id	sid	tid	token	lemma	pos
dem-4192	1	1	microsoft	microsoft	PROPN
dem-4192	1	2	word	word	NOUN
dem-4192	1	3	00_tresc.docx	00_tresc.docx	PRON
dem-4192	1	4	dynamic	dynamic	ADJ
dem-4192	1	5	econometric	econometric	ADJ
dem-4192	1	6	models	model	NOUN
dem-4192	1	7	vol	vol	NOUN
dem-4192	1	8	.	.	PROPN
dem-4192	1	9	10	10	NUM
dem-4192	1	10	–	–	PUNCT
dem-4192	1	11	nicolaus	nicolaus	PROPN
dem-4192	1	12	copernicus	copernicus	PROPN
dem-4192	1	13	university	university	PROPN
dem-4192	1	14	–	–	PUNCT
dem-4192	1	15	toruń	toruń	NOUN
dem-4192	1	16	–	–	PUNCT
dem-4192	1	17	2010	2010	NUM
dem-4192	1	18	blanka	blanka	PROPN
dem-4192	1	19	łęt	łęt	PROPN
dem-4192	1	20	poznań	poznań	PROPN
dem-4192	1	21	university	university	PROPN
dem-4192	1	22	of	of	ADP
dem-4192	1	23	economics	economic	NOUN
dem-4192	1	24	dynamics	dynamic	NOUN
dem-4192	1	25	of	of	ADP
dem-4192	1	26	multivariate	multivariate	NOUN
dem-4192	1	27	return	return	NOUN
dem-4192	1	28	series	series	NOUN
dem-4192	1	29	of	of	ADP
dem-4192	1	30	u.s	u.s	PROPN
dem-4192	1	31	.	.	PROPN
dem-4192	1	32	automotive	automotive	ADJ
dem-4192	1	33	stock	stock	NOUN
dem-4192	1	34	companies	company	NOUN
dem-4192	1	35	in	in	ADP
dem-4192	1	36	conditions	condition	NOUN
dem-4192	1	37	of	of	ADP
dem-4192	1	38	crisis†	crisis†	NOUN
dem-4192	1	39	a	a	DET
dem-4192	1	40	b	b	PROPN
dem-4192	1	41	s	s	ADP
dem-4192	1	42	t	t	PROPN
dem-4192	1	43	r	r	NOUN
dem-4192	1	44	a	a	DET
dem-4192	1	45	c	c	NOUN
dem-4192	1	46	t.	t.	NOUN
dem-4192	1	47	this	this	DET
dem-4192	1	48	article	article	NOUN
dem-4192	1	49	contains	contain	VERB
dem-4192	1	50	an	an	DET
dem-4192	1	51	analysis	analysis	NOUN
dem-4192	1	52	of	of	ADP
dem-4192	1	53	dynamic	dynamic	ADJ
dem-4192	1	54	interrelations	interrelation	NOUN
dem-4192	1	55	between	between	ADP
dem-4192	1	56	log	log	NOUN
dem-4192	1	57	-	-	PUNCT
dem-4192	1	58	returns	return	NOUN
dem-4192	1	59	series	series	NOUN
dem-4192	1	60	of	of	ADP
dem-4192	1	61	three	three	NUM
dem-4192	1	62	automotive	automotive	ADJ
dem-4192	1	63	companies	company	NOUN
dem-4192	1	64	listed	list	VERB
dem-4192	1	65	on	on	ADP
dem-4192	1	66	the	the	DET
dem-4192	1	67	new	new	PROPN
dem-4192	1	68	york	york	PROPN
dem-4192	1	69	stock	stock	PROPN
dem-4192	1	70	exchange	exchange	PROPN
dem-4192	1	71	:	:	PUNCT
dem-4192	1	72	gm	gm	PROPN
dem-4192	1	73	,	,	PUNCT
dem-4192	1	74	f	f	PROPN
dem-4192	1	75	and	and	CCONJ
dem-4192	1	76	dai	dai	PROPN
dem-4192	1	77	.	.	PUNCT
dem-4192	2	1	we	we	PRON
dem-4192	2	2	consider	consider	VERB
dem-4192	2	3	two	two	NUM
dem-4192	2	4	periods	period	NOUN
dem-4192	2	5	:	:	PUNCT
dem-4192	2	6	before	before	ADP
dem-4192	2	7	and	and	CCONJ
dem-4192	2	8	during	during	ADP
dem-4192	2	9	crisis	crisis	NOUN
dem-4192	2	10	.	.	PUNCT
dem-4192	3	1	we	we	PRON
dem-4192	3	2	apply	apply	VERB
dem-4192	3	3	diagbekk	diagbekk	NOUN
dem-4192	3	4	model	model	NOUN
dem-4192	3	5	and	and	CCONJ
dem-4192	3	6	we	we	PRON
dem-4192	3	7	calculate	calculate	VERB
dem-4192	3	8	dynamic	dynamic	ADJ
dem-4192	3	9	conditional	conditional	ADJ
dem-4192	3	10	correlations	correlation	NOUN
dem-4192	3	11	.	.	PUNCT
dem-4192	4	1	as	as	ADP
dem-4192	4	2	a	a	DET
dem-4192	4	3	result	result	NOUN
dem-4192	4	4	of	of	ADP
dem-4192	4	5	our	our	PRON
dem-4192	4	6	research	research	NOUN
dem-4192	4	7	we	we	PRON
dem-4192	4	8	found	find	VERB
dem-4192	4	9	that	that	SCONJ
dem-4192	4	10	in	in	ADP
dem-4192	4	11	conditions	condition	NOUN
dem-4192	4	12	of	of	ADP
dem-4192	4	13	crisis	crisis	NOUN
dem-4192	4	14	there	there	PRON
dem-4192	4	15	were	be	VERB
dem-4192	4	16	strong	strong	ADJ
dem-4192	4	17	connections	connection	NOUN
dem-4192	4	18	between	between	ADP
dem-4192	4	19	considered	consider	VERB
dem-4192	4	20	stock	stock	NOUN
dem-4192	4	21	companies	company	NOUN
dem-4192	4	22	.	.	PUNCT
dem-4192	5	1	k	k	PROPN
dem-4192	5	2	e	e	PROPN
dem-4192	5	3	y	y	PROPN
dem-4192	5	4	w	w	NOUN
dem-4192	5	5	o	o	NOUN
dem-4192	5	6	r	r	NOUN
dem-4192	5	7	d	d	NOUN
dem-4192	5	8	s	s	X
dem-4192	5	9	:	:	PUNCT
dem-4192	5	10	diagbekk	diagbekk	NOUN
dem-4192	5	11	model	model	NOUN
dem-4192	5	12	,	,	PUNCT
dem-4192	5	13	dynamic	dynamic	ADJ
dem-4192	5	14	conditional	conditional	ADJ
dem-4192	5	15	correlation	correlation	NOUN
dem-4192	5	16	.	.	PUNCT
dem-4192	6	1	1	1	X
dem-4192	6	2	.	.	X
dem-4192	6	3	introduction	introduction	NOUN
dem-4192	6	4	general	general	PROPN
dem-4192	6	5	motors	motors	PROPN
dem-4192	6	6	,	,	PUNCT
dem-4192	6	7	ford	ford	PROPN
dem-4192	6	8	and	and	CCONJ
dem-4192	6	9	chrysler	chrysler	NOUN
dem-4192	6	10	,	,	PUNCT
dem-4192	6	11	known	know	VERB
dem-4192	6	12	as	as	ADP
dem-4192	6	13	the	the	DET
dem-4192	6	14	detroit	detroit	PROPN
dem-4192	6	15	’s	’s	PART
dem-4192	6	16	big	big	ADJ
dem-4192	6	17	three	three	NUM
dem-4192	6	18	,	,	PUNCT
dem-4192	6	19	are	be	AUX
dem-4192	6	20	the	the	DET
dem-4192	6	21	major	major	ADJ
dem-4192	6	22	companies	company	NOUN
dem-4192	6	23	of	of	ADP
dem-4192	6	24	american	american	ADJ
dem-4192	6	25	automotive	automotive	ADJ
dem-4192	6	26	industry	industry	NOUN
dem-4192	6	27	.	.	PUNCT
dem-4192	7	1	they	they	PRON
dem-4192	7	2	have	have	VERB
dem-4192	7	3	in	in	ADP
dem-4192	7	4	common	common	ADJ
dem-4192	7	5	not	not	PART
dem-4192	7	6	only	only	ADV
dem-4192	7	7	strong	strong	ADJ
dem-4192	7	8	worldwide	worldwide	ADJ
dem-4192	7	9	position	position	NOUN
dem-4192	7	10	but	but	CCONJ
dem-4192	7	11	also	also	ADV
dem-4192	7	12	problems	problem	NOUN
dem-4192	7	13	,	,	PUNCT
dem-4192	7	14	among	among	ADP
dem-4192	7	15	others	other	NOUN
dem-4192	7	16	,	,	PUNCT
dem-4192	7	17	with	with	ADP
dem-4192	7	18	high	high	ADJ
dem-4192	7	19	labor	labor	NOUN
dem-4192	7	20	costs	cost	NOUN
dem-4192	7	21	as	as	ADP
dem-4192	7	22	a	a	DET
dem-4192	7	23	result	result	NOUN
dem-4192	7	24	of	of	ADP
dem-4192	7	25	activities	activity	NOUN
dem-4192	7	26	of	of	ADP
dem-4192	7	27	united	united	ADJ
dem-4192	7	28	auto	auto	PROPN
dem-4192	7	29	workers	worker	NOUN
dem-4192	7	30	.	.	PUNCT
dem-4192	8	1	this	this	PRON
dem-4192	8	2	inevitably	inevitably	ADV
dem-4192	8	3	results	result	VERB
dem-4192	8	4	in	in	ADP
dem-4192	8	5	high	high	ADJ
dem-4192	8	6	prices	price	NOUN
dem-4192	8	7	of	of	ADP
dem-4192	8	8	cars	car	NOUN
dem-4192	8	9	offered	offer	VERB
dem-4192	8	10	,	,	PUNCT
dem-4192	8	11	which	which	PRON
dem-4192	8	12	can	can	AUX
dem-4192	8	13	be	be	AUX
dem-4192	8	14	afforded	afford	VERB
dem-4192	8	15	by	by	ADP
dem-4192	8	16	fewer	few	ADJ
dem-4192	8	17	and	and	CCONJ
dem-4192	8	18	fewer	few	ADJ
dem-4192	8	19	potential	potential	ADJ
dem-4192	8	20	customers	customer	NOUN
dem-4192	8	21	.	.	PUNCT
dem-4192	9	1	general	general	ADJ
dem-4192	9	2	motors	motors	PROPN
dem-4192	9	3	,	,	PUNCT
dem-4192	9	4	ford	ford	PROPN
dem-4192	9	5	and	and	CCONJ
dem-4192	9	6	chrysler	chrysler	PROPN
dem-4192	9	7	face	face	VERB
dem-4192	9	8	such	such	ADJ
dem-4192	9	9	problems	problem	NOUN
dem-4192	9	10	for	for	ADP
dem-4192	9	11	several	several	ADJ
dem-4192	9	12	years	year	NOUN
dem-4192	9	13	.	.	PUNCT
dem-4192	10	1	very	very	ADV
dem-4192	10	2	high	high	ADJ
dem-4192	10	3	oil	oil	NOUN
dem-4192	10	4	prices	price	NOUN
dem-4192	10	5	,	,	PUNCT
dem-4192	10	6	soaring	soar	VERB
dem-4192	10	7	in	in	ADP
dem-4192	10	8	the	the	DET
dem-4192	10	9	period	period	NOUN
dem-4192	10	10	from	from	ADP
dem-4192	10	11	january	january	PROPN
dem-4192	10	12	2007	2007	NUM
dem-4192	10	13	to	to	ADP
dem-4192	10	14	mid-2008	mid-2008	NOUN
dem-4192	10	15	,	,	PUNCT
dem-4192	10	16	also	also	ADV
dem-4192	10	17	resulted	result	VERB
dem-4192	10	18	in	in	ADP
dem-4192	10	19	fewer	few	ADJ
dem-4192	10	20	big	big	ADJ
dem-4192	10	21	three	three	NUM
dem-4192	10	22	car	car	NOUN
dem-4192	10	23	sales	sale	NOUN
dem-4192	10	24	,	,	PUNCT
dem-4192	10	25	because	because	SCONJ
dem-4192	10	26	of	of	ADP
dem-4192	10	27	high	high	ADJ
dem-4192	10	28	fuel	fuel	NOUN
dem-4192	10	29	costs	cost	NOUN
dem-4192	10	30	.	.	PUNCT
dem-4192	11	1	credit	credit	NOUN
dem-4192	11	2	crunch	crunch	NOUN
dem-4192	11	3	,	,	PUNCT
dem-4192	11	4	due	due	ADP
dem-4192	11	5	to	to	ADP
dem-4192	11	6	the	the	DET
dem-4192	11	7	prevailing	prevail	VERB
dem-4192	11	8	economic	economic	ADJ
dem-4192	11	9	crisis	crisis	NOUN
dem-4192	11	10	,	,	PUNCT
dem-4192	11	11	caused	cause	VERB
dem-4192	11	12	deeper	deep	ADJ
dem-4192	11	13	and	and	CCONJ
dem-4192	11	14	deeper	deep	ADJ
dem-4192	11	15	problems	problem	NOUN
dem-4192	11	16	of	of	ADP
dem-4192	11	17	the	the	DET
dem-4192	11	18	big	big	ADJ
dem-4192	11	19	three	three	NUM
dem-4192	11	20	.	.	PUNCT
dem-4192	12	1	dismal	dismal	ADJ
dem-4192	12	2	financial	financial	ADJ
dem-4192	12	3	performance	performance	NOUN
dem-4192	12	4	of	of	ADP
dem-4192	12	5	these	these	DET
dem-4192	12	6	companies	company	NOUN
dem-4192	12	7	inevitably	inevitably	ADV
dem-4192	12	8	resulted	result	VERB
dem-4192	12	9	in	in	ADP
dem-4192	12	10	a	a	DET
dem-4192	12	11	weakening	weakening	NOUN
dem-4192	12	12	listing	listing	NOUN
dem-4192	12	13	on	on	ADP
dem-4192	12	14	the	the	DET
dem-4192	12	15	new	new	PROPN
dem-4192	12	16	york	york	PROPN
dem-4192	12	17	stock	stock	PROPN
dem-4192	12	18	exchange1	exchange1	NOUN
dem-4192	12	19	.	.	PUNCT
dem-4192	13	1	†	†	X
dem-4192	14	1	this	this	DET
dem-4192	14	2	work	work	NOUN
dem-4192	14	3	was	be	AUX
dem-4192	14	4	financed	finance	VERB
dem-4192	14	5	from	from	ADP
dem-4192	14	6	the	the	DET
dem-4192	14	7	polish	polish	ADJ
dem-4192	14	8	science	science	NOUN
dem-4192	14	9	budget	budget	NOUN
dem-4192	14	10	resources	resource	NOUN
dem-4192	14	11	in	in	ADP
dem-4192	14	12	the	the	DET
dem-4192	14	13	years	year	NOUN
dem-4192	14	14	2007	2007	NUM
dem-4192	14	15	-	-	SYM
dem-4192	14	16	2010	2010	NUM
dem-4192	14	17	as	as	ADP
dem-4192	14	18	the	the	DET
dem-4192	14	19	research	research	NOUN
dem-4192	14	20	project	project	NOUN
dem-4192	14	21	nn	nn	PROPN
dem-4192	14	22	111	111	NUM
dem-4192	14	23	1256	1256	NUM
dem-4192	14	24	33	33	NUM
dem-4192	14	25	.	.	NOUN
dem-4192	15	1	1	1	NUM
dem-4192	15	2	chrysler	chrysler	NOUN
dem-4192	15	3	is	be	AUX
dem-4192	15	4	not	not	PART
dem-4192	15	5	listed	list	VERB
dem-4192	15	6	on	on	ADP
dem-4192	15	7	nyse	nyse	PROPN
dem-4192	15	8	.	.	PUNCT
dem-4192	16	1	from	from	ADP
dem-4192	16	2	1998	1998	NUM
dem-4192	16	3	to	to	ADP
dem-4192	16	4	mid	mid	PROPN
dem-4192	16	5	-	-	PROPN
dem-4192	16	6	may	may	NOUN
dem-4192	16	7	2007	2007	NUM
dem-4192	16	8	,	,	PUNCT
dem-4192	16	9	chrysler	chrysler	PROPN
dem-4192	16	10	were	be	AUX
dem-4192	16	11	part	part	NOUN
dem-4192	16	12	of	of	ADP
dem-4192	16	13	daimlerchrysler	daimlerchrysler	PROPN
dem-4192	16	14	ag	ag	PROPN
dem-4192	16	15	,	,	PUNCT
dem-4192	16	16	later	later	ADV
dem-4192	16	17	the	the	DET
