADP
dem-1076	267	24	econometrics	econometric	NOUN
dem-1076	267	25	,	,	PUNCT
dem-1076	267	26	preprint	preprint	NOUN
dem-1076	267	27	at	at	ADP
dem-1076	267	28	http://ideas.repec.org	http://ideas.repec.org	PROPN
dem-1076	267	29	(	(	PUNCT
dem-1076	267	30	7.09.2011	7.09.2011	NUM
dem-1076	267	31	)	)	PUNCT
dem-1076	267	32	.	.	PUNCT
dem-1076	268	1	turiel	turiel	PROPN
dem-1076	268	2	,	,	PUNCT
dem-1076	268	3	a.	a.	NOUN
dem-1076	268	4	,	,	PUNCT
dem-1076	268	5	pérez	pérez	NOUN
dem-1076	268	6	-	-	PUNCT
dem-1076	268	7	vincente	vincente	NOUN
dem-1076	268	8	,	,	PUNCT
dem-1076	268	9	c.	c.	PROPN
dem-1076	268	10	,	,	PUNCT
dem-1076	268	11	grazzini	grazzini	PROPN
dem-1076	268	12	,	,	PUNCT
dem-1076	268	13	j.	j.	PROPN
dem-1076	268	14	(	(	PUNCT
dem-1076	268	15	2006	2006	NUM
dem-1076	268	16	)	)	PUNCT
dem-1076	268	17	,	,	PUNCT
dem-1076	268	18	numerical	numerical	ADJ
dem-1076	268	19	methods	method	NOUN
dem-1076	268	20	for	for	ADP
dem-1076	268	21	the	the	DET
dem-1076	268	22	estimation	estimation	NOUN
dem-1076	268	23	of	of	ADP
dem-1076	268	24	multifractal	multifractal	ADJ
dem-1076	268	25	singularity	singularity	NOUN
dem-1076	268	26	spectra	spectra	NOUN
dem-1076	268	27	on	on	ADP
dem-1076	268	28	sampled	sample	VERB
dem-1076	268	29	data	datum	NOUN
dem-1076	268	30	:	:	PUNCT
dem-1076	268	31	a	a	DET
dem-1076	268	32	comparative	comparative	ADJ
dem-1076	268	33	study	study	NOUN
dem-1076	268	34	,	,	PUNCT
dem-1076	268	35	journal	journal	NOUN
dem-1076	268	36	of	of	ADP
dem-1076	268	37	computational	computational	ADJ
dem-1076	268	38	physics	physic	NOUN
dem-1076	268	39	216	216	NUM
dem-1076	268	40	,	,	PUNCT
dem-1076	268	41	362–390	362–390	NUM
dem-1076	268	42	.	.	PUNCT
dem-1076	269	1	zhang	zhang	PROPN
dem-1076	269	2	,	,	PUNCT
dem-1076	269	3	l.	l.	PROPN
dem-1076	269	4	,	,	PUNCT
dem-1076	269	5	mykland	mykland	NOUN
dem-1076	269	6	,	,	PUNCT
dem-1076	269	7	p.	p.	NOUN
dem-1076	269	8	a.	a.	NOUN
dem-1076	269	9	,	,	PUNCT
dem-1076	269	10	aït	aït	PROPN
dem-1076	269	11	-	-	PUNCT
dem-1076	269	12	sahalia	sahalia	PROPN
dem-1076	269	13	y.	y.	PROPN
dem-1076	269	14	(	(	PUNCT
dem-1076	269	15	2005	2005	NUM
dem-1076	269	16	)	)	PUNCT
dem-1076	269	17	,	,	PUNCT
dem-1076	269	18	a	a	DET
dem-1076	269	19	tale	tale	NOUN
dem-1076	269	20	of	of	ADP
dem-1076	269	21	two	two	NUM
dem-1076	269	22	time	time	NOUN
dem-1076	269	23	scales	scale	NOUN
dem-1076	269	24	:	:	PUNCT
dem-1076	269	25	determining	determine	VERB
