id	sid	tid	token	lemma	pos
dem-4193	1	1	microsoft	microsoft	PROPN
dem-4193	1	2	word	word	NOUN
dem-4193	1	3	00_tresc.docx	00_tresc.docx	PRON
dem-4193	1	4	dynamic	dynamic	ADJ
dem-4193	1	5	econometric	econometric	ADJ
dem-4193	1	6	models	model	NOUN
dem-4193	1	7	vol	vol	NOUN
dem-4193	1	8	.	.	PROPN
dem-4193	1	9	10	10	NUM
dem-4193	1	10	–	–	PUNCT
dem-4193	1	11	nicolaus	nicolaus	PROPN
dem-4193	1	12	copernicus	copernicus	PROPN
dem-4193	1	13	university	university	PROPN
dem-4193	1	14	–	–	PUNCT
dem-4193	1	15	toruń	toruń	NOUN
dem-4193	1	16	–	–	PUNCT
dem-4193	1	17	2010	2010	NUM
dem-4193	1	18	piotr	piotr	NOUN
dem-4193	1	19	płuciennik	płuciennik	VERB
dem-4193	1	20	adam	adam	PROPN
dem-4193	1	21	mickiewicz	mickiewicz	PROPN
dem-4193	1	22	university	university	PROPN
dem-4193	1	23	,	,	PUNCT
dem-4193	1	24	national	national	PROPN
dem-4193	1	25	bank	bank	PROPN
dem-4193	1	26	of	of	ADP
dem-4193	1	27	poland	poland	PROPN
dem-4193	1	28	forecasting	forecast	VERB
dem-4193	1	29	financial	financial	ADJ
dem-4193	1	30	processes	process	NOUN
dem-4193	1	31	by	by	ADP
dem-4193	1	32	using	use	VERB
dem-4193	1	33	diffusion	diffusion	NOUN
dem-4193	1	34	models	model	NOUN
dem-4193	1	35	a	a	DET
dem-4193	1	36	b	b	PROPN
dem-4193	1	37	s	s	ADP
dem-4193	1	38	t	t	PROPN
dem-4193	1	39	r	r	NOUN
dem-4193	1	40	a	a	DET
dem-4193	1	41	c	c	NOUN
dem-4193	1	42	t.	t.	NOUN
dem-4193	1	43	time	time	NOUN
dem-4193	1	44	series	series	PROPN
dem-4193	1	45	forecasting	forecasting	NOUN
dem-4193	1	46	is	be	AUX
dem-4193	1	47	one	one	NUM
dem-4193	1	48	of	of	ADP
dem-4193	1	49	the	the	DET
dem-4193	1	50	most	most	ADV
dem-4193	1	51	important	important	ADJ
dem-4193	1	52	issues	issue	NOUN
dem-4193	1	53	in	in	ADP
dem-4193	1	54	the	the	DET
dem-4193	1	55	financial	financial	ADJ
dem-4193	1	56	econometrics	econometric	NOUN
dem-4193	1	57	.	.	PUNCT
dem-4193	2	1	in	in	ADP
dem-4193	2	2	the	the	DET
dem-4193	2	3	face	face	NOUN
dem-4193	2	4	of	of	ADP
dem-4193	2	5	growing	grow	VERB
dem-4193	2	6	interest	interest	NOUN
dem-4193	2	7	in	in	ADP
dem-4193	2	8	models	model	NOUN
dem-4193	2	9	with	with	ADP
dem-4193	2	10	continuous	continuous	ADJ
dem-4193	2	11	time	time	NOUN
dem-4193	2	12	,	,	PUNCT
dem-4193	2	13	as	as	ADV
dem-4193	2	14	well	well	ADV
dem-4193	2	15	as	as	ADP
dem-4193	2	16	rapid	rapid	ADJ
dem-4193	2	17	development	development	NOUN
dem-4193	2	18	of	of	ADP
dem-4193	2	19	methods	method	NOUN
dem-4193	2	20	of	of	ADP
dem-4193	2	21	their	their	PRON
dem-4193	2	22	estimation	estimation	NOUN
dem-4193	2	23	,	,	PUNCT
dem-4193	2	24	we	we	PRON
dem-4193	2	25	try	try	VERB
dem-4193	2	26	to	to	PART
dem-4193	2	27	use	use	VERB
dem-4193	2	28	the	the	DET
dem-4193	2	29	diffusion	diffusion	NOUN
dem-4193	2	30	models	model	NOUN
dem-4193	2	31	to	to	ADP
dem-4193	2	32	modeling	modeling	NOUN
dem-4193	2	33	and	and	CCONJ
dem-4193	2	34	forecasting	forecasting	NOUN
dem-4193	2	35	time	time	NOUN
dem-4193	2	36	series	series	NOUN
dem-4193	2	37	from	from	ADP
dem-4193	2	38	various	various	ADJ
dem-4193	2	39	financial	financial	ADJ
dem-4193	2	40	markets	market	NOUN
dem-4193	2	41	.	.	PUNCT
dem-4193	3	1	we	we	PRON
dem-4193	3	2	use	use	VERB
dem-4193	3	3	monte	monte	PROPN
dem-4193	3	4	-	-	PUNCT
dem-4193	3	5	carlo	carlo	NOUN
dem-4193	3	6	-	-	PUNCT
dem-4193	3	7	based	base	VERB
dem-4193	3	8	method	method	NOUN
dem-4193	3	9	,	,	PUNCT
dem-4193	3	10	introduced	introduce	VERB
dem-4193	3	11	by	by	ADP
dem-4193	3	12	cziraky	cziraky	PROPN
dem-4193	3	13	and	and	CCONJ
dem-4193	3	14	kucherenko	kucherenko	PROPN
dem-4193	3	15	(	(	PUNCT
dem-4193	3	16	2008	2008	NUM
dem-4193	3	17	)	)	PUNCT
dem-4193	3	18	.	.	PUNCT
dem-4193	4	1	received	receive	VERB
dem-4193	4	2	forecasts	forecast	NOUN
dem-4193	4	3	are	be	AUX
dem-4193	4	4	confronted	confront	VERB
dem-4193	4	5	with	with	ADP
dem-4193	4	6	those	those	PRON
dem-4193	4	7	determined	determine	VERB
dem-4193	4	8	with	with	ADP
dem-4193	4	9	the	the	DET
dem-4193	4	10	commonly	commonly	ADV
dem-4193	4	11	applied	apply	VERB
dem-4193	4	12	parametrical	parametrical	ADJ
dem-4193	4	13	time	time	NOUN
dem-4193	4	14	series	series	NOUN
dem-4193	4	15	models	model	NOUN
dem-4193	4	16	.	.	PUNCT
dem-4193	5	1	k	k	PROPN
dem-4193	5	2	e	e	PROPN
dem-4193	5	3	y	y	PROPN
dem-4193	5	4	w	w	NOUN
dem-4193	5	5	o	o	NOUN
dem-4193	5	6	r	r	NOUN
dem-4193	5	7	d	d	PROPN
dem-4193	5	8	s	s	NOUN
dem-4193	5	9	:	:	PUNCT
dem-4193	5	10	diffusion	diffusion	NOUN
dem-4193	5	11	models	model	NOUN
dem-4193	5	12	,	,	PUNCT
dem-4193	5	13	ex	ex	NOUN
dem-4193	5	14	-	-	ADJ
dem-4193	5	15	post	post	ADJ
dem-4193	5	16	forecasts	forecast	NOUN
dem-4193	5	17	,	,	PUNCT
dem-4193	5	18	monte	monte	PROPN
dem-4193	5	19	-	-	PUNCT
dem-4193	5	20	carlo	carlo	PROPN
dem-4193	5	21	simulation	simulation	NOUN
dem-4193	5	22	,	,	PUNCT
dem-4193	5	23	the	the	DET
dem-4193	5	24	garch	garch	NOUN
dem-4193	5	25	model	model	NOUN
dem-4193	5	26	,	,	PUNCT
dem-4193	5	27	the	the	DET
dem-4193	5	28	arima	arima	PROPN
dem-4193	5	29	model	model	NOUN
dem-4193	5	30	,	,	PUNCT
dem-4193	5	31	unit	unit	NOUN
dem-4193	5	32	-	-	PUNCT
dem-4193	5	33	root	root	NOUN
dem-4193	5	34	.	.	PUNCT
dem-4193	6	1	1	1	X
dem-4193	6	2	.	.	X
dem-4193	6	3	introduction	introduction	NOUN
dem-4193	6	4	models	model	NOUN
dem-4193	6	5	with	with	ADP
dem-4193	6	6	continuous	continuous	ADJ
dem-4193	6	7	time	time	NOUN
dem-4193	6	8	and	and	CCONJ
dem-4193	6	9	its	its	PRON
dem-4193	6	10	particular	particular	ADJ
dem-4193	6	11	case	case	NOUN
dem-4193	6	12	–	–	PUNCT
dem-4193	6	13	diffusion	diffusion	NOUN
dem-4193	6	14	models	model	NOUN
dem-4193	6	15	are	be	AUX
dem-4193	6	16	exceptionally	exceptionally	ADV
dem-4193	6	17	important	important	ADJ
dem-4193	6	18	class	class	NOUN
dem-4193	6	19	of	of	ADP
dem-4193	6	20	models	model	NOUN
dem-4193	6	21	.	.	PUNCT
dem-4193	7	1	on	on	ADP
dem-4193	7	2	the	the	DET
dem-4193	7	3	developed	develop	VERB
dem-4193	7	4	financial	financial	ADJ
dem-4193	7	5	markets	market	NOUN
dem-4193	7	6	there	there	PRON
dem-4193	7	7	are	be	VERB
dem-4193	7	8	available	available	ADJ
dem-4193	7	9	quotations	quotation	NOUN
dem-4193	7	10	containing	contain	VERB
dem-4193	7	11	full	full	ADJ
dem-4193	7	12	information	information	NOUN
dem-4193	7	13	about	about	ADP
dem-4193	7	14	transaction	transaction	NOUN
dem-4193	7	15	prices	price	NOUN
dem-4193	7	16	,	,	PUNCT
dem-4193	7	17	so	so	ADV
dem-4193	7	18	called	call	VERB
dem-4193	7	19	tick	tick	NOUN
dem-4193	7	20	-	-	PUNCT
dem-4193	7	21	by	by	ADP
dem-4193	7	22	-	-	PUNCT
dem-4193	7	23	tick	tick	NOUN
dem-4193	7	24	data	datum	NOUN
dem-4193	7	25	.	.	PUNCT
dem-4193	8	1	it	it	PRON
dem-4193	8	2	provides	provide	VERB
dem-4193	8	3	natural	natural	ADJ
dem-4193	8	4	motivation	motivation	NOUN
dem-4193	8	5	to	to	ADP
dem-4193	8	6	applying	apply	VERB
dem-4193	8	7	diffusion	diffusion	NOUN
dem-4193	8	8	models	model	NOUN
dem-4193	8	9	or	or	CCONJ
dem-4193	8	10	jump	jump	NOUN
dem-4193	8	11	diffusion	diffusion	NOUN
dem-4193	8	12	models	model	NOUN
dem-4193	8	13	to	to	ADP
dem-4193	8	14	examination	examination	NOUN
dem-4193	8	15	of	of	ADP
dem-4193	8	16	financial	financial	ADJ
dem-4193	8	17	instruments	instrument	NOUN
dem-4193	8	18	price	price	NOUN
dem-4193	8	19	series	series	NOUN
dem-4193	8	20	.	.	PUNCT
dem-4193	9	1	diffusion	diffusion	NOUN
dem-4193	9	2	models	model	NOUN
dem-4193	9	3	were	be	AUX
dem-4193	9	4	initially	initially	ADV
dem-4193	9	5	used	use	VERB
dem-4193	9	6	to	to	ADP
dem-4193	9	7	short	short	ADJ
dem-4193	9	8	-	-	PUNCT
dem-4193	9	9	term	term	NOUN
dem-4193	9	10	rate	rate	NOUN
dem-4193	9	11	modeling	modeling	NOUN
dem-4193	9	12	(	(	PUNCT
dem-4193	9	13	merton	merton	PROPN
dem-4193	9	14	,	,	PUNCT
dem-4193	9	15	1973	1973	NUM
dem-4193	9	16	;	;	PUNCT
dem-4193	9	17	vašiček	vašiček	PROPN
dem-4193	9	18	,	,	PUNCT
dem-4193	9	19	1977	1977	NUM
dem-4193	9	20	;	;	PUNCT
dem-4193	9	21	cox	cox	PROPN
dem-4193	9	22	,	,	PUNCT
dem-4193	9	23	at	at	ADP
dem-4193	9	24	al	al	PROPN
dem-4193	9	25	.	.	PROPN
dem-4193	9	26	1985	1985	NUM
dem-4193	9	27	)	)	PUNCT
dem-4193	9	28	.	.	PUNCT
dem-4193	10	1	they	they	PRON
dem-4193	10	2	gained	gain	VERB
dem-4193	10	3	in	in	ADP
dem-4193	10	4	importance	importance	NOUN
dem-4193	10	5	in	in	ADP
dem-4193	10	6	the	the	DET
dem-4193	10	7	early	early	ADJ
dem-4193	10	8	70s	70	NOUN
dem-4193	10	9	,	,	PUNCT
dem-4193	10	10	when	when	SCONJ
dem-4193	10	11	black	black	ADJ
dem-4193	10	12	and	and	CCONJ
dem-4193	10	13	scholes	schole	NOUN
dem-4193	10	14	(	(	PUNCT
dem-4193	10	15	1973	1973	NUM
dem-4193	10	16	)	)	PUNCT
dem-4193	10	17	introduced	introduce	VERB
dem-4193	10	18	european	european	ADJ
dem-4193	10	19	call	call	NOUN
dem-4193	10	20	and	and	CCONJ
dem-4193	10	21	put	put	VERB
dem-4193	10	22	option	option	NOUN
dem-4193	10	23	pricing	pricing	NOUN
dem-4193	10	24	model	model	NOUN
dem-4193	10	25	in	in	ADP
dem-4193	10	26	which	which	PRON
dem-4193	10	27	the	the	DET
dem-4193	10	28	underlier	underlier	ADJ
dem-4193	10	29	price	price	NOUN
dem-4193	10	30	was	be	AUX
dem-4193	10	31	modeled	model	VERB
dem-4193	10	32	with	with	ADP
dem-4193	10	33	simple	simple	ADJ
dem-4193	10	34	diffusion	diffusion	NOUN
dem-4193	10	35	model	model	NOUN
dem-4193	10	36	called	call	VERB
dem-4193	10	37	geometric	geometric	ADJ
dem-4193	10	38	brownian	brownian	ADJ
dem-4193	10	39	motion	motion	NOUN
dem-4193	10	40	.	.	PUNCT
dem-4193	11	1	in	in	ADP
dem-4193	11	2	the	the	DET
dem-4193	11	3	following	follow	VERB
dem-4193	11	4	years	year	NOUN
dem-4193	11	5	many	many	ADJ
dem-4193	11	6	modification	modification	NOUN
dem-4193	11	7	of	of	ADP
dem-4193	11	8	black	black	ADJ
dem-4193	11	9	-	-	PUNCT
dem-4193	11	10	scholes	schole	NOUN
dem-4193	11	11	models	model	NOUN
dem-4193	11	12	were	be	AUX
dem-4193	11	13	introduced	introduce	VERB
dem-4193	11	14	.	.	PUNCT
dem-4193	12	1	merton	merton	PROPN
dem-4193	12	2	(	(	PUNCT
dem-4193	12	3	1974	1974	NUM
dem-4193	12	4	)	)	PUNCT
dem-4193	12	5	supposed	suppose	VERB
dem-4193	12	6	additionally	additionally	ADV
dem-4193	12	7	that	that	SCONJ
dem-4193	12	8	the	the	DET
dem-4193	12	9	risk	risk	NOUN
dem-4193	12	10	-	-	PUNCT
dem-4193	12	11	free	free	ADJ
dem-4193	12	12	rate	rate	NOUN
dem-4193	12	13	is	be	AUX
dem-4193	12	14	modeled	model	VERB
dem-4193	12	15	by	by	ADP
dem-4193	12	16	diffusion	diffusion	NOUN
dem-4193	12	17	model	model	NOUN
dem-4193	12	18	,	,	PUNCT
dem-4193	12	19	and	and	CCONJ
dem-4193	12	20	heston	heston	PROPN
dem-4193	12	21	(	(	PUNCT
dem-4193	12	22	1993	1993	NUM
dem-4193	12	23	)	)	PUNCT
dem-4193	12	24	assumed	assume	VERB
dem-4193	12	25	that	that	SCONJ
dem-4193	12	26	the	the	DET
dem-4193	12	27	volatility	volatility	NOUN
dem-4193	12	28	process	process	NOUN
dem-4193	12	29	is	be	AUX
dem-4193	12	30	described	describe	VERB
dem-4193	12	31	by	by	ADP
dem-4193	12	32	mean	mean	VERB
dem-4193	12	33	reverting	revert	VERB
dem-4193	12	34	diffusion	diffusion	NOUN
dem-4193	12	35	models	model	NOUN
dem-4193	12	36	.	.	PUNCT
dem-4193	13	1	forms	form	NOUN
dem-4193	13	2	of	of	ADP
dem-4193	13	3	blackscholes	blackschole	NOUN
dem-4193	13	4	formula	formula	NOUN
dem-4193	13	5	were	be	AUX
dem-4193	13	6	introduced	introduce	VERB
dem-4193	13	7	for	for	ADP
dem-4193	13	8	american	american	ADJ
dem-4193	13	9	options	option	NOUN
dem-4193	13	10	,	,	PUNCT
dem-4193	13	11	term	term	NOUN
dem-4193	13	12	options	option	NOUN
dem-4193	13	13	and	and	CCONJ
dem-4193	13	14	even	even	ADV
dem-4193	13	15	volatility	volatility	NOUN
dem-4193	13	16	index	index	NOUN
dem-4193	13	17	options	option	NOUN
dem-4193	13	18	,	,	PUNCT
dem-4193	13	19	which	which	PRON
dem-4193	13	20	had	have	AUX
dem-4193	13	21	just	just	ADV
dem-4193	13	22	appeared	appear	VERB
dem-4193	13	23	on	on	ADP
dem-4193	13	24	the	the	DET
dem-4193	13	25	market	market	NOUN
dem-4193	13	26	.	.	PUNCT
dem-4193	14	1	piotr	piotr	PROPN
dem-4193	14	2	płuciennik	płuciennik	VERB
dem-4193	14	3	52	52	NUM
dem-4193	14	4	other	other	ADJ
dem-4193	14	5	application	application	NOUN
dem-4193	14	6	areas	area	NOUN
dem-4193	14	7	of	of	ADP
dem-4193	14	8	models	model	NOUN
dem-4193	14	9	with	with	ADP
dem-4193	14	10	continuous	continuous	ADJ
dem-4193	14	11	time	time	NOUN
dem-4193	14	12	are	be	AUX
dem-4193	14	13	issues	issue	NOUN
dem-4193	14	14	concerning	concern	VERB
dem-4193	14	15	modeling	modeling	NOUN
dem-4193	14	16	and	and	CCONJ
dem-4193	14	17	forecasting	forecasting	NOUN
dem-4193	14	18	interest	interest	NOUN
dem-4193	14	19	rates	rate	NOUN
dem-4193	14	20	(	(	PUNCT
dem-4193	14	21	term	term	NOUN
dem-4193	14	22	structure	structure	NOUN
dem-4193	14	23	)	)	PUNCT
dem-4193	14	24	and	and	CCONJ
dem-4193	14	25	valuation	valuation	NOUN
dem-4193	14	26	of	of	ADP
dem-4193	14	27	very	very	ADV
dem-4193	14	28	complicated	complicated	ADJ
dem-4193	14	29	derivatives	derivative	NOUN
dem-4193	14	30	based	base	VERB
dem-4193	14	31	on	on	ADP
dem-4193	14	32	debt	debt	NOUN
dem-4193	14	33	instruments	instrument	NOUN
dem-4193	14	34	.	.	PUNCT
dem-4193	15	1	this	this	DET
dem-4193	15	2	subject	subject	NOUN
dem-4193	15	3	was	be	AUX
dem-4193	15	4	brought	bring	VERB
dem-4193	15	5	up	up	ADP
dem-4193	15	6	among	among	ADP
dem-4193	15	7	others	other	NOUN
dem-4193	15	8	by	by	ADP
dem-4193	15	9	jagannathan	jagannathan	PROPN
dem-4193	15	10	at	at	ADP
dem-4193	15	11	al	al	PROPN
dem-4193	15	12	.	.	PUNCT
dem-4193	16	1	(	(	PUNCT
dem-4193	16	2	2004	2004	NUM
dem-4193	16	3	)	)	PUNCT
dem-4193	16	4	,	,	PUNCT
dem-4193	16	5	which	which	PRON
dem-4193	16	6	applied	apply	VERB
dem-4193	16	7	multidimensional	multidimensional	ADJ
dem-4193	16	8	cir	cir	NOUN
dem-4193	16	9	models	model	NOUN
dem-4193	16	10	to	to	ADP
dem-4193	16	11	caps	cap	NOUN
dem-4193	16	12	and	and	CCONJ
dem-4193	16	13	swaptions	swaption	NOUN
dem-4193	16	14	pricing	pricing	NOUN
dem-4193	16	15	,	,	PUNCT
dem-4193	16	16	tamba	tamba	NOUN
dem-4193	16	17	(	(	PUNCT
dem-4193	16	18	2006	2006	NUM
dem-4193	16	19	)	)	PUNCT
dem-4193	16	20	,	,	PUNCT
dem-4193	16	21	which	which	PRON
dem-4193	16	22	used	use	VERB
dem-4193	16	23	hull	hull	NOUN
dem-4193	16	24	-	-	PUNCT
dem-4193	16	25	white	white	ADJ
dem-4193	16	26	diffusion	diffusion	NOUN
dem-4193	16	27	model	model	NOUN
dem-4193	16	28	to	to	ADP
dem-4193	16	29	bermudian	bermudian	ADJ
dem-4193	16	30	swaption	swaption	NOUN
dem-4193	16	31	pricing	pricing	NOUN
dem-4193	16	32	,	,	PUNCT
dem-4193	16	33	and	and	CCONJ
dem-4193	16	34	mannolini	mannolini	ADJ
dem-4193	16	35	,	,	PUNCT
dem-4193	16	36	mari	mari	X
dem-4193	16	37	,	,	PUNCT
dem-4193	16	38	renò	renò	NOUN
dem-4193	16	39	(	(	PUNCT
dem-4193	16	40	2008	2008	NUM
dem-4193	16	41	)	)	PUNCT
dem-4193	16	42	,	,	PUNCT
dem-4193	16	43	which	which	PRON
dem-4193	16	44	priced	price	VERB
dem-4193	16	45	caps	cap	NOUN
dem-4193	16	46	and	and	CCONJ
dem-4193	16	47	floors	floor	NOUN
dem-4193	16	48	by	by	ADP
dem-4193	16	49	extended	extended	ADJ
dem-4193	16	50	cir	cir	NOUN
dem-4193	16	51	models	model	NOUN
dem-4193	16	52	.	.	PUNCT
dem-4193	17	1	the	the	DET
dem-4193	17	2	aforementioned	aforementioned	ADJ
dem-4193	17	3	derivatives	derivative	NOUN
dem-4193	17	4	are	be	AUX
dem-4193	17	5	of	of	ADP
dem-4193	17	6	outstanding	outstanding	ADJ
dem-4193	17	7	significance	significance	NOUN
dem-4193	17	8	.	.	PUNCT
dem-4193	18	1	they	they	PRON
dem-4193	18	2	played	play	VERB
dem-4193	18	3	the	the	DET
dem-4193	18	4	crucial	crucial	ADJ
dem-4193	18	5	role	role	NOUN
dem-4193	18	6	in	in	ADP
dem-4193	18	7	risk	risk	NOUN
dem-4193	18	8	management	management	NOUN
dem-4193	18	9	and	and	CCONJ
dem-4193	18	10	in	in	ADP
dem-4193	18	11	aggressive	aggressive	ADJ
dem-4193	18	12	investment	investment	NOUN
dem-4193	18	13	strategies	strategy	NOUN
dem-4193	18	14	.	.	PUNCT
dem-4193	19	1	the	the	DET
dem-4193	19	2	first	first	ADJ
dem-4193	19	3	hedging	hedging	NOUN
dem-4193	19	4	strategies	strategy	NOUN
dem-4193	19	5	were	be	AUX
dem-4193	19	6	proposed	propose	VERB
dem-4193	19	7	by	by	ADP
dem-4193	19	8	black	black	ADJ
dem-4193	19	9	and	and	CCONJ
dem-4193	19	10	scholes	schole	NOUN
dem-4193	19	11	(	(	PUNCT