dem-4192	16	18	shares	share	NOUN
dem-4192	16	19	were	be	AUX
dem-4192	16	20	held	hold	VERB
dem-4192	16	21	by	by	ADP
dem-4192	16	22	an	an	DET
dem-4192	16	23	investment	investment	NOUN
dem-4192	16	24	fund	fund	NOUN
dem-4192	16	25	cerberus	cerberus	PROPN
dem-4192	16	26	.	.	PUNCT
dem-4192	17	1	at	at	ADP
dem-4192	17	2	the	the	DET
dem-4192	17	3	end	end	NOUN
dem-4192	17	4	of	of	ADP
dem-4192	17	5	april	april	PROPN
dem-4192	17	6	2009	2009	NUM
dem-4192	17	7	,	,	PUNCT
dem-4192	17	8	declared	declare	VERB
dem-4192	17	9	bankruptcy	bankruptcy	NOUN
dem-4192	17	10	,	,	PUNCT
dem-4192	17	11	fiat	fiat	PROPN
dem-4192	17	12	hold	hold	VERB
dem-4192	17	13	20	20	NUM
dem-4192	17	14	%	%	NOUN
dem-4192	17	15	of	of	ADP
dem-4192	17	16	his	his	PRON
dem-4192	17	17	shares	share	NOUN
dem-4192	17	18	.	.	PUNCT
dem-4192	18	1	blanka	blanka	PROPN
dem-4192	18	2	łęt	łęt	PROPN
dem-4192	18	3	44	44	NUM
dem-4192	18	4	this	this	DET
dem-4192	18	5	paper	paper	NOUN
dem-4192	18	6	contains	contain	VERB
dem-4192	18	7	an	an	DET
dem-4192	18	8	analysis	analysis	NOUN
dem-4192	18	9	of	of	ADP
dem-4192	18	10	daily	daily	ADJ
dem-4192	18	11	log	log	NOUN
dem-4192	18	12	-	-	PUNCT
dem-4192	18	13	returns	return	NOUN
dem-4192	18	14	series	series	NOUN
dem-4192	18	15	of	of	ADP
dem-4192	18	16	three	three	NUM
dem-4192	18	17	automotive	automotive	ADJ
dem-4192	18	18	companies	company	NOUN
dem-4192	18	19	listed	list	VERB
dem-4192	18	20	on	on	ADP
dem-4192	18	21	the	the	DET
dem-4192	18	22	new	new	PROPN
dem-4192	18	23	york	york	PROPN
dem-4192	18	24	stock	stock	PROPN
dem-4192	18	25	exchange	exchange	PROPN
dem-4192	18	26	:	:	PUNCT
dem-4192	18	27	gm	gm	PROPN
dem-4192	18	28	(	(	PUNCT
dem-4192	18	29	general	general	ADJ
dem-4192	18	30	motors	motor	NOUN
dem-4192	18	31	)	)	PUNCT
dem-4192	18	32	,	,	PUNCT
dem-4192	18	33	f	f	PROPN
dem-4192	18	34	(	(	PUNCT
dem-4192	18	35	ford	ford	PROPN
dem-4192	18	36	motor	motor	PROPN
dem-4192	18	37	company	company	PROPN
dem-4192	18	38	)	)	PUNCT
dem-4192	18	39	and	and	CCONJ
dem-4192	18	40	dai	dai	PROPN
dem-4192	18	41	(	(	PUNCT
dem-4192	18	42	daimler	daimler	PROPN
dem-4192	18	43	ag	ag	PROPN
dem-4192	18	44	,	,	PUNCT
dem-4192	18	45	for	for	ADP
dem-4192	18	46	mid	mid	PROPN
dem-4192	18	47	-	-	PROPN
dem-4192	18	48	may	may	ADJ
dem-4192	18	49	2007	2007	NUM
dem-4192	18	50	as	as	ADP
dem-4192	18	51	daimlerchrysler	daimlerchrysler	PROPN
dem-4192	18	52	)	)	PUNCT
dem-4192	18	53	.	.	PUNCT
dem-4192	19	1	the	the	DET
dem-4192	19	2	goal	goal	NOUN
dem-4192	19	3	of	of	ADP
dem-4192	19	4	this	this	DET
dem-4192	19	5	paper	paper	NOUN
dem-4192	19	6	is	be	AUX
dem-4192	19	7	to	to	PART
dem-4192	19	8	investigate	investigate	VERB
dem-4192	19	9	and	and	CCONJ
dem-4192	19	10	describe	describe	VERB
dem-4192	19	11	dependencies	dependency	NOUN
dem-4192	19	12	between	between	ADP
dem-4192	19	13	them	they	PRON
dem-4192	19	14	.	.	PUNCT
dem-4192	20	1	the	the	DET
dem-4192	20	2	research	research	NOUN
dem-4192	20	3	is	be	AUX
dem-4192	20	4	made	make	VERB
dem-4192	20	5	for	for	ADP
dem-4192	20	6	two	two	NUM
dem-4192	20	7	periods	period	NOUN
dem-4192	20	8	separately	separately	ADV
dem-4192	20	9	:	:	PUNCT
dem-4192	20	10	before	before	ADP
dem-4192	20	11	and	and	CCONJ
dem-4192	20	12	during	during	ADP
dem-4192	20	13	crisis	crisis	NOUN
dem-4192	20	14	.	.	PUNCT
dem-4192	21	1	this	this	PRON
dem-4192	21	2	allows	allow	VERB
dem-4192	21	3	us	we	PRON
dem-4192	21	4	to	to	PART
dem-4192	21	5	observe	observe	VERB
dem-4192	21	6	the	the	DET
dem-4192	21	7	changes	change	NOUN
dem-4192	21	8	that	that	PRON
dem-4192	21	9	have	have	AUX
dem-4192	21	10	taken	take	VERB
dem-4192	21	11	place	place	NOUN
dem-4192	21	12	.	.	PUNCT
dem-4192	22	1	2	2	X
dem-4192	22	2	.	.	X
dem-4192	22	3	methodology	methodology	NOUN
dem-4192	22	4	let	let	VERB
dem-4192	22	5	)	)	PUNCT
dem-4192	22	6	,	,	PUNCT
dem-4192	22	7	...	...	PUNCT
dem-4192	22	8	,	,	PUNCT
dem-4192	22	9	,	,	PUNCT
dem-4192	22	10	(	(	PUNCT
dem-4192	22	11	,	,	PUNCT
dem-4192	22	12	,	,	PUNCT
dem-4192	22	13	2,1	2,1	NUM
dem-4192	22	14	′=	′=	PROPN
dem-4192	22	15	tnttt	tnttt	PROPN
dem-4192	22	16	rrrr	rrrr	PROPN
dem-4192	22	17	denote	denote	VERB
dem-4192	22	18	a	a	DET
dem-4192	22	19	multivariate	multivariate	NOUN
dem-4192	22	20	time	time	NOUN
dem-4192	22	21	series	series	NOUN
dem-4192	22	22	of	of	ADP
dem-4192	22	23	returns	return	NOUN
dem-4192	22	24	with	with	ADP
dem-4192	22	25	the	the	DET
dem-4192	22	26	following	follow	VERB
dem-4192	22	27	decomposition	decomposition	NOUN
dem-4192	22	28	,	,	PUNCT
dem-4192	22	29	ttt	ttt	PROPN
dem-4192	22	30	yμr	yμr	PROPN
dem-4192	23	1	+	+	NOUN
dem-4192	23	2	=	=	X
dem-4192	23	3	(	(	PUNCT
dem-4192	23	4	1	1	NUM
dem-4192	23	5	)	)	PUNCT
dem-4192	23	6	where	where	SCONJ
dem-4192	23	7	:	:	PUNCT
dem-4192	23	8	)	)	PUNCT
dem-4192	23	9	|	|	ADV
dem-4192	23	10	(	(	PUNCT
dem-4192	23	11	1−φ=	1−φ=	NUM
dem-4192	23	12	ttt	ttt	NOUN
dem-4192	23	13	e	e	NOUN
dem-4192	23	14	rμ	rμ	X
dem-4192	23	15	is	be	AUX
dem-4192	23	16	conditional	conditional	ADJ
dem-4192	23	17	mean	mean	NOUN
dem-4192	23	18	,	,	PUNCT
dem-4192	23	19	1−φ	1−φ	NUM
dem-4192	23	20	t	t	PROPN
dem-4192	23	21	is	be	AUX
dem-4192	23	22	the	the	DET
dem-4192	23	23	information	information	NOUN
dem-4192	23	24	set	set	VERB
dem-4192	23	25	available	available	ADJ
dem-4192	23	26	at	at	ADP
dem-4192	23	27	time	time	NOUN
dem-4192	23	28	1−t	1−t	NUM
dem-4192	23	29	.	.	PUNCT
dem-4192	24	1	conditional	conditional	ADJ
dem-4192	24	2	expected	expect	VERB
dem-4192	24	3	value	value	NOUN
dem-4192	24	4	)	)	PUNCT
dem-4192	24	5	|	|	CCONJ
dem-4192	24	6	(	(	PUNCT
dem-4192	24	7	1−φ=	1−φ=	NUM
dem-4192	24	8	ttt	ttt	NOUN
dem-4192	24	9	e	e	NOUN
dem-4192	24	10	rμ	rμ	PRON
dem-4192	24	11	can	can	AUX
dem-4192	24	12	be	be	AUX
dem-4192	24	13	modeled	model	VERB
dem-4192	24	14	by	by	ADP
dem-4192	24	15	varma	varma	PROPN
dem-4192	24	16	models	model	NOUN
dem-4192	24	17	(	(	PUNCT
dem-4192	24	18	tsay	tsay	PROPN
dem-4192	24	19	,	,	PUNCT
dem-4192	24	20	2002	2002	NUM
dem-4192	24	21	):	):	PUNCT
dem-4192	24	22	,	,	PUNCT
dem-4192	24	23	)	)	PUNCT
dem-4192	24	24	(	(	PUNCT
dem-4192	24	25	)	)	PUNCT
dem-4192	24	26	(	(	PUNCT
dem-4192	24	27	0	0	NUM
dem-4192	24	28	tt	tt	VERB
dem-4192	24	29	bb	bb	NOUN
dem-4192	24	30	aθφμφ	aθφμφ	NOUN
dem-4192	25	1	+	+	PROPN
dem-4192	25	2	=	=	SYM
dem-4192	25	3	(	(	PUNCT
dem-4192	25	4	2	2	NUM
dem-4192	25	5	)	)	PUNCT
dem-4192	25	6	where	where	SCONJ
dem-4192	25	7	:	:	PUNCT
dem-4192	25	8	0φ	0φ	PRON
dem-4192	25	9	is	be	AUX
dem-4192	25	10	n	n	ADV
dem-4192	25	11	-	-	PUNCT
dem-4192	25	12	dimensional	dimensional	ADJ
dem-4192	25	13	vector	vector	NOUN
dem-4192	25	14	,	,	PUNCT
dem-4192	25	15	p	p	X
dem-4192	25	16	p	p	X
dem-4192	25	17	bbb	bbb	PROPN
dem-4192	25	18	φφiφ	φφiφ	NOUN
dem-4192	25	19	−−−=	−−−=	PROPN
dem-4192	25	20	...	...	PUNCT
dem-4192	25	21	)	)	PUNCT
dem-4192	25	22	(	(	PUNCT
dem-4192	25	23	1	1	NUM
dem-4192	25	24	and	and	CCONJ
dem-4192	25	25	q	q	ADJ
dem-4192	25	26	q	q	NOUN
dem-4192	25	27	bb	bb	NOUN
dem-4192	25	28	θθιθ	θθιθ	NOUN
dem-4192	25	29	−−−=	−−−=	PROPN
dem-4192	25	30	...	...	PUNCT
dem-4192	25	31	)	)	PUNCT
dem-4192	25	32	(	(	PUNCT
dem-4192	25	33	1	1	NUM
dem-4192	25	34	are	be	AUX
dem-4192	25	35	two	two	NUM
dem-4192	25	36	nn×	nn×	NOUN
dem-4192	25	37	matrix	matrix	NOUN
dem-4192	25	38	polynomials	polynomial	NOUN
dem-4192	25	39	,	,	PUNCT
dem-4192	25	40	qb	qb	PROPN
dem-4192	25	41	is	be	AUX
dem-4192	25	42	back	back	ADJ
dem-4192	25	43	-	-	PUNCT
dem-4192	25	44	shift	shift	NOUN
dem-4192	25	45	operator	operator	NOUN
dem-4192	25	46	:	:	PUNCT
dem-4192	25	47	,	,	PUNCT
dem-4192	25	48	,	,	PUNCT
dem-4192	25	49	,	,	PUNCT
dem-4192	25	50	qtiti	qtiti	PROPN
dem-4192	25	51	qb	qb	PROPN
dem-4192	25	52	−=	−=	PROPN
dem-4192	25	53	aa	aa	NOUN
dem-4192	25	54	{	{	PUNCT
dem-4192	25	55	}	}	PUNCT
dem-4192	25	56	ta	ta	X
dem-4192	25	57	is	be	AUX
dem-4192	25	58	a	a	DET
dem-4192	25	59	sequence	sequence	NOUN
dem-4192	25	60	of	of	ADP
dem-4192	25	61	serially	serially	ADV
dem-4192	25	62	uncorrelated	uncorrelated	ADJ
dem-4192	25	63	random	random	ADJ
dem-4192	25	64	vectors	vector	NOUN
dem-4192	25	65	with	with	ADP
dem-4192	25	66	mean	mean	NOUN
dem-4192	25	67	zero	zero	NUM
dem-4192	25	68	and	and	CCONJ
dem-4192	25	69	covariance	covariance	NOUN
dem-4192	25	70	matrix	matrix	NOUN
dem-4192	25	71	.σ	.σ	NOUN
dem-4192	25	72	a	a	DET
dem-4192	25	73	general	general	ADJ
dem-4192	25	74	multivariate	multivariate	NOUN
dem-4192	25	75	garch	garch	NOUN
dem-4192	25	76	model	model	NOUN
dem-4192	25	77	for	for	ADP
dem-4192	25	78	ty	ty	NOUN
dem-4192	25	79	is	be	AUX
dem-4192	25	80	given	give	VERB
dem-4192	25	81	by	by	ADP
dem-4192	25	82	equation	equation	NOUN
dem-4192	25	83	,	,	PUNCT
dem-4192	25	84	2/1	2/1	NUM
dem-4192	25	85	ttt	ttt	X
dem-4192	25	86	εhy	εhy	PROPN
dem-4192	26	1	=	=	PUNCT
dem-4192	26	2	(	(	PUNCT
dem-4192	26	3	3	3	NUM
dem-4192	26	4	)	)	PUNCT
dem-4192	26	5	where	where	SCONJ
dem-4192	26	6	:	:	PUNCT
dem-4192	26	7	tε	tε	PROPN
dem-4192	26	8	is	be	AUX
dem-4192	26	9	n	n	ADV
dem-4192	26	10	-	-	PUNCT
dem-4192	26	11	dimensional	dimensional	ADJ
dem-4192	26	12	i.i.d	i.i.d	NOUN
dem-4192	26	13	.	.	NOUN
dem-4192	26	14	process	process	NOUN
dem-4192	26	15	with	with	ADP
dem-4192	26	16	zero	zero	NUM
dem-4192	26	17	mean	mean	NOUN
dem-4192	26	18	and	and	CCONJ
dem-4192	26	19	identity	identity	NOUN
dem-4192	26	20	covariance	covariance	NOUN
dem-4192	26	21	matrix	matrix	NOUN
dem-4192	26	22	,	,	PUNCT
dem-4192	26	23	2/1	2/1	NUM
dem-4192	26	24	th	th	X
dem-4192	26	25	is	be	AUX
dem-4192	26	26	a	a	DET
dem-4192	26	27	nn×	nn×	NOUN
dem-4192	26	28	matrix	matrix	NOUN
dem-4192	26	29	satisfying	satisfying	NOUN
dem-4192	26	30	(	(	PUNCT
dem-4192	26	31	)	)	PUNCT
dem-4192	26	32	,	,	PUNCT
dem-4192	26	33	2/12/1	2/12/1	NUM
dem-4192	26	34	ttt	ttt	PROPN
dem-4192	26	35	hhh	hhh	PROPN
dem-4192	26	36	=	=	PUNCT
dem-4192	26	37	′	′	NUM
dem-4192	26	38	0y	0y	NOUN
dem-4192	26	39	=	=	SYM
dem-4192	26	40	φ	φ	NOUN
dem-4192	26	41	−	−	NOUN
dem-4192	26	42	)	)	PUNCT
dem-4192	27	1	|	|	ADV
dem-4192	27	2	(	(	PUNCT
dem-4192	27	3	1tte	1tte	NOUN
dem-4192	27	4	and	and	CCONJ
dem-4192	27	5	.)|	.)|	PROPN
dem-4192	27	6	(	(	PUNCT
dem-4192	27	7	1	1	NUM
dem-4192	27	8	tttte	tttte	NOUN
dem-4192	27	9	hyy	hyy	NOUN
dem-4192	27	10	=	=	NOUN
dem-4192	27	11	φ′	φ′	PART
dem-4192	28	1	−	−	NOUN
dem-4192	29	1	dynamics	dynamic	NOUN
dem-4192	29	2	of	of	ADP
dem-4192	29	3	multivariate	multivariate	NOUN
dem-4192	29	4	return	return	NOUN
dem-4192	29	5	series	series	NOUN
dem-4192	29	6	of	of	ADP
dem-4192	29	7	u.s	u.s	PROPN
dem-4192	29	8	.	.	PROPN
dem-4192	29	9	automotive	automotive	ADJ
dem-4192	29	10	stock	stock	NOUN