dem-1076	269	26	integrated	integrated	ADJ
dem-1076	269	27	volatility	volatility	NOUN
dem-1076	269	28	with	with	ADP
dem-1076	269	29	noisy	noisy	ADJ
dem-1076	269	30	high	high	ADJ
dem-1076	269	31	-	-	PUNCT
dem-1076	269	32	frequency	frequency	NOUN
dem-1076	269	33	data	datum	NOUN
dem-1076	269	34	,	,	PUNCT
dem-1076	269	35	journal	journal	NOUN
dem-1076	269	36	of	of	ADP
dem-1076	269	37	the	the	DET
dem-1076	269	38	american	american	PROPN
dem-1076	269	39	statistical	statistical	ADJ
dem-1076	269	40	association	association	PROPN
dem-1076	269	41	100	100	NUM
dem-1076	269	42	,	,	PUNCT
dem-1076	269	43	1394–1411	1394–1411	NUM
dem-1076	269	44	.	.	PUNCT
dem-1076	270	1	zhang	zhang	PROPN
dem-1076	270	2	,	,	PUNCT
dem-1076	270	3	l.	l.	PROPN
dem-1076	270	4	(	(	PUNCT
dem-1076	270	5	2007	2007	NUM
dem-1076	270	6	)	)	PUNCT
dem-1076	270	7	,	,	PUNCT
dem-1076	270	8	what	what	PRON
dem-1076	270	9	you	you	PRON
dem-1076	270	10	do	do	AUX
dem-1076	270	11	n’t	not	PART
dem-1076	270	12	know	know	VERB
dem-1076	270	13	can	can	AUX
dem-1076	270	14	not	not	PART
dem-1076	270	15	hurt	hurt	VERB
dem-1076	270	16	you	you	PRON
dem-1076	270	17	:	:	PUNCT
dem-1076	270	18	on	on	ADP
dem-1076	270	19	the	the	DET
dem-1076	270	20	detection	detection	NOUN
dem-1076	270	21	of	of	ADP
dem-1076	270	22	small	small	ADJ
dem-1076	270	23	jumps	jump	NOUN
dem-1076	270	24	,	,	PUNCT
dem-1076	270	25	working	work	VERB
dem-1076	270	26	paper	paper	NOUN
dem-1076	270	27	at	at	ADP
dem-1076	270	28	http://tigger.uic.edu/~lanzhang/	http://tigger.uic.edu/~lanzhang/	PROPN
dem-1076	270	29	(	(	PUNCT
dem-1076	270	30	7.09.2011	7.09.2011	NUM
dem-1076	270	31	)	)	PUNCT
dem-1076	270	32	.	.	PUNCT
dem-1076	271	1	aktywność	aktywność	PROPN
dem-1076	271	2	skoków	skoków	VERB
dem-1076	271	3	i	i	PRON
dem-1076	271	4	spectrum	spectrum	VERB
dem-1076	271	5	osobliwości	osobliwości	ADJ
dem-1076	271	6	dla	dla	NOUN
dem-1076	271	7	instrumentów	instrumentów	NOUN
dem-1076	272	1	z	z	PROPN
dem-1076	272	2	polskiego	polskiego	PROPN
dem-1076	272	3	rynku	rynku	PROPN
dem-1076	272	4	finansowego	finansowego	PROPN
dem-1076	273	1	z	z	PROPN
dem-1076	274	1	a	a	DET
dem-1076	274	2	r	r	NOUN
dem-1076	274	3	y	y	PROPN
dem-1076	274	4	s	s	PROPN
dem-1076	274	5	t	t	NOUN
dem-1076	274	6	r	r	NOUN
dem-1076	274	7	e	e	PROPN
dem-1076	274	8	ś	ś	PROPN
dem-1076	274	9	c	c	PROPN
dem-1076	274	10	i.	i.	PROPN
dem-1076	274	11	w	w	PROPN
dem-1076	274	12	artykule	artykule	PROPN