dem-4193	19	12	1973	1973	NUM
dem-4193	19	13	)	)	PUNCT
dem-4193	19	14	.	.	PUNCT
dem-4193	20	1	nowadays	nowadays	ADV
dem-4193	20	2	there	there	PRON
dem-4193	20	3	are	be	VERB
dem-4193	20	4	strategies	strategy	NOUN
dem-4193	20	5	which	which	PRON
dem-4193	20	6	allow	allow	VERB
dem-4193	20	7	to	to	PART
dem-4193	20	8	hedge	hedge	VERB
dem-4193	20	9	the	the	DET
dem-4193	20	10	positions	position	NOUN
dem-4193	20	11	in	in	ADP
dem-4193	20	12	swaption	swaption	NOUN
dem-4193	20	13	(	(	PUNCT
dem-4193	20	14	javaheri	javaheri	PROPN
dem-4193	20	15	at	at	ADP
dem-4193	20	16	al	al	PROPN
dem-4193	20	17	.	.	PROPN
dem-4193	20	18	,	,	PUNCT
dem-4193	20	19	2004	2004	NUM
dem-4193	20	20	;	;	PUNCT
dem-4193	20	21	howison	howison	NOUN
dem-4193	20	22	at	at	ADP
dem-4193	20	23	al	al	PROPN
dem-4193	20	24	.	.	PROPN
dem-4193	20	25	,	,	PUNCT
dem-4193	20	26	2004	2004	NUM
dem-4193	20	27	)	)	PUNCT
dem-4193	20	28	and	and	CCONJ
dem-4193	20	29	vix	vix	PROPN
dem-4193	20	30	options	option	NOUN
dem-4193	20	31	(	(	PUNCT
dem-4193	20	32	psychoyios	psychoyio	NOUN
dem-4193	20	33	,	,	PUNCT
dem-4193	20	34	skiadopoulos	skiadopoulo	NOUN
dem-4193	20	35	2006	2006	NUM
dem-4193	20	36	;	;	PUNCT
dem-4193	20	37	sepp	sepp	NOUN
dem-4193	20	38	2008	2008	NUM
dem-4193	20	39	;	;	PUNCT
dem-4193	20	40	broadie	broadie	PROPN
dem-4193	20	41	,	,	PUNCT
dem-4193	20	42	jain	jain	NOUN
dem-4193	20	43	2008	2008	NUM
dem-4193	20	44	)	)	PUNCT
dem-4193	20	45	.	.	PUNCT
dem-4193	21	1	in	in	ADP
dem-4193	21	2	the	the	DET
dem-4193	21	3	following	follow	VERB
dem-4193	21	4	article	article	NOUN
dem-4193	21	5	we	we	PRON
dem-4193	21	6	use	use	VERB
dem-4193	21	7	diffusion	diffusion	NOUN
dem-4193	21	8	models	model	NOUN
dem-4193	21	9	to	to	PART
dem-4193	21	10	forecast	forecast	VERB
dem-4193	21	11	the	the	DET
dem-4193	21	12	logarithmic	logarithmic	ADJ
dem-4193	21	13	levels	level	NOUN
dem-4193	21	14	of	of	ADP
dem-4193	21	15	dax	dax	PROPN
dem-4193	21	16	,	,	PUNCT
dem-4193	21	17	cac40	cac40	PROPN
dem-4193	21	18	,	,	PUNCT
dem-4193	21	19	nasdaq	nasdaq	PROPN
dem-4193	21	20	and	and	CCONJ
dem-4193	21	21	wig20	wig20	PROPN
dem-4193	21	22	indexes	index	NOUN
dem-4193	21	23	.	.	PUNCT
dem-4193	22	1	the	the	DET
dem-4193	22	2	parameter	parameter	NOUN
dem-4193	22	3	estimates	estimate	NOUN
dem-4193	22	4	were	be	AUX
dem-4193	22	5	obtained	obtain	VERB
dem-4193	22	6	by	by	ADP
dem-4193	22	7	modern	modern	ADJ
dem-4193	22	8	phillips	phillip	NOUN
dem-4193	22	9	and	and	CCONJ
dem-4193	22	10	yu	yu	PROPN
dem-4193	22	11	(	(	PUNCT
dem-4193	22	12	2009	2009	NUM
dem-4193	22	13	)	)	PUNCT
dem-4193	22	14	method	method	NOUN
dem-4193	22	15	and	and	CCONJ
dem-4193	22	16	more	more	ADV
dem-4193	22	17	classical	classical	ADJ
dem-4193	22	18	,	,	PUNCT
dem-4193	22	19	introduced	introduce	VERB
dem-4193	22	20	by	by	ADP
dem-4193	22	21	hansen	hansen	PROPN
dem-4193	22	22	(	(	PUNCT
dem-4193	22	23	1982	1982	NUM
dem-4193	22	24	)	)	PUNCT
dem-4193	22	25	,	,	PUNCT
dem-4193	22	26	generalized	generalize	VERB
dem-4193	22	27	method	method	NOUN
dem-4193	22	28	of	of	ADP
dem-4193	22	29	moments	moment	NOUN
dem-4193	22	30	(	(	PUNCT
dem-4193	22	31	gmm	gmm	NOUN
dem-4193	22	32	)	)	PUNCT
dem-4193	22	33	with	with	ADP
dem-4193	22	34	covariance	covariance	NOUN
dem-4193	22	35	matrix	matrix	NOUN
dem-4193	22	36	,	,	PUNCT
dem-4193	22	37	estimated	estimate	VERB
dem-4193	22	38	by	by	ADP
dem-4193	22	39	using	use	VERB
dem-4193	22	40	bartlett	bartlett	PROPN
dem-4193	22	41	kernels	kernel	NOUN
dem-4193	22	42	,	,	PUNCT
dem-4193	22	43	as	as	ADP
dem-4193	22	44	a	a	DET
dem-4193	22	45	weight	weight	NOUN
dem-4193	22	46	matrix	matrix	NOUN
dem-4193	22	47	(	(	PUNCT
dem-4193	22	48	newey	newey	PROPN
dem-4193	22	49	,	,	PUNCT
dem-4193	22	50	west	west	NOUN
dem-4193	22	51	,	,	PUNCT
dem-4193	22	52	1987	1987	NUM
dem-4193	22	53	)	)	PUNCT
dem-4193	22	54	.	.	PUNCT
dem-4193	23	1	we	we	PRON
dem-4193	23	2	determine	determine	VERB
dem-4193	23	3	the	the	DET
dem-4193	23	4	forecasts	forecast	NOUN
dem-4193	23	5	by	by	ADP
dem-4193	23	6	using	use	VERB
dem-4193	23	7	monte	monte	PROPN
dem-4193	23	8	-	-	PUNCT
dem-4193	23	9	carlo	carlo	NOUN
dem-4193	23	10	methods	method	NOUN
dem-4193	23	11	and	and	CCONJ
dem-4193	23	12	compare	compare	VERB
dem-4193	23	13	its	its	PRON
dem-4193	23	14	quality	quality	NOUN
dem-4193	23	15	with	with	ADP
dem-4193	23	16	the	the	DET
dem-4193	23	17	forecasts	forecast	NOUN
dem-4193	23	18	which	which	PRON
dem-4193	23	19	we	we	PRON
dem-4193	23	20	obtained	obtain	VERB
dem-4193	23	21	by	by	ADP
dem-4193	23	22	using	use	VERB
dem-4193	23	23	popular	popular	ADJ
dem-4193	23	24	parametrical	parametrical	ADJ
dem-4193	23	25	time	time	NOUN
dem-4193	23	26	series	series	NOUN
dem-4193	23	27	models	model	NOUN
dem-4193	23	28	.	.	PUNCT
dem-4193	24	1	2	2	X
dem-4193	24	2	.	.	NUM
dem-4193	24	3	models	model	NOUN
dem-4193	24	4	we	we	PRON
dem-4193	24	5	use	use	VERB
dem-4193	24	6	popular	popular	ADJ
dem-4193	24	7	diffusion	diffusion	NOUN
dem-4193	24	8	models	model	NOUN
dem-4193	24	9	to	to	PART
dem-4193	24	10	describe	describe	VERB
dem-4193	24	11	logarithmic	logarithmic	ADJ
dem-4193	24	12	prices	price	NOUN
dem-4193	24	13	of	of	ADP
dem-4193	24	14	financial	financial	ADJ
dem-4193	24	15	instruments	instrument	NOUN
dem-4193	24	16	.	.	PUNCT
dem-4193	25	1	the	the	DET
dem-4193	25	2	diffusion	diffusion	NOUN
dem-4193	25	3	models	model	NOUN
dem-4193	25	4	were	be	AUX
dem-4193	25	5	originally	originally	ADV
dem-4193	25	6	used	use	VERB
dem-4193	25	7	to	to	PART
dem-4193	25	8	describe	describe	VERB
dem-4193	25	9	the	the	DET
dem-4193	25	10	evolution	evolution	NOUN
dem-4193	25	11	of	of	ADP
dem-4193	25	12	short	short	ADJ
dem-4193	25	13	-	-	PUNCT
dem-4193	25	14	term	term	NOUN
dem-4193	25	15	rates	rate	NOUN
dem-4193	25	16	.	.	PUNCT
dem-4193	26	1	their	their	PRON
dem-4193	26	2	significant	significant	ADJ
dem-4193	26	3	feature	feature	NOUN
dem-4193	26	4	is	be	AUX
dem-4193	26	5	the	the	DET
dem-4193	26	6	mean	mean	ADJ
dem-4193	26	7	reverting	revert	VERB
dem-4193	26	8	property	property	NOUN
dem-4193	26	9	.	.	PUNCT
dem-4193	27	1	the	the	DET
dem-4193	27	2	most	most	ADV
dem-4193	27	3	simple	simple	ADJ
dem-4193	27	4	diffusion	diffusion	NOUN
dem-4193	27	5	model	model	NOUN
dem-4193	27	6	–	–	PUNCT
dem-4193	27	7	vašíček	vašíček	NOUN
dem-4193	27	8	(	(	PUNCT
dem-4193	27	9	1977	1977	NUM
dem-4193	27	10	)	)	PUNCT
dem-4193	27	11	model	model	NOUN
dem-4193	27	12	–	–	PUNCT
dem-4193	27	13	assume	assume	VERB
dem-4193	27	14	that	that	SCONJ
dem-4193	27	15	the	the	DET
dem-4193	27	16	price	price	NOUN
dem-4193	27	17	process	process	NOUN
dem-4193	27	18	is	be	AUX
dem-4193	27	19	modeled	model	VERB
dem-4193	27	20	by	by	ADP
dem-4193	27	21	the	the	DET
dem-4193	27	22	following	follow	VERB
dem-4193	27	23	stochastic	stochastic	ADJ
dem-4193	27	24	differential	differential	NOUN
dem-4193	27	25	equation	equation	NOUN
dem-4193	27	26	ttt	ttt	PROPN
dem-4193	27	27	dbdtxdx	dbdtxdx	PROPN
dem-4193	27	28	σμκ	σμκ	ADJ
dem-4193	27	29	+	+	NOUN
dem-4193	27	30	−=	−=	NOUN
dem-4193	27	31	)	)	PUNCT
dem-4193	27	32	(	(	PUNCT
dem-4193	27	33	,	,	PUNCT
dem-4193	27	34	with	with	ADP
dem-4193	27	35	initial	initial	ADJ
dem-4193	27	36	condition	condition	NOUN
dem-4193	27	37	.00	.00	NUM
dem-4193	27	38	xxt	xxt	NOUN
dem-4193	27	39	=	=	NOUN
dem-4193	27	40	parameters	parameter	NOUN
dem-4193	27	41	,	,	PUNCT
dem-4193	27	42	κ	κ	PROPN
dem-4193	27	43	μ	μ	PROPN
dem-4193	27	44	and	and	CCONJ
dem-4193	27	45	σ	σ	PROPN
dem-4193	27	46	are	be	AUX
dem-4193	27	47	strictly	strictly	ADV
dem-4193	27	48	positive	positive	ADJ
dem-4193	27	49	.	.	PUNCT
dem-4193	28	1	parameter	parameter	PROPN
dem-4193	28	2	μ	μ	PROPN
dem-4193	28	3	can	can	AUX
dem-4193	28	4	be	be	AUX
dem-4193	28	5	interpreted	interpret	VERB
dem-4193	28	6	as	as	ADP
dem-4193	28	7	a	a	DET
dem-4193	28	8	long	long	ADJ
dem-4193	28	9	term	term	NOUN
dem-4193	28	10	mean	mean	NOUN
dem-4193	28	11	level	level	NOUN
dem-4193	28	12	,	,	PUNCT
dem-4193	28	13	κ	κ	NOUN
dem-4193	28	14	as	as	ADP
dem-4193	28	15	a	a	DET
dem-4193	28	16	speed	speed	NOUN
dem-4193	28	17	of	of	ADP
dem-4193	28	18	reversion	reversion	NOUN
dem-4193	28	19	,	,	PUNCT
dem-4193	28	20	and	and	CCONJ
dem-4193	28	21	σ	σ	NOUN
dem-4193	28	22	as	as	ADP
dem-4193	28	23	a	a	DET
dem-4193	28	24	instantaneous	instantaneous	ADJ
dem-4193	28	25	volatility	volatility	NOUN
dem-4193	28	26	.	.	PUNCT
dem-4193	29	1	cox	cox	PROPN
dem-4193	29	2	,	,	PUNCT
dem-4193	29	3	ingersoll	ingersoll	PROPN
dem-4193	29	4	and	and	CCONJ
dem-4193	29	5	ross	ross	PROPN
dem-4193	29	6	(	(	PUNCT
dem-4193	29	7	1985	1985	NUM
dem-4193	29	8	)	)	PUNCT
dem-4193	29	9	introduced	introduce	VERB
dem-4193	29	10	model	model	NOUN
dem-4193	29	11	called	call	VERB
dem-4193	29	12	cir	cir	NOUN
dem-4193	29	13	,	,	PUNCT
dem-4193	29	14	which	which	PRON
dem-4193	29	15	is	be	AUX
dem-4193	29	16	an	an	DET
dem-4193	29	17	extension	extension	NOUN
dem-4193	29	18	of	of	ADP
dem-4193	29	19	vašíček	vašíček	NOUN
dem-4193	29	20	model	model	NOUN
dem-4193	29	21	.	.	PUNCT
dem-4193	30	1	the	the	DET
dem-4193	30	2	tx	tx	PROPN
dem-4193	30	3	evolution	evolution	NOUN
dem-4193	30	4	is	be	AUX
dem-4193	30	5	described	describe	VERB
dem-4193	30	6	by	by	ADP
dem-4193	30	7	the	the	DET
dem-4193	30	8	formula	formula	NOUN
dem-4193	30	9	tttt	tttt	NOUN
dem-4193	30	10	dbxdtxdx	dbxdtxdx	NOUN
dem-4193	30	11	σμκ	σμκ	NOUN
dem-4193	30	12	+	+	NOUN
dem-4193	30	13	−=	−=	NOUN
dem-4193	30	14	)	)	PUNCT
dem-4193	30	15	(	(	PUNCT
dem-4193	30	16	,	,	PUNCT
dem-4193	30	17	with	with	ADP
dem-4193	30	18	initial	initial	ADJ
dem-4193	30	19	condition	condition	NOUN
dem-4193	30	20	.00	.00	NUM
dem-4193	30	21	xxt	xxt	NOUN
dem-4193	30	22	=	=	NOUN
dem-4193	30	23	parameters	parameter	NOUN
dem-4193	30	24	,	,	PUNCT
dem-4193	30	25	κ	κ	PROPN
dem-4193	30	26	μ	μ	PROPN
dem-4193	30	27	and	and	CCONJ
dem-4193	30	28	σ	σ	PROPN
dem-4193	30	29	are	be	AUX
dem-4193	30	30	strictly	strictly	ADV
dem-4193	30	31	positive	positive	ADJ
dem-4193	30	32	,	,	PUNCT
dem-4193	30	33	and	and	CCONJ
dem-4193	30	34	have	have	VERB
dem-4193	30	35	the	the	DET
dem-4193	30	36	same	same	ADJ
dem-4193	30	37	interpretation	interpretation	NOUN
dem-4193	30	38	as	as	ADP
dem-4193	30	39	in	in	ADP
dem-4193	30	40	vašíček	vašíček	NOUN
dem-4193	30	41	model	model	NOUN
dem-4193	30	42	.	.	PUNCT
dem-4193	31	1	the	the	DET
dem-4193	31	2	square	square	ADJ
dem-4193	31	3	root	root	NOUN
dem-4193	31	4	in	in	ADP
dem-4193	31	5	the	the	DET
dem-4193	31	6	forecasting	forecasting	NOUN
dem-4193	31	7	financial	financial	ADJ
dem-4193	31	8	processes	process	NOUN
dem-4193	31	9	by	by	ADP
dem-4193	31	10	using	use	VERB
dem-4193	31	11	diffusion	diffusion	NOUN
dem-4193	31	12	models	model	NOUN
dem-4193	31	13	53	53	NUM
dem-4193	31	14	diffusion	diffusion	NOUN
dem-4193	31	15	function	function	NOUN
dem-4193	31	16	allows	allow	VERB
dem-4193	31	17	to	to	PART
dem-4193	31	18	avoid	avoid	VERB
dem-4193	31	19	the	the	DET
dem-4193	31	20	possibility	possibility	NOUN
dem-4193	31	21	of	of	ADP
dem-4193	31	22	nonpositive	nonpositive	ADJ
dem-4193	31	23	values	value	NOUN
dem-4193	31	24	of	of	ADP
dem-4193	31	25	tx	tx	PROPN
dem-4193	31	26	,	,	PUNCT
dem-4193	31	27	provided	provide	VERB
dem-4193	31	28	that	that	SCONJ
dem-4193	31	29	the	the	DET
dem-4193	31	30	condition	condition	NOUN
dem-4193	31	31	22	22	NUM
dem-4193	31	32	σκμ	σκμ	NOUN
dem-4193	31	33	>	>	X
dem-4193	31	34	is	be	AUX
dem-4193	31	35	met	meet	VERB
dem-4193	31	36	.	.	PUNCT
dem-4193	32	1	chan	chan	PROPN
dem-4193	32	2	at	at	ADP
dem-4193	32	3	al	al	PROPN
dem-4193	32	4	.	.	PROPN
dem-4193	33	1	(	(	PUNCT
dem-4193	33	2	1992	1992	NUM
dem-4193	33	3	)	)	PUNCT
dem-4193	33	4	introduced	introduce	VERB
dem-4193	33	5	model	model	NOUN
dem-4193	33	6	called	call	VERB
dem-4193	33	7	ckls	ckl	VERB
dem-4193	33	8	.	.	PUNCT
dem-4193	34	1	authors	author	NOUN
dem-4193	34	2	assume	assume	VERB
dem-4193	34	3	that	that	SCONJ
dem-4193	34	4	tx	tx	PROPN
dem-4193	34	5	evolution	evolution	NOUN
dem-4193	34	6	is	be	AUX
dem-4193	34	7	described	describe	VERB
dem-4193	34	8	by	by	ADP
dem-4193	34	9	the	the	DET
dem-4193	34	10	following	follow	VERB
dem-4193	34	11	diffusion	diffusion	NOUN
dem-4193	34	12	models	model	NOUN
dem-4193	34	13	tttt	tttt	X
dem-4193	34	14	dbxdtxdx	dbxdtxdx	VERB
dem-4193	34	15	βσμκ	βσμκ	PROPN
dem-4193	35	1	+	+	PROPN
dem-4193	35	2	−=	−=	NOUN
dem-4193	35	3	)	)	PUNCT
dem-4193	35	4	(	(	PUNCT
dem-4193	35	5	,	,	PUNCT
dem-4193	35	6	with	with	ADP
dem-4193	35	7	initial	initial	ADJ
dem-4193	35	8	condition	condition	NOUN
dem-4193	35	9	.00	.00	NUM
dem-4193	35	10	xx	xx	NUM
dem-4193	35	11	t	t	NOUN
dem-4193	35	12	=	=	PUNCT
dem-4193	35	13	similarly	similarly	ADV
dem-4193	35	14	as	as	ADP
dem-4193	35	15	in	in	ADP
dem-4193	35	16	vašíček	vašíček	NOUN
dem-4193	35	17	and	and	CCONJ
dem-4193	35	18	cir	cir	PROPN
dem-4193	35	19	model	model	NOUN
dem-4193	35	20	,	,	PUNCT
dem-4193	35	21	,	,	PUNCT
dem-4193	35	22	κ	κ	PROPN
dem-4193	35	23	μ	μ	PROPN
dem-4193	35	24	and	and	CCONJ
dem-4193	35	25	σ	σ	PROPN
dem-4193	35	26	are	be	AUX
dem-4193	35	27	strictly	strictly	ADV
dem-4193	35	28	positive	positive	ADJ
dem-4193	35	29	.	.	PUNCT
dem-4193	36	1	an	an	DET
dem-4193	36	2	additional	additional	ADJ
dem-4193	36	3	β	β	NOUN
dem-4193	36	4	parameter	parameter	NOUN
dem-4193	36	5	is	be	AUX
dem-4193	36	6	called	call	VERB
dem-4193	36	7	the	the	DET
dem-4193	36	8	elasticity	elasticity	NOUN
dem-4193	36	9	of	of	ADP
dem-4193	36	10	variance	variance	NOUN
dem-4193	36	11	parameter	parameter	NOUN
dem-4193	36	12	,	,	PUNCT
dem-4193	36	13	and	and	CCONJ
dem-4193	36	14	]	]	X
dem-4193	36	15	1,0[∈β	1,0[∈β	NOUN
dem-4193	36	16	.	.	PUNCT
dem-4193	37	1	by	by	ADP
dem-4193	37	2	simply	simply	ADV
dem-4193	37	3	placing	place	VERB
dem-4193	37	4	the	the	DET
dem-4193	37	5	appropriate	appropriate	ADJ
dem-4193	37	6	restrictions	restriction	NOUN
dem-4193	37	7	on	on	ADP
dem-4193	37	8	the	the	DET
dem-4193	37	9	four	four	NUM
dem-4193	37	10	parameters	parameter	NOUN
dem-4193	37	11	,	,	PUNCT
dem-4193	37	12	κ	κ	PROPN
dem-4193	37	13	,	,	PUNCT
dem-4193	37	14	μ	μ	PROPN
dem-4193	37	15	σ	σ	PROPN
dem-4193	37	16	and	and	CCONJ
dem-4193	37	17	β	β	X
dem-4193	37	18	we	we	PRON
dem-4193	37	19	can	can	AUX
dem-4193	37	20	obtain	obtain	VERB
dem-4193	37	21	7	7	NUM
dem-4193	37	22	other	other	ADJ
dem-4193	37	23	diffusion	diffusion	NOUN
dem-4193	37	24	models	model	NOUN
dem-4193	37	25	–	–	PUNCT
dem-4193	37	26	among	among	ADP
dem-4193	37	27	others	other	NOUN
dem-4193	37	28	the	the	DET
dem-4193	37	29	vašíček	vašíček	NOUN
dem-4193	37	30	and	and	CCONJ
dem-4193	37	31	the	the	DET
dem-4193	37	32	cir	cir	PROPN
dem-4193	37	33	model	model	NOUN
dem-4193	37	34	.	.	PUNCT
dem-4193	38	1	(	(	PUNCT
dem-4193	38	2	see	see	VERB
dem-4193	38	3	chan	chan	PROPN
dem-4193	38	4	at	at	ADP
dem-4193	38	5	al	al	PROPN
dem-4193	38	6	.	.	PROPN
dem-4193	38	7	,	,	PUNCT
dem-4193	38	8	1992	1992	NUM
dem-4193	38	9	)	)	PUNCT
dem-4193	38	10	.	.	PUNCT
dem-4193	39	1	3	3	X
dem-4193	39	2	.	.	X
dem-4193	39	3	determination	determination	NOUN
dem-4193	39	4	of	of	ADP
dem-4193	39	5	one	one	NUM
dem-4193	39	6	-	-	PUNCT
dem-4193	39	7	day	day	NOUN
dem-4193	39	8	ex	ex	NOUN
dem-4193	39	9	-	-	ADJ
dem-4193	39	10	post	post	ADJ
dem-4193	39	11	forecast	forecast	NOUN
dem-4193	39	12	from	from	ADP
dem-4193	39	13	diffusion	diffusion	NOUN
dem-4193	39	14	models	model	NOUN
dem-4193	39	15	denote	denote	VERB
dem-4193	39	16	the	the	DET
dem-4193	39	17	l	l	ADJ
dem-4193	39	18	-	-	PUNCT
dem-4193	39	19	step	step	NOUN
dem-4193	39	20	forecast	forecast	NOUN
dem-4193	39	21	of	of	ADP
dem-4193	39	22	ltx	ltx	PROPN
dem-4193	39	23	+	+	CCONJ
dem-4193	39	24	as	as	ADP
dem-4193	39	25	)	)	PUNCT
dem-4193	39	26	(	(	PUNCT
dem-4193	39	27	ˆ	ˆ	NOUN
dem-4193	39	28	lx	lx	ADP
dem-4193	39	29	t	t	PROPN
dem-4193	39	30	.	.	PUNCT
dem-4193	40	1	assuming	assume	VERB
dem-4193	40	2	that	that	SCONJ
dem-4193	40	3	the	the	DET
dem-4193	40	4	minimum	minimum	ADJ
dem-4193	40	5	squared	square	VERB