dem-4192	29	11	companies	company	NOUN
dem-4192	29	12	…	…	PUNCT
dem-4192	29	13	45	45	NUM
dem-4192	29	14	specific	specific	ADJ
dem-4192	29	15	mgarch	mgarch	NOUN
dem-4192	29	16	(	(	PUNCT
dem-4192	29	17	multivariate	multivariate	NOUN
dem-4192	29	18	garch	garch	NOUN
dem-4192	29	19	)	)	PUNCT
dem-4192	29	20	model	model	NOUN
dem-4192	29	21	is	be	AUX
dem-4192	29	22	described	describe	VERB
dem-4192	29	23	by	by	ADP
dem-4192	29	24	parameterization	parameterization	NOUN
dem-4192	29	25	of	of	ADP
dem-4192	29	26	positive	positive	ADJ
dem-4192	29	27	definite	definite	ADJ
dem-4192	29	28	covariance	covariance	NOUN
dem-4192	29	29	matrix	matrix	NOUN
dem-4192	29	30	th	th	X
dem-4192	29	31	.	.	PUNCT
dem-4192	30	1	the	the	DET
dem-4192	30	2	bekk	bekk	NOUN
dem-4192	30	3	model	model	NOUN
dem-4192	30	4	have	have	AUX
dem-4192	30	5	been	be	AUX
dem-4192	30	6	proposed	propose	VERB
dem-4192	30	7	by	by	ADP
dem-4192	30	8	engle	engle	NOUN
dem-4192	30	9	and	and	CCONJ
dem-4192	30	10	kroner	kroner	PROPN
dem-4192	30	11	(	(	PUNCT
dem-4192	30	12	1995	1995	NUM
dem-4192	30	13	)	)	PUNCT
dem-4192	30	14	.	.	PUNCT
dem-4192	31	1	the	the	DET
dem-4192	31	2	following	follow	VERB
dem-4192	31	3	equation	equation	NOUN
dem-4192	31	4	defines	define	VERB
dem-4192	31	5	bekk(p	bekk(p	PROPN
dem-4192	31	6	,	,	PUNCT
dem-4192	31	7	q	q	NOUN
dem-4192	31	8	,	,	PUNCT
dem-4192	31	9	k	k	NOUN
dem-4192	31	10	)	)	PUNCT
dem-4192	31	11	model	model	NOUN
dem-4192	31	12	:	:	PUNCT
dem-4192	31	13	,	,	PUNCT
dem-4192	31	14	1	1	NUM
dem-4192	31	15	1	1	NUM
dem-4192	31	16	1	1	NUM
dem-4192	31	17	1	1	NUM
dem-4192	31	18	00	00	NUM
dem-4192	32	1	∑∑	∑∑	PROPN
dem-4192	32	2	∑∑	∑∑	NOUN
dem-4192	32	3	=	=	PUNCT
dem-4192	32	4	=	=	PUNCT
dem-4192	33	1	=	=	SYM
dem-4192	33	2	=	=	NOUN
dem-4192	33	3	−−−	−−−	X
dem-4192	33	4	′+′′+′=	′+′′+′=	X
dem-4192	34	1	k	k	PROPN
dem-4192	35	1	k	k	PROPN
dem-4192	35	2	q	q	X
dem-4192	36	1	i	i	PRON
dem-4192	36	2	k	k	PROPN
dem-4192	37	1	k	k	PROPN
dem-4192	37	2	p	p	X
dem-4192	37	3	i	i	PRON
dem-4192	37	4	ikitikikititikt	ikitikikititikt	NOUN
dem-4192	37	5	ghgayyacch	ghgayyacch	NOUN
dem-4192	37	6	(	(	PUNCT
dem-4192	37	7	4	4	NUM
dem-4192	37	8	)	)	PUNCT
dem-4192	37	9	where	where	SCONJ
dem-4192	37	10	:	:	PUNCT
dem-4192	37	11	ikac	ikac	NOUN
dem-4192	37	12	,	,	PUNCT
dem-4192	37	13	0	0	NUM
dem-4192	37	14	and	and	CCONJ
dem-4192	37	15	ikg	ikg	NOUN
dem-4192	37	16	are	be	AUX
dem-4192	37	17	matrices	matrix	NOUN
dem-4192	37	18	of	of	ADP
dem-4192	37	19	dimension	dimension	NOUN
dem-4192	37	20	nn×	nn×	NOUN
dem-4192	37	21	but	but	CCONJ
dem-4192	37	22	0c	0c	NOUN
dem-4192	37	23	is	be	AUX
dem-4192	37	24	upper	upper	ADJ
dem-4192	37	25	triangular	triangular	NOUN
dem-4192	37	26	matrix	matrix	NOUN
dem-4192	37	27	,	,	PUNCT
dem-4192	37	28	k	k	PROPN
dem-4192	37	29	term	term	NOUN
dem-4192	37	30	determines	determine	VERB
dem-4192	37	31	generality	generality	NOUN
dem-4192	37	32	of	of	ADP
dem-4192	37	33	the	the	DET
dem-4192	37	34	model	model	NOUN
dem-4192	37	35	.	.	PUNCT
dem-4192	38	1	on	on	ADP
dem-4192	38	2	this	this	DET
dem-4192	38	3	model	model	NOUN
dem-4192	38	4	positivity	positivity	NOUN
dem-4192	38	5	of	of	ADP
dem-4192	38	6	matrix	matrix	NOUN
dem-4192	38	7	th	th	X
dem-4192	38	8	can	can	AUX
dem-4192	38	9	be	be	AUX
dem-4192	38	10	easily	easily	ADV
dem-4192	38	11	imposed	impose	VERB
dem-4192	38	12	.	.	PUNCT
dem-4192	39	1	to	to	PART
dem-4192	39	2	reduce	reduce	VERB
dem-4192	39	3	number	number	NOUN
dem-4192	39	4	of	of	ADP
dem-4192	39	5	parameters	parameter	NOUN
dem-4192	39	6	one	one	PRON
dem-4192	39	7	can	can	AUX
dem-4192	39	8	impose	impose	VERB
dem-4192	39	9	a	a	DET
dem-4192	39	10	diagonal	diagonal	ADJ
dem-4192	39	11	bekk	bekk	NOUN
dem-4192	39	12	model	model	NOUN
dem-4192	39	13	(	(	PUNCT
dem-4192	39	14	diagbekk	diagbekk	NOUN
dem-4192	39	15	)	)	PUNCT
dem-4192	39	16	where	where	SCONJ
dem-4192	39	17	matrices	matrix	NOUN
dem-4192	39	18	ika	ika	PROPN
dem-4192	39	19	and	and	CCONJ
dem-4192	39	20	ikg	ikg	NOUN
dem-4192	39	21	are	be	AUX
dem-4192	39	22	diagonal	diagonal	ADJ
dem-4192	39	23	.	.	PUNCT
dem-4192	40	1	consequently	consequently	ADV
dem-4192	40	2	,	,	PUNCT
dem-4192	40	3	the	the	DET
dem-4192	40	4	generality	generality	NOUN
dem-4192	40	5	of	of	ADP
dem-4192	40	6	the	the	DET
dem-4192	40	7	model	model	NOUN
dem-4192	40	8	decreases	decrease	VERB
dem-4192	40	9	.	.	PUNCT
dem-4192	41	1	we	we	PRON
dem-4192	41	2	can	can	AUX
dem-4192	41	3	write	write	VERB
dem-4192	41	4	equation	equation	NOUN
dem-4192	41	5	for	for	ADP
dem-4192	41	6	the	the	DET
dem-4192	41	7	simplest	simple	ADJ
dem-4192	41	8	diagbekk	diagbekk	NOUN
dem-4192	41	9	model	model	NOUN
dem-4192	41	10	with	with	ADP
dem-4192	41	11	1	1	NUM
dem-4192	41	12	=	=	SYM
dem-4192	41	13	k	k	PROPN
dem-4192	41	14	for	for	ADP
dem-4192	41	15	garch(1,1	garch(1,1	NOUN
dem-4192	41	16	)	)	PUNCT
dem-4192	41	17	model	model	NOUN
dem-4192	41	18	in	in	ADP
dem-4192	41	19	following	follow	VERB
dem-4192	41	20	way	way	NOUN
dem-4192	41	21	:	:	PUNCT
dem-4192	41	22	.1111111111100	.1111111111100	PROPN
dem-4192	41	23	ghgayyaccη	ghgayyaccη	PROPN
dem-4192	41	24	−−−	−−−	AUX
dem-4192	41	25	′+′′+′=	′+′′+′=	PROPN
dem-4192	42	1	tttt	tttt	NOUN
dem-4192	42	2	(	(	PUNCT
dem-4192	42	3	5	5	NUM
dem-4192	42	4	)	)	PUNCT
dem-4192	42	5	3	3	NUM
dem-4192	42	6	.	.	PUNCT
dem-4192	42	7	empirical	empirical	ADJ
dem-4192	42	8	analysis	analysis	NOUN
dem-4192	42	9	this	this	DET
dem-4192	42	10	paper	paper	NOUN
dem-4192	42	11	contains	contain	VERB
dem-4192	42	12	an	an	DET
dem-4192	42	13	analysis	analysis	NOUN
dem-4192	42	14	of	of	ADP
dem-4192	42	15	daily	daily	ADJ
dem-4192	42	16	log	log	NOUN
dem-4192	42	17	-	-	PUNCT
dem-4192	42	18	returns	return	NOUN
dem-4192	42	19	series	series	NOUN
dem-4192	42	20	of	of	ADP
dem-4192	42	21	three	three	NUM
dem-4192	42	22	automotive	automotive	ADJ
dem-4192	42	23	companies	company	NOUN
dem-4192	42	24	listed	list	VERB
dem-4192	42	25	on	on	ADP
dem-4192	42	26	the	the	DET
dem-4192	42	27	new	new	PROPN
dem-4192	42	28	york	york	PROPN
dem-4192	42	29	stock	stock	PROPN
dem-4192	42	30	exchange	exchange	PROPN
dem-4192	42	31	:	:	PUNCT
dem-4192	42	32	general	general	ADJ
dem-4192	42	33	motors	motors	PROPN
dem-4192	42	34	(	(	PUNCT
dem-4192	42	35	nyse	nyse	PROPN
dem-4192	42	36	:	:	PUNCT
dem-4192	42	37	gm	gm	PROPN
dem-4192	42	38	)	)	PUNCT
dem-4192	42	39	,	,	PUNCT
dem-4192	42	40	ford	ford	PROPN
dem-4192	42	41	motor	motor	PROPN
dem-4192	42	42	company	company	PROPN
dem-4192	42	43	(	(	PUNCT
dem-4192	42	44	nyse	nyse	PROPN
dem-4192	42	45	:	:	PUNCT
dem-4192	42	46	f	f	X
dem-4192	42	47	)	)	PUNCT
dem-4192	42	48	and	and	CCONJ
dem-4192	42	49	daimler	daimler	PROPN
dem-4192	42	50	ag	ag	PROPN
dem-4192	42	51	(	(	PUNCT
dem-4192	42	52	nyse	nyse	PROPN
dem-4192	42	53	:	:	PUNCT
dem-4192	42	54	dai	dai	PROPN
dem-4192	42	55	)	)	PUNCT
dem-4192	42	56	.	.	PUNCT
dem-4192	43	1	there	there	PRON
dem-4192	43	2	are	be	VERB
dem-4192	43	3	some	some	DET
dem-4192	43	4	indications	indication	NOUN
dem-4192	43	5	that	that	SCONJ
dem-4192	43	6	the	the	DET
dem-4192	43	7	crisis	crisis	NOUN
dem-4192	43	8	in	in	ADP
dem-4192	43	9	the	the	DET
dem-4192	43	10	automobile	automobile	NOUN
dem-4192	43	11	industry	industry	NOUN
dem-4192	43	12	connected	connect	VERB
dem-4192	43	13	with	with	ADP
dem-4192	43	14	the	the	DET
dem-4192	43	15	current	current	ADJ
dem-4192	43	16	economic	economic	ADJ
dem-4192	43	17	crisis	crisis	NOUN
dem-4192	43	18	began	begin	VERB
dem-4192	43	19	in	in	ADP
dem-4192	43	20	mid-2008	mid-2008	NOUN
dem-4192	43	21	.	.	PUNCT
dem-4192	44	1	in	in	ADP
dem-4192	44	2	our	our	PRON
dem-4192	44	3	analysis	analysis	NOUN
dem-4192	44	4	,	,	PUNCT
dem-4192	44	5	a	a	DET
dem-4192	44	6	start	start	NOUN
dem-4192	44	7	date	date	NOUN
dem-4192	44	8	for	for	ADP
dem-4192	44	9	crisis	crisis	NOUN
dem-4192	44	10	in	in	ADP
dem-4192	44	11	the	the	DET
dem-4192	44	12	automotive	automotive	ADJ
dem-4192	44	13	industry	industry	NOUN
dem-4192	44	14	is	be	AUX
dem-4192	44	15	set	set	VERB
dem-4192	44	16	on	on	ADP
dem-4192	44	17	1	1	NUM
dem-4192	44	18	july	july	PROPN
dem-4192	44	19	2008	2008	NUM
dem-4192	44	20	.	.	PUNCT
dem-4192	45	1	an	an	DET
dem-4192	45	2	investigation	investigation	NOUN
dem-4192	45	3	is	be	AUX
dem-4192	45	4	made	make	VERB
dem-4192	45	5	for	for	ADP
dem-4192	45	6	two	two	NUM
dem-4192	45	7	periods	period	NOUN
dem-4192	45	8	separately	separately	ADV
dem-4192	45	9	:	:	PUNCT
dem-4192	45	10	before	before	ADP
dem-4192	45	11	crisis	crisis	NOUN
dem-4192	45	12	(	(	PUNCT
dem-4192	45	13	january	january	PROPN
dem-4192	45	14	3	3	NUM
dem-4192	45	15	,	,	PUNCT
dem-4192	45	16	2007	2007	NUM
dem-4192	45	17	to	to	ADP
dem-4192	45	18	june	june	PROPN
dem-4192	45	19	30	30	NUM
dem-4192	45	20	,	,	PUNCT
dem-4192	45	21	2008	2008	NUM
dem-4192	45	22	)	)	PUNCT
dem-4192	45	23	and	and	CCONJ
dem-4192	45	24	during	during	ADP
dem-4192	45	25	crisis	crisis	NOUN
dem-4192	45	26	(	(	PUNCT
dem-4192	45	27	july	july	PROPN
dem-4192	45	28	1	1	NUM
dem-4192	45	29	,	,	PUNCT
dem-4192	45	30	2008	2008	NUM
dem-4192	45	31	to	to	ADP
dem-4192	45	32	may	may	PROPN
dem-4192	45	33	5	5	NUM
dem-4192	45	34	,	,	PUNCT
dem-4192	45	35	2009	2009	NUM
dem-4192	45	36	)	)	PUNCT
dem-4192	45	37	.	.	PUNCT
dem-4192	46	1	we	we	PRON
dem-4192	46	2	use	use	VERB
dem-4192	46	3	following	follow	VERB
dem-4192	46	4	designations	designation	NOUN
dem-4192	46	5	for	for	ADP
dem-4192	46	6	time	time	NOUN
dem-4192	46	7	-	-	PUNCT
dem-4192	46	8	series	series	NOUN
dem-4192	46	9	:	:	PUNCT
dem-4192	46	10	gm_1	gm_1	PROPN
dem-4192	46	11	,	,	PUNCT
dem-4192	46	12	f_1	f_1	NOUN
dem-4192	46	13	,	,	PUNCT
dem-4192	46	14	dai_1	dai_1	NOUN
dem-4192	46	15	and	and	CCONJ
dem-4192	46	16	gm_2	gm_2	PROPN
dem-4192	46	17	,	,	PUNCT
dem-4192	46	18	f_2	f_2	PROPN
dem-4192	46	19	,	,	PUNCT
dem-4192	46	20	dai_2	dai_2	PRON
dem-4192	46	21	respectively	respectively	ADV
dem-4192	46	22	.	.	PUNCT
dem-4192	47	1	figure	figure	VERB
dem-4192	47	2	1	1	NUM
dem-4192	47	3	presents	present	VERB
dem-4192	47	4	the	the	DET
dem-4192	47	5	plots	plot	NOUN
dem-4192	47	6	of	of	ADP
dem-4192	47	7	daily	daily	ADJ
dem-4192	47	8	log	log	NOUN
dem-4192	47	9	-	-	PUNCT
dem-4192	47	10	returns	return	NOUN
dem-4192	47	11	series	series	NOUN
dem-4192	47	12	for	for	ADP
dem-4192	47	13	investigated	investigate	VERB
dem-4192	47	14	companies	company	NOUN
dem-4192	47	15	.	.	PUNCT
dem-4192	48	1	one	one	PRON
dem-4192	48	2	can	can	AUX
dem-4192	48	3	see	see	VERB
dem-4192	48	4	that	that	PRON
dem-4192	48	5	in	in	ADP
dem-4192	48	6	mid-2008	mid-2008	NOUN
dem-4192	48	7	dynamics	dynamic	NOUN
dem-4192	48	8	of	of	ADP
dem-4192	48	9	examined	examine	VERB
