id	sid	tid	token	lemma	pos
dem-15819	1	1	2017	2017	NUM
dem-15819	1	2	nicolaus	nicolaus	PROPN
dem-15819	1	3	copernicus	copernicus	PROPN
dem-15819	1	4	university	university	PROPN
dem-15819	1	5	.	.	PUNCT
dem-15819	2	1	all	all	DET
dem-15819	2	2	rights	right	NOUN
dem-15819	2	3	reserved	reserve	VERB
dem-15819	2	4	.	.	PUNCT
dem-15819	3	1	http://www.dem.umk.pl/dem	http://www.dem.umk.pl/dem	PROPN
dem-15819	4	1	d	d	PUNCT
dem-15819	4	2	y	y	PROPN
dem-15819	4	3	n	n	PROPN
dem-15819	4	4	a	a	PRON
dem-15819	4	5	m	m	VERB
dem-15819	5	1	i	i	NOUN
dem-15819	5	2	c	c	NOUN
dem-15819	5	3	e	e	NOUN
dem-15819	5	4	c	c	NOUN
dem-15819	5	5	o	o	X
dem-15819	6	1	n	n	INTJ
dem-15819	6	2	o	o	NOUN
dem-15819	6	3	m	m	VERB
dem-15819	7	1	e	e	NOUN
dem-15819	7	2	t	t	NOUN
dem-15819	7	3	r	r	NOUN
dem-15819	7	4	i	i	NOUN
dem-15819	7	5	c	c	NOUN
dem-15819	7	6	m	m	VERB
dem-15819	7	7	o	o	NOUN
dem-15819	7	8	d	d	X
dem-15819	7	9	e	e	X
dem-15819	7	10	l	l	NOUN
dem-15819	7	11	s	s	X
dem-15819	7	12	doi	doi	NOUN
dem-15819	7	13	:	:	PUNCT
dem-15819	7	14	http://dx.doi.org/10.12775/dem.2017.010	http://dx.doi.org/10.12775/dem.2017.010	NOUN
dem-15819	7	15	vol	vol	NOUN
dem-15819	7	16	.	.	PROPN
dem-15819	8	1	17	17	NUM
dem-15819	8	2	(	(	PUNCT
dem-15819	8	3	2017	2017	NUM
dem-15819	8	4	)	)	PUNCT
dem-15819	9	1	161−176	161−176	PROPN
dem-15819	9	2	submitted	submit	VERB
dem-15819	9	3	november	november	PROPN
dem-15819	9	4	29	29	NUM
dem-15819	9	5	,	,	PUNCT
dem-15819	9	6	2017	2017	NUM
dem-15819	9	7	issn	issn	X
dem-15819	9	8	(	(	PUNCT
dem-15819	9	9	online	online	ADJ
dem-15819	9	10	)	)	PUNCT
dem-15819	9	11	2450	2450	NUM
dem-15819	9	12	-	-	SYM
dem-15819	9	13	7067	7067	NUM
dem-15819	9	14	accepted	accept	VERB
dem-15819	9	15	december	december	PROPN
dem-15819	9	16	28	28	NUM
dem-15819	9	17	,	,	PUNCT
dem-15819	9	18	2017	2017	NUM
dem-15819	9	19	issn	issn	PROPN
dem-15819	9	20	(	(	PUNCT
dem-15819	9	21	print	print	NOUN
dem-15819	9	22	)	)	PUNCT
dem-15819	9	23	1234	1234	NUM
dem-15819	9	24	-	-	SYM
dem-15819	9	25	3862	3862	NUM
dem-15819	9	26	barbara	barbara	PROPN
dem-15819	9	27	będowska	będowska	PROPN
dem-15819	9	28	-	-	PUNCT
dem-15819	9	29	sójka	sójka	PROPN
dem-15819	9	30	*	*	PUNCT
dem-15819	9	31	evaluating	evaluate	VERB
dem-15819	9	32	the	the	DET
dem-15819	9	33	accuracy	accuracy	NOUN
dem-15819	9	34	of	of	ADP
dem-15819	9	35	time	time	NOUN
dem-15819	9	36	-	-	PUNCT
dem-15819	9	37	varying	vary	VERB
dem-15819	9	38	beta	beta	NOUN
dem-15819	9	39	.	.	PUNCT
dem-15819	10	1	the	the	DET
dem-15819	10	2	evidence	evidence	NOUN
dem-15819	10	3	from	from	ADP
dem-15819	10	4	poland	poland	PROPN
dem-15819	10	5	a	a	DET
dem-15819	10	6	b	b	PROPN
dem-15819	10	7	s	s	ADP
dem-15819	10	8	t	t	PROPN
dem-15819	10	9	r	r	NOUN
dem-15819	10	10	a	a	DET
dem-15819	10	11	c	c	NOUN
dem-15819	10	12	t.	t.	NOUN
dem-15819	10	13	this	this	DET
dem-15819	10	14	paper	paper	NOUN
dem-15819	10	15	empirically	empirically	ADV
dem-15819	10	16	investigates	investigate	VERB
dem-15819	10	17	various	various	ADJ
dem-15819	10	18	approaches	approach	NOUN
dem-15819	10	19	to	to	AUX
dem-15819	10	20	model	model	VERB
dem-15819	10	21	time	time	NOUN
dem-15819	10	22	-	-	PUNCT
dem-15819	10	23	varying	vary	VERB
dem-15819	10	24	systematic	systematic	ADJ
dem-15819	10	25	risk	risk	NOUN
dem-15819	10	26	on	on	ADP
dem-15819	10	27	the	the	DET
dem-15819	10	28	polish	polish	ADJ
dem-15819	10	29	capital	capital	NOUN
dem-15819	10	30	market	market	NOUN
dem-15819	10	31	.	.	PUNCT
dem-15819	11	1	a	a	DET
dem-15819	11	2	plenty	plenty	NOUN
dem-15819	11	3	of	of	ADP
dem-15819	11	4	methods	method	NOUN
dem-15819	11	5	is	be	AUX
dem-15819	11	6	examined	examine	VERB
dem-15819	11	7	in	in	ADP
dem-15819	11	8	the	the	DET
dem-15819	11	9	developed	develop	VERB
dem-15819	11	10	markets	market	NOUN
dem-15819	11	11	and	and	CCONJ
dem-15819	11	12	the	the	DET
dem-15819	11	13	kalman	kalman	PROPN
dem-15819	11	14	filter	filter	NOUN
dem-15819	11	15	approach	approach	NOUN
dem-15819	11	16	is	be	AUX
dem-15819	11	17	usually	usually	ADV
dem-15819	11	18	indicated	indicate	VERB
dem-15819	11	19	as	as	ADP
dem-15819	11	20	the	the	DET
dem-15819	11	21	best	good	ADJ
dem-15819	11	22	method	method	NOUN
dem-15819	11	23	for	for	ADP
dem-15819	11	24	estimation	estimation	NOUN
dem-15819	11	25	of	of	ADP
dem-15819	11	26	time	time	NOUN
dem-15819	11	27	-	-	PUNCT
dem-15819	11	28	varying	vary	VERB
dem-15819	11	29	beta	beta	NOUN
dem-15819	11	30	.	.	PUNCT
dem-15819	12	1	however	however	ADV
dem-15819	12	2	,	,	PUNCT
dem-15819	12	3	there	there	PRON
dem-15819	12	4	exists	exist	VERB
dem-15819	12	5	a	a	DET
dem-15819	12	6	gap	gap	NOUN
dem-15819	12	7	in	in	ADP
dem-15819	12	8	the	the	DET
dem-15819	12	9	studies	study	NOUN
dem-15819	12	10	for	for	ADP
dem-15819	12	11	the	the	DET
dem-15819	12	12	emerging	emerge	VERB
dem-15819	12	13	markets	market	NOUN
dem-15819	12	14	.	.	PUNCT
dem-15819	13	1	in	in	ADP
dem-15819	13	2	the	the	DET
dem-15819	13	3	paper	paper	NOUN
dem-15819	13	4	we	we	PRON
dem-15819	13	5	apply	apply	VERB
dem-15819	13	6	weekly	weekly	ADJ
dem-15819	13	7	data	datum	NOUN
dem-15819	13	8	of	of	ADP
dem-15819	13	9	fifteen	fifteen	NUM
dem-15819	13	10	stocks	stock	NOUN
dem-15819	13	11	listed	list	VERB
dem-15819	13	12	on	on	ADP
dem-15819	13	13	the	the	DET
dem-15819	13	14	warsaw	warsaw	PROPN
dem-15819	13	15	stock	stock	PROPN
dem-15819	13	16	exchange	exchange	PROPN
dem-15819	13	17	from	from	ADP
dem-15819	13	18	banking	banking	NOUN
dem-15819	13	19	and	and	CCONJ
dem-15819	13	20	informatics	informatic	NOUN
dem-15819	13	21	sector	sector	NOUN
dem-15819	13	22	.	.	PUNCT
dem-15819	14	1	the	the	DET
dem-15819	14	2	sample	sample	NOUN
dem-15819	14	3	starts	start	VERB
dem-15819	14	4	at	at	ADP
dem-15819	14	5	the	the	DET
dem-15819	14	6	beginning	beginning	NOUN
dem-15819	14	7	of	of	ADP
dem-15819	14	8	2001	2001	NUM
dem-15819	14	9	and	and	CCONJ
dem-15819	14	10	ends	end	VERB
dem-15819	14	11	in	in	ADP
dem-15819	14	12	2015	2015	NUM
dem-15819	14	13	including	include	VERB
dem-15819	14	14	the	the	DET
dem-15819	14	15	hectic	hectic	ADJ
dem-15819	14	16	crisis	crisis	NOUN
dem-15819	14	17	period	period	NOUN
dem-15819	14	18	.	.	PUNCT
dem-15819	15	1	we	we	PRON
dem-15819	15	2	estimate	estimate	VERB
dem-15819	15	3	beta	beta	ADJ
dem-15819	15	4	within	within	ADP
dem-15819	15	5	few	few	ADJ
dem-15819	15	6	competing	compete	VERB
dem-15819	15	7	approaches	approach	NOUN
dem-15819	15	8	:	:	PUNCT
dem-15819	15	9	two	two	NUM
dem-15819	15	10	mgarch	mgarch	NOUN
dem-15819	15	11	models	model	NOUN
dem-15819	15	12	,	,	PUNCT
dem-15819	15	13	bekk	bekk	NOUN
dem-15819	15	14	and	and	CCONJ
dem-15819	15	15	dcc	dcc	PROPN
dem-15819	15	16	,	,	PUNCT
dem-15819	15	17	unobserved	unobserved	ADJ
dem-15819	15	18	component	component	NOUN
dem-15819	15	19	model	model	NOUN
dem-15819	15	20	,	,	PUNCT
dem-15819	15	21	and	and	CCONJ
dem-15819	15	22	static	static	ADJ
dem-15819	15	23	beta	beta	NOUN
dem-15819	15	24	from	from	ADP
dem-15819	15	25	linear	linear	PROPN
dem-15819	15	26	regression	regression	NOUN
dem-15819	15	27	.	.	PUNCT
dem-15819	16	1	all	all	DET
dem-15819	16	2	beta	beta	ADJ
dem-15819	16	3	estimates	estimate	NOUN
dem-15819	16	4	are	be	AUX
dem-15819	16	5	compared	compare	VERB
dem-15819	16	6	in	in	ADP
dem-15819	16	7	the	the	DET
dem-15819	16	8	securities	security	NOUN
dem-15819	16	9	market	market	NOUN
dem-15819	16	10	line	line	NOUN
dem-15819	16	11	framework	framework	NOUN
dem-15819	16	12	.	.	PUNCT
dem-15819	17	1	we	we	PRON
dem-15819	17	2	find	find	VERB
dem-15819	17	3	that	that	SCONJ
dem-15819	17	4	unobserved	unobserved	ADJ
dem-15819	17	5	component	component	NOUN
dem-15819	17	6	beta	beta	NOUN
dem-15819	17	7	together	together	ADV
dem-15819	17	8	with	with	ADP
dem-15819	17	9	beta	beta	NOUN
dem-15819	17	10	from	from	ADP
dem-15819	17	11	dcc	dcc	PROPN
dem-15819	17	12	model	model	NOUN
dem-15819	17	13	have	have	VERB
dem-15819	17	14	higher	high	ADJ
dem-15819	17	15	predictive	predictive	ADJ
dem-15819	17	16	accuracy	accuracy	NOUN
dem-15819	17	17	than	than	ADP
dem-15819	17	18	beta	beta	ADJ
dem-15819	17	19	from	from	ADP
dem-15819	17	20	bekk	bekk	NOUN
dem-15819	17	21	model	model	NOUN
dem-15819	17	22	or	or	CCONJ
dem-15819	17	23	static	static	ADJ
dem-15819	17	24	beta	beta	NOUN
dem-15819	17	25	.	.	PUNCT
dem-15819	18	1	the	the	DET
dem-15819	18	2	beta	beta	ADJ
dem-15819	18	3	estimates	estimate	NOUN
dem-15819	18	4	are	be	AUX
dem-15819	18	5	positively	positively	ADV
dem-15819	18	6	correlated	correlate	VERB
dem-15819	18	7	within	within	ADP
dem-15819	18	8	the	the	DET
dem-15819	18	9	industry	industry	NOUN
dem-15819	18	10	and	and	CCONJ
dem-15819	18	11	negatively	negatively	ADV
dem-15819	18	12	correlated	correlate	VERB
dem-15819	18	13	for	for	ADP
dem-15819	18	14	stocks	stock	NOUN
dem-15819	18	15	from	from	ADP
dem-15819	18	16	different	different	ADJ
dem-15819	18	17	sectors	sector	NOUN
dem-15819	18	18	.	.	PUNCT
dem-15819	19	1	finally	finally	ADV
dem-15819	19	2	,	,	PUNCT
dem-15819	19	3	the	the	DET
dem-15819	19	4	prediction	prediction	NOUN
dem-15819	19	5	of	of	ADP
dem-15819	19	6	beta	beta	ADJ
dem-15819	19	7	coefficients	coefficient	NOUN
dem-15819	19	8	are	be	AUX
dem-15819	19	9	more	more	ADV
dem-15819	19	10	accurate	accurate	ADJ
dem-15819	19	11	for	for	ADP
dem-15819	19	12	stocks	stock	NOUN
dem-15819	19	13	from	from	ADP
dem-15819	19	14	banking	banking	NOUN
dem-15819	19	15	sector	sector	NOUN
dem-15819	19	16	than	than	ADP
dem-15819	19	17	for	for	ADP
dem-15819	19	18	it	it	PRON
dem-15819	19	19	companies	company	NOUN
dem-15819	19	20	.	.	PUNCT
dem-15819	20	1	k	k	PROPN
dem-15819	20	2	e	e	PROPN
dem-15819	20	3	y	y	PROPN
dem-15819	20	4	w	w	NOUN
dem-15819	20	5	o	o	NOUN
dem-15819	20	6	r	r	NOUN
dem-15819	20	7	d	d	NOUN
dem-15819	20	8	s	s	X
dem-15819	20	9	:	:	PUNCT
dem-15819	20	10	bekk	bekk	ADV
dem-15819	20	11	;	;	PUNCT
dem-15819	20	12	dcc	dcc	PROPN
dem-15819	20	13	;	;	PUNCT
dem-15819	20	14	kalman	kalman	PROPN
dem-15819	20	15	filter	filter	PROPN
dem-15819	20	16	;	;	PUNCT
dem-15819	20	17	mgarch	mgarch	NOUN
dem-15819	20	18	;	;	PUNCT
dem-15819	20	19	time	time	NOUN
dem-15819	20	20	-	-	PUNCT
dem-15819	20	21	varying	vary	VERB
dem-15819	20	22	beta	beta	NOUN
dem-15819	20	23	.	.	PUNCT
dem-15819	21	1	j	j	PROPN
dem-15819	21	2	e	e	PROPN
dem-15819	21	3	l	l	PROPN
dem-15819	21	4	classification	classification	NOUN
dem-15819	21	5	:	:	PUNCT
dem-15819	21	6	g15	g15	PROPN
dem-15819	21	7	;	;	PUNCT
dem-15819	21	8	q47	q47	NOUN
dem-15819	21	9	.	.	PUNCT
dem-15819	22	1	*	*	PUNCT
dem-15819	22	2	correspondence	correspondence	NOUN
dem-15819	22	3	to	to	ADP
dem-15819	22	4	:	:	PUNCT
dem-15819	22	5	barbara	barbara	PROPN
dem-15819	22	6	będowska	będowska	PROPN
dem-15819	22	7	-	-	PUNCT
dem-15819	22	8	sójka	sójka	PROPN
dem-15819	22	9	,	,	PUNCT
dem-15819	22	10	poznań	poznań	PROPN
dem-15819	22	11	university	university	PROPN
dem-15819	22	12	of	of	ADP
dem-15819	22	13	economics	economic	NOUN
dem-15819	22	14	and	and	CCONJ
dem-15819	22	15	business	business	NOUN
dem-15819	22	16	,	,	PUNCT
dem-15819	22	17	faculty	faculty	NOUN
dem-15819	22	18	of	of	ADP
dem-15819	22	19	informatics	informatic	NOUN
dem-15819	22	20	and	and	CCONJ
dem-15819	22	21	electronic	electronic	ADJ
dem-15819	22	22	economy	economy	NOUN
dem-15819	22	23	,	,	PUNCT
dem-15819	22	24	al	al	PROPN
dem-15819	22	25	.	.	PUNCT
dem-15819	23	1	niepodległości	niepodległości	PROPN
dem-15819	23	2	10	10	NUM
dem-15819	23	3	,	,	PUNCT
dem-15819	23	4	61	61	NUM
dem-15819	23	5	-	-	SYM
dem-15819	23	6	857	857	NUM
dem-15819	23	7	poznań	poznań	NOUN
dem-15819	23	8	,	,	PUNCT
dem-15819	23	9	poland	poland	PROPN
dem-15819	23	10	,	,	PUNCT
dem-15819	23	11	e	e	NOUN
dem-15819	23	12	-	-	NOUN
dem-15819	23	13	mail	mail	NOUN
dem-15819	23	14	:	:	PUNCT
dem-15819	23	15	barbara.bedowska-sojka-ue.poznan.pl	barbara.bedowska-sojka-ue.poznan.pl	PROPN
dem-15819	23	16	.	.	PUNCT
dem-15819	24	1	this	this	DET
dem-15819	24	2	paper	paper	NOUN
dem-15819	24	3	was	be	AUX
dem-15819	24	4	presented	present	VERB
dem-15819	24	5	at	at	ADP
dem-15819	24	6	forecasting	forecast	VERB
dem-15819	24	7	financial	financial	ADJ
dem-15819	24	8	markets	market	NOUN
dem-15819	24	9	and	and	CCONJ
dem-15819	24	10	economic	economic	ADJ
dem-15819	24	11	decision	decision	NOUN
dem-15819	24	12	making	make	VERB
dem-15819	24	13	findecon	findecon	NOUN
dem-15819	24	14	2016	2016	NUM
dem-15819	24	15	in	in	ADP
dem-15819	24	16	łódź	łódź	PROPN
dem-15819	24	17	,	,	PUNCT
dem-15819	24	18	18th	18th	ADJ
dem-15819	24	19	oxmetrics	oxmetric	NOUN
dem-15819	24	20	user	user	NOUN
dem-15819	24	21	conference	conference	PROPN
dem-15819	24	22	2016	2016	NUM
dem-15819	24	23	in	in	ADP
dem-15819	24	24	london	london	PROPN
dem-15819	24	25	and	and	CCONJ
dem-15819	24	26	econometric	econometric	ADJ
dem-15819	24	27	research	research	NOUN
dem-15819	24	28	in	in	ADP
dem-15819	24	29	finance	finance	NOUN
dem-15819	24	30	workshop	workshop	NOUN
dem-15819	24	31	2016	2016	NUM
dem-15819	24	32	in	in	ADP
dem-15819	24	33	warsaw	warsaw	PROPN
dem-15819	24	34	.	.	PUNCT
dem-15819	25	1	i	i	PRON
dem-15819	25	2	would	would	AUX
dem-15819	25	3	like	like	VERB
dem-15819	25	4	to	to	PART
dem-15819	25	5	thank	thank	VERB
dem-15819	25	6	two	two	NUM
dem-15819	25	7	anonymous	anonymous	ADJ
dem-15819	25	8	reviewers	reviewer	NOUN
dem-15819	25	9	for	for	ADP
dem-15819	25	10	their	their	PRON
dem-15819	25	11	valuable	valuable	ADJ
dem-15819	25	12	comments	comment	NOUN
dem-15819	25	13	and	and	CCONJ
dem-15819	25	14	suggestions	suggestion	NOUN
dem-15819	25	15	.	.	PUNCT
dem-15819	26	1	the	the	DET
dem-15819	26	2	usual	usual	ADJ
dem-15819	26	3	disclaimer	disclaimer	NOUN
dem-15819	26	4	applies	apply	VERB
dem-15819	26	5	.	.	PUNCT
dem-15819	27	1	1	1	NUM
dem-15819	27	2	the	the	DET
dem-15819	27	3	other	other	ADJ
dem-15819	27	4	possible	possible	ADJ
dem-15819	27	5	specifications	specification	NOUN
dem-15819	27	6	are	be	AUX
dem-15819	27	7	presented	present	VERB
dem-15819	27	8	in	in	ADP
dem-15819	27	9	kurach	kurach	NOUN
dem-15819	27	10	and	and	CCONJ
dem-15819	27	11	stelmach	stelmach	NOUN
dem-15819	27	12	(	(	PUNCT
dem-15819	27	13	kurach	kurach	NOUN
dem-15819	27	14	and	and	CCONJ
dem-15819	27	15	this	this	DET
dem-15819	27	16	paper	paper	NOUN
dem-15819	27	17	was	be	AUX
dem-15819	27	18	presented	present	VERB
dem-15819	27	19	at	at	ADP
dem-15819	27	20	forecasting	forecast	VERB
dem-15819	27	21	financial	financial	ADJ
dem-15819	27	22	markets	market	NOUN
dem-15819	27	23	and	and	CCONJ
dem-15819	27	24	economic	economic	ADJ
dem-15819	27	25	decision	decision	NOUN
dem-15819	27	26	making	make	VERB
dem-15819	27	27	findecon	findecon	NOUN
dem-15819	27	28	2016	2016	NUM
dem-15819	27	29	in	in	ADP
dem-15819	27	30	łódź	łódź	PROPN
dem-15819	27	31	,	,	PUNCT
dem-15819	27	32	18th	18th	ADJ
dem-15819	27	33	oxmetrics	oxmetric	NOUN
dem-15819	27	34	user	user	NOUN
dem-15819	27	35	conference	conference	PROPN
dem-15819	27	36	2016	2016	NUM
dem-15819	27	37	in	in	ADP
dem-15819	27	38	london	london	PROPN
dem-15819	27	39	and	and	CCONJ
dem-15819	27	40	econometric	econometric	ADJ
dem-15819	27	41	research	research	NOUN
dem-15819	27	42	in	in	ADP
dem-15819	27	43	finance	finance	NOUN
dem-15819	27	44	workshop	workshop	NOUN
dem-15819	27	45	2016	2016	NUM
dem-15819	27	46	in	in	ADP
dem-15819	27	47	warsaw	warsaw	PROPN
dem-15819	27	48	.	.	PUNCT
dem-15819	28	1	i	i	PRON
dem-15819	28	2	would	would	AUX
dem-15819	28	3	like	like	VERB
dem-15819	28	4	to	to	PART
dem-15819	28	5	thank	thank	VERB
dem-15819	28	6	two	two	NUM
dem-15819	28	7	anonymous	anonymous	ADJ
dem-15819	28	8	reviewers	reviewer	NOUN
dem-15819	28	9	for	for	ADP
dem-15819	28	10	their	their	PRON
dem-15819	28	11	valuable	valuable	ADJ
dem-15819	28	12	comments	comment	NOUN
dem-15819	28	13	and	and	CCONJ
dem-15819	28	14	suggestions	suggestion	NOUN
dem-15819	28	15	.	.	PUNCT
dem-15819	29	1	the	the	DET
dem-15819	29	2	usual	usual	ADJ
dem-15819	29	3	disclaimer	disclaimer	NOUN
dem-15819	29	4	applies	apply	VERB
dem-15819	29	5	.	.	PUNCT
dem-15819	30	1	https://orcid.org/0000-0001-5193-8304	https://orcid.org/0000-0001-5193-8304	PROPN
dem-15819	30	2	barbara	barbara	PROPN
dem-15819	30	3	będowska	będowska	PROPN
dem-15819	30	4	-	-	PUNCT
dem-15819	30	5	sójka	sójka	ADV
dem-15819	30	6	dynamic	dynamic	ADJ
dem-15819	30	7	econometric	econometric	ADJ
dem-15819	30	8	models	model	NOUN
dem-15819	30	9	17	17	NUM
dem-15819	30	10	(	(	PUNCT
dem-15819	30	11	2017	2017	NUM
dem-15819	30	12	)	)	PUNCT
dem-15819	30	13	161–176	161–176	NUM
dem-15819	30	14	162	162	NUM
dem-15819	30	15	introduction	introduction	NOUN
dem-15819	30	16	according	accord	VERB
dem-15819	30	17	to	to	ADP
dem-15819	30	18	capital	capital	NOUN
dem-15819	30	19	asset	asset	NOUN
dem-15819	30	20	pricing	pricing	NOUN
dem-15819	30	21	model	model	NOUN
dem-15819	30	22	,	,	PUNCT
dem-15819	30	23	capm	capm	PROPN
dem-15819	30	24	,	,	PUNCT
dem-15819	30	25	the	the	DET
dem-15819	30	26	beta	beta	NOUN
dem-15819	30	27	as	as	ADP
dem-15819	30	28	the	the	DET
dem-15819	30	29	measure	measure	NOUN
dem-15819	30	30	of	of	ADP
dem-15819	30	31	the	the	DET
dem-15819	30	32	systematic	systematic	ADJ
dem-15819	30	33	risk	risk	NOUN
dem-15819	30	34	,	,	PUNCT
dem-15819	30	35	is	be	AUX
dem-15819	30	36	the	the	DET
dem-15819	30	37	only	only	ADJ
dem-15819	30	38	risk	risk	NOUN
dem-15819	30	39	factor	factor	NOUN
dem-15819	30	40	important	important	ADJ
dem-15819	30	41	for	for	ADP
dem-15819	30	42	investors	investor	NOUN
dem-15819	30	43	(	(	PUNCT
dem-15819	30	44	andersen	andersen	PROPN
dem-15819	30	45	,	,	PUNCT
dem-15819	30	46	et	et	PROPN
dem-15819	30	47	al	al	PROPN
dem-15819	30	48	.	.	PROPN
dem-15819	30	49	,	,	PUNCT
dem-15819	30	50	2006	2006	NUM
dem-15819	30	51	)	)	PUNCT
dem-15819	30	52	.	.	PUNCT
dem-15819	31	1	the	the	DET
dem-15819	31	2	estimation	estimation	NOUN
dem-15819	31	3	and	and	CCONJ
dem-15819	31	4	prediction	prediction	NOUN
dem-15819	31	5	of	of	ADP
dem-15819	31	6	beta	beta	ADJ
dem-15819	31	7	value	value	NOUN
dem-15819	31	8	is	be	AUX
dem-15819	31	9	relevant	relevant	ADJ
dem-15819	31	10	for	for	ADP
dem-15819	31	11	investment	investment	NOUN
dem-15819	31	12	decisions	decision	NOUN
dem-15819	31	13	as	as	ADV
dem-15819	31	14	well	well	ADV
dem-15819	31	15	as	as	ADP
dem-15819	31	16	for	for	ADP
dem-15819	31	17	measuring	measure	VERB
dem-15819	31	18	the	the	DET
dem-15819	31	19	performance	performance	NOUN
dem-15819	31	20	of	of	ADP
dem-15819	31	21	fund	fund	NOUN
dem-15819	31	22	managers	manager	NOUN
dem-15819	31	23	(	(	PUNCT
dem-15819	31	24	e.g.	e.g.	ADV
dem-15819	31	25	through	through	ADP
dem-15819	31	26	the	the	DET
dem-15819	31	27	treynor	treynor	NOUN
dem-15819	31	28	ratio	ratio	NOUN
dem-15819	31	29	)	)	PUNCT
dem-15819	31	30	,	,	PUNCT
dem-15819	31	31	betas	beta	NOUN
dem-15819	31	32	are	be	AUX
dem-15819	31	33	also	also	ADV
dem-15819	31	34	strongly	strongly	ADV
dem-15819	31	35	required	require	VERB
dem-15819	31	36	in	in	ADP
dem-15819	31	37	asset	asset	NOUN
dem-15819	31	38	pricing	pricing	NOUN
dem-15819	31	39	,	,	PUNCT
dem-15819	31	40	portfolio	portfolio	NOUN
dem-15819	31	41	selection	selection	NOUN
dem-15819	31	42	,	,	PUNCT
dem-15819	31	43	asset	asset	NOUN
dem-15819	31	44	allocation	allocation	NOUN
dem-15819	31	45	and	and	CCONJ
dem-15819	31	46	risk	risk	NOUN
dem-15819	31	47	management	management	NOUN
dem-15819	31	48	(	(	PUNCT
dem-15819	31	49	choudhry	choudhry	NOUN
dem-15819	31	50	and	and	CCONJ
dem-15819	31	51	wu	wu	PROPN
dem-15819	31	52	,	,	PUNCT
dem-15819	31	53	2008	2008	NUM
dem-15819	31	54	)	)	PUNCT
dem-15819	31	55	.	.	PUNCT
dem-15819	32	1	moreover	moreover	ADV
dem-15819	32	2	,	,	PUNCT
dem-15819	32	3	investors	investor	NOUN
dem-15819	32	4	need	need	VERB
dem-15819	32	5	a	a	DET
dem-15819	32	6	good	good	ADJ
dem-15819	32	7	approximation	approximation	NOUN
dem-15819	32	8	of	of	ADP
dem-15819	32	9	beta	beta	NOUN
dem-15819	32	10	as	as	SCONJ
dem-15819	32	11	it	it	PRON
dem-15819	32	12	allows	allow	VERB
dem-15819	32	13	to	to	PART
dem-15819	32	14	measure	measure	VERB
dem-15819	32	15	the	the	DET
dem-15819	32	16	cost	cost	NOUN
dem-15819	32	17	of	of	ADP
dem-15819	32	18	capital	capital	NOUN
dem-15819	32	19	.	.	PUNCT
dem-15819	33	1	the	the	DET
dem-15819	33	2	important	important	ADJ
dem-15819	33	3	question	question	NOUN
dem-15819	33	4	in	in	ADP
dem-15819	33	5	the	the	DET
dem-15819	33	6	literature	literature	NOUN
dem-15819	33	7	is	be	AUX
dem-15819	33	8	how	how	SCONJ
dem-15819	33	9	to	to	PART
dem-15819	33	10	estimate	estimate	VERB
dem-15819	33	11	true	true	ADJ
dem-15819	33	12	latent	latent	NOUN
dem-15819	33	13	beta	beta	ADJ
dem-15819	33	14	coefficient	coefficient	NOUN
dem-15819	33	15	.	.	PUNCT
dem-15819	34	1	in	in	ADP
dem-15819	34	2	the	the	DET
dem-15819	34	3	classic	classic	ADJ
dem-15819	34	4	capm	capm	NOUN
dem-15819	34	5	,	,	PUNCT
dem-15819	34	6	we	we	PRON
dem-15819	34	7	assume	assume	VERB
dem-15819	34	8	that	that	SCONJ
dem-15819	34	9	beta	beta	NOUN
dem-15819	34	10	is	be	AUX
dem-15819	34	11	a	a	DET
dem-15819	34	12	constant	constant	ADJ
dem-15819	34	13	measure	measure	NOUN
dem-15819	34	14	of	of	ADP
dem-15819	34	15	systematic	systematic	ADJ
dem-15819	34	16	risk	risk	NOUN
dem-15819	34	17	.	.	PUNCT
dem-15819	35	1	however	however	ADV
dem-15819	35	2	,	,	PUNCT
dem-15819	35	3	a	a	DET
dem-15819	35	4	vast	vast	NOUN
dem-15819	35	5	of	of	ADP
dem-15819	35	6	the	the	DET
dem-15819	35	7	literature	literature	NOUN
dem-15819	35	8	devoted	devote	VERB
dem-15819	35	9	to	to	ADP
dem-15819	35	10	examination	examination	NOUN
dem-15819	35	11	of	of	ADP
dem-15819	35	12	the	the	DET
dem-15819	35	13	beta	beta	NOUN
dem-15819	35	14	stability	stability	NOUN
dem-15819	35	15	shows	show	VERB
dem-15819	35	16	a	a	DET
dem-15819	35	17	considerable	considerable	ADJ
dem-15819	35	18	evidence	evidence	NOUN
dem-15819	35	19	against	against	ADP
dem-15819	35	20	this	this	DET
dem-15819	35	21	assumption	assumption	NOUN
dem-15819	35	22	(	(	PUNCT
dem-15819	35	23	andersen	andersen	PROPN
dem-15819	35	24	et	et	PROPN
dem-15819	35	25	al	al	PROPN
dem-15819	35	26	.	.	PROPN
dem-15819	35	27	,	,	PUNCT
dem-15819	35	28	2006	2006	NUM
dem-15819	35	29	;	;	PUNCT
dem-15819	35	30	brooks	brooks	PROPN
dem-15819	35	31	et	et	PROPN
dem-15819	35	32	al	al	PROPN
dem-15819	35	33	.	.	PROPN
dem-15819	35	34	,	,	PUNCT
dem-15819	35	35	1998	1998	NUM
dem-15819	35	36	;	;	PUNCT
dem-15819	35	37	faff	faff	PROPN
dem-15819	35	38	et	et	PROPN
dem-15819	35	39	al	al	PROPN
dem-15819	35	40	.	.	PROPN
dem-15819	35	41	,	,	PUNCT
dem-15819	35	42	2000	2000	NUM
dem-15819	35	43	;	;	PUNCT
dem-15819	35	44	huang	huang	PROPN
dem-15819	35	45	and	and	CCONJ
dem-15819	35	46	litzenberger	litzenberger	NOUN
dem-15819	35	47	,	,	PUNCT
dem-15819	35	48	1988	1988	NUM
dem-15819	35	49	;	;	PUNCT
dem-15819	35	50	jagannathan	jagannathan	PROPN
dem-15819	35	51	and	and	CCONJ
dem-15819	35	52	wang	wang	PROPN
dem-15819	35	53	,	,	PUNCT
dem-15819	35	54	1996	1996	NUM
dem-15819	35	55	;	;	PUNCT
dem-15819	35	56	menchero	menchero	NOUN
dem-15819	35	57	et	et	PROPN
dem-15819	35	58	al	al	PROPN
dem-15819	35	59	.	.	PROPN
dem-15819	35	60	,	,	PUNCT
dem-15819	35	61	2016	2016	NUM
dem-15819	35	62	)	)	PUNCT
dem-15819	35	63	.	.	PUNCT
dem-15819	36	1	the	the	DET
dem-15819	36	2	static	static	ADJ
dem-15819	36	3	capm	capm	PROPN
dem-15819	36	4	loses	lose	VERB
dem-15819	36	5	in	in	ADP
dem-15819	36	6	favor	favor	NOUN
dem-15819	36	7	of	of	ADP
dem-15819	36	8	the	the	DET
dem-15819	36	9	conditional	conditional	ADJ
dem-15819	36	10	version	version	NOUN
dem-15819	36	11	of	of	ADP
dem-15819	36	12	capm	capm	PROPN
dem-15819	36	13	with	with	ADP
dem-15819	36	14	time	time	NOUN
dem-15819	36	15	-	-	PUNCT
dem-15819	36	16	varying	vary	VERB
dem-15819	36	17	betas	beta	NOUN
dem-15819	36	18	(	(	PUNCT
dem-15819	36	19	campbell	campbell	PROPN
dem-15819	36	20	et	et	PROPN
dem-15819	36	21	al	al	PROPN
dem-15819	36	22	.	.	PROPN
dem-15819	36	23	,	,	PUNCT
dem-15819	36	24	1997	1997	NUM
dem-15819	36	25	)	)	PUNCT
dem-15819	36	26	,	,	PUNCT
dem-15819	36	27	which	which	PRON
dem-15819	36	28	accounts	account	VERB
dem-15819	36	29	for	for	ADP
dem-15819	36	30	the	the	DET
dem-15819	36	31	fact	fact	NOUN
dem-15819	36	32	that	that	SCONJ
dem-15819	36	33	betas	beta	NOUN
dem-15819	36	34	and	and	CCONJ
dem-15819	36	35	expected	expect	VERB
dem-15819	36	36	returns	return	NOUN
dem-15819	36	37	vary	vary	VERB
dem-15819	36	38	over	over	ADP
dem-15819	36	39	business	business	NOUN
dem-15819	36	40	cycle	cycle	NOUN
dem-15819	36	41	and	and	CCONJ
dem-15819	36	42	“	"	PUNCT
dem-15819	36	43	depend	depend	VERB
dem-15819	36	44	on	on	ADP
dem-15819	36	45	the	the	DET
dem-15819	36	46	nature	nature	NOUN
dem-15819	36	47	of	of	ADP
dem-15819	36	48	the	the	DET
dem-15819	36	49	information	information	NOUN
dem-15819	36	50	available	available	ADJ
dem-15819	36	51	at	at	ADP
dem-15819	36	52	any	any	DET
dem-15819	36	53	given	give	VERB
dem-15819	36	54	point	point	NOUN
dem-15819	36	55	in	in	ADP
dem-15819	36	56	time	time	NOUN
dem-15819	36	57	”	"	PUNCT
dem-15819	36	58	(	(	PUNCT
dem-15819	36	59	jagannathan	jagannathan	PROPN
dem-15819	36	60	and	and	CCONJ
dem-15819	36	61	wang	wang	PROPN
dem-15819	36	62	,	,	PUNCT
dem-15819	36	63	1996	1996	NUM
dem-15819	36	64	)	)	PUNCT
dem-15819	36	65	.	.	PUNCT
dem-15819	37	1	a	a	DET
dem-15819	37	2	great	great	ADJ
dem-15819	37	3	number	number	NOUN
dem-15819	37	4	of	of	ADP
dem-15819	37	5	empirical	empirical	ADJ
dem-15819	37	6	studies	study	NOUN
dem-15819	37	7	use	use	VERB
dem-15819	37	8	different	different	ADJ
dem-15819	37	9	approaches	approach	NOUN
dem-15819	37	10	to	to	PART
dem-15819	37	11	estimate	estimate	VERB
dem-15819	37	12	beta	beta	NOUN
dem-15819	37	13	,	,	PUNCT
dem-15819	37	14	all	all	PRON
dem-15819	37	15	having	have	VERB
dem-15819	37	16	some	some	DET
dem-15819	37	17	advantages	advantage	NOUN
dem-15819	37	18	and	and	CCONJ
dem-15819	37	19	drawbacks	drawback	NOUN
dem-15819	37	20	.	.	PUNCT
dem-15819	38	1	the	the	DET
dem-15819	38	2	estimates	estimate	NOUN
dem-15819	38	3	from	from	ADP
dem-15819	38	4	different	different	ADJ
dem-15819	38	5	models	model	NOUN
dem-15819	38	6	usually	usually	ADV
dem-15819	38	7	differ	differ	VERB
dem-15819	38	8	substantially	substantially	ADV
dem-15819	38	9	.	.	PUNCT
dem-15819	39	1	the	the	DET
dem-15819	39	2	most	most	ADV
dem-15819	39	3	common	common	ADJ
dem-15819	39	4	approaches	approach	NOUN
dem-15819	39	5	are	be	AUX
dem-15819	39	6	:	:	PUNCT
dem-15819	39	7	linear	linear	ADJ
dem-15819	39	8	regression	regression	NOUN
dem-15819	39	9	where	where	SCONJ
dem-15819	39	10	beta	beta	NOUN
dem-15819	39	11	is	be	AUX
dem-15819	39	12	assumed	assume	VERB
dem-15819	39	13	to	to	PART
dem-15819	39	14	be	be	AUX
dem-15819	39	15	stable	stable	ADJ
dem-15819	39	16	(	(	PUNCT
dem-15819	39	17	dębski	dębski	PROPN
dem-15819	39	18	,	,	PUNCT
dem-15819	39	19	et	et	PROPN
dem-15819	39	20	al	al	PROPN
dem-15819	39	21	.	.	PROPN
dem-15819	39	22	,	,	PUNCT
dem-15819	39	23	2014	2014	NUM
dem-15819	39	24	)	)	PUNCT
dem-15819	39	25	,	,	PUNCT
dem-15819	39	26	multivariate	multivariate	NOUN
dem-15819	39	27	garch	garch	NOUN
dem-15819	39	28	models	model	NOUN
dem-15819	39	29	(	(	PUNCT
dem-15819	39	30	mgarch	mgarch	NOUN
dem-15819	39	31	)	)	PUNCT
dem-15819	39	32	,	,	PUNCT
dem-15819	39	33	that	that	PRON
dem-15819	39	34	are	be	AUX
dem-15819	39	35	employed	employ	VERB
dem-15819	39	36	to	to	PART
dem-15819	39	37	estimate	estimate	VERB
dem-15819	39	38	the	the	DET
dem-15819	39	39	time	time	NOUN
dem-15819	39	40	-	-	PUNCT
dem-15819	39	41	varying	vary	VERB
dem-15819	39	42	beta	beta	NOUN
dem-15819	39	43	(	(	PUNCT
dem-15819	39	44	brooks	brooks	PROPN
dem-15819	39	45	et	et	PROPN
dem-15819	39	46	al	al	PROPN
dem-15819	39	47	.	.	PROPN
dem-15819	39	48	,	,	PUNCT
dem-15819	39	49	1998	1998	NUM
dem-15819	39	50	)	)	PUNCT
dem-15819	39	51	,	,	PUNCT
dem-15819	39	52	realized	realize	VERB
dem-15819	39	53	betas	beta	NOUN
dem-15819	39	54	derived	derive	VERB
dem-15819	39	55	from	from	ADP
dem-15819	39	56	realized	realize	VERB
dem-15819	39	57	volatility	volatility	NOUN
dem-15819	39	58	introduced	introduce	VERB
dem-15819	39	59	by	by	ADP
dem-15819	39	60	andersen	andersen	PROPN
dem-15819	39	61	and	and	CCONJ
dem-15819	39	62	bollerslev	bollerslev	ADJ
dem-15819	39	63	(	(	PUNCT
dem-15819	39	64	1998	1998	NUM
dem-15819	39	65	)	)	PUNCT
dem-15819	39	66	and	and	CCONJ
dem-15819	39	67	developed	develop	VERB
dem-15819	39	68	in	in	ADP
dem-15819	39	69	further	further	ADJ
dem-15819	39	70	works	work	NOUN
dem-15819	39	71	(	(	PUNCT
dem-15819	39	72	andersen	andersen	PROPN
dem-15819	39	73	et	et	PROPN
dem-15819	39	74	al	al	PROPN
dem-15819	39	75	.	.	PROPN
dem-15819	39	76	,	,	PUNCT
dem-15819	39	77	2001	2001	NUM
dem-15819	39	78	;	;	PUNCT
dem-15819	39	79	andersen	andersen	PROPN
dem-15819	39	80	et	et	PROPN
dem-15819	39	81	al	al	PROPN
dem-15819	39	82	.	.	PROPN
dem-15819	39	83	,	,	PUNCT
dem-15819	39	84	2010	2010	NUM
dem-15819	39	85	;	;	PUNCT
dem-15819	39	86	andersen	andersen	PROPN
dem-15819	39	87	et	et	PROPN
dem-15819	39	88	al	al	PROPN
dem-15819	39	89	.	.	PROPN
dem-15819	39	90	,	,	PUNCT
dem-15819	39	91	2006	2006	NUM
dem-15819	39	92	;	;	PUNCT
dem-15819	40	1	hajizadeh	hajizadeh	INTJ
dem-15819	40	2	et	et	PROPN
dem-15819	40	3	al	al	PROPN
dem-15819	40	4	.	.	PROPN
dem-15819	40	5	,	,	PUNCT
dem-15819	40	6	2012	2012	NUM
dem-15819	40	7	)	)	PUNCT
dem-15819	40	8	,	,	PUNCT
dem-15819	40	9	or	or	CCONJ
dem-15819	40	10	beta	beta	NOUN
dem-15819	40	11	estimated	estimate	VERB
dem-15819	40	12	in	in	ADP
dem-15819	40	13	the	the	DET
dem-15819	40	14	rolling	rolling	ADJ
dem-15819	40	15	window	window	NOUN
dem-15819	40	16	within	within	ADP
dem-15819	40	17	a	a	DET
dem-15819	40	18	linear	linear	ADJ
dem-15819	40	19	regression	regression	NOUN
dem-15819	40	20	.	.	PUNCT
dem-15819	41	1	another	another	DET