dem-4193	40	6	error	error	NOUN
dem-4193	40	7	is	be	AUX
dem-4193	40	8	the	the	DET
dem-4193	40	9	loss	loss	NOUN
dem-4193	40	10	function	function	NOUN
dem-4193	40	11	,	,	PUNCT
dem-4193	40	12	the	the	DET
dem-4193	40	13	forecast	forecast	NOUN
dem-4193	40	14	)	)	PUNCT
dem-4193	40	15	(	(	PUNCT
dem-4193	40	16	ˆ	ˆ	ADV
dem-4193	40	17	lx	lx	ADP
dem-4193	40	18	t	t	PROPN
dem-4193	40	19	is	be	AUX
dem-4193	40	20	the	the	DET
dem-4193	40	21	random	random	ADJ
dem-4193	40	22	variable	variable	NOUN
dem-4193	40	23	chosen	choose	VERB
dem-4193	40	24	such	such	ADJ
dem-4193	40	25	that	that	PRON
dem-4193	40	26	,	,	PUNCT
dem-4193	40	27	)	)	PUNCT
dem-4193	40	28	]	]	PUNCT
dem-4193	40	29	,	,	PUNCT
dem-4193	40	30	...	...	PUNCT
dem-4193	40	31	,	,	PUNCT
dem-4193	40	32	(	(	PUNCT
dem-4193	40	33	[	[	X
dem-4193	40	34	min)](ˆ	min)](ˆ	NOUN
dem-4193	40	35	[	[	PUNCT
dem-4193	40	36	2	2	NUM
dem-4193	40	37	1	1	NUM
dem-4193	40	38	2	2	NUM
dem-4193	40	39	xxgxlxx	xxgxlxx	PROPN
dem-4193	40	40	ttgtlt	ttgtlt	PROPN
dem-4193	40	41	−≤−+	−≤−+	PROPN
dem-4193	40	42			NOUN
dem-4193	40	43	where	where	SCONJ
dem-4193	40	44	)	)	PUNCT
dem-4193	40	45	,	,	PUNCT
dem-4193	40	46	...	...	PUNCT
dem-4193	40	47	,	,	PUNCT
dem-4193	40	48	(	(	PUNCT
dem-4193	40	49	1xxg	1xxg	NUM
dem-4193	40	50	t	t	NOUN
dem-4193	40	51	is	be	AUX
dem-4193	40	52	measurable	measurable	ADJ
dem-4193	40	53	function	function	NOUN
dem-4193	40	54	towards	towards	ADP
dem-4193	40	55	σ	σ	PROPN
dem-4193	40	56	-	-	PUNCT
dem-4193	40	57	algebra	algebra	NOUN
dem-4193	40	58	generated	generate	VERB
dem-4193	40	59	by	by	ADP
dem-4193	40	60	the	the	DET
dem-4193	40	61	information	information	NOUN
dem-4193	40	62	available	available	ADJ
dem-4193	40	63	up	up	ADP
dem-4193	40	64	to	to	ADP
dem-4193	40	65	time	time	NOUN
dem-4193	40	66	t	t	PROPN
dem-4193	40	67	inclusive	inclusive	NOUN
dem-4193	40	68	.	.	PUNCT
dem-4193	41	1	we	we	PRON
dem-4193	41	2	can	can	AUX
dem-4193	41	3	show	show	VERB
dem-4193	41	4	that	that	PRON
dem-4193	41	5	)	)	PUNCT
dem-4193	41	6	|()(ˆ	|()(ˆ	NOUN
dem-4193	41	7	thtt	thtt	NOUN
dem-4193	41	8	xhx	xhx	PROPN
dem-4193	42	1	+	+	PROPN
dem-4193	43	1	=	=	X
dem-4193	43	2			ADJ
dem-4193	43	3	(	(	PUNCT
dem-4193	43	4	.	.	PUNCT
dem-4193	44	1	therefore	therefore	ADV
dem-4193	44	2	,	,	PUNCT
dem-4193	44	3	if	if	SCONJ
dem-4193	44	4	we	we	PRON
dem-4193	44	5	assume	assume	VERB
dem-4193	44	6	that	that	DET
dem-4193	44	7	process	process	NOUN
dem-4193	44	8	is	be	AUX
dem-4193	44	9	described	describe	VERB
dem-4193	44	10	by	by	ADP
dem-4193	44	11	diffusion	diffusion	NOUN
dem-4193	44	12	models	model	NOUN
dem-4193	44	13	and	and	CCONJ
dem-4193	44	14	length	length	NOUN
dem-4193	44	15	of	of	ADP
dem-4193	44	16	one	one	NUM
dem-4193	44	17	step	step	NOUN
dem-4193	44	18	equals	equal	VERB
dem-4193	44	19	,	,	PUNCT
dem-4193	44	20	h	h	NOUN
dem-4193	44	21	then	then	ADV
dem-4193	44	22	,	,	PUNCT
dem-4193	44	23	)	)	PUNCT
dem-4193	44	24	(	(	PUNCT
dem-4193	44	25	)	)	PUNCT
dem-4193	44	26	ˆ,,()ˆ	ˆ,,()ˆ	ADV
dem-4193	44	27	,	,	PUNCT
dem-4193	44	28	,	,	PUNCT
dem-4193	44	29	(	(	PUNCT
dem-4193	44	30	)	)	PUNCT
dem-4193	44	31	(	(	PUNCT
dem-4193	44	32	)	)	PUNCT
dem-4193	44	33	ˆ,,(+)ˆ	ˆ,,(+)ˆ	PROPN
dem-4193	44	34	,	,	PUNCT
dem-4193	44	35	,	,	PUNCT
dem-4193	44	36	(	(	PUNCT
dem-4193	44	37	)	)	PUNCT
dem-4193	44	38	(	(	PUNCT
dem-4193	44	39	)	)	PUNCT
dem-4193	44	40	ˆ,,(+)ˆ,,()(ˆ	ˆ,,(+)ˆ,,()(ˆ	NOUN
dem-4193	44	41	21	21	NUM
dem-4193	44	42	21	21	NUM
dem-4193	44	43	0	0	NUM
dem-4193	44	44	2	2	NUM
dem-4193	44	45	0	0	NUM
dem-4193	44	46	10	10	NUM
dem-4193	44	47	∫	∫	NOUN
dem-4193	44	48	∫	∫	PROPN
dem-4193	45	1	∫∫	∫∫	ADV
dem-4193	45	2	∫∫	∫∫	ADV
dem-4193	45	3	+	+	PUNCT
dem-4193	46	1	+	+	PUNCT
dem-4193	46	2	+	+	ADJ
dem-4193	46	3	+	+	ADJ
dem-4193	46	4	+	+	ADJ
dem-4193	46	5	+	+	ADJ
dem-4193	46	6	+	+	ADJ
dem-4193	46	7	+	+	PROPN
dem-4193	46	8	=	=	PROPN
dem-4193	46	9	⎥	⎥	PROPN
dem-4193	46	10	⎥	⎥	PROPN
dem-4193	46	11	⎦	⎦	NOUN
dem-4193	46	12	⎤	⎤	ADJ
dem-4193	46	13	⎢	⎢	NOUN
dem-4193	46	14	⎢	⎢	NOUN
dem-4193	46	15	⎣	⎣	PROPN
dem-4193	46	16	⎡	⎡	NOUN
dem-4193	46	17	+	+	PROPN
dem-4193	46	18	=	=	PROPN
dem-4193	46	19	⎥	⎥	PROPN
dem-4193	46	20	⎥	⎥	PROPN
dem-4193	46	21	⎥	⎥	PROPN
dem-4193	47	1	⎦	⎦	NOUN
dem-4193	47	2	⎤	⎤	ADJ
dem-4193	47	3	⎢	⎢	NOUN
dem-4193	47	4	⎢	⎢	NOUN
dem-4193	47	5	⎢	⎢	NOUN
dem-4193	47	6	⎣	⎣	PROPN
dem-4193	47	7	⎡	⎡	NOUN
dem-4193	47	8	+	+	PROPN
dem-4193	47	9	=	=	X
dem-4193	47	10	δ	δ	ADJ
dem-4193	47	11	δ	δ	NOUN
dem-4193	47	12	δδ	δδ	INTJ
dem-4193	47	13	δδ	δδ	INTJ
dem-4193	47	14	θσθμ	θσθμ	NOUN
dem-4193	47	15	θσθμ	θσθμ	PROPN
dem-4193	47	16	θσθμ	θσθμ	NOUN
dem-4193	47	17	ht	ht	PROPN
dem-4193	47	18	t	t	PROPN
dem-4193	47	19	ht	ht	PROPN
dem-4193	47	20	t	t	PROPN
dem-4193	47	21	sst	sst	PROPN
dem-4193	47	22	ht	ht	PROPN
dem-4193	47	23	t	t	PROPN
dem-4193	47	24	s	s	PROPN
dem-4193	47	25	ht	ht	PROPN
dem-4193	47	26	t	t	PROPN
dem-4193	47	27	st	st	PROPN
dem-4193	48	1	t	t	PROPN
dem-4193	48	2	ht	ht	PROPN
dem-4193	48	3	s	s	PROPN
dem-4193	48	4	ht	ht	PROPN
dem-4193	48	5	st	st	PROPN
dem-4193	48	6	sdbsxdssxx	sdbsxdssxx	PROPN
dem-4193	48	7	sdbsxdssxx	sdbsxdssxx	PROPN
dem-4193	48	8	sdbsxdssxxhx	sdbsxdssxxhx	PROPN
dem-4193	48	9			PROPN
dem-4193	49	1	+	+	PROPN
dem-4193	49	2			ADJ
dem-4193	49	3	+	+	ADJ
dem-4193	49	4			ADJ
dem-4193	49	5	where	where	SCONJ
dem-4193	49	6	1̂θ	1̂θ	NUM
dem-4193	49	7	and	and	CCONJ
dem-4193	49	8	2̂θ	2̂θ	NUM
dem-4193	49	9	are	be	AUX
dem-4193	49	10	parameter	parameter	NOUN
dem-4193	49	11	estimates	estimate	NOUN
dem-4193	49	12	vectors	vector	NOUN
dem-4193	49	13	of	of	ADP
dem-4193	49	14	drift	drift	NOUN
dem-4193	49	15	and	and	CCONJ
dem-4193	49	16	diffusion	diffusion	NOUN
dem-4193	49	17	respectively	respectively	ADV
dem-4193	49	18	,	,	PUNCT
dem-4193	49	19	obtained	obtain	VERB
dem-4193	49	20	on	on	ADP
dem-4193	49	21	the	the	DET
dem-4193	49	22	quotations	quotation	NOUN
dem-4193	49	23	up	up	ADP
dem-4193	49	24	to	to	ADP
dem-4193	49	25	time	time	NOUN
dem-4193	49	26	s	s	PART
dem-4193	49	27	.	.	PUNCT
dem-4193	50	1	as	as	SCONJ
dem-4193	50	2	we	we	PRON
dem-4193	50	3	know	know	VERB
dem-4193	50	4	,	,	PUNCT
dem-4193	50	5	piotr	piotr	PROPN
dem-4193	50	6	płuciennik	płuciennik	PROPN
dem-4193	50	7	54	54	NUM
dem-4193	50	8	the	the	DET
dem-4193	50	9	quotations	quotation	NOUN
dem-4193	50	10	are	be	AUX
dem-4193	50	11	available	available	ADJ
dem-4193	50	12	only	only	ADV
dem-4193	50	13	in	in	ADP
dem-4193	50	14	discrete	discrete	ADJ
dem-4193	50	15	intervals	interval	NOUN
dem-4193	50	16	.	.	PUNCT
dem-4193	51	1	consequently	consequently	ADV
dem-4193	51	2	,	,	PUNCT
dem-4193	51	3	we	we	PRON
dem-4193	51	4	approximate	approximate	VERB
dem-4193	51	5	the	the	DET
dem-4193	51	6	forecast	forecast	NOUN
dem-4193	51	7	)	)	PUNCT
dem-4193	52	1	(	(	PUNCT
dem-4193	52	2	ˆ	ˆ	NOUN
dem-4193	52	3	lx	lx	ADP
dem-4193	52	4	t	t	NOUN
dem-4193	52	5	by	by	ADP
dem-4193	52	6	the	the	DET
dem-4193	52	7	euler	euler	PROPN
dem-4193	52	8	scheme	scheme	NOUN
dem-4193	52	9	of	of	ADP
dem-4193	52	10	the	the	DET
dem-4193	52	11	form	form	NOUN
dem-4193	52	12	.)ˆ	.)ˆ	NOUN
dem-4193	52	13	,	,	PUNCT
dem-4193	52	14	,	,	PUNCT
dem-4193	52	15	(	(	PUNCT
dem-4193	52	16	,	,	PUNCT
dem-4193	52	17	)	)	PUNCT
dem-4193	52	18	ˆ,,()(ˆ	ˆ,,()(ˆ	NOUN
dem-4193	52	19	1	1	NUM
dem-4193	52	20	0	0	NUM
dem-4193	52	21	1	1	NUM
dem-4193	52	22	0	0	NUM
dem-4193	52	23	)	)	PUNCT
dem-4193	52	24	(	(	PUNCT
dem-4193	52	25	1	1	X
dem-4193	52	26	)	)	PUNCT
dem-4193	52	27	(	(	PUNCT
dem-4193	52	28	|1	|1	NUM
dem-4193	52	29	)	)	PUNCT
dem-4193	52	30	(	(	PUNCT
dem-4193	52	31	|	|	ADV
dem-4193	52	32	)	)	PUNCT
dem-4193	52	33	(	(	PUNCT
dem-4193	52	34	)	)	PUNCT
dem-4193	52	35	(	(	PUNCT
dem-4193	52	36	∑	∑	PROPN
dem-4193	52	37	∑	∑	PUNCT
dem-4193	52	38	−	−	PROPN
dem-4193	52	39	=	=	SYM
dem-4193	52	40	−	−	PROPN
dem-4193	53	1	=	=	PUNCT
dem-4193	54	1	+	+	PROPN
dem-4193	54	2	+	+	ADJ
dem-4193	54	3	+	+	ADJ
dem-4193	54	4	+	+	ADJ
dem-4193	54	5	+	+	NOUN
dem-4193	54	6	=	=	NOUN
dem-4193	54	7	h	h	NOUN
dem-4193	54	8	k	k	NOUN
dem-4193	54	9	h	h	NOUN
dem-4193	55	1	k	k	PROPN
dem-4193	55	2	ktnktnkttt	ktnktnkttt	PROPN
dem-4193	55	3	txtxxhx	txtxxhx	PROPN
dem-4193	55	4	δδδδδ	δδδδδ	PROPN
dem-4193	55	5	εδθσδθμ	εδθσδθμ	NOUN
dem-4193	55	6	(	(	PUNCT
dem-4193	55	7	1	1	NUM
dem-4193	55	8	)	)	PUNCT
dem-4193	55	9	moreover	moreover	ADV
dem-4193	55	10	,	,	PUNCT
dem-4193	55	11	for	for	SCONJ
dem-4193	55	12	all	all	DET
dem-4193	55	13	t	t	PROPN
dem-4193	55	14	holds	hold	VERB
dem-4193	55	15	.]/	.]/	PUNCT
dem-4193	55	16	[	[	PUNCT
dem-4193	55	17	)	)	PUNCT
dem-4193	55	18	(	(	PUNCT
dem-4193	55	19	δ	δ	PROPN
dem-4193	55	20	δ	δ	X
dem-4193	55	21	tt	tt	PROPN
dem-4193	55	22	xx	xx	NUM
dem-4193	56	1	=	=	SYM
dem-4193	56	2	cziraky	cziraky	NOUN
dem-4193	56	3	i	i	PRON
dem-4193	56	4	kucherenko	kucherenko	VERB
dem-4193	56	5	(	(	PUNCT
dem-4193	56	6	2008	2008	NUM
dem-4193	56	7	)	)	PUNCT
dem-4193	56	8	obtain	obtain	VERB
dem-4193	56	9	estimates	estimate	NOUN
dem-4193	56	10	of	of	ADP
dem-4193	56	11	)	)	PUNCT
dem-4193	56	12	(	(	PUNCT
dem-4193	56	13	ˆ	ˆ	NOUN
dem-4193	56	14	)	)	PUNCT
dem-4193	56	15	(	(	PUNCT
dem-4193	56	16	lx	lx	ADP
dem-4193	56	17	t	t	PROPN
dem-4193	56	18	δ	δ	PROPN
dem-4193	56	19	by	by	ADP
dem-4193	56	20	repeating	repeat	VERB
dem-4193	56	21	the	the	DET
dem-4193	56	22	above	above	ADJ
dem-4193	56	23	recursion	recursion	NOUN
dem-4193	56	24	using	use	VERB
dem-4193	56	25	n	n	CCONJ
dem-4193	56	26	independent	independent	ADJ
dem-4193	56	27	realizations	realization	NOUN
dem-4193	56	28	of	of	ADP
dem-4193	56	29	innovations	innovation	NOUN
dem-4193	56	30	vectors	vector	NOUN
dem-4193	56	31	)	)	PUNCT
dem-4193	56	32	,	,	PUNCT
dem-4193	56	33	,	,	PUNCT
dem-4193	56	34	....	....	PUNCT
dem-4193	56	35	,	,	PUNCT
dem-4193	56	36	(	(	PUNCT
dem-4193	56	37	)	)	PUNCT
dem-4193	56	38	(	(	PUNCT
dem-4193	56	39	)	)	PUNCT
dem-4193	56	40	(	(	PUNCT
dem-4193	56	41	1	1	NUM
dem-4193	56	42	δδ	δδ	VERB
dem-4193	56	43	εε	εε	ADP
dem-4193	56	44	knn	knn	VERB
dem-4193	57	1	+	+	PROPN
dem-4193	57	2	+	+	PROPN
dem-4193	57	3	and	and	CCONJ
dem-4193	57	4	for	for	ADP
dem-4193	57	5	any	any	DET
dem-4193	57	6	realization	realization	NOUN
dem-4193	57	7	they	they	PRON
dem-4193	57	8	determine	determine	VERB
dem-4193	57	9	the	the	DET
dem-4193	57	10	trajectory	trajectory	NOUN
dem-4193	57	11	(	(	PUNCT
dem-4193	57	12	1	1	NUM
dem-4193	57	13	)	)	PUNCT
dem-4193	57	14	with	with	ADP
dem-4193	57	15	initial	initial	ADJ
dem-4193	57	16	condition	condition	NOUN
dem-4193	57	17	.)(δ	.)(δ	PUNCT
dem-4193	58	1	tx	tx	PROPN
dem-4193	58	2	the	the	DET
dem-4193	58	3	mc	mc	PROPN
dem-4193	58	4	estimator	estimator	NOUN
dem-4193	58	5	of	of	ADP
dem-4193	58	6	)	)	PUNCT
dem-4193	58	7	(	(	PUNCT
dem-4193	58	8	ˆ	ˆ	NOUN
dem-4193	58	9	lx	lx	ADP
dem-4193	58	10	t	t	PROPN
dem-4193	58	11	is	be	AUX
dem-4193	58	12	then	then	ADV
dem-4193	58	13	given	give	VERB
dem-4193	58	14	by	by	ADP
dem-4193	58	15	the	the	DET
dem-4193	58	16	average	average	NOUN
dem-4193	58	17	of	of	ADP
dem-4193	58	18	the	the	DET
dem-4193	58	19	last	last	ADJ
dem-4193	58	20	elements	element	NOUN
dem-4193	58	21	of	of	ADP
dem-4193	58	22	every	every	DET
dem-4193	58	23	trajectory	trajectory	NOUN
dem-4193	58	24	.	.	PUNCT
dem-4193	59	1	one	one	NUM
dem-4193	59	2	-	-	PUNCT
dem-4193	59	3	step	step	NOUN
dem-4193	59	4	ex	ex	NOUN
dem-4193	59	5	-	-	NOUN
dem-4193	59	6	post	post	ADJ
dem-4193	59	7	forecasts	forecast	NOUN
dem-4193	59	8	are	be	AUX
dem-4193	59	9	obtained	obtain	VERB
dem-4193	59	10	by	by	ADP
dem-4193	59	11	fitting	fit	VERB
dem-4193	59	12	the	the	DET
dem-4193	59	13	model	model	NOUN
dem-4193	59	14	using	use	VERB
dem-4193	59	15	data	datum	NOUN
dem-4193	59	16	up	up	ADP
dem-4193	59	17	to	to	ADP
dem-4193	59	18	time	time	NOUN
dem-4193	59	19	t	t	PROPN
dem-4193	59	20	,	,	PUNCT
dem-4193	59	21	and	and	CCONJ
dem-4193	59	22	then	then	ADV
dem-4193	59	23	computing	compute	VERB
dem-4193	59	24	the	the	DET
dem-4193	59	25	usual	usual	ADJ
dem-4193	59	26	fitted	fit	VERB
dem-4193	59	27	equation	equation	NOUN
dem-4193	59	28	and	and	CCONJ
dem-4193	59	29	residuals	residual	NOUN
dem-4193	59	30	for	for	ADP
dem-4193	59	31	periods	period	NOUN
dem-4193	59	32	1+t	1+t	NUM
dem-4193	59	33	to	to	ADP
dem-4193	59	34	,	,	PUNCT
dem-4193	59	35	ft	ft	X
dem-4193	59	36	+	+	CCONJ
dem-4193	59	37	with	with	ADP
dem-4193	59	38	additional	additional	ADJ
dem-4193	59	39	assumption	assumption	NOUN
dem-4193	59	40	that	that	SCONJ
dem-4193	59	41	the	the	DET
dem-4193	59	42	quotation	quotation	NOUN
dem-4193	59	43	which	which	PRON
dem-4193	59	44	precede	precede	VERB
dem-4193	59	45	the	the	DET
dem-4193	59	46	forecast	forecast	NOUN
dem-4193	59	47	is	be	AUX
dem-4193	59	48	known	know	VERB
dem-4193	59	49	.	.	PUNCT
dem-4193	60	1	4	4	X
dem-4193	60	2	.	.	X
dem-4193	61	1	the	the	DET
dem-4193	61	2	data	datum	NOUN
dem-4193	61	3	we	we	PRON
dem-4193	61	4	take	take	VERB
dem-4193	61	5	into	into	ADP
dem-4193	61	6	account	account	NOUN
dem-4193	61	7	daily	daily	ADJ
dem-4193	61	8	levels	level	NOUN
dem-4193	61	9	of	of	ADP
dem-4193	61	10	german	german	ADJ
dem-4193	61	11	dax	dax	PROPN
dem-4193	61	12	,	,	PUNCT
dem-4193	61	13	french	french	ADJ
dem-4193	61	14	cac40	cac40	PROPN
dem-4193	61	15	,	,	PUNCT
dem-4193	61	16	american	american	PROPN
dem-4193	61	17	nasdaq	nasdaq	PROPN
dem-4193	61	18	and	and	CCONJ
dem-4193	61	19	polish	polish	PROPN
dem-4193	61	20	wig20	wig20	VERB
dem-4193	61	21	indexes	index	NOUN
dem-4193	61	22	from	from	ADP
dem-4193	61	23	the	the	DET
dem-4193	61	24	period	period	NOUN
dem-4193	61	25	2	2	NUM
dem-4193	61	26	.	.	PUNCT
dem-4193	61	27	january	january	PROPN
dem-4193	61	28	2001	2001	NUM
dem-4193	61	29	to	to	ADP
dem-4193	61	30	29	29	NUM
dem-4193	61	31	.	.	PUNCT
dem-4193	62	1	december	december	PROPN
dem-4193	62	2	2006	2006	NUM
dem-4193	62	3	.	.	PUNCT
dem-4193	63	1	in	in	ADP
dem-4193	63	2	both	both	DET
dem-4193	63	3	series	series	NOUN
dem-4193	63	4	we	we	PRON
dem-4193	63	5	observe	observe	VERB
dem-4193	63	6	the	the	DET
dem-4193	63	7	logarithmic	logarithmic	ADJ
dem-4193	63	8	trend	trend	NOUN
dem-4193	63	9	.	.	PUNCT
dem-4193	64	1	during	during	ADP
dem-4193	64	2	the	the	DET
dem-4193	64	3	mentioned	mention	VERB
dem-4193	64	4	period	period	NOUN
dem-4193	64	5	the	the	DET
dem-4193	64	6	trend	trend	NOUN
dem-4193	64	7	is	be	AUX
dem-4193	64	8	growing	grow	VERB
dem-4193	64	9	.	.	PUNCT
dem-4193	65	1	therefore	therefore	ADV
dem-4193	65	2	,	,	PUNCT
dem-4193	65	3	we	we	PRON
dem-4193	65	4	decide	decide	VERB
dem-4193	65	5	to	to	PART
dem-4193	65	6	model	model	VERB
dem-4193	65	7	logarithmic	logarithmic	ADJ
dem-4193	65	8	levels	level	NOUN
dem-4193	65	9	of	of	ADP
dem-4193	65	10	the	the	DET
dem-4193	65	11	indexes	index	NOUN
dem-4193	65	12	.	.	PUNCT
dem-4193	66	1	the	the	DET
dem-4193	66	2	significance	significance	NOUN
dem-4193	66	3	of	of	ADP
dem-4193	66	4	the	the	DET
dem-4193	66	5	trend	trend	NOUN
dem-4193	66	6	is	be	AUX
dem-4193	66	7	then	then	ADV
dem-4193	66	8	marginalized	marginalize	VERB
dem-4193	66	9	.	.	PUNCT
dem-4193	67	1	the	the	DET
dem-4193	67	2	descriptive	descriptive	ADJ
dem-4193	67	3	statistics	statistic	NOUN
dem-4193	67	4	are	be	AUX
dem-4193	67	5	given	give	VERB
dem-4193	67	6	in	in	ADP
dem-4193	67	7	the	the	DET
dem-4193	67	8	following	follow	VERB
dem-4193	67	9	table	table	NOUN
dem-4193	67	10	1	1	NUM
dem-4193	67	11	.	.	PUNCT
dem-4193	67	12	table	table	NOUN
dem-4193	67	13	1	1	NUM
dem-4193	67	14	.	.	PUNCT
dem-4193	67	15	descriptive	descriptive	ADJ
dem-4193	67	16	statistics	statistic	NOUN
dem-4193	67	17	of	of	ADP
dem-4193	67	18	the	the	DET
dem-4193	67	19	logarithmic	logarithmic	ADJ
dem-4193	67	20	levels	level	NOUN
dem-4193	67	21	of	of	ADP
dem-4193	67	22	indexes	index	NOUN
dem-4193	67	23	cac40	cac40	ADJ
dem-4193	67	24	,	,	PUNCT
dem-4193	67	25	dax	dax	PROPN
dem-4193	67	26	,	,	PUNCT
dem-4193	67	27	nasdaq	nasdaq	PROPN
dem-4193	67	28	and	and	CCONJ
dem-4193	67	29	wig20	wig20	PROPN
dem-4193	67	30	from	from	ADP
dem-4193	67	31	the	the	DET
dem-4193	67	32	period	period	NOUN