dem-4192	48	10	series	series	NOUN
dem-4192	48	11	has	have	AUX
dem-4192	48	12	changed	change	VERB
dem-4192	48	13	.	.	PUNCT
dem-4192	49	1	there	there	PRON
dem-4192	49	2	is	be	VERB
dem-4192	49	3	a	a	DET
dem-4192	49	4	significant	significant	ADJ
dem-4192	49	5	increase	increase	NOUN
dem-4192	49	6	in	in	ADP
dem-4192	49	7	volatility	volatility	NOUN
dem-4192	49	8	.	.	PUNCT
dem-4192	50	1	this	this	PRON
dem-4192	50	2	is	be	AUX
dem-4192	50	3	most	most	ADV
dem-4192	50	4	strongly	strongly	ADV
dem-4192	50	5	marked	mark	VERB
dem-4192	50	6	in	in	ADP
dem-4192	50	7	the	the	DET
dem-4192	50	8	period	period	NOUN
dem-4192	50	9	from	from	ADP
dem-4192	50	10	mid	mid	NOUN
dem-4192	50	11	-	-	PROPN
dem-4192	50	12	september	september	PROPN
dem-4192	50	13	to	to	ADP
dem-4192	50	14	the	the	DET
dem-4192	50	15	end	end	NOUN
dem-4192	50	16	of	of	ADP
dem-4192	50	17	december	december	PROPN
dem-4192	50	18	.	.	PUNCT
dem-4192	51	1	this	this	PRON
dem-4192	51	2	was	be	AUX
dem-4192	51	3	the	the	DET
dem-4192	51	4	period	period	NOUN
dem-4192	51	5	of	of	ADP
dem-4192	51	6	greatest	great	ADJ
dem-4192	51	7	uncertainty	uncertainty	NOUN
dem-4192	51	8	in	in	ADP
dem-4192	51	9	financial	financial	ADJ
dem-4192	51	10	markets	market	NOUN
dem-4192	51	11	:	:	PUNCT
dem-4192	51	12	september	september	PROPN
dem-4192	51	13	15	15	NUM
dem-4192	51	14	–	–	PUNCT
dem-4192	51	15	the	the	DET
dem-4192	51	16	collapse	collapse	NOUN
dem-4192	51	17	of	of	ADP
dem-4192	51	18	lehman	lehman	PROPN
dem-4192	51	19	brothers	brother	NOUN
dem-4192	51	20	,	,	PUNCT
dem-4192	51	21	which	which	PRON
dem-4192	51	22	caused	cause	VERB
dem-4192	51	23	a	a	DET
dem-4192	51	24	crash	crash	NOUN
dem-4192	51	25	on	on	ADP
dem-4192	51	26	the	the	DET
dem-4192	51	27	american	american	PROPN
dem-4192	51	28	stock	stock	PROPN
dem-4192	51	29	exchange	exchange	PROPN
dem-4192	51	30	,	,	PUNCT
dem-4192	51	31	early	early	ADJ
dem-4192	51	32	october	october	PROPN
dem-4192	51	33	–	–	PUNCT
dem-4192	51	34	events	event	NOUN
dem-4192	51	35	in	in	ADP
dem-4192	51	36	iceland	iceland	NOUN
dem-4192	51	37	.	.	PUNCT
dem-4192	52	1	in	in	ADP
dem-4192	52	2	addition	addition	NOUN
dem-4192	52	3	,	,	PUNCT
dem-4192	52	4	due	due	ADP
dem-4192	52	5	to	to	ADP
dem-4192	52	6	rapid	rapid	ADJ
dem-4192	52	7	increase	increase	NOUN
dem-4192	52	8	in	in	ADP
dem-4192	52	9	oil	oil	NOUN
dem-4192	52	10	prices	price	NOUN
dem-4192	52	11	(	(	PUNCT
dem-4192	52	12	by	by	ADP
dem-4192	52	13	mid-2008	mid-2008	NOUN
dem-4192	52	14	)	)	PUNCT
dem-4192	52	15	and	and	CCONJ
dem-4192	52	16	credit	credit	NOUN
dem-4192	52	17	crunch	crunch	NOUN
dem-4192	52	18	,	,	PUNCT
dem-4192	52	19	car	car	NOUN
dem-4192	52	20	manufacturers	manufacturer	NOUN
dem-4192	52	21	have	have	AUX
dem-4192	52	22	noted	note	VERB
dem-4192	52	23	the	the	DET
dem-4192	52	24	next	next	ADJ
dem-4192	52	25	drop	drop	NOUN
dem-4192	52	26	in	in	ADP
dem-4192	52	27	sales	sale	NOUN
dem-4192	52	28	.	.	PUNCT
dem-4192	53	1	general	general	ADJ
dem-4192	53	2	motors	motors	PROPN
dem-4192	53	3	,	,	PUNCT
dem-4192	53	4	along	along	ADP
dem-4192	53	5	with	with	ADP
dem-4192	53	6	chrysler	chrysler	NOUN
dem-4192	53	7	,	,	PUNCT
dem-4192	53	8	has	have	AUX
dem-4192	53	9	started	start	VERB
dem-4192	53	10	efforts	effort	NOUN
dem-4192	53	11	to	to	PART
dem-4192	53	12	receive	receive	VERB
dem-4192	53	13	aid	aid	NOUN
dem-4192	53	14	from	from	ADP
dem-4192	53	15	the	the	DET
dem-4192	53	16	american	american	ADJ
dem-4192	53	17	governments	government	NOUN
dem-4192	53	18	because	because	SCONJ
dem-4192	53	19	of	of	ADP
dem-4192	53	20	the	the	DET
dem-4192	53	21	threat	threat	NOUN
dem-4192	53	22	of	of	ADP
dem-4192	53	23	bankruptcy	bankruptcy	NOUN
dem-4192	53	24	.	.	PUNCT
dem-4192	54	1	these	these	DET
dem-4192	54	2	events	event	NOUN
dem-4192	54	3	coincide	coincide	VERB
dem-4192	54	4	in	in	ADP
dem-4192	54	5	time	time	NOUN
dem-4192	54	6	with	with	ADP
dem-4192	54	7	periods	period	NOUN
dem-4192	54	8	of	of	ADP
dem-4192	54	9	increased	increase	VERB
dem-4192	54	10	volatility	volatility	NOUN
dem-4192	54	11	in	in	ADP
dem-4192	54	12	the	the	DET
dem-4192	54	13	exblanka	exblanka	PROPN
dem-4192	54	14	łęt	łęt	NOUN
dem-4192	54	15	46	46	NUM
dem-4192	54	16	amined	amine	VERB
dem-4192	54	17	series	series	NOUN
dem-4192	54	18	.	.	PUNCT
dem-4192	55	1	december	december	PROPN
dem-4192	55	2	19	19	NUM
dem-4192	55	3	,	,	PUNCT
dem-4192	55	4	2008	2008	NUM
dem-4192	55	5	,	,	PUNCT
dem-4192	55	6	u.s	u.s	PROPN
dem-4192	55	7	.	.	PROPN
dem-4192	55	8	president	president	PROPN
dem-4192	55	9	has	have	AUX
dem-4192	55	10	approved	approve	VERB
dem-4192	55	11	financial	financial	ADJ
dem-4192	55	12	help	help	NOUN
dem-4192	55	13	for	for	ADP
dem-4192	55	14	general	general	ADJ
dem-4192	55	15	motors	motor	NOUN
dem-4192	55	16	and	and	CCONJ
dem-4192	55	17	chrysler	chrysler	PROPN
dem-4192	55	18	.	.	PUNCT
dem-4192	56	1	from	from	ADP
dem-4192	56	2	that	that	DET
dem-4192	56	3	moment	moment	NOUN
dem-4192	56	4	,	,	PUNCT
dem-4192	56	5	we	we	PRON
dem-4192	56	6	can	can	AUX
dem-4192	56	7	observe	observe	VERB
dem-4192	56	8	some	some	DET
dem-4192	56	9	sedation	sedation	NOUN
dem-4192	56	10	,	,	PUNCT
dem-4192	56	11	which	which	PRON
dem-4192	56	12	lasts	last	VERB
dem-4192	56	13	only	only	ADV
dem-4192	56	14	until	until	ADP
dem-4192	56	15	mid	mid	PROPN
dem-4192	56	16	-	-	PROPN
dem-4192	56	17	february	february	NOUN
dem-4192	56	18	2009	2009	NUM
dem-4192	56	19	.	.	PUNCT
dem-4192	57	1	this	this	PRON
dem-4192	57	2	corresponds	correspond	VERB
dem-4192	57	3	to	to	ADP
dem-4192	57	4	the	the	DET
dem-4192	57	5	moment	moment	NOUN
dem-4192	57	6	when	when	SCONJ
dem-4192	57	7	general	general	ADJ
dem-4192	57	8	motors	motor	NOUN
dem-4192	57	9	and	and	CCONJ
dem-4192	57	10	chrysler	chrysler	PROPN
dem-4192	57	11	have	have	AUX
dem-4192	57	12	asked	ask	VERB
dem-4192	57	13	the	the	DET
dem-4192	57	14	government	government	NOUN
dem-4192	57	15	for	for	ADP
dem-4192	57	16	more	more	ADJ
dem-4192	57	17	financial	financial	ADJ
dem-4192	57	18	support	support	NOUN
dem-4192	57	19	(	(	PUNCT
dem-4192	57	20	february	february	PROPN
dem-4192	57	21	18	18	NUM
dem-4192	57	22	)	)	PUNCT
dem-4192	57	23	.	.	PUNCT
dem-4192	58	1	figure	figure	NOUN
dem-4192	58	2	1	1	NUM
dem-4192	58	3	.	.	PUNCT
dem-4192	59	1	gm	gm	PROPN
dem-4192	59	2	,	,	PUNCT
dem-4192	59	3	f	f	PROPN
dem-4192	59	4	and	and	CCONJ
dem-4192	59	5	dai	dai	PROPN
dem-4192	59	6	–	–	PUNCT
dem-4192	59	7	daily	daily	ADJ
dem-4192	59	8	log	log	NOUN
dem-4192	59	9	-	-	PUNCT
dem-4192	59	10	returns	return	NOUN
dem-4192	59	11	.	.	PUNCT
dem-4192	60	1	period	period	NOUN
dem-4192	60	2	3.01.2007	3.01.2007	NUM
dem-4192	60	3	–	–	PUNCT
dem-4192	60	4	5.05.2009	5.05.2009	NUM
dem-4192	60	5	we	we	PRON
dem-4192	60	6	calculate	calculate	VERB
dem-4192	60	7	the	the	DET
dem-4192	60	8	most	most	ADV
dem-4192	60	9	important	important	ADJ
dem-4192	60	10	descriptive	descriptive	ADJ
dem-4192	60	11	statistics	statistic	NOUN
dem-4192	60	12	of	of	ADP
dem-4192	60	13	the	the	DET
dem-4192	60	14	return	return	NOUN
dem-4192	60	15	series	series	NOUN
dem-4192	60	16	for	for	ADP
dem-4192	60	17	first	first	ADJ
dem-4192	60	18	and	and	CCONJ
dem-4192	60	19	second	second	ADJ
dem-4192	60	20	period	period	NOUN
dem-4192	60	21	separately	separately	ADV
dem-4192	60	22	.	.	PUNCT
dem-4192	61	1	the	the	DET
dem-4192	61	2	results	result	NOUN
dem-4192	61	3	are	be	AUX
dem-4192	61	4	contained	contain	VERB
dem-4192	61	5	in	in	ADP
dem-4192	61	6	table	table	NOUN
dem-4192	61	7	1	1	NUM
dem-4192	61	8	.	.	PUNCT
dem-4192	61	9	table	table	NOUN
dem-4192	61	10	1	1	NUM
dem-4192	61	11	.	.	PUNCT
dem-4192	61	12	descriptive	descriptive	ADJ
dem-4192	61	13	statistics	statistic	NOUN
dem-4192	61	14	of	of	ADP
dem-4192	61	15	the	the	DET
dem-4192	61	16	return	return	NOUN
dem-4192	61	17	series	series	NOUN
dem-4192	62	1	min	min	PROPN
dem-4192	62	2	mean	mean	PROPN
dem-4192	62	3	max	max	PROPN
dem-4192	62	4	std	std	PROPN
dem-4192	62	5	.	.	PUNCT
dem-4192	63	1	deviation	deviation	NOUN
dem-4192	63	2	skewness	skewness	NOUN
dem-4192	63	3	kurtosis	kurtosis	VERB
dem-4192	63	4	gm_1	gm_1	PROPN
dem-4192	63	5	-0.114	-0.114	SYM
dem-4192	63	6	-0.003	-0.003	NOUN
dem-4192	63	7	0.096	0.096	NUM
dem-4192	63	8	0.029	0.029	NUM
dem-4192	63	9	0.096	0.096	NUM
dem-4192	63	10	1.164	1.164	NUM
dem-4192	63	11	gm_2	gm_2	NOUN
dem-4192	63	12	-0.373	-0.373	PUNCT
dem-4192	63	13	-0.009	-0.009	NUM
dem-4192	63	14	0.301	0.301	NUM
dem-4192	63	15	0.097	0.097	NUM
dem-4192	63	16	-0.281	-0.281	PUNCT
dem-4192	63	17	1.749	1.749	NUM
dem-4192	63	18	f_1	f_1	PROPN
dem-4192	63	19	-0.113	-0.113	NOUN
dem-4192	63	20	-0.001	-0.001	PROPN
dem-4192	63	21	0.111	0.111	NUM
dem-4192	63	22	0.026	0.026	NUM
dem-4192	63	23	0.012	0.012	NUM
dem-4192	63	24	2.167	2.167	NUM
dem-4192	63	25	f_2	f_2	NOUN
dem-4192	63	26	-0.288	-0.288	PUNCT
dem-4192	63	27	-0.001	-0.001	PUNCT
dem-4192	63	28	0.259	0.259	NUM
dem-4192	63	29	0.072	0.072	NUM
dem-4192	63	30	0.088	0.088	NUM
dem-4192	63	31	3.120	3.120	NUM
dem-4192	63	32	dai_1	dai_1	NOUN
dem-4192	63	33	-0.076	-0.076	PROPN
dem-4192	63	34	0.000	0.000	NUM
dem-4192	63	35	0.079	0.079	NUM
dem-4192	63	36	0.020	0.020	NUM
dem-4192	63	37	-0.032	-0.032	ADP
dem-4192	63	38	1.417	1.417	NUM
dem-4192	63	39	dai_2	dai_2	NOUN
dem-4192	63	40	-0.165	-0.165	NUM
dem-4192	63	41	-0.002	-0.002	PUNCT
dem-4192	63	42	0.199	0.199	NUM
dem-4192	63	43	0.053	0.053	NUM
dem-4192	63	44	0.050	0.050	NUM
dem-4192	63	45	1.219	1.219	NUM
dem-4192	63	46	clear	clear	ADJ
dem-4192	63	47	differences	difference	NOUN
dem-4192	63	48	between	between	ADP
dem-4192	63	49	log	log	NOUN
dem-4192	63	50	-	-	PUNCT
dem-4192	63	51	returns	return	NOUN
dem-4192	63	52	series	series	NOUN
dem-4192	63	53	of	of	ADP
dem-4192	63	54	the	the	DET
dem-4192	63	55	investigated	investigate	VERB
dem-4192	63	56	companies	company	NOUN
dem-4192	63	57	have	have	AUX
dem-4192	63	58	been	be	AUX
dem-4192	63	59	noted	note	VERB
dem-4192	63	60	based	base	VERB
dem-4192	63	61	on	on	ADP
dem-4192	63	62	chart	chart	NOUN
dem-4192	63	63	already	already	ADV
dem-4192	63	64	.	.	PUNCT
dem-4192	64	1	these	these	DET
dem-4192	64	2	observations	observation	NOUN
dem-4192	64	3	are	be	AUX
dem-4192	64	4	confirmed	confirm	VERB
dem-4192	64	5	by	by	ADP
dem-4192	64	6	calculated	calculate	VERB
dem-4192	64	7	descriptive	descriptive	ADJ
dem-4192	64	8	statistics	statistic	NOUN
dem-4192	64	9	.	.	PUNCT
dem-4192	65	1	in	in	ADP
dem-4192	65	2	all	all	DET
dem-4192	65	3	cases	case	NOUN
dem-4192	65	4	during	during	ADP
dem-4192	65	5	the	the	DET
dem-4192	65	6	crisis	crisis	NOUN
dem-4192	65	7	,	,	PUNCT
dem-4192	65	8	there	there	PRON
dem-4192	65	9	is	be	VERB