dem-15819	41	2	and	and	CCONJ
dem-15819	41	3	very	very	ADV
dem-15819	41	4	promising	promising	ADJ
dem-15819	41	5	approach	approach	NOUN
dem-15819	41	6	to	to	PART
dem-15819	41	7	estimate	estimate	VERB
dem-15819	41	8	time	time	NOUN
dem-15819	41	9	-	-	PUNCT
dem-15819	41	10	varying	vary	VERB
dem-15819	41	11	beta	beta	NOUN
dem-15819	41	12	is	be	AUX
dem-15819	41	13	the	the	DET
dem-15819	41	14	kalman	kalman	NOUN
dem-15819	41	15	filter	filter	NOUN
dem-15819	41	16	technique	technique	NOUN
dem-15819	41	17	(	(	PUNCT
dem-15819	41	18	brooks	brooks	PROPN
dem-15819	41	19	et	et	PROPN
dem-15819	41	20	al	al	PROPN
dem-15819	41	21	.	.	PROPN
dem-15819	41	22	,	,	PUNCT
dem-15819	41	23	1998	1998	NUM
dem-15819	41	24	;	;	PUNCT
dem-15819	41	25	kurach	kurach	NOUN
dem-15819	41	26	and	and	CCONJ
dem-15819	41	27	stelmach	stelmach	NOUN
dem-15819	41	28	,	,	PUNCT
dem-15819	41	29	2014	2014	NUM
dem-15819	41	30	;	;	PUNCT
dem-15819	41	31	lie	lie	VERB
dem-15819	41	32	et	et	PROPN
dem-15819	41	33	al	al	PROPN
dem-15819	41	34	.	.	PROPN
dem-15819	41	35	,	,	PUNCT
dem-15819	41	36	2000	2000	NUM
dem-15819	41	37	)	)	PUNCT
dem-15819	41	38	.	.	PUNCT
dem-15819	42	1	in	in	ADP
dem-15819	42	2	few	few	ADJ
dem-15819	42	3	works	work	NOUN
dem-15819	42	4	the	the	DET
dem-15819	42	5	kalman	kalman	PROPN
dem-15819	42	6	filter	filter	NOUN
dem-15819	42	7	is	be	AUX
dem-15819	42	8	found	find	VERB
dem-15819	42	9	to	to	PART
dem-15819	42	10	perform	perform	VERB
dem-15819	42	11	better	well	ADJ
dem-15819	42	12	than	than	ADP
dem-15819	42	13	the	the	DET
dem-15819	42	14	garch	garch	NOUN
dem-15819	42	15	specifications	specification	NOUN
dem-15819	42	16	(	(	PUNCT
dem-15819	42	17	brooks	brooks	PROPN
dem-15819	42	18	et	et	PROPN
dem-15819	42	19	al	al	PROPN
dem-15819	42	20	.	.	PROPN
dem-15819	42	21	,	,	PUNCT
dem-15819	42	22	1998	1998	NUM
dem-15819	42	23	;	;	PUNCT
dem-15819	42	24	lie	lie	VERB
dem-15819	42	25	et	et	PROPN
dem-15819	42	26	al	al	PROPN
dem-15819	42	27	.	.	PROPN
dem-15819	42	28	,	,	PUNCT
dem-15819	42	29	2000	2000	NUM
dem-15819	42	30	)	)	PUNCT
dem-15819	42	31	.	.	PUNCT
dem-15819	43	1	several	several	ADJ
dem-15819	43	2	papers	paper	NOUN
dem-15819	43	3	examine	examine	VERB
dem-15819	43	4	the	the	DET
dem-15819	43	5	beta	beta	ADJ
dem-15819	43	6	coefficients	coefficient	NOUN
dem-15819	43	7	on	on	ADP
dem-15819	43	8	the	the	DET
dem-15819	43	9	warsaw	warsaw	PROPN
dem-15819	43	10	stock	stock	PROPN
dem-15819	43	11	exchange	exchange	PROPN
dem-15819	43	12	.	.	PUNCT
dem-15819	44	1	dębski	dębski	PROPN
dem-15819	44	2	et	et	PROPN
dem-15819	44	3	al	al	PROPN
dem-15819	44	4	.	.	PROPN
dem-15819	45	1	(	(	PUNCT
dem-15819	45	2	2014	2014	NUM
dem-15819	45	3	)	)	PUNCT
dem-15819	45	4	study	study	VERB
dem-15819	45	5	the	the	DET
dem-15819	45	6	impact	impact	NOUN
dem-15819	45	7	of	of	ADP
dem-15819	45	8	sampling	sample	VERB
dem-15819	45	9	frequency	frequency	NOUN
dem-15819	45	10	of	of	ADP
dem-15819	45	11	the	the	DET
dem-15819	45	12	beta	beta	NOUN
dem-15819	45	13	estimates	estimate	NOUN
dem-15819	45	14	,	,	PUNCT
dem-15819	45	15	kurach	kurach	NOUN
dem-15819	45	16	and	and	CCONJ
dem-15819	45	17	stelmach	stelmach	NOUN
dem-15819	45	18	(	(	PUNCT
dem-15819	45	19	kurach	kurach	NOUN
dem-15819	45	20	and	and	CCONJ
dem-15819	45	21	stelmach	stelmach	NOUN
dem-15819	45	22	,	,	PUNCT
dem-15819	45	23	2014	2014	NUM
dem-15819	45	24	)	)	PUNCT
dem-15819	45	25	focus	focus	VERB
dem-15819	45	26	on	on	ADP
dem-15819	45	27	different	different	ADJ
dem-15819	45	28	behavior	behavior	NOUN
dem-15819	45	29	of	of	ADP
dem-15819	45	30	sector	sector	NOUN
dem-15819	45	31	beta	beta	NOUN
dem-15819	45	32	that	that	PRON
dem-15819	45	33	are	be	AUX
dem-15819	45	34	estimated	estimate	VERB
dem-15819	45	35	with	with	ADP
dem-15819	45	36	kalman	kalman	PROPN
dem-15819	45	37	filter	filter	NOUN
dem-15819	45	38	evaluating	evaluate	VERB
dem-15819	45	39	the	the	DET
dem-15819	45	40	accuracy	accuracy	NOUN
dem-15819	45	41	of	of	ADP
dem-15819	45	42	time	time	NOUN
dem-15819	45	43	-	-	PUNCT
dem-15819	45	44	varying	vary	VERB
dem-15819	45	45	beta	beta	NOUN
dem-15819	45	46	.	.	PUNCT
dem-15819	46	1	the	the	DET
dem-15819	46	2	evidence	evidence	NOUN
dem-15819	46	3	from	from	ADP
dem-15819	46	4	poland	poland	PROPN
dem-15819	46	5	dynamic	dynamic	ADJ
dem-15819	46	6	econometric	econometric	ADJ
dem-15819	46	7	models	model	NOUN
dem-15819	46	8	17	17	NUM
dem-15819	46	9	(	(	PUNCT
dem-15819	46	10	2017	2017	NUM
dem-15819	46	11	)	)	PUNCT
dem-15819	46	12	161–176	161–176	NUM
dem-15819	46	13	163	163	NUM
dem-15819	46	14	approach	approach	NOUN
dem-15819	46	15	,	,	PUNCT
dem-15819	46	16	while	while	SCONJ
dem-15819	46	17	dębski	dębski	PROPN
dem-15819	46	18	et	et	PROPN
dem-15819	46	19	al	al	PROPN
dem-15819	46	20	.	.	PUNCT
dem-15819	47	1	(	(	PUNCT
dem-15819	47	2	2016	2016	NUM
dem-15819	47	3	)	)	PUNCT
dem-15819	47	4	examine	examine	VERB
dem-15819	47	5	the	the	DET
dem-15819	47	6	stability	stability	NOUN
dem-15819	47	7	of	of	ADP
dem-15819	47	8	the	the	DET
dem-15819	47	9	beta	beta	ADJ
dem-15819	47	10	parameters	parameter	NOUN
dem-15819	47	11	over	over	ADP
dem-15819	47	12	bull	bull	NOUN
dem-15819	47	13	and	and	CCONJ
dem-15819	47	14	bear	bear	VERB
dem-15819	47	15	market	market	NOUN
dem-15819	47	16	for	for	ADP
dem-15819	47	17	134	134	NUM
dem-15819	47	18	largest	large	ADJ
dem-15819	47	19	companies	company	NOUN
dem-15819	47	20	.	.	PUNCT
dem-15819	48	1	the	the	DET
dem-15819	48	2	purpose	purpose	NOUN
dem-15819	48	3	of	of	ADP
dem-15819	48	4	our	our	PRON
dem-15819	48	5	paper	paper	NOUN
dem-15819	48	6	is	be	AUX
dem-15819	48	7	to	to	PART
dem-15819	48	8	compare	compare	VERB
dem-15819	48	9	beta	beta	ADJ
dem-15819	48	10	coefficients	coefficient	NOUN
dem-15819	48	11	obtained	obtain	VERB
dem-15819	48	12	from	from	ADP
dem-15819	48	13	different	different	ADJ
dem-15819	48	14	parametric	parametric	ADJ
dem-15819	48	15	methods	method	NOUN
dem-15819	48	16	.	.	PUNCT
dem-15819	49	1	we	we	PRON
dem-15819	49	2	focus	focus	VERB
dem-15819	49	3	on	on	ADP
dem-15819	49	4	data	datum	NOUN
dem-15819	49	5	of	of	ADP
dem-15819	49	6	weekly	weekly	ADJ
dem-15819	49	7	frequency	frequency	NOUN
dem-15819	49	8	for	for	ADP
dem-15819	49	9	fifteen	fifteen	NUM
dem-15819	49	10	stocks	stock	NOUN
dem-15819	49	11	quoted	quote	VERB
dem-15819	49	12	on	on	ADP
dem-15819	49	13	the	the	DET
dem-15819	49	14	warsaw	warsaw	PROPN
dem-15819	49	15	stock	stock	PROPN
dem-15819	49	16	exchange	exchange	NOUN
dem-15819	49	17	in	in	ADP
dem-15819	49	18	two	two	NUM
dem-15819	49	19	sectors	sector	NOUN
dem-15819	49	20	,	,	PUNCT
dem-15819	49	21	banking	banking	NOUN
dem-15819	49	22	and	and	CCONJ
dem-15819	49	23	it	it	PRON
dem-15819	49	24	.	.	PUNCT
dem-15819	50	1	according	accord	VERB
dem-15819	50	2	to	to	ADP
dem-15819	50	3	ftse	ftse	PROPN
dem-15819	50	4	russell	russell	PROPN
dem-15819	50	5	country	country	PROPN
dem-15819	50	6	classification	classification	VERB
dem-15819	50	7	the	the	DET
dem-15819	50	8	warsaw	warsaw	PROPN
dem-15819	50	9	stock	stock	PROPN
dem-15819	50	10	exchange	exchange	PROPN
dem-15819	50	11	is	be	AUX
dem-15819	50	12	perceived	perceive	VERB
dem-15819	50	13	as	as	ADP
dem-15819	50	14	an	an	DET
dem-15819	50	15	advanced	advanced	ADJ
dem-15819	50	16	emerging	emerge	VERB
dem-15819	50	17	market	market	NOUN
dem-15819	50	18	(	(	PUNCT
dem-15819	50	19	ftse	ftse	PROPN
dem-15819	50	20	,	,	PUNCT
dem-15819	50	21	2016	2016	NUM
dem-15819	50	22	;	;	PUNCT
dem-15819	50	23	wyman	wyman	NOUN
dem-15819	50	24	,	,	PUNCT
dem-15819	50	25	2016	2016	NUM
dem-15819	50	26	)	)	PUNCT
dem-15819	50	27	.	.	PUNCT
dem-15819	51	1	the	the	DET
dem-15819	51	2	stocks	stock	NOUN
dem-15819	51	3	in	in	ADP
dem-15819	51	4	our	our	PRON
dem-15819	51	5	sample	sample	NOUN
dem-15819	51	6	are	be	AUX
dem-15819	51	7	listed	list	VERB
dem-15819	51	8	through	through	ADP
dem-15819	51	9	the	the	DET
dem-15819	51	10	relatively	relatively	ADV
dem-15819	51	11	long	long	ADJ
dem-15819	51	12	period	period	NOUN
dem-15819	51	13	of	of	ADP
dem-15819	51	14	time	time	NOUN
dem-15819	51	15	as	as	ADP
dem-15819	51	16	for	for	ADP
dem-15819	51	17	the	the	DET
dem-15819	51	18	non	non	ADJ
dem-15819	51	19	-	-	ADJ
dem-15819	51	20	developed	developed	ADJ
dem-15819	51	21	market	market	NOUN
dem-15819	51	22	.	.	PUNCT
dem-15819	52	1	in	in	ADP
dem-15819	52	2	the	the	DET
dem-15819	52	3	paper	paper	NOUN
dem-15819	52	4	we	we	PRON
dem-15819	52	5	estimate	estimate	VERB
dem-15819	52	6	time	time	NOUN
dem-15819	52	7	-	-	PUNCT
dem-15819	52	8	varying	vary	VERB
dem-15819	52	9	beta	beta	NOUN
dem-15819	52	10	from	from	ADP
dem-15819	52	11	mgarch	mgarch	NOUN
dem-15819	52	12	models	model	NOUN
dem-15819	52	13	and	and	CCONJ
dem-15819	52	14	use	use	VERB
dem-15819	52	15	kalman	kalman	NOUN
dem-15819	52	16	filter	filter	NOUN
dem-15819	52	17	for	for	ADP
dem-15819	52	18	unobserved	unobserved	ADJ
dem-15819	52	19	component	component	NOUN
dem-15819	52	20	model	model	NOUN
dem-15819	52	21	.	.	PUNCT
dem-15819	53	1	we	we	PRON
dem-15819	53	2	examine	examine	VERB
dem-15819	53	3	how	how	SCONJ
dem-15819	53	4	methods	method	NOUN
dem-15819	53	5	,	,	PUNCT
dem-15819	53	6	that	that	PRON
dem-15819	53	7	have	have	AUX
dem-15819	53	8	been	be	AUX
dem-15819	53	9	already	already	ADV
dem-15819	53	10	used	use	VERB
dem-15819	53	11	in	in	ADP
dem-15819	53	12	the	the	DET
dem-15819	53	13	developed	develop	VERB
dem-15819	53	14	markets	market	NOUN
dem-15819	53	15	,	,	PUNCT
dem-15819	53	16	work	work	NOUN
dem-15819	53	17	when	when	SCONJ
dem-15819	53	18	applied	apply	VERB
dem-15819	53	19	to	to	ADP
dem-15819	53	20	data	datum	NOUN
dem-15819	53	21	from	from	ADP
dem-15819	53	22	the	the	DET
dem-15819	53	23	warsaw	warsaw	PROPN
dem-15819	53	24	stock	stock	PROPN
dem-15819	53	25	exchange	exchange	PROPN
dem-15819	53	26	.	.	PUNCT
dem-15819	54	1	two	two	NUM
dem-15819	54	2	step	step	NOUN
dem-15819	54	3	agenda	agenda	NOUN
dem-15819	54	4	is	be	AUX
dem-15819	54	5	used	use	VERB
dem-15819	54	6	:	:	PUNCT
dem-15819	54	7	first	first	ADV
dem-15819	54	8	we	we	PRON
dem-15819	54	9	calculate	calculate	VERB
dem-15819	54	10	timevarying	timevarye	VERB
dem-15819	54	11	beta	beta	ADJ
dem-15819	54	12	coefficients	coefficient	NOUN
dem-15819	54	13	with	with	ADP
dem-15819	54	14	different	different	ADJ
dem-15819	54	15	methods	method	NOUN
dem-15819	54	16	for	for	ADP
dem-15819	54	17	each	each	DET
dem-15819	54	18	stock	stock	NOUN
dem-15819	54	19	separately	separately	ADV
dem-15819	54	20	,	,	PUNCT
dem-15819	54	21	and	and	CCONJ
dem-15819	54	22	second	second	ADV
dem-15819	54	23	we	we	PRON
dem-15819	54	24	employ	employ	VERB
dem-15819	54	25	a	a	DET
dem-15819	54	26	procedure	procedure	NOUN
dem-15819	54	27	to	to	ADP
dem-15819	54	28	asses	ass	NOUN
dem-15819	54	29	which	which	DET
dem-15819	54	30	estimate	estimate	VERB
dem-15819	54	31	is	be	AUX
dem-15819	54	32	the	the	DET
dem-15819	54	33	closest	close	ADJ
dem-15819	54	34	to	to	ADP
dem-15819	54	35	the	the	DET
dem-15819	54	36	true	true	ADJ
dem-15819	54	37	unobservable	unobservable	ADJ
dem-15819	54	38	beta	beta	NOUN
dem-15819	54	39	.	.	PUNCT
dem-15819	55	1	this	this	DET
dem-15819	55	2	examination	examination	NOUN
dem-15819	55	3	is	be	AUX
dem-15819	55	4	done	do	VERB
dem-15819	55	5	in	in	ADP
dem-15819	55	6	the	the	DET
dem-15819	55	7	framework	framework	NOUN
dem-15819	55	8	of	of	ADP
dem-15819	55	9	securities	security	NOUN
dem-15819	55	10	market	market	NOUN
dem-15819	55	11	line	line	NOUN
dem-15819	55	12	,	,	PUNCT
dem-15819	55	13	and	and	CCONJ
dem-15819	55	14	as	as	ADP
dem-15819	55	15	such	such	ADJ
dem-15819	55	16	is	be	AUX
dem-15819	55	17	similar	similar	ADJ
dem-15819	55	18	to	to	ADP
dem-15819	55	19	approach	approach	NOUN
dem-15819	55	20	presented	present	VERB
dem-15819	55	21	in	in	ADP
dem-15819	55	22	choudhry	choudhry	PROPN
dem-15819	55	23	and	and	CCONJ
dem-15819	55	24	wu	wu	PROPN
dem-15819	55	25	(	(	PUNCT
dem-15819	55	26	2008	2008	NUM
dem-15819	55	27	)	)	PUNCT
dem-15819	55	28	.	.	PUNCT
dem-15819	56	1	we	we	PRON
dem-15819	56	2	find	find	VERB
dem-15819	56	3	that	that	SCONJ
dem-15819	56	4	beta	beta	ADJ
dem-15819	56	5	estimates	estimate	NOUN
dem-15819	56	6	from	from	ADP
dem-15819	56	7	kalman	kalman	PROPN
dem-15819	56	8	filter	filter	PROPN
dem-15819	56	9	together	together	ADV
dem-15819	56	10	with	with	ADP
dem-15819	56	11	beta	beta	ADJ
dem-15819	56	12	estimates	estimate	NOUN
dem-15819	56	13	from	from	ADP
dem-15819	56	14	dcc	dcc	PROPN
dem-15819	56	15	models	model	NOUN
dem-15819	56	16	have	have	VERB
dem-15819	56	17	the	the	DET
dem-15819	56	18	highest	high	ADJ
dem-15819	56	19	accuracy	accuracy	NOUN
dem-15819	56	20	.	.	PUNCT
dem-15819	57	1	in	in	ADP
dem-15819	57	2	our	our	PRON
dem-15819	57	3	sample	sample	NOUN
dem-15819	57	4	the	the	DET
dem-15819	57	5	beta	beta	NOUN
dem-15819	57	6	estimates	estimate	NOUN
dem-15819	57	7	within	within	ADP
dem-15819	57	8	one	one	NUM
dem-15819	57	9	industry	industry	NOUN
dem-15819	57	10	are	be	AUX
dem-15819	57	11	highly	highly	ADV
dem-15819	57	12	positively	positively	ADV
dem-15819	57	13	correlated	correlate	VERB
dem-15819	57	14	,	,	PUNCT
dem-15819	57	15	while	while	SCONJ
dem-15819	57	16	beta	beta	ADJ
dem-15819	57	17	estimates	estimate	NOUN
dem-15819	57	18	from	from	ADP
dem-15819	57	19	different	different	ADJ
dem-15819	57	20	sectors	sector	NOUN
dem-15819	57	21	are	be	AUX
dem-15819	57	22	characterized	characterize	VERB
dem-15819	57	23	by	by	ADP
dem-15819	57	24	negative	negative	ADJ
dem-15819	57	25	correlation	correlation	NOUN
dem-15819	57	26	coefficients	coefficient	NOUN
dem-15819	57	27	.	.	PUNCT
dem-15819	58	1	we	we	PRON
dem-15819	58	2	also	also	ADV
dem-15819	58	3	find	find	VERB
dem-15819	58	4	that	that	SCONJ
dem-15819	58	5	in	in	ADP
dem-15819	58	6	-	-	PUNCT
dem-15819	58	7	sample	sample	NOUN
dem-15819	58	8	errors	error	NOUN
dem-15819	58	9	are	be	AUX
dem-15819	58	10	lower	low	ADJ
dem-15819	58	11	in	in	ADP
dem-15819	58	12	case	case	NOUN
dem-15819	58	13	of	of	ADP
dem-15819	58	14	banking	banking	NOUN
dem-15819	58	15	companies	company	NOUN
dem-15819	58	16	when	when	SCONJ
dem-15819	58	17	comparing	compare	VERB
dem-15819	58	18	to	to	ADP
dem-15819	58	19	it	it	PRON
dem-15819	58	20	stocks	stock	NOUN
dem-15819	58	21	.	.	PUNCT
dem-15819	59	1	the	the	DET
dem-15819	59	2	rest	rest	NOUN
dem-15819	59	3	of	of	ADP
dem-15819	59	4	the	the	DET
dem-15819	59	5	paper	paper	NOUN
dem-15819	59	6	is	be	AUX
dem-15819	59	7	as	as	SCONJ
dem-15819	59	8	follows	follow	VERB
dem-15819	59	9	:	:	PUNCT
dem-15819	59	10	in	in	ADP
dem-15819	59	11	section	section	NOUN
dem-15819	59	12	1	1	NUM
dem-15819	59	13	the	the	DET
dem-15819	59	14	data	datum	NOUN
dem-15819	59	15	are	be	AUX
dem-15819	59	16	described	describe	VERB
dem-15819	59	17	,	,	PUNCT
dem-15819	59	18	section	section	NOUN
dem-15819	59	19	2	2	NUM
dem-15819	59	20	is	be	AUX
dem-15819	59	21	devoted	devote	VERB
dem-15819	59	22	to	to	ADP
dem-15819	59	23	model	model	NOUN
dem-15819	59	24	specification	specification	NOUN
dem-15819	59	25	,	,	PUNCT
dem-15819	59	26	in	in	ADP
dem-15819	59	27	section	section	NOUN
dem-15819	59	28	3	3	NUM
dem-15819	59	29	we	we	PRON
dem-15819	59	30	show	show	VERB
dem-15819	59	31	how	how	SCONJ
dem-15819	59	32	the	the	DET
dem-15819	59	33	different	different	ADJ
dem-15819	59	34	beta	beta	NOUN
dem-15819	59	35	estimates	estimate	NOUN
dem-15819	59	36	are	be	AUX
dem-15819	59	37	compared	compare	VERB
dem-15819	59	38	,	,	PUNCT
dem-15819	59	39	in	in	ADP
dem-15819	59	40	section	section	NOUN
dem-15819	59	41	4	4	NUM
dem-15819	59	42	the	the	DET
dem-15819	59	43	empirical	empirical	ADJ
dem-15819	59	44	results	result	NOUN
dem-15819	59	45	are	be	AUX
dem-15819	59	46	described	describe	VERB
dem-15819	59	47	and	and	CCONJ
dem-15819	59	48	section	section	NOUN
dem-15819	59	49	5	5	NUM
dem-15819	59	50	concludes	conclude	VERB
dem-15819	59	51	.	.	PUNCT
dem-15819	60	1	1	1	X
dem-15819	60	2	.	.	X
dem-15819	60	3	data	datum	NOUN
dem-15819	60	4	our	our	PRON
dem-15819	60	5	sample	sample	NOUN
dem-15819	60	6	data	data	NOUN
dem-15819	60	7	consists	consist	VERB
dem-15819	60	8	of	of	ADP
dem-15819	60	9	prices	price	NOUN
dem-15819	60	10	of	of	ADP
dem-15819	60	11	15	15	NUM
dem-15819	60	12	stocks	stock	NOUN
dem-15819	60	13	quoted	quote	VERB
dem-15819	60	14	on	on	ADP
dem-15819	60	15	the	the	DET
dem-15819	60	16	wse	wse	NOUN
dem-15819	60	17	constantly	constantly	ADV
dem-15819	60	18	from	from	ADP
dem-15819	60	19	the	the	DET
dem-15819	60	20	beginning	beginning	NOUN
dem-15819	60	21	of	of	ADP
dem-15819	60	22	the	the	DET
dem-15819	60	23	2000	2000	NUM
dem-15819	60	24	till	till	SCONJ
dem-15819	60	25	the	the	DET
dem-15819	60	26	end	end	NOUN
dem-15819	60	27	of	of	ADP
dem-15819	60	28	2015	2015	NUM
dem-15819	60	29	.	.	PUNCT
dem-15819	61	1	they	they	PRON
dem-15819	61	2	are	be	AUX
dem-15819	61	3	representing	represent	VERB
dem-15819	61	4	two	two	NUM
dem-15819	61	5	sectors	sector	NOUN
dem-15819	61	6	:	:	PUNCT
dem-15819	61	7	banking	banking	NOUN
dem-15819	61	8	and	and	CCONJ
dem-15819	61	9	informatics	informatic	NOUN
dem-15819	61	10	.	.	PUNCT
dem-15819	62	1	these	these	DET
dem-15819	62	2	two	two	NUM
dem-15819	62	3	sectors	sector	NOUN
dem-15819	62	4	have	have	VERB
dem-15819	62	5	the	the	DET
dem-15819	62	6	biggest	big	ADJ
dem-15819	62	7	number	number	NOUN
dem-15819	62	8	of	of	ADP
dem-15819	62	9	stocks	stock	NOUN
dem-15819	62	10	representatives	representative	NOUN
dem-15819	62	11	quoted	quote	VERB
dem-15819	62	12	constantly	constantly	ADV
dem-15819	62	13	in	in	ADP
dem-15819	62	14	the	the	DET
dem-15819	62	15	whole	whole	ADJ
dem-15819	62	16	period	period	NOUN
dem-15819	62	17	of	of	ADP
dem-15819	62	18	the	the	DET
dem-15819	62	19	study	study	NOUN
dem-15819	62	20	.	.	PUNCT
dem-15819	63	1	the	the	DET
dem-15819	63	2	price	price	NOUN
dem-15819	63	3	data	datum	NOUN
dem-15819	63	4	are	be	AUX
dem-15819	63	5	obtained	obtain	VERB
dem-15819	63	6	from	from	ADP
dem-15819	63	7	stooq	stooq	PROPN
dem-15819	63	8	database	database	NOUN
dem-15819	63	9	(	(	PUNCT
dem-15819	63	10	www.stooq.pl	www.stooq.pl	PROPN
dem-15819	63	11	)	)	PUNCT
dem-15819	63	12	,	,	PUNCT
dem-15819	63	13	and	and	CCONJ
dem-15819	63	14	they	they	PRON
dem-15819	63	15	are	be	AUX
dem-15819	63	16	adjusted	adjust	VERB
dem-15819	63	17	for	for	ADP
dem-15819	63	18	dividends	dividend	NOUN
dem-15819	63	19	and	and	CCONJ
dem-15819	63	20	splits	split	VERB
dem-15819	63	21	.	.	PUNCT
dem-15819	64	1	these	these	DET
dem-15819	64	2	stocks	stock	NOUN
dem-15819	64	3	are	be	AUX
dem-15819	64	4	listed	list	VERB
dem-15819	64	5	together	together	ADV
dem-15819	64	6	with	with	ADP
dem-15819	64	7	their	their	PRON
dem-15819	64	8	full	full	ADJ
dem-15819	64	9	names	name	NOUN
dem-15819	64	10	,	,	PUNCT
dem-15819	64	11	tickers	ticker	NOUN
dem-15819	64	12	,	,	PUNCT
dem-15819	64	13	industry	industry	NOUN
dem-15819	64	14	,	,	PUNCT
dem-15819	64	15	size	size	NOUN
dem-15819	64	16	category	category	NOUN
dem-15819	64	17	and	and	CCONJ
dem-15819	64	18	capitalization	capitalization	NOUN
dem-15819	64	19	in	in	ADP
dem-15819	64	20	table	table	NOUN
dem-15819	64	21	1	1	NUM
dem-15819	64	22	.	.	PUNCT
dem-15819	65	1	generally	generally	ADV
dem-15819	65	2	,	,	PUNCT
dem-15819	65	3	banks	bank	NOUN
dem-15819	65	4	are	be	AUX
dem-15819	65	5	big	big	ADJ
dem-15819	65	6	companies	company	NOUN
dem-15819	65	7	,	,	PUNCT
dem-15819	65	8	whereas	whereas	SCONJ
dem-15819	65	9	it	it	PRON
dem-15819	65	10	stocks	stock	VERB
dem-15819	65	11	belongs	belong	VERB
dem-15819	65	12	to	to	ADP
dem-15819	65	13	different	different	ADJ
dem-15819	65	14	size	size	NOUN
dem-15819	65	15	groups	group	NOUN
dem-15819	65	16	.	.	PUNCT
dem-15819	66	1	for	for	ADP
dem-15819	66	2	the	the	DET
dem-15819	66	3	approximation	approximation	NOUN
dem-15819	66	4	of	of	ADP
dem-15819	66	5	the	the	DET
dem-15819	66	6	market	market	NOUN
dem-15819	66	7	barbara	barbara	PROPN
dem-15819	66	8	będowska	będowska	PROPN
dem-15819	66	9	-	-	PUNCT
dem-15819	66	10	sójka	sójka	ADV
dem-15819	66	11	dynamic	dynamic	ADJ
dem-15819	66	12	econometric	econometric	ADJ
dem-15819	66	13	models	model	NOUN
dem-15819	66	14	17	17	NUM
dem-15819	66	15	(	(	PUNCT
dem-15819	66	16	2017	2017	NUM
dem-15819	66	17	)	)	PUNCT
dem-15819	66	18	161–176	161–176	NUM
dem-15819	66	19	164	164	NUM
dem-15819	66	20	portfolio	portfolio	NOUN
dem-15819	66	21	we	we	PRON
dem-15819	66	22	use	use	VERB
dem-15819	66	23	wig	wig	NOUN
dem-15819	66	24	index	index	NOUN
dem-15819	66	25	which	which	PRON
dem-15819	66	26	comprises	comprise	VERB
dem-15819	66	27	all	all	DET
dem-15819	66	28	companies	company	NOUN
dem-15819	66	29	listed	list	VERB
dem-15819	66	30	on	on	ADP
dem-15819	66	31	the	the	DET
dem-15819	66	32	warsaw	warsaw	PROPN
dem-15819	66	33	stock	stock	PROPN
dem-15819	66	34	exchange	exchange	PROPN
dem-15819	66	35	(	(	PUNCT
dem-15819	66	36	wse	wse	NOUN
dem-15819	66	37	)	)	PUNCT
dem-15819	66	38	main	main	ADJ
dem-15819	66	39	list	list	NOUN
dem-15819	66	40	.	.	PUNCT
dem-15819	67	1	in	in	ADP
dem-15819	67	2	the	the	DET
dem-15819	67	3	study	study	NOUN
dem-15819	67	4	we	we	PRON
dem-15819	67	5	also	also	ADV
dem-15819	67	6	use	use	VERB
dem-15819	67	7	risk	risk	NOUN
dem-15819	67	8	free	free	ADJ
dem-15819	67	9	rate	rate	NOUN
dem-15819	67	10	that	that	PRON
dem-15819	67	11	is	be	AUX
dem-15819	67	12	calculated	calculate	VERB
dem-15819	67	13	as	as	ADP
dem-15819	67	14	a	a	DET
dem-15819	67	15	mid	mid	NOUN
dem-15819	67	16	-	-	NOUN
dem-15819	67	17	quote	quote	NOUN
dem-15819	67	18	of	of	ADP
dem-15819	67	19	1	1	NUM
dem-15819	67	20	month	month	NOUN
dem-15819	67	21	wibor	wibor	NOUN
dem-15819	67	22	and	and	CCONJ
dem-15819	67	23	wibid	wibid	NOUN
dem-15819	67	24	rates	rate	NOUN
dem-15819	67	25	(	(	PUNCT
dem-15819	67	26	that	that	PRON
dem-15819	67	27	are	be	AUX
dem-15819	67	28	the	the	DET
dem-15819	67	29	polish	polish	ADJ
dem-15819	67	30	counterparts	counterpart	NOUN
dem-15819	67	31	of	of	ADP
dem-15819	67	32	libor	libor	PROPN
dem-15819	67	33	and	and	CCONJ
dem-15819	67	34	libid	libid	PROPN
dem-15819	67	35	rates	rate	NOUN
dem-15819	67	36	)	)	PUNCT
dem-15819	67	37	,	,	PUNCT
dem-15819	67	38	table	table	NOUN
dem-15819	67	39	1	1	NUM
dem-15819	67	40	.	.	PUNCT
dem-15819	68	1	the	the	DET
dem-15819	68	2	list	list	NOUN
dem-15819	68	3	of	of	ADP
dem-15819	68	4	the	the	DET
dem-15819	68	5	stocks	stock	NOUN
dem-15819	68	6	included	include	VERB
dem-15819	68	7	in	in	ADP
dem-15819	68	8	the	the	DET
dem-15819	68	9	sample	sample	NOUN
dem-15819	68	10	company	company	NOUN
dem-15819	68	11	name	name	VERB
dem-15819	68	12	ticker	ticker	PROPN
dem-15819	68	13	sector	sector	NOUN
dem-15819	68	14	firm	firm	NOUN
dem-15819	68	15	size	size	NOUN
dem-15819	68	16	(	(	PUNCT
dem-15819	68	17	category	category	NOUN
dem-15819	68	18	)	)	PUNCT
dem-15819	68	19	firm	firm	ADJ
dem-15819	68	20	size	size	NOUN
dem-15819	68	21	(	(	PUNCT
dem-15819	68	22	in	in	ADP
dem-15819	68	23	mln	mln	PROPN
dem-15819	68	24	euro	euro	PROPN
dem-15819	68	25	)	)	PUNCT
dem-15819	68	26	handlowy	handlowy	PROPN
dem-15819	68	27	sa	sa	PROPN
dem-15819	68	28	bhw	bhw	PROPN
dem-15819	68	29	banking	bank	VERB
dem-15819	68	30	big	big	ADJ
dem-15819	68	31	2256	2256	NUM
dem-15819	68	32	ing	ing	NOUN
dem-15819	68	33	sa	sa	PROPN
dem-15819	68	34	ing	ing	ADJ
dem-15819	68	35	banking	bank	VERB
dem-15819	68	36	big	big	ADJ
dem-15819	68	37	4746	4746	NUM
dem-15819	68	38	mbank	mbank	PROPN
dem-15819	68	39	sa	sa	PROPN
dem-15819	68	40	mbk	mbk	PROPN
dem-15819	68	41	banking	banking	PROPN
dem-15819	68	42	big	big	ADJ
dem-15819	68	43	3204	3204	NUM
dem-15819	68	44	millenium	millenium	PROPN
dem-15819	68	45	sa	sa	PROPN
dem-15819	68	46	mil	mil	PROPN
dem-15819	68	47	banking	bank	VERB
dem-15819	68	48	big	big	ADJ
dem-15819	68	49	1423	1423	NUM
dem-15819	68	50	pekao	pekao	PROPN
dem-15819	68	51	sa	sa	PROPN
dem-15819	68	52	peo	peo	PROPN
dem-15819	68	53	banking	banking	PROPN
dem-15819	68	54	big	big	ADJ
dem-15819	68	55	7464	7464	NUM
dem-15819	68	56	bz	bz	PROPN
dem-15819	68	57	wbk	wbk	NOUN
dem-15819	68	58	sa	sa	X
dem-15819	68	59	bzw	bzw	AUX
dem-15819	68	60	banking	bank	VERB
dem-15819	68	61	big	big	ADJ
dem-15819	68	62	7088	7088	NUM
dem-15819	68	63	bos	bos	NOUN
dem-15819	68	64	sa	sa	PROPN
dem-15819	68	65	bos	bos	PROPN
dem-15819	68	66	banking	banking	NOUN
dem-15819	68	67	medium	medium	NOUN
dem-15819	68	68	152	152	NUM
dem-15819	68	69	assecopol	assecopol	PROPN
dem-15819	68	70	sa	sa	PROPN
dem-15819	68	71	acp	acp	PROPN
dem-15819	68	72	informatics	informatics	PROPN
dem-15819	68	73	big	big	ADJ
dem-15819	68	74	1012	1012	NUM
dem-15819	68	75	cdprojekt	cdprojekt	NOUN
dem-15819	68	76	sa	sa	PROPN
dem-15819	68	77	cdr	cdr	PROPN
dem-15819	68	78	informatics	informatics	PROPN
dem-15819	68	79	big	big	ADJ
dem-15819	68	80	1134	1134	NUM
dem-15819	68	81	comarch	comarch	NOUN
dem-15819	68	82	sa	sa	PROPN
dem-15819	68	83	cmr	cmr	PROPN
dem-15819	68	84	informatics	informatics	PROPN
dem-15819	68	85	big	big	ADJ
dem-15819	68	86	320	320	NUM
dem-15819	68	87	sygnity	sygnity	NOUN
dem-15819	68	88	sa	sa	NOUN
dem-15819	68	89	sgn	sgn	NOUN
dem-15819	68	90	informatics	informatic	NOUN
dem-15819	68	91	small	small	ADJ
dem-15819	68	92	13	13	NUM
dem-15819	68	93	elzab	elzab	PROPN
dem-15819	68	94	sa	sa	PROPN
dem-15819	68	95	elz	elz	PROPN
dem-15819	68	96	informatics	informatics	PROPN
dem-15819	68	97	medium	medium	ADJ
dem-15819	68	98	54	54	NUM
dem-15819	68	99	macrologic	macrologic	NOUN
dem-15819	68	100	sa	sa	PROPN
dem-15819	68	101	mcl	mcl	PROPN
dem-15819	68	102	informatics	informatics	PROPN
dem-15819	68	103	small	small	ADJ
dem-15819	68	104	16	16	NUM
dem-15819	68	105	simple	simple	ADJ
dem-15819	68	106	sa	sa	PROPN
dem-15819	68	107	sme	sme	PROPN
dem-15819	68	108	informatics	informatics	PROPN
dem-15819	68	109	small	small	ADJ
dem-15819	68	110	7	7	NUM
dem-15819	68	111	lark	lark	NOUN
dem-15819	68	112	sa	sa	NOUN
dem-15819	68	113	lrk	lrk	VERB
dem-15819	68	114	informatics	informatic	NOUN
dem-15819	68	115	very	very	ADV
dem-15819	68	116	small	small	ADJ
dem-15819	68	117	3	3	NUM
dem-15819	68	118	note	note	NOUN
dem-15819	68	119	:	:	PUNCT
dem-15819	68	120	the	the	DET
dem-15819	68	121	companies	company	NOUN
dem-15819	68	122	on	on	ADP
dem-15819	68	123	the	the	DET
dem-15819	68	124	wse	wse	NOUN
dem-15819	68	125	are	be	AUX
dem-15819	68	126	categorized	categorize	VERB
dem-15819	68	127	according	accord	VERB
dem-15819	68	128	to	to	ADP
dem-15819	68	129	their	their	PRON
dem-15819	68	130	size	size	NOUN
dem-15819	68	131	measured	measure	VERB
dem-15819	68	132	by	by	ADP
dem-15819	68	133	capitalization	capitalization	NOUN
dem-15819	68	134	in	in	ADP
dem-15819	68	135	the	the	DET
dem-15819	68	136	following	following	ADJ
dem-15819	68	137	manner	manner	NOUN
dem-15819	68	138	:	:	PUNCT
dem-15819	68	139	‘	'	PUNCT
dem-15819	68	140	big	big	ADJ
dem-15819	68	141	’	'	PUNCT
dem-15819	68	142	stands	stand	VERB
dem-15819	68	143	for	for	ADP
dem-15819	68	144	capitalization	capitalization	NOUN
dem-15819	68	145	higher	high	ADJ
dem-15819	68	146	than	than	ADP
dem-15819	68	147	250mln	250mln	NUM
dem-15819	68	148	of	of	ADP
dem-15819	68	149	euro	euro	PROPN
dem-15819	68	150	,	,	PUNCT
dem-15819	68	151	‘	'	PUNCT
dem-15819	68	152	medium	medium	ADJ
dem-15819	68	153	’	'	PUNCT
dem-15819	68	154	is	be	AUX
dem-15819	68	155	in	in	ADP
dem-15819	68	156	the	the	DET
dem-15819	68	157	interval	interval	NOUN
dem-15819	68	158	(	(	PUNCT
dem-15819	68	159	50mln	50mln	ADJ
dem-15819	68	160	,	,	PUNCT
dem-15819	68	161	250mln	250mln	NUM
dem-15819	68	162	)	)	PUNCT
dem-15819	68	163	,	,	PUNCT
dem-15819	68	164	‘	'	PUNCT
dem-15819	68	165	small	small	ADJ
dem-15819	68	166	’	'	PUNCT
dem-15819	68	167	is	be	AUX
dem-15819	68	168	in	in	ADP
dem-15819	68	169	the	the	DET
dem-15819	68	170	interval	interval	NOUN
dem-15819	68	171	(	(	PUNCT
dem-15819	68	172	5mln	5mln	ADJ
dem-15819	68	173	,	,	PUNCT
dem-15819	68	174	50mln	50mln	ADJ
dem-15819	68	175	)	)	PUNCT
dem-15819	68	176	and	and	CCONJ
dem-15819	68	177	‘	'	PUNCT
dem-15819	68	178	very	very	ADV
dem-15819	68	179	small	small	ADJ
dem-15819	68	180	’	'	PUNCT
dem-15819	68	181	stands	stand	VERB
dem-15819	68	182	for	for	ADP
dem-15819	68	183	capitalization	capitalization	NOUN
dem-15819	68	184	lower	low	ADJ
dem-15819	68	185	than	than	ADP
dem-15819	68	186	5mln	5mln	PROPN
dem-15819	68	187	euro	euro	NOUN
dem-15819	68	188	.	.	PUNCT
dem-15819	69	1	the	the	DET
dem-15819	69	2	last	last	ADJ
dem-15819	69	3	column	column	NOUN
dem-15819	69	4	reports	report	VERB
dem-15819	69	5	capitalization	capitalization	NOUN
dem-15819	69	6	of	of	ADP
dem-15819	69	7	stocks	stock	NOUN
dem-15819	69	8	at	at	ADP
dem-15819	69	9	the	the	DET
dem-15819	69	10	end	end	NOUN
dem-15819	69	11	of	of	ADP
dem-15819	69	12	2016	2016	NUM
dem-15819	69	13	.	.	PUNCT
dem-15819	70	1	the	the	DET
dem-15819	70	2	daily	daily	ADJ
dem-15819	70	3	stock	stock	NOUN
dem-15819	70	4	prices	price	NOUN
dem-15819	70	5	,	,	PUNCT
dem-15819	70	6	index	index	NOUN
dem-15819	70	7	values	value	NOUN
dem-15819	70	8	and	and	CCONJ
dem-15819	70	9	wibid	wibid	ADJ
dem-15819	70	10	/	/	SYM
dem-15819	70	11	wibor	wibor	NOUN
dem-15819	70	12	rates	rate	NOUN
dem-15819	70	13	are	be	AUX
dem-15819	70	14	aggregated	aggregate	VERB
dem-15819	70	15	into	into	ADP
dem-15819	70	16	weekly	weekly	ADJ
dem-15819	70	17	data	datum	NOUN
dem-15819	70	18	based	base	VERB
dem-15819	70	19	on	on	ADP
dem-15819	70	20	the	the	DET
dem-15819	70	21	last	last	ADJ
dem-15819	70	22	observation	observation	NOUN
dem-15819	70	23	in	in	ADP
dem-15819	70	24	the	the	DET
dem-15819	70	25	week	week	NOUN
dem-15819	70	26	.	.	PUNCT
dem-15819	71	1	the	the	DET
dem-15819	71	2	whole	whole	ADJ
dem-15819	71	3	sample	sample	NOUN
dem-15819	71	4	consists	consist	VERB
dem-15819	71	5	of	of	ADP
dem-15819	71	6	887	887	NUM
dem-15819	71	7	weekly	weekly	ADJ
dem-15819	71	8	returns	return	NOUN