dem-4193	67	33	2	2	NUM
dem-4193	67	34	.	.	PUNCT
dem-4193	68	1	january	january	PROPN
dem-4193	68	2	2001	2001	NUM
dem-4193	68	3	to	to	ADP
dem-4193	68	4	29	29	NUM
dem-4193	68	5	.	.	PUNCT
dem-4193	69	1	december	december	PROPN
dem-4193	69	2	2006	2006	NUM
dem-4193	69	3	time	time	NOUN
dem-4193	69	4	series	series	PROPN
dem-4193	69	5	obs	obs	PROPN
dem-4193	69	6	.	.	PUNCT
dem-4193	70	1	number	number	NOUN
dem-4193	70	2	mean	mean	NOUN
dem-4193	70	3	std	std	PROPN
dem-4193	70	4	.	.	PROPN
dem-4193	71	1	dev	dev	PROPN
dem-4193	71	2	.	.	PROPN
dem-4193	71	3	skewness	skewness	PROPN
dem-4193	71	4	kurtosis	kurtosis	VERB
dem-4193	71	5	min	min	PROPN
dem-4193	71	6	.	.	PROPN
dem-4193	71	7	max	max	PROPN
dem-4193	71	8	.	.	PUNCT
dem-4193	72	1	cac40	cac40	PROPN
dem-4193	72	2	dax	dax	PROPN
dem-4193	72	3	nasdaq	nasdaq	PROPN
dem-4193	72	4	wig20	wig20	VERB
dem-4193	72	5	1534	1534	NUM
dem-4193	72	6	1528	1528	NUM
dem-4193	72	7	1554	1554	NUM
dem-4193	72	8	1546	1546	NUM
dem-4193	72	9	8.3138	8.3138	NUM
dem-4193	72	10	8.40231	8.40231	NUM
dem-4193	72	11	7.55651	7.55651	NUM
dem-4193	72	12	7.4555	7.4555	NUM
dem-4193	72	13	0.19922	0.19922	NUM
dem-4193	72	14	0.24511	0.24511	NUM
dem-4193	72	15	0.1818	0.1818	NUM
dem-4193	72	16	0.34958	0.34958	NUM
dem-4193	72	17	-0.1759	-0.1759	ADJ
dem-4193	72	18	-0.3745	-0.3745	PROPN
dem-4193	72	19	-0.8033	-0.8033	PROPN
dem-4193	72	20	0.4318	0.4318	NUM
dem-4193	72	21	2.0605	2.0605	NUM
dem-4193	72	22	2.3597	2.3597	NUM
dem-4193	72	23	3.0256	3.0256	NUM
dem-4193	72	24	2.0328	2.0328	NUM
dem-4193	72	25	7.7845	7.7845	NUM
dem-4193	72	26	7.6976	7.6976	NUM
dem-4193	72	27	7.0158	7.0158	NUM
dem-4193	72	28	6.8979	6.8979	NUM
dem-4193	72	29	8.6993	8.6993	NUM
dem-4193	72	30	8.824	8.824	NUM
dem-4193	72	31	7.9583	7.9583	NUM
dem-4193	72	32	8.1745	8.1745	NUM
dem-4193	72	33	5	5	NUM
dem-4193	72	34	.	.	PUNCT
dem-4193	73	1	empirical	empirical	ADJ
dem-4193	73	2	research	research	NOUN
dem-4193	73	3	in	in	ADP
dem-4193	73	4	the	the	DET
dem-4193	73	5	following	follow	VERB
dem-4193	73	6	section	section	NOUN
dem-4193	73	7	we	we	PRON
dem-4193	73	8	present	present	VERB
dem-4193	73	9	results	result	NOUN
dem-4193	73	10	of	of	ADP
dem-4193	73	11	one	one	NUM
dem-4193	73	12	day	day	NOUN
dem-4193	73	13	ex	ex	NOUN
dem-4193	73	14	-	-	NOUN
dem-4193	73	15	post	post	ADJ
dem-4193	73	16	forecasts	forecast	NOUN
dem-4193	73	17	quality	quality	NOUN
dem-4193	73	18	testing	testing	NOUN
dem-4193	73	19	of	of	ADP
dem-4193	73	20	examined	examine	VERB
dem-4193	73	21	time	time	NOUN
dem-4193	73	22	series	series	NOUN
dem-4193	73	23	,	,	PUNCT
dem-4193	73	24	which	which	PRON
dem-4193	73	25	we	we	PRON
dem-4193	73	26	obtain	obtain	VERB
dem-4193	73	27	from	from	ADP
dem-4193	73	28	diffusion	diffusion	NOUN
dem-4193	73	29	model	model	NOUN
dem-4193	73	30	.	.	PUNCT
dem-4193	74	1	the	the	DET
dem-4193	74	2	model	model	NOUN
dem-4193	74	3	is	be	AUX
dem-4193	74	4	estimated	estimate	VERB
dem-4193	74	5	by	by	ADP
dem-4193	74	6	using	use	VERB
dem-4193	74	7	the	the	DET
dem-4193	74	8	modern	modern	ADJ
dem-4193	74	9	two	two	NUM
dem-4193	74	10	-	-	PUNCT
dem-4193	74	11	stage	stage	NOUN
dem-4193	74	12	phillips	phillip	NOUN
dem-4193	74	13	and	and	CCONJ
dem-4193	74	14	yu	yu	PROPN
dem-4193	74	15	(	(	PUNCT
dem-4193	74	16	2009	2009	NUM
dem-4193	74	17	)	)	PUNCT
dem-4193	74	18	method	method	NOUN
dem-4193	74	19	and	and	CCONJ
dem-4193	74	20	the	the	DET
dem-4193	74	21	generalized	generalized	ADJ
dem-4193	74	22	method	method	NOUN
dem-4193	74	23	of	of	ADP
dem-4193	74	24	moments	moment	NOUN
dem-4193	74	25	.	.	PUNCT
dem-4193	75	1	we	we	PRON
dem-4193	75	2	obtain	obtain	VERB
dem-4193	75	3	the	the	DET
dem-4193	75	4	parameter	parameter	NOUN
dem-4193	75	5	estimation	estimation	NOUN
dem-4193	75	6	of	of	ADP
dem-4193	75	7	diffusion	diffusion	NOUN
dem-4193	75	8	models	model	NOUN
dem-4193	75	9	by	by	ADP
dem-4193	75	10	using	use	VERB
dem-4193	75	11	our	our	PRON
dem-4193	75	12	own	own	ADJ
dem-4193	75	13	procedures	procedure	NOUN
dem-4193	75	14	in	in	ADP
dem-4193	75	15	matlab	matlab	PROPN
dem-4193	75	16	(	(	PUNCT
dem-4193	75	17	phillipsyu	phillipsyu	NOUN
dem-4193	75	18	method	method	NOUN
dem-4193	75	19	)	)	PUNCT
dem-4193	75	20	and	and	CCONJ
dem-4193	75	21	by	by	ADP
dem-4193	75	22	using	use	VERB
dem-4193	75	23	the	the	DET
dem-4193	75	24	matlab	matlab	PROPN
dem-4193	75	25	libraries	library	NOUN
dem-4193	75	26	by	by	ADP
dem-4193	75	27	cliff	cliff	NOUN
dem-4193	75	28	(	(	PUNCT
dem-4193	75	29	2003	2003	NUM
dem-4193	75	30	)	)	PUNCT
dem-4193	75	31	(	(	PUNCT
dem-4193	75	32	gmm	gmm	NOUN
dem-4193	75	33	)	)	PUNCT
dem-4193	75	34	.	.	PUNCT
dem-4193	76	1	the	the	DET
dem-4193	76	2	values	value	NOUN
dem-4193	76	3	of	of	ADP
dem-4193	76	4	parameters	parameter	NOUN
dem-4193	76	5	estimations	estimation	NOUN
dem-4193	76	6	are	be	AUX
dem-4193	76	7	given	give	VERB
dem-4193	76	8	in	in	ADP
dem-4193	76	9	table	table	NOUN
dem-4193	76	10	2	2	NUM
dem-4193	76	11	.	.	PUNCT
dem-4193	76	12	forecasting	forecast	VERB
dem-4193	76	13	financial	financial	ADJ
dem-4193	76	14	processes	process	NOUN
dem-4193	76	15	by	by	ADP
dem-4193	76	16	using	use	VERB
dem-4193	76	17	diffusion	diffusion	NOUN
dem-4193	76	18	models	model	NOUN
dem-4193	76	19	55	55	NUM
dem-4193	76	20	table	table	NOUN
dem-4193	76	21	2	2	NUM
dem-4193	76	22	.	.	PUNCT
dem-4193	77	1	parameter	parameter	NOUN
dem-4193	77	2	estimations	estimation	NOUN
dem-4193	77	3	of	of	ADP
dem-4193	77	4	diffusion	diffusion	NOUN
dem-4193	77	5	models	model	NOUN
dem-4193	77	6	obtained	obtain	VERB
dem-4193	77	7	by	by	ADP
dem-4193	77	8	using	use	VERB
dem-4193	77	9	the	the	DET
dem-4193	77	10	phillips	phillip	NOUN
dem-4193	77	11	and	and	CCONJ
dem-4193	77	12	yu	yu	PROPN
dem-4193	77	13	method	method	NOUN
dem-4193	77	14	and	and	CCONJ
dem-4193	77	15	the	the	DET
dem-4193	77	16	generalized	generalized	ADJ
dem-4193	77	17	method	method	NOUN
dem-4193	77	18	of	of	ADP
dem-4193	77	19	moments	moment	NOUN
dem-4193	77	20	for	for	ADP
dem-4193	77	21	logarithmic	logarithmic	ADJ
dem-4193	77	22	levels	level	NOUN
dem-4193	77	23	of	of	ADP
dem-4193	77	24	cac40	cac40	PROPN
dem-4193	77	25	,	,	PUNCT
dem-4193	77	26	dax	dax	PROPN
dem-4193	77	27	,	,	PUNCT
dem-4193	77	28	nasdaq	nasdaq	PROPN
dem-4193	77	29	and	and	CCONJ
dem-4193	77	30	wig20	wig20	VERB
dem-4193	77	31	indexes	index	NOUN
dem-4193	77	32	estimation	estimation	NOUN
dem-4193	77	33	method	method	NOUN
dem-4193	77	34	:	:	PUNCT
dem-4193	77	35	phillips	phillip	NOUN
dem-4193	77	36	and	and	CCONJ
dem-4193	77	37	yu	yu	PROPN
dem-4193	77	38	model	model	NOUN
dem-4193	77	39	parameter	parameter	PROPN
dem-4193	77	40	cac40	cac40	PROPN
dem-4193	77	41	dax	dax	PROPN
dem-4193	77	42	nasdaq	nasdaq	PROPN
dem-4193	77	43	wig20	wig20	AUX
dem-4193	77	44	vašíček	vašíček	PROPN
dem-4193	77	45	κ	κ	PROPN
dem-4193	77	46	μ	μ	PROPN
dem-4193	77	47	σ	σ	PROPN
dem-4193	77	48	-0.10636	-0.10636	NOUN
dem-4193	77	49	8.1772	8.1772	NUM
dem-4193	77	50	0.16926	0.16926	NUM
dem-4193	77	51	0.29613	0.29613	NUM
dem-4193	77	52	8.4126	8.4126	NUM
dem-4193	77	53	0.21296	0.21296	NUM
dem-4193	77	54	0.0000258	0.0000258	NUM
dem-4193	77	55	7.5829	7.5829	NUM
dem-4193	77	56	0.12692	0.12692	NUM
dem-4193	77	57	0.0012536	0.0012536	NUM
dem-4193	77	58	7.4681	7.4681	NUM
dem-4193	77	59	0.16780	0.16780	NUM
dem-4193	77	60	cir	cir	NOUN
dem-4193	77	61	κ	κ	PROPN
dem-4193	77	62	μ	μ	PROPN
dem-4193	77	63	σ	σ	PROPN
dem-4193	77	64	-0.10702	-0.10702	PROPN
dem-4193	77	65	8.1667	8.1667	NUM
dem-4193	77	66	0.058477	0.058477	NUM
dem-4193	77	67	0.29529	0.29529	NUM
dem-4193	77	68	8.4223	8.4223	NUM
dem-4193	77	69	0.072836	0.072836	NUM
dem-4193	77	70	0.081467	0.081467	NUM
dem-4193	77	71	7.5632	7.5632	NUM
dem-4193	77	72	0.045667	0.045667	NUM
dem-4193	77	73	0.00776	0.00776	NUM
dem-4193	77	74	7.3712	7.3712	NUM
dem-4193	77	75	0.052088	0.052088	NUM
dem-4193	77	76	ckls	ckl	VERB
dem-4193	77	77	κ	κ	PROPN
dem-4193	77	78	μ	μ	PROPN
dem-4193	77	79	σ	σ	PROPN
dem-4193	77	80	β	β	ADP
dem-4193	77	81	0.41333	0.41333	NUM
dem-4193	77	82	8.3644	8.3644	NUM
dem-4193	77	83	5.5273	5.5273	NUM
dem-4193	77	84	-4.8234	-4.8234	VERB
dem-4193	77	85	0.51308	0.51308	NUM
dem-4193	77	86	8.4174	8.4174	NUM
dem-4193	77	87	5.3016	5.3016	NUM
dem-4193	77	88	-4.2147	-4.2147	NOUN
dem-4193	77	89	0.081748	0.081748	NUM
dem-4193	77	90	7.5632	7.5632	NUM
dem-4193	77	91	0.72314	0.72314	NUM
dem-4193	77	92	-0.85398	-0.85398	PUNCT
dem-4193	77	93	-0.85398	-0.85398	ADP
dem-4193	77	94	6.557	6.557	NUM
dem-4193	77	95	0.4757	0.4757	NUM
dem-4193	77	96	-0.51843	-0.51843	NOUN
dem-4193	77	97	estimation	estimation	NOUN
dem-4193	77	98	method	method	NOUN
dem-4193	77	99	:	:	PUNCT
dem-4193	77	100	gmm	gmm	PROPN
dem-4193	77	101	model	model	NOUN
dem-4193	77	102	parameter	parameter	PROPN
dem-4193	77	103	cac40	cac40	PROPN
dem-4193	77	104	dax	dax	PROPN
dem-4193	77	105	nasdaq	nasdaq	PROPN
dem-4193	77	106	wig20	wig20	PROPN
dem-4193	77	107	vašíček	vašíček	PROPN
dem-4193	77	108	κ	κ	PROPN
dem-4193	77	109	μ	μ	PROPN
dem-4193	77	110	σ	σ	PROPN
dem-4193	77	111	0.034582	0.034582	NUM
dem-4193	77	112	8.3644	8.3644	NUM
dem-4193	77	113	0.11064	0.11064	NUM
dem-4193	77	114	0.042929	0.042929	NUM
dem-4193	77	115	8.4174	8.4174	NUM
dem-4193	77	116	0.12291	0.12291	NUM
dem-4193	77	117	0.91407	0.91407	NUM
dem-4193	77	118	7.5811	7.5811	NUM
dem-4193	77	119	0.26122	0.26122	NUM
dem-4193	77	120	-0.12749	-0.12749	NOUN
dem-4193	77	121	6.5984	6.5984	NUM
dem-4193	77	122	0.23064	0.23064	NUM
dem-4193	77	123	cir	cir	PROPN
dem-4193	77	124	κ	κ	PROPN
dem-4193	77	125	μ	μ	PROPN
dem-4193	77	126	σ	σ	PROPN
dem-4193	77	127	0.03683	0.03683	NUM
dem-4193	77	128	8.3589	8.3589	NUM
dem-4193	77	129	0.03826	0.03826	NUM
dem-4193	77	130	0.044431	0.044431	NUM
dem-4193	77	131	8.4169	8.4169	NUM
dem-4193	77	132	0.042108	0.042108	NUM
dem-4193	77	133	0.91274	0.91274	NUM
dem-4193	77	134	7.5827	7.5827	NUM
dem-4193	77	135	0.094545	0.094545	NUM
dem-4193	77	136	-0.13399	-0.13399	NOUN
dem-4193	77	137	6.6412	6.6412	NUM
dem-4193	77	138	0.084197	0.084197	NUM
dem-4193	77	139	ckls	ckl	VERB
dem-4193	77	140	κ	κ	PROPN
dem-4193	77	141	μ	μ	PROPN
dem-4193	77	142	σ	σ	PROPN
dem-4193	77	143	β	β	X
dem-4193	77	144	0.033606	0.033606	NUM
dem-4193	77	145	8.3669	8.3669	NUM
dem-4193	77	146	0.17815	0.17815	NUM
dem-4193	77	147	-0.22647	-0.22647	NOUN
dem-4193	77	148	0.041253	0.041253	NUM
dem-4193	77	149	8.4177	8.4177	NUM
dem-4193	77	150	0.43424	0.43424	NUM
dem-4193	77	151	-0.59029	-0.59029	NOUN
dem-4193	77	152	0.97411	0.97411	NUM
dem-4193	78	1	7.5632	7.5632	NUM
dem-4193	78	2	4.5291	4.5291	NUM
dem-4193	78	3	-3.7814	-3.7814	NOUN
dem-4193	78	4	-0.11478	-0.11478	NOUN
dem-4193	78	5	6.5059	6.5059	NUM
dem-4193	78	6	1.7382	1.7382	NUM
dem-4193	78	7	-1.007	-1.007	PUNCT
dem-4193	78	8	starting	start	VERB
dem-4193	78	9	values	value	NOUN
dem-4193	78	10	:	:	PUNCT
dem-4193	78	11	,	,	PUNCT
dem-4193	78	12	0	0	PUNCT
dem-4193	78	13	=	=	SYM
dem-4193	78	14	κ	κ	X
dem-4193	78	15	μ	μ	NOUN
dem-4193	78	16	equales	equale	NOUN
dem-4193	78	17	the	the	DET
dem-4193	78	18	mean	mean	NOUN
dem-4193	78	19	of	of	ADP
dem-4193	78	20	the	the	DET
dem-4193	78	21	sample	sample	NOUN
dem-4193	78	22	,	,	PUNCT
dem-4193	78	23	σ	σ	PROPN
dem-4193	78	24	determines	determine	VERB
dem-4193	78	25	the	the	DET
dem-4193	78	26	starting	starting	NOUN
dem-4193	78	27	value	value	NOUN
dem-4193	78	28	for	for	ADP
dem-4193	78	29	σ	σ	NOUN
dem-4193	78	30	by	by	ADP
dem-4193	78	31	using	use	VERB
dem-4193	78	32	yoshida	yoshida	PROPN
dem-4193	78	33	(	(	PUNCT
dem-4193	78	34	1992	1992	NUM
dem-4193	78	35	)	)	PUNCT
dem-4193	78	36	estimator	estimator	NOUN
dem-4193	78	37	for	for	ADP
dem-4193	78	38	vašíček	vašíček	NOUN
dem-4193	78	39	and	and	CCONJ
dem-4193	78	40	cir	cir	PROPN
dem-4193	78	41	model	model	NOUN
dem-4193	78	42	.	.	PUNCT
dem-4193	79	1	as	as	SCONJ
dem-4193	79	2	the	the	DET
dem-4193	79	3	starting	starting	NOUN
dem-4193	79	4	value	value	NOUN
dem-4193	79	5	for	for	ADP
dem-4193	79	6	σ	σ	PROPN
dem-4193	79	7	in	in	ADP
dem-4193	79	8	ckls	ckls	ADJ
dem-4193	79	9	model	model	NOUN
dem-4193	79	10	we	we	PRON
dem-4193	79	11	take	take	VERB
dem-4193	79	12	earlier	early	ADV
dem-4193	79	13	obtained	obtain	VERB
dem-4193	79	14	estimation	estimation	NOUN
dem-4193	79	15	from	from	ADP
dem-4193	79	16	cir	cir	PROPN
dem-4193	79	17	model	model	NOUN
dem-4193	79	18	.	.	PUNCT
dem-4193	80	1	as	as	ADP
dem-4193	80	2	the	the	PRON
dem-4193	80	3	,	,	PUNCT
dem-4193	80	4	β	β	X
dem-4193	80	5	we	we	PRON
dem-4193	80	6	take	take	VERB
dem-4193	80	7	0.5	0.5	NUM
dem-4193	80	8	.	.	PUNCT
dem-4193	81	1	for	for	ADP
dem-4193	81	2	examined	examine	VERB
dem-4193	81	3	time	time	NOUN
dem-4193	81	4	series	series	NOUN
dem-4193	81	5	we	we	PRON
dem-4193	81	6	determine	determine	VERB
dem-4193	81	7	100	100	NUM
dem-4193	81	8	ex	ex	ADJ
dem-4193	81	9	-	-	ADJ
dem-4193	81	10	post	post	ADJ
dem-4193	81	11	forecasts	forecast	NOUN
dem-4193	81	12	,	,	PUNCT
dem-4193	81	13	by	by	ADP
dem-4193	81	14	using	use	VERB
dem-4193	81	15	10000	10000	NUM
dem-4193	81	16	monte	monte	PROPN
dem-4193	81	17	-	-	PUNCT
dem-4193	81	18	carlo	carlo	NOUN
dem-4193	81	19	simulations	simulation	NOUN
dem-4193	81	20	,	,	PUNCT
dem-4193	81	21	and	and	CCONJ
dem-4193	81	22	to	to	PART
dem-4193	81	23	assess	assess	VERB
dem-4193	81	24	the	the	DET
dem-4193	81	25	quality	quality	NOUN
dem-4193	81	26	of	of	ADP
dem-4193	81	27	the	the	DET
dem-4193	81	28	forecasts	forecast	NOUN
dem-4193	81	29	we	we	PRON
dem-4193	81	30	use	use	VERB
dem-4193	81	31	common	common	ADJ
dem-4193	81	32	error	error	NOUN
dem-4193	81	33	measures	measure	NOUN
dem-4193	81	34	.	.	PUNCT
dem-4193	82	1	small	small	ADJ
dem-4193	82	2	values	value	NOUN
dem-4193	82	3	of	of	ADP
dem-4193	82	4	error	error	NOUN
dem-4193	82	5	measures	measure	NOUN
dem-4193	82	6	are	be	AUX
dem-4193	82	7	indicative	indicative	ADJ
dem-4193	82	8	of	of	ADP
dem-4193	82	9	good	good	ADJ
dem-4193	82	10	quality	quality	NOUN
dem-4193	82	11	of	of	ADP
dem-4193	82	12	the	the	DET
dem-4193	82	13	forecasts	forecast	NOUN
dem-4193	82	14	,	,	PUNCT
dem-4193	82	15	and	and	CCONJ
dem-4193	82	16	consequently	consequently	ADV
dem-4193	82	17	of	of	ADP
dem-4193	82	18	good	good	ADJ
dem-4193	82	19	model	model	NOUN
dem-4193	82	20	fitting	fitting	ADJ
dem-4193	82	21	.	.	PUNCT
dem-4193	83	1	the	the	DET
dem-4193	83	2	good	good	ADJ
dem-4193	83	3	quality	quality	NOUN
dem-4193	83	4	also	also	ADV
dem-4193	83	5	implies	imply	VERB
dem-4193	83	6	using	use	VERB
dem-4193	83	7	diffusion	diffusion	NOUN
dem-4193	83	8	models	model	NOUN
dem-4193	83	9	as	as	ADP
dem-4193	83	10	the	the	DET
dem-4193	83	11	alternative	alternative	NOUN
dem-4193	83	12	for	for	ADP
dem-4193	83	13	parametric	parametric	ADJ
dem-4193	83	14	models	model	NOUN
dem-4193	83	15	of	of	ADP
dem-4193	83	16	time	time	NOUN
dem-4193	83	17	series	series	PROPN
dem-4193	83	18	.	.	PUNCT
dem-4193	84	1	forecast	forecast	PROPN
dem-4193	84	2	errors	error	NOUN
dem-4193	84	3	were	be	AUX
dem-4193	84	4	compared	compare	VERB
dem-4193	84	5	with	with	ADP
dem-4193	84	6	errors	error	NOUN
dem-4193	84	7	obtained	obtain	VERB
dem-4193	84	8	from	from	ADP
dem-4193	84	9	popular	popular	ADJ
dem-4193	84	10	time	time	NOUN
dem-4193	84	11	series	series	NOUN
dem-4193	84	12	models	model	VERB
dem-4193	84	13	forecasts	forecast	NOUN
dem-4193	84	14	.	.	PUNCT
dem-4193	85	1	the	the	DET
dem-4193	85	2	grade	grade	NOUN
dem-4193	85	3	of	of	ADP
dem-4193	85	4	time	time	NOUN
dem-4193	85	5	series	series	NOUN
dem-4193	85	6	models	model	NOUN
dem-4193	85	7	had	have	AUX
dem-4193	85	8	been	be	AUX
dem-4193	85	9	selected	select	VERB
dem-4193	85	10	by	by	ADP
dem-4193	85	11	using	use	VERB
dem-4193	85	12	the	the	DET
dem-4193	85	13	schwarz	schwarz	PROPN
dem-4193	85	14	information	information	NOUN
dem-4193	85	15	criterion	criterion	NOUN
dem-4193	85	16	.	.	PUNCT
dem-4193	86	1	the	the	DET
dem-4193	86	2	occurrence	occurrence	NOUN
dem-4193	86	3	of	of	ADP
dem-4193	86	4	unit	unit	NOUN