dem-1076	274	13	podejmujemy	podejmujemy	PROPN
dem-1076	274	14	próbę	próbę	PROPN
dem-1076	274	15	oszacowania	oszacowania	PROPN
dem-1076	274	16	aktywności	aktywności	PROPN
dem-1076	274	17	skoków	skoków	PROPN
dem-1076	274	18	w	w	PROPN
dem-1076	274	19	procesach	procesach	PROPN
dem-1076	274	20	cen	cen	PROPN
dem-1076	274	21	kilku	kilku	PROPN
dem-1076	274	22	instrumentów	instrumentów	PROPN
dem-1076	274	23	z	z	PROPN
dem-1076	274	24	polskiego	polskiego	PROPN
dem-1076	274	25	rynku	rynku	PROPN
dem-1076	274	26	finansowego	finansowego	PROPN
dem-1076	274	27	.	.	PUNCT
dem-1076	275	1	jako	jako	PROPN
dem-1076	275	2	miarę	miarę	PROPN
dem-1076	275	3	aktywności	aktywności	PROPN
dem-1076	275	4	skoków	skoków	VERB
dem-1076	275	5	przyjmujemy	przyjmujemy	PROPN
dem-1076	275	6	indeks	indek	NOUN
dem-1076	275	7	β	β	PROPN
dem-1076	275	8	blumenthala	blumenthala	NOUN
dem-1076	275	9	-	-	PUNCT
dem-1076	275	10	getoora	getoora	NOUN
dem-1076	275	11	dla	dla	NOUN
dem-1076	275	12	procesów	procesów	PROPN
dem-1076	275	13	lévy’ego	lévy’ego	PROPN
dem-1076	275	14	.	.	PUNCT
dem-1076	276	1	pozwala	pozwala	PROPN
dem-1076	276	2	nam	nam	PROPN
dem-1076	276	3	to	to	PART
dem-1076	276	4	na	na	VERB
dem-1076	276	5	rozróżnienie	rozróżnienie	PROPN
dem-1076	276	6	procesów	procesów	PROPN
dem-1076	276	7	charakteryzujących	charakteryzujących	PROPN
dem-1076	277	1	się	się	PROPN
dem-1076	277	2	rzadkimi	rzadkimi	ADP
dem-1076	277	3	i	i	PRON
dem-1076	277	4	dużymi	dużymi	VERB
dem-1076	277	5	skokami	skokami	NOUN
dem-1076	278	1	i	i	PRON
dem-1076	278	2	procesów	procesów	VERB
dem-1076	278	3	o	o	X
dem-1076	279	1	nieskończonej	nieskończonej	NOUN
dem-1076	279	2	aktywności	aktywności	NOUN
dem-1076	279	3	procesu	procesu	PROPN
dem-1076	279	4	skoków	skoków	NOUN
dem-1076	279	5	.	.	PUNCT
dem-1076	280	1	aktywność	aktywność	PROPN
dem-1076	280	2	skoków	skoków	VERB
dem-1076	280	3	szacujemy	szacujemy	PROPN
dem-1076	280	4	trzema	trzema	PROPN
dem-1076	280	5	różnymi	różnymi	VERB
dem-1076	280	6	metodami	metodami	ADJ
dem-1076	280	7	.	.	PUNCT
dem-1076	281	1	wykorzystujemy	wykorzystujemy	PROPN
dem-1076	281	2	wykresy	wykresy	ADJ
dem-1076	281	3	podpisu	podpisu	PROPN
dem-1076	281	4	aktywności	aktywności	NOUN
dem-1076	281	5	(	(	PUNCT
dem-1076	281	6	activity	activity	NOUN
dem-1076	281	7	signature	signature	NOUN
dem-1076	281	8	plots	plot	NOUN
dem-1076	281	9	)	)	PUNCT
dem-1076	281	10	do	do	VERB