dem-15819	71	9	.	.	PUNCT
dem-15819	72	1	in	in	ADP
dem-15819	72	2	the	the	DET
dem-15819	72	3	further	further	ADJ
dem-15819	72	4	work	work	NOUN
dem-15819	72	5	we	we	PRON
dem-15819	72	6	use	use	VERB
dem-15819	72	7	the	the	DET
dem-15819	72	8	percentage	percentage	NOUN
dem-15819	72	9	logarithmic	logarithmic	ADJ
dem-15819	72	10	returns	return	NOUN
dem-15819	72	11	.	.	PUNCT
dem-15819	73	1	the	the	DET
dem-15819	73	2	calculations	calculation	NOUN
dem-15819	73	3	and	and	CCONJ
dem-15819	73	4	graphics	graphic	NOUN
dem-15819	73	5	are	be	AUX
dem-15819	73	6	done	do	VERB
dem-15819	73	7	in	in	ADP
dem-15819	73	8	oxmetrics	oxmetric	NOUN
dem-15819	73	9	stamp7	stamp7	PROPN
dem-15819	74	1	(	(	PUNCT
dem-15819	74	2	koopman	koopman	PROPN
dem-15819	74	3	et	et	PROPN
dem-15819	74	4	al	al	PROPN
dem-15819	74	5	.	.	PROPN
dem-15819	74	6	,	,	PUNCT
dem-15819	74	7	2006	2006	NUM
dem-15819	74	8	)	)	PUNCT
dem-15819	74	9	,	,	PUNCT
dem-15819	74	10	pcgive	pcgive	NOUN
dem-15819	74	11	(	(	PUNCT
dem-15819	74	12	doornik	doornik	X
dem-15819	74	13	and	and	CCONJ
dem-15819	74	14	hendry	hendry	PROPN
dem-15819	74	15	,	,	PUNCT
dem-15819	74	16	2006	2006	NUM
dem-15819	74	17	)	)	PUNCT
dem-15819	74	18	and	and	CCONJ
dem-15819	74	19	g@rch	g@rch	NOUN
dem-15819	74	20	(	(	PUNCT
dem-15819	74	21	laurent	laurent	NOUN
dem-15819	74	22	,	,	PUNCT
dem-15819	74	23	2013	2013	NUM
dem-15819	74	24	)	)	PUNCT
dem-15819	74	25	.	.	PUNCT
dem-15819	75	1	2	2	X
dem-15819	75	2	.	.	X
dem-15819	75	3	beta	beta	ADJ
dem-15819	75	4	estimation	estimation	NOUN
dem-15819	75	5	in	in	ADP
dem-15819	75	6	this	this	DET
dem-15819	75	7	section	section	NOUN
dem-15819	75	8	we	we	PRON
dem-15819	75	9	briefly	briefly	ADV
dem-15819	75	10	describe	describe	VERB
dem-15819	75	11	models	model	NOUN
dem-15819	75	12	that	that	PRON
dem-15819	75	13	are	be	AUX
dem-15819	75	14	used	use	VERB
dem-15819	75	15	in	in	ADP
dem-15819	75	16	the	the	DET
dem-15819	75	17	empirical	empirical	ADJ
dem-15819	75	18	part	part	NOUN
dem-15819	75	19	.	.	PUNCT
dem-15819	76	1	the	the	DET
dem-15819	76	2	common	common	ADJ
dem-15819	76	3	factor	factor	NOUN
dem-15819	76	4	for	for	ADP
dem-15819	76	5	obtained	obtain	VERB
dem-15819	76	6	measures	measure	NOUN
dem-15819	76	7	is	be	AUX
dem-15819	76	8	a	a	DET
dem-15819	76	9	time	time	NOUN
dem-15819	76	10	-	-	PUNCT
dem-15819	76	11	varying	vary	VERB
dem-15819	76	12	feature	feature	NOUN
dem-15819	76	13	of	of	ADP
dem-15819	76	14	beta	beta	ADJ
dem-15819	76	15	coefficient	coefficient	NOUN
dem-15819	76	16	.	.	PUNCT
dem-15819	77	1	we	we	PRON
dem-15819	77	2	use	use	VERB
dem-15819	77	3	two	two	NUM
dem-15819	77	4	mgarch	mgarch	NOUN
dem-15819	77	5	specifications	specification	NOUN
dem-15819	77	6	and	and	CCONJ
dem-15819	77	7	kalman	kalman	NOUN
dem-15819	77	8	filter	filter	NOUN
dem-15819	77	9	in	in	ADP
dem-15819	77	10	unobserved	unobserved	ADJ
dem-15819	77	11	component	component	NOUN
dem-15819	77	12	models	model	NOUN
dem-15819	77	13	.	.	PUNCT
dem-15819	78	1	evaluating	evaluate	VERB
dem-15819	78	2	the	the	DET
dem-15819	78	3	accuracy	accuracy	NOUN
dem-15819	78	4	of	of	ADP
dem-15819	78	5	time	time	NOUN
dem-15819	78	6	-	-	PUNCT
dem-15819	78	7	varying	vary	VERB
dem-15819	78	8	beta	beta	NOUN
dem-15819	78	9	.	.	PUNCT
dem-15819	79	1	the	the	DET
dem-15819	79	2	evidence	evidence	NOUN
dem-15819	79	3	from	from	ADP
dem-15819	79	4	poland	poland	PROPN
dem-15819	79	5	dynamic	dynamic	ADJ
dem-15819	79	6	econometric	econometric	ADJ
dem-15819	79	7	models	model	NOUN
dem-15819	79	8	17	17	NUM
dem-15819	79	9	(	(	PUNCT
dem-15819	79	10	2017	2017	NUM
dem-15819	79	11	)	)	PUNCT
dem-15819	79	12	161–176	161–176	PROPN
dem-15819	79	13	165	165	NUM
dem-15819	79	14	2.1	2.1	NUM
dem-15819	79	15	.	.	PUNCT
dem-15819	80	1	mgarch	mgarch	NOUN
dem-15819	80	2	specifications	specification	NOUN
dem-15819	80	3	:	:	PUNCT
dem-15819	80	4	scalar	scalar	ADJ
dem-15819	80	5	bekk	bekk	NOUN
dem-15819	80	6	and	and	CCONJ
dem-15819	80	7	dcc	dcc	PROPN
dem-15819	80	8	models	model	NOUN
dem-15819	80	9	within	within	ADP
dem-15819	80	10	multivariate	multivariate	NOUN
dem-15819	80	11	garch	garch	NOUN
dem-15819	80	12	models	model	NOUN
dem-15819	80	13	the	the	DET
dem-15819	80	14	conditional	conditional	ADJ
dem-15819	80	15	beta	beta	NOUN
dem-15819	80	16	are	be	AUX
dem-15819	80	17	obtained	obtain	VERB
dem-15819	80	18	.	.	PUNCT
dem-15819	81	1	after	after	ADP
dem-15819	81	2	preliminary	preliminary	ADJ
dem-15819	81	3	estimations	estimation	NOUN
dem-15819	81	4	we	we	PRON
dem-15819	81	5	consider	consider	VERB
dem-15819	81	6	two	two	NUM
dem-15819	81	7	multivariate	multivariate	NOUN
dem-15819	81	8	garch	garch	NOUN
dem-15819	81	9	specifications	specification	NOUN
dem-15819	81	10	:	:	PUNCT
dem-15819	81	11	scalar	scalar	ADJ
dem-15819	81	12	bekk	bekk	NOUN
dem-15819	81	13	model	model	NOUN
dem-15819	81	14	(	(	PUNCT
dem-15819	81	15	engle	engle	NOUN
dem-15819	81	16	and	and	CCONJ
dem-15819	81	17	kroner	kroner	NOUN
dem-15819	81	18	,	,	PUNCT
dem-15819	81	19	1995	1995	NUM
dem-15819	81	20	)	)	PUNCT
dem-15819	81	21	,	,	PUNCT
dem-15819	81	22	and	and	CCONJ
dem-15819	81	23	dynamic	dynamic	ADJ
dem-15819	81	24	conditional	conditional	ADJ
dem-15819	81	25	correlation	correlation	NOUN
dem-15819	81	26	model	model	NOUN
dem-15819	81	27	,	,	PUNCT
dem-15819	81	28	dcc	dcc	PROPN
dem-15819	81	29	(	(	PUNCT
dem-15819	81	30	andersen	andersen	PROPN
dem-15819	81	31	et	et	PROPN
dem-15819	81	32	al	al	PROPN
dem-15819	81	33	.	.	PROPN
dem-15819	81	34	,	,	PUNCT
dem-15819	81	35	2006	2006	NUM
dem-15819	81	36	;	;	PUNCT
dem-15819	81	37	engle	engle	PROPN
dem-15819	81	38	,	,	PUNCT
dem-15819	81	39	2002	2002	NUM
dem-15819	81	40	)	)	PUNCT
dem-15819	81	41	.	.	PUNCT
dem-15819	82	1	each	each	PRON
dem-15819	82	2	of	of	ADP
dem-15819	82	3	these	these	DET
dem-15819	82	4	models	model	NOUN
dem-15819	82	5	is	be	AUX
dem-15819	82	6	bivariate	bivariate	ADJ
dem-15819	82	7	model	model	NOUN
dem-15819	82	8	with	with	ADP
dem-15819	82	9	two	two	NUM
dem-15819	82	10	equations	equation	NOUN
dem-15819	82	11	,	,	PUNCT
dem-15819	82	12	one	one	NUM
dem-15819	82	13	for	for	ADP
dem-15819	82	14	stock	stock	NOUN
dem-15819	82	15	return	return	NOUN
dem-15819	82	16	,	,	PUNCT
dem-15819	82	17	ir	ir	INTJ
dem-15819	82	18	,	,	PUNCT
dem-15819	82	19	and	and	CCONJ
dem-15819	82	20	one	one	NUM
dem-15819	82	21	for	for	ADP
dem-15819	82	22	market	market	NOUN
dem-15819	82	23	portfolio	portfolio	NOUN
dem-15819	82	24	return	return	NOUN
dem-15819	82	25	,	,	PUNCT
dem-15819	82	26	mr	mr	PROPN
dem-15819	82	27	:	:	PUNCT
dem-15819	82	28	)	)	PUNCT
dem-15819	82	29	,	,	PUNCT
dem-15819	82	30	0(~	0(~	NUM
dem-15819	82	31	...	...	PUNCT
dem-15819	82	32	...	...	PUNCT
dem-15819	83	1	1	1	NUM
dem-15819	83	2	22110	22110	NUM
dem-15819	83	3	22110	22110	NUM
dem-15819	83	4	ttt	ttt	PROPN
dem-15819	83	5	mtmtmmtmmmt	mtmtmmtmmmt	PROPN
dem-15819	83	6	ititiitiiit	ititiitiiit	PROPN
dem-15819	84	1	d	d	INTJ
dem-15819	84	2	errr	errr	INTJ
dem-15819	85	1	errr	errr	INTJ
dem-15819	85	2	he	he	PRON
dem-15819	85	3			VERB
dem-15819	85	4			NUM
dem-15819	85	5			PROPN
dem-15819	85	6			NOUN
dem-15819	85	7			PROPN
dem-15819	85	8			PROPN
dem-15819	85	9			NUM
dem-15819	85	10			ADJ
dem-15819	85	11	(	(	PUNCT
dem-15819	85	12	1	1	NUM
dem-15819	85	13	)	)	PUNCT
dem-15819	85	14	in	in	ADP
dem-15819	85	15	the	the	DET
dem-15819	85	16	general	general	PROPN
dem-15819	85	17	bekk(p	bekk(p	PROPN
dem-15819	85	18	,	,	PUNCT
dem-15819	85	19	q	q	NOUN
dem-15819	85	20	)	)	PUNCT
dem-15819	85	21	model	model	NOUN
dem-15819	85	22	the	the	DET
dem-15819	85	23	conditional	conditional	ADJ
dem-15819	85	24	covariance	covariance	NOUN
dem-15819	85	25	matrix	matrix	NOUN
dem-15819	85	26	,	,	PUNCT
dem-15819	85	27	ht	ht	PROPN
dem-15819	85	28	,	,	PUNCT
dem-15819	85	29	is	be	AUX
dem-15819	85	30	described	describe	VERB
dem-15819	85	31	in	in	ADP
dem-15819	85	32	the	the	DET
dem-15819	85	33	following	following	ADJ
dem-15819	85	34	way	way	NOUN
dem-15819	85	35	:	:	PUNCT
dem-15819	85	36			PRON
dem-15819	85	37			NUM
dem-15819	85	38			NOUN
dem-15819	85	39			PRON
dem-15819	85	40			NOUN
dem-15819	85	41			VERB
dem-15819	85	42	p	p	NOUN
dem-15819	85	43	j	j	PROPN
dem-15819	85	44	jjtj	jjtj	PROPN
dem-15819	85	45	q	q	PROPN
dem-15819	86	1	i	i	PRON
dem-15819	86	2	iititit	iititit	ADJ
dem-15819	86	3	11	11	NUM
dem-15819	86	4	'	'	NOUN
dem-15819	86	5	''	''	PUNCT
dem-15819	86	6	'	'	PUNCT
dem-15819	86	7	ehedeedcch	ehedeedcch	NOUN
dem-15819	86	8	(	(	PUNCT
dem-15819	86	9	2	2	NUM
dem-15819	86	10	)	)	PUNCT
dem-15819	86	11	where	where	SCONJ
dem-15819	86	12	di	di	NOUN
dem-15819	86	13	and	and	CCONJ
dem-15819	86	14	ej	ej	PROPN
dem-15819	86	15	are	be	AUX
dem-15819	86	16	identity	identity	NOUN
dem-15819	86	17	matrix	matrix	NOUN
dem-15819	86	18	multiplied	multiply	VERB
dem-15819	86	19	by	by	ADP
dem-15819	86	20	scalars	scalar	NOUN
dem-15819	86	21	.	.	PUNCT
dem-15819	87	1	in	in	ADP
dem-15819	87	2	our	our	PRON
dem-15819	87	3	approach	approach	NOUN
dem-15819	87	4	1and1	1and1	NUM
dem-15819	87	5			NUM
dem-15819	87	6	pq	pq	NOUN
dem-15819	87	7	.	.	PUNCT
dem-15819	88	1	in	in	ADP
dem-15819	88	2	the	the	DET
dem-15819	88	3	dynamic	dynamic	ADJ
dem-15819	88	4	conditional	conditional	ADJ
dem-15819	88	5	correlation	correlation	NOUN
dem-15819	88	6	dcc	dcc	PROPN
dem-15819	88	7	model	model	NOUN
dem-15819	88	8	of	of	ADP
dem-15819	88	9	engle	engle	PROPN
dem-15819	88	10	(	(	PUNCT
dem-15819	88	11	engle	engle	PROPN
dem-15819	88	12	,	,	PUNCT
dem-15819	88	13	2002	2002	NUM
dem-15819	88	14	)	)	PUNCT
dem-15819	89	1	the	the	DET
dem-15819	89	2	following	follow	VERB
dem-15819	89	3	specification	specification	NOUN
dem-15819	89	4	is	be	AUX
dem-15819	89	5	used	use	VERB
dem-15819	89	6	:	:	PUNCT
dem-15819	89	7			PROPN
dem-15819	89	8			NUM
dem-15819	89	9			NOUN
dem-15819	89	10			NOUN
dem-15819	89	11			PROPN
dem-15819	89	12			PUNCT
dem-15819	90	1			NUM
dem-15819	90	2			PROPN
dem-15819	91	1	p	p	X
dem-15819	91	2	j	j	PROPN
dem-15819	91	3	jtjitit	jtjitit	PROPN
dem-15819	91	4	q	q	PROPN
dem-15819	92	1	i	i	PRON
dem-15819	92	2	i	i	PRON
dem-15819	93	1	p	p	VERB
dem-15819	93	2	j	j	PROPN
dem-15819	94	1	j	j	X
dem-15819	94	2	q	q	PROPN
dem-15819	95	1	i	i	PRON
dem-15819	95	2	it	it	PRON
dem-15819	95	3	tttt	tttt	VERB
dem-15819	95	4	tttt	tttt	NOUN
dem-15819	95	5	1111	1111	NUM
dem-15819	95	6	1	1	NUM
dem-15819	95	7	*	*	SYM
dem-15819	95	8	1	1	NUM
dem-15819	95	9	*	*	NUM
dem-15819	95	10	)	)	PUNCT
dem-15819	95	11	'	'	PUNCT
dem-15819	95	12	(	(	PUNCT
dem-15819	95	13	)	)	PUNCT
dem-15819	95	14	1	1	NUM
dem-15819	95	15	(	(	PUNCT
dem-15819	95	16	qzzsq	qzzsq	NOUN
dem-15819	95	17	qqqr	qqqr	PROPN
dem-15819	95	18	drdh	drdh	PROPN
dem-15819	95	19			PROPN
dem-15819	95	20	(	(	PUNCT
dem-15819	95	21	3	3	X
dem-15819	95	22	)	)	PUNCT
dem-15819	95	23	where	where	SCONJ
dem-15819	95	24	)	)	PUNCT
dem-15819	95	25	,	,	PUNCT
dem-15819	95	26	...	...	PUNCT
dem-15819	95	27	,	,	PUNCT
dem-15819	95	28	,	,	PUNCT
dem-15819	95	29	(	(	PUNCT
dem-15819	95	30	diag	diag	NOUN
dem-15819	95	31	2/12/1	2/12/1	NUM
dem-15819	95	32	2	2	NUM
dem-15819	95	33	2/1	2/1	NUM
dem-15819	95	34	1	1	NUM
dem-15819	95	35	nttt	nttt	NOUN
dem-15819	95	36	hhhd	hhhd	PROPN
dem-15819	95	37	,	,	PUNCT
dem-15819	95	38	kth	kth	PROPN
dem-15819	95	39	is	be	AUX
dem-15819	95	40	the	the	DET
dem-15819	95	41	conditional	conditional	ADJ
dem-15819	95	42	variance	variance	NOUN
dem-15819	95	43	described	describe	VERB
dem-15819	95	44	with	with	ADP
dem-15819	95	45	univariate	univariate	ADJ
dem-15819	95	46	garch	garch	NOUN
dem-15819	95	47	models	model	NOUN
dem-15819	95	48	,	,	PUNCT
dem-15819	95	49	tz	tz	PROPN
dem-15819	95	50	is	be	AUX
dem-15819	95	51	the	the	DET
dem-15819	95	52	vector	vector	NOUN
dem-15819	95	53	of	of	ADP
dem-15819	95	54	standardized	standardized	ADJ
dem-15819	95	55	kte	kte	PROPN
dem-15819	95	56	,	,	PUNCT
dem-15819	95	57	2/1/	2/1/	PROPN
dem-15819	95	58	ktktkt	ktktkt	PROPN
dem-15819	96	1	hez	hez	PROPN
dem-15819	96	2			PROPN
dem-15819	96	3	,	,	PUNCT
dem-15819	96	4	tr	tr	VERB
dem-15819	96	5	is	be	AUX
dem-15819	96	6	a	a	DET
dem-15819	96	7	matrix	matrix	NOUN
dem-15819	96	8	of	of	ADP
dem-15819	96	9	time	time	NOUN
dem-15819	96	10	-	-	PUNCT
dem-15819	96	11	varying	vary	VERB
dem-15819	96	12	correlation	correlation	NOUN
dem-15819	96	13	coefficients	coefficient	NOUN
dem-15819	96	14	of	of	ADP
dem-15819	96	15	tz	tz	NOUN
dem-15819	96	16	,	,	PUNCT
dem-15819	96	17	and	and	CCONJ
dem-15819	96	18	*	*	PUNCT
dem-15819	96	19	tq	tq	INTJ
dem-15819	96	20	is	be	AUX
dem-15819	96	21	diagonal	diagonal	ADJ
dem-15819	96	22	matrix	matrix	NOUN
dem-15819	96	23	in	in	ADP
dem-15819	96	24	which	which	PRON
dem-15819	96	25	elements	element	NOUN
dem-15819	96	26	are	be	AUX
dem-15819	96	27	square	square	ADJ
dem-15819	96	28	roots	root	NOUN
dem-15819	96	29	of	of	ADP
dem-15819	96	30	diagonal	diagonal	ADJ
dem-15819	96	31	elements	element	NOUN
dem-15819	96	32	of	of	ADP
dem-15819	96	33	matrix	matrix	NOUN
dem-15819	96	34	tq	tq	ADP
dem-15819	96	35	.	.	PUNCT
dem-15819	97	1	in	in	ADP
dem-15819	97	2	our	our	PRON
dem-15819	97	3	study	study	NOUN
dem-15819	97	4	in	in	ADP
dem-15819	97	5	both	both	DET
dem-15819	97	6	mgarch	mgarch	NOUN
dem-15819	97	7	models	model	NOUN
dem-15819	97	8	,	,	PUNCT
dem-15819	97	9	bekk	bekk	NOUN
dem-15819	97	10	and	and	CCONJ
dem-15819	97	11	dcc	dcc	PROPN
dem-15819	97	12	model	model	NOUN
dem-15819	97	13	,	,	PUNCT
dem-15819	97	14	in	in	ADP
dem-15819	97	15	the	the	DET
dem-15819	97	16	conditional	conditional	ADJ
dem-15819	97	17	mean	mean	NOUN
dem-15819	97	18	equations	equation	NOUN
dem-15819	97	19	(	(	PUNCT
dem-15819	97	20	eq.1	eq.1	NOUN
dem-15819	97	21	)	)	PUNCT
dem-15819	97	22	arma(1,0	arma(1,0	PROPN
dem-15819	97	23	)	)	PUNCT
dem-15819	97	24	specification	specification	NOUN
dem-15819	97	25	are	be	AUX
dem-15819	97	26	considered	consider	VERB
dem-15819	97	27	.	.	PUNCT
dem-15819	98	1	in	in	ADP
dem-15819	98	2	bekk	bekk	NOUN
dem-15819	98	3	model	model	NOUN
dem-15819	98	4	the	the	DET
dem-15819	98	5	conditional	conditional	ADJ
dem-15819	98	6	variance	variance	NOUN
dem-15819	98	7	equations	equation	NOUN
dem-15819	98	8	are	be	AUX
dem-15819	98	9	modeled	model	VERB
dem-15819	98	10	with	with	ADP
dem-15819	98	11	barbara	barbara	PROPN
dem-15819	98	12	będowska	będowska	PROPN
dem-15819	98	13	-	-	PUNCT
dem-15819	98	14	sójka	sójka	ADV
dem-15819	98	15	dynamic	dynamic	ADJ
dem-15819	98	16	econometric	econometric	ADJ
dem-15819	98	17	models	model	NOUN
dem-15819	98	18	17	17	NUM
dem-15819	98	19	(	(	PUNCT
dem-15819	98	20	2017	2017	NUM
dem-15819	98	21	)	)	PUNCT
dem-15819	98	22	161–176	161–176	PROPN
dem-15819	98	23	166	166	NUM
dem-15819	98	24	garch(1,1	garch(1,1	NOUN
dem-15819	98	25	)	)	PUNCT
dem-15819	98	26	,	,	PUNCT
dem-15819	98	27	whereas	whereas	SCONJ
dem-15819	98	28	in	in	ADP
dem-15819	98	29	dcc	dcc	PROPN
dem-15819	98	30	model	model	NOUN
dem-15819	98	31	the	the	DET
dem-15819	98	32	conditional	conditional	ADJ
dem-15819	98	33	variance	variance	NOUN
dem-15819	98	34	is	be	AUX
dem-15819	98	35	modeled	model	VERB
dem-15819	98	36	with	with	ADP
dem-15819	98	37	gjr	gjr	NOUN
dem-15819	98	38	-	-	PUNCT
dem-15819	98	39	garch(1,1	garch(1,1	NOUN
dem-15819	98	40	)	)	PUNCT
dem-15819	98	41	,	,	PUNCT
dem-15819	98	42	that	that	PRON
dem-15819	98	43	accounts	account	VERB
dem-15819	98	44	for	for	ADP
dem-15819	98	45	possible	possible	ADJ
dem-15819	98	46	leverage	leverage	NOUN
dem-15819	98	47	effect	effect	NOUN
dem-15819	98	48	(	(	PUNCT
dem-15819	98	49	andersen	andersen	PROPN
dem-15819	98	50	et	et	PROPN
dem-15819	98	51	al	al	PROPN
dem-15819	98	52	.	.	PROPN
dem-15819	98	53	,	,	PUNCT
dem-15819	98	54	2007	2007	NUM
dem-15819	98	55	)	)	PUNCT
dem-15819	98	56	.	.	PUNCT
dem-15819	99	1	in	in	ADP
dem-15819	99	2	both	both	DET
dem-15819	99	3	models	model	NOUN
dem-15819	99	4	the	the	DET
dem-15819	99	5	conditional	conditional	ADJ
dem-15819	99	6	distribution	distribution	NOUN
dem-15819	99	7	of	of	ADP
dem-15819	99	8	the	the	DET
dem-15819	99	9	model	model	NOUN
dem-15819	99	10	error	error	NOUN
dem-15819	99	11	terms	term	NOUN
dem-15819	99	12	is	be	AUX
dem-15819	99	13	assumed	assume	VERB
dem-15819	99	14	to	to	PART
dem-15819	99	15	be	be	AUX
dem-15819	99	16	student	student	NOUN
dem-15819	99	17	t.	t.	NOUN
dem-15819	99	18	as	as	ADP
dem-15819	99	19	the	the	DET
dem-15819	99	20	conditional	conditional	ADJ
dem-15819	99	21	beta	beta	NOUN
dem-15819	99	22	for	for	ADP
dem-15819	99	23	a	a	DET
dem-15819	99	24	stock	stock	NOUN
dem-15819	99	25	i	i	PRON
dem-15819	99	26	is	be	AUX
dem-15819	99	27	described	describe	VERB
dem-15819	99	28	as	as	ADP
dem-15819	99	29	)	)	PUNCT
dem-15819	99	30	var(/),cov	var(/),cov	PROPN
dem-15819	99	31	(	(	PUNCT
dem-15819	99	32	mtmtitit	mtmtitit	PROPN
dem-15819	99	33	rrr	rrr	PROPN
dem-15819	99	34	,	,	PUNCT
dem-15819	99	35	both	both	DET
dem-15819	99	36	estimates	estimate	NOUN
dem-15819	99	37	of	of	ADP
dem-15819	99	38	conditional	conditional	ADJ
dem-15819	99	39	covariance	covariance	NOUN
dem-15819	99	40	and	and	CCONJ
dem-15819	99	41	conditional	conditional	ADJ
dem-15819	99	42	variance	variance	NOUN
dem-15819	99	43	come	come	VERB
dem-15819	99	44	directly	directly	ADV
dem-15819	99	45	from	from	ADP
dem-15819	99	46	mgarch	mgarch	NOUN
dem-15819	99	47	models	model	NOUN
dem-15819	99	48	fitted	fit	VERB
dem-15819	99	49	to	to	ADP
dem-15819	99	50	the	the	DET
dem-15819	99	51	returns	return	NOUN
dem-15819	99	52	of	of	ADP
dem-15819	99	53	an	an	DET
dem-15819	99	54	individual	individual	ADJ
dem-15819	99	55	stock	stock	NOUN
dem-15819	99	56	ir	ir	PROPN
dem-15819	99	57	and	and	CCONJ
dem-15819	99	58	returns	return	NOUN
dem-15819	99	59	of	of	ADP
dem-15819	99	60	a	a	DET
dem-15819	99	61	market	market	NOUN
dem-15819	99	62	index	index	NOUN
dem-15819	99	63	mr	mr	PROPN
dem-15819	99	64	,	,	PUNCT
dem-15819	99	65	a	a	DET
dem-15819	99	66	proxy	proxy	NOUN
dem-15819	99	67	for	for	ADP
dem-15819	99	68	the	the	DET
dem-15819	99	69	market	market	NOUN
dem-15819	99	70	portfolio	portfolio	NOUN
dem-15819	99	71	.	.	PUNCT
dem-15819	100	1	both	both	CCONJ
dem-15819	100	2	the	the	DET
dem-15819	100	3	conditional	conditional	ADJ
dem-15819	100	4	variance	variance	NOUN
dem-15819	100	5	and	and	CCONJ
dem-15819	100	6	the	the	DET
dem-15819	100	7	conditional	conditional	ADJ
dem-15819	100	8	covariance	covariance	NOUN
dem-15819	100	9	are	be	AUX
dem-15819	100	10	provided	provide	VERB
dem-15819	100	11	in	in	ADP
dem-15819	100	12	the	the	DET
dem-15819	100	13	matrix	matrix	NOUN
dem-15819	100	14	ht	ht	PROPN
dem-15819	100	15	.	.	PUNCT
dem-15819	101	1	finally	finally	ADV
dem-15819	101	2	,	,	PUNCT
dem-15819	101	3	the	the	DET
dem-15819	101	4	time	time	NOUN
dem-15819	101	5	-	-	PUNCT
dem-15819	101	6	varying	vary	VERB
dem-15819	101	7	beta	beta	ADJ
dem-15819	101	8	series	series	NOUN
dem-15819	101	9	are	be	AUX
dem-15819	101	10	calculated	calculate	VERB
dem-15819	101	11	from	from	ADP
dem-15819	101	12	the	the	DET
dem-15819	101	13	conditional	conditional	ADJ
dem-15819	101	14	covariances	covariance	NOUN
dem-15819	101	15	in	in	ADP
dem-15819	101	16	mgarch	mgarch	NOUN
dem-15819	101	17	models	model	NOUN
dem-15819	101	18	.	.	PUNCT
dem-15819	102	1	2.2	2.2	NUM
dem-15819	102	2	.	.	PUNCT
dem-15819	103	1	unobserved	unobserved	ADJ
dem-15819	103	2	component	component	NOUN
dem-15819	103	3	model	model	NOUN
dem-15819	103	4	the	the	DET
dem-15819	103	5	second	second	ADJ
dem-15819	103	6	approach	approach	NOUN
dem-15819	103	7	used	use	VERB
dem-15819	103	8	in	in	ADP
dem-15819	103	9	the	the	DET
dem-15819	103	10	paper	paper	NOUN
dem-15819	103	11	is	be	AUX
dem-15819	103	12	a	a	DET
dem-15819	103	13	state	state	NOUN
dem-15819	103	14	-	-	PUNCT
dem-15819	103	15	space	space	NOUN
dem-15819	103	16	representation	representation	NOUN
dem-15819	103	17	where	where	SCONJ
dem-15819	103	18	the	the	DET
dem-15819	103	19	kalman	kalman	PROPN
dem-15819	103	20	filter	filter	NOUN
dem-15819	103	21	is	be	AUX
dem-15819	103	22	used	use	VERB
dem-15819	103	23	.	.	PUNCT
dem-15819	104	1	we	we	PRON
dem-15819	104	2	apply	apply	VERB
dem-15819	104	3	the	the	DET
dem-15819	104	4	unobserved	unobserved	ADJ
dem-15819	104	5	component	component	NOUN
dem-15819	104	6	model	model	NOUN
dem-15819	104	7	,	,	PUNCT
dem-15819	104	8	uc	uc	PROPN
dem-15819	104	9	,	,	PUNCT
dem-15819	104	10	that	that	PRON
dem-15819	104	11	is	be	AUX
dem-15819	104	12	considered	consider	VERB
dem-15819	104	13	as	as	ADP
dem-15819	104	14	a	a	DET
dem-15819	104	15	multiple	multiple	ADJ
dem-15819	104	16	regression	regression	NOUN
dem-15819	104	17	model	model	NOUN
dem-15819	104	18	with	with	ADP
dem-15819	104	19	time	time	NOUN
dem-15819	104	20	-	-	PUNCT
dem-15819	104	21	varying	vary	VERB
dem-15819	104	22	coefficients	coefficient	NOUN
dem-15819	104	23	.	.	PUNCT
dem-15819	105	1	this	this	DET
dem-15819	105	2	specification	specification	NOUN
dem-15819	105	3	is	be	AUX
dem-15819	105	4	based	base	VERB
dem-15819	105	5	on	on	ADP
dem-15819	105	6	the	the	DET
dem-15819	105	7	theory	theory	NOUN
dem-15819	105	8	of	of	ADP
dem-15819	105	9	structural	structural	ADJ
dem-15819	105	10	time	time	NOUN
dem-15819	105	11	series	series	PROPN
dem-15819	105	12	models	model	NOUN
dem-15819	105	13	presented	present	VERB
dem-15819	105	14	in	in	ADP
dem-15819	105	15	harvey	harvey	PROPN
dem-15819	105	16	(	(	PUNCT
dem-15819	105	17	1989	1989	NUM
dem-15819	105	18	)	)	PUNCT
dem-15819	105	19	,	,	PUNCT
dem-15819	105	20	in	in	ADP
dem-15819	105	21	the	the	DET
dem-15819	105	22	general	general	ADJ
dem-15819	105	23	form	form	NOUN
dem-15819	105	24	a	a	DET
dem-15819	105	25	time	time	NOUN
dem-15819	105	26	series	series	NOUN
dem-15819	105	27	is	be	AUX
dem-15819	105	28	viewed	view	VERB
dem-15819	105	29	as	as	ADP
dem-15819	105	30	being	be	AUX
dem-15819	105	31	decomposable	decomposable	ADJ
dem-15819	105	32	into	into	ADP
dem-15819	105	33	trend	trend	NOUN
dem-15819	105	34	,	,	PUNCT
dem-15819	105	35	seasonal	seasonal	ADJ
dem-15819	105	36	,	,	PUNCT
dem-15819	105	37	and	and	CCONJ
dem-15819	105	38	cycle	cycle	NOUN
dem-15819	105	39	components	component	NOUN
dem-15819	105	40	.	.	PUNCT
dem-15819	106	1	in	in	ADP
dem-15819	106	2	the	the	DET
dem-15819	106	3	uc	uc	PROPN
dem-15819	106	4	model	model	NOUN
dem-15819	106	5	it	it	PRON
dem-15819	106	6	is	be	AUX
dem-15819	106	7	assumed	assume	VERB
dem-15819	106	8	that	that	SCONJ
dem-15819	106	9	near	near	ADV
dem-15819	106	10	and	and	CCONJ
dem-15819	106	11	far	far	ADV
dem-15819	106	12	distant	distant	ADJ
dem-15819	106	13	observations	observation	NOUN
dem-15819	106	14	should	should	AUX
dem-15819	106	15	not	not	PART
dem-15819	106	16	be	be	AUX
dem-15819	106	17	given	give	VERB
dem-15819	106	18	equal	equal	ADJ
dem-15819	106	19	weight	weight	NOUN
dem-15819	106	20	.	.	PUNCT
dem-15819	107	1	for	for	ADP
dem-15819	107	2	our	our	PRON
dem-15819	107	3	purpose	purpose	NOUN
dem-15819	107	4	we	we	PRON
dem-15819	107	5	use	use	VERB
dem-15819	107	6	a	a	DET
dem-15819	107	7	local	local	ADJ
dem-15819	107	8	level	level	NOUN
dem-15819	107	9	model	model	NOUN
dem-15819	107	10	(	(	PUNCT
dem-15819	107	11	random	random	ADJ
dem-15819	107	12	walk	walk	NOUN
dem-15819	107	13	)	)	PUNCT
dem-15819	107	14	with	with	ADP
dem-15819	107	15	drift	drift	NOUN
dem-15819	107	16	in	in	ADP
dem-15819	107	17	the	the	DET
dem-15819	107	18	following	follow	VERB
dem-15819	107	19	way	way	NOUN
dem-15819	107	20	(	(	PUNCT
dem-15819	107	21	harvey	harvey	NOUN
dem-15819	107	22	1989	1989	NUM
dem-15819	107	23	)	)	PUNCT
dem-15819	107	24	1	1	NUM
dem-15819	107	25	:	:	PUNCT
dem-15819	107	26	ttrr	ttrr	NOUN
dem-15819	107	27	ttmtittit	ttmtittit	NOUN
dem-15819	107	28	...	...	PUNCT
dem-15819	107	29	,	,	PUNCT
dem-15819	107	30	,	,	PUNCT
dem-15819	107	31	1),0(~	1),0(~	NUM
dem-15819	107	32	,	,	PUNCT
dem-15819	107	33	2	2	NUM
dem-15819	107	34			NOUN
dem-15819	107	35			PROPN
dem-15819	107	36	nid	nid	PROPN
dem-15819	107	37	,	,	PUNCT
dem-15819	107	38	(	(	PUNCT
dem-15819	107	39	4	4	X
dem-15819	107	40	)	)	PUNCT
dem-15819	107	41	tttttiit	tttttiit	NOUN
dem-15819	107	42	...	...	PUNCT
dem-15819	107	43	,	,	PUNCT
dem-15819	107	44	,	,	PUNCT
dem-15819	107	45	1),0(~	1),0(~	NUM
dem-15819	107	46	,	,	PUNCT
dem-15819	107	47	2	2	NUM
dem-15819	107	48	1	1	NUM
dem-15819	107	49	,	,	PUNCT
dem-15819	107	50			NUM
dem-15819	107	51			PROPN
dem-15819	107	52			PROPN
dem-15819	107	53	nid	nid	PROPN
dem-15819	107	54	(	(	PUNCT
dem-15819	107	55	5	5	NUM
dem-15819	107	56	)	)	PUNCT
dem-15819	107	57	where	where	SCONJ
dem-15819	107	58	nid	nid	PROPN
dem-15819	107	59	denotes	denote	NOUN
dem-15819	107	60	normally	normally	ADV
dem-15819	107	61	and	and	CCONJ
dem-15819	107	62	independently	independently	ADV
dem-15819	107	63	distribute	distribute	VERB
dem-15819	107	64	,	,	PUNCT
dem-15819	107	65	and	and	CCONJ
dem-15819	107	66	t	t	PROPN
dem-15819	107	67	and	and	CCONJ
dem-15819	107	68	t	t	NOUN
dem-15819	107	69	are	be	AUX
dem-15819	107	70	independent	independent	ADJ
dem-15819	107	71	variables	variable	NOUN
dem-15819	107	72	.	.	PUNCT
dem-15819	108	1	equation	equation	NOUN
dem-15819	108	2	(	(	PUNCT
dem-15819	108	3	4	4	X
dem-15819	108	4	)	)	PUNCT
dem-15819	108	5	is	be	AUX
dem-15819	108	6	a	a	DET
dem-15819	108	7	measurement	measurement	NOUN
dem-15819	108	8	equation	equation	NOUN
dem-15819	108	9	,	,	PUNCT
dem-15819	108	10	whereas	whereas	SCONJ
dem-15819	108	11	equation	equation	NOUN
dem-15819	108	12	(	(	PUNCT
dem-15819	108	13	5	5	NUM
dem-15819	108	14	)	)	PUNCT
dem-15819	108	15	is	be	AUX
dem-15819	108	16	the	the	DET
dem-15819	108	17	transition	transition	NOUN
dem-15819	108	18	equation	equation	NOUN
dem-15819	108	19	.	.	PUNCT
dem-15819	109	1	within	within	ADP
dem-15819	109	2	this	this	DET
dem-15819	109	3	specification	specification	NOUN
dem-15819	109	4	,	,	PUNCT
dem-15819	109	5	any	any	DET
dem-15819	109	6	shock	shock	NOUN
dem-15819	109	7	to	to	ADP
dem-15819	109	8	asset	asset	NOUN
dem-15819	109	9	’	'	PUNCT
dem-15819	109	10	beta	beta	NOUN
dem-15819	109	11	is	be	AUX
dem-15819	109	12	persistent	persistent	ADJ
dem-15819	109	13	.	.	PUNCT
dem-15819	110	1	the	the	DET
dem-15819	110	2	kalman	kalman	PROPN
dem-15819	110	3	filter	filter	NOUN
dem-15819	110	4	allows	allow	VERB
dem-15819	110	5	to	to	PART
dem-15819	110	6	obtain	obtain	VERB
dem-15819	110	7	the	the	DET
dem-15819	110	8	time	time	NOUN
dem-15819	110	9	-	-	PUNCT
dem-15819	110	10	varying	vary	VERB
dem-15819	110	11	beta	beta	NOUN
dem-15819	110	12	.	.	PUNCT
dem-15819	111	1	it	it	PRON
dem-15819	111	2	should	should	AUX
dem-15819	111	3	be	be	AUX
dem-15819	111	4	noted	note	VERB
dem-15819	111	5	that	that	SCONJ
dem-15819	111	6	the	the	DET
dem-15819	111	7	specification	specification	NOUN
dem-15819	111	8	of	of	ADP
dem-15819	111	9	the	the	DET
dem-15819	111	10	uc	uc	PROPN
dem-15819	111	11	model	model	NOUN
dem-15819	111	12	for	for	ADP
dem-15819	111	13	weekly	weekly	ADJ
dem-15819	111	14	data	datum	NOUN
dem-15819	111	15	might	might	AUX
dem-15819	111	16	raise	raise	VERB
dem-15819	111	17	some	some	DET
dem-15819	111	18	concerns	concern	NOUN
dem-15819	111	19	as	as	SCONJ
dem-15819	111	20	this	this	DET
dem-15819	111	21	model	model	NOUN
dem-15819	111	22	assumes	assume	VERB
dem-15819	111	23	inter	inter	ADJ
dem-15819	111	24	alia	alia	NOUN
dem-15819	111	25	that	that	SCONJ
dem-15819	111	26	the	the	DET
dem-15819	111	27	conditional	conditional	ADJ
dem-15819	111	28	variance	variance	NOUN
dem-15819	111	29	of	of	ADP
dem-15819	111	30	returns	return	NOUN
dem-15819	111	31	is	be	AUX
dem-15819	111	32	homoscedastic	homoscedastic	ADJ
dem-15819	111	33	(	(	PUNCT
dem-15819	111	34	has	have	AUX
dem-15819	111	35	no	no	DET
dem-15819	111	36	arch	arch	ADJ
dem-15819	111	37	effect	effect	NOUN
dem-15819	111	38	described	describe	VERB
dem-15819	111	39	in	in	ADP
dem-15819	111	40	e.g.	e.g.	ADV
dem-15819	111	41	bollerslev	bollerslev	NOUN
dem-15819	111	42	et	et	PROPN
dem-15819	111	43	al	al	PROPN
dem-15819	111	44	.	.	PROPN
dem-15819	112	1	(	(	PUNCT
dem-15819	112	2	1994	1994	NUM
dem-15819	112	3	)	)	PUNCT
dem-15819	112	4	.	.	PUNCT
dem-15819	113	1	however	however	ADV
dem-15819	113	2	,	,	PUNCT
dem-15819	113	3	this	this	DET
dem-15819	113	4	effect	effect	NOUN
dem-15819	113	5	is	be	AUX
dem-15819	113	6	pretty	pretty	ADV
dem-15819	113	7	well	well	ADV
dem-15819	113	8	1	1	NUM
dem-15819	114	1	the	the	DET
dem-15819	114	2	other	other	ADJ
dem-15819	114	3	possible	possible	ADJ
dem-15819	114	4	specifications	specification	NOUN
dem-15819	114	5	are	be	AUX
dem-15819	114	6	presented	present	VERB
dem-15819	114	7	in	in	ADP
dem-15819	114	8	kurach	kurach	NOUN
dem-15819	114	9	and	and	CCONJ
dem-15819	114	10	stelmach	stelmach	NOUN
dem-15819	114	11	(	(	PUNCT
dem-15819	114	12	kurach	kurach	NOUN
dem-15819	114	13	and	and	CCONJ
dem-15819	114	14	stelmach	stelmach	NOUN
dem-15819	114	15	,	,	PUNCT
dem-15819	114	16	2014	2014	NUM
dem-15819	114	17	)	)	PUNCT
dem-15819	114	18	or	or	CCONJ
dem-15819	114	19	będowska	będowska	NOUN
dem-15819	114	20	-	-	PUNCT
dem-15819	114	21	sójka	sójka	PROPN
dem-15819	114	22	(	(	PUNCT
dem-15819	114	23	2015	2015	NUM
dem-15819	114	24	)	)	PUNCT
dem-15819	114	25	.	.	PUNCT
dem-15819	115	1	evaluating	evaluate	VERB
dem-15819	115	2	the	the	DET
dem-15819	115	3	accuracy	accuracy	NOUN
dem-15819	115	4	of	of	ADP
dem-15819	115	5	time	time	NOUN
dem-15819	115	6	-	-	PUNCT
dem-15819	115	7	varying	vary	VERB
dem-15819	115	8	beta	beta	NOUN
dem-15819	115	9	.	.	PUNCT
dem-15819	116	1	the	the	DET
dem-15819	116	2	evidence	evidence	NOUN
dem-15819	116	3	from	from	ADP
dem-15819	116	4	poland	poland	PROPN
dem-15819	116	5	dynamic	dynamic	ADJ
dem-15819	116	6	econometric	econometric	ADJ
dem-15819	116	7	models	model	NOUN
dem-15819	116	8	17	17	NUM
dem-15819	116	9	(	(	PUNCT
dem-15819	116	10	2017	2017	NUM
dem-15819	116	11	)	)	PUNCT