dem-4193	86	5	root	root	NOUN
dem-4193	86	6	was	be	AUX
dem-4193	86	7	verified	verify	VERB
dem-4193	86	8	by	by	ADP
dem-4193	86	9	using	use	VERB
dem-4193	86	10	dickey	dickey	NOUN
dem-4193	86	11	-	-	PUNCT
dem-4193	86	12	fuller	full	ADJ
dem-4193	86	13	(	(	PUNCT
dem-4193	86	14	said	said	PROPN
dem-4193	86	15	,	,	PUNCT
dem-4193	86	16	dickey	dickey	PROPN
dem-4193	86	17	,	,	PUNCT
dem-4193	86	18	1984	1984	NUM
dem-4193	86	19	)	)	PUNCT
dem-4193	86	20	and	and	CCONJ
dem-4193	86	21	phillips	phillips	PROPN
dem-4193	86	22	-	-	PUNCT
dem-4193	86	23	perron	perron	PROPN
dem-4193	86	24	(	(	PUNCT
dem-4193	86	25	1988	1988	NUM
dem-4193	86	26	)	)	PUNCT
dem-4193	86	27	tests	test	NOUN
dem-4193	86	28	.	.	PUNCT
dem-4193	87	1	in	in	ADP
dem-4193	87	2	the	the	DET
dem-4193	87	3	case	case	NOUN
dem-4193	87	4	of	of	ADP
dem-4193	87	5	failure	failure	NOUN
dem-4193	87	6	to	to	PART
dem-4193	87	7	reject	reject	VERB
dem-4193	87	8	the	the	DET
dem-4193	87	9	h0	h0	ADJ
dem-4193	87	10	hypothesis	hypothesis	NOUN
dem-4193	87	11	we	we	PRON
dem-4193	87	12	modeled	model	VERB
dem-4193	87	13	the	the	DET
dem-4193	87	14	conditional	conditional	ADJ
dem-4193	87	15	mean	mean	NOUN
dem-4193	87	16	by	by	ADP
dem-4193	87	17	arima(p,1,q	arima(p,1,q	NOUN
dem-4193	87	18	)	)	PUNCT
dem-4193	87	19	model	model	NOUN
dem-4193	87	20	.	.	PUNCT
dem-4193	88	1	independently	independently	ADV
dem-4193	88	2	we	we	PRON
dem-4193	88	3	used	use	VERB
dem-4193	88	4	two	two	NUM
dem-4193	88	5	innovation	innovation	NOUN
dem-4193	88	6	distributions	distribution	NOUN
dem-4193	88	7	–	–	PUNCT
dem-4193	88	8	the	the	DET
dem-4193	88	9	student	student	NOUN
dem-4193	88	10	and	and	CCONJ
dem-4193	88	11	the	the	DET
dem-4193	88	12	generalized	generalize	VERB
dem-4193	88	13	error	error	NOUN
dem-4193	88	14	distribution	distribution	NOUN
dem-4193	88	15	developed	develop	VERB
dem-4193	88	16	by	by	ADP
dem-4193	88	17	nelson	nelson	PROPN
dem-4193	88	18	(	(	PUNCT
dem-4193	88	19	1991	1991	NUM
dem-4193	88	20	)	)	PUNCT
dem-4193	88	21	.	.	PUNCT
dem-4193	89	1	moreover	moreover	ADV
dem-4193	89	2	,	,	PUNCT
dem-4193	89	3	we	we	PRON
dem-4193	89	4	verified	verify	VERB
dem-4193	89	5	the	the	DET
dem-4193	89	6	existence	existence	NOUN
dem-4193	89	7	of	of	ADP
dem-4193	89	8	the	the	DET
dem-4193	89	9	arch	arch	ADJ
dem-4193	89	10	effect	effect	NOUN
dem-4193	89	11	by	by	ADP
dem-4193	89	12	using	use	VERB
dem-4193	89	13	engle	engle	NOUN
dem-4193	89	14	(	(	PUNCT
dem-4193	89	15	1982	1982	NUM
dem-4193	89	16	)	)	PUNCT
dem-4193	89	17	and	and	CCONJ
dem-4193	89	18	mcleod	mcleod	PROPN
dem-4193	89	19	-	-	PUNCT
dem-4193	89	20	li	li	PROPN
dem-4193	89	21	(	(	PUNCT
dem-4193	89	22	1983	1983	NUM
dem-4193	89	23	)	)	PUNCT
dem-4193	89	24	tests	test	NOUN
dem-4193	89	25	.	.	PUNCT
dem-4193	90	1	the	the	DET
dem-4193	90	2	latter	latter	ADJ
dem-4193	90	3	consists	consist	VERB
dem-4193	90	4	in	in	ADP
dem-4193	90	5	applying	apply	VERB
dem-4193	90	6	ljung	ljung	ADJ
dem-4193	90	7	-	-	PUNCT
dem-4193	90	8	box	box	NOUN
dem-4193	90	9	(	(	PUNCT
dem-4193	90	10	1978	1978	NUM
dem-4193	90	11	)	)	PUNCT
dem-4193	90	12	test	test	NOUN
dem-4193	90	13	to	to	ADP
dem-4193	90	14	squared	square	VERB
dem-4193	90	15	residuals	residual	NOUN
dem-4193	90	16	of	of	ADP
dem-4193	90	17	linear	linear	PROPN
dem-4193	90	18	model	model	NOUN
dem-4193	90	19	.	.	PUNCT
dem-4193	91	1	piotr	piotr	PROPN
dem-4193	91	2	płuciennik	płuciennik	PROPN
dem-4193	91	3	56	56	NUM
dem-4193	91	4	as	as	SCONJ
dem-4193	91	5	we	we	PRON
dem-4193	91	6	can	can	AUX
dem-4193	91	7	observe	observe	VERB
dem-4193	91	8	in	in	ADP
dem-4193	91	9	tables	table	NOUN
dem-4193	91	10	3	3	NUM
dem-4193	91	11	-	-	SYM
dem-4193	91	12	6	6	NUM
dem-4193	91	13	,	,	PUNCT
dem-4193	91	14	the	the	DET
dem-4193	91	15	forecast	forecast	NOUN
dem-4193	91	16	errors	error	NOUN
dem-4193	91	17	for	for	ADP
dem-4193	91	18	wig20	wig20	PROPN
dem-4193	91	19	index	index	NOUN
dem-4193	91	20	are	be	AUX
dem-4193	91	21	bigger	big	ADJ
dem-4193	91	22	than	than	ADP
dem-4193	91	23	for	for	ADP
dem-4193	91	24	other	other	ADJ
dem-4193	91	25	indexes	index	NOUN
dem-4193	91	26	.	.	PUNCT
dem-4193	92	1	polish	polish	ADJ
dem-4193	92	2	financial	financial	ADJ
dem-4193	92	3	market	market	NOUN
dem-4193	92	4	is	be	AUX
dem-4193	92	5	still	still	ADV
dem-4193	92	6	a	a	DET
dem-4193	92	7	raising	raise	VERB
dem-4193	92	8	market	market	NOUN
dem-4193	92	9	,	,	PUNCT
dem-4193	92	10	and	and	CCONJ
dem-4193	92	11	wig20	wig20	VERB
dem-4193	92	12	volatility	volatility	NOUN
dem-4193	92	13	is	be	AUX
dem-4193	92	14	bigger	big	ADJ
dem-4193	92	15	than	than	ADP
dem-4193	92	16	volatility	volatility	NOUN
dem-4193	92	17	of	of	ADP
dem-4193	92	18	indexes	index	NOUN
dem-4193	92	19	traded	trade	VERB
dem-4193	92	20	in	in	ADP
dem-4193	92	21	mature	mature	ADJ
dem-4193	92	22	markets	market	NOUN
dem-4193	92	23	.	.	PUNCT
dem-4193	93	1	the	the	DET
dem-4193	93	2	type	type	NOUN
dem-4193	93	3	of	of	ADP
dem-4193	93	4	applied	apply	VERB
dem-4193	93	5	model	model	NOUN
dem-4193	93	6	do	do	AUX
dem-4193	93	7	not	not	PART
dem-4193	93	8	have	have	VERB
dem-4193	93	9	big	big	ADJ
dem-4193	93	10	influence	influence	NOUN
dem-4193	93	11	on	on	ADP
dem-4193	93	12	the	the	DET
dem-4193	93	13	forecast	forecast	NOUN
dem-4193	93	14	quality	quality	NOUN
dem-4193	93	15	.	.	PUNCT
dem-4193	94	1	for	for	SCONJ
dem-4193	94	2	indexes	index	NOUN
dem-4193	94	3	cac40	cac40	ADJ
dem-4193	94	4	,	,	PUNCT
dem-4193	94	5	dax	dax	PROPN
dem-4193	94	6	and	and	CCONJ
dem-4193	94	7	wig20	wig20	VERB
dem-4193	94	8	the	the	DET
dem-4193	94	9	forecast	forecast	NOUN
dem-4193	94	10	was	be	AUX
dem-4193	94	11	a	a	DET
dem-4193	94	12	little	little	ADJ
dem-4193	94	13	bit	bit	NOUN
dem-4193	94	14	better	well	ADV
dem-4193	94	15	when	when	SCONJ
dem-4193	94	16	we	we	PRON
dem-4193	94	17	modeled	model	VERB
dem-4193	94	18	the	the	DET
dem-4193	94	19	logarithmic	logarithmic	ADJ
dem-4193	94	20	prices	price	NOUN
dem-4193	94	21	by	by	ADP
dem-4193	94	22	using	use	VERB
dem-4193	94	23	diffusion	diffusion	NOUN
dem-4193	94	24	models	model	NOUN
dem-4193	94	25	,	,	PUNCT
dem-4193	94	26	but	but	CCONJ
dem-4193	94	27	for	for	ADP
dem-4193	94	28	nasdaq	nasdaq	PROPN
dem-4193	94	29	index	index	NOUN
dem-4193	94	30	the	the	DET
dem-4193	94	31	forecast	forecast	NOUN
dem-4193	94	32	errors	error	NOUN
dem-4193	94	33	were	be	AUX
dem-4193	94	34	smaller	small	ADJ
dem-4193	94	35	for	for	ADP
dem-4193	94	36	parametric	parametric	ADJ
dem-4193	94	37	time	time	NOUN
dem-4193	94	38	series	series	NOUN
dem-4193	94	39	models	model	NOUN
dem-4193	94	40	.	.	PUNCT
dem-4193	95	1	from	from	ADP
dem-4193	95	2	among	among	ADP
dem-4193	95	3	diffusion	diffusion	NOUN
dem-4193	95	4	models	model	NOUN
dem-4193	95	5	,	,	PUNCT
dem-4193	95	6	the	the	DET
dem-4193	95	7	best	good	ADJ
dem-4193	95	8	forecasts	forecast	NOUN
dem-4193	95	9	we	we	PRON
dem-4193	95	10	obtained	obtain	VERB
dem-4193	95	11	using	use	VERB
dem-4193	95	12	cir	cir	NOUN
dem-4193	95	13	models	model	NOUN
dem-4193	95	14	.	.	PUNCT
dem-4193	96	1	moreover	moreover	ADV
dem-4193	96	2	,	,	PUNCT
dem-4193	96	3	we	we	PRON
dem-4193	96	4	can	can	AUX
dem-4193	96	5	notice	notice	VERB
dem-4193	96	6	that	that	SCONJ
dem-4193	96	7	for	for	ADP
dem-4193	96	8	all	all	DET
dem-4193	96	9	examined	examine	VERB
dem-4193	96	10	time	time	NOUN
dem-4193	96	11	series	series	NOUN
dem-4193	96	12	,	,	PUNCT
dem-4193	96	13	phillips	phillips	PROPN
dem-4193	96	14	and	and	CCONJ
dem-4193	96	15	yu	yu	PROPN
dem-4193	96	16	method	method	NOUN
dem-4193	96	17	of	of	ADP
dem-4193	96	18	parameters	parameter	NOUN
dem-4193	96	19	estimation	estimation	NOUN
dem-4193	96	20	leads	lead	VERB
dem-4193	96	21	to	to	ADP
dem-4193	96	22	smaller	small	ADJ
dem-4193	96	23	forecast	forecast	NOUN
dem-4193	96	24	errors	error	NOUN
dem-4193	96	25	than	than	SCONJ
dem-4193	96	26	gmm	gmm	PROPN
dem-4193	96	27	method	method	NOUN
dem-4193	96	28	.	.	PUNCT
dem-4193	97	1	table	table	NOUN
dem-4193	97	2	3	3	NUM
dem-4193	97	3	.	.	PUNCT
dem-4193	98	1	values	value	NOUN
dem-4193	98	2	of	of	ADP
dem-4193	98	3	the	the	DET
dem-4193	98	4	forecast	forecast	NOUN
dem-4193	98	5	errors	error	NOUN
dem-4193	98	6	obtained	obtain	VERB
dem-4193	98	7	by	by	ADP
dem-4193	98	8	using	use	VERB
dem-4193	98	9	diffusion	diffusion	NOUN
dem-4193	98	10	models	model	NOUN
dem-4193	98	11	.	.	PUNCT
dem-4193	99	1	logarithmic	logarithmic	ADJ
dem-4193	99	2	levels	level	NOUN
dem-4193	99	3	of	of	ADP
dem-4193	99	4	cac40	cac40	ADJ
dem-4193	99	5	index	index	NOUN
dem-4193	99	6	error	error	NOUN
dem-4193	99	7	phillips	phillip	NOUN
dem-4193	99	8	and	and	CCONJ
dem-4193	99	9	yu	yu	PROPN
dem-4193	99	10	method	method	VERB
dem-4193	99	11	generalized	generalized	ADJ
dem-4193	99	12	method	method	NOUN
dem-4193	99	13	of	of	ADP
dem-4193	99	14	moments	moment	NOUN
dem-4193	99	15	vašiček	vašiček	PROPN
dem-4193	99	16	cir	cir	PROPN
dem-4193	99	17	ckls	ckls	PROPN
dem-4193	99	18	vašiček	vašiček	PROPN
dem-4193	99	19	cir	cir	PROPN
dem-4193	99	20	ckls	ckls	PROPN
dem-4193	99	21	mse	mse	PROPN
dem-4193	99	22	mede	mede	NOUN
dem-4193	99	23	me	i	PRON
dem-4193	99	24	mae	mae	PROPN
dem-4193	99	25	rmse	rmse	PROPN
dem-4193	99	26	mape	mape	NOUN
dem-4193	99	27	amape	amape	NOUN
dem-4193	100	1	ll	ll	NOUN
dem-4193	100	2	6.9069e-5	6.9069e-5	NUM
dem-4193	100	3	2.5575e-5	2.5575e-5	NUM
dem-4193	100	4	0.00077931	0.00077931	NUM
dem-4193	100	5	0.0062754	0.0062754	NUM
dem-4193	100	6	0.0083108	0.0083108	NUM
dem-4193	100	7	0.00072612	0.00072612	NUM
dem-4193	100	8	0.00036308	0.00036308	NUM
dem-4193	100	9	9.2627e-7	9.2627e-7	NUM
dem-4193	100	10	6.8895e-5	6.8895e-5	NUM
dem-4193	100	11	2.6669e-5	2.6669e-5	NUM
dem-4193	100	12	0.00077539	0.00077539	NUM
dem-4193	100	13	0.0062588	0.0062588	NUM
dem-4193	101	1	0.0083003	0.0083003	NUM
dem-4193	101	2	0.0007242	0.0007242	NUM
dem-4193	101	3	0.00036212	0.00036212	NUM
dem-4193	101	4	9.2395e-7	9.2395e-7	NUM
dem-4193	101	5	6.902e-5	6.902e-5	NUM
dem-4193	101	6	2.6053e-5	2.6053e-5	NUM
dem-4193	101	7	0.00078897	0.00078897	NUM
dem-4193	101	8	0.0062567	0.0062567	NUM
dem-4193	101	9	0.0083078	0.0083078	NUM
dem-4193	101	10	7.2396e-6	7.2396e-6	NUM
dem-4193	101	11	3.62e-6	3.62e-6	NUM
dem-4193	101	12	9.2561e-7	9.2561e-7	NUM
dem-4193	101	13	6.8355e-5	6.8355e-5	NUM
dem-4193	101	14	2.6771e-5	2.6771e-5	NUM
dem-4193	101	15	0.00032694	0.00032694	NUM
dem-4193	101	16	0.0062394	0.0062394	NUM
dem-4193	101	17	0.0082677	0.0082677	NUM
dem-4193	101	18	0.00072199	0.00072199	NUM
dem-4193	101	19	0.000361	0.000361	NUM
dem-4193	101	20	9.1675e-7	9.1675e-7	NUM
dem-4193	101	21	6.817e-5	6.817e-5	NUM
dem-4193	101	22	2.6696e-5	2.6696e-5	NUM
dem-4193	101	23	0.00032105	0.00032105	NUM
dem-4193	101	24	0.0062339	0.0062339	NUM
dem-4193	101	25	0.0082565	0.0082565	NUM
dem-4193	101	26	0.00072135	0.00072135	NUM
dem-4193	101	27	0.00036067	0.00036067	NUM
dem-4193	101	28	9.1422e-7	9.1422e-7	NUM
dem-4193	101	29	6.9836e-5	6.9836e-5	NUM
dem-4193	101	30	2.7293e-5	2.7293e-5	NUM
dem-4193	101	31	0.0012119	0.0012119	NUM
dem-4193	101	32	0.0062989	0.0062989	NUM
dem-4193	101	33	0.0083568	0.0083568	NUM
dem-4193	101	34	0.00072881	0.00072881	NUM
dem-4193	101	35	0.00036444	0.00036444	NUM
dem-4193	101	36	9.3652e-7	9.3652e-7	NUM
dem-4193	101	37	error	error	NOUN
dem-4193	101	38	time	time	NOUN
dem-4193	101	39	series	series	PROPN
dem-4193	101	40	parametric	parametric	PROPN
dem-4193	101	41	models	model	NOUN
dem-4193	101	42	arima(0,1,2	arima(0,1,2	ADJ
dem-4193	101	43	)	)	PUNCT
dem-4193	101	44	(	(	PUNCT
dem-4193	101	45	student	student	NOUN
dem-4193	101	46	)	)	PUNCT
dem-4193	101	47	arima(0,1,2	arima(0,1,2	PROPN
dem-4193	101	48	)	)	PUNCT
dem-4193	101	49	(	(	PUNCT
dem-4193	101	50	ged	ge	VERB
dem-4193	101	51	)	)	PUNCT
dem-4193	101	52	arima(0,1,2	arima(0,1,2	ADJ
dem-4193	101	53	)	)	PUNCT
dem-4193	101	54	garch(1,1	garch(1,1	NOUN
dem-4193	101	55	)	)	PUNCT
dem-4193	101	56	(	(	PUNCT
dem-4193	101	57	student	student	NOUN
dem-4193	101	58	)	)	PUNCT
dem-4193	101	59	arima(1,1,1	arima(1,1,1	NOUN
dem-4193	101	60	)	)	PUNCT
dem-4193	101	61	garch(1,1	garch(1,1	NOUN
dem-4193	101	62	)	)	PUNCT
dem-4193	101	63	(	(	PUNCT
dem-4193	101	64	ged	ge	VERB
dem-4193	101	65	)	)	PUNCT
dem-4193	101	66	mse	mse	NOUN
dem-4193	101	67	mede	mede	NOUN
dem-4193	101	68	me	i	PRON
dem-4193	101	69	mae	mae	PROPN
dem-4193	101	70	rmse	rmse	PROPN
dem-4193	101	71	mape	mape	NOUN
dem-4193	101	72	amape	amape	NOUN
dem-4193	101	73	ll	ll	PROPN
dem-4193	101	74	7.0223e-5	7.0223e-5	NUM
dem-4193	101	75	2.6884e-5	2.6884e-5	NUM
dem-4193	101	76	0.00092873	0.00092873	NUM
dem-4193	101	77	0.0063371	0.0063371	NUM
dem-4193	101	78	0.0083799	0.0083799	NUM
dem-4193	101	79	0.00073332	0.00073332	NUM
dem-4193	101	80	0.00036668	0.00036668	NUM
dem-4193	101	81	9.4187e-7	9.4187e-7	NUM
dem-4193	101	82	7.0214e-5	7.0214e-5	NUM
dem-4193	101	83	2.6873e-5	2.6873e-5	NUM
dem-4193	101	84	0.00092695	0.00092695	NUM
dem-4193	101	85	0.0063367	0.0063367	NUM
dem-4193	101	86	0.0083794	0.0083794	NUM
dem-4193	101	87	0.00073327	0.00073327	NUM
dem-4193	101	88	0.00036665	0.00036665	NUM
dem-4193	101	89	9.4175e-7	9.4175e-7	NUM
dem-4193	101	90	7.0232e-5	7.0232e-5	NUM
dem-4193	101	91	2.6895e-5	2.6895e-5	NUM
dem-4193	101	92	0.00093054	0.00093054	NUM
dem-4193	101	93	0.006338	0.006338	NUM
dem-4193	101	94	0.0083805	0.0083805	NUM
dem-4193	101	95	0.00073342	0.00073342	NUM
dem-4193	101	96	0.00036673	0.00036673	NUM
dem-4193	101	97	9.42e-7	9.42e-7	ADJ
dem-4193	101	98	table	table	NOUN
dem-4193	101	99	4	4	NUM
dem-4193	101	100	.	.	PUNCT
dem-4193	101	101	values	value	NOUN
dem-4193	101	102	of	of	ADP
dem-4193	101	103	the	the	DET
dem-4193	101	104	forecast	forecast	NOUN
dem-4193	101	105	errors	error	NOUN
dem-4193	101	106	obtained	obtain	VERB
dem-4193	101	107	by	by	ADP
dem-4193	101	108	using	use	VERB
dem-4193	101	109	diffusion	diffusion	NOUN
dem-4193	101	110	models	model	NOUN
dem-4193	101	111	.	.	PUNCT
dem-4193	102	1	logarithmic	logarithmic	ADJ
dem-4193	102	2	levels	level	NOUN
dem-4193	102	3	of	of	ADP
dem-4193	102	4	dax	dax	PROPN
dem-4193	102	5	index	index	NOUN
dem-4193	102	6	error	error	NOUN
dem-4193	102	7	phillips	phillip	NOUN
dem-4193	102	8	and	and	CCONJ
dem-4193	102	9	yu	yu	PROPN
dem-4193	102	10	method	method	VERB
dem-4193	102	11	generalized	generalized	ADJ
dem-4193	102	12	method	method	NOUN
dem-4193	102	13	of	of	ADP
dem-4193	102	14	moments	moment	NOUN
dem-4193	102	15	vašiček	vašiček	PROPN
dem-4193	102	16	cir	cir	PROPN
dem-4193	102	17	ckls	ckls	PROPN
dem-4193	102	18	vašiček	vašiček	PROPN
dem-4193	102	19	cir	cir	PROPN
dem-4193	102	20	ckls	ckls	PROPN
dem-4193	102	21	mse	mse	PROPN
dem-4193	102	22	mede	mede	NOUN
dem-4193	102	23	me	i	PRON
dem-4193	102	24	mae	mae	PROPN
dem-4193	102	25	rmse	rmse	PROPN
dem-4193	102	26	mape	mape	NOUN
dem-4193	102	27	amape	amape	NOUN
dem-4193	103	1	ll	ll	PROPN
dem-4193	103	2	7.7296e-5	7.7296e-5	NUM
dem-4193	103	3	2.6917e-5	2.6917e-5	NUM
dem-4193	103	4	0.0014902	0.0014902	NUM
dem-4193	104	1	0.0066737	0.0066737	NUM
dem-4193	104	2	0.0087918	0.0087918	NUM
dem-4193	104	3	0.00075446	0.00075446	NUM
dem-4193	104	4	0.00037726	0.00037726	NUM
dem-4193	104	5	9.8999e-7	9.8999e-7	NUM
dem-4193	104	6	7.7358e-5	7.7358e-5	NUM
dem-4193	104	7	2.7475e-5	2.7475e-5	NUM
dem-4193	104	8	0.0014927	0.0014927	NUM
dem-4193	104	9	0.0066797	0.0066797	NUM
dem-4193	104	10	0.0087953	0.0087953	NUM
dem-4193	104	11	0.00075514	0.00075514	NUM
dem-4193	104	12	0.0003776	0.0003776	NUM
dem-4193	104	13	9.9078e-7	9.9078e-7	NUM
dem-4193	104	14	7.7691e-5	7.7691e-5	NUM
dem-4193	104	15	2.742e-5	2.742e-5	NUM
dem-4193	104	16	0.0014958	0.0014958	NUM
dem-4193	104	17	0.0066842	0.0066842	NUM
dem-4193	104	18	0.0088142	0.0088142	NUM
dem-4193	104	19	7.5564e-6	7.5564e-6	NUM
dem-4193	105	1	3.7785e-6	3.7785e-6	NUM
dem-4193	105	2	9.9505e-7	9.9505e-7	NUM
dem-4193	105	3	7.8574e-5	7.8574e-5	NUM
dem-4193	105	4	2.706e-5	2.706e-5	NUM
dem-4193	105	5	0.0017948	0.0017948	NUM
dem-4193	105	6	0.0067379	0.0067379	NUM