dem-1076	281	11	zbadania	zbadania	PROPN
dem-1076	281	12	typu	typu	PROPN
dem-1076	281	13	procesu	procesu	PROPN
dem-1076	281	14	.	.	PUNCT
dem-1076	282	1	następnie	następnie	NOUN
dem-1076	282	2	korzystamy	korzystamy	PROPN
dem-1076	282	3	z	z	PROPN
dem-1076	282	4	estymatora	estymatora	PROPN
dem-1076	282	5	aït	aït	X
dem-1076	282	6	-	-	PUNCT
dem-1076	282	7	sahalii	sahalii	NOUN
dem-1076	282	8	i	i	PRON
dem-1076	282	9	jacod	jacod	NOUN
dem-1076	282	10	,	,	PUNCT
dem-1076	282	11	opartego	opartego	NOUN
dem-1076	282	12	na	na	ADP
dem-1076	282	13	liczbie	liczbie	NOUN
dem-1076	282	14	przekroczeń	przekroczeń	NOUN
dem-1076	282	15	,	,	PUNCT
dem-1076	282	16	do	do	AUX
dem-1076	282	17	oszacowania	oszacowania	PROPN
dem-1076	282	18	wartości	wartości	VERB
dem-1076	282	19	indeksu	indeksu	PROPN
dem-1076	282	20			PROPN
dem-1076	282	21	.	.	PUNCT
dem-1076	283	1	wreszcie	wreszcie	PROPN
dem-1076	283	2	korzystamy	korzystamy	PROPN
dem-1076	283	3	ze	ze	PROPN
dem-1076	283	4	spektrum	spektrum	PROPN
dem-1076	283	5	ciągłości	ciągłości	PROPN
dem-1076	283	6	oraz	oraz	PROPN
dem-1076	283	7	z	z	PROPN
dem-1076	283	8	odpowiednich	odpowiednich	PROPN
dem-1076	283	9	twierdzeń	twierdzeń	NOUN
dem-1076	283	10	na	na	INTJ
dem-1076	283	11	temat	temat	PROPN
dem-1076	283	12	przebiegu	przebiegu	PROPN
dem-1076	283	13	tej	tej	PROPN
dem-1076	283	14	funkcji	funkcji	PROPN
dem-1076	283	15	dla	dla	NOUN
dem-1076	283	16	procesów	procesów	PROPN
dem-1076	283	17	lévy’ego	lévy’ego	PROPN
dem-1076	283	18	z	z	PROPN
dem-1076	283	19	różnymi	różnymi	NOUN
dem-1076	283	20	wartościami	wartościami	PROPN
dem-1076	283	21	indeksu	indeksu	PROPN
dem-1076	283	22			PROPN
dem-1076	283	23	.	.	PUNCT
dem-1076	284	1	s	s	PART
dem-1076	284	2	ł	ł	PROPN
dem-1076	284	3	o	o	X
dem-1076	284	4	w	w	NOUN
dem-1076	284	5	a	a	DET
dem-1076	284	6	k	k	X
dem-1076	284	7	l	l	NOUN
dem-1076	284	8	u	u	NOUN
dem-1076	285	1	c	c	NOUN
dem-1076	285	2	z	z	NOUN
dem-1076	285	3	o	o	X
dem-1076	285	4	w	w	PROPN
dem-1076	286	1	e	e	NOUN
dem-1076	286	2	:	:	PUNCT
dem-1076	286	3	wykładnicze	wykładnicze	NOUN
dem-1076	286	4	modele	modele	PROPN
dem-1076	286	5	lévy’ego	lévy’ego	PROPN
dem-1076	286	6	,	,	PUNCT
dem-1076	286	7	indeks	indek	NOUN
dem-1076	286	8	blumenthala	blumenthala	NOUN
dem-1076	286	9	-	-	PUNCT
dem-1076	286	10	getoora	getoora	PROPN
dem-1076	286	11	,	,	PUNCT
dem-1076	286	12	spektrum	spektrum	PROPN
dem-1076	286	13	osobliwości	osobliwości	PROPN
dem-1076	286	14	.	.	PUNCT