dem-15819	116	12	161–176	161–176	PROPN
dem-15819	116	13	167	167	NUM
dem-15819	116	14	captured	capture	VERB
dem-15819	116	15	by	by	ADP
dem-15819	116	16	bekk	bekk	NOUN
dem-15819	116	17	and	and	CCONJ
dem-15819	116	18	dcc	dcc	PROPN
dem-15819	116	19	models	model	NOUN
dem-15819	116	20	.	.	PUNCT
dem-15819	117	1	thus	thus	ADV
dem-15819	117	2	,	,	PUNCT
dem-15819	117	3	if	if	SCONJ
dem-15819	117	4	the	the	DET
dem-15819	117	5	weekly	weekly	ADJ
dem-15819	117	6	data	datum	NOUN
dem-15819	117	7	are	be	AUX
dem-15819	117	8	characterized	characterize	VERB
dem-15819	117	9	by	by	ADP
dem-15819	117	10	the	the	DET
dem-15819	117	11	arch	arch	ADJ
dem-15819	117	12	effect	effect	NOUN
dem-15819	117	13	,	,	PUNCT
dem-15819	117	14	than	than	SCONJ
dem-15819	117	15	the	the	DET
dem-15819	117	16	uc	uc	PROPN
dem-15819	117	17	model	model	NOUN
dem-15819	117	18	is	be	AUX
dem-15819	117	19	not	not	PART
dem-15819	117	20	appropriate	appropriate	ADJ
dem-15819	117	21	2	2	NUM
dem-15819	117	22	.	.	PUNCT
dem-15819	118	1	finally	finally	ADV
dem-15819	118	2	we	we	PRON
dem-15819	118	3	also	also	ADV
dem-15819	118	4	obtain	obtain	VERB
dem-15819	118	5	static	static	ADJ
dem-15819	118	6	beta	beta	NOUN
dem-15819	118	7	from	from	ADP
dem-15819	118	8	the	the	DET
dem-15819	118	9	ordinary	ordinary	ADJ
dem-15819	118	10	least	least	ADJ
dem-15819	118	11	square	square	ADJ
dem-15819	118	12	regression	regression	NOUN
dem-15819	118	13	as	as	ADP
dem-15819	118	14	a	a	DET
dem-15819	118	15	benchmark	benchmark	NOUN
dem-15819	118	16	for	for	ADP
dem-15819	118	17	the	the	DET
dem-15819	118	18	comparisons	comparison	NOUN
dem-15819	118	19	of	of	ADP
dem-15819	118	20	time	time	NOUN
dem-15819	118	21	-	-	PUNCT
dem-15819	118	22	varying	vary	VERB
dem-15819	118	23	beta	beta	NOUN
dem-15819	118	24	estimates	estimate	NOUN
dem-15819	118	25	.	.	PUNCT
dem-15819	119	1	3	3	X
dem-15819	119	2	.	.	X
dem-15819	119	3	comparisons	comparison	NOUN
dem-15819	119	4	of	of	ADP
dem-15819	119	5	different	different	ADJ
dem-15819	119	6	betas	beta	NOUN
dem-15819	119	7	there	there	PRON
dem-15819	119	8	is	be	VERB
dem-15819	119	9	no	no	DET
dem-15819	119	10	obvious	obvious	ADJ
dem-15819	119	11	benchmark	benchmark	NOUN
dem-15819	119	12	for	for	ADP
dem-15819	119	13	unobservable	unobservable	ADJ
dem-15819	119	14	beta	beta	NOUN
dem-15819	119	15	.	.	PUNCT
dem-15819	120	1	therefore	therefore	ADV
dem-15819	120	2	some	some	DET
dem-15819	120	3	proxies	proxy	NOUN
dem-15819	120	4	must	must	AUX
dem-15819	120	5	be	be	AUX
dem-15819	120	6	introduced	introduce	VERB
dem-15819	120	7	when	when	SCONJ
dem-15819	120	8	attempting	attempt	VERB
dem-15819	120	9	to	to	PART
dem-15819	120	10	establish	establish	VERB
dem-15819	120	11	the	the	DET
dem-15819	120	12	relative	relative	ADJ
dem-15819	120	13	dominance	dominance	NOUN
dem-15819	120	14	of	of	ADP
dem-15819	120	15	one	one	NUM
dem-15819	120	16	method	method	NOUN
dem-15819	120	17	over	over	ADP
dem-15819	120	18	another	another	PRON
dem-15819	120	19	.	.	PUNCT
dem-15819	121	1	in	in	ADP
dem-15819	121	2	a	a	DET
dem-15819	121	3	similar	similar	ADJ
dem-15819	121	4	manner	manner	NOUN
dem-15819	121	5	to	to	ADP
dem-15819	121	6	choudhry	choudhry	NOUN
dem-15819	121	7	and	and	CCONJ
dem-15819	121	8	wu	wu	PROPN
dem-15819	121	9	(	(	PUNCT
dem-15819	121	10	2008	2008	NUM
dem-15819	121	11	)	)	PUNCT
dem-15819	121	12	after	after	ADP
dem-15819	121	13	calculation	calculation	NOUN
dem-15819	121	14	of	of	ADP
dem-15819	121	15	different	different	ADJ
dem-15819	121	16	beta	beta	ADJ
dem-15819	121	17	measures	measure	NOUN
dem-15819	121	18	,	,	PUNCT
dem-15819	121	19	we	we	PRON
dem-15819	121	20	compare	compare	VERB
dem-15819	121	21	them	they	PRON
dem-15819	121	22	on	on	ADP
dem-15819	121	23	the	the	DET
dem-15819	121	24	basis	basis	NOUN
dem-15819	121	25	of	of	ADP
dem-15819	121	26	the	the	DET
dem-15819	121	27	fit	fit	NOUN
dem-15819	121	28	to	to	ADP
dem-15819	121	29	the	the	DET
dem-15819	121	30	securities	security	NOUN
dem-15819	121	31	market	market	NOUN
dem-15819	121	32	line	line	NOUN
dem-15819	121	33	,	,	PUNCT
dem-15819	121	34	sml	sml	PROPN
dem-15819	121	35	:	:	PUNCT
dem-15819	121	36	)	)	PUNCT
dem-15819	121	37	(	(	PUNCT
dem-15819	121	38	ftmtitftit	ftmtitftit	NOUN
dem-15819	121	39	rrrr	rrrr	PROPN
dem-15819	121	40			PROPN
dem-15819	121	41			PROPN
dem-15819	121	42	(	(	PUNCT
dem-15819	121	43	6	6	NUM
dem-15819	121	44	)	)	PUNCT
dem-15819	121	45	where	where	SCONJ
dem-15819	121	46	ftr	ftr	PROPN
dem-15819	121	47	is	be	AUX
dem-15819	121	48	a	a	DET
dem-15819	121	49	risk	risk	NOUN
dem-15819	121	50	-	-	PUNCT
dem-15819	121	51	free	free	ADJ
dem-15819	121	52	rate	rate	NOUN
dem-15819	121	53	of	of	ADP
dem-15819	121	54	return	return	NOUN
dem-15819	121	55	.	.	PUNCT
dem-15819	122	1	with	with	ADP
dem-15819	122	2	the	the	DET
dem-15819	122	3	estimates	estimate	NOUN
dem-15819	122	4	of	of	ADP
dem-15819	122	5	time	time	NOUN
dem-15819	122	6	-	-	PUNCT
dem-15819	122	7	varying	vary	VERB
dem-15819	122	8	betas	beta	NOUN
dem-15819	122	9	,	,	PUNCT
dem-15819	122	10	one	one	NUM
dem-15819	122	11	easily	easily	ADV
dem-15819	122	12	calculates	calculate	VERB
dem-15819	122	13	in	in	ADP
dem-15819	122	14	-	-	PUNCT
dem-15819	122	15	sample	sample	NOUN
dem-15819	122	16	theoretical	theoretical	ADJ
dem-15819	122	17	returns	return	NOUN
dem-15819	122	18	based	base	VERB
dem-15819	122	19	on	on	ADP
dem-15819	122	20	the	the	DET
dem-15819	122	21	market	market	NOUN
dem-15819	122	22	return	return	NOUN
dem-15819	122	23	and	and	CCONJ
dem-15819	122	24	the	the	DET
dem-15819	122	25	risk	risk	NOUN
dem-15819	122	26	-	-	PUNCT
dem-15819	122	27	free	free	ADJ
dem-15819	122	28	rate	rate	NOUN
dem-15819	122	29	of	of	ADP
dem-15819	122	30	return	return	NOUN
dem-15819	122	31	that	that	PRON
dem-15819	122	32	are	be	AUX
dem-15819	122	33	actually	actually	ADV
dem-15819	122	34	observed	observe	VERB
dem-15819	122	35	.	.	PUNCT
dem-15819	123	1	we	we	PRON
dem-15819	123	2	assess	assess	VERB
dem-15819	123	3	the	the	DET
dem-15819	123	4	relative	relative	ADJ
dem-15819	123	5	accuracy	accuracy	NOUN
dem-15819	123	6	of	of	ADP
dem-15819	123	7	time	time	NOUN
dem-15819	123	8	-	-	PUNCT
dem-15819	123	9	varying	vary	VERB
dem-15819	123	10	beta	beta	NOUN
dem-15819	123	11	estimates	estimate	NOUN
dem-15819	123	12	by	by	ADP
dem-15819	123	13	comparing	compare	VERB
dem-15819	123	14	the	the	DET
dem-15819	123	15	theoretical	theoretical	ADJ
dem-15819	123	16	return	return	NOUN
dem-15819	123	17	with	with	ADP
dem-15819	123	18	the	the	DET
dem-15819	123	19	actual	actual	ADJ
dem-15819	123	20	returns	return	NOUN
dem-15819	123	21	and	and	CCONJ
dem-15819	123	22	calculating	calculate	VERB
dem-15819	123	23	the	the	DET
dem-15819	123	24	residual	residual	ADJ
dem-15819	123	25	,	,	PUNCT
dem-15819	123	26			PROPN
dem-15819	123	27	:	:	PUNCT
dem-15819	123	28	ititit	ititit	PROPN
dem-15819	123	29	rr	rr	VERB
dem-15819	124	1	ˆ	ˆ	PROPN
dem-15819	124	2	(	(	PUNCT
dem-15819	124	3	7	7	NUM
dem-15819	124	4	)	)	PUNCT
dem-15819	124	5	where	where	SCONJ
dem-15819	124	6	itr	itr	NOUN
dem-15819	124	7	is	be	AUX
dem-15819	124	8	the	the	DET
dem-15819	124	9	actual	actual	ADJ
dem-15819	124	10	return	return	NOUN
dem-15819	124	11	at	at	ADP
dem-15819	124	12	time	time	NOUN
dem-15819	124	13	t	t	PROPN
dem-15819	124	14	,	,	PUNCT
dem-15819	124	15	itr̂	itr̂	PROPN
dem-15819	124	16	is	be	AUX
dem-15819	124	17	the	the	DET
dem-15819	124	18	theoretical	theoretical	ADJ
dem-15819	124	19	return	return	NOUN
dem-15819	124	20	of	of	ADP
dem-15819	124	21	stock	stock	NOUN
dem-15819	124	22	i	i	PRON
dem-15819	124	23	according	accord	VERB
dem-15819	124	24	to	to	ADP
dem-15819	124	25	the	the	DET
dem-15819	124	26	sml	sml	NOUN
dem-15819	124	27	,	,	PUNCT
dem-15819	124	28	and	and	CCONJ
dem-15819	124	29	tt	tt	PROPN
dem-15819	124	30	,	,	PUNCT
dem-15819	124	31	...	...	PUNCT
dem-15819	124	32	,	,	PUNCT
dem-15819	124	33	1	1	PROPN
dem-15819	124	34	stands	stand	VERB
dem-15819	124	35	for	for	ADP
dem-15819	124	36	the	the	DET
dem-15819	124	37	consecutive	consecutive	ADJ
dem-15819	124	38	weeks	week	NOUN
dem-15819	124	39	.	.	PUNCT
dem-15819	125	1	the	the	DET
dem-15819	125	2	comparison	comparison	NOUN
dem-15819	125	3	of	of	ADP
dem-15819	125	4	beta	beta	ADJ
dem-15819	125	5	estimates	estimate	NOUN
dem-15819	125	6	are	be	AUX
dem-15819	125	7	based	base	VERB
dem-15819	125	8	on	on	ADP
dem-15819	125	9	the	the	DET
dem-15819	125	10	standard	standard	ADJ
dem-15819	125	11	forecasting	forecasting	NOUN
dem-15819	125	12	error	error	NOUN
dem-15819	125	13	measures	measure	NOUN
dem-15819	125	14	:	:	PUNCT
dem-15819	125	15	the	the	PRON
dem-15819	125	16	lower	low	ADJ
dem-15819	125	17	the	the	DET
dem-15819	125	18	errors	error	NOUN
dem-15819	125	19	,	,	PUNCT
dem-15819	125	20	the	the	DET
dem-15819	125	21	better	well	ADJ
dem-15819	125	22	in	in	ADP
dem-15819	125	23	-	-	PUNCT
dem-15819	125	24	sample	sample	NOUN
dem-15819	125	25	beta	beta	NOUN
dem-15819	125	26	approximation	approximation	NOUN
dem-15819	125	27	.	.	PUNCT
dem-15819	126	1	we	we	PRON
dem-15819	126	2	use	use	VERB
dem-15819	126	3	two	two	NUM
dem-15819	126	4	standard	standard	ADJ
dem-15819	126	5	errors	error	NOUN
dem-15819	126	6	used	use	VERB
dem-15819	126	7	most	most	ADV
dem-15819	126	8	frequently	frequently	ADV
dem-15819	126	9	in	in	ADP
dem-15819	126	10	empirical	empirical	ADJ
dem-15819	126	11	studies	study	NOUN
dem-15819	126	12	(	(	PUNCT
dem-15819	126	13	menchero	menchero	NOUN
dem-15819	126	14	et	et	PROPN
dem-15819	126	15	al	al	PROPN
dem-15819	126	16	.	.	PROPN
dem-15819	126	17	,	,	PUNCT
dem-15819	126	18	2016	2016	NUM
dem-15819	126	19	;	;	PUNCT
dem-15819	126	20	wang	wang	PROPN
dem-15819	126	21	,	,	PUNCT
dem-15819	126	22	2009	2009	NUM
dem-15819	126	23	):	):	PUNCT
dem-15819	126	24	mean	mean	ADJ
dem-15819	126	25	absolute	absolute	ADJ
dem-15819	126	26	error	error	NOUN
dem-15819	126	27	,	,	PUNCT
dem-15819	126	28			X
dem-15819	126	29			PROPN
dem-15819	126	30			PROPN
dem-15819	126	31	t	t	PROPN
dem-15819	126	32	t	t	PROPN
dem-15819	126	33	titi	titi	PROPN
dem-15819	126	34	rr	rr	PROPN
dem-15819	126	35	t	t	PROPN
dem-15819	126	36	mae	mae	PROPN
dem-15819	126	37	1	1	NUM
dem-15819	126	38	,	,	PUNCT
dem-15819	126	39	,	,	PUNCT
dem-15819	126	40	ˆ1	ˆ1	NOUN
dem-15819	126	41	and	and	CCONJ
dem-15819	126	42	mean	mean	ADJ
dem-15819	126	43	square	square	NOUN
dem-15819	126	44	error	error	NOUN
dem-15819	126	45	,	,	PUNCT
dem-15819	126	46			X
dem-15819	126	47			PROPN
dem-15819	126	48			PROPN
dem-15819	126	49	t	t	PROPN
dem-15819	126	50	t	t	PROPN
dem-15819	126	51	titi	titi	PROPN
dem-15819	126	52	rr	rr	PROPN
dem-15819	126	53	t	t	PROPN
dem-15819	126	54	mse	mse	PROPN
dem-15819	126	55	1	1	NUM
dem-15819	126	56	2	2	NUM
dem-15819	126	57	,	,	PUNCT
dem-15819	126	58	,	,	PUNCT
dem-15819	126	59	)	)	PUNCT
dem-15819	126	60	ˆ	ˆ	X
dem-15819	126	61	(	(	PUNCT
dem-15819	126	62	1	1	NUM
dem-15819	126	63	.	.	PUNCT
dem-15819	127	1	out	out	ADP
dem-15819	127	2	of	of	ADP
dem-15819	127	3	these	these	DET
dem-15819	127	4	two	two	NUM
dem-15819	127	5	measures	measure	NOUN
dem-15819	127	6	,	,	PUNCT
dem-15819	127	7	mae	mae	PROPN
dem-15819	127	8	is	be	AUX
dem-15819	127	9	less	less	ADV
dem-15819	127	10	sensitive	sensitive	ADJ
dem-15819	127	11	to	to	ADP
dem-15819	127	12	outliers	outlier	NOUN
dem-15819	127	13	.	.	PUNCT
dem-15819	128	1	we	we	PRON
dem-15819	128	2	also	also	ADV
dem-15819	128	3	consider	consider	VERB
dem-15819	128	4	median	median	ADJ
dem-15819	128	5	relative	relative	ADJ
dem-15819	128	6	absolute	absolute	ADJ
dem-15819	128	7	error	error	NOUN
dem-15819	128	8	,	,	PUNCT
dem-15819	128	9	mrae	mrae	NOUN
dem-15819	128	10	,	,	PUNCT
dem-15819	128	11	calculated	calculate	VERB
dem-15819	128	12	as	as	ADP
dem-15819	128	13	a	a	DET
dem-15819	128	14	median	median	NOUN
dem-15819	128	15	of	of	ADP
dem-15819	128	16	the	the	DET
dem-15819	128	17	distribution	distribution	NOUN
dem-15819	128	18	of	of	ADP
dem-15819	128	19	ratios	ratio	NOUN
dem-15819	128	20	b	b	X
dem-15819	128	21	ti	ti	X
dem-15819	128	22	b	b	PROPN
dem-15819	128	23	tititi	tititi	PROPN
dem-15819	128	24	rrrr	rrrr	PROPN
dem-15819	128	25	,	,	PUNCT
dem-15819	128	26	,	,	PUNCT
dem-15819	128	27	,	,	PUNCT
dem-15819	128	28	,	,	PUNCT
dem-15819	128	29	ˆ/ˆ	ˆ/ˆ	PROPN
dem-15819	128	30			PROPN
dem-15819	128	31	,	,	PUNCT
dem-15819	128	32	2	2	NUM
dem-15819	128	33	a	a	DET
dem-15819	128	34	possible	possible	ADJ
dem-15819	128	35	solution	solution	NOUN
dem-15819	128	36	to	to	ADP
dem-15819	128	37	this	this	DET
dem-15819	128	38	issue	issue	NOUN
dem-15819	128	39	was	be	AUX
dem-15819	128	40	proposed	propose	VERB
dem-15819	128	41	by	by	ADP
dem-15819	128	42	rockinger	rockinger	NOUN
dem-15819	128	43	and	and	CCONJ
dem-15819	128	44	urga	urga	NOUN
dem-15819	128	45	(	(	PUNCT
dem-15819	128	46	2001	2001	NUM
dem-15819	128	47	)	)	PUNCT
dem-15819	128	48	.	.	PUNCT
dem-15819	129	1	barbara	barbara	PROPN
dem-15819	129	2	będowska	będowska	PROPN
dem-15819	129	3	-	-	PUNCT
dem-15819	129	4	sójka	sójka	ADV
dem-15819	129	5	dynamic	dynamic	ADJ
dem-15819	129	6	econometric	econometric	ADJ
dem-15819	129	7	models	model	NOUN
dem-15819	129	8	17	17	NUM
dem-15819	129	9	(	(	PUNCT
dem-15819	129	10	2017	2017	NUM
dem-15819	129	11	)	)	PUNCT
dem-15819	129	12	161–176	161–176	NUM
dem-15819	129	13	168	168	NUM
dem-15819	129	14	where	where	SCONJ
dem-15819	129	15	b	b	NOUN
dem-15819	129	16	stands	stand	VERB
dem-15819	129	17	for	for	ADP
dem-15819	129	18	benchmark	benchmark	NOUN
dem-15819	129	19	model	model	NOUN
dem-15819	129	20	(	(	PUNCT
dem-15819	129	21	the	the	DET
dem-15819	129	22	ols	ol	NOUN
dem-15819	129	23	beta	beta	NOUN
dem-15819	129	24	in	in	ADP
dem-15819	129	25	our	our	PRON
dem-15819	129	26	case	case	NOUN
dem-15819	129	27	)	)	PUNCT
dem-15819	129	28	,	,	PUNCT
dem-15819	129	29	the	the	DET
dem-15819	129	30	last	last	ADJ
dem-15819	129	31	error	error	NOUN
dem-15819	129	32	measure	measure	NOUN
dem-15819	129	33	is	be	AUX
dem-15819	129	34	perceived	perceive	VERB
dem-15819	129	35	in	in	ADP
dem-15819	129	36	the	the	DET
dem-15819	129	37	literature	literature	NOUN
dem-15819	129	38	as	as	ADP
dem-15819	129	39	a	a	DET
dem-15819	129	40	robust	robust	ADJ
dem-15819	129	41	comparative	comparative	ADJ
dem-15819	129	42	measure	measure	NOUN
dem-15819	129	43	of	of	ADP
dem-15819	129	44	performance	performance	NOUN
dem-15819	129	45	(	(	PUNCT
dem-15819	129	46	armstrong	armstrong	PROPN
dem-15819	129	47	and	and	CCONJ
dem-15819	129	48	collopy	collopy	PROPN
dem-15819	129	49	,	,	PUNCT
dem-15819	129	50	1992	1992	NUM
dem-15819	129	51	)	)	PUNCT
dem-15819	129	52	.	.	PUNCT
dem-15819	130	1	4	4	X
dem-15819	130	2	.	.	X
dem-15819	130	3	empirical	empirical	ADJ
dem-15819	130	4	results	result	NOUN
dem-15819	130	5	we	we	PRON
dem-15819	130	6	estimated	estimate	VERB
dem-15819	130	7	four	four	NUM
dem-15819	130	8	type	type	NOUN
dem-15819	130	9	of	of	ADP
dem-15819	130	10	models	model	NOUN
dem-15819	130	11	for	for	ADP
dem-15819	130	12	each	each	PRON
dem-15819	130	13	of	of	ADP
dem-15819	130	14	fifteen	fifteen	NUM
dem-15819	130	15	stocks	stock	NOUN
dem-15819	130	16	.	.	PUNCT
dem-15819	131	1	due	due	ADP
dem-15819	131	2	to	to	ADP
dem-15819	131	3	the	the	DET
dem-15819	131	4	highly	highly	ADV
dem-15819	131	5	volatile	volatile	ADJ
dem-15819	131	6	measures	measure	NOUN
dem-15819	131	7	of	of	ADP
dem-15819	131	8	conditional	conditional	ADJ
dem-15819	131	9	beta	beta	NOUN
dem-15819	131	10	within	within	ADP
dem-15819	131	11	the	the	DET
dem-15819	131	12	first	first	ADJ
dem-15819	131	13	period	period	NOUN
dem-15819	131	14	,	,	PUNCT
dem-15819	131	15	we	we	PRON
dem-15819	131	16	excluded	exclude	VERB
dem-15819	131	17	from	from	ADP
dem-15819	131	18	the	the	DET
dem-15819	131	19	analysis	analysis	NOUN
dem-15819	131	20	first	first	ADV
dem-15819	131	21	52	52	NUM
dem-15819	131	22	observations	observation	NOUN
dem-15819	131	23	and	and	CCONJ
dem-15819	131	24	thus	thus	ADV
dem-15819	131	25	analysis	analysis	NOUN
dem-15819	131	26	starts	start	VERB
dem-15819	131	27	from	from	ADP
dem-15819	131	28	2001	2001	NUM
dem-15819	131	29	.	.	PUNCT
dem-15819	132	1	in	in	ADP
dem-15819	132	2	figure	figure	NOUN
dem-15819	132	3	1	1	NUM
dem-15819	132	4	we	we	PRON
dem-15819	132	5	show	show	VERB
dem-15819	132	6	beta	beta	ADJ
dem-15819	132	7	estimates	estimate	NOUN
dem-15819	132	8	from	from	ADP
dem-15819	132	9	different	different	ADJ
dem-15819	132	10	methods	method	NOUN
dem-15819	132	11	for	for	ADP
dem-15819	132	12	two	two	NUM
dem-15819	132	13	stocks	stock	NOUN
dem-15819	132	14	,	,	PUNCT
dem-15819	132	15	each	each	PRON
dem-15819	132	16	representing	represent	VERB
dem-15819	132	17	different	different	ADJ
dem-15819	132	18	sector	sector	NOUN
dem-15819	132	19	:	:	PUNCT
dem-15819	132	20	bhw	bhw	PROPN
dem-15819	132	21	(	(	PUNCT
dem-15819	132	22	banking	banking	NOUN
dem-15819	132	23	)	)	PUNCT
dem-15819	132	24	and	and	CCONJ
dem-15819	132	25	cdr	cdr	PROPN
dem-15819	132	26	(	(	PUNCT
dem-15819	132	27	informatics	informatics	PROPN
dem-15819	132	28	)	)	PUNCT
dem-15819	132	29	,	,	PUNCT
dem-15819	132	30	the	the	DET
dem-15819	132	31	remaining	remain	VERB
dem-15819	132	32	graphics	graphic	NOUN
dem-15819	132	33	are	be	AUX
dem-15819	132	34	available	available	ADJ
dem-15819	132	35	on	on	ADP
dem-15819	132	36	request	request	NOUN
dem-15819	132	37	.	.	PUNCT
dem-15819	133	1	while	while	SCONJ
dem-15819	133	2	the	the	DET
dem-15819	133	3	overall	overall	ADJ
dem-15819	133	4	dynamic	dynamic	NOUN
dem-15819	133	5	of	of	ADP
dem-15819	133	6	beta	beta	NOUN
dem-15819	133	7	is	be	AUX
dem-15819	133	8	similar	similar	ADJ
dem-15819	133	9	across	across	ADP
dem-15819	133	10	different	different	ADJ
dem-15819	133	11	approaches	approach	NOUN
dem-15819	133	12	,	,	PUNCT
dem-15819	133	13	beta	beta	ADJ
dem-15819	133	14	estimates	estimate	NOUN
dem-15819	133	15	from	from	ADP
dem-15819	133	16	unobserved	unobserved	ADJ
dem-15819	133	17	component	component	NOUN
dem-15819	133	18	model	model	NOUN
dem-15819	133	19	seem	seem	VERB
dem-15819	133	20	to	to	PART
dem-15819	133	21	be	be	AUX
dem-15819	133	22	most	most	ADV
dem-15819	133	23	smoothed	smooth	VERB
dem-15819	133	24	and	and	CCONJ
dem-15819	133	25	therefore	therefore	ADV
dem-15819	133	26	most	most	ADV
dem-15819	133	27	stable	stable	ADJ
dem-15819	133	28	,	,	PUNCT
dem-15819	133	29	whereas	whereas	SCONJ
dem-15819	133	30	the	the	DET
dem-15819	133	31	beta	beta	NOUN
dem-15819	133	32	estimates	estimate	NOUN
dem-15819	133	33	from	from	ADP
dem-15819	133	34	both	both	DET
dem-15819	133	35	mgarch	mgarch	NOUN
dem-15819	133	36	models	model	NOUN
dem-15819	133	37	are	be	AUX
dem-15819	133	38	highly	highly	ADV
dem-15819	133	39	volatile	volatile	ADJ
dem-15819	133	40	.	.	PUNCT
dem-15819	134	1	figure	figure	NOUN
dem-15819	134	2	1	1	NUM
dem-15819	134	3	.	.	PUNCT
dem-15819	135	1	the	the	DET
dem-15819	135	2	estimates	estimate	NOUN
dem-15819	135	3	of	of	ADP
dem-15819	135	4	beta	beta	NOUN
dem-15819	135	5	for	for	ADP
dem-15819	135	6	bzw	bzw	NOUN
dem-15819	135	7	and	and	CCONJ
dem-15819	135	8	cdr	cdr	PROPN
dem-15819	135	9	note	note	NOUN
dem-15819	135	10	:	:	PUNCT
dem-15819	135	11	beta	beta	ADJ
dem-15819	135	12	estimates	estimate	NOUN
dem-15819	135	13	shown	show	VERB
dem-15819	135	14	in	in	ADP
dem-15819	135	15	the	the	DET
dem-15819	135	16	figure	figure	NOUN
dem-15819	135	17	are	be	AUX
dem-15819	135	18	the	the	DET
dem-15819	135	19	following	follow	VERB
dem-15819	135	20	:	:	PUNCT
dem-15819	135	21	bekk	bekk	NOUN
dem-15819	135	22	stands	stand	VERB
dem-15819	135	23	for	for	ADP
dem-15819	135	24	conditional	conditional	ADJ
dem-15819	135	25	beta	beta	NOUN
dem-15819	135	26	from	from	ADP
dem-15819	135	27	mgarch	mgarch	NOUN
dem-15819	135	28	scalar	scalar	ADJ
dem-15819	135	29	bekk	bekk	NOUN
dem-15819	135	30	models	model	NOUN
dem-15819	135	31	,	,	PUNCT
dem-15819	135	32	dcc	dcc	PROPN
dem-15819	135	33	stands	stand	VERB
dem-15819	135	34	for	for	ADP
dem-15819	135	35	conditional	conditional	ADJ
dem-15819	135	36	beta	beta	NOUN
dem-15819	135	37	from	from	ADP
dem-15819	135	38	mgarch	mgarch	PROPN
dem-15819	135	39	dcc	dcc	PROPN
dem-15819	135	40	model	model	NOUN
dem-15819	135	41	and	and	CCONJ
dem-15819	135	42	uc	uc	PROPN
dem-15819	135	43	stands	stand	VERB
dem-15819	135	44	for	for	ADP
dem-15819	135	45	time	time	NOUN
dem-15819	135	46	-	-	PUNCT
dem-15819	135	47	varying	vary	VERB
dem-15819	135	48	beta	beta	NOUN
dem-15819	135	49	from	from	ADP
dem-15819	135	50	unobserved	unobserved	ADJ
dem-15819	135	51	component	component	NOUN
dem-15819	135	52	model	model	NOUN
dem-15819	135	53	.	.	PUNCT
dem-15819	136	1	evaluating	evaluate	VERB
dem-15819	136	2	the	the	DET
dem-15819	136	3	accuracy	accuracy	NOUN
dem-15819	136	4	of	of	ADP
dem-15819	136	5	time	time	NOUN
dem-15819	136	6	-	-	PUNCT
dem-15819	136	7	varying	vary	VERB
dem-15819	136	8	beta	beta	NOUN
dem-15819	136	9	.	.	PUNCT
dem-15819	137	1	the	the	DET
dem-15819	137	2	evidence	evidence	NOUN
dem-15819	137	3	from	from	ADP
dem-15819	137	4	poland	poland	PROPN
dem-15819	137	5	dynamic	dynamic	ADJ
dem-15819	137	6	econometric	econometric	ADJ
dem-15819	137	7	models	model	NOUN
dem-15819	137	8	17	17	NUM
dem-15819	137	9	(	(	PUNCT
dem-15819	137	10	2017	2017	NUM
dem-15819	137	11	)	)	PUNCT
dem-15819	137	12	161–176	161–176	NUM
dem-15819	137	13	169	169	NUM
dem-15819	137	14	we	we	PRON
dem-15819	137	15	also	also	ADV
dem-15819	137	16	calculate	calculate	VERB
dem-15819	137	17	correlation	correlation	NOUN
dem-15819	137	18	coefficients	coefficient	NOUN
dem-15819	137	19	for	for	ADP
dem-15819	137	20	different	different	ADJ
dem-15819	137	21	beta	beta	NOUN
dem-15819	137	22	estimates	estimate	NOUN
dem-15819	137	23	across	across	ADP
dem-15819	137	24	the	the	DET
dem-15819	137	25	sample	sample	NOUN
dem-15819	137	26	and	and	CCONJ
dem-15819	137	27	find	find	VERB
dem-15819	137	28	that	that	SCONJ
dem-15819	137	29	these	these	DET
dem-15819	137	30	correlations	correlation	NOUN
dem-15819	137	31	are	be	AUX
dem-15819	137	32	positive	positive	ADJ
dem-15819	137	33	,	,	PUNCT
dem-15819	137	34	medium	medium	ADJ
dem-15819	137	35	strong	strong	ADJ
dem-15819	137	36	and	and	CCONJ
dem-15819	137	37	statistically	statistically	ADV
dem-15819	137	38	significant	significant	ADJ
dem-15819	137	39	.	.	PUNCT
dem-15819	138	1	in	in	ADP
dem-15819	138	2	case	case	NOUN
dem-15819	138	3	of	of	ADP
dem-15819	138	4	both	both	DET
dem-15819	138	5	mgarch	mgarch	NOUN
dem-15819	138	6	(	(	PUNCT
dem-15819	138	7	bekk	bekk	NOUN
dem-15819	138	8	and	and	CCONJ
dem-15819	138	9	dcc	dcc	PROPN
dem-15819	138	10	)	)	PUNCT
dem-15819	138	11	models	model	VERB
dem-15819	138	12	the	the	DET
dem-15819	138	13	correlation	correlation	NOUN
dem-15819	138	14	coefficient	coefficient	NOUN
dem-15819	138	15	is	be	AUX
dem-15819	138	16	on	on	ADP
dem-15819	138	17	average	average	ADJ
dem-15819	138	18	0.63	0.63	NUM
dem-15819	138	19	,	,	PUNCT
dem-15819	138	20	for	for	ADP
dem-15819	138	21	bekk	bekk	NOUN
dem-15819	138	22	and	and	CCONJ
dem-15819	138	23	uc	uc	NOUN
dem-15819	138	24	models	model	NOUN
dem-15819	138	25	the	the	DET
dem-15819	138	26	correlation	correlation	NOUN
dem-15819	138	27	accounts	account	VERB
dem-15819	138	28	for	for	ADP
dem-15819	138	29	0.68	0.68	NUM
dem-15819	138	30	,	,	PUNCT
dem-15819	138	31	while	while	SCONJ
dem-15819	138	32	for	for	SCONJ
dem-15819	138	33	dcc	dcc	PROPN
dem-15819	138	34	and	and	CCONJ
dem-15819	138	35	uc	uc	PROPN
dem-15819	138	36	models	model	NOUN
dem-15819	138	37	the	the	DET
dem-15819	138	38	correlation	correlation	NOUN
dem-15819	138	39	is	be	AUX
dem-15819	138	40	equal	equal	ADJ
dem-15819	138	41	to	to	ADP
dem-15819	138	42	0.59	0.59	NUM
dem-15819	138	43	.	.	PUNCT
dem-15819	139	1	table	table	NOUN
dem-15819	139	2	2	2	NUM
dem-15819	139	3	reports	report	NOUN
dem-15819	139	4	the	the	DET
dem-15819	139	5	mean	mean	ADJ
dem-15819	139	6	,	,	PUNCT
dem-15819	139	7	minimum	minimum	ADJ
dem-15819	139	8	and	and	CCONJ
dem-15819	139	9	maximum	maximum	ADJ
dem-15819	139	10	values	value	NOUN
dem-15819	139	11	of	of	ADP
dem-15819	139	12	beta	beta	ADJ
dem-15819	139	13	estimates	estimate	NOUN
dem-15819	139	14	from	from	ADP
dem-15819	139	15	different	different	ADJ
dem-15819	139	16	methods	method	NOUN
dem-15819	139	17	.	.	PUNCT
dem-15819	140	1	the	the	DET
dem-15819	140	2	differences	difference	NOUN
dem-15819	140	3	in	in	ADP
dem-15819	140	4	means	mean	NOUN
dem-15819	140	5	obtained	obtain	VERB
dem-15819	140	6	on	on	ADP
dem-15819	140	7	the	the	DET
dem-15819	140	8	basis	basis	NOUN
dem-15819	140	9	of	of	ADP
dem-15819	140	10	different	different	ADJ
dem-15819	140	11	methods	method	NOUN
dem-15819	140	12	are	be	AUX
dem-15819	140	13	not	not	PART
dem-15819	140	14	significantly	significantly	ADV
dem-15819	140	15	different	different	ADJ
dem-15819	140	16	from	from	ADP
dem-15819	140	17	each	each	DET
dem-15819	140	18	other	other	ADJ
dem-15819	140	19	.	.	PUNCT
dem-15819	141	1	all	all	DET
dem-15819	141	2	ols	ol	NOUN
dem-15819	141	3	beta	beta	ADJ
dem-15819	141	4	coefficients	coefficient	NOUN
dem-15819	141	5	are	be	AUX
dem-15819	141	6	significantly	significantly	ADV
dem-15819	141	7	different	different	ADJ
dem-15819	141	8	from	from	ADP
dem-15819	141	9	zero	zero	NUM
dem-15819	141	10	.	.	PUNCT
dem-15819	142	1	in	in	ADP
dem-15819	142	2	four	four	NUM
dem-15819	142	3	out	out	ADP
dem-15819	142	4	of	of	ADP
dem-15819	142	5	fifteen	fifteen	NUM
dem-15819	142	6	cases	case	NOUN
dem-15819	142	7	ols	ol	NOUN
dem-15819	142	8	beta	beta	NOUN
dem-15819	142	9	is	be	AUX
dem-15819	142	10	not	not	PART
dem-15819	142	11	statistically	statistically	ADV
dem-15819	142	12	different	different	ADJ
dem-15819	142	13	from	from	ADP
dem-15819	142	14	1	1	NUM
dem-15819	142	15	.	.	PUNCT
dem-15819	143	1	the	the	DET
dem-15819	143	2	minimum	minimum	ADJ
dem-15819	143	3	and	and	CCONJ
dem-15819	143	4	maximum	maximum	ADJ
dem-15819	143	5	beta	beta	NOUN
dem-15819	143	6	estimates	estimate	NOUN
dem-15819	143	7	show	show	VERB
dem-15819	143	8	high	high	ADJ
dem-15819	143	9	variability	variability	NOUN
dem-15819	143	10	within	within	ADP
dem-15819	143	11	the	the	DET
dem-15819	143	12	sample	sample	NOUN
dem-15819	143	13	.	.	PUNCT
dem-15819	144	1	table	table	NOUN
dem-15819	144	2	2	2	NUM
dem-15819	144	3	.	.	NOUN
dem-15819	144	4	time	time	NOUN
dem-15819	144	5	varying	vary	VERB
dem-15819	144	6	beta	beta	ADJ
dem-15819	144	7	estimates	estimate	NOUN
dem-15819	144	8	for	for	ADP
dem-15819	144	9	polish	polish	ADJ
dem-15819	144	10	banking	banking	NOUN
dem-15819	144	11	and	and	CCONJ
dem-15819	144	12	informatics	informatics	PROPN
dem-15819	144	13	stocks	stock	NOUN
dem-15819	145	1	bekk	bekk	PROPN
dem-15819	145	2	dcc	dcc	PROPN
dem-15819	145	3	un	un	PROPN
dem-15819	145	4	ols	ols	PROPN
dem-15819	145	5	beta	beta	PROPN
dem-15819	145	6	mean	mean	PROPN
dem-15819	145	7	min	min	PROPN
dem-15819	145	8	max	max	PROPN
dem-15819	145	9	mean	mean	PROPN
dem-15819	145	10	min	min	PROPN
dem-15819	145	11	max	max	PROPN
dem-15819	145	12	mean	mean	PROPN
dem-15819	145	13	min	min	PROPN
dem-15819	145	14	max	max	PROPN
dem-15819	145	15	bhw	bhw	PROPN
dem-15819	145	16	0.7814	0.7814	NUM
dem-15819	145	17	–	–	PUNCT
dem-15819	145	18	0.0887	0.0887	NUM
dem-15819	145	19	1.5478	1.5478	NUM
dem-15819	145	20	0.7485	0.7485	NUM
dem-15819	145	21	0.2697	0.2697	NUM
dem-15819	145	22	1.4857	1.4857	NUM
dem-15819	145	23	0.8161	0.8161	NUM
dem-15819	145	24	0.0970	0.0970	NUM
dem-15819	145	25	1.2811	1.2811	NUM
dem-15819	145	26	0.7670	0.7670	NUM
dem-15819	145	27	ing	e	VERB
dem-15819	145	28	0.6881	0.6881	NUM
dem-15819	145	29	–	–	PUNCT
dem-15819	145	30	0.0638	0.0638	NUM
dem-15819	145	31	1.7841	1.7841	NUM
dem-15819	145	32	0.7248	0.7248	NUM
dem-15819	145	33	0.4115	0.4115	NUM
dem-15819	145	34	1.6610	1.6610	NUM
dem-15819	145	35	0.7732	0.7732	NUM
dem-15819	145	36	0.4315	0.4315	NUM
dem-15819	145	37	1.1505	1.1505	NUM
dem-15819	145	38	0.7954	0.7954	NUM
dem-15819	145	39	mbk	mbk	X
dem-15819	145	40	1.2074	1.2074	NUM
dem-15819	145	41	0.5514	0.5514	NUM
dem-15819	145	42	2.0564	2.0564	NUM
dem-15819	145	43	1.1883	1.1883	NUM
dem-15819	145	44	0.7394	0.7394	NUM
dem-15819	145	45	2.5867	2.5867	NUM
dem-15819	145	46	1.2191	1.2191	NUM
dem-15819	145	47	0.7114	0.7114	NUM
dem-15819	145	48	1.8901	1.8901	NUM
dem-15819	145	49	1.2638	1.2638	NUM
dem-15819	145	50	mil	mil	NOUN
dem-15819	145	51	1.2189	1.2189	NUM
dem-15819	145	52	0.4439	0.4439	NUM
dem-15819	145	53	2.0981	2.0981	NUM
dem-15819	145	54	1.2388	1.2388	NUM
dem-15819	145	55	0.6987	0.6987	NUM
dem-15819	145	56	1.8624	1.8624	NUM
dem-15819	145	57	1.2698	1.2698	NUM
dem-15819	145	58	0.9030	0.9030	NUM
dem-15819	145	59	1.8001	1.8001	NUM
dem-15819	145	60	1.3310	1.3310	NUM
dem-15819	145	61	peo	peo	PROPN
dem-15819	145	62	1.1592	1.1592	NUM
dem-15819	145	63	0.3874	0.3874	NUM
dem-15819	145	64	1.7685	1.7685	NUM
dem-15819	145	65	1.1189	1.1189	NUM
dem-15819	145	66	0.5660	0.5660	NUM
dem-15819	145	67	2.0766	2.0766	NUM
dem-15819	145	68	1.1496	1.1496	NUM
dem-15819	145	69	0.3451	0.3451	NUM
dem-15819	145	70	1.5487	1.5487	NUM
dem-15819	145	71	1.1367	1.1367	NUM
dem-15819	145	72	bzw	bzw	NOUN
dem-15819	145	73	0.9399	0.9399	NUM
dem-15819	145	74	–	–	PUNCT
dem-15819	145	75	0.2699	0.2699	NUM
dem-15819	145	76	1.8446	1.8446	NUM
dem-15819	145	77	1.0181	1.0181	NUM
dem-15819	145	78	0.2614	0.2614	NUM
dem-15819	145	79	2.0313	2.0313	NUM
dem-15819	145	80	1.0453	1.0453	NUM
dem-15819	145	81	0.1442	0.1442	NUM
dem-15819	145	82	1.6265	1.6265	NUM
dem-15819	145	83	1.0875	1.0875	NUM
dem-15819	145	84	bos	bo	NOUN
dem-15819	145	85	0.2717	0.2717	NUM
dem-15819	145	86	–	–	PUNCT
dem-15819	145	87	0.4900	0.4900	NUM
dem-15819	145	88	1.1031	1.1031	NUM
dem-15819	145	89	0.2742	0.2742	NUM
dem-15819	145	90	–	–	PUNCT
dem-15819	145	91	0.0956	0.0956	NUM
dem-15819	145	92	0.6591	0.6591	NUM