dem-4193	105	7	0.0088642	0.0088642	NUM
dem-4193	105	8	0.00076169	0.00076169	NUM
dem-4193	105	9	0.00038089	0.00038089	NUM
dem-4193	105	10	1.0063e-6	1.0063e-6	NUM
dem-4193	105	11	7.8449e-5	7.8449e-5	NUM
dem-4193	105	12	2.9142e-5	2.9142e-5	NUM
dem-4193	105	13	0.0017836	0.0017836	NUM
dem-4193	105	14	0.0067449	0.0067449	NUM
dem-4193	105	15	0.0088571	0.0088571	NUM
dem-4193	105	16	0.00076248	0.00076248	NUM
dem-4193	105	17	0.00038128	0.00038128	NUM
dem-4193	105	18	1.0047e-6	1.0047e-6	NUM
dem-4193	105	19	8.0539e-5	8.0539e-5	NUM
dem-4193	105	20	3.0036e-5	3.0036e-5	NUM
dem-4193	105	21	0.0023101	0.0023101	NUM
dem-4193	105	22	0.0068758	0.0068758	NUM
dem-4193	105	23	0.0089744	0.0089744	NUM
dem-4193	105	24	0.00077721	0.00077721	NUM
dem-4193	105	25	0.00038867	0.00038867	NUM
dem-4193	105	26	1.0312e-6	1.0312e-6	NUM
dem-4193	105	27	error	error	NOUN
dem-4193	105	28	time	time	NOUN
dem-4193	105	29	series	series	PROPN
dem-4193	105	30	parametric	parametric	PROPN
dem-4193	105	31	models	model	NOUN
dem-4193	105	32	arima(0,1,2	arima(0,1,2	ADJ
dem-4193	105	33	)	)	PUNCT
dem-4193	105	34	(	(	PUNCT
dem-4193	105	35	student	student	NOUN
dem-4193	105	36	)	)	PUNCT
dem-4193	105	37	arima(0,1,2	arima(0,1,2	PROPN
dem-4193	105	38	)	)	PUNCT
dem-4193	105	39	(	(	PUNCT
dem-4193	105	40	ged	ge	VERB
dem-4193	105	41	)	)	PUNCT
dem-4193	105	42	arima(0,1,2	arima(0,1,2	ADJ
dem-4193	105	43	)	)	PUNCT
dem-4193	105	44	garch(1,1	garch(1,1	NOUN
dem-4193	105	45	)	)	PUNCT
dem-4193	105	46	(	(	PUNCT
dem-4193	105	47	student	student	NOUN
dem-4193	105	48	)	)	PUNCT
dem-4193	105	49	arima(1,1,1	arima(1,1,1	NOUN
dem-4193	105	50	)	)	PUNCT
dem-4193	105	51	garch(1,1	garch(1,1	NOUN
dem-4193	105	52	)	)	PUNCT
dem-4193	105	53	(	(	PUNCT
dem-4193	105	54	ged	ge	VERB
dem-4193	105	55	)	)	PUNCT
dem-4193	105	56	mse	mse	NOUN
dem-4193	105	57	mede	mede	NOUN
dem-4193	105	58	me	i	PRON
dem-4193	105	59	mae	mae	PROPN
dem-4193	105	60	rmse	rmse	PROPN
dem-4193	105	61	mape	mape	NOUN
dem-4193	105	62	amape	amape	NOUN
dem-4193	105	63	ll	ll	NOUN
dem-4193	105	64	7.8051e-5	7.8051e-5	NUM
dem-4193	105	65	2.7454e-5	2.7454e-5	NUM
dem-4193	105	66	0.0015387	0.0015387	NUM
dem-4193	105	67	0.0067188	0.0067188	NUM
dem-4193	105	68	0.0088346	0.0088346	NUM
dem-4193	105	69	0.00075963	0.00075963	NUM
dem-4193	105	70	0.00037985	0.00037985	NUM
dem-4193	105	71	9.9984e-7	9.9984e-7	NUM
dem-4193	105	72	7.8615e-5	7.8615e-5	NUM
dem-4193	105	73	2.7438e-5	2.7438e-5	NUM
dem-4193	105	74	0.0016234	0.0016234	NUM
dem-4193	105	75	0.0067622	0.0067622	NUM
dem-4193	105	76	0.0088665	0.0088665	NUM
dem-4193	105	77	0.00076455	0.00076455	NUM
dem-4193	105	78	0.0003823	0.0003823	NUM
dem-4193	105	79	1.007e-6	1.007e-6	NUM
dem-4193	105	80	7.8058e-5	7.8058e-5	NUM
dem-4193	105	81	2.7546e-5	2.7546e-5	NUM
dem-4193	105	82	0.0015409	0.0015409	NUM
dem-4193	105	83	0.0067197	0.0067197	NUM
dem-4193	105	84	0.0088351	0.0088351	NUM
dem-4193	105	85	0.00075973	0.00075973	NUM
dem-4193	105	86	0.0003799	0.0003799	NUM
dem-4193	105	87	9.9994e-7	9.9994e-7	NUM
dem-4193	105	88	7.8058e-5	7.8058e-5	NUM
dem-4193	105	89	2.7546e-5	2.7546e-5	NUM
dem-4193	105	90	0.0015409	0.0015409	NUM
dem-4193	105	91	0.0067197	0.0067197	NUM
dem-4193	105	92	0.0088351	0.0088351	NUM
dem-4193	105	93	0.00075973	0.00075973	NUM
dem-4193	105	94	0.0003799	0.0003799	NUM
dem-4193	105	95	9.9994e-7	9.9994e-7	NUM
dem-4193	105	96	table	table	NOUN
dem-4193	105	97	5	5	NUM
dem-4193	105	98	.	.	PUNCT
dem-4193	105	99	values	value	NOUN
dem-4193	105	100	of	of	ADP
dem-4193	105	101	the	the	DET
dem-4193	105	102	forecast	forecast	NOUN
dem-4193	105	103	errors	error	NOUN
dem-4193	105	104	obtained	obtain	VERB
dem-4193	105	105	by	by	ADP
dem-4193	105	106	using	use	VERB
dem-4193	105	107	diffusion	diffusion	NOUN
dem-4193	105	108	models	model	NOUN
dem-4193	105	109	.	.	PUNCT
dem-4193	106	1	logarithmic	logarithmic	ADJ
dem-4193	106	2	levels	level	NOUN
dem-4193	106	3	of	of	ADP
dem-4193	106	4	nasdaq	nasdaq	PROPN
dem-4193	106	5	index	index	NOUN
dem-4193	106	6	error	error	NOUN
dem-4193	106	7	phillips	phillip	NOUN
dem-4193	106	8	and	and	CCONJ
dem-4193	106	9	yu	yu	PROPN
dem-4193	106	10	method	method	VERB
dem-4193	106	11	generalized	generalized	ADJ
dem-4193	106	12	method	method	NOUN
dem-4193	106	13	of	of	ADP
dem-4193	106	14	moments	moment	NOUN
dem-4193	106	15	vašiček	vašiček	PROPN
dem-4193	106	16	cir	cir	PROPN
dem-4193	106	17	ckls	ckls	PROPN
dem-4193	106	18	vašiček	vašiček	PROPN
dem-4193	106	19	cir	cir	PROPN
dem-4193	106	20	ckls	ckls	PROPN
dem-4193	106	21	mse	mse	PROPN
dem-4193	106	22	mede	mede	NOUN
dem-4193	106	23	me	i	PRON
dem-4193	106	24	mae	mae	PROPN
dem-4193	106	25	rmse	rmse	PROPN
dem-4193	106	26	mape	mape	NOUN
dem-4193	106	27	amape	amape	NOUN
dem-4193	107	1	ll	ll	PROPN
dem-4193	107	2	7.3033e-5	7.3033e-5	NUM
dem-4193	107	3	1.8082e-5	1.8082e-5	NUM
dem-4193	107	4	0.055699	0.055699	NUM
dem-4193	107	5	0.0062114	0.0062114	NUM
dem-4193	107	6	0.0085459	0.0085459	NUM
dem-4193	107	7	0.00079535	0.00079535	NUM
dem-4193	107	8	0.00039763	0.00039763	NUM
dem-4193	107	9	1.1983e-6	1.1983e-6	NUM
dem-4193	107	10	7.3078e-5	7.3078e-5	NUM
dem-4193	107	11	1.7335e-5	1.7335e-5	NUM
dem-4193	107	12	0.00064038	0.00064038	NUM
dem-4193	107	13	0.0062146	0.0062146	NUM
dem-4193	107	14	0.0085486	0.0085486	NUM
dem-4193	107	15	0.00079575	0.00079575	NUM
dem-4193	107	16	0.00039783	0.00039783	NUM
dem-4193	107	17	1.199e-6	1.199e-6	NUM
dem-4193	107	18	7.3089e-5	7.3089e-5	NUM
dem-4193	107	19	1.8443e-5	1.8443e-5	NUM
dem-4193	107	20	0.055435	0.055435	NUM
dem-4193	108	1	0.0062015	0.0062015	NUM
dem-4193	108	2	0.0085492	0.0085492	NUM
dem-4193	108	3	7.9409e-6	7.9409e-6	NUM
dem-4193	108	4	3.9699e-6	3.9699e-6	NUM
dem-4193	108	5	1.1992e-6	1.1992e-6	NUM
dem-4193	108	6	7.5079e-5	7.5079e-5	NUM
dem-4193	108	7	2.1237e-5	2.1237e-5	NUM
dem-4193	108	8	0.0013926	0.0013926	NUM
dem-4193	108	9	0.0064573	0.0064573	NUM
dem-4193	108	10	0.0086648	0.0086648	NUM
dem-4193	108	11	0.00082676	0.00082676	NUM
dem-4193	108	12	0.00041338	0.00041338	NUM
dem-4193	108	13	1.2319e-6	1.2319e-6	NUM
dem-4193	108	14	7.4249e-5	7.4249e-5	NUM
dem-4193	108	15	1.9876e-5	1.9876e-5	NUM
dem-4193	108	16	0.0013442	0.0013442	NUM
dem-4193	108	17	0.0064043	0.0064043	NUM
dem-4193	108	18	0.0086168	0.0086168	NUM
dem-4193	108	19	0.00081998	0.00081998	NUM
dem-4193	108	20	0.00040998	0.00040998	NUM
dem-4193	108	21	1.2183e-6	1.2183e-6	NUM
dem-4193	108	22	7.5569e-5	7.5569e-5	NUM
dem-4193	108	23	2.1606e-5	2.1606e-5	NUM
dem-4193	108	24	0.0015984	0.0015984	NUM
dem-4193	108	25	0.0065172	0.0065172	NUM
dem-4193	108	26	0.008693	0.008693	NUM
dem-4193	108	27	0.00083443	0.00083443	NUM
dem-4193	108	28	0.00041722	0.00041722	NUM
dem-4193	108	29	1.24e-6	1.24e-6	NUM
dem-4193	108	30	error	error	NOUN
dem-4193	108	31	time	time	NOUN
dem-4193	108	32	series	series	PROPN
dem-4193	108	33	parametric	parametric	PROPN
dem-4193	108	34	models	model	NOUN
dem-4193	108	35	arima(0,1,2	arima(0,1,2	ADJ
dem-4193	108	36	)	)	PUNCT
dem-4193	108	37	(	(	PUNCT
dem-4193	108	38	student	student	NOUN
dem-4193	108	39	)	)	PUNCT
dem-4193	108	40	arima(0,1,2	arima(0,1,2	PROPN
dem-4193	108	41	)	)	PUNCT
dem-4193	108	42	(	(	PUNCT
dem-4193	108	43	ged	ge	VERB
dem-4193	108	44	)	)	PUNCT
dem-4193	108	45	arima(0,1,2	arima(0,1,2	ADJ
dem-4193	108	46	)	)	PUNCT
dem-4193	108	47	garch(1,1	garch(1,1	NOUN
dem-4193	108	48	)	)	PUNCT
dem-4193	108	49	(	(	PUNCT
dem-4193	108	50	student	student	NOUN
dem-4193	108	51	)	)	PUNCT
dem-4193	108	52	arima(1,1,1	arima(1,1,1	NOUN
dem-4193	108	53	)	)	PUNCT
dem-4193	108	54	garch(1,1	garch(1,1	NOUN
dem-4193	108	55	)	)	PUNCT
dem-4193	108	56	(	(	PUNCT
dem-4193	108	57	ged	ge	VERB
dem-4193	108	58	)	)	PUNCT
dem-4193	108	59	mse	mse	NOUN
dem-4193	108	60	mede	mede	NOUN
dem-4193	108	61	me	i	PRON
dem-4193	108	62	mae	mae	PROPN
dem-4193	108	63	rmse	rmse	PROPN
dem-4193	108	64	mape	mape	NOUN
dem-4193	108	65	amape	amape	NOUN
dem-4193	108	66	ll	ll	NOUN
dem-4193	108	67	7.2567e-5	7.2567e-5	NUM
dem-4193	108	68	1.7764e-5	1.7764e-5	NUM
dem-4193	108	69	0.056472	0.056472	NUM
dem-4193	108	70	0.0062011	0.0062011	NUM
dem-4193	108	71	0.0085187	0.0085187	NUM
dem-4193	108	72	0.00079404	0.00079404	NUM
dem-4193	108	73	0.00039697	0.00039697	NUM
dem-4193	108	74	1.1907e-6	1.1907e-6	NUM
dem-4193	108	75	7.2567e-5	7.2567e-5	NUM
dem-4193	108	76	1.7769e-5	1.7769e-5	NUM
dem-4193	108	77	0.056466	0.056466	NUM
dem-4193	108	78	0.006201	0.006201	NUM
dem-4193	108	79	0.0085186	0.0085186	NUM
dem-4193	108	80	0.00079404	0.00079404	NUM
dem-4193	108	81	0.00039697	0.00039697	NUM
dem-4193	108	82	1.1907e-6	1.1907e-6	NUM
dem-4193	108	83	7.282e-5	7.282e-5	NUM
dem-4193	108	84	1.8811e-5	1.8811e-5	NUM
dem-4193	108	85	0.055536	0.055536	NUM
dem-4193	108	86	0.0062328	0.0062328	NUM
dem-4193	108	87	0.0085335	0.0085335	NUM
dem-4193	108	88	0.00079811	0.00079811	NUM
dem-4193	108	89	0.00039901	0.00039901	NUM
dem-4193	108	90	1.1949e-6	1.1949e-6	NUM
dem-4193	108	91	7.282e-5	7.282e-5	NUM
dem-4193	108	92	1.8819e-5	1.8819e-5	NUM
dem-4193	108	93	0.055532	0.055532	NUM
dem-4193	108	94	0.0062328	0.0062328	NUM
dem-4193	108	95	0.0085334	0.0085334	NUM
dem-4193	108	96	0.00079811	0.00079811	NUM
dem-4193	108	97	0.00039901	0.00039901	NUM
dem-4193	108	98	1.1948e-6	1.1948e-6	NUM
dem-4193	108	99	piotr	piotr	NOUN
dem-4193	108	100	płuciennik	płuciennik	VERB
dem-4193	108	101	58	58	NUM
dem-4193	108	102	table	table	NOUN
dem-4193	108	103	6	6	NUM
dem-4193	108	104	.	.	PUNCT
dem-4193	109	1	values	value	NOUN
dem-4193	109	2	of	of	ADP
dem-4193	109	3	the	the	DET
dem-4193	109	4	forecast	forecast	NOUN
dem-4193	109	5	errors	error	NOUN
dem-4193	109	6	obtained	obtain	VERB
dem-4193	109	7	by	by	ADP
dem-4193	109	8	using	use	VERB
dem-4193	109	9	diffusion	diffusion	NOUN
dem-4193	109	10	models	model	NOUN
dem-4193	109	11	.	.	PUNCT
dem-4193	110	1	logarithmic	logarithmic	ADJ
dem-4193	110	2	levels	level	NOUN
dem-4193	110	3	of	of	ADP
dem-4193	110	4	wig20	wig20	PROPN
dem-4193	110	5	index	index	NOUN
dem-4193	110	6	error	error	NOUN
dem-4193	110	7	phillips	phillip	NOUN
dem-4193	110	8	and	and	CCONJ
dem-4193	110	9	yu	yu	PROPN
dem-4193	110	10	method	method	VERB
dem-4193	110	11	generalized	generalized	ADJ
dem-4193	110	12	method	method	NOUN
dem-4193	110	13	of	of	ADP
dem-4193	110	14	moments	moment	NOUN
dem-4193	110	15	vašiček	vašiček	PROPN
dem-4193	110	16	cir	cir	PROPN
dem-4193	110	17	ckls	ckls	PROPN
dem-4193	110	18	vašiček	vašiček	PROPN
dem-4193	110	19	cir	cir	PROPN
dem-4193	110	20	ckls	ckls	PROPN
dem-4193	110	21	mse	mse	PROPN
dem-4193	110	22	mede	mede	NOUN
dem-4193	110	23	me	i	PRON
dem-4193	110	24	mae	mae	PROPN
dem-4193	110	25	rmse	rmse	PROPN
dem-4193	110	26	mape	mape	NOUN
dem-4193	110	27	amape	amape	NOUN
dem-4193	111	1	ll	ll	PROPN
dem-4193	111	2	0.00018948	0.00018948	NUM
dem-4193	111	3	6.1233e-5	6.1233e-5	NUM
dem-4193	111	4	0.00063017	0.00063017	NUM
dem-4193	111	5	0.010608	0.010608	NUM
dem-4193	111	6	0.013765	0.013765	NUM
dem-4193	112	1	0.0013032	0.0013032	NUM
dem-4193	112	2	0.00065164	0.00065164	NUM
dem-4193	112	3	2.8646e-6	2.8646e-6	NUM
dem-4193	112	4	0.0001892	0.0001892	NUM
dem-4193	112	5	6.3602e-5	6.3602e-5	NUM
dem-4193	113	1	0.00063866	0.00063866	NUM
dem-4193	113	2	0.010619	0.010619	NUM
dem-4193	113	3	0.013755	0.013755	NUM
dem-4193	113	4	0.0013046	0.0013046	NUM
dem-4193	113	5	0.00065232	0.00065232	NUM
dem-4193	113	6	2.8603e-6	2.8603e-6	NUM
dem-4193	113	7	0.00018936	0.00018936	NUM
dem-4193	113	8	6.5722e-5	6.5722e-5	NUM
dem-4193	113	9	0.058766	0.058766	NUM
dem-4193	114	1	0.010609	0.010609	NUM
dem-4193	114	2	0.013761	0.013761	NUM
dem-4193	114	3	1.3034e-5	1.3034e-5	NUM
dem-4193	114	4	6.5172e-6	6.5172e-6	NUM
dem-4193	114	5	2.8627e-6	2.8627e-6	NUM
dem-4193	114	6	0.00018897	0.00018897	NUM
dem-4193	114	7	6.4217e-5	6.4217e-5	NUM
dem-4193	114	8	0.0001788	0.0001788	NUM
dem-4193	114	9	0.010582	0.010582	NUM
dem-4193	114	10	0.013747	0.013747	NUM
dem-4193	114	11	0.0013001	0.0013001	NUM
dem-4193	114	12	0.00065007	0.00065007	NUM
dem-4193	114	13	2.8568e-6	2.8568e-6	NUM
dem-4193	114	14	0.00018938	0.00018938	NUM
dem-4193	114	15	6.4506e-5	6.4506e-5	NUM
dem-4193	114	16	0.00032633	0.00032633	NUM
dem-4193	114	17	0.010595	0.010595	NUM
dem-4193	114	18	0.013762	0.013762	NUM
dem-4193	114	19	0.0013016	0.0013016	NUM
dem-4193	114	20	0.00065083	0.00065083	NUM
dem-4193	115	1	2.8629e-6	2.8629e-6	NUM
dem-4193	115	2	0.00018973	0.00018973	NUM
dem-4193	115	3	6.7774e-5	6.7774e-5	NUM
dem-4193	115	4	-0.0001169	-0.0001169	NOUN
dem-4193	115	5	0.010586	0.010586	NUM
dem-4193	115	6	0.013774	0.013774	NUM
dem-4193	115	7	0.0013007	0.0013007	NUM
dem-4193	115	8	0.00065032	0.00065032	NUM
dem-4193	115	9	2.8682e-6	2.8682e-6	NUM
dem-4193	115	10	error	error	NOUN
dem-4193	115	11	time	time	NOUN
dem-4193	115	12	series	series	PROPN
dem-4193	115	13	parametric	parametric	PROPN
dem-4193	115	14	models	model	NOUN
dem-4193	115	15	arma(0,2	arma(0,2	VERB
dem-4193	115	16	)	)	PUNCT
dem-4193	115	17	(	(	PUNCT
dem-4193	115	18	ged	ge	VERB
dem-4193	115	19	)	)	PUNCT
dem-4193	115	20	arma(1,1	arma(1,1	PROPN
dem-4193	115	21	)	)	PUNCT
dem-4193	115	22	(	(	PUNCT
dem-4193	115	23	student	student	NOUN
dem-4193	115	24	)	)	PUNCT
dem-4193	115	25	mse	mse	PROPN
dem-4193	115	26	mede	mede	NOUN
dem-4193	115	27	me	i	PRON
dem-4193	115	28	mae	mae	PROPN
dem-4193	115	29	rmse	rmse	PROPN
dem-4193	115	30	mape	mape	NOUN
dem-4193	115	31	amape	amape	NOUN
dem-4193	115	32	ll	ll	NOUN
dem-4193	115	33	0.01904131	0.01904131	NUM
dem-4193	115	34	6.6946e-05	6.6946e-05	NUM
dem-4193	115	35	0.00035112	0.00035112	NUM
dem-4193	115	36	1.06889157	1.06889157	NUM
dem-4193	115	37	0.13799026	0.13799026	NUM
dem-4193	115	38	0.131329	0.131329	PUNCT
dem-4193	115	39	0.00065666	0.00065666	NUM
dem-4193	115	40	2.8789e-06	2.8789e-06	NUM
dem-4193	115	41	0.019061629	0.019061629	NUM
dem-4193	115	42	6.87936e-5	6.87936e-5	NUM
dem-4193	116	1	0.000398688	0.000398688	NUM
dem-4193	116	2	1.071935667	1.071935667	NUM
dem-4193	116	3	0.138063858	0.138063858	NUM
dem-4193	116	4	0.1317012	0.1317012	NUM
dem-4193	116	5	0.000658529	0.000658529	NUM
dem-4193	116	6	2.88198e-6	2.88198e-6	NUM
dem-4193	116	7	note	note	NOUN
dem-4193	116	8	:	:	PUNCT
dem-4193	116	9	mse	mse	X
dem-4193	116	10	–	–	PUNCT
dem-4193	116	11	the	the	DET
dem-4193	116	12	mean	mean	NOUN
dem-4193	116	13	squared	square	VERB
dem-4193	116	14	error	error	NOUN
dem-4193	116	15	,	,	PUNCT
dem-4193	116	16	mede	mede	NOUN
dem-4193	116	17	–	–	PUNCT
dem-4193	116	18	the	the	DET
dem-4193	116	19	mean	mean	ADJ
dem-4193	116	20	median	median	NOUN
dem-4193	116	21	error	error	NOUN
dem-4193	116	22	,	,	PUNCT
dem-4193	116	23	me	i	PRON
dem-4193	116	24	–	–	PUNCT
dem-4193	116	25	the	the	DET
dem-4193	116	26	mean	mean	NOUN
dem-4193	116	27	error	error	NOUN
dem-4193	116	28	,	,	PUNCT
dem-4193	116	29	mae	mae	PROPN
dem-4193	116	30	–	–	PUNCT
dem-4193	116	31	the	the	DET
dem-4193	116	32	mean	mean	ADJ
dem-4193	116	33	average	average	ADJ
dem-4193	116	34	error	error	NOUN
dem-4193	116	35	,	,	PUNCT
dem-4193	116	36	rmse	rmse	NOUN
dem-4193	116	37	–	–	PUNCT
dem-4193	116	38	the	the	DET
dem-4193	116	39	root	root	NOUN
dem-4193	116	40	of	of	ADP
dem-4193	116	41	the	the	DET
dem-4193	116	42	mean	mean	ADJ
dem-4193	116	43	squared	square	VERB
dem-4193	116	44	error	error	NOUN
dem-4193	116	45	,	,	PUNCT
dem-4193	116	46	mape	mape	NOUN
dem-4193	116	47	–	–	PUNCT
dem-4193	116	48	the	the	DET
dem-4193	116	49	mean	mean	ADJ
dem-4193	116	50	average	average	ADJ
dem-4193	116	51	percentage	percentage	NOUN
dem-4193	116	52	error	error	NOUN
dem-4193	116	53	,	,	PUNCT
dem-4193	116	54	amape	amape	NOUN
dem-4193	116	55	–	–	PUNCT
dem-4193	116	56	corrected	correct	VERB
dem-4193	116	57	average	average	ADJ
dem-4193	116	58	percentage	percentage	NOUN
dem-4193	116	59	error	error	NOUN
dem-4193	116	60	,	,	PUNCT
dem-4193	116	61	and	and	CCONJ
dem-4193	116	62	ll	ll	AUX
dem-4193	116	63	–	–	PUNCT
dem-4193	116	64	logarithmic	logarithmic	ADJ