dem-4192	65	10	stronger	strong	ADJ
dem-4192	65	11	volatility	volatility	NOUN
dem-4192	65	12	and	and	CCONJ
dem-4192	65	13	extreme	extreme	ADJ
dem-4192	65	14	values	value	NOUN
dem-4192	65	15	–	–	PUNCT
dem-4192	65	16	both	both	CCONJ
dem-4192	65	17	positive	positive	ADJ
dem-4192	65	18	and	and	CCONJ
dem-4192	65	19	negative	negative	ADJ
dem-4192	65	20	–	–	PUNCT
dem-4192	65	21	are	be	AUX
dem-4192	65	22	higher	high	ADJ
dem-4192	65	23	.	.	PUNCT
dem-4192	66	1	the	the	DET
dem-4192	66	2	changes	change	NOUN
dem-4192	66	3	of	of	ADP
dem-4192	66	4	skewness	skewness	NOUN
dem-4192	66	5	vary	vary	VERB
dem-4192	66	6	for	for	ADP
dem-4192	66	7	each	each	DET
dem-4192	66	8	series	series	NOUN
dem-4192	66	9	.	.	PUNCT
dem-4192	67	1	we	we	PRON
dem-4192	67	2	observe	observe	VERB
dem-4192	67	3	that	that	SCONJ
dem-4192	67	4	log	log	NOUN
dem-4192	67	5	-	-	PUNCT
dem-4192	67	6	return	return	NOUN
dem-4192	67	7	series	series	NOUN
dem-4192	67	8	of	of	ADP
dem-4192	67	9	gm	gm	PROPN
dem-4192	67	10	had	have	VERB
dem-4192	67	11	positive	positive	ADJ
dem-4192	67	12	skew	skew	NOUN
dem-4192	67	13	in	in	ADP
dem-4192	67	14	the	the	DET
dem-4192	67	15	first	first	ADJ
dem-4192	67	16	period	period	NOUN
dem-4192	67	17	and	and	CCONJ
dem-4192	67	18	during	during	ADP
dem-4192	67	19	the	the	DET
dem-4192	67	20	crisis	crisis	NOUN
dem-4192	67	21	it	it	PRON
dem-4192	67	22	changed	change	VERB
dem-4192	67	23	to	to	AUX
dem-4192	67	24	negative	negative	ADJ
dem-4192	67	25	.	.	PUNCT
dem-4192	68	1	negative	negative	ADJ
dem-4192	68	2	returns	return	NOUN
dem-4192	68	3	of	of	ADP
dem-4192	68	4	general	general	ADJ
dem-4192	68	5	motors	motor	NOUN
dem-4192	68	6	occurred	occur	VERB
dem-4192	68	7	more	more	ADV
dem-4192	68	8	often	often	ADV
dem-4192	68	9	because	because	SCONJ
dem-4192	68	10	of	of	ADP
dem-4192	68	11	the	the	DET
dem-4192	68	12	many	many	ADJ
dem-4192	68	13	problems	problem	NOUN
dem-4192	68	14	of	of	ADP
dem-4192	68	15	this	this	DET
dem-4192	68	16	company	company	NOUN
dem-4192	68	17	and	and	CCONJ
dem-4192	68	18	necessity	necessity	NOUN
dem-4192	68	19	of	of	ADP
dem-4192	68	20	government	government	NOUN
dem-4192	68	21	help	help	NOUN
dem-4192	68	22	.	.	PUNCT
dem-4192	69	1	return	return	VERB
dem-4192	69	2	series	series	NOUN
dem-4192	69	3	of	of	ADP
dem-4192	69	4	daimler	daimler	PROPN
dem-4192	69	5	ag	ag	PROPN
dem-4192	69	6	behaved	behave	VERB
dem-4192	69	7	conversely	conversely	ADV
dem-4192	69	8	.	.	PUNCT
dem-4192	70	1	ford	ford	PROPN
dem-4192	70	2	was	be	AUX
dem-4192	70	3	characterized	characterize	VERB
dem-4192	70	4	by	by	ADP
dem-4192	70	5	positive	positive	ADJ
dem-4192	70	6	skewness	skewness	NOUN
dem-4192	70	7	and	and	CCONJ
dem-4192	70	8	during	during	ADP
dem-4192	70	9	the	the	DET
dem-4192	70	10	crisis	crisis	NOUN
dem-4192	70	11	asymmetry	asymmetry	NOUN
dem-4192	70	12	was	be	AUX
dem-4192	70	13	stronger	strong	ADJ
dem-4192	70	14	.	.	PUNCT
dem-4192	71	1	more	more	ADV
dem-4192	71	2	frequent	frequent	ADJ
dem-4192	71	3	positive	positive	ADJ
dem-4192	71	4	dynamics	dynamic	NOUN
dem-4192	71	5	of	of	ADP
dem-4192	71	6	multivariate	multivariate	NOUN
dem-4192	71	7	return	return	NOUN
dem-4192	71	8	series	series	NOUN
dem-4192	71	9	of	of	ADP
dem-4192	71	10	u.s	u.s	PROPN
dem-4192	71	11	.	.	PROPN
dem-4192	71	12	automotive	automotive	ADJ
dem-4192	71	13	stock	stock	NOUN
dem-4192	71	14	companies	company	NOUN
dem-4192	71	15	…	…	PUNCT
dem-4192	71	16	47	47	NUM
dem-4192	71	17	returns	return	NOUN
dem-4192	71	18	for	for	ADP
dem-4192	71	19	ford	ford	NOUN
dem-4192	71	20	probably	probably	ADV
dem-4192	71	21	resulted	result	VERB
dem-4192	71	22	from	from	ADP
dem-4192	71	23	a	a	DET
dem-4192	71	24	better	well	ADJ
dem-4192	71	25	perception	perception	NOUN
dem-4192	71	26	of	of	ADP
dem-4192	71	27	the	the	DET
dem-4192	71	28	manufacturer	manufacturer	NOUN
dem-4192	71	29	by	by	ADP
dem-4192	71	30	investors	investor	NOUN
dem-4192	71	31	–	–	PUNCT
dem-4192	71	32	company	company	NOUN
dem-4192	71	33	did	do	AUX
dem-4192	71	34	not	not	PART
dem-4192	71	35	ask	ask	VERB
dem-4192	71	36	for	for	ADP
dem-4192	71	37	government	government	NOUN
dem-4192	71	38	aid	aid	NOUN
dem-4192	71	39	despite	despite	SCONJ
dem-4192	71	40	the	the	DET
dem-4192	71	41	prevailing	prevail	VERB
dem-4192	71	42	situation	situation	NOUN
dem-4192	71	43	.	.	PUNCT
dem-4192	72	1	in	in	ADP
dem-4192	72	2	all	all	DET
dem-4192	72	3	cases	case	NOUN
dem-4192	72	4	series	series	NOUN
dem-4192	72	5	were	be	AUX
dem-4192	72	6	leptokurtic	leptokurtic	ADJ
dem-4192	72	7	.	.	PUNCT
dem-4192	73	1	table	table	NOUN
dem-4192	73	2	2	2	NUM
dem-4192	73	3	.	.	PUNCT
dem-4192	74	1	parameter	parameter	NOUN
dem-4192	74	2	estimates	estimate	NOUN
dem-4192	74	3	for	for	ADP
dem-4192	74	4	the	the	DET
dem-4192	74	5	fitted	fit	VERB
dem-4192	74	6	diagbekk	diagbekk	NOUN
dem-4192	74	7	model	model	NOUN
dem-4192	74	8	for	for	ADP
dem-4192	74	9	two	two	NUM
dem-4192	74	10	periods	period	NOUN
dem-4192	74	11	:	:	PUNCT
dem-4192	74	12	before	before	ADP
dem-4192	74	13	(	(	PUNCT
dem-4192	74	14	first	first	ADJ
dem-4192	74	15	period	period	NOUN
dem-4192	74	16	)	)	PUNCT
dem-4192	74	17	and	and	CCONJ
dem-4192	74	18	during	during	ADP
dem-4192	74	19	crisis	crisis	NOUN
dem-4192	74	20	(	(	PUNCT
dem-4192	74	21	second	second	ADJ
dem-4192	74	22	period	period	NOUN
dem-4192	74	23	)	)	PUNCT
dem-4192	74	24	.	.	PUNCT
dem-4192	75	1	df	df	PROPN
dem-4192	75	2	is	be	AUX
dem-4192	75	3	the	the	DET
dem-4192	75	4	degree	degree	NOUN
dem-4192	75	5	of	of	ADP
dem-4192	75	6	freedom	freedom	NOUN
dem-4192	75	7	for	for	ADP
dem-4192	75	8	student	student	NOUN
dem-4192	75	9	’s	’s	PART
dem-4192	75	10	t	t	NOUN
dem-4192	75	11	error	error	NOUN
dem-4192	75	12	distribution	distribution	NOUN
dem-4192	75	13	first	first	ADJ
dem-4192	75	14	period	period	NOUN
dem-4192	75	15	second	second	ADJ
dem-4192	75	16	period	period	NOUN
dem-4192	75	17	estimate	estimate	VERB
dem-4192	75	18	p	p	ADJ
dem-4192	75	19	-	-	PUNCT
dem-4192	75	20	value	value	NOUN
dem-4192	75	21	estimate	estimate	NOUN
dem-4192	75	22	p	p	NOUN
dem-4192	75	23	-	-	PUNCT
dem-4192	75	24	value	value	NOUN
dem-4192	75	25	01φ	01φ	PUNCT
dem-4192	75	26	-0.0019	-0.0019	VERB
dem-4192	76	1	0.1685	0.1685	NUM
dem-4192	76	2	02φ	02φ	NOUN
dem-4192	76	3	-0.0005	-0.0005	VERB
dem-4192	76	4	0.6900	0.6900	NUM
dem-4192	76	5	03φ	03φ	NUM
dem-4192	77	1	0.0004	0.0004	NUM
dem-4192	77	2	0.6621	0.6621	NUM
dem-4192	77	3	11,0c	11,0c	ADJ
dem-4192	77	4	0.0143	0.0143	NUM
dem-4192	77	5	0.0000	0.0000	NUM
dem-4192	77	6	0.0428	0.0428	NUM
dem-4192	77	7	0.0126	0.0126	NUM
dem-4192	77	8	12,0c	12,0c	NOUN
dem-4192	77	9	0.0207	0.0207	NUM
dem-4192	77	10	0.0000	0.0000	NUM
dem-4192	77	11	0.0171	0.0171	NUM
dem-4192	77	12	0.0007	0.0007	NUM
dem-4192	77	13	13,0c	13,0c	NOUN
dem-4192	77	14	0.0033	0.0033	NUM
dem-4192	77	15	0.0000	0.0000	NUM
dem-4192	77	16	0.0169	0.0169	NUM
dem-4192	77	17	0.0000	0.0000	NUM
dem-4192	77	18	22,0c	22,0c	NOUN
dem-4192	77	19	0.0040	0.0040	NUM
dem-4192	77	20	0.2478	0.2478	NUM
dem-4192	77	21	0.0183	0.0183	NUM
dem-4192	77	22	0.0130	0.0130	NUM
dem-4192	77	23	23,0c	23,0c	NOUN
dem-4192	77	24	0.0043	0.0043	NUM
dem-4192	77	25	0.0118	0.0118	NUM
dem-4192	77	26	0.0041	0.0041	NUM
dem-4192	77	27	0.4872	0.4872	NUM
dem-4192	77	28	33,0c	33,0c	NOUN
dem-4192	77	29	0.0000	0.0000	NUM
dem-4192	77	30	0.7009	0.7009	NUM
dem-4192	77	31	0.0000	0.0000	NUM
dem-4192	77	32	0.1715	0.1715	NUM
dem-4192	77	33	11,11	11,11	NOUN
dem-4192	77	34	g	g	ADP
dem-4192	77	35	0.8511	0.8511	NUM
dem-4192	77	36	0.0000	0.0000	NUM
dem-4192	77	37	0.8154	0.8154	NUM
dem-4192	77	38	0.0000	0.0000	NUM
dem-4192	77	39	22,11	22,11	NOUN
dem-4192	77	40	g	g	ADP
dem-4192	77	41	0.5137	0.5137	NUM
dem-4192	77	42	0.0000	0.0000	NUM
dem-4192	77	43	0.9081	0.9081	NUM
dem-4192	77	44	0.0000	0.0000	NUM
dem-4192	77	45	33,11	33,11	NOUN
dem-4192	77	46	g	g	ADP
dem-4192	77	47	0.9541	0.9541	NUM
dem-4192	77	48	0.0000	0.0000	NUM
dem-4192	77	49	0.9200	0.9200	NUM
dem-4192	77	50	0.0000	0.0000	NUM
dem-4192	77	51	11,11a	11,11a	NUM
dem-4192	77	52	0.1685	0.1685	NUM
dem-4192	77	53	0.0626	0.0626	NUM
dem-4192	77	54	0.3839	0.3839	NUM
dem-4192	77	55	0.0260	0.0260	NUM
dem-4192	77	56	22,11a	22,11a	NUM
dem-4192	77	57	-0.2554	-0.2554	NOUN
dem-4192	77	58	0.0054	0.0054	NUM
dem-4192	77	59	0.2056	0.2056	NUM
dem-4192	77	60	0.0703	0.0703	NUM
dem-4192	77	61	33,11a	33,11a	NUM
dem-4192	77	62	-0.1260	-0.1260	NOUN
dem-4192	77	63	0.0209	0.0209	NUM
dem-4192	77	64	-0.2426	-0.2426	NOUN
dem-4192	78	1	0.0000	0.0000	NUM
dem-4192	78	2	df	df	PROPN
dem-4192	78	3	5.3920	5.3920	NUM
dem-4192	78	4	0.0000	0.0000	NUM
dem-4192	78	5	we	we	PRON
dem-4192	78	6	applied	apply	VERB
dem-4192	78	7	diagbekk	diagbekk	NOUN
dem-4192	78	8	model	model	NOUN
dem-4192	78	9	to	to	PART
dem-4192	78	10	characterize	characterize	VERB
dem-4192	78	11	the	the	DET
dem-4192	78	12	dynamics	dynamic	NOUN
dem-4192	78	13	of	of	ADP
dem-4192	78	14	multivariate	multivariate	NOUN
dem-4192	78	15	time	time	NOUN
dem-4192	78	16	series	series	NOUN
dem-4192	78	17	and	and	CCONJ
dem-4192	78	18	changing	change	VERB
dem-4192	78	19	dependencies	dependency	NOUN
dem-4192	78	20	between	between	ADP
dem-4192	78	21	examined	examine	VERB
dem-4192	78	22	companies	company	NOUN
dem-4192	78	23	before	before	ADP
dem-4192	78	24	and	and	CCONJ
dem-4192	78	25	during	during	ADP
dem-4192	78	26	the	the	DET
dem-4192	78	27	crisis	crisis	NOUN
dem-4192	78	28	.	.	PUNCT
dem-4192	79	1	the	the	DET
dem-4192	79	2	results	result	NOUN
dem-4192	79	3	are	be	AUX
dem-4192	79	4	presented	present	VERB
dem-4192	79	5	in	in	ADP
dem-4192	79	6	table	table	NOUN
dem-4192	79	7	2	2	NUM
dem-4192	79	8	.	.	PUNCT
dem-4192	80	1	we	we	PRON
dem-4192	80	2	fit	fit	VERB
dem-4192	80	3	diagbekk	diagbekk	NOUN
dem-4192	80	4	model	model	NOUN
dem-4192	80	5	with	with	ADP
dem-4192	80	6	normal	normal	ADJ
dem-4192	80	7	distribution	distribution	NOUN
dem-4192	80	8	in	in	ADP
dem-4192	80	9	the	the	DET
dem-4192	80	10	first	first	ADJ
dem-4192	80	11	period	period	NOUN
dem-4192	80	12	and	and	CCONJ
dem-4192	80	13	student	student	NOUN
dem-4192	80	14	’s	’s	PART
dem-4192	80	15	t	t	NOUN
dem-4192	80	16	in	in	ADP
dem-4192	80	17	the	the	DET
dem-4192	80	18	second	second	ADJ
dem-4192	80	19	.	.	PUNCT
dem-4192	81	1	figure	figure	NOUN
dem-4192	81	2	2	2	NUM
dem-4192	81	3	presents	present	VERB
dem-4192	81	4	the	the	DET
dem-4192	81	5	plots	plot	NOUN
dem-4192	81	6	of	of	ADP
dem-4192	81	7	dynamic	dynamic	ADJ
dem-4192	81	8	conditional	conditional	ADJ
dem-4192	81	9	correlations	correlation	NOUN
dem-4192	81	10	from	from	ADP
dem-4192	81	11	model	model	NOUN
dem-4192	81	12	fitted	fit	VERB