dem-15819	145	93	0.3536	0.3536	NUM
dem-15819	145	94	0.0576	0.0576	NUM
dem-15819	145	95	0.5768	0.5768	NUM
dem-15819	145	96	0.3271	0.3271	NUM
dem-15819	145	97	acp	acp	PROPN
dem-15819	145	98	0.9367	0.9367	NUM
dem-15819	145	99	–	–	PUNCT
dem-15819	145	100	0.0665	0.0665	NUM
dem-15819	145	101	2.2527	2.2527	NUM
dem-15819	145	102	1.0216	1.0216	NUM
dem-15819	145	103	0.3337	0.3337	NUM
dem-15819	145	104	2.5907	2.5907	NUM
dem-15819	145	105	1.0055	1.0055	NUM
dem-15819	145	106	0.4907	0.4907	NUM
dem-15819	145	107	2.0023	2.0023	NUM
dem-15819	145	108	1.0496a	1.0496a	NUM
dem-15819	145	109	cdr	cdr	NOUN
dem-15819	145	110	0.9909	0.9909	NUM
dem-15819	145	111	–	–	PUNCT
dem-15819	145	112	0.6677	0.6677	NUM
dem-15819	145	113	2.6589	2.6589	NUM
dem-15819	145	114	1.0989	1.0989	NUM
dem-15819	145	115	0.5225	0.5225	NUM
dem-15819	145	116	2.2277	2.2277	NUM
dem-15819	145	117	1.1818	1.1818	NUM
dem-15819	145	118	0.9375	0.9375	NUM
dem-15819	145	119	1.9225	1.9225	NUM
dem-15819	145	120	1.2213	1.2213	NUM
dem-15819	145	121	cmr	cmr	NOUN
dem-15819	145	122	0.8684	0.8684	NUM
dem-15819	145	123	0.0688	0.0688	NUM
dem-15819	145	124	1.8595	1.8595	NUM
dem-15819	145	125	0.9418	0.9418	NUM
dem-15819	145	126	0.3789	0.3789	NUM
dem-15819	145	127	2.1970	2.1970	NUM
dem-15819	145	128	0.9473	0.9473	NUM
dem-15819	145	129	0.2939	0.2939	NUM
dem-15819	145	130	2.1340	2.1340	NUM
dem-15819	145	131	1.0616a	1.0616a	PROPN
dem-15819	145	132	sgn	sgn	NOUN
dem-15819	145	133	0.9736	0.9736	NUM
dem-15819	145	134	–	–	PUNCT
dem-15819	145	135	0.0142	0.0142	NUM
dem-15819	145	136	2.2289	2.2289	NUM
dem-15819	145	137	1.0125	1.0125	NUM
dem-15819	145	138	0.2495	0.2495	NUM
dem-15819	145	139	2.6802	2.6802	NUM
dem-15819	145	140	0.9917	0.9917	NUM
dem-15819	145	141	0.3650	0.3650	NUM
dem-15819	145	142	2.1843	2.1843	NUM
dem-15819	145	143	0.9963a	0.9963a	NOUN
dem-15819	145	144	elz	elz	PROPN
dem-15819	145	145	0.4080	0.4080	NUM
dem-15819	145	146	–	–	PUNCT
dem-15819	145	147	0.5330	0.5330	NUM
dem-15819	145	148	1.7864	1.7864	NUM
dem-15819	145	149	0.4407	0.4407	NUM
dem-15819	145	150	0.1423	0.1423	NUM
dem-15819	145	151	0.7134	0.7134	NUM
dem-15819	145	152	0.4427	0.4427	NUM
dem-15819	145	153	0.3515	0.3515	NUM
dem-15819	145	154	0.6608	0.6608	NUM
dem-15819	145	155	0.4612	0.4612	NUM
dem-15819	145	156	mcl	mcl	PROPN
dem-15819	145	157	0.5738	0.5738	NUM
dem-15819	145	158	–	–	PUNCT
dem-15819	145	159	0.2633	0.2633	NUM
dem-15819	145	160	1.8075	1.8075	NUM
dem-15819	146	1	0.6836	0.6836	NUM
dem-15819	146	2	0.2787	0.2787	NUM
dem-15819	146	3	1.3665	1.3665	NUM
dem-15819	146	4	0.6460	0.6460	NUM
dem-15819	146	5	0.1155	0.1155	NUM
dem-15819	146	6	1.2151	1.2151	NUM
dem-15819	146	7	0.6734	0.6734	NUM
dem-15819	146	8	sme	sme	X
dem-15819	146	9	0.4905	0.4905	NUM
dem-15819	146	10	–	–	PUNCT
dem-15819	146	11	0.0393	0.0393	NUM
dem-15819	146	12	1.6444	1.6444	NUM
dem-15819	146	13	0.5250	0.5250	NUM
dem-15819	147	1	0.1732	0.1732	NUM
dem-15819	147	2	0.8998	0.8998	NUM
dem-15819	147	3	0.6088	0.6088	NUM
dem-15819	147	4	0.2196	0.2196	NUM
dem-15819	147	5	1.2768	1.2768	NUM
dem-15819	147	6	0.6607	0.6607	NUM
dem-15819	147	7	lrk	lrk	NOUN
dem-15819	147	8	0.7959	0.7959	NUM
dem-15819	147	9	–	–	PUNCT
dem-15819	147	10	1.5195	1.5195	NUM
dem-15819	147	11	4.4349	4.4349	NUM
dem-15819	147	12	0.9401	0.9401	NUM
dem-15819	147	13	0.3165	0.3165	NUM
dem-15819	147	14	3.3889	3.3889	NUM
dem-15819	147	15	0.9343	0.9343	NUM
dem-15819	147	16	0.2236	0.2236	NUM
dem-15819	147	17	1.6165	1.6165	NUM
dem-15819	147	18	0.9578a	0.9578a	NOUN
dem-15819	147	19	note	note	NOUN
dem-15819	147	20	:	:	PUNCT
dem-15819	147	21	mean	mean	VERB
dem-15819	147	22	is	be	AUX
dem-15819	147	23	the	the	DET
dem-15819	147	24	arithmetic	arithmetic	ADJ
dem-15819	147	25	average	average	NOUN
dem-15819	147	26	of	of	ADP
dem-15819	147	27	conditional	conditional	ADJ
dem-15819	147	28	beta	beta	NOUN
dem-15819	147	29	obtained	obtain	VERB
dem-15819	147	30	from	from	ADP
dem-15819	147	31	bekk	bekk	NOUN
dem-15819	147	32	,	,	PUNCT
dem-15819	147	33	dcc	dcc	PROPN
dem-15819	147	34	and	and	CCONJ
dem-15819	147	35	kalman	kalman	PROPN
dem-15819	147	36	filter	filter	NOUN
dem-15819	147	37	models	model	NOUN
dem-15819	147	38	,	,	PUNCT
dem-15819	147	39	min	min	PROPN
dem-15819	147	40	and	and	CCONJ
dem-15819	147	41	max	max	PROPN
dem-15819	147	42	stand	stand	VERB
dem-15819	147	43	respectively	respectively	ADV
dem-15819	147	44	for	for	ADP
dem-15819	147	45	the	the	DET
dem-15819	147	46	minimum	minimum	ADJ
dem-15819	147	47	and	and	CCONJ
dem-15819	147	48	maximum	maximum	ADJ
dem-15819	147	49	value	value	NOUN
dem-15819	147	50	of	of	ADP
dem-15819	147	51	the	the	DET
dem-15819	147	52	conditional	conditional	ADJ
dem-15819	147	53	beta	beta	ADJ
dem-15819	147	54	estimates	estimate	NOUN
dem-15819	147	55	in	in	ADP
dem-15819	147	56	the	the	DET
dem-15819	147	57	sample	sample	NOUN
dem-15819	147	58	.	.	PUNCT
dem-15819	148	1	ols	ols	PROPN
dem-15819	148	2	best	well	ADV
dem-15819	148	3	stands	stand	VERB
dem-15819	148	4	for	for	ADP
dem-15819	148	5	the	the	DET
dem-15819	148	6	point	point	NOUN
dem-15819	148	7	estimates	estimate	NOUN
dem-15819	148	8	of	of	ADP
dem-15819	148	9	beta	beta	NOUN
dem-15819	148	10	from	from	ADP
dem-15819	148	11	the	the	DET
dem-15819	148	12	linear	linear	ADJ
dem-15819	148	13	regression	regression	NOUN
dem-15819	148	14	.	.	PUNCT
dem-15819	149	1	all	all	DET
dem-15819	149	2	ols	ol	NOUN
dem-15819	149	3	beta	beta	NOUN
dem-15819	149	4	are	be	AUX
dem-15819	149	5	statistically	statistically	ADV
dem-15819	149	6	different	different	ADJ
dem-15819	149	7	from	from	ADP
dem-15819	149	8	0	0	NUM
dem-15819	149	9	;	;	PUNCT
dem-15819	149	10	letter	letter	NOUN
dem-15819	149	11	a	a	PRON
dem-15819	149	12	is	be	AUX
dem-15819	149	13	a	a	DET
dem-15819	149	14	subscript	subscript	NOUN
dem-15819	149	15	used	use	VERB
dem-15819	149	16	to	to	PART
dem-15819	149	17	show	show	VERB
dem-15819	149	18	the	the	DET
dem-15819	149	19	estimates	estimate	NOUN
dem-15819	149	20	that	that	PRON
dem-15819	149	21	are	be	AUX
dem-15819	149	22	not	not	PART
dem-15819	149	23	statistically	statistically	ADV
dem-15819	149	24	significantly	significantly	ADV
dem-15819	149	25	different	different	ADJ
dem-15819	149	26	from	from	ADP
dem-15819	149	27	1	1	NUM
dem-15819	149	28	.	.	PUNCT
dem-15819	149	29	to	to	PART
dem-15819	149	30	evaluate	evaluate	VERB
dem-15819	149	31	beta	beta	ADJ
dem-15819	149	32	estimates	estimate	NOUN
dem-15819	149	33	,	,	PUNCT
dem-15819	149	34	three	three	NUM
dem-15819	149	35	different	different	ADJ
dem-15819	149	36	measures	measure	NOUN
dem-15819	149	37	of	of	ADP
dem-15819	149	38	errors	error	NOUN
dem-15819	149	39	based	base	VERB
dem-15819	149	40	on	on	ADP
dem-15819	149	41	in	in	ADP
dem-15819	149	42	-	-	PUNCT
dem-15819	149	43	sample	sample	NOUN
dem-15819	149	44	fit	fit	NOUN
dem-15819	149	45	to	to	ADP
dem-15819	149	46	sml	sml	PROPN
dem-15819	149	47	(	(	PUNCT
dem-15819	149	48	eq	eq	NOUN
dem-15819	149	49	.	.	NOUN
dem-15819	149	50	6	6	NUM
dem-15819	149	51	)	)	PUNCT
dem-15819	149	52	are	be	AUX
dem-15819	149	53	employed	employ	VERB
dem-15819	149	54	.	.	PUNCT
dem-15819	150	1	table	table	NOUN
dem-15819	150	2	3	3	NUM
dem-15819	150	3	reports	report	VERB
dem-15819	150	4	the	the	DET
dem-15819	150	5	error	error	NOUN
dem-15819	150	6	measures	measure	NOUN
dem-15819	150	7	.	.	PUNCT
dem-15819	151	1	in	in	ADP
dem-15819	151	2	most	most	ADJ
dem-15819	151	3	cases	case	NOUN
dem-15819	151	4	the	the	DET
dem-15819	151	5	lowest	low	ADJ
dem-15819	151	6	value	value	NOUN
dem-15819	151	7	is	be	AUX
dem-15819	151	8	observed	observe	VERB
dem-15819	151	9	for	for	ADP
dem-15819	151	10	time	time	NOUN
dem-15819	151	11	-	-	PUNCT
dem-15819	151	12	varying	vary	VERB
dem-15819	151	13	beta	beta	ADJ
dem-15819	151	14	estimates	estimate	NOUN
dem-15819	151	15	from	from	ADP
dem-15819	151	16	unobserved	unobserved	ADJ
dem-15819	151	17	component	component	NOUN
dem-15819	151	18	model	model	NOUN
dem-15819	151	19	:	:	PUNCT
dem-15819	151	20	mae	mae	PROPN
dem-15819	151	21	is	be	AUX
dem-15819	151	22	the	the	DET
dem-15819	151	23	lowest	low	ADJ
dem-15819	151	24	in	in	ADP
dem-15819	151	25	all	all	DET
dem-15819	151	26	cases	case	NOUN
dem-15819	151	27	,	,	PUNCT
dem-15819	151	28	whereas	whereas	SCONJ
dem-15819	151	29	the	the	DET
dem-15819	151	30	mrae	mrae	NOUN
dem-15819	151	31	is	be	AUX
dem-15819	151	32	the	the	DET
dem-15819	151	33	lowest	low	ADJ
dem-15819	151	34	in	in	ADP
dem-15819	151	35	twelve	twelve	NUM
dem-15819	151	36	out	out	ADP
dem-15819	151	37	if	if	SCONJ
dem-15819	151	38	fifteen	fifteen	NUM
dem-15819	151	39	cases	case	NOUN
dem-15819	151	40	.	.	PUNCT
dem-15819	152	1	next	next	ADJ
dem-15819	152	2	is	be	AUX
dem-15819	152	3	the	the	DET
dem-15819	152	4	bekk	bekk	NOUN
dem-15819	152	5	model	model	NOUN
dem-15819	152	6	with	with	ADP
dem-15819	152	7	fourteen	fourteen	NUM
dem-15819	152	8	lowest	low	ADJ
dem-15819	152	9	forecasting	forecasting	NOUN
dem-15819	152	10	errors	error	NOUN
dem-15819	152	11	,	,	PUNCT
dem-15819	152	12	twelve	twelve	NUM
dem-15819	152	13	in	in	ADP
dem-15819	152	14	mse	mse	NOUN
dem-15819	152	15	and	and	CCONJ
dem-15819	152	16	two	two	NUM
dem-15819	152	17	mrae	mrae	NOUN
dem-15819	152	18	.	.	PUNCT
dem-15819	153	1	the	the	DET
dem-15819	153	2	linear	linear	PROPN
dem-15819	153	3	beta	beta	NOUN
dem-15819	153	4	obtains	obtain	VERB
dem-15819	153	5	the	the	DET
dem-15819	153	6	lowest	low	ADJ
dem-15819	153	7	error	error	NOUN
dem-15819	153	8	measures	measure	NOUN
dem-15819	153	9	in	in	ADP
dem-15819	153	10	three	three	NUM
dem-15819	153	11	cases	case	NOUN
dem-15819	153	12	,	,	PUNCT
dem-15819	153	13	barbara	barbara	PROPN
dem-15819	153	14	będowska	będowska	PROPN
dem-15819	153	15	-	-	PUNCT
dem-15819	153	16	sójka	sójka	ADV
dem-15819	153	17	dynamic	dynamic	ADJ
dem-15819	153	18	econometric	econometric	ADJ
dem-15819	153	19	models	model	NOUN
dem-15819	153	20	17	17	NUM
dem-15819	153	21	(	(	PUNCT
dem-15819	153	22	2017	2017	NUM
dem-15819	153	23	)	)	PUNCT
dem-15819	153	24	161–176	161–176	NUM
dem-15819	153	25	170	170	NUM
dem-15819	153	26	all	all	PRON
dem-15819	153	27	of	of	ADP
dem-15819	153	28	them	they	PRON
dem-15819	153	29	are	be	AUX
dem-15819	153	30	mse	mse	NOUN
dem-15819	153	31	errors	error	NOUN
dem-15819	153	32	.	.	PUNCT
dem-15819	154	1	the	the	DET
dem-15819	154	2	dcc	dcc	PROPN
dem-15819	154	3	model	model	NOUN
dem-15819	154	4	has	have	AUX
dem-15819	154	5	got	get	VERB
dem-15819	154	6	the	the	DET
dem-15819	154	7	only	only	ADJ
dem-15819	154	8	one	one	NUM
dem-15819	154	9	lowest	low	ADJ
dem-15819	154	10	mrae	mrae	NOUN
dem-15819	154	11	.	.	PUNCT
dem-15819	155	1	table	table	NOUN
dem-15819	155	2	3	3	NUM
dem-15819	155	3	.	.	PUNCT
dem-15819	156	1	the	the	DET
dem-15819	156	2	measures	measure	NOUN
dem-15819	156	3	of	of	ADP
dem-15819	156	4	in	in	ADP
dem-15819	156	5	-	-	PUNCT
dem-15819	156	6	sample	sample	NOUN
dem-15819	156	7	forecasting	forecasting	NOUN
dem-15819	156	8	errors	error	NOUN
dem-15819	156	9	for	for	ADP
dem-15819	156	10	different	different	ADJ
dem-15819	156	11	beta	beta	NOUN
dem-15819	156	12	estimates	estimate	NOUN
dem-15819	156	13	mse	mse	PROPN
dem-15819	156	14	mae	mae	PROPN
dem-15819	156	15	mrae	mrae	PROPN
dem-15819	156	16	mse	mse	PROPN
dem-15819	156	17	mae	mae	PROPN
dem-15819	156	18	mrae	mrae	PROPN
dem-15819	156	19	mse	mse	PROPN
dem-15819	156	20	mae	mae	PROPN
dem-15819	156	21	mrae	mrae	PROPN
dem-15819	156	22	bhw	bhw	PROPN
dem-15819	156	23	ing	ing	PROPN
dem-15819	156	24	mbk	mbk	PROPN
dem-15819	156	25	bekk	bekk	PROPN
dem-15819	156	26	0.0322	0.0322	NUM
dem-15819	156	27	0.0239	0.0239	NUM
dem-15819	156	28	0.9816	0.9816	NUM
dem-15819	156	29	0.0329	0.0329	NUM
dem-15819	156	30	0.0229	0.0229	NUM
dem-15819	156	31	0.9898	0.9898	NUM
dem-15819	156	32	0.0359	0.0359	NUM
dem-15819	156	33	0.0271	0.0271	NUM
dem-15819	156	34	0.9853	0.9853	NUM
dem-15819	156	35	dcc	dcc	NOUN
dem-15819	156	36	0.0336	0.0336	NUM
dem-15819	156	37	0.0241	0.0241	NUM
dem-15819	156	38	0.9971	0.9971	NUM
dem-15819	156	39	0.0344	0.0344	NUM
dem-15819	156	40	0.0230	0.0230	NUM
dem-15819	156	41	0.9915	0.9915	NUM
dem-15819	156	42	0.0373	0.0373	NUM
dem-15819	156	43	0.0273	0.0273	NUM
dem-15819	156	44	0.9940	0.9940	NUM
dem-15819	156	45	uc	uc	NUM
dem-15819	156	46	0.0339	0.0339	NUM
dem-15819	156	47	0.0236	0.0236	NUM
dem-15819	156	48	0.9643	0.9643	NUM
dem-15819	156	49	0.0344	0.0344	NUM
dem-15819	156	50	0.0225	0.0225	NUM
dem-15819	156	51	0.9873	0.9873	NUM
dem-15819	156	52	0.0375	0.0375	NUM
dem-15819	156	53	0.0264	0.0264	NUM
dem-15819	156	54	0.9838	0.9838	NUM
dem-15819	156	55	ols	ol	NOUN
dem-15819	156	56	0.0328	0.0328	NUM
dem-15819	156	57	0.0243	0.0243	NUM
dem-15819	156	58	1	1	NUM
dem-15819	156	59	0.0334	0.0334	NUM
dem-15819	156	60	0.0232	0.0232	NUM
dem-15819	156	61	1	1	NUM
dem-15819	156	62	0.0362	0.0362	NUM
dem-15819	156	63	0.0277	0.0277	NUM
dem-15819	156	64	1	1	NUM
dem-15819	156	65	mil	mil	NOUN
dem-15819	156	66	peo	peo	X
dem-15819	156	67	bzw	bzw	AUX
dem-15819	156	68	bekk	bekk	VERB
dem-15819	156	69	0.0468	0.0468	NUM
dem-15819	156	70	0.0338	0.0338	NUM
dem-15819	156	71	0.9954	0.9954	NUM
dem-15819	156	72	0.0273	0.0273	NUM
dem-15819	156	73	0.0209	0.0209	NUM
dem-15819	156	74	0.9996	0.9996	NUM
dem-15819	156	75	0.0326	0.0326	NUM
dem-15819	156	76	0.0240	0.0240	NUM
dem-15819	156	77	0.9884	0.9884	NUM
dem-15819	156	78	dcc	dcc	PROPN
dem-15819	156	79	0.0499	0.0499	NUM
dem-15819	156	80	0.0341	0.0341	NUM
dem-15819	156	81	0.9978	0.9978	NUM
dem-15819	156	82	0.0288	0.0288	NUM
dem-15819	156	83	0.0207	0.0207	NUM
dem-15819	156	84	1.0000	1.0000	NUM
dem-15819	156	85	0.0335	0.0335	NUM
dem-15819	156	86	0.0242	0.0242	NUM
dem-15819	156	87	0.9937	0.9937	NUM
dem-15819	156	88	uc	uc	PROPN
dem-15819	156	89	0.0505	0.0505	NUM
dem-15819	156	90	0.0334	0.0334	NUM
dem-15819	156	91	0.9893	0.9893	NUM
dem-15819	156	92	0.0287	0.0287	NUM
dem-15819	156	93	0.0203	0.0203	NUM
dem-15819	156	94	0.9920	0.9920	NUM
dem-15819	156	95	0.0335	0.0335	NUM
dem-15819	156	96	0.0233	0.0233	NUM
dem-15819	156	97	0.9812	0.9812	NUM
dem-15819	156	98	ols	ol	NOUN
dem-15819	156	99	0.0488	0.0488	NUM
dem-15819	156	100	0.0347	0.0347	NOUN
dem-15819	156	101	1	1	NUM
dem-15819	156	102	0.0278	0.0278	NUM
dem-15819	156	103	0.0208	0.0208	NUM
dem-15819	156	104	1	1	NUM
dem-15819	156	105	0.0321	0.0321	NUM
dem-15819	156	106	0.0253	0.0253	NUM
dem-15819	156	107	1	1	NUM
dem-15819	156	108	bos	bos	PROPN
dem-15819	156	109	acp	acp	PROPN
dem-15819	156	110	cdr	cdr	PROPN
dem-15819	156	111	bekk	bekk	NOUN
dem-15819	156	112	0.0413	0.0413	NUM
dem-15819	156	113	0.0278	0.0278	NUM
dem-15819	156	114	0.9983	0.9983	NUM
dem-15819	156	115	0.0447	0.0447	NUM
dem-15819	156	116	0.0318	0.0318	NUM
dem-15819	156	117	0.9768	0.9768	NUM
dem-15819	156	118	0.0725	0.0725	NUM
dem-15819	156	119	0.0494	0.0494	NUM
dem-15819	156	120	0.9973	0.9973	NUM
dem-15819	156	121	dcc	dcc	PROPN
dem-15819	156	122	0.0426	0.0426	NUM
dem-15819	156	123	0.0274	0.0274	NUM
dem-15819	156	124	0.9971	0.9971	NUM
dem-15819	156	125	0.0495	0.0495	NUM
dem-15819	156	126	0.0321	0.0321	NUM
dem-15819	156	127	0.9830	0.9830	NUM
dem-15819	156	128	0.0761	0.0761	NUM
dem-15819	156	129	0.0491	0.0491	NUM
dem-15819	156	130	0.9994	0.9994	NUM
dem-15819	156	131	uc	uc	SYM
dem-15819	156	132	0.0423	0.0423	NUM
dem-15819	156	133	0.0274	0.0274	NUM
dem-15819	156	134	0.9992	0.9992	NUM
dem-15819	156	135	0.0496	0.0496	NUM
dem-15819	156	136	0.0311	0.0311	NUM
dem-15819	156	137	0.9753	0.9753	NUM
dem-15819	156	138	0.0751	0.0751	NUM
dem-15819	156	139	0.0490	0.0490	NUM
dem-15819	156	140	0.9984	0.9984	NUM
dem-15819	156	141	ols	ol	NOUN
dem-15819	156	142	0.0418	0.0418	NUM
dem-15819	156	143	0.0277	0.0277	NUM
dem-15819	156	144	1	1	NUM
dem-15819	156	145	0.0481	0.0481	NUM
dem-15819	156	146	0.0324	0.0324	NUM
dem-15819	156	147	1	1	NUM
dem-15819	156	148	0.0747	0.0747	NUM
dem-15819	156	149	0.0496	0.0496	NUM
dem-15819	156	150	1	1	NUM
dem-15819	156	151	cmr	cmr	PROPN
dem-15819	156	152	sgn	sgn	NOUN
dem-15819	156	153	elz	elz	PROPN
dem-15819	156	154	bekk	bekk	PROPN
dem-15819	156	155	0.0429	0.0429	NUM
dem-15819	156	156	0.0308	0.0308	NUM
dem-15819	156	157	0.9862	0.9862	NUM
dem-15819	156	158	0.0550	0.0550	NUM
dem-15819	156	159	0.0388	0.0388	NUM
dem-15819	156	160	0.9998	0.9998	NUM
dem-15819	157	1	0.0607	0.0607	NUM
dem-15819	157	2	0.0396	0.0396	NUM
dem-15819	157	3	0.9990	0.9990	NUM
dem-15819	157	4	dcc	dcc	PROPN
dem-15819	157	5	0.0454	0.0454	NUM
dem-15819	157	6	0.0308	0.0308	NUM
dem-15819	157	7	0.9876	0.9876	NUM
dem-15819	157	8	0.0579	0.0579	NUM
dem-15819	157	9	0.0387	0.0387	NUM
dem-15819	157	10	0.9940	0.9940	NUM
dem-15819	157	11	0.0610	0.0610	NUM
dem-15819	157	12	0.0394	0.0394	NUM
dem-15819	157	13	1.0007	1.0007	NUM
dem-15819	157	14	uc	uc	PROPN
dem-15819	157	15	0.0454	0.0454	NUM
dem-15819	157	16	0.0302	0.0302	NUM
dem-15819	157	17	0.9767	0.9767	NUM
dem-15819	157	18	0.0578	0.0578	NUM
dem-15819	157	19	0.0380	0.0380	NUM
dem-15819	157	20	0.9932	0.9932	NUM
dem-15819	157	21	0.0603	0.0603	NUM
dem-15819	157	22	0.0393	0.0393	NUM
dem-15819	157	23	0.9986	0.9986	NUM
dem-15819	157	24	ols	ol	NOUN
dem-15819	157	25	0.0443	0.0443	NUM
dem-15819	157	26	0.0316	0.0316	NUM
dem-15819	157	27	1	1	NUM
dem-15819	157	28	0.0566	0.0566	NUM
dem-15819	157	29	0.0388	0.0388	NUM
dem-15819	157	30	1	1	NUM
dem-15819	157	31	0.0602	0.0602	NUM
dem-15819	157	32	0.0395	0.0395	NUM
dem-15819	157	33	1	1	NUM
dem-15819	157	34	mcl	mcl	PROPN
dem-15819	157	35	sme	sme	PROPN
dem-15819	157	36	lrk	lrk	PROPN
dem-15819	157	37	bekk	bekk	PROPN
dem-15819	157	38	0.0679	0.0679	NUM
dem-15819	157	39	0.0453	0.0453	NUM
dem-15819	157	40	0.9996	0.9996	NUM
dem-15819	157	41	0.0740	0.0740	NUM
dem-15819	157	42	0.0504	0.0504	NUM
dem-15819	157	43	0.9978	0.9978	NUM
dem-15819	157	44	0.0821	0.0821	NUM
dem-15819	157	45	0.0568	0.0568	NUM
dem-15819	157	46	0.9909	0.9909	NUM
dem-15819	157	47	dcc	dcc	PROPN
dem-15819	157	48	0.0701	0.0701	NUM
dem-15819	157	49	0.0451	0.0451	NUM
dem-15819	157	50	1.0002	1.0002	NUM
dem-15819	157	51	0.0779	0.0779	NUM
dem-15819	157	52	0.0503	0.0503	NUM
dem-15819	157	53	0.9993	0.9993	NUM
dem-15819	157	54	0.0747	0.0747	NUM
dem-15819	157	55	0.0565	0.0565	NUM
dem-15819	157	56	0.9979	0.9979	NUM
dem-15819	157	57	uc	uc	NOUN
dem-15819	157	58	0.0690	0.0690	NUM
dem-15819	157	59	0.0448	0.0448	NUM
dem-15819	157	60	0.9969	0.9969	NUM
dem-15819	157	61	0.0778	0.0778	NUM
dem-15819	157	62	0.0501	0.0501	NUM
dem-15819	157	63	0.9949	0.9949	NUM
dem-15819	157	64	0.0740	0.0740	NUM
dem-15819	157	65	0.0558	0.0558	NUM
dem-15819	157	66	0.9939	0.9939	NUM
dem-15819	157	67	ols	ol	NOUN
dem-15819	157	68	0.0688	0.0688	NUM
dem-15819	157	69	0.0454	0.0454	NUM
dem-15819	157	70	1	1	NUM
dem-15819	157	71	0.0770	0.0770	NUM
dem-15819	157	72	0.0509	0.0509	NUM
dem-15819	157	73	1	1	NUM
dem-15819	157	74	0.0733	0.0733	NUM
dem-15819	157	75	0.0571	0.0571	NUM
dem-15819	157	76	1	1	NUM
dem-15819	157	77	note	note	NOUN
dem-15819	157	78	:	:	PUNCT
dem-15819	157	79	ols	ol	NOUN
dem-15819	157	80	stands	stand	VERB
dem-15819	157	81	for	for	ADP
dem-15819	157	82	beta	beta	NOUN
dem-15819	157	83	obtained	obtain	VERB
dem-15819	157	84	from	from	ADP
dem-15819	157	85	the	the	DET
dem-15819	157	86	linear	linear	ADJ
dem-15819	157	87	regression	regression	NOUN
dem-15819	157	88	estimated	estimate	VERB
dem-15819	157	89	for	for	ADP
dem-15819	157	90	the	the	DET
dem-15819	157	91	whole	whole	ADJ
dem-15819	157	92	sample	sample	NOUN
dem-15819	157	93	,	,	PUNCT
dem-15819	157	94	bekk	bekk	NOUN
dem-15819	157	95	stands	stand	VERB
dem-15819	157	96	for	for	ADP
dem-15819	157	97	conditional	conditional	ADJ
dem-15819	157	98	beta	beta	NOUN
dem-15819	157	99	from	from	ADP
dem-15819	157	100	mgarch	mgarch	NOUN
dem-15819	157	101	scalar	scalar	ADJ
dem-15819	157	102	bekk	bekk	NOUN
dem-15819	157	103	models	model	NOUN
dem-15819	157	104	,	,	PUNCT
dem-15819	157	105	dcc	dcc	PROPN
dem-15819	157	106	stands	stand	VERB
dem-15819	157	107	for	for	ADP
dem-15819	157	108	conditional	conditional	ADJ
dem-15819	157	109	beta	beta	NOUN
dem-15819	157	110	from	from	ADP
dem-15819	157	111	mgarch	mgarch	PROPN
dem-15819	157	112	dcc	dcc	PROPN
dem-15819	157	113	model	model	NOUN
dem-15819	157	114	and	and	CCONJ
dem-15819	157	115	uc	uc	PROPN
dem-15819	157	116	stands	stand	VERB
dem-15819	157	117	for	for	ADP
dem-15819	157	118	time	time	NOUN
dem-15819	157	119	-	-	PUNCT
dem-15819	157	120	varying	vary	VERB
dem-15819	157	121	beta	beta	NOUN
dem-15819	157	122	from	from	ADP
dem-15819	157	123	unobserved	unobserved	ADJ
dem-15819	157	124	component	component	NOUN
dem-15819	157	125	model	model	NOUN
dem-15819	157	126	with	with	ADP
dem-15819	157	127	random	random	ADJ
dem-15819	157	128	walk	walk	NOUN
dem-15819	157	129	.	.	PUNCT
dem-15819	158	1	the	the	DET
dem-15819	158	2	lowest	low	ADJ
dem-15819	158	3	errors	error	NOUN
dem-15819	158	4	are	be	AUX
dem-15819	158	5	underlined	underline	VERB
dem-15819	158	6	.	.	PUNCT
dem-15819	159	1	if	if	SCONJ
dem-15819	159	2	the	the	DET
dem-15819	159	3	predictive	predictive	ADJ
dem-15819	159	4	accuracy	accuracy	NOUN
dem-15819	159	5	of	of	ADP
dem-15819	159	6	betas	beta	NOUN
dem-15819	159	7	across	across	ADP
dem-15819	159	8	the	the	DET
dem-15819	159	9	sectors	sector	NOUN
dem-15819	159	10	are	be	AUX
dem-15819	159	11	compared	compare	VERB
dem-15819	159	12	,	,	PUNCT
dem-15819	159	13	we	we	PRON
dem-15819	159	14	notice	notice	VERB
dem-15819	159	15	that	that	SCONJ
dem-15819	159	16	beta	beta	ADJ
dem-15819	159	17	estimates	estimate	NOUN
dem-15819	159	18	in	in	ADP
dem-15819	159	19	banking	banking	NOUN
dem-15819	159	20	sector	sector	NOUN
dem-15819	159	21	have	have	VERB
dem-15819	159	22	almost	almost	ADV
dem-15819	159	23	1.7	1.7	NUM
dem-15819	159	24	lower	low	ADJ
dem-15819	159	25	average	average	ADJ
dem-15819	159	26	mse	mse	NOUN
dem-15819	159	27	than	than	ADP
dem-15819	159	28	the	the	DET
dem-15819	159	29	beta	beta	NOUN
dem-15819	159	30	estimates	estimate	NOUN
dem-15819	159	31	in	in	ADP
dem-15819	159	32	informatics	informatic	NOUN
dem-15819	159	33	sector	sector	NOUN
dem-15819	159	34	.	.	PUNCT
dem-15819	160	1	as	as	SCONJ
dem-15819	160	2	the	the	DET
dem-15819	160	3	companies	company	NOUN
dem-15819	160	4	in	in	ADP
dem-15819	160	5	the	the	DET
dem-15819	160	6	banking	banking	NOUN
dem-15819	160	7	sector	sector	NOUN
dem-15819	160	8	are	be	AUX
dem-15819	160	9	generally	generally	ADV
dem-15819	160	10	bigger	big	ADJ
dem-15819	160	11	than	than	ADP
dem-15819	160	12	these	these	PRON
dem-15819	160	13	from	from	ADP
dem-15819	160	14	it	it	PRON
dem-15819	160	15	,	,	PUNCT
dem-15819	160	16	the	the	DET
dem-15819	160	17	beta	beta	NOUN
dem-15819	160	18	estimates	estimate	NOUN
dem-15819	160	19	for	for	ADP
dem-15819	160	20	big	big	ADJ
dem-15819	160	21	stocks	stock	NOUN
dem-15819	160	22	seem	seem	VERB
dem-15819	160	23	to	to	PART
dem-15819	160	24	be	be	AUX
dem-15819	160	25	more	more	ADV
dem-15819	160	26	accurate	accurate	ADJ
dem-15819	160	27	than	than	ADP
dem-15819	160	28	estimates	estimate	NOUN
dem-15819	160	29	for	for	ADP
dem-15819	160	30	medium	medium	ADJ
dem-15819	160	31	and	and	CCONJ
dem-15819	160	32	small	small	ADJ
dem-15819	160	33	stocks	stock	NOUN
dem-15819	160	34	.	.	PUNCT
dem-15819	161	1	in	in	ADP
dem-15819	161	2	figure	figure	NOUN
dem-15819	161	3	2	2	NUM
dem-15819	161	4	we	we	PRON
dem-15819	161	5	show	show	VERB
dem-15819	161	6	the	the	DET
dem-15819	161	7	beta	beta	NOUN
dem-15819	161	8	estimates	estimate	NOUN
dem-15819	161	9	from	from	ADP
dem-15819	161	10	unobserved	unobserved	ADJ
dem-15819	161	11	component	component	NOUN
dem-15819	161	12	model	model	NOUN
dem-15819	161	13	for	for	ADP
dem-15819	161	14	all	all	DET
dem-15819	161	15	stocks	stock	NOUN
dem-15819	161	16	.	.	PUNCT
dem-15819	162	1	the	the	DET
dem-15819	162	2	behaviour	behaviour	NOUN
dem-15819	162	3	of	of	ADP
dem-15819	162	4	betas	beta	NOUN
dem-15819	162	5	is	be	AUX
dem-15819	162	6	similar	similar	ADJ
dem-15819	162	7	within	within	ADP
dem-15819	162	8	the	the	DET
dem-15819	162	9	industries	industry	NOUN
dem-15819	162	10	:	:	PUNCT
dem-15819	162	11	in	in	ADP
dem-15819	162	12	case	case	NOUN
dem-15819	162	13	of	of	ADP
dem-15819	162	14	stocks	stock	NOUN
dem-15819	162	15	from	from	ADP
dem-15819	162	16	banking	banking	NOUN
dem-15819	162	17	sector	sector	NOUN
dem-15819	162	18	(	(	PUNCT
dem-15819	162	19	from	from	SCONJ
dem-15819	162	20	bhw	bhw	PROPN
dem-15819	162	21	to	to	PART
dem-15819	162	22	bos	bo	NOUN
dem-15819	162	23	)	)	PUNCT
dem-15819	162	24	the	the	DET
dem-15819	162	25	beta	beta	NOUN
dem-15819	162	26	estimates	estimate	NOUN
dem-15819	162	27	increase	increase	VERB
dem-15819	162	28	over	over	ADP
dem-15819	162	29	the	the	DET
dem-15819	162	30	whole	whole	ADJ
dem-15819	162	31	sample	sample	NOUN
dem-15819	162	32	period	period	NOUN
dem-15819	162	33	and	and	CCONJ
dem-15819	162	34	specially	specially	ADV
dem-15819	162	35	in	in	ADP
dem-15819	162	36	the	the	DET
dem-15819	162	37	beginning	beginning	NOUN
dem-15819	162	38	of	of	ADP
dem-15819	162	39	evaluating	evaluate	VERB
dem-15819	162	40	the	the	DET
dem-15819	162	41	accuracy	accuracy	NOUN
dem-15819	162	42	of	of	ADP
dem-15819	162	43	time	time	NOUN
dem-15819	162	44	-	-	PUNCT
dem-15819	162	45	varying	vary	VERB
dem-15819	162	46	beta	beta	NOUN
dem-15819	162	47	.	.	PUNCT
dem-15819	163	1	the	the	DET
dem-15819	163	2	evidence	evidence	NOUN
dem-15819	163	3	from	from	ADP
dem-15819	163	4	poland	poland	PROPN
dem-15819	163	5	dynamic	dynamic	ADJ
dem-15819	163	6	econometric	econometric	ADJ
dem-15819	163	7	models	model	NOUN
dem-15819	163	8	17	17	NUM
dem-15819	163	9	(	(	PUNCT
dem-15819	163	10	2017	2017	NUM
dem-15819	163	11	)	)	PUNCT
dem-15819	163	12	161–176	161–176	NUM
dem-15819	163	13	171	171	NUM
dem-15819	163	14	financial	financial	ADJ
dem-15819	163	15	crisis	crisis	NOUN
dem-15819	163	16	in	in	ADP
dem-15819	163	17	2008	2008	NUM
dem-15819	163	18	.	.	PUNCT
dem-15819	164	1	with	with	ADP
dem-15819	164	2	respect	respect	NOUN
dem-15819	164	3	to	to	ADP
dem-15819	164	4	informatics	informatics	PROPN
dem-15819	164	5	stocks	stock	NOUN
dem-15819	164	6	(	(	PUNCT
dem-15819	164	7	from	from	ADP
dem-15819	164	8	acp	acp	PROPN
dem-15819	164	9	to	to	PART
dem-15819	164	10	lrk	lrk	PROPN
dem-15819	164	11	)	)	PUNCT
dem-15819	164	12	,	,	PUNCT
dem-15819	164	13	beta	beta	NOUN
dem-15819	164	14	estimates	estimate	NOUN
dem-15819	164	15	generally	generally	ADV
dem-15819	164	16	decrease	decrease	VERB
dem-15819	164	17	.	.	PUNCT
dem-15819	165	1	some	some	DET
dem-15819	165	2	exceptions	exception	NOUN
dem-15819	165	3	in	in	ADP
dem-15819	165	4	the	the	DET
dem-15819	165	5	overall	overall	ADJ
dem-15819	165	6	tendency	tendency	NOUN
dem-15819	165	7	are	be	AUX
dem-15819	165	8	recognized	recognize	VERB
dem-15819	165	9	,	,	PUNCT
dem-15819	165	10	e.g.	e.g.	ADV
dem-15819	165	11	beta	beta	NOUN
dem-15819	165	12	in	in	ADP
dem-15819	165	13	lrk	lrk	NOUN
dem-15819	165	14	is	be	AUX
dem-15819	165	15	changing	change	VERB
dem-15819	165	16	up	up	ADP
dem-15819	165	17	and	and	CCONJ
dem-15819	165	18	down	down	ADV
dem-15819	165	19	as	as	ADV
dem-15819	165	20	well	well	ADV
dem-15819	165	21	as	as	ADP
dem-15819	165	22	beta	beta	NOUN
dem-15819	165	23	of	of	ADP
dem-15819	165	24	bzw	bzw	NOUN
dem-15819	165	25	.	.	PUNCT
dem-15819	166	1	the	the	DET
dem-15819	166	2	correlation	correlation	NOUN
dem-15819	166	3	matrix	matrix	NOUN
dem-15819	166	4	showing	show	VERB
dem-15819	166	5	the	the	DET
dem-15819	166	6	interdependencies	interdependency	NOUN
dem-15819	166	7	between	between	ADP
dem-15819	166	8	beta	beta	ADJ
dem-15819	166	9	coefficients	coefficient	NOUN
dem-15819	166	10	estimated	estimate	VERB
dem-15819	166	11	from	from	ADP
dem-15819	166	12	uc	uc	PROPN
dem-15819	166	13	model	model	NOUN
dem-15819	166	14	is	be	AUX
dem-15819	166	15	presented	present	VERB
dem-15819	166	16	in	in	ADP
dem-15819	166	17	the	the	DET
dem-15819	166	18	appendix	appendix	NOUN
dem-15819	166	19	.	.	PUNCT
dem-15819	167	1	on	on	ADP
dem-15819	167	2	the	the	DET
dem-15819	167	3	one	one	NUM
dem-15819	167	4	hand	hand	NOUN
dem-15819	167	5	,	,	PUNCT
dem-15819	167	6	the	the	DET
dem-15819	167	7	correlation	correlation	NOUN
dem-15819	167	8	matrix	matrix	NOUN
dem-15819	167	9	shows	show	VERB
dem-15819	167	10	that	that	SCONJ
dem-15819	167	11	within	within	ADP
dem-15819	167	12	banking	banking	NOUN
dem-15819	167	13	sector	sector	NOUN
dem-15819	167	14	the	the	DET
dem-15819	167	15	correlations	correlation	NOUN
dem-15819	167	16	between	between	ADP
dem-15819	167	17	beta	beta	NOUN
dem-15819	167	18	estimates	estimate	NOUN
dem-15819	167	19	are	be	AUX
dem-15819	167	20	in	in	ADP
dem-15819	167	21	majority	majority	NOUN
dem-15819	167	22	positive	positive	ADJ
dem-15819	167	23	and	and	CCONJ
dem-15819	167	24	statistically	statistically	ADV
dem-15819	167	25	significant	significant	ADJ
dem-15819	167	26	.	.	PUNCT
dem-15819	168	1	one	one	NUM
dem-15819	168	2	exception	exception	NOUN
dem-15819	168	3	is	be	AUX
dem-15819	168	4	peo	peo	PROPN
dem-15819	168	5	,	,	PUNCT
dem-15819	168	6	which	which	PRON
dem-15819	168	7	shows	show	VERB
dem-15819	168	8	negative	negative	ADJ
dem-15819	168	9	or	or	CCONJ
dem-15819	168	10	statistically	statistically	ADV
dem-15819	168	11	insignificant	insignificant	ADJ
dem-15819	168	12	coefficients	coefficient	NOUN
dem-15819	168	13	with	with	ADP
dem-15819	168	14	five	five	NUM
dem-15819	168	15	out	out	ADP
dem-15819	168	16	of	of	ADP
dem-15819	168	17	six	six	NUM
dem-15819	168	18	stocks	stock	NOUN
dem-15819	168	19	.	.	PUNCT
dem-15819	169	1	in	in	ADP
dem-15819	169	2	case	case	NOUN
dem-15819	169	3	of	of	ADP
dem-15819	169	4	it	it	PRON
dem-15819	169	5	sector	sector	VERB
dem-15819	169	6	the	the	DET
dem-15819	169	7	situation	situation	NOUN
dem-15819	169	8	is	be	AUX