dem-4193	116	65	loss	loss	NOUN
dem-4193	116	66	function	function	NOUN
dem-4193	116	67	(	(	PUNCT
dem-4193	116	68	cf	cf	NOUN
dem-4193	116	69	.	.	PUNCT
dem-4193	116	70	welfe	welfe	NOUN
dem-4193	116	71	1998	1998	NUM
dem-4193	116	72	;	;	PUNCT
dem-4193	116	73	doman	doman	PROPN
dem-4193	116	74	,	,	PUNCT
dem-4193	116	75	doman	doman	PROPN
dem-4193	116	76	,	,	PUNCT
dem-4193	116	77	2004	2004	NUM
dem-4193	116	78	)	)	PUNCT
dem-4193	116	79	.	.	PUNCT
dem-4193	117	1	6	6	X
dem-4193	117	2	.	.	X
dem-4193	117	3	conclusions	conclusion	NOUN
dem-4193	117	4	the	the	DET
dem-4193	117	5	high	high	ADJ
dem-4193	117	6	quality	quality	NOUN
dem-4193	117	7	of	of	ADP
dem-4193	117	8	the	the	DET
dem-4193	117	9	forecast	forecast	NOUN
dem-4193	117	10	obtained	obtain	VERB
dem-4193	117	11	from	from	ADP
dem-4193	117	12	the	the	DET
dem-4193	117	13	diffusion	diffusion	NOUN
dem-4193	117	14	models	model	NOUN
dem-4193	117	15	is	be	AUX
dem-4193	117	16	indicative	indicative	ADJ
dem-4193	117	17	of	of	ADP
dem-4193	117	18	good	good	ADJ
dem-4193	117	19	fitting	fitting	ADJ
dem-4193	117	20	of	of	ADP
dem-4193	117	21	the	the	DET
dem-4193	117	22	diffusion	diffusion	NOUN
dem-4193	117	23	models	model	NOUN
dem-4193	117	24	to	to	ADP
dem-4193	117	25	the	the	DET
dem-4193	117	26	studied	study	VERB
dem-4193	117	27	time	time	NOUN
dem-4193	117	28	series	series	PROPN
dem-4193	117	29	.	.	PUNCT
dem-4193	118	1	the	the	DET
dem-4193	118	2	values	value	NOUN
dem-4193	118	3	of	of	ADP
dem-4193	118	4	the	the	DET
dem-4193	118	5	forecast	forecast	NOUN
dem-4193	118	6	errors	error	NOUN
dem-4193	118	7	are	be	AUX
dem-4193	118	8	often	often	ADV
dem-4193	118	9	smaller	small	ADJ
dem-4193	118	10	when	when	SCONJ
dem-4193	118	11	diffusion	diffusion	NOUN
dem-4193	118	12	models	model	NOUN
dem-4193	118	13	were	be	AUX
dem-4193	118	14	used	use	VERB
dem-4193	118	15	.	.	PUNCT
dem-4193	119	1	it	it	PRON
dem-4193	119	2	is	be	AUX
dem-4193	119	3	notable	notable	ADJ
dem-4193	119	4	that	that	SCONJ
dem-4193	119	5	in	in	ADP
dem-4193	119	6	diffusion	diffusion	NOUN
dem-4193	119	7	models	model	NOUN
dem-4193	119	8	the	the	DET
dem-4193	119	9	volatility	volatility	NOUN
dem-4193	119	10	depends	depend	VERB
dem-4193	119	11	only	only	ADV
dem-4193	119	12	on	on	ADP
dem-4193	119	13	white	white	ADJ
dem-4193	119	14	noise	noise	NOUN
dem-4193	119	15	and	and	CCONJ
dem-4193	119	16	optionally	optionally	ADV
dem-4193	119	17	on	on	ADP
dem-4193	119	18	current	current	ADJ
dem-4193	119	19	value	value	NOUN
dem-4193	119	20	of	of	ADP
dem-4193	119	21	the	the	DET
dem-4193	119	22	process	process	NOUN
dem-4193	119	23	.	.	PUNCT
dem-4193	120	1	in	in	ADP
dem-4193	120	2	arima	arima	NOUN
dem-4193	120	3	-	-	PUNCT
dem-4193	120	4	garch	garch	NOUN
dem-4193	120	5	models	model	NOUN
dem-4193	120	6	the	the	DET
dem-4193	120	7	volatility	volatility	NOUN
dem-4193	120	8	is	be	AUX
dem-4193	120	9	described	describe	VERB
dem-4193	120	10	by	by	ADP
dem-4193	120	11	the	the	DET
dem-4193	120	12	second	second	ADJ
dem-4193	120	13	parametric	parametric	ADJ
dem-4193	120	14	equation	equation	NOUN
dem-4193	120	15	.	.	PUNCT
dem-4193	121	1	the	the	DET
dem-4193	121	2	most	most	ADV
dem-4193	121	3	surprising	surprising	ADJ
dem-4193	121	4	fact	fact	NOUN
dem-4193	121	5	is	be	AUX
dem-4193	121	6	that	that	SCONJ
dem-4193	121	7	the	the	DET
dem-4193	121	8	ckls	ckls	ADJ
dem-4193	121	9	model	model	NOUN
dem-4193	121	10	leads	lead	VERB
dem-4193	121	11	to	to	ADP
dem-4193	121	12	worse	bad	ADJ
dem-4193	121	13	quality	quality	NOUN
dem-4193	121	14	of	of	ADP
dem-4193	121	15	the	the	DET
dem-4193	121	16	forecast	forecast	NOUN
dem-4193	121	17	than	than	ADP
dem-4193	121	18	the	the	DET
dem-4193	121	19	vašíček	vašíček	NOUN
dem-4193	121	20	and	and	CCONJ
dem-4193	121	21	cir	cir	PROPN
dem-4193	121	22	model	model	NOUN
dem-4193	121	23	.	.	PUNCT
dem-4193	122	1	after	after	ADV
dem-4193	122	2	all	all	ADV
dem-4193	122	3	,	,	PUNCT
dem-4193	122	4	both	both	DET
dem-4193	122	5	models	model	NOUN
dem-4193	122	6	are	be	AUX
dem-4193	122	7	special	special	ADJ
dem-4193	122	8	cases	case	NOUN
dem-4193	122	9	of	of	ADP
dem-4193	122	10	the	the	DET
dem-4193	122	11	ckls	ckls	ADJ
dem-4193	122	12	model	model	NOUN
dem-4193	122	13	.	.	PUNCT
dem-4193	123	1	the	the	DET
dem-4193	123	2	reason	reason	NOUN
dem-4193	123	3	for	for	ADP
dem-4193	123	4	that	that	DET
dem-4193	123	5	situation	situation	NOUN
dem-4193	123	6	lies	lie	VERB
dem-4193	123	7	in	in	ADP
dem-4193	123	8	very	very	ADV
dem-4193	123	9	bad	bad	ADJ
dem-4193	123	10	fitting	fitting	NOUN
dem-4193	123	11	of	of	ADP
dem-4193	123	12	the	the	DET
dem-4193	123	13	ckls	ckls	ADJ
dem-4193	123	14	model	model	NOUN
dem-4193	123	15	to	to	ADP
dem-4193	123	16	the	the	DET
dem-4193	123	17	examined	examine	VERB
dem-4193	123	18	time	time	NOUN
dem-4193	123	19	series	series	NOUN
dem-4193	123	20	.	.	PUNCT
dem-4193	124	1	the	the	DET
dem-4193	124	2	estimates	estimate	NOUN
dem-4193	124	3	of	of	ADP
dem-4193	124	4	β	β	PROPN
dem-4193	124	5	are	be	AUX
dem-4193	124	6	negative	negative	ADJ
dem-4193	124	7	,	,	PUNCT
dem-4193	124	8	while	while	SCONJ
dem-4193	124	9	the	the	DET
dem-4193	124	10	model	model	NOUN
dem-4193	124	11	assumed	assume	VERB
dem-4193	124	12	that	that	SCONJ
dem-4193	124	13	]	]	X
dem-4193	124	14	.1,0[∈β	.1,0[∈β	NOUN
dem-4193	124	15	it	it	PRON
dem-4193	124	16	is	be	AUX
dem-4193	124	17	notable	notable	ADJ
dem-4193	124	18	that	that	SCONJ
dem-4193	124	19	determining	determine	VERB
dem-4193	124	20	the	the	DET
dem-4193	124	21	forecasts	forecast	NOUN
dem-4193	124	22	by	by	ADP
dem-4193	124	23	using	use	VERB
dem-4193	124	24	diffusion	diffusion	NOUN
dem-4193	124	25	models	model	NOUN
dem-4193	124	26	is	be	AUX
dem-4193	124	27	not	not	PART
dem-4193	124	28	laborious	laborious	ADJ
dem-4193	124	29	.	.	PUNCT
dem-4193	125	1	the	the	DET
dem-4193	125	2	matlab	matlab	PROPN
dem-4193	125	3	procedures	procedure	NOUN
dem-4193	125	4	used	use	VERB
dem-4193	125	5	in	in	ADP
dem-4193	125	6	the	the	DET
dem-4193	125	7	conducted	conduct	VERB
dem-4193	125	8	research	research	NOUN
dem-4193	125	9	need	need	VERB
dem-4193	125	10	only	only	ADV
dem-4193	125	11	a	a	DET
dem-4193	125	12	fraction	fraction	NOUN
dem-4193	125	13	of	of	ADP
dem-4193	125	14	a	a	DET
dem-4193	125	15	second	second	NOUN
dem-4193	125	16	to	to	PART
dem-4193	125	17	estimate	estimate	VERB
dem-4193	125	18	parameters	parameter	NOUN
dem-4193	125	19	by	by	ADP
dem-4193	125	20	using	use	VERB
dem-4193	125	21	two	two	NUM
dem-4193	125	22	-	-	PUNCT
dem-4193	125	23	stage	stage	NOUN
dem-4193	125	24	phillips	phillips	PROPN
dem-4193	125	25	-	-	PUNCT
dem-4193	125	26	yu	yu	PROPN
dem-4193	125	27	method	method	NOUN
dem-4193	125	28	and	and	CCONJ
dem-4193	125	29	a	a	DET
dem-4193	125	30	few	few	ADJ
dem-4193	125	31	seconds	second	NOUN
dem-4193	125	32	if	if	SCONJ
dem-4193	125	33	we	we	PRON
dem-4193	125	34	decide	decide	VERB
dem-4193	125	35	to	to	PART
dem-4193	125	36	use	use	VERB
dem-4193	125	37	the	the	DET
dem-4193	125	38	gmm	gmm	NOUN
dem-4193	125	39	method	method	NOUN
dem-4193	125	40	.	.	PUNCT
dem-4193	126	1	the	the	DET
dem-4193	126	2	most	most	ADV
dem-4193	126	3	laborious	laborious	ADJ
dem-4193	126	4	part	part	NOUN
dem-4193	126	5	of	of	ADP
dem-4193	126	6	the	the	DET
dem-4193	126	7	calculation	calculation	NOUN
dem-4193	126	8	is	be	AUX
dem-4193	126	9	determining	determine	VERB
dem-4193	126	10	10000	10000	NUM
dem-4193	126	11	sample	sample	NOUN
dem-4193	126	12	paths	path	NOUN
dem-4193	126	13	,	,	PUNCT
dem-4193	126	14	but	but	CCONJ
dem-4193	126	15	it	it	PRON
dem-4193	126	16	takes	take	VERB
dem-4193	126	17	up	up	ADP
dem-4193	126	18	to	to	PART
dem-4193	126	19	two	two	NUM
dem-4193	126	20	minutes	minute	NOUN
dem-4193	126	21	to	to	PART
dem-4193	126	22	do	do	VERB
dem-4193	126	23	this	this	DET
dem-4193	126	24	operation	operation	NOUN
dem-4193	126	25	.	.	PUNCT
dem-4193	127	1	forecasting	forecast	VERB
dem-4193	127	2	financial	financial	ADJ
dem-4193	127	3	processes	process	NOUN
dem-4193	127	4	by	by	ADP
dem-4193	127	5	using	use	VERB
dem-4193	127	6	diffusion	diffusion	NOUN
dem-4193	127	7	models	model	NOUN
dem-4193	127	8	59	59	NUM
dem-4193	127	9	references	reference	NOUN
dem-4193	127	10	black	black	ADJ
dem-4193	127	11	,	,	PUNCT
dem-4193	127	12	f.	f.	PROPN
dem-4193	127	13	,	,	PUNCT
dem-4193	127	14	scholes	schole	NOUN
dem-4193	127	15	,	,	PUNCT
dem-4193	127	16	m.	m.	NOUN
dem-4193	127	17	(	(	PUNCT
dem-4193	127	18	1973	1973	NUM
dem-4193	127	19	)	)	PUNCT
dem-4193	127	20	,	,	PUNCT
dem-4193	127	21	the	the	DET
dem-4193	127	22	pricing	pricing	NOUN
dem-4193	127	23	of	of	ADP
dem-4193	127	24	option	option	NOUN
dem-4193	127	25	and	and	CCONJ
dem-4193	127	26	corporate	corporate	ADJ
dem-4193	127	27	liabilities	liability	NOUN
dem-4193	127	28	,	,	PUNCT
dem-4193	127	29	journal	journal	NOUN
dem-4193	127	30	of	of	ADP
dem-4193	127	31	political	political	ADJ
dem-4193	127	32	economy	economy	NOUN
dem-4193	127	33	,	,	PUNCT
dem-4193	127	34	81	81	NUM
dem-4193	127	35	,	,	PUNCT
dem-4193	127	36	637–659	637–659	NUM
dem-4193	127	37	.	.	PUNCT
dem-4193	128	1	broadie	broadie	PROPN
dem-4193	128	2	,	,	PUNCT
dem-4193	128	3	m.	m.	NOUN
dem-4193	128	4	,	,	PUNCT
dem-4193	128	5	jain	jain	PROPN
dem-4193	128	6	,	,	PUNCT
dem-4193	128	7	a.	a.	NOUN
dem-4193	128	8	(	(	PUNCT
dem-4193	128	9	2008	2008	NUM
dem-4193	128	10	)	)	PUNCT
dem-4193	128	11	,	,	PUNCT
dem-4193	128	12	pricing	pricing	NOUN
dem-4193	128	13	and	and	CCONJ
dem-4193	128	14	hedging	hedging	NOUN
dem-4193	128	15	volatility	volatility	NOUN
dem-4193	128	16	derivatives	derivative	NOUN
dem-4193	128	17	,	,	PUNCT
dem-4193	128	18	journal	journal	NOUN
dem-4193	128	19	of	of	ADP
dem-4193	128	20	derivatives	derivative	NOUN
dem-4193	128	21	,	,	PUNCT
dem-4193	128	22	15	15	NUM
dem-4193	128	23	,	,	PUNCT
dem-4193	128	24	issue	issue	NOUN
dem-4193	128	25	3	3	NUM
dem-4193	128	26	,	,	PUNCT
dem-4193	128	27	7–24	7–24	PROPN
dem-4193	128	28	.	.	PUNCT
dem-4193	129	1	chan	chan	PROPN
dem-4193	129	2	,	,	PUNCT
dem-4193	129	3	k.	k.	PROPN
dem-4193	129	4	c.	c.	PROPN
dem-4193	129	5	,	,	PUNCT
dem-4193	129	6	karolyi	karolyi	NOUN
dem-4193	129	7	,	,	PUNCT
dem-4193	129	8	g.	g.	PROPN
dem-4193	129	9	a.	a.	PROPN
dem-4193	129	10	,	,	PUNCT
dem-4193	129	11	longstaff	longstaff	PROPN
dem-4193	129	12	,	,	PUNCT
dem-4193	129	13	f.	f.	PROPN
dem-4193	129	14	a.	a.	PROPN
dem-4193	129	15	,	,	PUNCT
dem-4193	129	16	sanders	sanders	PROPN
dem-4193	129	17	,	,	PUNCT
dem-4193	129	18	a.	a.	PROPN
dem-4193	129	19	b.	b.	PROPN
dem-4193	129	20	(	(	PUNCT
dem-4193	129	21	1992	1992	NUM
dem-4193	129	22	)	)	PUNCT
dem-4193	129	23	,	,	PUNCT
dem-4193	129	24	an	an	DET
dem-4193	129	25	empirical	empirical	ADJ
dem-4193	129	26	comparison	comparison	NOUN
dem-4193	129	27	of	of	ADP
dem-4193	129	28	alternative	alternative	ADJ
dem-4193	129	29	models	model	NOUN
dem-4193	129	30	of	of	ADP
dem-4193	129	31	short	short	ADJ
dem-4193	129	32	term	term	NOUN
dem-4193	129	33	interest	interest	NOUN
dem-4193	129	34	rates	rate	NOUN
dem-4193	129	35	,	,	PUNCT
dem-4193	129	36	journal	journal	NOUN
dem-4193	129	37	of	of	ADP
dem-4193	129	38	finance	finance	NOUN
dem-4193	129	39	,	,	PUNCT
dem-4193	129	40	47	47	NUM
dem-4193	129	41	,	,	PUNCT
dem-4193	129	42	1209–1227	1209–1227	NUM
dem-4193	129	43	.	.	PUNCT
dem-4193	130	1	cliff	cliff	NOUN
dem-4193	130	2	,	,	PUNCT
dem-4193	130	3	m.	m.	NOUN
dem-4193	130	4	t.	t.	PROPN
dem-4193	130	5	(	(	PUNCT
dem-4193	130	6	2003	2003	NUM
dem-4193	130	7	)	)	PUNCT
dem-4193	130	8	gmm	gmm	PROPN
dem-4193	130	9	and	and	CCONJ
dem-4193	130	10	minz	minz	ADJ
dem-4193	130	11	program	program	NOUN
dem-4193	130	12	libraries	library	NOUN
dem-4193	130	13	for	for	ADP
dem-4193	130	14	matlab	matlab	PROPN
dem-4193	130	15	,	,	PUNCT
dem-4193	130	16	krannert	krannert	NOUN
dem-4193	130	17	graduate	graduate	PROPN
dem-4193	130	18	school	school	NOUN
dem-4193	130	19	of	of	ADP
dem-4193	130	20	management	management	PROPN
dem-4193	130	21	purdue	purdue	PROPN
dem-4193	130	22	university	university	PROPN
dem-4193	130	23	.	.	PUNCT
dem-4193	131	1	cox	cox	PROPN
dem-4193	131	2	,	,	PUNCT
dem-4193	131	3	j.	j.	PROPN
dem-4193	131	4	c.	c.	PROPN
dem-4193	131	5	,	,	PUNCT
dem-4193	131	6	ingersoll	ingersoll	PROPN
dem-4193	131	7	,	,	PUNCT
dem-4193	131	8	j.	j.	PROPN
dem-4193	131	9	,	,	PUNCT
dem-4193	131	10	ross	ross	PROPN
dem-4193	131	11	,	,	PUNCT
dem-4193	131	12	s.	s.	PROPN
dem-4193	131	13	(	(	PUNCT
dem-4193	131	14	1985	1985	NUM
dem-4193	131	15	)	)	PUNCT
dem-4193	131	16	,	,	PUNCT
dem-4193	131	17	a	a	DET
dem-4193	131	18	theory	theory	NOUN
dem-4193	131	19	of	of	ADP
dem-4193	131	20	the	the	DET
dem-4193	131	21	term	term	NOUN
dem-4193	131	22	structure	structure	NOUN
dem-4193	131	23	of	of	ADP
dem-4193	131	24	interest	interest	NOUN
dem-4193	131	25	rates	rate	NOUN
dem-4193	131	26	,	,	PUNCT
dem-4193	131	27	econometrica	econometrica	PROPN
dem-4193	131	28	,	,	PUNCT
dem-4193	131	29	53	53	NUM
dem-4193	131	30	,	,	PUNCT
dem-4193	131	31	385–407	385–407	NUM
dem-4193	131	32	.	.	PUNCT
dem-4193	132	1	cziraky	cziraky	PROPN
dem-4193	132	2	,	,	PUNCT
dem-4193	132	3	d.	d.	PROPN
dem-4193	132	4	,	,	PUNCT
dem-4193	132	5	kucherenko	kucherenko	PROPN
dem-4193	132	6	,	,	PUNCT
dem-4193	132	7	s.	s.	PROPN
dem-4193	132	8	(	(	PUNCT
dem-4193	132	9	2008	2008	NUM
dem-4193	132	10	)	)	PUNCT
dem-4193	132	11	,	,	PUNCT
dem-4193	132	12	monte	monte	PROPN
dem-4193	132	13	carlo	carlo	PROPN
dem-4193	132	14	forecasting	forecasting	NOUN
dem-4193	132	15	from	from	ADP
dem-4193	132	16	cir	cir	PROPN
dem-4193	132	17	square	square	PROPN
dem-4193	132	18	root	root	NOUN
dem-4193	132	19	diffusion	diffusion	NOUN
dem-4193	132	20	models	model	NOUN
dem-4193	132	21	,	,	PUNCT
dem-4193	132	22	broda	broda	PROPN
dem-4193	132	23	ltd	ltd	PROPN
dem-4193	132	24	.	.	PROPN
dem-4193	132	25	http://www.broda.co.uk	http://www.broda.co.uk	PROPN
dem-4193	132	26	(	(	PUNCT
dem-4193	132	27	8.01.2009	8.01.2009	NUM
dem-4193	132	28	)	)	PUNCT
dem-4193	132	29	.	.	PUNCT
dem-4193	133	1	detemple	detemple	PROPN
dem-4193	133	2	,	,	PUNCT
dem-4193	133	3	j.	j.	PROPN
dem-4193	133	4	,	,	PUNCT
dem-4193	133	5	osakwe	osakwe	ADJ
dem-4193	133	6	,	,	PUNCT
dem-4193	133	7	s.	s.	PROPN
dem-4193	133	8	(	(	PUNCT
dem-4193	133	9	1999	1999	NUM
dem-4193	133	10	)	)	PUNCT
dem-4193	133	11	,	,	PUNCT
dem-4193	133	12	the	the	DET
dem-4193	133	13	valuation	valuation	NOUN
dem-4193	133	14	of	of	ADP
dem-4193	133	15	volatility	volatility	NOUN
dem-4193	133	16	options	option	NOUN
dem-4193	133	17	,	,	PUNCT
dem-4193	133	18	cirano	cirano	PROPN
dem-4193	133	19	paper	paper	PROPN
dem-4193	133	20	,	,	PUNCT
dem-4193	133	21	scientific	scientific	ADJ
dem-4193	133	22	series	series	NOUN
dem-4193	133	23	.	.	PUNCT
dem-4193	134	1	doman	doman	PROPN
dem-4193	134	2	,	,	PUNCT
dem-4193	134	3	m.	m.	NOUN
dem-4193	134	4	,	,	PUNCT
dem-4193	134	5	doman	doman	PROPN
dem-4193	134	6	,	,	PUNCT
dem-4193	134	7	r.	r.	PROPN
dem-4193	134	8	(	(	PUNCT
dem-4193	134	9	2004	2004	NUM
dem-4193	134	10	)	)	PUNCT
dem-4193	134	11	,	,	PUNCT
dem-4193	134	12	econometric	econometric	VERB
dem-4193	134	13	modeling	modeling	NOUN
dem-4193	134	14	of	of	ADP
dem-4193	134	15	polish	polish	ADJ
dem-4193	134	16	financial	financial	ADJ
dem-4193	134	17	market	market	NOUN
dem-4193	134	18	dynamic	dynamic	NOUN
dem-4193	134	19	(	(	PUNCT
dem-4193	134	20	in	in	ADP
dem-4193	134	21	polish	polish	NOUN
dem-4193	134	22	)	)	PUNCT
dem-4193	134	23	,	,	PUNCT
dem-4193	134	24	poznań	poznań	PROPN
dem-4193	134	25	university	university	PROPN
dem-4193	134	26	of	of	ADP
dem-4193	134	27	economics	economics	PROPN
dem-4193	134	28	,	,	PUNCT
dem-4193	134	29	poznań	poznań	NOUN
dem-4193	134	30	.	.	PUNCT
dem-4193	135	1	engle	engle	PROPN
dem-4193	135	2	,	,	PUNCT
dem-4193	135	3	r.	r.	PROPN
dem-4193	135	4	f.	f.	PROPN
dem-4193	135	5	(	(	PUNCT
dem-4193	135	6	1982	1982	NUM
dem-4193	135	7	)	)	PUNCT
dem-4193	135	8	,	,	PUNCT
dem-4193	135	9	autoregressive	autoregressive	ADJ
dem-4193	135	10	conditional	conditional	ADJ