dem-4192	81	13	for	for	ADP
dem-4192	81	14	the	the	DET
dem-4192	81	15	first	first	ADJ
dem-4192	81	16	period	period	NOUN
dem-4192	81	17	.	.	PUNCT
dem-4192	82	1	in	in	ADP
dem-4192	82	2	all	all	DET
dem-4192	82	3	cases	case	NOUN
dem-4192	82	4	there	there	PRON
dem-4192	82	5	were	be	VERB
dem-4192	82	6	only	only	ADV
dem-4192	82	7	positive	positive	ADJ
dem-4192	82	8	conditional	conditional	ADJ
dem-4192	82	9	correlations	correlation	NOUN
dem-4192	82	10	between	between	ADP
dem-4192	82	11	examined	examine	VERB
dem-4192	82	12	series	series	NOUN
dem-4192	82	13	.	.	PUNCT
dem-4192	83	1	the	the	DET
dem-4192	83	2	strongest	strong	ADJ
dem-4192	83	3	dependency	dependency	NOUN
dem-4192	83	4	was	be	AUX
dem-4192	83	5	between	between	ADP
dem-4192	83	6	general	general	ADJ
dem-4192	83	7	motors	motor	NOUN
dem-4192	83	8	and	and	CCONJ
dem-4192	83	9	ford	ford	PROPN
dem-4192	83	10	.	.	PUNCT
dem-4192	84	1	the	the	DET
dem-4192	84	2	mean	mean	NOUN
dem-4192	84	3	of	of	ADP
dem-4192	84	4	conditional	conditional	ADJ
dem-4192	84	5	correlations	correlation	NOUN
dem-4192	84	6	between	between	ADP
dem-4192	84	7	them	they	PRON
dem-4192	84	8	equals	equal	VERB
dem-4192	84	9	0.67	0.67	NUM
dem-4192	84	10	,	,	PUNCT
dem-4192	84	11	the	the	DET
dem-4192	84	12	lowest	low	ADJ
dem-4192	84	13	value	value	NOUN
dem-4192	84	14	equals	equal	VERB
dem-4192	84	15	0.12	0.12	NUM
dem-4192	84	16	,	,	PUNCT
dem-4192	84	17	the	the	DET
dem-4192	84	18	highest	high	ADJ
dem-4192	84	19	:	:	PUNCT
dem-4192	84	20	0.78	0.78	NUM
dem-4192	84	21	.	.	PUNCT
dem-4192	85	1	the	the	DET
dem-4192	85	2	mean	mean	NOUN
dem-4192	85	3	of	of	ADP
dem-4192	85	4	conditional	conditional	ADJ
dem-4192	85	5	correlations	correlation	NOUN
dem-4192	85	6	between	between	ADP
dem-4192	85	7	gm	gm	PROPN
dem-4192	85	8	and	and	CCONJ
dem-4192	85	9	dai	dai	PROPN
dem-4192	85	10	equals	equal	VERB
dem-4192	85	11	0.67	0.67	NUM
dem-4192	85	12	,	,	PUNCT
dem-4192	85	13	the	the	DET
dem-4192	85	14	lowest	low	ADJ
dem-4192	85	15	value	value	NOUN
dem-4192	85	16	equals	equal	VERB
dem-4192	85	17	0.12	0.12	NUM
dem-4192	85	18	,	,	PUNCT
dem-4192	85	19	the	the	DET
dem-4192	85	20	highest	high	ADJ
dem-4192	85	21	:	:	PUNCT
dem-4192	85	22	0.78	0.78	NUM
dem-4192	85	23	.	.	PUNCT
dem-4192	86	1	conditional	conditional	ADJ
dem-4192	86	2	correlations	correlation	NOUN
dem-4192	86	3	between	between	ADP
dem-4192	86	4	stock	stock	NOUN
dem-4192	86	5	returns	return	NOUN
dem-4192	86	6	of	of	ADP
dem-4192	86	7	ford	ford	NOUN
dem-4192	86	8	and	and	CCONJ
dem-4192	86	9	daimler	daimler	NOUN
dem-4192	86	10	were	be	AUX
dem-4192	86	11	at	at	ADP
dem-4192	86	12	the	the	DET
dem-4192	86	13	blanka	blanka	PROPN
dem-4192	86	14	łęt	łęt	NOUN
dem-4192	86	15	48	48	NUM
dem-4192	86	16	lowest	low	ADJ
dem-4192	86	17	level	level	NOUN
dem-4192	86	18	with	with	ADP
dem-4192	86	19	mean	mean	NOUN
dem-4192	86	20	0.35	0.35	NUM
dem-4192	86	21	,	,	PUNCT
dem-4192	86	22	minimum	minimum	NOUN
dem-4192	86	23	0.11	0.11	NUM
dem-4192	86	24	,	,	PUNCT
dem-4192	86	25	maximum	maximum	ADJ
dem-4192	86	26	0.48	0.48	NUM
dem-4192	86	27	and	and	CCONJ
dem-4192	86	28	characterized	characterize	VERB
dem-4192	86	29	by	by	ADP
dem-4192	86	30	strongest	strong	ADJ
dem-4192	86	31	dynamics	dynamic	NOUN
dem-4192	86	32	.	.	PUNCT
dem-4192	87	1	figure	figure	NOUN
dem-4192	87	2	2	2	NUM
dem-4192	87	3	.	.	PUNCT
dem-4192	87	4	dynamic	dynamic	ADJ
dem-4192	87	5	conditional	conditional	ADJ
dem-4192	87	6	correlations	correlation	NOUN
dem-4192	87	7	.	.	PUNCT
dem-4192	88	1	period	period	NOUN
dem-4192	88	2	3.01.2007	3.01.2007	NUM
dem-4192	88	3	–	–	PUNCT
dem-4192	88	4	30.06.2008	30.06.2008	NUM
dem-4192	88	5	it	it	PRON
dem-4192	88	6	can	can	AUX
dem-4192	88	7	be	be	AUX
dem-4192	88	8	concluded	conclude	VERB
dem-4192	88	9	that	that	SCONJ
dem-4192	88	10	companies	company	NOUN
dem-4192	88	11	belonging	belong	VERB
dem-4192	88	12	to	to	ADP
dem-4192	88	13	the	the	DET
dem-4192	88	14	u.s	u.s	PROPN
dem-4192	88	15	.	.	PROPN
dem-4192	88	16	producers	producer	NOUN
dem-4192	88	17	of	of	ADP
dem-4192	88	18	the	the	DET
dem-4192	88	19	detroit	detroit	PROPN
dem-4192	88	20	three	three	NUM
dem-4192	88	21	(	(	PUNCT
dem-4192	88	22	gm	gm	PROPN
dem-4192	88	23	,	,	PUNCT
dem-4192	88	24	f	f	X
dem-4192	88	25	)	)	PUNCT
dem-4192	88	26	are	be	AUX
dem-4192	88	27	much	much	ADV
dem-4192	88	28	more	more	ADV
dem-4192	88	29	strongly	strongly	ADV
dem-4192	88	30	linked	link	VERB
dem-4192	88	31	to	to	ADP
dem-4192	88	32	each	each	DET
dem-4192	88	33	other	other	ADJ
dem-4192	88	34	.	.	PUNCT
dem-4192	89	1	in	in	ADP
dem-4192	89	2	the	the	DET
dem-4192	89	3	period	period	NOUN
dem-4192	89	4	before	before	ADP
dem-4192	89	5	the	the	DET
dem-4192	89	6	crisis	crisis	NOUN
dem-4192	89	7	,	,	PUNCT
dem-4192	89	8	linkages	linkage	NOUN
dem-4192	89	9	with	with	ADP
dem-4192	89	10	companies	company	NOUN
dem-4192	89	11	of	of	ADP
dem-4192	89	12	the	the	DET
dem-4192	89	13	big	big	ADJ
dem-4192	89	14	three	three	NUM
dem-4192	89	15	(	(	PUNCT
dem-4192	89	16	gm	gm	PROPN
dem-4192	89	17	,	,	PUNCT
dem-4192	89	18	f	f	X
dem-4192	89	19	)	)	PUNCT
dem-4192	89	20	were	be	AUX
dem-4192	89	21	not	not	PART
dem-4192	89	22	high	high	ADJ
dem-4192	89	23	despite	despite	SCONJ
dem-4192	89	24	the	the	DET
dem-4192	89	25	fact	fact	NOUN
dem-4192	89	26	that	that	SCONJ
dem-4192	89	27	daimler	daimler	PROPN
dem-4192	89	28	was	be	AUX
dem-4192	89	29	connected	connect	VERB
dem-4192	89	30	to	to	ADP
dem-4192	89	31	may	may	PROPN
dem-4192	89	32	2007	2007	NUM
dem-4192	89	33	with	with	ADP
dem-4192	89	34	chrysler	chrysler	PROPN
dem-4192	89	35	.	.	PUNCT
dem-4192	90	1	figure	figure	VERB
dem-4192	90	2	3	3	NUM
dem-4192	90	3	presents	present	VERB
dem-4192	90	4	the	the	DET
dem-4192	90	5	plots	plot	NOUN
dem-4192	90	6	of	of	ADP
dem-4192	90	7	dynamic	dynamic	ADJ
dem-4192	90	8	conditional	conditional	ADJ
dem-4192	90	9	correlations	correlation	NOUN
dem-4192	90	10	during	during	ADP
dem-4192	90	11	the	the	DET
dem-4192	90	12	crisis	crisis	NOUN
dem-4192	90	13	.	.	PUNCT
dem-4192	91	1	once	once	ADV
dem-4192	91	2	again	again	ADV
dem-4192	91	3	,	,	PUNCT
dem-4192	91	4	the	the	DET
dem-4192	91	5	strongest	strong	ADJ
dem-4192	91	6	dependency	dependency	NOUN
dem-4192	91	7	was	be	AUX
dem-4192	91	8	between	between	ADP
dem-4192	91	9	general	general	ADJ
dem-4192	91	10	motors	motors	PROPN
dem-4192	91	11	and	and	CCONJ
dem-4192	91	12	ford	ford	PROPN
dem-4192	91	13	motor	motor	PROPN
dem-4192	91	14	company	company	NOUN
dem-4192	91	15	.	.	PUNCT
dem-4192	92	1	the	the	DET
dem-4192	92	2	mean	mean	NOUN
dem-4192	92	3	of	of	ADP
dem-4192	92	4	conditional	conditional	ADJ
dem-4192	92	5	correlations	correlation	NOUN
dem-4192	92	6	between	between	ADP
dem-4192	92	7	them	they	PRON
dem-4192	92	8	equals	equal	VERB
dem-4192	92	9	0.62	0.62	NUM
dem-4192	92	10	(	(	PUNCT
dem-4192	92	11	small	small	ADJ
dem-4192	92	12	decrease	decrease	NOUN
dem-4192	92	13	,	,	PUNCT
dem-4192	92	14	compared	compare	VERB
dem-4192	92	15	with	with	ADP
dem-4192	92	16	the	the	DET
dem-4192	92	17	last	last	ADJ
dem-4192	92	18	period	period	NOUN
dem-4192	92	19	)	)	PUNCT
dem-4192	92	20	,	,	PUNCT
dem-4192	92	21	the	the	DET
dem-4192	92	22	lowest	low	ADJ
dem-4192	92	23	value	value	NOUN
dem-4192	92	24	equals	equal	VERB
dem-4192	92	25	0.43	0.43	NUM
dem-4192	92	26	,	,	PUNCT
dem-4192	93	1	the	the	DET
dem-4192	93	2	highest	high	ADJ
dem-4192	93	3	:	:	PUNCT
dem-4192	93	4	0.8	0.8	NUM
dem-4192	93	5	.	.	PUNCT
dem-4192	93	6	strength	strength	NOUN
dem-4192	93	7	of	of	ADP
dem-4192	93	8	connections	connection	NOUN
dem-4192	93	9	between	between	ADP
dem-4192	93	10	gm	gm	PROPN
dem-4192	93	11	,	,	PUNCT
dem-4192	93	12	f	f	PROPN
dem-4192	93	13	and	and	CCONJ
dem-4192	93	14	dai	dai	PROPN
dem-4192	93	15	increased	increase	VERB
dem-4192	93	16	in	in	ADP
dem-4192	93	17	condition	condition	NOUN
dem-4192	93	18	of	of	ADP
dem-4192	93	19	crisis	crisis	NOUN
dem-4192	93	20	.	.	PUNCT
dem-4192	94	1	the	the	DET
dem-4192	94	2	mean	mean	NOUN
dem-4192	94	3	of	of	ADP
dem-4192	94	4	conditional	conditional	ADJ
dem-4192	94	5	correlations	correlation	NOUN
dem-4192	94	6	between	between	ADP
dem-4192	94	7	general	general	ADJ
dem-4192	94	8	motors	motor	NOUN
dem-4192	94	9	and	and	CCONJ
dem-4192	94	10	daimler	daimler	NOUN
dem-4192	94	11	equals	equal	VERB
dem-4192	94	12	0.44	0.44	NUM
dem-4192	94	13	,	,	PUNCT
dem-4192	94	14	the	the	DET
dem-4192	94	15	lowest	low	ADJ
dem-4192	94	16	value	value	NOUN
dem-4192	94	17	equals	equal	VERB
dem-4192	94	18	-0.33	-0.33	ADJ
dem-4192	94	19	,	,	PUNCT
dem-4192	94	20	the	the	DET
dem-4192	94	21	highest	high	ADJ
dem-4192	94	22	:	:	PUNCT
dem-4192	94	23	0.82	0.82	NUM
dem-4192	94	24	.	.	PUNCT
dem-4192	95	1	conditional	conditional	ADJ
dem-4192	95	2	correlations	correlation	NOUN
dem-4192	95	3	between	between	ADP
dem-4192	95	4	ford	ford	NOUN
dem-4192	95	5	and	and	CCONJ
dem-4192	95	6	daimler	daimler	NOUN
dem-4192	95	7	were	be	AUX
dem-4192	95	8	as	as	SCONJ
dem-4192	95	9	follows	follow	VERB
dem-4192	95	10	:	:	PUNCT
dem-4192	95	11	mean	mean	NOUN
dem-4192	95	12	0.47	0.47	NUM
dem-4192	95	13	(	(	PUNCT
dem-4192	95	14	increase	increase	NOUN
dem-4192	95	15	)	)	PUNCT
dem-4192	95	16	,	,	PUNCT
dem-4192	95	17	minimum	minimum	NOUN
dem-4192	95	18	-0.24	-0.24	NOUN
dem-4192	95	19	,	,	PUNCT
dem-4192	95	20	maximum	maximum	NOUN
dem-4192	95	21	0.76	0.76	NUM
dem-4192	95	22	.	.	PUNCT
dem-4192	96	1	the	the	DET
dem-4192	96	2	most	most	ADV
dem-4192	96	3	interesting	interesting	ADJ
dem-4192	96	4	behavior	behavior	NOUN
dem-4192	96	5	occur	occur	VERB
dem-4192	96	6	in	in	ADP
dem-4192	96	7	october	october	PROPN
dem-4192	96	8	,	,	PUNCT
dem-4192	96	9	2008	2008	NUM
dem-4192	96	10	.	.	PUNCT
dem-4192	97	1	strength	strength	NOUN
dem-4192	97	2	of	of	ADP
dem-4192	97	3	dependencies	dependency	NOUN
dem-4192	97	4	between	between	ADP
dem-4192	97	5	general	general	ADJ
dem-4192	97	6	motors	motors	PROPN
dem-4192	97	7	and	and	CCONJ
dem-4192	97	8	ford	ford	PROPN
dem-4192	97	9	increased	increase	VERB
dem-4192	97	10	until	until	ADP
dem-4192	97	11	october	october	PROPN
dem-4192	97	12	14	14	NUM
dem-4192	97	13	,	,	PUNCT
dem-4192	97	14	to	to	ADP
dem-4192	97	15	the	the	DET
dem-4192	97	16	value	value	NOUN
dem-4192	97	17	0.8	0.8	NUM
dem-4192	97	18	.	.	PUNCT
dem-4192	98	1	then	then	ADV
dem-4192	98	2	conditional	conditional	ADJ
dem-4192	98	3	correlations	correlation	NOUN
dem-4192	98	4	decreased	decrease	VERB
dem-4192	98	5	rapidly	rapidly	ADV
dem-4192	98	6	to	to	ADP
dem-4192	98	7	the	the	DET
dem-4192	98	8	value	value	NOUN
dem-4192	98	9	0.44	0.44	NUM
dem-4192	98	10	(	(	PUNCT
dem-4192	98	11	october	october	PROPN