dem-15819	169	9	similar	similar	ADJ
dem-15819	169	10	–	–	PUNCT
dem-15819	169	11	the	the	DET
dem-15819	169	12	correlations	correlation	NOUN
dem-15819	169	13	for	for	ADP
dem-15819	169	14	stocks	stock	NOUN
dem-15819	169	15	from	from	ADP
dem-15819	169	16	this	this	DET
dem-15819	169	17	industry	industry	NOUN
dem-15819	169	18	are	be	AUX
dem-15819	169	19	positive	positive	ADJ
dem-15819	169	20	and	and	CCONJ
dem-15819	169	21	statistically	statistically	ADV
dem-15819	169	22	significant	significant	ADJ
dem-15819	169	23	with	with	ADP
dem-15819	169	24	one	one	NUM
dem-15819	169	25	exception	exception	NOUN
dem-15819	169	26	,	,	PUNCT
dem-15819	169	27	lrk	lrk	NOUN
dem-15819	169	28	,	,	PUNCT
dem-15819	169	29	where	where	SCONJ
dem-15819	169	30	for	for	ADP
dem-15819	169	31	four	four	NUM
dem-15819	169	32	out	out	ADP
dem-15819	169	33	of	of	ADP
dem-15819	169	34	six	six	NUM
dem-15819	169	35	stocks	stock	NOUN
dem-15819	169	36	the	the	DET
dem-15819	169	37	correlations	correlation	NOUN
dem-15819	169	38	are	be	AUX
dem-15819	169	39	negative	negative	ADJ
dem-15819	169	40	.	.	PUNCT
dem-15819	170	1	those	those	DET
dem-15819	170	2	two	two	NUM
dem-15819	170	3	stocks	stock	NOUN
dem-15819	170	4	,	,	PUNCT
dem-15819	170	5	peo	peo	PROPN
dem-15819	170	6	and	and	CCONJ
dem-15819	170	7	lrk	lrk	PROPN
dem-15819	170	8	,	,	PUNCT
dem-15819	170	9	are	be	AUX
dem-15819	170	10	respectively	respectively	ADV
dem-15819	170	11	the	the	DET
dem-15819	170	12	biggest	big	ADJ
dem-15819	170	13	and	and	CCONJ
dem-15819	170	14	the	the	DET
dem-15819	170	15	smallest	small	ADJ
dem-15819	170	16	in	in	ADP
dem-15819	170	17	the	the	DET
dem-15819	170	18	sample	sample	NOUN
dem-15819	170	19	.	.	PUNCT
dem-15819	171	1	on	on	ADP
dem-15819	171	2	the	the	DET
dem-15819	171	3	other	other	ADJ
dem-15819	171	4	hand	hand	NOUN
dem-15819	171	5	,	,	PUNCT
dem-15819	171	6	the	the	DET
dem-15819	171	7	correlations	correlation	NOUN
dem-15819	171	8	between	between	ADP
dem-15819	171	9	stocks	stock	NOUN
dem-15819	171	10	from	from	ADP
dem-15819	171	11	two	two	NUM
dem-15819	171	12	different	different	ADJ
dem-15819	171	13	sectors	sector	NOUN
dem-15819	171	14	are	be	AUX
dem-15819	171	15	in	in	ADP
dem-15819	171	16	most	most	ADJ
dem-15819	171	17	cases	case	NOUN
dem-15819	171	18	negative	negative	ADJ
dem-15819	171	19	and	and	CCONJ
dem-15819	171	20	significant	significant	ADJ
dem-15819	171	21	.	.	PUNCT
dem-15819	172	1	figure	figure	NOUN
dem-15819	172	2	2	2	NUM
dem-15819	172	3	.	.	PUNCT
dem-15819	173	1	the	the	DET
dem-15819	173	2	time	time	NOUN
dem-15819	173	3	-	-	PUNCT
dem-15819	173	4	varying	vary	VERB
dem-15819	173	5	beta	beta	ADJ
dem-15819	173	6	estimates	estimate	NOUN
dem-15819	173	7	from	from	ADP
dem-15819	173	8	the	the	DET
dem-15819	173	9	uc	uc	PROPN
dem-15819	173	10	model	model	NOUN
dem-15819	173	11	note	note	NOUN
dem-15819	173	12	:	:	PUNCT
dem-15819	173	13	beta	beta	ADJ
dem-15819	173	14	estimates	estimate	NOUN
dem-15819	173	15	shown	show	VERB
dem-15819	173	16	in	in	ADP
dem-15819	173	17	the	the	DET
dem-15819	173	18	figure	figure	NOUN
dem-15819	173	19	are	be	AUX
dem-15819	173	20	from	from	ADP
dem-15819	173	21	unobserved	unobserved	ADJ
dem-15819	173	22	component	component	NOUN
dem-15819	173	23	model	model	NOUN
dem-15819	173	24	.	.	PUNCT
dem-15819	174	1	each	each	DET
dem-15819	174	2	graph	graph	NOUN
dem-15819	174	3	presents	present	VERB
dem-15819	174	4	the	the	DET
dem-15819	174	5	beta	beta	ADJ
dem-15819	174	6	coefficients	coefficient	NOUN
dem-15819	174	7	for	for	ADP
dem-15819	174	8	a	a	DET
dem-15819	174	9	single	single	ADJ
dem-15819	174	10	stock	stock	NOUN
dem-15819	174	11	.	.	PUNCT
dem-15819	175	1	as	as	SCONJ
dem-15819	175	2	the	the	DET
dem-15819	175	3	differences	difference	NOUN
dem-15819	175	4	between	between	ADP
dem-15819	175	5	the	the	DET
dem-15819	175	6	predictive	predictive	ADJ
dem-15819	175	7	errors	error	NOUN
dem-15819	175	8	are	be	AUX
dem-15819	175	9	rather	rather	ADV
dem-15819	175	10	small	small	ADJ
dem-15819	175	11	we	we	PRON
dem-15819	175	12	decide	decide	VERB
dem-15819	175	13	to	to	PART
dem-15819	175	14	use	use	VERB
dem-15819	175	15	the	the	DET
dem-15819	175	16	statistic	statistic	NOUN
dem-15819	175	17	that	that	PRON
dem-15819	175	18	allows	allow	VERB
dem-15819	175	19	for	for	ADP
dem-15819	175	20	comparing	compare	VERB
dem-15819	175	21	accuracy	accuracy	NOUN
dem-15819	175	22	of	of	ADP
dem-15819	175	23	the	the	DET
dem-15819	175	24	examined	examine	VERB
dem-15819	175	25	methods	method	NOUN
dem-15819	175	26	.	.	PUNCT
dem-15819	176	1	we	we	PRON
dem-15819	176	2	employ	employ	VERB
dem-15819	176	3	modified	modify	VERB
dem-15819	176	4	diebold	diebold	NOUN
dem-15819	176	5	-	-	PUNCT
dem-15819	176	6	mariano	mariano	PROPN
dem-15819	176	7	statistic	statistic	PROPN
dem-15819	176	8	barbara	barbara	PROPN
dem-15819	176	9	będowska	będowska	PROPN
dem-15819	176	10	-	-	PUNCT
dem-15819	176	11	sójka	sójka	ADV
dem-15819	176	12	dynamic	dynamic	ADJ
dem-15819	176	13	econometric	econometric	ADJ
dem-15819	176	14	models	model	NOUN
dem-15819	176	15	17	17	NUM
dem-15819	176	16	(	(	PUNCT
dem-15819	176	17	2017	2017	NUM
dem-15819	176	18	)	)	PUNCT
dem-15819	176	19	161–176	161–176	NUM
dem-15819	176	20	172	172	NUM
dem-15819	176	21	(	(	PUNCT
dem-15819	176	22	henceforth	henceforth	ADV
dem-15819	176	23	moddm	moddm	PROPN
dem-15819	176	24	)	)	PUNCT
dem-15819	176	25	(	(	PUNCT
dem-15819	176	26	harvey	harvey	NOUN
dem-15819	176	27	et	et	PROPN
dem-15819	176	28	al	al	PROPN
dem-15819	176	29	.	.	PROPN
dem-15819	176	30	,	,	PUNCT
dem-15819	176	31	1997	1997	NUM
dem-15819	176	32	)	)	PUNCT
dem-15819	176	33	,	,	PUNCT
dem-15819	176	34	that	that	PRON
dem-15819	176	35	examines	examine	VERB
dem-15819	176	36	if	if	SCONJ
dem-15819	176	37	the	the	DET
dem-15819	176	38	forecasting	forecasting	NOUN
dem-15819	176	39	precision	precision	NOUN
dem-15819	176	40	differs	differ	VERB
dem-15819	176	41	significantly	significantly	ADV
dem-15819	176	42	across	across	ADP
dem-15819	176	43	the	the	DET
dem-15819	176	44	methods	method	NOUN
dem-15819	176	45	used	use	VERB
dem-15819	176	46	.	.	PUNCT
dem-15819	177	1	it	it	PRON
dem-15819	177	2	is	be	AUX
dem-15819	177	3	found	find	VERB
dem-15819	177	4	to	to	PART
dem-15819	177	5	perform	perform	VERB
dem-15819	177	6	much	much	ADV
dem-15819	177	7	better	well	ADJ
dem-15819	177	8	than	than	ADP
dem-15819	177	9	the	the	DET
dem-15819	177	10	original	original	ADJ
dem-15819	177	11	diebold	diebold	NOUN
dem-15819	177	12	-	-	PUNCT
dem-15819	177	13	mariano	mariano	PROPN
dem-15819	177	14	test	test	NOUN
dem-15819	177	15	for	for	ADP
dem-15819	177	16	different	different	ADJ
dem-15819	177	17	forecast	forecast	NOUN
dem-15819	177	18	horizons	horizon	NOUN
dem-15819	177	19	,	,	PUNCT
dem-15819	177	20	as	as	ADV
dem-15819	177	21	well	well	ADV
dem-15819	177	22	as	as	ADP
dem-15819	177	23	in	in	ADP
dem-15819	177	24	cases	case	NOUN
dem-15819	177	25	when	when	SCONJ
dem-15819	177	26	the	the	DET
dem-15819	177	27	forecast	forecast	NOUN
dem-15819	177	28	errors	error	NOUN
dem-15819	177	29	are	be	AUX
dem-15819	177	30	autocorrelated	autocorrelate	VERB
dem-15819	177	31	or	or	CCONJ
dem-15819	177	32	have	have	VERB
dem-15819	177	33	non	non	ADJ
dem-15819	177	34	-	-	ADJ
dem-15819	177	35	normal	normal	ADJ
dem-15819	177	36	distribution	distribution	NOUN
dem-15819	177	37	(	(	PUNCT
dem-15819	177	38	choudhry	choudhry	NOUN
dem-15819	177	39	and	and	CCONJ
dem-15819	177	40	wu	wu	PROPN
dem-15819	177	41	,	,	PUNCT
dem-15819	177	42	2009	2009	NUM
dem-15819	177	43	)	)	PUNCT
dem-15819	177	44	,	,	PUNCT
dem-15819	177	45	we	we	PRON
dem-15819	177	46	calculate	calculate	VERB
dem-15819	177	47	modified	modify	VERB
dem-15819	177	48	diebold	diebold	NOUN
dem-15819	177	49	-	-	PUNCT
dem-15819	177	50	mariano	mariano	PROPN
dem-15819	177	51	statistic	statistic	PROPN
dem-15819	177	52	for	for	ADP
dem-15819	177	53	mse	mse	PROPN
dem-15819	177	54	.	.	PUNCT
dem-15819	178	1	these	these	DET
dem-15819	178	2	statistics	statistic	NOUN
dem-15819	178	3	are	be	AUX
dem-15819	178	4	calculated	calculate	VERB
dem-15819	178	5	in	in	ADP
dem-15819	178	6	pairs	pair	NOUN
dem-15819	178	7	,	,	PUNCT
dem-15819	178	8	in	in	ADP
dem-15819	178	9	which	which	PRON
dem-15819	178	10	forecast	forecast	NOUN
dem-15819	178	11	errors	error	NOUN
dem-15819	178	12	come	come	VERB
dem-15819	178	13	from	from	ADP
dem-15819	178	14	one	one	NUM
dem-15819	178	15	of	of	ADP
dem-15819	178	16	the	the	DET
dem-15819	178	17	mgarch	mgarch	NOUN
dem-15819	178	18	models	model	NOUN
dem-15819	178	19	,	,	PUNCT
dem-15819	178	20	kalman	kalman	NOUN
dem-15819	178	21	filter	filter	NOUN
dem-15819	178	22	or	or	CCONJ
dem-15819	178	23	the	the	DET
dem-15819	178	24	ols	ol	NOUN
dem-15819	178	25	regression	regression	NOUN
dem-15819	178	26	beta	beta	NOUN
dem-15819	178	27	.	.	PUNCT
dem-15819	179	1	in	in	ADP
dem-15819	179	2	table	table	NOUN
dem-15819	179	3	4	4	NUM
dem-15819	179	4	we	we	PRON
dem-15819	179	5	show	show	VERB
dem-15819	179	6	the	the	DET
dem-15819	179	7	results	result	NOUN
dem-15819	179	8	of	of	ADP
dem-15819	179	9	the	the	DET
dem-15819	179	10	diebold	diebold	ADJ
dem-15819	179	11	-	-	PUNCT
dem-15819	179	12	mariano	mariano	PROPN
dem-15819	179	13	statistic	statistic	NOUN
dem-15819	179	14	for	for	ADP
dem-15819	179	15	each	each	DET
dem-15819	179	16	stock	stock	NOUN
dem-15819	179	17	and	and	CCONJ
dem-15819	179	18	each	each	DET
dem-15819	179	19	pairs	pair	NOUN
dem-15819	179	20	of	of	ADP
dem-15819	179	21	models	model	NOUN
dem-15819	179	22	(	(	PUNCT
dem-15819	179	23	model1	model1	NOUN
dem-15819	179	24	and	and	CCONJ
dem-15819	179	25	model2	model2	NOUN
dem-15819	179	26	)	)	PUNCT
dem-15819	179	27	separately	separately	ADV
dem-15819	179	28	.	.	PUNCT
dem-15819	180	1	we	we	PRON
dem-15819	180	2	reject	reject	VERB
dem-15819	180	3	the	the	DET
dem-15819	180	4	null	null	NOUN
dem-15819	180	5	of	of	ADP
dem-15819	180	6	equal	equal	ADJ
dem-15819	180	7	predictive	predictive	ADJ
dem-15819	180	8	accuracy	accuracy	NOUN
dem-15819	180	9	at	at	ADP
dem-15819	180	10	the	the	DET
dem-15819	180	11	5	5	NUM
dem-15819	180	12	%	%	NOUN
dem-15819	180	13	level	level	NOUN
dem-15819	180	14	.	.	PUNCT
dem-15819	181	1	the	the	DET
dem-15819	181	2	statistic	statistic	NOUN
dem-15819	181	3	has	have	VERB
dem-15819	181	4	a	a	DET
dem-15819	181	5	student	student	NOUN
dem-15819	181	6	t	t	NOUN
dem-15819	181	7	distribution	distribution	NOUN
dem-15819	181	8	with	with	ADP
dem-15819	181	9	1t	1t	NUM
dem-15819	181	10	degrees	degree	NOUN
dem-15819	181	11	of	of	ADP
dem-15819	181	12	freedom	freedom	NOUN
dem-15819	181	13	,	,	PUNCT
dem-15819	181	14	where	where	SCONJ
dem-15819	181	15	t	t	PROPN
dem-15819	181	16	is	be	AUX
dem-15819	181	17	a	a	DET
dem-15819	181	18	number	number	NOUN
dem-15819	181	19	of	of	ADP
dem-15819	181	20	observations	observation	NOUN
dem-15819	181	21	.	.	PUNCT
dem-15819	182	1	in	in	ADP
dem-15819	182	2	case	case	NOUN
dem-15819	182	3	of	of	ADP
dem-15819	182	4	the	the	DET
dem-15819	182	5	negative	negative	ADJ
dem-15819	182	6	values	value	NOUN
dem-15819	182	7	the	the	DET
dem-15819	182	8	errors	error	NOUN
dem-15819	182	9	from	from	ADP
dem-15819	182	10	model	model	NOUN
dem-15819	182	11	2	2	NUM
dem-15819	182	12	are	be	AUX
dem-15819	182	13	lower	low	ADJ
dem-15819	182	14	than	than	ADP
dem-15819	182	15	from	from	ADP
dem-15819	182	16	model1	model1	PROPN
dem-15819	182	17	,	,	PUNCT
dem-15819	182	18	in	in	ADP
dem-15819	182	19	case	case	NOUN
dem-15819	182	20	of	of	ADP
dem-15819	182	21	positive	positive	ADJ
dem-15819	182	22	values	value	NOUN
dem-15819	182	23	the	the	DET
dem-15819	182	24	opposite	opposite	ADJ
dem-15819	182	25	holds	hold	NOUN
dem-15819	182	26	.	.	PUNCT
dem-15819	183	1	table	table	NOUN
dem-15819	183	2	4	4	NUM
dem-15819	183	3	.	.	PUNCT
dem-15819	184	1	the	the	DET
dem-15819	184	2	comparison	comparison	NOUN
dem-15819	184	3	of	of	ADP
dem-15819	184	4	predictive	predictive	ADJ
dem-15819	184	5	accuracy	accuracy	NOUN
dem-15819	184	6	of	of	ADP
dem-15819	184	7	models	model	NOUN
dem-15819	184	8	used	use	VERB
dem-15819	184	9	in	in	ADP
dem-15819	184	10	the	the	DET
dem-15819	184	11	study	study	NOUN
dem-15819	184	12	–	–	PUNCT
dem-15819	184	13	the	the	DET
dem-15819	184	14	modified	modify	VERB
dem-15819	184	15	diebold	diebold	NOUN
dem-15819	184	16	-	-	PUNCT
dem-15819	184	17	mariano	mariano	PROPN
dem-15819	184	18	statistics	statistic	NOUN
dem-15819	184	19	model1	model1	VERB
dem-15819	184	20	bekk	bekk	NOUN
dem-15819	184	21	bekk	bekk	NOUN
dem-15819	184	22	bekk	bekk	PROPN
dem-15819	184	23	dcc	dcc	PROPN
dem-15819	184	24	dcc	dcc	PROPN
dem-15819	185	1	uc	uc	INTJ
dem-15819	185	2	model2	model2	PROPN
dem-15819	185	3	dcc	dcc	PROPN
dem-15819	185	4	uc	uc	PROPN
dem-15819	185	5	ols	ols	PROPN
dem-15819	185	6	beta	beta	PROPN
dem-15819	185	7	uc	uc	PROPN
dem-15819	185	8	ols	ols	PROPN
dem-15819	185	9	beta	beta	PROPN
dem-15819	185	10	ols	ol	NOUN
dem-15819	185	11	beta	beta	NOUN
dem-15819	185	12	bhw	bhw	X
dem-15819	185	13	–	–	PUNCT
dem-15819	185	14	7.4207	7.4207	NUM
dem-15819	185	15	–	–	PUNCT
dem-15819	185	16	7.4223	7.4223	NUM
dem-15819	185	17	–	–	PUNCT
dem-15819	185	18	7.3172	7.3172	NUM
dem-15819	185	19	–	–	PUNCT
dem-15819	185	20	1.2862	1.2862	NUM
dem-15819	185	21	2.5595	2.5595	NUM
dem-15819	185	22	2.7477	2.7477	NUM
dem-15819	185	23	ing	ing	ADJ
dem-15819	185	24	–	–	PUNCT
dem-15819	185	25	4.7595	4.7595	NUM
dem-15819	185	26	–	–	PUNCT
dem-15819	185	27	4.7775	4.7775	NUM
dem-15819	185	28	–	–	PUNCT
dem-15819	185	29	4.5831	4.5831	NUM
dem-15819	185	30	–	–	PUNCT
dem-15819	185	31	0.7200	0.7200	NUM
dem-15819	185	32	3.6377	3.6377	NUM
dem-15819	185	33	3.2197	3.2197	NUM
dem-15819	185	34	mbk	mbk	X
dem-15819	185	35	–	–	PUNCT
dem-15819	185	36	0.3156	0.3156	NUM
dem-15819	185	37	–	–	PUNCT
dem-15819	185	38	0.4811	0.4811	NUM
dem-15819	185	39	0.2765	0.2765	NUM
dem-15819	185	40	–	–	PUNCT
dem-15819	185	41	0.9381	0.9381	NUM
dem-15819	185	42	3.5396	3.5396	NUM
dem-15819	185	43	3.1355	3.1355	NUM
dem-15819	185	44	mil	mil	NOUN
dem-15819	185	45	–	–	PUNCT
dem-15819	185	46	4.1499	4.1499	NUM
dem-15819	185	47	–	–	PUNCT
dem-15819	185	48	4.5043	4.5043	NUM
dem-15819	185	49	–	–	PUNCT
dem-15819	185	50	3.7641	3.7641	NUM
dem-15819	185	51	–	–	PUNCT
dem-15819	185	52	0.4977	0.4977	NUM
dem-15819	185	53	3.5911	3.5911	NUM
dem-15819	185	54	2.0957	2.0957	NUM
dem-15819	185	55	peo	peo	PROPN
dem-15819	185	56	3.3009	3.3009	NUM
dem-15819	185	57	3.2579	3.2579	NUM
dem-15819	185	58	4.0393	4.0393	NUM
dem-15819	185	59	0.6722	0.6722	NUM
dem-15819	185	60	3.2991	3.2991	NUM
dem-15819	185	61	2.0614	2.0614	NUM
dem-15819	185	62	bzw	bzw	NOUN
dem-15819	185	63	–	–	PUNCT
dem-15819	185	64	1.4723	1.4723	NUM
dem-15819	185	65	–	–	PUNCT
dem-15819	185	66	1.5255	1.5255	NUM
dem-15819	185	67	–	–	PUNCT
dem-15819	185	68	0.5930	0.5930	NUM
dem-15819	185	69	–	–	PUNCT
dem-15819	185	70	0.2289	0.2289	NUM
dem-15819	185	71	5.9932	5.9932	NUM
dem-15819	185	72	3.9648	3.9648	NUM
dem-15819	185	73	bos	bo	NOUN
dem-15819	185	74	–	–	PUNCT
dem-15819	185	75	9.8146	9.8146	NUM
dem-15819	185	76	–	–	PUNCT
dem-15819	185	77	9.4839	9.4839	NUM
dem-15819	185	78	–	–	PUNCT
dem-15819	185	79	9.7841	9.7841	NUM
dem-15819	185	80	0.6072	0.6072	NUM
dem-15819	185	81	2.3638	2.3638	NUM
dem-15819	185	82	1.5911	1.5911	NUM
dem-15819	185	83	acp	acp	PROPN
dem-15819	185	84	–	–	PUNCT
dem-15819	185	85	4.8505	4.8505	NUM
dem-15819	185	86	–	–	PUNCT
dem-15819	185	87	4.8918	4.8918	NUM
dem-15819	185	88	–	–	PUNCT
dem-15819	185	89	4.6438	4.6438	NUM
dem-15819	185	90	–	–	PUNCT
dem-15819	185	91	0.7892	0.7892	NUM
dem-15819	185	92	3.4923	3.4923	NUM
dem-15819	185	93	3.8068	3.8068	NUM
dem-15819	185	94	cdr	cdr	NOUN
dem-15819	185	95	–	–	PUNCT
dem-15819	185	96	7.9989	7.9989	NUM
dem-15819	185	97	–	–	PUNCT
dem-15819	185	98	7.8383	7.8383	NUM
dem-15819	185	99	–	–	PUNCT
dem-15819	185	100	7.8351	7.8351	NUM
dem-15819	185	101	1.4541	1.4541	NUM
dem-15819	185	102	2.2466	2.2466	NUM
dem-15819	185	103	1.2660	1.2660	NUM
dem-15819	185	104	cmr	cmr	NOUN
dem-15819	185	105	–	–	PUNCT
dem-15819	185	106	5.7058	5.7058	NUM
dem-15819	185	107	–	–	PUNCT
dem-15819	185	108	5.4700	5.4700	NUM
dem-15819	185	109	–	–	PUNCT
dem-15819	185	110	5.4087	5.4087	NUM
dem-15819	185	111	–	–	PUNCT
dem-15819	185	112	0.1598	0.1598	NUM
dem-15819	185	113	3.8289	3.8289	NUM
dem-15819	185	114	2.6390	2.6390	NUM
dem-15819	185	115	sgn	sgn	NOUN
dem-15819	185	116	–	–	PUNCT
dem-15819	185	117	8.0543	8.0543	NUM
dem-15819	185	118	–	–	PUNCT
dem-15819	185	119	7.9966	7.9966	NUM
dem-15819	185	120	–	–	PUNCT
dem-15819	185	121	7.8688	7.8688	NUM
dem-15819	185	122	0.7554	0.7554	NUM
dem-15819	185	123	2.8694	2.8694	NUM
dem-15819	185	124	2.4824	2.4824	NUM
dem-15819	185	125	elz	elz	NOUN
dem-15819	185	126	–	–	PUNCT
dem-15819	185	127	8.9527	8.9527	NUM
dem-15819	185	128	–	–	PUNCT
dem-15819	185	129	8.8164	8.8164	NUM
dem-15819	185	130	–	–	PUNCT
dem-15819	185	131	8.7934	8.7934	NUM
dem-15819	185	132	1.7822	1.7822	NUM
dem-15819	185	133	2.0485	2.0485	NUM
dem-15819	185	134	0.3529	0.3529	NUM
dem-15819	185	135	mcl	mcl	PROPN
dem-15819	185	136	–	–	PUNCT
dem-15819	185	137	8.5644	8.5644	NUM
dem-15819	185	138	–	–	PUNCT
dem-15819	185	139	8.8225	8.8225	NUM
dem-15819	185	140	–	–	PUNCT
dem-15819	185	141	8.7245	8.7245	NUM
dem-15819	185	142	1.8249	1.8249	NUM
dem-15819	185	143	2.8946	2.8946	NUM
dem-15819	185	144	1.5217	1.5217	NUM
dem-15819	185	145	sme	sme	NOUN
dem-15819	185	146	–	–	PUNCT
dem-15819	185	147	9.0150	9.0150	NUM
dem-15819	185	148	–	–	PUNCT
dem-15819	185	149	8.8529	8.8529	NUM
dem-15819	185	150	–	–	PUNCT
dem-15819	185	151	9.0097	9.0097	NUM
dem-15819	185	152	0.5598	0.5598	NUM
dem-15819	185	153	2.8379	2.8379	NUM
dem-15819	185	154	1.9662	1.9662	NUM
dem-15819	185	155	lrk	lrk	NOUN
dem-15819	185	156	–	–	PUNCT
dem-15819	185	157	10.4690	10.4690	NUM
dem-15819	185	158	–	–	PUNCT
dem-15819	185	159	10.0370	10.0370	NUM
dem-15819	185	160	–	–	PUNCT
dem-15819	185	161	9.9295	9.9295	NUM
dem-15819	185	162	0.6386	0.6386	NUM
dem-15819	185	163	2.6865	2.6865	NUM
dem-15819	185	164	2.4141	2.4141	NUM
dem-15819	185	165	note	note	NOUN
dem-15819	185	166	:	:	PUNCT
dem-15819	185	167	the	the	DET
dem-15819	185	168	table	table	NOUN
dem-15819	185	169	provides	provide	VERB
dem-15819	185	170	the	the	DET
dem-15819	185	171	modified	modify	VERB
dem-15819	185	172	diebold	diebold	NOUN
dem-15819	185	173	-	-	PUNCT
dem-15819	185	174	mariano	mariano	PROPN
dem-15819	185	175	statistics	statistic	NOUN
dem-15819	185	176	.	.	PUNCT
dem-15819	186	1	we	we	PRON
dem-15819	186	2	compare	compare	VERB
dem-15819	186	3	mse	mse	NOUN
dem-15819	186	4	from	from	ADP
dem-15819	186	5	two	two	NUM
dem-15819	186	6	nonnested	nonneste	VERB
dem-15819	186	7	models	model	NOUN
dem-15819	186	8	,	,	PUNCT
dem-15819	186	9	model1	model1	PROPN
dem-15819	186	10	and	and	CCONJ
dem-15819	186	11	model2	model2	PROPN
dem-15819	186	12	,	,	PUNCT
dem-15819	186	13	for	for	ADP
dem-15819	186	14	each	each	DET
dem-15819	186	15	stock	stock	NOUN
dem-15819	186	16	separately	separately	ADV
dem-15819	186	17	.	.	PUNCT
dem-15819	187	1	the	the	DET
dem-15819	187	2	negative	negative	ADJ
dem-15819	187	3	values	value	NOUN
dem-15819	187	4	of	of	ADP
dem-15819	187	5	the	the	DET
dem-15819	187	6	statistic	statistic	NOUN
dem-15819	187	7	indicate	indicate	VERB
dem-15819	187	8	that	that	DET
dem-15819	187	9	predictive	predictive	ADJ
dem-15819	187	10	accuracy	accuracy	NOUN
dem-15819	187	11	of	of	ADP
dem-15819	187	12	model2	model2	NOUN
dem-15819	187	13	is	be	AUX
dem-15819	187	14	better	well	ADJ
dem-15819	187	15	than	than	ADP
dem-15819	187	16	of	of	ADP
dem-15819	187	17	model1	model1	PROPN
dem-15819	187	18	.	.	PUNCT
dem-15819	188	1	the	the	DET
dem-15819	188	2	positive	positive	ADJ
dem-15819	188	3	values	value	NOUN
dem-15819	188	4	of	of	ADP
dem-15819	188	5	statistics	statistic	NOUN
dem-15819	188	6	indicate	indicate	VERB
dem-15819	188	7	the	the	DET
dem-15819	188	8	opposite	opposite	NOUN
dem-15819	188	9	.	.	PUNCT
dem-15819	189	1	the	the	DET
dem-15819	189	2	statistics	statistic	NOUN
dem-15819	189	3	in	in	ADP
dem-15819	189	4	grey	grey	ADJ
dem-15819	189	5	font	font	NOUN
dem-15819	189	6	have	have	VERB
dem-15819	189	7	p	p	NOUN
dem-15819	189	8	-	-	PUNCT
dem-15819	189	9	values	value	NOUN
dem-15819	189	10	higher	high	ADJ
dem-15819	189	11	than	than	ADP
dem-15819	189	12	α=0.05	α=0.05	NOUN
dem-15819	189	13	–	–	PUNCT
dem-15819	189	14	in	in	ADP
dem-15819	189	15	such	such	ADJ
dem-15819	189	16	cases	case	NOUN
dem-15819	189	17	the	the	DET
dem-15819	189	18	predictive	predictive	ADJ
dem-15819	189	19	accuracy	accuracy	NOUN
dem-15819	189	20	of	of	ADP
dem-15819	189	21	two	two	NUM
dem-15819	189	22	models	model	NOUN
dem-15819	189	23	is	be	AUX
dem-15819	189	24	equal	equal	ADJ
dem-15819	189	25	.	.	PUNCT
dem-15819	190	1	based	base	VERB
dem-15819	190	2	on	on	ADP
dem-15819	190	3	the	the	DET
dem-15819	190	4	results	result	NOUN
dem-15819	190	5	of	of	ADP
dem-15819	190	6	modified	modified	ADJ
dem-15819	190	7	dm	dm	PROPN
dem-15819	190	8	statistics	statistic	NOUN
dem-15819	190	9	we	we	PRON
dem-15819	190	10	find	find	VERB
dem-15819	190	11	that	that	SCONJ
dem-15819	190	12	for	for	ADP
dem-15819	190	13	our	our	PRON
dem-15819	190	14	sample	sample	NOUN
dem-15819	190	15	of	of	ADP
dem-15819	190	16	stocks	stock	NOUN
dem-15819	190	17	both	both	CCONJ
dem-15819	190	18	beta	beta	ADJ
dem-15819	190	19	from	from	ADP
dem-15819	190	20	dynamic	dynamic	ADJ
dem-15819	190	21	conditional	conditional	ADJ
dem-15819	190	22	correlation	correlation	NOUN
dem-15819	190	23	(	(	PUNCT
dem-15819	190	24	dcc	dcc	PROPN
dem-15819	190	25	)	)	PUNCT
dem-15819	190	26	models	model	NOUN
dem-15819	190	27	and	and	CCONJ
dem-15819	190	28	unobserved	unobserved	ADJ
dem-15819	190	29	component	component	NOUN
dem-15819	190	30	(	(	PUNCT
dem-15819	190	31	uc	uc	NOUN
dem-15819	190	32	)	)	PUNCT
dem-15819	190	33	models	model	NOUN
dem-15819	190	34	provide	provide	VERB
dem-15819	190	35	better	well	ADJ
dem-15819	190	36	beta	beta	NOUN
dem-15819	190	37	forecasts	forecast	NOUN
dem-15819	190	38	than	than	ADP
dem-15819	190	39	bekk	bekk	NOUN
dem-15819	190	40	models	model	NOUN
dem-15819	190	41	.	.	PUNCT
dem-15819	191	1	surprisingly	surprisingly	ADV
dem-15819	191	2	,	,	PUNCT
dem-15819	191	3	even	even	ADV
dem-15819	191	4	point	point	VERB
dem-15819	191	5	ols	ol	NOUN
dem-15819	191	6	estimate	estimate	NOUN
dem-15819	191	7	of	of	ADP
dem-15819	191	8	beta	beta	NOUN
dem-15819	191	9	evaluating	evaluate	VERB
dem-15819	191	10	the	the	DET
dem-15819	191	11	accuracy	accuracy	NOUN
dem-15819	191	12	of	of	ADP
dem-15819	191	13	time	time	NOUN
dem-15819	191	14	-	-	PUNCT
dem-15819	191	15	varying	vary	VERB
dem-15819	191	16	beta	beta	NOUN
dem-15819	191	17	.	.	PUNCT
dem-15819	192	1	the	the	DET
dem-15819	192	2	evidence	evidence	NOUN
dem-15819	192	3	from	from	ADP
dem-15819	192	4	poland	poland	PROPN
dem-15819	192	5	dynamic	dynamic	ADJ
dem-15819	192	6	econometric	econometric	ADJ
dem-15819	192	7	models	model	NOUN
dem-15819	192	8	17	17	NUM
dem-15819	192	9	(	(	PUNCT
dem-15819	192	10	2017	2017	NUM
dem-15819	192	11	)	)	PUNCT
dem-15819	192	12	161–176	161–176	PROPN
dem-15819	192	13	173	173	NUM
dem-15819	192	14	provides	provide	VERB
dem-15819	192	15	better	well	ADJ
dem-15819	192	16	forecasts	forecast	NOUN
dem-15819	192	17	than	than	ADP
dem-15819	192	18	bekk	bekk	NOUN
dem-15819	192	19	model	model	NOUN
dem-15819	192	20	.	.	PUNCT
dem-15819	193	1	this	this	DET
dem-15819	193	2	result	result	NOUN
dem-15819	193	3	is	be	AUX
dem-15819	193	4	consistent	consistent	ADJ
dem-15819	193	5	for	for	ADP
dem-15819	193	6	all	all	DET
dem-15819	193	7	stocks	stock	NOUN
dem-15819	193	8	with	with	ADP
dem-15819	193	9	minor	minor	ADJ
dem-15819	193	10	exceptions	exception	NOUN
dem-15819	193	11	:	:	PUNCT
dem-15819	193	12	first	first	ADV
dem-15819	193	13	,	,	PUNCT
dem-15819	193	14	in	in	ADP
dem-15819	193	15	case	case	NOUN
dem-15819	193	16	of	of	ADP
dem-15819	193	17	peo	peo	PROPN
dem-15819	193	18	stock	stock	PROPN
dem-15819	193	19	bekk	bekk	PROPN
dem-15819	193	20	model	model	NOUN
dem-15819	193	21	offers	offer	VERB
dem-15819	193	22	better	well	ADJ
dem-15819	193	23	forecasts	forecast	NOUN
dem-15819	193	24	than	than	ADP
dem-15819	193	25	dcc	dcc	PROPN
dem-15819	193	26	and	and	CCONJ
dem-15819	193	27	uc	uc	PROPN
dem-15819	193	28	models	model	NOUN
dem-15819	193	29	.	.	PUNCT
dem-15819	194	1	this	this	DET
dem-15819	194	2	company	company	NOUN
dem-15819	194	3	is	be	AUX
dem-15819	194	4	one	one	NUM
dem-15819	194	5	of	of	ADP
dem-15819	194	6	the	the	DET
dem-15819	194	7	biggest	big	ADJ
dem-15819	194	8	and	and	CCONJ
dem-15819	194	9	more	more	ADV
dem-15819	194	10	liquid	liquid	ADJ
dem-15819	194	11	among	among	ADP
dem-15819	194	12	those	those	PRON
dem-15819	194	13	listed	list	VERB
dem-15819	194	14	on	on	ADP
dem-15819	194	15	the	the	DET
dem-15819	194	16	wse	wse	NOUN
dem-15819	194	17	.	.	PUNCT
dem-15819	195	1	second	second	ADJ
dem-15819	195	2	,	,	PUNCT
dem-15819	195	3	in	in	ADP
dem-15819	195	4	case	case	NOUN
dem-15819	195	5	of	of	ADP
dem-15819	195	6	mbk	mbk	PROPN
dem-15819	195	7	and	and	CCONJ
dem-15819	195	8	bzw	bzw	ADP
dem-15819	195	9	the	the	DET
dem-15819	195	10	differences	difference	NOUN
dem-15819	195	11	between	between	ADP
dem-15819	195	12	errors	error	NOUN
dem-15819	195	13	are	be	AUX
dem-15819	195	14	not	not	PART
dem-15819	195	15	statistically	statistically	ADV
dem-15819	195	16	significant	significant	ADJ
dem-15819	195	17	.	.	PUNCT
dem-15819	196	1	additionally	additionally	ADV
dem-15819	196	2	,	,	PUNCT
dem-15819	196	3	both	both	DET
dem-15819	196	4	dcc	dcc	PROPN
dem-15819	196	5	models	model	NOUN
dem-15819	196	6	and	and	CCONJ
dem-15819	196	7	uc	uc	ADJ
dem-15819	196	8	models	model	NOUN
dem-15819	196	9	have	have	VERB
dem-15819	196	10	greater	great	ADJ
dem-15819	196	11	predictive	predictive	ADJ
dem-15819	196	12	accuracy	accuracy	NOUN
dem-15819	196	13	than	than	ADP
dem-15819	196	14	the	the	DET
dem-15819	196	15	point	point	NOUN
dem-15819	196	16	beta	beta	NOUN
dem-15819	196	17	estimates	estimate	NOUN
dem-15819	196	18	,	,	PUNCT
dem-15819	196	19	although	although	SCONJ
dem-15819	196	20	in	in	ADP
dem-15819	196	21	case	case	NOUN
dem-15819	196	22	of	of	ADP
dem-15819	196	23	uc	uc	PROPN
dem-15819	196	24	model	model	NOUN
dem-15819	196	25	the	the	DET
dem-15819	196	26	significant	significant	ADJ
dem-15819	196	27	difference	difference	NOUN
dem-15819	196	28	is	be	AUX
dem-15819	196	29	observed	observe	VERB
dem-15819	196	30	only	only	ADV
dem-15819	196	31	in	in	ADP
dem-15819	196	32	12	12	NUM
dem-15819	196	33	out	out	ADP
dem-15819	196	34	of	of	ADP
dem-15819	196	35	15	15	NUM
dem-15819	196	36	stocks	stock	NOUN
dem-15819	196	37	.	.	PUNCT
dem-15819	197	1	we	we	PRON
dem-15819	197	2	do	do	AUX
dem-15819	197	3	not	not	PART
dem-15819	197	4	find	find	VERB
dem-15819	197	5	any	any	DET
dem-15819	197	6	difference	difference	NOUN
dem-15819	197	7	between	between	ADP
dem-15819	197	8	forecasting	forecasting	NOUN
dem-15819	197	9	accuracy	accuracy	NOUN
dem-15819	197	10	of	of	ADP
dem-15819	197	11	dcc	dcc	PROPN
dem-15819	197	12	model	model	NOUN
dem-15819	197	13	and	and	CCONJ
dem-15819	197	14	uc	uc	PROPN
dem-15819	197	15	model	model	NOUN
dem-15819	197	16	,	,	PUNCT
dem-15819	197	17	although	although	SCONJ
dem-15819	197	18	the	the	DET
dem-15819	197	19	latter	latter	ADJ
dem-15819	197	20	model	model	NOUN
dem-15819	197	21	is	be	AUX
dem-15819	197	22	usually	usually	ADV
dem-15819	197	23	presented	present	VERB
dem-15819	197	24	as	as	ADP
dem-15819	197	25	a	a	DET
dem-15819	197	26	winner	winner	NOUN
dem-15819	197	27	in	in	ADP
dem-15819	197	28	beta	beta	ADJ
dem-15819	197	29	predictive	predictive	ADJ
dem-15819	197	30	horse	horse	NOUN
dem-15819	197	31	races	race	NOUN
dem-15819	197	32	(	(	PUNCT
dem-15819	197	33	brooks	brooks	PROPN
dem-15819	197	34	et	et	PROPN
dem-15819	197	35	al	al	PROPN
dem-15819	197	36	.	.	PROPN
dem-15819	197	37	,	,	PUNCT
dem-15819	197	38	1998	1998	NUM
dem-15819	197	39	;	;	PUNCT
dem-15819	197	40	choudhry	choudhry	NOUN
dem-15819	197	41	and	and	CCONJ
dem-15819	197	42	wu	wu	PROPN
dem-15819	197	43	,	,	PUNCT
dem-15819	197	44	2008	2008	NUM
dem-15819	197	45	;	;	PUNCT
dem-15819	197	46	lie	lie	VERB
dem-15819	197	47	et	et	PROPN
dem-15819	197	48	al	al	PROPN
dem-15819	197	49	.	.	PROPN
dem-15819	197	50	,	,	PUNCT
dem-15819	197	51	2000	2000	NUM
dem-15819	197	52	)	)	PUNCT
dem-15819	197	53	.	.	PUNCT
dem-15819	198	1	however	however	ADV
dem-15819	198	2	,	,	PUNCT
dem-15819	198	3	the	the	DET
dem-15819	198	4	result	result	NOUN
dem-15819	198	5	of	of	ADP
dem-15819	198	6	the	the	DET
dem-15819	198	7	diebold	diebold	NOUN
dem-15819	198	8	-	-	PUNCT
dem-15819	198	9	mariano	mariano	PROPN
dem-15819	198	10	tests	test	NOUN
dem-15819	198	11	might	might	AUX
dem-15819	198	12	depend	depend	VERB
dem-15819	198	13	on	on	ADP
dem-15819	198	14	the	the	DET
dem-15819	198	15	selection	selection	NOUN
dem-15819	198	16	of	of	ADP
dem-15819	198	17	the	the	DET
dem-15819	198	18	loss	loss	NOUN
dem-15819	198	19	function	function	NOUN
dem-15819	198	20	,	,	PUNCT
dem-15819	198	21	that	that	PRON
dem-15819	198	22	is	be	AUX
dem-15819	198	23	mse	mse	PROPN
dem-15819	198	24	.	.	PUNCT
dem-15819	199	1	in	in	ADP
dem-15819	199	2	case	case	NOUN
dem-15819	199	3	of	of	ADP
dem-15819	199	4	stocks	stock	NOUN
dem-15819	199	5	listed	list	VERB
dem-15819	199	6	on	on	ADP
dem-15819	199	7	the	the	DET
dem-15819	199	8	warsaw	warsaw	PROPN
dem-15819	199	9	stock	stock	PROPN
dem-15819	199	10	exchange	exchange	PROPN
dem-15819	199	11	,	,	PUNCT
dem-15819	199	12	which	which	PRON
dem-15819	199	13	is	be	AUX
dem-15819	199	14	the	the	DET
dem-15819	199	15	developed	developed	ADJ
dem-15819	199	16	emerging	emerge	VERB
dem-15819	199	17	market	market	NOUN
dem-15819	199	18	,	,	PUNCT
dem-15819	199	19	the	the	DET
dem-15819	199	20	beta	beta	ADJ
dem-15819	199	21	coefficients	coefficient	NOUN
dem-15819	199	22	from	from	ADP
dem-15819	199	23	kalman	kalman	PROPN
dem-15819	199	24	filter	filter	NOUN
dem-15819	199	25	method	method	NOUN
dem-15819	199	26	gives	give	VERB
dem-15819	199	27	as	as	ADV
dem-15819	199	28	good	good	ADJ
dem-15819	199	29	forecasts	forecast	NOUN
dem-15819	199	30	as	as	ADP
dem-15819	199	31	from	from	ADP
dem-15819	199	32	mgarch	mgarch	PROPN
dem-15819	199	33	dcc	dcc	PROPN
dem-15819	199	34	model	model	PROPN
dem-15819	199	35	.	.	PUNCT
dem-15819	200	1	conclusion	conclusion	NOUN
dem-15819	200	2	in	in	ADP
dem-15819	200	3	the	the	DET
dem-15819	200	4	modern	modern	ADJ
dem-15819	200	5	investment	investment	NOUN
dem-15819	200	6	theory	theory	NOUN
dem-15819	200	7	time	time	NOUN
dem-15819	200	8	-	-	PUNCT
dem-15819	200	9	varying	vary	VERB
dem-15819	200	10	beta	beta	NOUN
dem-15819	200	11	concept	concept	NOUN
dem-15819	200	12	replaces	replace	VERB
dem-15819	200	13	the	the	DET
dem-15819	200	14	static	static	ADJ
dem-15819	200	15	one	one	NOUN
dem-15819	200	16	.	.	PUNCT
dem-15819	201	1	in	in	ADP
dem-15819	201	2	the	the	DET
dem-15819	201	3	paper	paper	NOUN
dem-15819	201	4	we	we	PRON
dem-15819	201	5	compare	compare	AUX
dem-15819	201	6	differently	differently	ADV
dem-15819	201	7	estimated	estimate	VERB
dem-15819	201	8	beta	beta	ADJ
dem-15819	201	9	coefficient	coefficient	NOUN
dem-15819	201	10	in	in	ADP
dem-15819	201	11	securities	security	NOUN
dem-15819	201	12	market	market	NOUN
dem-15819	201	13	line	line	NOUN
dem-15819	201	14	framework	framework	NOUN
dem-15819	201	15	for	for	ADP
dem-15819	201	16	the	the	DET
dem-15819	201	17	stocks	stock	NOUN
dem-15819	201	18	from	from	ADP
dem-15819	201	19	the	the	DET
dem-15819	201	20	banking	banking	NOUN
dem-15819	201	21	and	and	CCONJ
dem-15819	201	22	it	it	PRON
dem-15819	201	23	sectors	sector	NOUN
dem-15819	201	24	.	.	PUNCT
dem-15819	202	1	these	these	DET
dem-15819	202	2	stocks	stock	NOUN
dem-15819	202	3	have	have	AUX
dem-15819	202	4	been	be	AUX
dem-15819	202	5	listed	list	VERB
dem-15819	202	6	constantly	constantly	ADV
dem-15819	202	7	on	on	ADP
dem-15819	202	8	the	the	DET
dem-15819	202	9	warsaw	warsaw	PROPN
dem-15819	202	10	stock	stock	PROPN
dem-15819	202	11	exchange	exchange	PROPN
dem-15819	202	12	over	over	ADP
dem-15819	202	13	the	the	DET
dem-15819	202	14	period	period	NOUN
dem-15819	202	15	2000–2015	2000–2015	NUM
dem-15819	202	16	.	.	PUNCT
dem-15819	203	1	first	first	ADV
dem-15819	203	2	of	of	ADP
dem-15819	203	3	all	all	PRON
dem-15819	203	4	,	,	PUNCT
dem-15819	203	5	we	we	PRON
dem-15819	203	6	find	find	VERB
dem-15819	203	7	that	that	SCONJ
dem-15819	203	8	contrary	contrary	ADV
dem-15819	203	9	to	to	ADP
dem-15819	203	10	the	the	DET
dem-15819	203	11	previous	previous	ADJ
dem-15819	203	12	results	result	NOUN
dem-15819	203	13	presented	present	VERB
dem-15819	203	14	in	in	ADP
dem-15819	203	15	the	the	DET
dem-15819	203	16	literature	literature	NOUN
dem-15819	203	17	(	(	PUNCT
dem-15819	203	18	dębski	dębski	PROPN
dem-15819	203	19	et	et	PROPN
dem-15819	203	20	al	al	PROPN
dem-15819	203	21	.	.	PROPN
dem-15819	203	22	,	,	PUNCT
dem-15819	203	23	2016	2016	NUM
dem-15819	203	24	)	)	PUNCT
dem-15819	203	25	the	the	DET
dem-15819	203	26	estimated	estimate	VERB
dem-15819	203	27	beta	beta	ADJ
dem-15819	203	28	coefficients	coefficient	NOUN
dem-15819	203	29	in	in	ADP
dem-15819	203	30	our	our	PRON
dem-15819	203	31	sample	sample	NOUN
dem-15819	203	32	are	be	AUX
dem-15819	203	33	time	time	NOUN
dem-15819	203	34	-	-	PUNCT
dem-15819	203	35	varying	vary	VERB
dem-15819	203	36	within	within	ADP
dem-15819	203	37	the	the	DET
dem-15819	203	38	given	give	VERB
dem-15819	203	39	period	period	NOUN
dem-15819	203	40	.	.	PUNCT
dem-15819	204	1	we	we	PRON
dem-15819	204	2	consider	consider	VERB
dem-15819	204	3	two	two	NUM
dem-15819	204	4	mgarch	mgarch	NOUN
dem-15819	204	5	model	model	NOUN
dem-15819	204	6	specifications	specification	NOUN
dem-15819	204	7	,	,	PUNCT
dem-15819	204	8	dcc	dcc	PROPN
dem-15819	204	9	and	and	CCONJ
dem-15819	204	10	bekk	bekk	PROPN
dem-15819	204	11	model	model	NOUN
dem-15819	204	12	,	,	PUNCT
dem-15819	204	13	the	the	DET
dem-15819	204	14	kalman	kalman	NOUN
dem-15819	204	15	filter	filter	NOUN
dem-15819	204	16	technique	technique	NOUN
dem-15819	204	17	and	and	CCONJ
dem-15819	204	18	the	the	DET
dem-15819	204	19	estimates	estimate	NOUN
dem-15819	204	20	from	from	ADP
dem-15819	204	21	linear	linear	PROPN
dem-15819	204	22	regression	regression	NOUN
dem-15819	204	23	models	model	NOUN
dem-15819	204	24	.	.	PUNCT
dem-15819	205	1	our	our	PRON
dem-15819	205	2	results	result	NOUN
dem-15819	205	3	show	show	VERB
dem-15819	205	4	that	that	SCONJ
dem-15819	205	5	beta	beta	NOUN
dem-15819	205	6	estimated	estimate	VERB
dem-15819	205	7	from	from	ADP
dem-15819	205	8	the	the	DET
dem-15819	205	9	unobserved	unobserved	ADJ
dem-15819	205	10	component	component	NOUN
dem-15819	205	11	models	model	NOUN
dem-15819	205	12	brings	bring	VERB
dem-15819	205	13	the	the	DET
dem-15819	205	14	most	most	ADV
dem-15819	205	15	stable	stable	ADJ
dem-15819	205	16	and	and	CCONJ
dem-15819	205	17	smoothed	smoothed	ADJ
dem-15819	205	18	betas	beta	NOUN
dem-15819	205	19	.	.	PUNCT
dem-15819	206	1	the	the	DET
dem-15819	206	2	estimates	estimate	NOUN
dem-15819	206	3	from	from	ADP
dem-15819	206	4	bekk	bekk	NOUN
dem-15819	206	5	models	model	NOUN
dem-15819	206	6	have	have	VERB
dem-15819	206	7	often	often	ADV
dem-15819	206	8	the	the	DET
dem-15819	206	9	lowest	low	ADJ
dem-15819	206	10	mean	mean	ADJ
dem-15819	206	11	square	square	NOUN
dem-15819	206	12	error	error	NOUN
dem-15819	206	13	,	,	PUNCT
dem-15819	206	14	while	while	SCONJ
dem-15819	206	15	the	the	DET
dem-15819	206	16	estimates	estimate	NOUN
dem-15819	206	17	from	from	ADP
dem-15819	206	18	kalman	kalman	PROPN
dem-15819	206	19	filter	filter	NOUN
dem-15819	206	20	in	in	ADP
dem-15819	206	21	most	most	ADJ
dem-15819	206	22	cases	case	NOUN
dem-15819	206	23	offer	offer	VERB
dem-15819	206	24	the	the	DET
dem-15819	206	25	lowest	low	ADJ
dem-15819	206	26	mean	mean	ADJ
dem-15819	206	27	absolute	absolute	ADJ
dem-15819	206	28	error	error	NOUN
dem-15819	206	29	as	as	ADV
dem-15819	206	30	well	well	ADV
dem-15819	206	31	as	as	ADP
dem-15819	206	32	median	median	ADJ
dem-15819	206	33	relative	relative	ADJ
dem-15819	206	34	absolute	absolute	ADJ
dem-15819	206	35	error	error	NOUN
dem-15819	206	36	.	.	PUNCT
dem-15819	207	1	however	however	ADV
dem-15819	207	2	,	,	PUNCT
dem-15819	207	3	the	the	DET
dem-15819	207	4	comparison	comparison	NOUN
dem-15819	207	5	of	of	ADP
dem-15819	207	6	predictive	predictive	ADJ
dem-15819	207	7	accuracy	accuracy	NOUN
dem-15819	207	8	of	of	ADP
dem-15819	207	9	methods	method	NOUN
dem-15819	207	10	used	use	VERB
dem-15819	207	11	in	in	ADP
dem-15819	207	12	the	the	DET
dem-15819	207	13	study	study	NOUN
dem-15819	207	14	shows	show	VERB
dem-15819	207	15	that	that	SCONJ
dem-15819	207	16	the	the	DET
dem-15819	207	17	errors	error	NOUN
dem-15819	207	18	obtained	obtain	VERB
dem-15819	207	19	from	from	ADP
dem-15819	207	20	the	the	DET
dem-15819	207	21	sml	sml	NOUN
dem-15819	207	22	with	with	ADP
dem-15819	207	23	beta	beta	NOUN
dem-15819	207	24	estimated	estimate	VERB
dem-15819	207	25	from	from	ADP
dem-15819	207	26	bekk	bekk	NOUN
dem-15819	207	27	models	model	NOUN
dem-15819	207	28	are	be	AUX
dem-15819	207	29	significantly	significantly	ADV
dem-15819	207	30	bigger	big	ADJ
dem-15819	207	31	than	than	ADP
dem-15819	207	32	from	from	ADP
dem-15819	207	33	the	the	DET
dem-15819	207	34	other	other	ADJ
dem-15819	207	35	models	model	NOUN
dem-15819	207	36	.	.	PUNCT
dem-15819	208	1	the	the	DET
dem-15819	208	2	beta	beta	ADJ
dem-15819	208	3	estimates	estimate	NOUN
dem-15819	208	4	of	of	ADP
dem-15819	208	5	both	both	CCONJ
dem-15819	208	6	dcc	dcc	PROPN
dem-15819	208	7	model	model	NOUN
dem-15819	208	8	and	and	CCONJ
dem-15819	208	9	uc	uc	PROPN
dem-15819	208	10	model	model	NOUN
dem-15819	208	11	fit	fit	VERB
dem-15819	208	12	better	well	ADV
dem-15819	208	13	in	in	ADP
dem-15819	208	14	terms	term	NOUN
dem-15819	208	15	of	of	ADP
dem-15819	208	16	the	the	DET
dem-15819	208	17	sml	sml	NOUN
dem-15819	208	18	than	than	ADP
dem-15819	208	19	the	the	DET
dem-15819	208	20	estimates	estimate	NOUN
dem-15819	208	21	of	of	ADP
dem-15819	208	22	beta	beta	NOUN
dem-15819	208	23	from	from	ADP
dem-15819	208	24	ordinary	ordinary	ADJ
dem-15819	208	25	least	least	ADJ
dem-15819	208	26	squares	square	NOUN
dem-15819	208	27	.	.	PUNCT
dem-15819	209	1	we	we	PRON
dem-15819	209	2	do	do	AUX
dem-15819	209	3	not	not	PART
dem-15819	209	4	find	find	VERB
dem-15819	209	5	the	the	DET
dem-15819	209	6	evidence	evidence	NOUN
dem-15819	209	7	for	for	ADP
dem-15819	209	8	statistical	statistical	ADJ
dem-15819	209	9	difference	difference	NOUN
dem-15819	209	10	between	between	ADP
dem-15819	209	11	the	the	DET
dem-15819	209	12	predictive	predictive	ADJ
dem-15819	209	13	accuracy	accuracy	NOUN
dem-15819	209	14	of	of	ADP
dem-15819	209	15	dcc	dcc	PROPN
dem-15819	209	16	model	model	NOUN
dem-15819	209	17	and	and	CCONJ
dem-15819	209	18	uc	uc	PROPN
dem-15819	209	19	models	model	NOUN
dem-15819	209	20	.	.	PUNCT
dem-15819	210	1	not	not	PART
dem-15819	210	2	surprisingly	surprisingly	ADV
dem-15819	210	3	the	the	DET
dem-15819	210	4	barbara	barbara	PROPN
dem-15819	210	5	będowska	będowska	PROPN
dem-15819	210	6	-	-	PUNCT
dem-15819	210	7	sójka	sójka	ADV
dem-15819	210	8	dynamic	dynamic	ADJ
dem-15819	210	9	econometric	econometric	ADJ
dem-15819	210	10	models	model	NOUN
dem-15819	210	11	17	17	NUM
dem-15819	210	12	(	(	PUNCT
dem-15819	210	13	2017	2017	NUM
dem-15819	210	14	)	)	PUNCT
dem-15819	210	15	161–176	161–176	NUM
dem-15819	210	16	174	174	NUM
dem-15819	210	17	correlation	correlation	NOUN
dem-15819	210	18	coefficients	coefficient	NOUN
dem-15819	210	19	for	for	ADP
dem-15819	210	20	beta	beta	ADJ
dem-15819	210	21	estimates	estimate	NOUN
dem-15819	210	22	within	within	ADP
dem-15819	210	23	a	a	DET
dem-15819	210	24	sect	sect	NOUN
dem-15819	210	25	or	or	CCONJ
dem-15819	210	26	are	be	AUX
dem-15819	210	27	positive	positive	ADJ
dem-15819	210	28	,	,	PUNCT
dem-15819	210	29	whereas	whereas	SCONJ
dem-15819	210	30	between	between	ADP
dem-15819	210	31	sectors	sector	NOUN
dem-15819	210	32	are	be	AUX
dem-15819	210	33	negative	negative	ADJ
dem-15819	210	34	.	.	PUNCT
dem-15819	211	1	finally	finally	ADV
dem-15819	211	2	,	,	PUNCT
dem-15819	211	3	when	when	SCONJ
dem-15819	211	4	betas	beta	NOUN
dem-15819	211	5	for	for	ADP
dem-15819	211	6	stocks	stock	NOUN
dem-15819	211	7	from	from	ADP
dem-15819	211	8	different	different	ADJ
dem-15819	211	9	industries	industry	NOUN
dem-15819	211	10	are	be	AUX
dem-15819	211	11	compared	compare	VERB
dem-15819	211	12	,	,	PUNCT
dem-15819	211	13	in	in	ADP
dem-15819	211	14	-	-	PUNCT
dem-15819	211	15	sample	sample	NOUN
dem-15819	211	16	forecasts	forecast	NOUN
dem-15819	211	17	are	be	AUX
dem-15819	211	18	more	more	ADV
dem-15819	211	19	accurate	accurate	ADJ
dem-15819	211	20	for	for	ADP
dem-15819	211	21	stocks	stock	NOUN
dem-15819	211	22	from	from	ADP
dem-15819	211	23	the	the	DET
dem-15819	211	24	banking	banking	NOUN
dem-15819	211	25	sector	sector	NOUN
dem-15819	211	26	than	than	ADP
dem-15819	211	27	for	for	ADP
dem-15819	211	28	stocks	stock	NOUN
dem-15819	211	29	from	from	ADP
dem-15819	211	30	the	the	DET
dem-15819	211	31	informatics	informatic	NOUN
dem-15819	211	32	sector	sector	NOUN
dem-15819	211	33	.	.	PUNCT
dem-15819	212	1	a	a	DET
dem-15819	212	2	natural	natural	ADJ
dem-15819	212	3	extension	extension	NOUN
dem-15819	212	4	of	of	ADP
dem-15819	212	5	the	the	DET
dem-15819	212	6	presented	present	VERB
dem-15819	212	7	study	study	NOUN
dem-15819	212	8	is	be	AUX
dem-15819	212	9	to	to	PART
dem-15819	212	10	consider	consider	VERB
dem-15819	212	11	out	out	ADP
dem-15819	212	12	-	-	PUNCT
dem-15819	212	13	of	of	ADP
dem-15819	212	14	-	-	PUNCT
dem-15819	212	15	sample	sample	NOUN
dem-15819	212	16	predictive	predictive	ADJ
dem-15819	212	17	accuracy	accuracy	NOUN
dem-15819	212	18	of	of	ADP
dem-15819	212	19	individual	individual	ADJ
dem-15819	212	20	models	model	NOUN
dem-15819	212	21	for	for	ADP
dem-15819	212	22	beta	beta	NOUN
dem-15819	212	23	estimation	estimation	NOUN
dem-15819	212	24	.	.	PUNCT
dem-15819	213	1	the	the	DET
dem-15819	213	2	results	result	NOUN
dem-15819	213	3	of	of	ADP
dem-15819	213	4	such	such	ADJ
dem-15819	213	5	empirical	empirical	ADJ
dem-15819	213	6	exercise	exercise	NOUN
dem-15819	213	7	might	might	AUX
dem-15819	213	8	be	be	AUX
dem-15819	213	9	of	of	ADP
dem-15819	213	10	practical	practical	ADJ
dem-15819	213	11	interest	interest	NOUN
dem-15819	213	12	for	for	ADP
dem-15819	213	13	different	different	ADJ
dem-15819	213	14	groups	group	NOUN
dem-15819	213	15	of	of	ADP
dem-15819	213	16	market	market	NOUN
dem-15819	213	17	professionals	professional	NOUN
dem-15819	213	18	.	.	PUNCT
dem-15819	214	1	references	reference	NOUN
dem-15819	214	2	andersen	andersen	PROPN
dem-15819	214	3	,	,	PUNCT
dem-15819	214	4	t.	t.	PROPN
dem-15819	214	5	g.	g.	PROPN
dem-15819	214	6	,	,	PUNCT
dem-15819	214	7	bollerslev	bollerslev	NOUN
dem-15819	214	8	,	,	PUNCT
dem-15819	214	9	t.	t.	PROPN
dem-15819	214	10	(	(	PUNCT
dem-15819	214	11	1998	1998	NUM
dem-15819	214	12	)	)	PUNCT
dem-15819	214	13	,	,	PUNCT
dem-15819	214	14	answering	answer	VERB
dem-15819	214	15	the	the	DET
dem-15819	214	16	skeptics	skeptic	NOUN
dem-15819	214	17	:	:	PUNCT
dem-15819	214	18	yes	yes	INTJ
dem-15819	214	19	,	,	PUNCT
dem-15819	214	20	standard	standard	ADJ
dem-15819	214	21	volatility	volatility	NOUN
dem-15819	214	22	models	model	NOUN
dem-15819	214	23	do	do	AUX
dem-15819	214	24	provide	provide	VERB
dem-15819	214	25	accurate	accurate	ADJ
dem-15819	214	26	forecasts	forecast	NOUN
dem-15819	214	27	.	.	PUNCT
dem-15819	215	1	international	international	ADJ
dem-15819	215	2	economic	economic	ADJ
dem-15819	215	3	review	review	NOUN
dem-15819	215	4	,	,	PUNCT
dem-15819	215	5	39(4	39(4	NOUN
dem-15819	215	6	)	)	PUNCT
dem-15819	215	7	,	,	PUNCT
dem-15819	215	8	885–905	885–905	NUM
dem-15819	215	9	.	.	PUNCT
dem-15819	216	1	andersen	andersen	PROPN
dem-15819	216	2	,	,	PUNCT
dem-15819	216	3	t.	t.	PROPN
dem-15819	216	4	g.	g.	PROPN
dem-15819	216	5	,	,	PUNCT
dem-15819	216	6	bollerslev	bollerslev	NOUN
dem-15819	216	7	,	,	PUNCT
dem-15819	216	8	t.	t.	PROPN
dem-15819	216	9	,	,	PUNCT
dem-15819	216	10	christoffersen	christoffersen	VERB
dem-15819	216	11	,	,	PUNCT
dem-15819	216	12	p.	p.	NOUN
dem-15819	216	13	,	,	PUNCT
dem-15819	216	14	diebold	diebold	PROPN
dem-15819	216	15	,	,	PUNCT
dem-15819	216	16	f.	f.	PROPN
dem-15819	216	17	x.	x.	PROPN
dem-15819	217	1	(	(	PUNCT
dem-15819	217	2	2007	2007	NUM
dem-15819	217	3	)	)	PUNCT
dem-15819	217	4	,	,	PUNCT
dem-15819	217	5	practical	practical	ADJ
dem-15819	217	6	volatility	volatility	NOUN
dem-15819	217	7	and	and	CCONJ
dem-15819	217	8	correlation	correlation	NOUN
dem-15819	217	9	modeling	modeling	NOUN
dem-15819	217	10	for	for	ADP
dem-15819	217	11	financial	financial	ADJ
dem-15819	217	12	market	market	NOUN
dem-15819	217	13	risk	risk	NOUN
dem-15819	217	14	management	management	NOUN
dem-15819	217	15	,	,	PUNCT
dem-15819	217	16	risks	risk	NOUN
dem-15819	217	17	of	of	ADP
dem-15819	217	18	financial	financial	ADJ
dem-15819	217	19	institutions	institution	NOUN
dem-15819	217	20	,	,	PUNCT
dem-15819	217	21	513–548	513–548	NUM
dem-15819	217	22	,	,	PUNCT
dem-15819	217	23	doi	doi	NOUN
dem-15819	217	24	:	:	PUNCT
dem-15819	217	25	https://doi.org/10.3386/w11069	https://doi.org/10.3386/w11069	NOUN
dem-15819	217	26	.	.	PUNCT
dem-15819	218	1	andersen	andersen	PROPN
dem-15819	218	2	,	,	PUNCT
dem-15819	218	3	t.	t.	PROPN
dem-15819	218	4	g.	g.	PROPN
dem-15819	218	5	,	,	PUNCT
dem-15819	218	6	bollerslev	bollerslev	NOUN
dem-15819	218	7	,	,	PUNCT
dem-15819	218	8	t.	t.	PROPN
dem-15819	218	9	,	,	PUNCT
dem-15819	218	10	christoffersen	christoffersen	VERB
dem-15819	218	11	,	,	PUNCT
dem-15819	218	12	p.	p.	PROPN
dem-15819	218	13	f.	f.	PROPN
dem-15819	218	14	,	,	PUNCT
dem-15819	218	15	diebold	diebold	VERB
dem-15819	218	16	,	,	PUNCT
dem-15819	218	17	f.	f.	PROPN
dem-15819	218	18	x.	x.	PROPN
dem-15819	218	19	(	(	PUNCT
dem-15819	218	20	2006	2006	NUM
dem-15819	218	21	)	)	PUNCT
dem-15819	218	22	,	,	PUNCT
dem-15819	218	23	volatility	volatility	NOUN
dem-15819	218	24	and	and	CCONJ
dem-15819	218	25	correlation	correlation	NOUN
dem-15819	218	26	forecasting	forecasting	NOUN
dem-15819	218	27	.	.	PUNCT
dem-15819	219	1	handbook	handbook	NOUN
dem-15819	219	2	of	of	ADP
dem-15819	219	3	economic	economic	ADJ
dem-15819	219	4	forecasting	forecasting	NOUN
dem-15819	219	5	,	,	PUNCT
dem-15819	219	6	1	1	NUM
dem-15819	219	7	,	,	PUNCT
dem-15819	219	8	doi	doi	NOUN
dem-15819	219	9	:	:	PUNCT
dem-15819	219	10	https://doi.org/10.1016/s1574-0706(05)01015-3	https://doi.org/10.1016/s1574-0706(05)01015-3	PROPN
dem-15819	219	11	.	.	PUNCT
dem-15819	220	1	andersen	andersen	PROPN
dem-15819	220	2	,	,	PUNCT
dem-15819	220	3	t.	t.	PROPN
dem-15819	220	4	g.	g.	PROPN
dem-15819	220	5	,	,	PUNCT
dem-15819	220	6	bollerslev	bollerslev	NOUN
dem-15819	220	7	,	,	PUNCT
dem-15819	220	8	t.	t.	PROPN
dem-15819	220	9	,	,	PUNCT
dem-15819	220	10	diebold	diebold	NOUN
dem-15819	220	11	,	,	PUNCT
dem-15819	220	12	f.	f.	PROPN
dem-15819	220	13	x.	x.	PROPN
dem-15819	220	14	,	,	PUNCT
dem-15819	220	15	labys	laby	NOUN
dem-15819	220	16	,	,	PUNCT
dem-15819	221	1	p.	p.	NOUN
dem-15819	221	2	(	(	PUNCT
dem-15819	221	3	2001	2001	NUM
dem-15819	221	4	)	)	PUNCT
dem-15819	221	5	,	,	PUNCT
dem-15819	221	6	the	the	DET
dem-15819	221	7	distribution	distribution	NOUN
dem-15819	221	8	of	of	ADP
dem-15819	221	9	realized	realize	VERB
dem-15819	221	10	exchange	exchange	NOUN
dem-15819	221	11	rate	rate	NOUN
dem-15819	221	12	volatility	volatility	NOUN
dem-15819	221	13	,	,	PUNCT
dem-15819	221	14	journal	journal	NOUN
dem-15819	221	15	of	of	ADP
dem-15819	221	16	the	the	DET
dem-15819	221	17	american	american	PROPN
dem-15819	221	18	statistical	statistical	PROPN
dem-15819	221	19	association	association	NOUN
dem-15819	221	20	,	,	PUNCT
dem-15819	221	21	96	96	NUM
dem-15819	221	22	,	,	PUNCT
dem-15819	221	23	42–55	42–55	NUM
dem-15819	221	24	,	,	PUNCT
dem-15819	221	25	doi	doi	NOUN
dem-15819	221	26	:	:	PUNCT
dem-15819	221	27	https://doi.org/10.1198/016214501750332965	https://doi.org/10.1198/016214501750332965	PROPN
dem-15819	221	28	.	.	PUNCT
dem-15819	222	1	andersen	andersen	PROPN
dem-15819	222	2	,	,	PUNCT
dem-15819	222	3	t.	t.	PROPN
dem-15819	222	4	g.	g.	PROPN
dem-15819	222	5	,	,	PUNCT
dem-15819	222	6	bollerslev	bollerslev	NOUN
dem-15819	222	7	,	,	PUNCT
dem-15819	222	8	t.	t.	PROPN
dem-15819	222	9	,	,	PUNCT
dem-15819	222	10	diebold	diebold	NOUN
dem-15819	222	11	,	,	PUNCT
dem-15819	222	12	f.	f.	PROPN
dem-15819	222	13	x.	x.	PROPN
dem-15819	222	14	,	,	PUNCT
dem-15819	222	15	wu	wu	PROPN
dem-15819	222	16	,	,	PUNCT
dem-15819	222	17	g.	g.	PROPN
dem-15819	222	18	(	(	PUNCT
dem-15819	222	19	2006	2006	NUM
dem-15819	222	20	)	)	PUNCT
dem-15819	222	21	,	,	PUNCT
dem-15819	222	22	realized	realize	VERB
dem-15819	222	23	beta	beta	NOUN
dem-15819	222	24	:	:	PUNCT
dem-15819	222	25	persistence	persistence	NOUN
dem-15819	222	26	and	and	CCONJ
dem-15819	222	27	predictability	predictability	NOUN
dem-15819	222	28	,	,	PUNCT
dem-15819	222	29	advances	advance	NOUN
dem-15819	222	30	in	in	ADP
dem-15819	222	31	econometrics	econometric	NOUN
dem-15819	222	32	,	,	PUNCT
dem-15819	222	33	2(05	2(05	NUM
dem-15819	222	34	)	)	PUNCT
dem-15819	222	35	,	,	PUNCT
dem-15819	222	36	1–39	1–39	PROPN
dem-15819	222	37	,	,	PUNCT
dem-15819	222	38	doi	doi	NOUN
dem-15819	222	39	:	:	PUNCT
dem-15819	222	40	https://doi.org/10.1016/s0731-9053(05)20020-8	https://doi.org/10.1016/s0731-9053(05)20020-8	PROPN
dem-15819	222	41	.	.	PUNCT
dem-15819	223	1	andersen	andersen	PROPN
dem-15819	223	2	,	,	PUNCT
dem-15819	223	3	t.	t.	PROPN
dem-15819	223	4	g.	g.	PROPN
dem-15819	223	5	,	,	PUNCT
dem-15819	223	6	bollerslev	bollerslev	NOUN
dem-15819	223	7	,	,	PUNCT
dem-15819	223	8	t.	t.	PROPN
dem-15819	223	9	,	,	PUNCT
dem-15819	223	10	meddahi	meddahi	NOUN
dem-15819	223	11	,	,	PUNCT
dem-15819	223	12	n.	n.	NOUN
dem-15819	223	13	(	(	PUNCT
dem-15819	223	14	2010	2010	NUM
dem-15819	223	15	)	)	PUNCT
dem-15819	223	16	,	,	PUNCT
dem-15819	223	17	realized	realize	VERB
dem-15819	223	18	volatility	volatility	NOUN
dem-15819	223	19	forecasting	forecasting	NOUN
dem-15819	223	20	and	and	CCONJ
dem-15819	223	21	market	market	NOUN
dem-15819	223	22	microstructure	microstructure	NOUN
dem-15819	223	23	noise	noise	NOUN
dem-15819	223	24	,	,	PUNCT
dem-15819	223	25	journal	journal	NOUN
dem-15819	223	26	of	of	ADP
dem-15819	223	27	econometrics	econometric	NOUN
dem-15819	223	28	,	,	PUNCT
dem-15819	223	29	160(1	160(1	NUM
dem-15819	223	30	)	)	PUNCT
dem-15819	223	31	,	,	PUNCT
dem-15819	223	32	220–234	220–234	NUM
dem-15819	223	33	,	,	PUNCT
dem-15819	223	34	doi	doi	NOUN
dem-15819	223	35	:	:	PUNCT
dem-15819	223	36	https://doi.org/10.1016/j.jeconom.2010.03.032	https://doi.org/10.1016/j.jeconom.2010.03.032	PROPN
dem-15819	223	37	.	.	PUNCT
dem-15819	224	1	armstrong	armstrong	PROPN
dem-15819	224	2	,	,	PUNCT
dem-15819	224	3	b.	b.	PROPN
dem-15819	224	4	j.	j.	PROPN
dem-15819	224	5	s.	s.	PROPN
dem-15819	224	6	,	,	PUNCT
dem-15819	224	7	collopy	collopy	PROPN
dem-15819	224	8	,	,	PUNCT
dem-15819	224	9	f.	f.	PROPN
dem-15819	224	10	(	(	PUNCT
dem-15819	224	11	1992	1992	NUM
dem-15819	224	12	)	)	PUNCT
dem-15819	224	13	,	,	PUNCT
dem-15819	224	14	error	error	NOUN
dem-15819	224	15	measures	measure	NOUN
dem-15819	224	16	for	for	ADP
dem-15819	224	17	generalizing	generalize	VERB
dem-15819	224	18	about	about	ADP
dem-15819	224	19	forecasting	forecasting	NOUN
dem-15819	224	20	methods	method	NOUN
dem-15819	224	21	:	:	PUNCT
dem-15819	224	22	empirical	empirical	ADJ
dem-15819	224	23	comparisons	comparison	NOUN
dem-15819	224	24	by	by	ADP
dem-15819	224	25	j.	j.	PROPN
dem-15819	224	26	scott	scott	PROPN
dem-15819	224	27	armstrong	armstrong	PROPN
dem-15819	224	28	and	and	CCONJ
dem-15819	224	29	fred	fred	PROPN
dem-15819	224	30	collopy	collopy	PROPN
dem-15819	224	31	reprinted	reprint	VERB
dem-15819	224	32	with	with	ADP
dem-15819	224	33	permission	permission	NOUN
dem-15819	224	34	form	form	NOUN
dem-15819	224	35	,	,	PUNCT
dem-15819	224	36	international	international	ADJ
dem-15819	224	37	journal	journal	NOUN
dem-15819	224	38	of	of	ADP
dem-15819	224	39	forecasting	forecasting	NOUN
dem-15819	224	40	,	,	PUNCT
dem-15819	224	41	8(1	8(1	NOUN
dem-15819	224	42	)	)	PUNCT
dem-15819	224	43	,	,	PUNCT
dem-15819	224	44	69–80	69–80	NUM
dem-15819	224	45	,	,	PUNCT
dem-15819	224	46	doi	doi	NOUN
dem-15819	224	47	:	:	PUNCT
dem-15819	224	48	https://doi.org/10.1016/0169-2070(92)90008-w	https://doi.org/10.1016/0169-2070(92)90008-w	NOUN
dem-15819	224	49	.	.	PUNCT
dem-15819	225	1	będowska	będowska	NOUN
dem-15819	225	2	-	-	PUNCT
dem-15819	225	3	sójka	sójka	PROPN
dem-15819	225	4	barbara	barbara	PROPN
dem-15819	225	5	.	.	PUNCT
dem-15819	226	1	(	(	PUNCT
dem-15819	226	2	2015	2015	NUM
dem-15819	226	3	)	)	PUNCT
dem-15819	226	4	,	,	PUNCT
dem-15819	226	5	unemployment	unemployment	NOUN
dem-15819	226	6	rate	rate	NOUN
dem-15819	226	7	forecasts	forecast	NOUN
dem-15819	226	8	:	:	PUNCT
dem-15819	226	9	evidence	evidence	NOUN
dem-15819	226	10	from	from	ADP
dem-15819	226	11	the	the	DET
dem-15819	226	12	baltic	baltic	ADJ
dem-15819	226	13	states	state	NOUN
dem-15819	226	14	,	,	PUNCT
dem-15819	226	15	eastern	eastern	ADJ
dem-15819	226	16	european	european	ADJ
dem-15819	226	17	economics	economic	NOUN
dem-15819	226	18	,	,	PUNCT
dem-15819	226	19	53(1	53(1	NOUN
dem-15819	226	20	)	)	PUNCT
dem-15819	226	21	,	,	PUNCT
dem-15819	226	22	57–67	57–67	NUM
dem-15819	226	23	,	,	PUNCT
dem-15819	226	24	doi	doi	NOUN
dem-15819	226	25	:	:	PUNCT
dem-15819	226	26	https://doi.org/10.1080/00128775.2015.1033236	https://doi.org/10.1080/00128775.2015.1033236	PROPN
dem-15819	226	27	.	.	PROPN
dem-15819	226	28	bollerslev	bollerslev	PROPN
dem-15819	226	29	,	,	PUNCT
dem-15819	226	30	t.	t.	PROPN
dem-15819	226	31	,	,	PUNCT
dem-15819	226	32	engle	engle	PROPN
dem-15819	226	33	,	,	PUNCT
dem-15819	226	34	r.	r.	PROPN
dem-15819	226	35	f.	f.	PROPN
dem-15819	226	36	,	,	PUNCT
dem-15819	226	37	nelson	nelson	PROPN
dem-15819	226	38	,	,	PUNCT
dem-15819	226	39	d.	d.	PROPN
dem-15819	226	40	b.	b.	PROPN
dem-15819	226	41	(	(	PUNCT
dem-15819	226	42	1994	1994	NUM
dem-15819	226	43	)	)	PUNCT
dem-15819	226	44	,	,	PUNCT
dem-15819	226	45	arch	arch	NOUN
dem-15819	226	46	models	model	NOUN
dem-15819	226	47	.	.	PUNCT
dem-15819	227	1	in	in	ADP
dem-15819	227	2	engle	engle	PROPN
dem-15819	227	3	,	,	PUNCT
dem-15819	227	4	r.	r.	PROPN
dem-15819	227	5	f.	f.	PROPN
dem-15819	227	6	and	and	CCONJ
dem-15819	227	7	mcfadden	mcfadden	PROPN
dem-15819	227	8	d.	d.	PROPN
dem-15819	227	9	(	(	PUNCT
dem-15819	227	10	eds	eds	PROPN
dem-15819	227	11	.	.	PUNCT
dem-15819	227	12	)	)	PUNCT
dem-15819	227	13	,	,	PUNCT
dem-15819	227	14	the	the	DET
dem-15819	227	15	handbook	handbook	NOUN
dem-15819	227	16	of	of	ADP
dem-15819	227	17	econometrics	econometric	NOUN
dem-15819	227	18	,	,	PUNCT
dem-15819	227	19	4	4	NUM
dem-15819	227	20	,	,	PUNCT
dem-15819	227	21	2959–3038	2959–3038	NUM
dem-15819	227	22	)	)	PUNCT
dem-15819	227	23	,	,	PUNCT
dem-15819	227	24	elsevier	elsevier	PROPN
dem-15819	227	25	science	science	PROPN
dem-15819	227	26	,	,	PUNCT
dem-15819	227	27	amsterdam	amsterdam	PROPN
dem-15819	227	28	.	.	PUNCT
dem-15819	227	29	brooks	brooks	PROPN
dem-15819	227	30	,	,	PUNCT
dem-15819	227	31	r.	r.	PROPN
dem-15819	227	32	d.	d.	PROPN
dem-15819	227	33	,	,	PUNCT
dem-15819	227	34	faff	faff	PROPN
dem-15819	227	35	,	,	PUNCT
dem-15819	227	36	r.	r.	PROPN
dem-15819	227	37	w.	w.	PROPN
dem-15819	227	38	,	,	PUNCT
dem-15819	227	39	mckenzie	mckenzie	PROPN
dem-15819	227	40	,	,	PUNCT
dem-15819	227	41	m.	m.	PROPN
dem-15819	227	42	d.	d.	PROPN
dem-15819	227	43	(	(	PUNCT
dem-15819	227	44	1998	1998	NUM
dem-15819	227	45	)	)	PUNCT
dem-15819	227	46	,	,	PUNCT
dem-15819	227	47	time	time	NOUN
dem-15819	227	48	-	-	PUNCT
dem-15819	227	49	varying	vary	VERB
dem-15819	227	50	beta	beta	ADJ
dem-15819	227	51	risk	risk	NOUN
dem-15819	227	52	of	of	ADP
dem-15819	227	53	australian	australian	ADJ
dem-15819	227	54	industry	industry	NOUN
dem-15819	227	55	portfolios	portfolio	NOUN
dem-15819	227	56	:	:	PUNCT
dem-15819	227	57	a	a	DET
dem-15819	227	58	comparison	comparison	NOUN
dem-15819	227	59	of	of	ADP
dem-15819	227	60	modeling	model	VERB
dem-15819	227	61	techniques	technique	NOUN
dem-15819	227	62	,	,	PUNCT
dem-15819	227	63	australian	australian	ADJ
dem-15819	227	64	journal	journal	NOUN
dem-15819	227	65	of	of	ADP
dem-15819	227	66	management	management	NOUN
dem-15819	227	67	,	,	PUNCT
dem-15819	227	68	23(1	23(1	NUM
dem-15819	227	69	)	)	PUNCT
dem-15819	227	70	,	,	PUNCT
dem-15819	227	71	1–22	1–22	PROPN
dem-15819	227	72	.	.	PUNCT
dem-15819	227	73	campbell	campbell	PROPN
dem-15819	227	74	,	,	PUNCT
dem-15819	227	75	j.	j.	PROPN
dem-15819	227	76	y.	y.	PROPN
dem-15819	227	77	,	,	PUNCT
dem-15819	227	78	lo	lo	PROPN
dem-15819	227	79	,	,	PUNCT
dem-15819	227	80	a.	a.	PROPN
dem-15819	227	81	w.	w.	PROPN
dem-15819	227	82	,	,	PUNCT
dem-15819	227	83	mackinlay	mackinlay	PROPN
dem-15819	227	84	,	,	PUNCT
dem-15819	227	85	a.	a.	PROPN
dem-15819	227	86	c.	c.	PROPN
dem-15819	227	87	(	(	PUNCT
dem-15819	227	88	1997	1997	NUM
dem-15819	227	89	)	)	PUNCT
dem-15819	227	90	,	,	PUNCT
dem-15819	227	91	the	the	DET
dem-15819	227	92	econometrics	econometrics	NOUN
dem-15819	227	93	of	of	ADP
dem-15819	227	94	financial	financial	ADJ
dem-15819	227	95	markets	market	NOUN
dem-15819	227	96	,	,	PUNCT
dem-15819	227	97	princeton	princeton	PROPN
dem-15819	227	98	university	university	PROPN
dem-15819	227	99	press	press	PROPN
dem-15819	227	100	,	,	PUNCT
dem-15819	227	101	chichester	chichester	PROPN
dem-15819	227	102	.	.	PUNCT
dem-15819	227	103	choudhry	choudhry	PROPN
dem-15819	227	104	,	,	PUNCT
dem-15819	227	105	t.	t.	PROPN
dem-15819	227	106	,	,	PUNCT
dem-15819	227	107	wu	wu	PROPN
dem-15819	227	108	,	,	PUNCT
dem-15819	227	109	h.	h.	PROPN
dem-15819	227	110	(	(	PUNCT
dem-15819	227	111	2008	2008	NUM
dem-15819	227	112	)	)	PUNCT
dem-15819	227	113	,	,	PUNCT
dem-15819	227	114	forecasting	forecasting	NOUN
dem-15819	227	115	ability	ability	NOUN
dem-15819	227	116	of	of	ADP
dem-15819	227	117	garch	garch	NOUN
dem-15819	227	118	vs	vs	ADP
dem-15819	227	119	kalman	kalman	PROPN
dem-15819	227	120	filter	filter	NOUN
dem-15819	227	121	method	method	NOUN
dem-15819	227	122	:	:	PUNCT
dem-15819	227	123	evidence	evidence	NOUN
dem-15819	227	124	from	from	ADP
dem-15819	227	125	daily	daily	PROPN
dem-15819	227	126	uk	uk	PROPN
dem-15819	227	127	time	time	NOUN
dem-15819	227	128	-	-	PUNCT
dem-15819	227	129	varying	vary	VERB
dem-15819	227	130	beta	beta	NOUN
dem-15819	227	131	,	,	PUNCT
dem-15819	227	132	journal	journal	NOUN
dem-15819	227	133	of	of	ADP
dem-15819	227	134	forecasting	forecasting	NOUN
dem-15819	227	135	,	,	PUNCT
dem-15819	227	136	27(8	27(8	NUM
dem-15819	227	137	)	)	PUNCT
dem-15819	227	138	,	,	PUNCT
dem-15819	227	139	670–689	670–689	NUM
dem-15819	227	140	,	,	PUNCT
dem-15819	227	141	doi	doi	NOUN
dem-15819	227	142	:	:	PUNCT
dem-15819	227	143	https://doi.org/10.1002/for.1096	https://doi.org/10.1002/for.1096	ADJ
dem-15819	227	144	.	.	NOUN
dem-15819	227	145	evaluating	evaluate	VERB
dem-15819	227	146	the	the	DET
dem-15819	227	147	accuracy	accuracy	NOUN
dem-15819	227	148	of	of	ADP