dem-4192	98	12	,	,	PUNCT
dem-4192	98	13	31	31	NUM
dem-4192	98	14	)	)	PUNCT
dem-4192	98	15	.	.	PUNCT
dem-4192	99	1	quite	quite	DET
dem-4192	99	2	the	the	DET
dem-4192	99	3	contrary	contrary	NOUN
dem-4192	99	4	in	in	ADP
dem-4192	99	5	those	those	DET
dem-4192	99	6	days	day	NOUN
dem-4192	99	7	was	be	AUX
dem-4192	99	8	behaviour	behaviour	NOUN
dem-4192	99	9	of	of	ADP
dem-4192	99	10	conditional	conditional	ADJ
dem-4192	99	11	correlations	correlation	NOUN
dem-4192	99	12	of	of	ADP
dem-4192	99	13	general	general	ADJ
dem-4192	99	14	motors	motor	NOUN
dem-4192	99	15	–	–	PUNCT
dem-4192	99	16	daimler	daimler	NOUN
dem-4192	99	17	and	and	CCONJ
dem-4192	99	18	ford	ford	NOUN
dem-4192	99	19	–	–	PUNCT
dem-4192	99	20	daimler	daimler	NOUN
dem-4192	99	21	.	.	PUNCT
dem-4192	100	1	interestingly	interestingly	ADV
dem-4192	100	2	,	,	PUNCT
dem-4192	100	3	they	they	PRON
dem-4192	100	4	changed	change	VERB
dem-4192	100	5	the	the	DET
dem-4192	100	6	sign	sign	NOUN
dem-4192	100	7	from	from	ADP
dem-4192	100	8	positive	positive	ADJ
dem-4192	100	9	to	to	PART
dem-4192	100	10	negative	negative	ADJ
dem-4192	100	11	,	,	PUNCT
dem-4192	100	12	which	which	PRON
dem-4192	100	13	remained	remain	VERB
dem-4192	100	14	so	so	ADV
dem-4192	100	15	far	far	ADV
dem-4192	100	16	one	one	NUM
dem-4192	100	17	week	week	NOUN
dem-4192	100	18	starting	start	VERB
dem-4192	100	19	october	october	PROPN
dem-4192	100	20	,	,	PUNCT
dem-4192	100	21	10	10	NUM
dem-4192	101	1	and	and	CCONJ
dem-4192	101	2	it	it	PRON
dem-4192	101	3	reached	reach	VERB
dem-4192	101	4	a	a	DET
dem-4192	101	5	value	value	NOUN
dem-4192	101	6	close	close	ADV
dem-4192	101	7	to	to	ADP
dem-4192	101	8	-0.3	-0.3	PROPN
dem-4192	101	9	.	.	PUNCT
dem-4192	102	1	perhaps	perhaps	ADV
dem-4192	102	2	it	it	PRON
dem-4192	102	3	was	be	AUX
dem-4192	102	4	a	a	DET
dem-4192	102	5	reaction	reaction	NOUN
dem-4192	102	6	to	to	ADP
dem-4192	102	7	earlier	early	ADJ
dem-4192	102	8	events	event	NOUN
dem-4192	102	9	in	in	ADP
dem-4192	102	10	iceland	iceland	PROPN
dem-4192	102	11	,	,	PUNCT
dem-4192	102	12	which	which	PRON
dem-4192	102	13	shook	shake	VERB
dem-4192	102	14	the	the	DET
dem-4192	102	15	financial	financial	ADJ
dem-4192	102	16	markets	market	NOUN
dem-4192	102	17	.	.	PUNCT
dem-4192	103	1	a	a	DET
dem-4192	103	2	similar	similar	ADJ
dem-4192	103	3	phenomenon	phenomenon	NOUN
dem-4192	103	4	,	,	PUNCT
dem-4192	103	5	but	but	CCONJ
dem-4192	103	6	with	with	ADP
dem-4192	103	7	less	less	ADJ
dem-4192	103	8	power	power	NOUN
dem-4192	103	9	changes	change	NOUN
dem-4192	103	10	also	also	ADV
dem-4192	103	11	occurred	occur	VERB
dem-4192	103	12	in	in	ADP
dem-4192	103	13	late	late	ADJ
dem-4192	103	14	november	november	PROPN
dem-4192	103	15	and	and	CCONJ
dem-4192	103	16	december	december	PROPN
dem-4192	103	17	.	.	PUNCT
dem-4192	104	1	on	on	ADP
dem-4192	104	2	november	november	PROPN
dem-4192	104	3	28	28	NUM
dem-4192	104	4	,	,	PUNCT
dem-4192	104	5	2008	2008	NUM
dem-4192	104	6	conditional	conditional	ADJ
dem-4192	104	7	correlations	correlation	NOUN
dem-4192	104	8	of	of	ADP
dem-4192	104	9	gendynamics	gendynamic	NOUN
dem-4192	104	10	of	of	ADP
dem-4192	104	11	multivariate	multivariate	NOUN
dem-4192	104	12	return	return	NOUN
dem-4192	104	13	series	series	NOUN
dem-4192	104	14	of	of	ADP
dem-4192	104	15	u.s	u.s	PROPN
dem-4192	104	16	.	.	PROPN
dem-4192	104	17	automotive	automotive	ADJ
dem-4192	104	18	stock	stock	NOUN
dem-4192	104	19	companies	company	NOUN
dem-4192	104	20	…	…	PUNCT
dem-4192	104	21	49	49	NUM
dem-4192	104	22	eral	eral	ADJ
dem-4192	104	23	motors	motor	NOUN
dem-4192	104	24	ford	ford	PROPN
dem-4192	104	25	increased	increase	VERB
dem-4192	104	26	to	to	ADP
dem-4192	104	27	a	a	DET
dem-4192	104	28	value	value	NOUN
dem-4192	104	29	of	of	ADP
dem-4192	104	30	0.77	0.77	NUM
dem-4192	104	31	,	,	PUNCT
dem-4192	104	32	while	while	SCONJ
dem-4192	104	33	the	the	DET
dem-4192	104	34	conditional	conditional	ADJ
dem-4192	104	35	correlations	correlation	NOUN
dem-4192	104	36	of	of	ADP
dem-4192	104	37	general	general	ADJ
dem-4192	104	38	motors	motors	PROPN
dem-4192	104	39	daimler	daimler	PROPN
dem-4192	104	40	and	and	CCONJ
dem-4192	104	41	ford	ford	PROPN
dem-4192	104	42	daimler	daimler	PROPN
dem-4192	104	43	fell	fall	VERB
dem-4192	104	44	almost	almost	ADV
dem-4192	104	45	to	to	ADP
dem-4192	104	46	zero	zero	NUM
dem-4192	104	47	.	.	PUNCT
dem-4192	105	1	this	this	PRON
dem-4192	105	2	was	be	AUX
dem-4192	105	3	perhaps	perhaps	ADV
dem-4192	105	4	the	the	DET
dem-4192	105	5	result	result	NOUN
dem-4192	105	6	of	of	ADP
dem-4192	105	7	the	the	DET
dem-4192	105	8	events	event	NOUN
dem-4192	105	9	associated	associate	VERB
dem-4192	105	10	with	with	ADP
dem-4192	105	11	the	the	DET
dem-4192	105	12	efforts	effort	NOUN
dem-4192	105	13	of	of	ADP
dem-4192	105	14	general	general	ADJ
dem-4192	105	15	motors	motor	NOUN
dem-4192	105	16	for	for	ADP
dem-4192	105	17	government	government	NOUN
dem-4192	105	18	aid	aid	NOUN
dem-4192	105	19	because	because	SCONJ
dem-4192	105	20	of	of	ADP
dem-4192	105	21	the	the	DET
dem-4192	105	22	threat	threat	NOUN
dem-4192	105	23	of	of	ADP
dem-4192	105	24	bankruptcy	bankruptcy	NOUN
dem-4192	105	25	.	.	PUNCT
dem-4192	106	1	since	since	SCONJ
dem-4192	106	2	the	the	DET
dem-4192	106	3	beginning	beginning	NOUN
dem-4192	106	4	of	of	ADP
dem-4192	106	5	2009	2009	NUM
dem-4192	106	6	dynamics	dynamic	NOUN
dem-4192	106	7	of	of	ADP
dem-4192	106	8	the	the	DET
dem-4192	106	9	analyzed	analyze	VERB
dem-4192	106	10	dependencies	dependency	NOUN
dem-4192	106	11	reduced	reduce	VERB
dem-4192	106	12	.	.	PUNCT
dem-4192	107	1	figure	figure	VERB
dem-4192	107	2	3	3	NUM
dem-4192	107	3	.	.	PUNCT
dem-4192	107	4	dynamic	dynamic	ADJ
dem-4192	107	5	conditional	conditional	ADJ
dem-4192	107	6	correlations	correlation	NOUN
dem-4192	107	7	.	.	PUNCT
dem-4192	108	1	period	period	NOUN
dem-4192	108	2	1.07.2008	1.07.2008	NUM
dem-4192	108	3	–	–	PUNCT
dem-4192	108	4	5.05.2009	5.05.2009	NUM
dem-4192	108	5	we	we	PRON
dem-4192	108	6	conclude	conclude	VERB
dem-4192	108	7	that	that	SCONJ
dem-4192	108	8	the	the	DET
dem-4192	108	9	strongest	strong	ADJ
dem-4192	108	10	linkages	linkage	NOUN
dem-4192	108	11	were	be	AUX
dem-4192	108	12	between	between	ADP
dem-4192	108	13	general	general	ADJ
dem-4192	108	14	motors	motors	PROPN
dem-4192	108	15	and	and	CCONJ
dem-4192	108	16	ford	ford	PROPN
dem-4192	108	17	motor	motor	PROPN
dem-4192	108	18	company	company	NOUN
dem-4192	108	19	.	.	PUNCT
dem-4192	109	1	it	it	PRON
dem-4192	109	2	turned	turn	VERB
dem-4192	109	3	out	out	ADP
dem-4192	109	4	that	that	SCONJ
dem-4192	109	5	the	the	DET
dem-4192	109	6	estimated	estimate	VERB
dem-4192	109	7	strength	strength	NOUN
dem-4192	109	8	of	of	ADP
dem-4192	109	9	linkages	linkage	NOUN
dem-4192	109	10	between	between	ADP
dem-4192	109	11	them	they	PRON
dem-4192	109	12	was	be	AUX
dem-4192	109	13	high	high	ADJ
dem-4192	109	14	all	all	DET
dem-4192	109	15	the	the	DET
dem-4192	109	16	time	time	NOUN
dem-4192	109	17	,	,	PUNCT
dem-4192	109	18	but	but	CCONJ
dem-4192	109	19	decreased	decrease	VERB
dem-4192	109	20	slightly	slightly	ADV
dem-4192	109	21	during	during	ADP
dem-4192	109	22	the	the	DET
dem-4192	109	23	crisis	crisis	NOUN
dem-4192	109	24	.	.	PUNCT
dem-4192	110	1	this	this	PRON
dem-4192	110	2	is	be	AUX
dem-4192	110	3	an	an	DET
dem-4192	110	4	interesting	interesting	ADJ
dem-4192	110	5	phenomenon	phenomenon	NOUN
dem-4192	110	6	,	,	PUNCT
dem-4192	110	7	because	because	SCONJ
dem-4192	110	8	one	one	PRON
dem-4192	110	9	would	would	AUX
dem-4192	110	10	expect	expect	VERB
dem-4192	110	11	a	a	DET
dem-4192	110	12	completely	completely	ADV
dem-4192	110	13	different	different	ADJ
dem-4192	110	14	perception	perception	NOUN
dem-4192	110	15	by	by	ADP
dem-4192	110	16	investors	investor	NOUN
dem-4192	110	17	of	of	ADP
dem-4192	110	18	the	the	DET
dem-4192	110	19	two	two	NUM
dem-4192	110	20	companies	company	NOUN
dem-4192	110	21	during	during	ADP
dem-4192	110	22	the	the	DET
dem-4192	110	23	crisis	crisis	NOUN
dem-4192	110	24	,	,	PUNCT
dem-4192	110	25	because	because	SCONJ
dem-4192	110	26	of	of	ADP
dem-4192	110	27	the	the	DET
dem-4192	110	28	much	much	ADV
dem-4192	110	29	larger	large	ADJ
dem-4192	110	30	gm	gm	PROPN
dem-4192	110	31	's	's	PART
dem-4192	110	32	financial	financial	ADJ
dem-4192	110	33	problems	problem	NOUN
dem-4192	110	34	that	that	PRON
dem-4192	110	35	led	lead	VERB
dem-4192	110	36	to	to	ADP
dem-4192	110	37	the	the	DET
dem-4192	110	38	threat	threat	NOUN
dem-4192	110	39	of	of	ADP
dem-4192	110	40	bankruptcy	bankruptcy	NOUN
dem-4192	110	41	.	.	PUNCT
dem-4192	111	1	the	the	DET
dem-4192	111	2	strength	strength	NOUN
dem-4192	111	3	and	and	CCONJ
dem-4192	111	4	dynamics	dynamic	NOUN
dem-4192	111	5	of	of	ADP
dem-4192	111	6	linkages	linkage	NOUN
dem-4192	111	7	between	between	ADP
dem-4192	111	8	companies	company	NOUN
dem-4192	111	9	in	in	ADP
dem-4192	111	10	the	the	DET
dem-4192	111	11	u.s	u.s	PROPN
dem-4192	111	12	.	.	PROPN
dem-4192	111	13	automotive	automotive	ADJ
dem-4192	111	14	market	market	NOUN
dem-4192	111	15	and	and	CCONJ
dem-4192	111	16	daimler	daimler	PROPN
dem-4192	111	17	rose	rise	VERB
dem-4192	111	18	during	during	ADP
dem-4192	111	19	the	the	DET
dem-4192	111	20	crisis	crisis	NOUN
dem-4192	111	21	.	.	PUNCT
dem-4192	112	1	numerous	numerous	ADJ
dem-4192	112	2	problems	problem	NOUN
dem-4192	112	3	faced	face	VERB
dem-4192	112	4	by	by	ADP
dem-4192	112	5	car	car	NOUN
dem-4192	112	6	manufacturers	manufacturer	NOUN
dem-4192	112	7	,	,	PUNCT
dem-4192	112	8	have	have	AUX
dem-4192	112	9	contributed	contribute	VERB
dem-4192	112	10	to	to	PART
dem-4192	112	11	increase	increase	VERB
dem-4192	112	12	the	the	DET
dem-4192	112	13	relationship	relationship	NOUN
dem-4192	112	14	between	between	ADP
dem-4192	112	15	gm	gm	PROPN
dem-4192	112	16	,	,	PUNCT
dem-4192	112	17	f	f	PROPN
dem-4192	112	18	and	and	CCONJ
dem-4192	112	19	dai	dai	PROPN
dem-4192	112	20	.	.	PROPN
dem-4192	113	1	in	in	ADP
dem-4192	113	2	time	time	NOUN
dem-4192	113	3	of	of	ADP
dem-4192	113	4	crisis	crisis	NOUN
dem-4192	113	5	this	this	PRON
dem-4192	113	6	may	may	AUX
dem-4192	113	7	be	be	AUX
dem-4192	113	8	an	an	DET
dem-4192	113	9	indication	indication	NOUN
dem-4192	113	10	for	for	ADP
dem-4192	113	11	investors	investor	NOUN
dem-4192	113	12	,	,	PUNCT
dem-4192	113	13	who	who	PRON
dem-4192	113	14	should	should	AUX
dem-4192	113	15	take	take	VERB
dem-4192	113	16	into	into	ADP
dem-4192	113	17	account	account	NOUN
dem-4192	113	18	the	the	DET
dem-4192	113	19	presence	presence	NOUN
dem-4192	113	20	of	of	ADP
dem-4192	113	21	strong	strong	ADJ
dem-4192	113	22	dependencies	dependency	NOUN
dem-4192	113	23	between	between	ADP
dem-4192	113	24	the	the	DET
dem-4192	113	25	companies	company	NOUN
dem-4192	113	26	belonging	belong	VERB
dem-4192	113	27	to	to	ADP
dem-4192	113	28	the	the	DET
dem-4192	113	29	same	same	ADJ
dem-4192	113	30	industry	industry	NOUN
dem-4192	113	31	.	.	PUNCT
dem-4192	114	1	references	reference	NOUN
dem-4192	114	2	bauwens	bauwen	NOUN
dem-4192	114	3	,	,	PUNCT
dem-4192	114	4	l.	l.	PROPN
dem-4192	114	5	,	,	PUNCT
dem-4192	114	6	laurent	laurent	PROPN
dem-4192	114	7	,	,	PUNCT
dem-4192	114	8	s.	s.	PROPN
dem-4192	114	9	,	,	PUNCT
dem-4192	114	10	rombouts	rombouts	PROPN
dem-4192	114	11	,	,	PUNCT
dem-4192	114	12	j.	j.	PROPN
dem-4192	114	13	(	(	PUNCT
dem-4192	114	14	2006	2006	NUM
dem-4192	114	15	)	)	PUNCT
dem-4192	114	16	,	,	PUNCT
dem-4192	114	17	multivariate	multivariate	NOUN
dem-4192	114	18	garch	garch	NOUN
dem-4192	114	19	models	model	NOUN
dem-4192	114	20	:	:	PUNCT
dem-4192	114	21	a	a	DET
dem-4192	114	22	survey	survey	NOUN
dem-4192	114	23	,	,	PUNCT
dem-4192	114	24	journal	journal	NOUN
dem-4192	114	25	of	of	ADP
dem-4192	114	26	applied	apply	VERB
dem-4192	114	27	econometrics	econometric	NOUN
dem-4192	114	28	,	,	PUNCT
dem-4192	114	29	21	21	NUM
dem-4192	114	30	,	,	PUNCT
dem-4192	114	31	79–109	79–109	NUM
dem-4192	114	32	.	.	PUNCT
dem-4192	114	33	doornik	doornik	PROPN
dem-4192	114	34	,	,	PUNCT
dem-4192	114	35	j.	j.	PROPN
dem-4192	114	36	a.	a.	PROPN
dem-4192	114	37	(	(	PUNCT
dem-4192	114	38	2007	2007	NUM
dem-4192	114	39	)	)	PUNCT
dem-4192	114	40	,	,	PUNCT
dem-4192	114	41	ox	ox	NOUN
dem-4192	114	42	5	5	NUM
dem-4192	114	43	–	–	PUNCT
dem-4192	114	44	an	an	DET
dem-4192	114	45	object	object	NOUN
dem-4192	114	46	-	-	PUNCT
dem-4192	114	47	oriented	orient	VERB
dem-4192	114	48	matrix	matrix	NOUN
dem-4192	114	49	programming	programming	NOUN
dem-4192	114	50	using	use	VERB
dem-4192	114	51	ox	ox	NOUN
dem-4192	114	52	,	,	PUNCT
dem-4192	114	53	timberlake	timberlake	PROPN
dem-4192	114	54	consultants	consultants	PROPN
dem-4192	114	55	,	,	PUNCT
dem-4192	114	56	london	london	PROPN
dem-4192	114	57	.	.	PUNCT
dem-4192	115	1	engle	engle	PROPN
dem-4192	115	2	,	,	PUNCT
dem-4192	115	3	r.	r.	PROPN
dem-4192	115	4	,	,	PUNCT
dem-4192	115	5	kroner	kroner	PROPN
dem-4192	115	6	,	,	PUNCT
dem-4192	115	7	k.	k.	PROPN
dem-4192	115	8	f.	f.	PROPN
dem-4192	115	9	(	(	PUNCT
dem-4192	115	10	1995	1995	NUM
dem-4192	115	11	)	)	PUNCT
dem-4192	115	12	,	,	PUNCT
dem-4192	115	13	multivariate	multivariate	VERB
dem-4192	115	14	simultaneous	simultaneous	ADJ
dem-4192	115	15	generalized	generalize	VERB
dem-4192	115	16	arch	arch	NOUN
dem-4192	115	17	,	,	PUNCT
dem-4192	115	18	econometric	econometric	ADJ
dem-4192	115	19	theory	theory	NOUN
dem-4192	115	20	,	,	PUNCT
dem-4192	115	21	11	11	NUM
dem-4192	115	22	,	,	PUNCT
dem-4192	115	23	122–150	122–150	NUM
dem-4192	115	24	.	.	PUNCT
dem-4192	116	1	blanka	blanka	PROPN
dem-4192	116	2	łęt	łęt	PROPN
dem-4192	116	3	50	50	NUM
dem-4192	116	4	laurent	laurent	NOUN
dem-4192	116	5	,	,	PUNCT
dem-4192	116	6	s.	s.	PROPN
dem-4192	116	7	(	(	PUNCT
dem-4192	116	8	2007	2007	NUM
dem-4192	116	9	)	)	PUNCT
dem-4192	116	10	,	,	PUNCT
dem-4192	116	11	g@rch	g@rch	NOUN
dem-4192	116	12	5	5	NUM
dem-4192	116	13	,	,	PUNCT
dem-4192	116	14	estimating	estimate	VERB
dem-4192	116	15	and	and	CCONJ
dem-4192	116	16	forecasting	forecast	VERB
dem-4192	116	17	arch	arch	ADJ
dem-4192	116	18	models	model	NOUN
dem-4192	116	19	,	,	PUNCT
dem-4192	116	20	timberlake	timberlake	PROPN
dem-4192	116	21	consultants	consultants	PROPN
dem-4192	116	22	press	press	PROPN
dem-4192	116	23	,	,	PUNCT
dem-4192	116	24	london	london	PROPN
dem-4192	116	25	.	.	PUNCT
dem-4192	117	1	leonhardt	leonhardt	PROPN
dem-4192	117	2	,	,	PUNCT
dem-4192	117	3	d.	d.	PROPN
dem-4192	117	4	(	(	PUNCT
dem-4192	117	5	2008	2008	NUM
dem-4192	117	6	)	)	PUNCT
dem-4192	117	7	,	,	PUNCT
dem-4192	117	8	$	$	SYM
dem-4192	117	9	73	73	NUM
dem-4192	117	10	an	an	DET
dem-4192	117	11	hour	hour	NOUN
dem-4192	117	12	:	:	PUNCT
dem-4192	117	13	adding	add	VERB
dem-4192	117	14	it	it	PRON
dem-4192	117	15	up	up	ADP
dem-4192	117	16	,	,	PUNCT
dem-4192	117	17	the	the	DET
dem-4192	117	18	new	new	PROPN
dem-4192	117	19	york	york	PROPN
dem-4192	117	20	times	times	PROPN
dem-4192	117	21	,	,	PUNCT
dem-4192	117	22	www.nytimes.com/	www.nytimes.com/	NOUN
dem-4192	117	23	/2008/12/10	/2008/12/10	ADJ
dem-4192	117	24	/	/	SYM
dem-4192	117	25	business	business	NOUN
dem-4192	117	26	/	/	SYM
dem-4192	117	27	worldbusiness/10iht-10leonhardt.18542483.html	worldbusiness/10iht-10leonhardt.18542483.html	PROPN
dem-4192	118	1	(	(	PUNCT
dem-4192	118	2	10.12.2008	10.12.2008	NOUN
dem-4192	118	3	)	)	PUNCT
dem-4192	118	4	.	.	PUNCT
dem-4192	119	1	mccullagh	mccullagh	PROPN
dem-4192	119	2	,	,	PUNCT
dem-4192	119	3	d.	d.	PROPN
dem-4192	119	4	(	(	PUNCT
dem-4192	119	5	2008	2008	NUM
dem-4192	119	6	)	)	PUNCT
dem-4192	119	7	,	,	PUNCT
dem-4192	119	8	big	big	ADJ
dem-4192	119	9	three	three	NUM
dem-4192	119	10	bailout	bailout	NOUN
dem-4192	119	11	?	?	PUNCT
dem-4192	120	1	not	not	PART
dem-4192	120	2	so	so	ADV
dem-4192	120	3	fast	fast	ADV
dem-4192	120	4	,	,	PUNCT
dem-4192	120	5	cbs	cbs	PROPN
dem-4192	120	6	news	news	PROPN
dem-4192	120	7	,	,	PUNCT
dem-4192	120	8	www.cbsnews.com/stories/	www.cbsnews.com/stories/	PROPN
dem-4192	120	9	/2008/11/12	/2008/11/12	NOUN
dem-4192	120	10	/	/	SYM
dem-4192	120	11	politics	politic	NOUN
dem-4192	120	12	/	/	SYM
dem-4192	120	13	otherpeoplesmoney	otherpeoplesmoney	NOUN
dem-4192	120	14	/	/	SYM
dem-4192	120	15	main4595068.shtml	main4595068.shtml	PRON
dem-4192	120	16	(	(	PUNCT
dem-4192	120	17	12.11.2008	12.11.2008	PROPN
dem-4192	120	18	)	)	PUNCT
dem-4192	120	19	.	.	PUNCT
dem-4192	121	1	osińska	osińska	PROPN
dem-4192	121	2	,	,	PUNCT
dem-4192	121	3	m.	m.	NOUN
dem-4192	121	4	(	(	PUNCT
dem-4192	121	5	2006	2006	NUM
dem-4192	121	6	)	)	PUNCT
dem-4192	121	7	,	,	PUNCT
dem-4192	121	8	ekonometria	ekonometria	PROPN
dem-4192	121	9	finansowa	finansowa	PROPN
dem-4192	121	10	(	(	PUNCT
dem-4192	121	11	financial	financial	ADJ
dem-4192	121	12	econometrics	econometric	NOUN
dem-4192	121	13	)	)	PUNCT
dem-4192	121	14	,	,	PUNCT
dem-4192	121	15	pwe	pwe	PROPN
dem-4192	121	16	,	,	PUNCT
dem-4192	121	17	warszawa	warszawa	PROPN
dem-4192	121	18	.	.	PUNCT
dem-4192	122	1	tsay	tsay	PROPN
dem-4192	122	2	,	,	PUNCT
dem-4192	122	3	r.	r.	PROPN
dem-4192	122	4	s.	s.	PROPN
dem-4192	122	5	(	(	PUNCT
dem-4192	122	6	2002	2002	NUM
dem-4192	122	7	)	)	PUNCT
dem-4192	122	8	,	,	PUNCT
dem-4192	122	9	analysis	analysis	NOUN
dem-4192	122	10	of	of	ADP
dem-4192	122	11	financial	financial	ADJ
dem-4192	122	12	time	time	NOUN
dem-4192	122	13	series	series	PROPN
dem-4192	122	14	,	,	PUNCT
dem-4192	122	15	john	john	PROPN
dem-4192	122	16	wiley&sons	wiley&sons	PROPN
dem-4192	122	17	,	,	PUNCT
dem-4192	122	18	new	new	PROPN
dem-4192	122	19	york	york	PROPN
dem-4192	122	20	.	.	PUNCT
dem-4192	123	1	dynamika	dynamika	PROPN
dem-4192	123	2	wielowymiarowych	wielowymiarowych	VERB
dem-4192	123	3	szeregów	szeregów	PROPN
dem-4192	123	4	czasowych	czasowych	VERB
dem-4192	123	5	notowań	notowań	PROPN
dem-4192	123	6	spółek	spółek	PROPN
dem-4192	123	7	amerykańskiego	amerykańskiego	PROPN
dem-4192	123	8	rynku	rynku	PROPN
dem-4192	123	9	motoryzacyjnego	motoryzacyjnego	PROPN
dem-4192	123	10	w	w	PROPN
dem-4192	123	11	warunkach	warunkach	PROPN
dem-4192	123	12	kryzysu	kryzysu	PROPN
dem-4192	123	13	z	z	PROPN
dem-4192	124	1	a	a	DET
dem-4192	124	2	r	r	NOUN
dem-4192	124	3	y	y	PROPN
dem-4192	124	4	s	s	PROPN
dem-4192	124	5	t	t	NOUN
dem-4192	124	6	r	r	NOUN
dem-4192	124	7	e	e	PROPN
dem-4192	124	8	ś	ś	PROPN
dem-4192	124	9	c	c	PROPN
dem-4192	124	10	i.	i.	PROPN
dem-4192	124	11	w	w	PROPN
dem-4192	124	12	artykule	artykule	PROPN
dem-4192	124	13	przeprowadzono	przeprowadzono	X
dem-4192	124	14	analizę	analizę	PROPN
dem-4192	124	15	dynamiki	dynamiki	PROPN
dem-4192	124	16	powiązań	powiązań	PROPN
dem-4192	124	17	pomiędzy	pomiędzy	PROPN
dem-4192	124	18	szeregami	szeregami	ADJ
dem-4192	124	19	zwrotów	zwrotów	PROPN
dem-4192	124	20	logarytmicznych	logarytmicznych	PROPN
dem-4192	124	21	trzech	trzech	PROPN
dem-4192	124	22	spółek	spółek	PROPN
dem-4192	124	23	rynku	rynku	PROPN
dem-4192	124	24	motoryzacyjnego	motoryzacyjnego	PROPN
dem-4192	124	25	notowanych	notowanych	PROPN
dem-4192	124	26	na	na	PROPN
dem-4192	124	27	nowojorskiej	nowojorskiej	PROPN
dem-4192	124	28	giełdzie	giełdzie	PROPN
dem-4192	124	29	:	:	PUNCT
dem-4192	124	30	gm	gm	PROPN
dem-4192	124	31	,	,	PUNCT
dem-4192	124	32	f	f	PROPN
dem-4192	124	33	i	i	PROPN
dem-4192	124	34	dai	dai	PROPN
dem-4192	124	35	.	.	PROPN
dem-4192	124	36	badanie	badanie	PROPN
dem-4192	124	37	przeprowadzone	przeprowadzone	PROPN
dem-4192	124	38	zostało	zostało	PROPN
dem-4192	124	39	dla	dla	NOUN
dem-4192	124	40	dwóch	dwóch	PROPN
dem-4192	124	41	okresów	okresów	NOUN
dem-4192	124	42	:	:	PUNCT
dem-4192	124	43	przed	prze	VERB
dem-4192	124	44	i	i	PRON
dem-4192	124	45	w	w	PROPN
dem-4192	124	46	czasie	czasie	PROPN
dem-4192	124	47	kryzysu	kryzysu	PROPN
dem-4192	124	48	.	.	PUNCT
dem-4192	125	1	dopasowano	dopasowano	PROPN
dem-4192	125	2	model	model	NOUN
dem-4192	125	3	diagbekk	diagbekk	NOUN
dem-4192	125	4	,	,	PUNCT
dem-4192	125	5	uzyskując	uzyskując	PROPN
dem-4192	125	6	oszacowania	oszacowania	PROPN
dem-4192	125	7	dynamicznych	dynamicznych	PROPN
dem-4192	125	8	korelacji	korelacji	PROPN
dem-4192	125	9	warunkowych	warunkowych	PROPN
dem-4192	125	10	.	.	PUNCT
dem-4192	126	1	wyniki	wyniki	PROPN
dem-4192	126	2	badania	badania	PROPN
dem-4192	126	3	wskazują	wskazują	VERB
dem-4192	126	4	na	na	PROPN
dem-4192	126	5	występowanie	występowanie	PROPN
dem-4192	126	6	w	w	PROPN
dem-4192	126	7	czasie	czasie	PROPN
dem-4192	126	8	kryzysu	kryzysu	PROPN
dem-4192	126	9	silnych	silnych	PROPN
dem-4192	126	10	powiązań	powiązań	NOUN
dem-4192	126	11	pomiędzy	pomiędzy	NOUN
dem-4192	126	12	badanymi	badanymi	VERB
dem-4192	126	13	spółkami	spółkami	ADV
dem-4192	126	14	.	.	PUNCT
dem-4192	127	1	s	s	PART
dem-4192	128	1	ł	ł	PROPN
dem-4192	128	2	o	o	X
dem-4192	128	3	w	w	NOUN
dem-4192	128	4	a	a	DET
dem-4192	128	5	k	k	X
dem-4192	128	6	l	l	NOUN
dem-4192	128	7	u	u	NOUN
dem-4192	129	1	c	c	NOUN
dem-4192	129	2	z	z	NOUN
dem-4192	129	3	o	o	X
dem-4192	129	4	w	w	PROPN
dem-4192	130	1	e	e	NOUN
dem-4192	130	2	:	:	PUNCT
dem-4192	130	3	model	model	ADJ
dem-4192	130	4	diagbekk	diagbekk	NOUN
dem-4192	130	5	,	,	PUNCT
dem-4192	130	6	dynamiczna	dynamiczna	PROPN
dem-4192	130	7	korelacja	korelacja	PROPN
dem-4192	130	8	warunkowa	warunkowa	NOUN
dem-4192	130	9	.	.	PUNCT