dem-15819	227	149	time	time	NOUN
dem-15819	227	150	-	-	PUNCT
dem-15819	227	151	varying	vary	VERB
dem-15819	227	152	beta	beta	NOUN
dem-15819	227	153	.	.	PUNCT
dem-15819	228	1	the	the	DET
dem-15819	228	2	evidence	evidence	NOUN
dem-15819	228	3	from	from	ADP
dem-15819	228	4	poland	poland	PROPN
dem-15819	228	5	dynamic	dynamic	ADJ
dem-15819	228	6	econometric	econometric	ADJ
dem-15819	228	7	models	model	NOUN
dem-15819	228	8	17	17	NUM
dem-15819	228	9	(	(	PUNCT
dem-15819	228	10	2017	2017	NUM
dem-15819	228	11	)	)	PUNCT
dem-15819	228	12	161–176	161–176	PROPN
dem-15819	228	13	175	175	NUM
dem-15819	228	14	dębski	dębski	PROPN
dem-15819	228	15	,	,	PUNCT
dem-15819	228	16	w.	w.	PROPN
dem-15819	228	17	,	,	PUNCT
dem-15819	228	18	feder	feder	PROPN
dem-15819	228	19	-	-	PUNCT
dem-15819	228	20	sempach	sempach	NOUN
dem-15819	228	21	,	,	PUNCT
dem-15819	228	22	e.	e.	PROPN
dem-15819	228	23	,	,	PUNCT
dem-15819	228	24	świderski	świderski	PROPN
dem-15819	228	25	,	,	PUNCT
dem-15819	228	26	b.	b.	PROPN
dem-15819	228	27	(	(	PUNCT
dem-15819	228	28	2014	2014	NUM
dem-15819	228	29	)	)	PUNCT
dem-15819	228	30	,	,	PUNCT
dem-15819	228	31	intervalling	intervalle	VERB
dem-15819	228	32	effect	effect	NOUN
dem-15819	228	33	on	on	ADP
dem-15819	228	34	estimating	estimate	VERB
dem-15819	228	35	the	the	DET
dem-15819	228	36	beta	beta	ADJ
dem-15819	228	37	parameter	parameter	NOUN
dem-15819	228	38	for	for	ADP
dem-15819	228	39	the	the	DET
dem-15819	228	40	largest	large	ADJ
dem-15819	228	41	companies	company	NOUN
dem-15819	228	42	on	on	ADP
dem-15819	228	43	the	the	DET
dem-15819	228	44	wse	wse	NOUN
dem-15819	228	45	,	,	PUNCT
dem-15819	228	46	folia	folia	PROPN
dem-15819	228	47	oeconomica	oeconomica	PROPN
dem-15819	228	48	stetinensia	stetinensia	PROPN
dem-15819	228	49	,	,	PUNCT
dem-15819	228	50	14(2	14(2	NUM
dem-15819	228	51	)	)	PUNCT
dem-15819	228	52	,	,	PUNCT
dem-15819	228	53	270–286	270–286	NUM
dem-15819	228	54	,	,	PUNCT
dem-15819	228	55	doi	doi	NOUN
dem-15819	228	56	:	:	PUNCT
dem-15819	228	57	https://doi.org/10.1515/foli-2015-0018	https://doi.org/10.1515/foli-2015-0018	NOUN
dem-15819	228	58	.	.	PUNCT
dem-15819	229	1	dębski	dębski	PROPN
dem-15819	229	2	,	,	PUNCT
dem-15819	229	3	w.	w.	PROPN
dem-15819	229	4	,	,	PUNCT
dem-15819	229	5	feder	feder	PROPN
dem-15819	229	6	-	-	PUNCT
dem-15819	229	7	sempach	sempach	NOUN
dem-15819	229	8	,	,	PUNCT
dem-15819	229	9	e.	e.	PROPN
dem-15819	229	10	,	,	PUNCT
dem-15819	229	11	świderski	świderski	PROPN
dem-15819	229	12	,	,	PUNCT
dem-15819	229	13	b.	b.	PROPN
dem-15819	229	14	(	(	PUNCT
dem-15819	229	15	2016	2016	NUM
dem-15819	229	16	)	)	PUNCT
dem-15819	229	17	,	,	PUNCT
dem-15819	229	18	beta	beta	ADJ
dem-15819	229	19	stability	stability	NOUN
dem-15819	229	20	over	over	ADP
dem-15819	229	21	bull	bull	NOUN
dem-15819	229	22	and	and	CCONJ
dem-15819	229	23	bear	bear	VERB
dem-15819	229	24	market	market	NOUN
dem-15819	229	25	on	on	ADP
dem-15819	229	26	the	the	DET
dem-15819	229	27	warsaw	warsaw	PROPN
dem-15819	229	28	stock	stock	PROPN
dem-15819	229	29	exchange	exchange	PROPN
dem-15819	229	30	,	,	PUNCT
dem-15819	229	31	folia	folia	PROPN
dem-15819	229	32	oeconomica	oeconomica	PROPN
dem-15819	229	33	stetinensia	stetinensia	PROPN
dem-15819	229	34	,	,	PUNCT
dem-15819	229	35	16(1	16(1	NUM
dem-15819	229	36	)	)	PUNCT
dem-15819	229	37	,	,	PUNCT
dem-15819	229	38	75–92	75–92	NUM
dem-15819	229	39	,	,	PUNCT
dem-15819	229	40	doi	doi	NOUN
dem-15819	229	41	:	:	PUNCT
dem-15819	229	42	https://doi.org/10.1515/foli-2016-0006	https://doi.org/10.1515/foli-2016-0006	NOUN
dem-15819	229	43	.	.	PUNCT
dem-15819	230	1	doornik	doornik	PROPN
dem-15819	230	2	,	,	PUNCT
dem-15819	230	3	j.	j.	PROPN
dem-15819	230	4	a.	a.	PROPN
dem-15819	230	5	,	,	PUNCT
dem-15819	230	6	hendry	hendry	PROPN
dem-15819	230	7	,	,	PUNCT
dem-15819	230	8	d.	d.	PROPN
dem-15819	230	9	f.	f.	PROPN
dem-15819	230	10	(	(	PUNCT
dem-15819	230	11	2006	2006	NUM
dem-15819	230	12	)	)	PUNCT
dem-15819	230	13	,	,	PUNCT
dem-15819	230	14	empirical	empirical	ADJ
dem-15819	230	15	econometric	econometric	ADJ
dem-15819	230	16	modelling	modelling	NOUN
dem-15819	230	17	using	use	VERB
dem-15819	230	18	pcgive	pcgive	NOUN
dem-15819	230	19	:	:	PUNCT
dem-15819	230	20	volume	volume	NOUN
dem-15819	230	21	i	i	PRON
dem-15819	230	22	,	,	PUNCT
dem-15819	230	23	timberlake	timberlake	PROPN
dem-15819	230	24	consultants	consultants	PROPN
dem-15819	230	25	press	press	PROPN
dem-15819	230	26	,	,	PUNCT
dem-15819	230	27	london	london	PROPN
dem-15819	230	28	.	.	PUNCT
dem-15819	231	1	engle	engle	PROPN
dem-15819	231	2	,	,	PUNCT
dem-15819	231	3	r.	r.	PROPN
dem-15819	231	4	(	(	PUNCT
dem-15819	231	5	2002	2002	NUM
dem-15819	231	6	)	)	PUNCT
dem-15819	231	7	,	,	PUNCT
dem-15819	231	8	dynamic	dynamic	ADJ
dem-15819	231	9	conditional	conditional	ADJ
dem-15819	231	10	correlation	correlation	NOUN
dem-15819	231	11	–	–	PUNCT
dem-15819	231	12	a	a	DET
dem-15819	231	13	simple	simple	ADJ
dem-15819	231	14	class	class	NOUN
dem-15819	231	15	of	of	ADP
dem-15819	231	16	multivariate	multivariate	NOUN
dem-15819	231	17	garch	garch	NOUN
dem-15819	231	18	models	model	NOUN
dem-15819	231	19	,	,	PUNCT
dem-15819	231	20	journal	journal	NOUN
dem-15819	231	21	of	of	ADP
dem-15819	231	22	business	business	NOUN
dem-15819	231	23	and	and	CCONJ
dem-15819	231	24	economic	economic	ADJ
dem-15819	231	25	statistics	statistic	NOUN
dem-15819	231	26	,	,	PUNCT
dem-15819	231	27	20(3	20(3	NOUN
dem-15819	231	28	)	)	PUNCT
dem-15819	231	29	,	,	PUNCT
dem-15819	231	30	339–350	339–350	NUM
dem-15819	231	31	,	,	PUNCT
dem-15819	231	32	doi	doi	NOUN
dem-15819	231	33	:	:	PUNCT
dem-15819	231	34	https://doi.org/10.1198/073500102288618487	https://doi.org/10.1198/073500102288618487	NOUN
dem-15819	231	35	.	.	PUNCT
dem-15819	232	1	engle	engle	PROPN
dem-15819	232	2	,	,	PUNCT
dem-15819	232	3	r.	r.	PROPN
dem-15819	232	4	f.	f.	PROPN
dem-15819	232	5	,	,	PUNCT
dem-15819	232	6	kroner	kroner	PROPN
dem-15819	232	7	,	,	PUNCT
dem-15819	232	8	k.	k.	PROPN
dem-15819	232	9	f.	f.	PROPN
dem-15819	232	10	(	(	PUNCT
dem-15819	232	11	1995	1995	NUM
dem-15819	232	12	)	)	PUNCT
dem-15819	232	13	,	,	PUNCT
dem-15819	232	14	multivariate	multivariate	VERB
dem-15819	232	15	simultaneous	simultaneous	ADJ
dem-15819	232	16	generalized	generalize	VERB
dem-15819	232	17	arch	arch	NOUN
dem-15819	232	18	,	,	PUNCT
dem-15819	232	19	econometric	econometric	ADJ
dem-15819	232	20	theory	theory	NOUN
dem-15819	232	21	,	,	PUNCT
dem-15819	232	22	11(1	11(1	NUM
dem-15819	232	23	)	)	PUNCT
dem-15819	232	24	,	,	PUNCT
dem-15819	232	25	122–150	122–150	NUM
dem-15819	232	26	.	.	PUNCT
dem-15819	233	1	faff	faff	PROPN
dem-15819	233	2	,	,	PUNCT
dem-15819	233	3	r.	r.	PROPN
dem-15819	233	4	w.	w.	PROPN
dem-15819	233	5	,	,	PUNCT
dem-15819	233	6	hillier	hillier	ADV
dem-15819	233	7	,	,	PUNCT
dem-15819	233	8	d.	d.	PROPN
dem-15819	233	9	,	,	PUNCT
dem-15819	233	10	hillier	hillier	ADV
dem-15819	233	11	,	,	PUNCT
dem-15819	233	12	j.	j.	PROPN
dem-15819	233	13	(	(	PUNCT
dem-15819	233	14	2000	2000	NUM
dem-15819	233	15	)	)	PUNCT
dem-15819	233	16	,	,	PUNCT
dem-15819	233	17	time	time	NOUN
dem-15819	233	18	varying	vary	VERB
dem-15819	233	19	beta	beta	ADJ
dem-15819	233	20	risk	risk	NOUN
dem-15819	233	21	:	:	PUNCT
dem-15819	233	22	an	an	DET
dem-15819	233	23	analysis	analysis	NOUN
dem-15819	233	24	of	of	ADP
dem-15819	233	25	alternative	alternative	ADJ
dem-15819	233	26	modelling	modelling	NOUN
dem-15819	233	27	techniques	technique	NOUN
dem-15819	233	28	,	,	PUNCT
dem-15819	233	29	journal	journal	NOUN
dem-15819	233	30	of	of	ADP
dem-15819	233	31	business	business	NOUN
dem-15819	233	32	finance	finance	PROPN
dem-15819	233	33	&	&	CCONJ
dem-15819	233	34	accounting	accounting	PROPN
dem-15819	233	35	,	,	PUNCT
dem-15819	233	36	27(5–6	27(5–6	PROPN
dem-15819	233	37	)	)	PUNCT
dem-15819	233	38	,	,	PUNCT
dem-15819	233	39	523–554	523–554	NUM
dem-15819	233	40	,	,	PUNCT
dem-15819	233	41	doi	doi	NOUN
dem-15819	233	42	:	:	PUNCT
dem-15819	233	43	https://doi.org/10.1111/1468-5957.00324	https://doi.org/10.1111/1468-5957.00324	PROPN
dem-15819	233	44	.	.	PUNCT
dem-15819	234	1	ftse	ftse	PROPN
dem-15819	234	2	.	.	PUNCT
dem-15819	235	1	(	(	PUNCT
dem-15819	235	2	2016	2016	NUM
dem-15819	235	3	)	)	PUNCT
dem-15819	235	4	,	,	PUNCT
dem-15819	235	5	ftse	ftse	NOUN
dem-15819	235	6	country	country	NOUN
dem-15819	235	7	classification	classification	NOUN
dem-15819	235	8	.	.	PUNCT
dem-15819	236	1	hajizadeh	hajizadeh	PROPN
dem-15819	236	2	,	,	PUNCT
dem-15819	236	3	e.	e.	PROPN
dem-15819	236	4	,	,	PUNCT
dem-15819	236	5	seifi	seifi	NOUN
dem-15819	236	6	,	,	PUNCT
dem-15819	236	7	a.	a.	NOUN
dem-15819	236	8	,	,	PUNCT
dem-15819	236	9	fazel	fazel	PROPN
dem-15819	236	10	zarandi	zarandi	PROPN
dem-15819	236	11	,	,	PUNCT
dem-15819	236	12	m.	m.	PROPN
dem-15819	236	13	h.	h.	PROPN
dem-15819	236	14	,	,	PUNCT
dem-15819	236	15	turksen	turksen	PROPN
dem-15819	236	16	,	,	PUNCT
dem-15819	236	17	i.	i.	PROPN
dem-15819	236	18	b.	b.	PROPN
dem-15819	236	19	(	(	PUNCT
dem-15819	236	20	2012	2012	NUM
dem-15819	236	21	)	)	PUNCT
dem-15819	236	22	,	,	PUNCT
dem-15819	236	23	a	a	DET
dem-15819	236	24	hybrid	hybrid	ADJ
dem-15819	236	25	modeling	modeling	NOUN
dem-15819	236	26	approach	approach	NOUN
dem-15819	236	27	for	for	ADP
dem-15819	236	28	forecasting	forecast	VERB
dem-15819	236	29	the	the	DET
dem-15819	236	30	volatility	volatility	NOUN
dem-15819	236	31	of	of	ADP
dem-15819	236	32	s&p	s&p	PROPN
dem-15819	236	33	500	500	NUM
dem-15819	236	34	index	index	NOUN
dem-15819	236	35	return	return	NOUN
dem-15819	236	36	,	,	PUNCT
dem-15819	236	37	expert	expert	NOUN
dem-15819	236	38	systems	system	NOUN
dem-15819	236	39	with	with	ADP
dem-15819	236	40	applications	application	NOUN
dem-15819	236	41	,	,	PUNCT
dem-15819	236	42	39(1	39(1	NUM
dem-15819	236	43	)	)	PUNCT
dem-15819	236	44	,	,	PUNCT
dem-15819	236	45	431–436	431–436	NUM
dem-15819	236	46	,	,	PUNCT
dem-15819	236	47	doi	doi	NOUN
dem-15819	236	48	:	:	PUNCT
dem-15819	236	49	https://doi.org/10.1016/j.eswa.2011.07.033	https://doi.org/10.1016/j.eswa.2011.07.033	PROPN
dem-15819	236	50	.	.	PUNCT
dem-15819	237	1	harvey	harvey	PROPN
dem-15819	237	2	,	,	PUNCT
dem-15819	237	3	d.	d.	PROPN
dem-15819	237	4	,	,	PUNCT
dem-15819	237	5	leybourne	leybourne	ADJ
dem-15819	237	6	,	,	PUNCT
dem-15819	237	7	s.	s.	PROPN
dem-15819	237	8	,	,	PUNCT
dem-15819	237	9	newbold	newbold	PROPN
dem-15819	237	10	,	,	PUNCT
dem-15819	237	11	p.	p.	NOUN
dem-15819	237	12	(	(	PUNCT
dem-15819	237	13	1997	1997	NUM
dem-15819	237	14	)	)	PUNCT
dem-15819	237	15	,	,	PUNCT
dem-15819	237	16	testing	test	VERB
dem-15819	237	17	the	the	DET
dem-15819	237	18	equality	equality	NOUN
dem-15819	237	19	of	of	ADP
dem-15819	237	20	prediction	prediction	NOUN
dem-15819	237	21	mean	mean	VERB
dem-15819	237	22	squared	square	VERB
dem-15819	237	23	errors	error	NOUN
dem-15819	237	24	,	,	PUNCT
dem-15819	237	25	international	international	ADJ
dem-15819	237	26	journal	journal	NOUN
dem-15819	237	27	of	of	ADP
dem-15819	237	28	forecasting	forecasting	NOUN
dem-15819	237	29	,	,	PUNCT
dem-15819	237	30	13(2	13(2	PROPN
dem-15819	237	31	)	)	PUNCT
dem-15819	237	32	,	,	PUNCT
dem-15819	237	33	281–291	281–291	NUM
dem-15819	237	34	,	,	PUNCT
dem-15819	237	35	doi	doi	PROPN
dem-15819	237	36	:	:	PUNCT
dem-15819	237	37	https://doi.org/10.1016/s0169-2070(96)00719-4	https://doi.org/10.1016/s0169-2070(96)00719-4	PROPN
dem-15819	237	38	.	.	PUNCT
dem-15819	238	1	huang	huang	PROPN
dem-15819	238	2	,	,	PUNCT
dem-15819	238	3	c.	c.	PROPN
dem-15819	238	4	f.	f.	PROPN
dem-15819	238	5	,	,	PUNCT
dem-15819	238	6	litzenberger	litzenberger	NOUN
dem-15819	238	7	,	,	PUNCT
dem-15819	238	8	r.	r.	PROPN
dem-15819	238	9	h.	h.	PROPN
dem-15819	238	10	(	(	PUNCT
dem-15819	238	11	1988	1988	NUM
dem-15819	238	12	)	)	PUNCT
dem-15819	238	13	,	,	PUNCT
dem-15819	238	14	foundations	foundation	NOUN
dem-15819	238	15	for	for	ADP
dem-15819	238	16	financial	financial	ADJ
dem-15819	238	17	economics	economic	NOUN
dem-15819	238	18	,	,	PUNCT
dem-15819	238	19	north	north	NOUN
dem-15819	238	20	holland	holland	PROPN
dem-15819	238	21	,	,	PUNCT
dem-15819	238	22	new	new	PROPN
dem-15819	238	23	york	york	PROPN
dem-15819	238	24	.	.	PUNCT
dem-15819	239	1	jagannathan	jagannathan	PROPN
dem-15819	239	2	,	,	PUNCT
dem-15819	239	3	r.	r.	PROPN
dem-15819	239	4	,	,	PUNCT
dem-15819	239	5	wang	wang	PROPN
dem-15819	239	6	,	,	PUNCT
dem-15819	239	7	z.	z.	PROPN
dem-15819	239	8	(	(	PUNCT
dem-15819	239	9	1996	1996	NUM
dem-15819	239	10	)	)	PUNCT
dem-15819	239	11	,	,	PUNCT
dem-15819	239	12	the	the	DET
dem-15819	239	13	conditional	conditional	ADJ
dem-15819	239	14	capm	capm	PROPN
dem-15819	239	15	and	and	CCONJ
dem-15819	239	16	the	the	DET
dem-15819	239	17	cross	cross	NOUN
dem-15819	239	18	-	-	NOUN
dem-15819	239	19	section	section	NOUN
dem-15819	239	20	of	of	ADP
dem-15819	239	21	expected	expect	VERB
dem-15819	239	22	returns	return	NOUN
dem-15819	239	23	,	,	PUNCT
dem-15819	239	24	journal	journal	NOUN
dem-15819	239	25	of	of	ADP
dem-15819	239	26	finance	finance	NOUN
dem-15819	239	27	,	,	PUNCT
dem-15819	239	28	51(1	51(1	NUM
dem-15819	239	29	)	)	PUNCT
dem-15819	239	30	,	,	PUNCT
dem-15819	239	31	3–53	3–53	NOUN
dem-15819	239	32	,	,	PUNCT
dem-15819	239	33	doi	doi	NOUN
dem-15819	239	34	:	:	PUNCT
dem-15819	239	35	https://doi.org/10.2307/2329301	https://doi.org/10.2307/2329301	X
dem-15819	239	36	.	.	PUNCT
dem-15819	240	1	koopman	koopman	PROPN
dem-15819	240	2	,	,	PUNCT
dem-15819	240	3	s.	s.	PROPN
dem-15819	240	4	j.	j.	PROPN
dem-15819	240	5	,	,	PUNCT
dem-15819	240	6	harvey	harvey	PROPN
dem-15819	240	7	,	,	PUNCT
dem-15819	240	8	a.	a.	PROPN
dem-15819	240	9	c.	c.	PROPN
dem-15819	240	10	,	,	PUNCT
dem-15819	240	11	doornik	doornik	PROPN
dem-15819	240	12	,	,	PUNCT
dem-15819	240	13	j.	j.	PROPN
dem-15819	240	14	a.	a.	PROPN
dem-15819	240	15	,	,	PUNCT
dem-15819	240	16	shephard	shephard	NOUN
dem-15819	240	17	,	,	PUNCT
dem-15819	240	18	n.	n.	PROPN
dem-15819	240	19	(	(	PUNCT
dem-15819	240	20	2006	2006	NUM
dem-15819	240	21	)	)	PUNCT
dem-15819	240	22	,	,	PUNCT
dem-15819	240	23	stamp	stamp	VERB
dem-15819	240	24	7	7	NUM
dem-15819	240	25	:	:	PUNCT
dem-15819	240	26	structural	structural	ADJ
dem-15819	240	27	time	time	NOUN
dem-15819	240	28	series	series	PROPN
dem-15819	240	29	analyser	analyser	NOUN
dem-15819	240	30	and	and	CCONJ
dem-15819	240	31	modeller	modeller	NOUN
dem-15819	240	32	and	and	CCONJ
dem-15819	240	33	predictor	predictor	NOUN
dem-15819	240	34	,	,	PUNCT
dem-15819	240	35	timberlake	timberlake	PROPN
dem-15819	240	36	consultants	consultants	PROPN
dem-15819	240	37	press	press	PROPN
dem-15819	240	38	,	,	PUNCT
dem-15819	240	39	london	london	PROPN
dem-15819	240	40	.	.	PUNCT
dem-15819	241	1	kurach	kurach	PROPN
dem-15819	241	2	,	,	PUNCT
dem-15819	241	3	r.	r.	PROPN
dem-15819	241	4	,	,	PUNCT
dem-15819	241	5	stelmach	stelmach	PROPN
dem-15819	241	6	,	,	PUNCT
dem-15819	241	7	j.	j.	PROPN
dem-15819	241	8	(	(	PUNCT
dem-15819	241	9	2014	2014	NUM
dem-15819	241	10	)	)	PUNCT
dem-15819	241	11	,	,	PUNCT
dem-15819	241	12	time	time	NOUN
dem-15819	241	13	-	-	PUNCT
dem-15819	241	14	varying	vary	VERB
dem-15819	241	15	behaviour	behaviour	NOUN
dem-15819	241	16	of	of	ADP
dem-15819	241	17	sector	sector	NOUN
dem-15819	241	18	beta	beta	ADJ
dem-15819	241	19	risk	risk	NOUN
dem-15819	241	20	the	the	DET
dem-15819	241	21	case	case	NOUN
dem-15819	241	22	of	of	ADP
dem-15819	241	23	poland	poland	PROPN
dem-15819	241	24	,	,	PUNCT
dem-15819	241	25	romanian	romanian	ADJ
dem-15819	241	26	journal	journal	NOUN
dem-15819	241	27	of	of	ADP
dem-15819	241	28	economic	economic	ADJ
dem-15819	241	29	forecasting	forecasting	NOUN
dem-15819	241	30	,	,	PUNCT
dem-15819	241	31	17(1	17(1	NUM
dem-15819	241	32	)	)	PUNCT
dem-15819	241	33	,	,	PUNCT
dem-15819	241	34	139–159	139–159	NUM
dem-15819	241	35	.	.	PUNCT
dem-15819	242	1	laurent	laurent	PROPN
dem-15819	242	2	,	,	PUNCT
dem-15819	242	3	s.	s.	PROPN
dem-15819	242	4	(	(	PUNCT
dem-15819	242	5	2013	2013	NUM
dem-15819	242	6	)	)	PUNCT
dem-15819	242	7	,	,	PUNCT
dem-15819	242	8	g@rch	g@rch	VERB
dem-15819	242	9	7	7	NUM
dem-15819	242	10	:	:	PUNCT
dem-15819	242	11	estimating	estimate	VERB
dem-15819	242	12	and	and	CCONJ
dem-15819	242	13	forecasting	forecast	VERB
dem-15819	242	14	arch	arch	ADJ
dem-15819	242	15	models	model	NOUN
dem-15819	242	16	.	.	PUNCT
dem-15819	243	1	timberlake	timberlake	PROPN
dem-15819	243	2	consultants	consultants	PROPN
dem-15819	243	3	press	press	PROPN
dem-15819	243	4	,	,	PUNCT
dem-15819	243	5	london	london	PROPN
dem-15819	243	6	.	.	PUNCT
dem-15819	244	1	lie	lie	PROPN
dem-15819	244	2	,	,	PUNCT
dem-15819	244	3	f.	f.	PROPN
dem-15819	244	4	,	,	PUNCT
dem-15819	244	5	brooks	brooks	PROPN
dem-15819	244	6	,	,	PUNCT
dem-15819	244	7	r.	r.	PROPN
dem-15819	244	8	,	,	PUNCT
dem-15819	244	9	faff	faff	PROPN
dem-15819	244	10	,	,	PUNCT
dem-15819	244	11	r.	r.	PROPN
dem-15819	244	12	(	(	PUNCT
dem-15819	244	13	2000	2000	NUM
dem-15819	244	14	)	)	PUNCT
dem-15819	244	15	,	,	PUNCT
dem-15819	244	16	modelling	model	VERB
dem-15819	244	17	the	the	DET
dem-15819	244	18	equity	equity	NOUN
dem-15819	244	19	beta	beta	NOUN
dem-15819	244	20	risk	risk	NOUN
dem-15819	244	21	of	of	ADP
dem-15819	244	22	australian	australian	ADJ
dem-15819	244	23	financial	financial	ADJ
dem-15819	244	24	sector	sector	NOUN
dem-15819	244	25	companies	company	NOUN
dem-15819	244	26	,	,	PUNCT
dem-15819	244	27	australian	australian	ADJ
dem-15819	244	28	economic	economic	ADJ
dem-15819	244	29	papers	paper	NOUN
dem-15819	244	30	,	,	PUNCT
dem-15819	244	31	39(3	39(3	NUM
dem-15819	244	32	)	)	PUNCT
dem-15819	244	33	,	,	PUNCT
dem-15819	245	1	301–311	301–311	NUM
dem-15819	245	2	,	,	PUNCT
dem-15819	245	3	doi	doi	NOUN
dem-15819	245	4	:	:	PUNCT
dem-15819	245	5	https://doi.org/10.1111/1467-8454.00093	https://doi.org/10.1111/1467-8454.00093	ADJ
dem-15819	245	6	.	.	PUNCT
dem-15819	246	1	menchero	menchero	NOUN
dem-15819	246	2	,	,	PUNCT
dem-15819	246	3	j.	j.	PROPN
dem-15819	246	4	g.	g.	PROPN
dem-15819	246	5	,	,	PUNCT
dem-15819	246	6	nagy	nagy	PROPN
dem-15819	246	7	,	,	PUNCT
dem-15819	246	8	z.	z.	PROPN
dem-15819	246	9	,	,	PUNCT
dem-15819	246	10	singh	singh	PROPN
dem-15819	246	11	,	,	PUNCT
dem-15819	246	12	a.	a.	NOUN
dem-15819	246	13	(	(	PUNCT
dem-15819	246	14	2016	2016	NUM
dem-15819	246	15	)	)	PUNCT
dem-15819	246	16	,	,	PUNCT
dem-15819	246	17	evaluating	evaluate	VERB
dem-15819	246	18	the	the	DET
dem-15819	246	19	accuracy	accuracy	NOUN
dem-15819	246	20	of	of	ADP
dem-15819	246	21	beta	beta	NOUN
dem-15819	246	22	forecasts	forecast	NOUN
dem-15819	246	23	,	,	PUNCT
dem-15819	246	24	the	the	DET
dem-15819	246	25	journal	journal	NOUN
dem-15819	246	26	of	of	ADP
dem-15819	246	27	portfolio	portfolio	NOUN
dem-15819	246	28	management	management	PROPN
dem-15819	246	29	,	,	PUNCT
dem-15819	246	30	84–93	84–93	NOUN
dem-15819	246	31	.	.	PUNCT
dem-15819	247	1	rockinger	rockinger	NOUN
dem-15819	247	2	,	,	PUNCT
dem-15819	247	3	m.	m.	NOUN
dem-15819	247	4	,	,	PUNCT
dem-15819	247	5	urga	urga	NOUN
dem-15819	247	6	,	,	PUNCT
dem-15819	247	7	g.	g.	PROPN
dem-15819	247	8	(	(	PUNCT
dem-15819	247	9	2001	2001	NUM
dem-15819	247	10	)	)	PUNCT
dem-15819	247	11	,	,	PUNCT
dem-15819	247	12	a	a	DET
dem-15819	247	13	time	time	NOUN
dem-15819	247	14	varying	vary	VERB
dem-15819	247	15	parameter	parameter	NOUN
dem-15819	247	16	model	model	NOUN
dem-15819	247	17	to	to	PART
dem-15819	247	18	test	test	VERB
dem-15819	247	19	for	for	ADP
dem-15819	247	20	predictability	predictability	NOUN
dem-15819	247	21	and	and	CCONJ
dem-15819	247	22	integration	integration	NOUN
dem-15819	247	23	in	in	ADP
dem-15819	247	24	the	the	DET
dem-15819	247	25	stock	stock	NOUN
dem-15819	247	26	markets	market	NOUN
dem-15819	247	27	of	of	ADP
dem-15819	247	28	transition	transition	NOUN
dem-15819	247	29	economies	economy	NOUN
dem-15819	247	30	,	,	PUNCT
dem-15819	247	31	journal	journal	NOUN
dem-15819	247	32	of	of	ADP
dem-15819	247	33	business	business	PROPN
dem-15819	247	34	&	&	CCONJ
dem-15819	247	35	economic	economic	ADJ
dem-15819	247	36	statistics	statistic	NOUN
dem-15819	247	37	,	,	PUNCT
dem-15819	247	38	19(1	19(1	NUM
dem-15819	247	39	)	)	PUNCT
dem-15819	247	40	,	,	PUNCT
dem-15819	247	41	73–84	73–84	NOUN
dem-15819	247	42	,	,	PUNCT
dem-15819	247	43	doi	doi	NOUN
dem-15819	247	44	:	:	PUNCT
dem-15819	247	45	https://doi.org/10.1198/07350010152472634	https://doi.org/10.1198/07350010152472634	NOUN
dem-15819	247	46	.	.	PUNCT
dem-15819	248	1	wang	wang	PROPN
dem-15819	248	2	,	,	PUNCT
dem-15819	248	3	y.	y.	PROPN
dem-15819	248	4	h.	h.	PROPN
dem-15819	248	5	(	(	PUNCT
dem-15819	248	6	2009	2009	NUM
dem-15819	248	7	)	)	PUNCT
dem-15819	248	8	,	,	PUNCT
dem-15819	248	9	nonlinear	nonlinear	ADJ
dem-15819	248	10	neural	neural	ADJ
dem-15819	248	11	network	network	NOUN
dem-15819	248	12	forecasting	forecasting	NOUN
dem-15819	248	13	model	model	NOUN
dem-15819	248	14	for	for	ADP
dem-15819	248	15	stock	stock	NOUN
dem-15819	248	16	index	index	NOUN
dem-15819	248	17	option	option	NOUN
dem-15819	248	18	price	price	NOUN
dem-15819	248	19	:	:	PUNCT
dem-15819	248	20	hybrid	hybrid	ADJ
dem-15819	248	21	gjr	gjr	NOUN
dem-15819	248	22	-	-	PUNCT
dem-15819	248	23	garch	garch	NOUN
dem-15819	248	24	approach	approach	NOUN
dem-15819	248	25	,	,	PUNCT
dem-15819	248	26	expert	expert	NOUN
dem-15819	248	27	systems	system	NOUN
dem-15819	248	28	with	with	ADP
dem-15819	248	29	applications	application	NOUN
dem-15819	248	30	,	,	PUNCT
dem-15819	248	31	36(1	36(1	NUM
dem-15819	248	32	)	)	PUNCT
dem-15819	248	33	,	,	PUNCT
dem-15819	248	34	564–570	564–570	NUM
dem-15819	248	35	,	,	PUNCT
dem-15819	248	36	doi	doi	NOUN
dem-15819	248	37	:	:	PUNCT
dem-15819	248	38	https://doi.org/10.1016/j.eswa.2007.09.056	https://doi.org/10.1016/j.eswa.2007.09.056	PROPN
dem-15819	248	39	.	.	PUNCT
dem-15819	248	40	wyman	wyman	PROPN
dem-15819	248	41	,	,	PUNCT
dem-15819	248	42	o.	o.	NOUN
dem-15819	248	43	(	(	PUNCT
dem-15819	248	44	2016	2016	NUM
dem-15819	248	45	)	)	PUNCT
dem-15819	248	46	,	,	PUNCT
dem-15819	248	47	enhancing	enhance	VERB
dem-15819	248	48	liquidity	liquidity	NOUN
dem-15819	248	49	in	in	ADP
dem-15819	248	50	emerging	emerge	VERB
dem-15819	248	51	market	market	NOUN
dem-15819	248	52	exchanges	exchange	NOUN
dem-15819	248	53	,	,	PUNCT
dem-15819	248	54	world	world	PROPN
dem-15819	248	55	federation	federation	PROPN
dem-15819	248	56	of	of	ADP
dem-15819	248	57	exchanges	exchange	NOUN
dem-15819	248	58	.	.	PUNCT
dem-15819	249	1	barbara	barbara	PROPN
dem-15819	249	2	będowska	będowska	PROPN
dem-15819	249	3	-	-	PUNCT
dem-15819	249	4	sójka	sójka	ADV
dem-15819	249	5	dynamic	dynamic	ADJ
dem-15819	249	6	econometric	econometric	ADJ
dem-15819	249	7	models	model	NOUN
dem-15819	249	8	17	17	NUM
dem-15819	249	9	(	(	PUNCT
dem-15819	249	10	2017	2017	NUM
dem-15819	249	11	)	)	PUNCT
dem-15819	249	12	161–176	161–176	NUM
dem-15819	249	13	176	176	NUM
dem-15819	249	14	appendix	appendix	NOUN
dem-15819	249	15	table	table	NOUN
dem-15819	249	16	5	5	NUM
dem-15819	249	17	the	the	DET
dem-15819	249	18	spearman	spearman	NOUN
dem-15819	249	19	correlation	correlation	NOUN
dem-15819	249	20	matrix	matrix	NOUN
dem-15819	249	21	of	of	ADP
dem-15819	249	22	beta	beta	ADJ
dem-15819	249	23	coefficients	coefficient	NOUN
dem-15819	249	24	from	from	ADP
dem-15819	249	25	kalman	kalman	PROPN
dem-15819	249	26	filter	filter	PROPN
dem-15819	249	27	approach	approach	NOUN
dem-15819	249	28	bhw	bhw	PROPN
dem-15819	249	29	ing	ing	PROPN
dem-15819	249	30	mbk	mbk	PROPN
dem-15819	249	31	mil	mil	PROPN
dem-15819	249	32	peo	peo	PROPN
dem-15819	249	33	bzw	bzw	AUX
dem-15819	249	34	bos	bos	PROPN
dem-15819	249	35	acp	acp	PROPN
dem-15819	249	36	bhw	bhw	PROPN
dem-15819	249	37	1.00	1.00	NUM
dem-15819	249	38	0.67	0.67	NUM
dem-15819	249	39	0.66	0.66	NUM
dem-15819	249	40	0.57	0.57	NUM
dem-15819	249	41	-0.32	-0.32	NUM
dem-15819	249	42	-0.06	-0.06	NUM
dem-15819	249	43	0.98	0.98	NUM
dem-15819	249	44	-0.79	-0.79	NOUN
dem-15819	249	45	ing	ing	ADJ
dem-15819	249	46	0.67	0.67	NUM
dem-15819	249	47	1.00	1.00	NUM
dem-15819	249	48	0.83	0.83	NUM
dem-15819	249	49	0.77	0.77	NUM
dem-15819	249	50	0.03	0.03	NUM
dem-15819	249	51	0.30	0.30	NUM
dem-15819	249	52	0.67	0.67	NUM
dem-15819	249	53	-0.78	-0.78	NUM
dem-15819	249	54	mbk	mbk	PROPN
dem-15819	249	55	0.66	0.66	NUM
dem-15819	249	56	0.83	0.83	NUM
dem-15819	249	57	1.00	1.00	NUM
dem-15819	249	58	0.87	0.87	NUM
dem-15819	249	59	0.04	0.04	NUM
dem-15819	249	60	0.27	0.27	NUM
dem-15819	249	61	0.67	0.67	NUM
dem-15819	249	62	-0.68	-0.68	PROPN
dem-15819	249	63	mil	mil	NOUN
dem-15819	249	64	0.57	0.57	NUM
dem-15819	249	65	0.77	0.77	NUM
dem-15819	249	66	0.87	0.87	NUM
dem-15819	249	67	1.00	1.00	NUM
dem-15819	249	68	-0.14	-0.14	NUM
dem-15819	249	69	0.32	0.32	NUM
dem-15819	249	70	0.57	0.57	NUM
dem-15819	249	71	-0.65	-0.65	NUM
dem-15819	249	72	peo	peo	PROPN
dem-15819	249	73	-0.32	-0.32	VERB
dem-15819	249	74	0.03	0.03	NUM
dem-15819	249	75	0.04	0.04	NUM
dem-15819	249	76	-0.14	-0.14	NUM
dem-15819	249	77	1.00	1.00	NUM
dem-15819	249	78	0.19	0.19	NUM
dem-15819	249	79	-0.27	-0.27	NUM
dem-15819	249	80	0.31	0.31	NUM
dem-15819	249	81	bzw	bzw	PROPN
dem-15819	249	82	-0.06	-0.06	NUM
dem-15819	249	83	0.30	0.30	NUM
dem-15819	249	84	0.27	0.27	NUM
dem-15819	249	85	0.32	0.32	NUM
dem-15819	249	86	0.19	0.19	NUM
dem-15819	249	87	1.00	1.00	NUM
dem-15819	249	88	-0.09	-0.09	NUM
dem-15819	249	89	-0.36	-0.36	NUM
dem-15819	249	90	bos	bos	NOUN
dem-15819	249	91	0.98	0.98	NUM
dem-15819	249	92	0.67	0.67	NUM
dem-15819	249	93	0.67	0.67	NUM
dem-15819	249	94	0.57	0.57	NUM
dem-15819	249	95	-0.27	-0.27	NOUN
dem-15819	249	96	-0.09	-0.09	NUM
dem-15819	249	97	1.00	1.00	NUM
dem-15819	249	98	-0.77	-0.77	PROPN
dem-15819	249	99	acp	acp	PROPN
dem-15819	249	100	-0.79	-0.79	PROPN
dem-15819	249	101	-0.78	-0.78	NOUN
dem-15819	249	102	-0.68	-0.68	PROPN
dem-15819	249	103	-0.65	-0.65	NUM
dem-15819	249	104	0.31	0.31	NUM
dem-15819	249	105	-0.36	-0.36	NUM
dem-15819	249	106	-0.77	-0.77	NUM
dem-15819	249	107	1.00	1.00	NUM
dem-15819	249	108	cdr	cdr	NOUN
dem-15819	249	109	0.08	0.08	NUM
dem-15819	249	110	-0.19	-0.19	NOUN
dem-15819	249	111	0.00	0.00	NUM
dem-15819	249	112	0.16	0.16	NUM
dem-15819	249	113	-0.35	-0.35	NUM
dem-15819	249	114	-0.59	-0.59	NUM
dem-15819	249	115	0.10	0.10	NUM
dem-15819	249	116	0.27	0.27	NUM
dem-15819	249	117	cmr	cmr	PROPN
dem-15819	249	118	-0.73	-0.73	ADP
dem-15819	249	119	-0.27	-0.27	PROPN
dem-15819	249	120	-0.25	-0.25	NUM
dem-15819	249	121	-0.08	-0.08	NUM
dem-15819	249	122	0.15	0.15	NUM
dem-15819	249	123	0.01	0.01	NUM
dem-15819	249	124	-0.73	-0.73	NUM
dem-15819	249	125	0.55	0.55	NUM
dem-15819	249	126	sgn	sgn	NOUN
dem-15819	249	127	-0.51	-0.51	ADV
dem-15819	249	128	-0.62	-0.62	NOUN
dem-15819	249	129	-0.65	-0.65	ADP
dem-15819	249	130	-0.47	-0.47	INTJ
dem-15819	249	131	-0.21	-0.21	NUM
dem-15819	249	132	-0.53	-0.53	NOUN
dem-15819	249	133	-0.52	-0.52	NUM
dem-15819	249	134	0.69	0.69	NUM
dem-15819	249	135	elz	elz	NOUN
dem-15819	249	136	-0.79	-0.79	PROPN
dem-15819	249	137	-0.90	-0.90	ADP
dem-15819	249	138	-0.83	-0.83	DET
dem-15819	249	139	-0.78	-0.78	NUM
dem-15819	249	140	0.04	0.04	NUM
dem-15819	249	141	-0.34	-0.34	NUM
dem-15819	249	142	-0.80	-0.80	NOUN
dem-15819	249	143	0.87	0.87	NUM
dem-15819	249	144	mcl	mcl	PROPN
dem-15819	249	145	-0.94	-0.94	NUM
dem-15819	249	146	-0.71	-0.71	NOUN
dem-15819	249	147	-0.68	-0.68	NOUN
dem-15819	249	148	-0.65	-0.65	NUM
dem-15819	249	149	0.35	0.35	NUM
dem-15819	249	150	-0.12	-0.12	NUM
dem-15819	249	151	-0.92	-0.92	PUNCT
dem-15819	249	152	0.87	0.87	NUM
dem-15819	249	153	sme	sme	NOUN
dem-15819	249	154	-0.98	-0.98	NUM
dem-15819	249	155	-0.68	-0.68	NOUN
dem-15819	249	156	-0.70	-0.70	NUM
dem-15819	249	157	-0.59	-0.59	NUM
dem-15819	249	158	0.27	0.27	NUM
dem-15819	249	159	0.00	0.00	NUM
dem-15819	249	160	-0.98	-0.98	NUM
dem-15819	249	161	0.81	0.81	NUM
dem-15819	249	162	lrk	lrk	NOUN
dem-15819	249	163	0.19	0.19	NUM
dem-15819	249	164	0.26	0.26	NUM
dem-15819	249	165	0.31	0.31	NUM
dem-15819	249	166	0.28	0.28	NUM
dem-15819	249	167	-0.08	-0.08	NUM
dem-15819	249	168	-0.26	-0.26	NOUN
dem-15819	249	169	0.23	0.23	NUM
dem-15819	249	170	-0.08	-0.08	NUM
dem-15819	249	171	acp	acp	PROPN
dem-15819	249	172	cdr	cdr	PROPN
dem-15819	249	173	cmr	cmr	PROPN
dem-15819	249	174	sgn	sgn	PROPN
dem-15819	249	175	elz	elz	PROPN
dem-15819	249	176	mcl	mcl	PROPN
dem-15819	249	177	sme	sme	PROPN
dem-15819	249	178	lrk	lrk	VERB
dem-15819	249	179	bhw	bhw	PROPN
dem-15819	249	180	-0.79	-0.79	NOUN
dem-15819	249	181	0.08	0.08	NUM
dem-15819	249	182	-0.73	-0.73	NOUN
dem-15819	249	183	-0.51	-0.51	NOUN
dem-15819	249	184	-0.79	-0.79	X
dem-15819	249	185	-0.94	-0.94	NUM
dem-15819	249	186	-0.98	-0.98	NUM
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dem-15819	250	108	spearman	spearman	NOUN
dem-15819	250	109	rank	rank	NOUN
dem-15819	250	110	correlations	correlation	NOUN
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dem-15819	250	112	pairs	pair	NOUN
dem-15819	250	113	of	of	ADP
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dem-15819	250	115	coefficients	coefficient	NOUN
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dem-15819	250	117	with	with	ADP
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dem-15819	250	119	component	component	NOUN
dem-15819	250	120	model	model	NOUN
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dem-15819	251	2	bolded	bolde	VERB
dem-15819	251	3	values	value	NOUN
dem-15819	251	4	are	be	AUX
dem-15819	251	5	statistically	statistically	ADV
dem-15819	251	6	significant	significant	ADJ
dem-15819	251	7	at	at	ADP
dem-15819	251	8	α=0.05	α=0.05	NOUN
dem-15819	251	9	.	.	PUNCT