dem-4193	135	11	heteroscedacticity	heteroscedacticity	NOUN
dem-4193	135	12	with	with	ADP
dem-4193	135	13	estimates	estimate	NOUN
dem-4193	135	14	of	of	ADP
dem-4193	135	15	the	the	DET
dem-4193	135	16	variance	variance	NOUN
dem-4193	135	17	of	of	ADP
dem-4193	135	18	united	united	PROPN
dem-4193	135	19	kingsdom	kingsdom	PROPN
dem-4193	135	20	inflation	inflation	PROPN
dem-4193	135	21	,	,	PUNCT
dem-4193	135	22	econometrica	econometrica	PROPN
dem-4193	135	23	,	,	PUNCT
dem-4193	135	24	50	50	NUM
dem-4193	135	25	,	,	PUNCT
dem-4193	135	26	987–1007	987–1007	NUM
dem-4193	135	27	.	.	PUNCT
dem-4193	136	1	hansen	hansen	PROPN
dem-4193	136	2	,	,	PUNCT
dem-4193	136	3	l.	l.	PROPN
dem-4193	136	4	p.	p.	PROPN
dem-4193	136	5	(	(	PUNCT
dem-4193	136	6	1982	1982	NUM
dem-4193	136	7	)	)	PUNCT
dem-4193	136	8	,	,	PUNCT
dem-4193	136	9	large	large	ADJ
dem-4193	136	10	sample	sample	NOUN
dem-4193	136	11	properties	property	NOUN
dem-4193	136	12	of	of	ADP
dem-4193	136	13	generalized	generalized	ADJ
dem-4193	136	14	method	method	NOUN
dem-4193	136	15	of	of	ADP
dem-4193	136	16	moments	moment	NOUN
dem-4193	136	17	estimators	estimator	NOUN
dem-4193	136	18	,	,	PUNCT
dem-4193	136	19	econometrica	econometrica	PROPN
dem-4193	136	20	,	,	PUNCT
dem-4193	136	21	50	50	NUM
dem-4193	136	22	,	,	PUNCT
dem-4193	136	23	1029–1054	1029–1054	NUM
dem-4193	136	24	.	.	PUNCT
dem-4193	137	1	heston	heston	PROPN
dem-4193	137	2	,	,	PUNCT
dem-4193	137	3	s.	s.	PROPN
dem-4193	137	4	l.	l.	PROPN
dem-4193	137	5	(	(	PUNCT
dem-4193	137	6	1993	1993	NUM
dem-4193	137	7	)	)	PUNCT
dem-4193	137	8	,	,	PUNCT
dem-4193	137	9	a	a	DET
dem-4193	137	10	closed	close	VERB
dem-4193	137	11	-	-	PUNCT
dem-4193	137	12	form	form	NOUN
dem-4193	137	13	solution	solution	NOUN
dem-4193	137	14	for	for	ADP
dem-4193	137	15	options	option	NOUN
dem-4193	137	16	with	with	ADP
dem-4193	137	17	stochastic	stochastic	ADJ
dem-4193	137	18	volatility	volatility	NOUN
dem-4193	137	19	with	with	ADP
dem-4193	137	20	applications	application	NOUN
dem-4193	137	21	to	to	PART
dem-4193	137	22	bond	bond	NOUN
dem-4193	137	23	and	and	CCONJ
dem-4193	137	24	currency	currency	NOUN
dem-4193	137	25	options	option	NOUN
dem-4193	137	26	,	,	PUNCT
dem-4193	137	27	the	the	DET
dem-4193	137	28	review	review	NOUN
dem-4193	137	29	of	of	ADP
dem-4193	137	30	financial	financial	ADJ
dem-4193	137	31	studies	study	NOUN
dem-4193	137	32	,	,	PUNCT
dem-4193	137	33	6	6	NUM
dem-4193	137	34	,	,	PUNCT
dem-4193	137	35	issue	issue	NOUN
dem-4193	137	36	2	2	NUM
dem-4193	137	37	,	,	PUNCT
dem-4193	137	38	327–343	327–343	NUM
dem-4193	137	39	.	.	PUNCT
dem-4193	138	1	howison	howison	PROPN
dem-4193	138	2	,	,	PUNCT
dem-4193	138	3	s.	s.	PROPN
dem-4193	138	4	,	,	PUNCT
dem-4193	138	5	rafailidis	rafailidis	NOUN
dem-4193	138	6	,	,	PUNCT
dem-4193	138	7	a.	a.	PROPN
dem-4193	138	8	,	,	PUNCT
dem-4193	138	9	rasmussen	rasmussen	PROPN
dem-4193	138	10	,	,	PUNCT
dem-4193	138	11	h.	h.	PROPN
dem-4193	138	12	(	(	PUNCT
dem-4193	138	13	2004	2004	NUM
dem-4193	138	14	)	)	PUNCT
dem-4193	138	15	,	,	PUNCT
dem-4193	138	16	on	on	ADP
dem-4193	138	17	the	the	DET
dem-4193	138	18	pricing	pricing	NOUN
dem-4193	138	19	and	and	CCONJ
dem-4193	138	20	hedging	hedging	NOUN
dem-4193	138	21	of	of	ADP
dem-4193	138	22	volatility	volatility	NOUN
dem-4193	138	23	derivatives	derivative	NOUN
dem-4193	138	24	,	,	PUNCT
dem-4193	138	25	applied	apply	VERB
dem-4193	138	26	mathematical	mathematical	ADJ
dem-4193	138	27	finance	finance	NOUN
dem-4193	138	28	,	,	PUNCT
dem-4193	138	29	11	11	NUM
dem-4193	138	30	,	,	PUNCT
dem-4193	138	31	issue	issue	NOUN
dem-4193	138	32	2	2	NUM
dem-4193	138	33	,	,	PUNCT
dem-4193	138	34	317–346	317–346	NUM
dem-4193	138	35	.	.	PUNCT
dem-4193	139	1	javaheri	javaheri	PROPN
dem-4193	139	2	,	,	PUNCT
dem-4193	139	3	a.	a.	PROPN
dem-4193	139	4	,	,	PUNCT
dem-4193	139	5	wilmott	wilmott	PROPN
dem-4193	139	6	,	,	PUNCT
dem-4193	139	7	p.	p.	NOUN
dem-4193	139	8	,	,	PUNCT
dem-4193	139	9	haug	haug	PROPN
dem-4193	139	10	,	,	PUNCT
dem-4193	139	11	e.	e.	PROPN
dem-4193	139	12	(	(	PUNCT
dem-4193	139	13	2002	2002	NUM
dem-4193	139	14	)	)	PUNCT
dem-4193	139	15	,	,	PUNCT
dem-4193	139	16	garch	garch	NOUN
dem-4193	139	17	and	and	CCONJ
dem-4193	139	18	volatility	volatility	NOUN
dem-4193	139	19	swaps	swap	NOUN
dem-4193	139	20	,	,	PUNCT
dem-4193	139	21	wilmott	wilmott	PROPN
dem-4193	139	22	magazine	magazine	PROPN
dem-4193	139	23	,	,	PUNCT
dem-4193	139	24	january	january	PROPN
dem-4193	139	25	,	,	PUNCT
dem-4193	139	26	1–17	1–17	PROPN
dem-4193	139	27	.	.	PUNCT
dem-4193	140	1	jagannathan	jagannathan	PROPN
dem-4193	140	2	r.	r.	PROPN
dem-4193	140	3	,	,	PUNCT
dem-4193	140	4	kaplin	kaplin	PROPN
dem-4193	140	5	a.	a.	PROPN
dem-4193	140	6	,	,	PUNCT
dem-4193	140	7	sun	sun	PROPN
dem-4193	140	8	s.	s.	PROPN
dem-4193	140	9	g.	g.	PROPN
dem-4193	140	10	(	(	PUNCT
dem-4193	140	11	2004	2004	NUM
dem-4193	140	12	)	)	PUNCT
dem-4193	140	13	,	,	PUNCT
dem-4193	140	14	an	an	DET
dem-4193	140	15	evaluation	evaluation	NOUN
dem-4193	140	16	of	of	ADP
dem-4193	140	17	multi	multi	ADJ
dem-4193	140	18	-	-	ADJ
dem-4193	140	19	factor	factor	ADJ
dem-4193	140	20	cir	cir	NOUN
dem-4193	140	21	models	model	NOUN
dem-4193	140	22	using	use	VERB
dem-4193	140	23	libor	libor	PROPN
dem-4193	140	24	,	,	PUNCT
dem-4193	140	25	swap	swap	NOUN
dem-4193	140	26	rates	rate	NOUN
dem-4193	140	27	,	,	PUNCT
dem-4193	140	28	and	and	CCONJ
dem-4193	140	29	cap	cap	NOUN
dem-4193	140	30	and	and	CCONJ
dem-4193	140	31	swaption	swaption	NOUN
dem-4193	140	32	prices	price	NOUN
dem-4193	140	33	,	,	PUNCT
dem-4193	140	34	journal	journal	NOUN
dem-4193	140	35	of	of	ADP
dem-4193	140	36	econometrics	econometric	NOUN
dem-4193	140	37	,	,	PUNCT
dem-4193	140	38	116	116	NUM
dem-4193	140	39	,	,	PUNCT
dem-4193	140	40	113–146	113–146	NUM
dem-4193	140	41	.	.	PUNCT
dem-4193	141	1	ljung	ljung	PROPN
dem-4193	141	2	,	,	PUNCT
dem-4193	141	3	g.	g.	PROPN
dem-4193	141	4	m.	m.	PROPN
dem-4193	141	5	,	,	PUNCT
dem-4193	141	6	box	box	PROPN
dem-4193	141	7	,	,	PUNCT
dem-4193	141	8	g.	g.	PROPN
dem-4193	141	9	e.	e.	PROPN
dem-4193	141	10	p.	p.	PROPN
dem-4193	141	11	(	(	PUNCT
dem-4193	141	12	1978	1978	NUM
dem-4193	141	13	)	)	PUNCT
dem-4193	141	14	,	,	PUNCT
dem-4193	141	15	on	on	ADP
dem-4193	141	16	a	a	DET
dem-4193	141	17	measure	measure	NOUN
dem-4193	141	18	of	of	ADP
dem-4193	141	19	lack	lack	NOUN
dem-4193	141	20	of	of	ADP
dem-4193	141	21	fit	fit	ADJ
dem-4193	141	22	in	in	ADP
dem-4193	141	23	time	time	NOUN
dem-4193	141	24	series	series	NOUN
dem-4193	141	25	models	model	NOUN
dem-4193	141	26	,	,	PUNCT
dem-4193	141	27	biometrika	biometrika	NOUN
dem-4193	141	28	,	,	PUNCT
dem-4193	141	29	65	65	NUM
dem-4193	141	30	,	,	PUNCT
dem-4193	141	31	297–303	297–303	NUM
dem-4193	141	32	.	.	PUNCT
dem-4193	142	1	mannolini	mannolini	PROPN
dem-4193	142	2	,	,	PUNCT
dem-4193	142	3	a.	a.	NOUN
dem-4193	142	4	,	,	PUNCT
dem-4193	142	5	mari	mari	PROPN
dem-4193	142	6	,	,	PUNCT
dem-4193	142	7	c.	c.	NOUN
dem-4193	142	8	,	,	PUNCT
dem-4193	142	9	renò	renò	PROPN
dem-4193	142	10	,	,	PUNCT
dem-4193	142	11	r.	r.	PROPN
dem-4193	142	12	(	(	PUNCT
dem-4193	142	13	2008	2008	NUM
dem-4193	142	14	)	)	PUNCT
dem-4193	142	15	,	,	PUNCT
dem-4193	142	16	pricing	price	VERB
dem-4193	142	17	caps	cap	NOUN
dem-4193	142	18	and	and	CCONJ
dem-4193	142	19	floors	floor	NOUN
dem-4193	142	20	with	with	ADP
dem-4193	142	21	the	the	DET
dem-4193	142	22	extended	extended	ADJ
dem-4193	142	23	cir	cir	NOUN
dem-4193	142	24	model	model	NOUN
dem-4193	142	25	,	,	PUNCT
dem-4193	142	26	international	international	ADJ
dem-4193	142	27	journal	journal	NOUN
dem-4193	142	28	of	of	ADP
dem-4193	142	29	finance	finance	PROPN
dem-4193	142	30	&	&	CCONJ
dem-4193	142	31	economics	economic	NOUN
dem-4193	142	32	,	,	PUNCT
dem-4193	142	33	13	13	NUM
dem-4193	142	34	(	(	PUNCT
dem-4193	142	35	4	4	NUM
dem-4193	142	36	)	)	PUNCT
dem-4193	142	37	386–400	386–400	NUM
dem-4193	142	38	.	.	PUNCT
dem-4193	142	39	mcleod	mcleod	PROPN
dem-4193	142	40	,	,	PUNCT
dem-4193	142	41	a.	a.	NOUN
dem-4193	142	42	i.	i.	PROPN
dem-4193	142	43	,	,	PUNCT
dem-4193	142	44	li	li	PROPN
dem-4193	142	45	,	,	PUNCT
dem-4193	142	46	w.	w.	PROPN
dem-4193	142	47	k.	k.	PROPN
dem-4193	142	48	(	(	PUNCT
dem-4193	142	49	1983	1983	NUM
dem-4193	142	50	)	)	PUNCT
dem-4193	142	51	,	,	PUNCT
dem-4193	142	52	diagnostic	diagnostic	ADJ
dem-4193	142	53	checking	checking	NOUN
dem-4193	142	54	arma	arma	PROPN
dem-4193	142	55	time	time	NOUN
dem-4193	142	56	series	series	PROPN
dem-4193	142	57	models	model	NOUN
dem-4193	142	58	using	use	VERB
dem-4193	142	59	squared	square	VERB
dem-4193	142	60	residual	residual	ADJ
dem-4193	142	61	autocorrelations	autocorrelation	NOUN
dem-4193	142	62	,	,	PUNCT
dem-4193	142	63	journal	journal	NOUN
dem-4193	142	64	of	of	ADP
dem-4193	142	65	time	time	NOUN
dem-4193	142	66	series	series	PROPN
dem-4193	142	67	analysis	analysis	NOUN
dem-4193	142	68	,	,	PUNCT
dem-4193	142	69	4	4	NUM
dem-4193	142	70	,	,	PUNCT
dem-4193	142	71	269–273	269–273	NUM
dem-4193	142	72	.	.	PUNCT
dem-4193	142	73	merton	merton	PROPN
dem-4193	142	74	,	,	PUNCT
dem-4193	142	75	r.	r.	PROPN
dem-4193	142	76	c.	c.	PROPN
dem-4193	142	77	(	(	PUNCT
dem-4193	142	78	1973	1973	NUM
dem-4193	142	79	)	)	PUNCT
dem-4193	142	80	,	,	PUNCT
dem-4193	142	81	theory	theory	NOUN
dem-4193	142	82	of	of	ADP
dem-4193	142	83	rational	rational	ADJ
dem-4193	142	84	option	option	NOUN
dem-4193	142	85	pricing	pricing	NOUN
dem-4193	142	86	,	,	PUNCT
dem-4193	142	87	bell	bell	PROPN
dem-4193	142	88	journal	journal	NOUN
dem-4193	142	89	of	of	ADP
dem-4193	142	90	economics	economic	NOUN
dem-4193	142	91	and	and	CCONJ
dem-4193	142	92	management	management	NOUN
dem-4193	142	93	science	science	NOUN
dem-4193	142	94	,	,	PUNCT
dem-4193	142	95	4	4	NUM
dem-4193	142	96	(	(	PUNCT
dem-4193	142	97	1	1	NUM
dem-4193	142	98	)	)	PUNCT
dem-4193	142	99	141–183	141–183	NUM
dem-4193	142	100	.	.	PUNCT
dem-4193	142	101	merton	merton	PROPN
dem-4193	142	102	,	,	PUNCT
dem-4193	142	103	r.	r.	PROPN
dem-4193	142	104	c.	c.	PROPN
dem-4193	142	105	(	(	PUNCT
dem-4193	142	106	1974	1974	NUM
dem-4193	142	107	)	)	PUNCT
dem-4193	142	108	,	,	PUNCT
dem-4193	142	109	on	on	ADP
dem-4193	142	110	the	the	DET
dem-4193	142	111	pricing	pricing	NOUN
dem-4193	142	112	of	of	ADP
dem-4193	142	113	corporate	corporate	ADJ
dem-4193	142	114	debt	debt	NOUN
dem-4193	142	115	:	:	PUNCT
dem-4193	142	116	the	the	DET
dem-4193	142	117	risk	risk	NOUN
dem-4193	142	118	structure	structure	NOUN
dem-4193	142	119	of	of	ADP
dem-4193	142	120	interest	interest	NOUN
dem-4193	142	121	rates	rate	NOUN
dem-4193	142	122	,	,	PUNCT
dem-4193	142	123	journal	journal	NOUN
dem-4193	142	124	of	of	ADP
dem-4193	142	125	finance	finance	NOUN
dem-4193	142	126	,	,	PUNCT
dem-4193	142	127	29	29	NUM
dem-4193	142	128	,	,	PUNCT
dem-4193	142	129	449–470	449–470	NUM
dem-4193	142	130	.	.	PUNCT
dem-4193	143	1	nelson	nelson	PROPN
dem-4193	143	2	,	,	PUNCT
dem-4193	143	3	d.	d.	PROPN
dem-4193	143	4	(	(	PUNCT
dem-4193	143	5	1991	1991	NUM
dem-4193	143	6	)	)	PUNCT
dem-4193	143	7	,	,	PUNCT
dem-4193	143	8	conditional	conditional	ADJ
dem-4193	143	9	heteroskedasticity	heteroskedasticity	NOUN
dem-4193	143	10	in	in	ADP
dem-4193	143	11	asset	asset	NOUN
dem-4193	143	12	returns	return	NOUN
dem-4193	143	13	:	:	PUNCT
dem-4193	143	14	a	a	DET
dem-4193	143	15	new	new	ADJ
dem-4193	143	16	approach	approach	NOUN
dem-4193	143	17	,	,	PUNCT
dem-4193	143	18	econometrica	econometrica	PROPN
dem-4193	143	19	,	,	PUNCT
dem-4193	143	20	59	59	NUM
dem-4193	143	21	,	,	PUNCT
dem-4193	143	22	347–370	347–370	NUM
dem-4193	143	23	.	.	PUNCT
dem-4193	143	24	newey	newey	PROPN
dem-4193	143	25	,	,	PUNCT
dem-4193	143	26	w.	w.	PROPN
dem-4193	143	27	k.	k.	PROPN
dem-4193	143	28	,	,	PUNCT
dem-4193	143	29	west	west	PROPN
dem-4193	143	30	,	,	PUNCT
dem-4193	143	31	k.	k.	PROPN
dem-4193	143	32	d.	d.	PROPN
dem-4193	143	33	(	(	PUNCT
dem-4193	143	34	1987	1987	NUM
dem-4193	143	35	)	)	PUNCT
dem-4193	143	36	,	,	PUNCT
dem-4193	143	37	a	a	DET
dem-4193	143	38	simple	simple	ADJ
dem-4193	143	39	,	,	PUNCT
dem-4193	143	40	positive	positive	ADJ
dem-4193	143	41	semidefinite	semidefinite	NOUN
dem-4193	143	42	,	,	PUNCT
dem-4193	143	43	heteroskedasticity	heteroskedasticity	NOUN
dem-4193	143	44	and	and	CCONJ
dem-4193	143	45	autocorrelation	autocorrelation	NOUN
dem-4193	143	46	consistant	consistant	ADJ
dem-4193	143	47	covariance	covariance	NOUN
dem-4193	143	48	matrix	matrix	NOUN
dem-4193	143	49	,	,	PUNCT
dem-4193	143	50	economerica	economerica	PROPN
dem-4193	143	51	,	,	PUNCT
dem-4193	143	52	59	59	NUM
dem-4193	143	53	,	,	PUNCT
dem-4193	143	54	347–370	347–370	NUM
dem-4193	143	55	.	.	PUNCT
dem-4193	144	1	phillips	phillips	PROPN
dem-4193	144	2	,	,	PUNCT
dem-4193	144	3	p.	p.	PROPN
dem-4193	144	4	c.	c.	PROPN
dem-4193	144	5	b.	b.	PROPN
dem-4193	144	6	,	,	PUNCT
dem-4193	144	7	perron	perron	PROPN
dem-4193	144	8	,	,	PUNCT
dem-4193	144	9	p.	p.	NOUN
dem-4193	144	10	(	(	PUNCT
dem-4193	144	11	1988	1988	NUM
dem-4193	144	12	)	)	PUNCT
dem-4193	144	13	,	,	PUNCT
dem-4193	144	14	testing	test	VERB
dem-4193	144	15	for	for	ADP
dem-4193	144	16	a	a	DET
dem-4193	144	17	unit	unit	NOUN
dem-4193	144	18	root	root	NOUN
dem-4193	144	19	in	in	ADP
dem-4193	144	20	time	time	NOUN
dem-4193	144	21	series	series	NOUN
dem-4193	144	22	regressions	regression	NOUN
dem-4193	144	23	,	,	PUNCT
dem-4193	144	24	biometrika	biometrika	NOUN
dem-4193	144	25	,	,	PUNCT
dem-4193	144	26	75	75	NUM
dem-4193	144	27	,	,	PUNCT
dem-4193	144	28	335–346	335–346	NUM
dem-4193	144	29	.	.	PUNCT
dem-4193	145	1	phillips	phillip	NOUN
dem-4193	145	2	,	,	PUNCT
dem-4193	145	3	p.	p.	PROPN
dem-4193	145	4	c.	c.	PROPN
dem-4193	145	5	b.	b.	PROPN
dem-4193	145	6	,	,	PUNCT
dem-4193	145	7	yu	yu	PROPN
dem-4193	145	8	,	,	PUNCT
dem-4193	145	9	j.	j.	PROPN
dem-4193	145	10	(	(	PUNCT
dem-4193	145	11	2009	2009	NUM
dem-4193	145	12	)	)	PUNCT
dem-4193	145	13	,	,	PUNCT
dem-4193	145	14	a	a	PRON
dem-4193	145	15	two	two	NUM
dem-4193	145	16	-	-	PUNCT
dem-4193	145	17	stage	stage	NOUN
dem-4193	145	18	realized	realize	VERB
dem-4193	145	19	volatility	volatility	NOUN
dem-4193	145	20	approach	approach	NOUN
dem-4193	145	21	to	to	ADP
dem-4193	145	22	estimation	estimation	NOUN
dem-4193	145	23	of	of	ADP
dem-4193	145	24	diffusion	diffusion	NOUN
dem-4193	145	25	processes	process	NOUN
dem-4193	145	26	with	with	ADP
dem-4193	145	27	discrete	discrete	ADJ
dem-4193	145	28	data	datum	NOUN
dem-4193	145	29	,	,	PUNCT
dem-4193	145	30	journal	journal	NOUN
dem-4193	145	31	of	of	ADP
dem-4193	145	32	econometrics	econometric	NOUN
dem-4193	145	33	,	,	PUNCT
dem-4193	145	34	150	150	NUM
dem-4193	145	35	,	,	PUNCT
dem-4193	145	36	issue	issue	NOUN
dem-4193	145	37	2	2	NUM
dem-4193	145	38	,	,	PUNCT
dem-4193	145	39	139–150	139–150	NUM
dem-4193	145	40	.	.	PUNCT
dem-4193	146	1	psychoyios	psychoyios	PROPN
dem-4193	146	2	,	,	PUNCT
dem-4193	146	3	d.	d.	PROPN
dem-4193	146	4	,	,	PUNCT
dem-4193	146	5	skiadopoulos	skiadopoulo	NOUN
dem-4193	146	6	,	,	PUNCT
dem-4193	146	7	g.	g.	PROPN
dem-4193	146	8	(	(	PUNCT
dem-4193	146	9	2006	2006	NUM
dem-4193	146	10	)	)	PUNCT
dem-4193	146	11	,	,	PUNCT
dem-4193	146	12	volatility	volatility	NOUN
dem-4193	146	13	options	option	NOUN
dem-4193	146	14	:	:	PUNCT
dem-4193	146	15	hedging	hedging	NOUN
dem-4193	146	16	effectiveness	effectiveness	NOUN
dem-4193	146	17	,	,	PUNCT
dem-4193	146	18	pricing	pricing	NOUN
dem-4193	146	19	,	,	PUNCT
dem-4193	146	20	and	and	CCONJ
dem-4193	146	21	model	model	NOUN
dem-4193	146	22	error	error	NOUN
dem-4193	146	23	,	,	PUNCT
dem-4193	146	24	journal	journal	NOUN
dem-4193	146	25	of	of	ADP
dem-4193	146	26	futures	future	NOUN
dem-4193	146	27	markets	market	NOUN
dem-4193	146	28	,	,	PUNCT
dem-4193	146	29	26	26	NUM
dem-4193	146	30	,	,	PUNCT
dem-4193	146	31	1–31	1–31	PROPN
dem-4193	146	32	.	.	PROPN
dem-4193	146	33	said	say	VERB
dem-4193	146	34	,	,	PUNCT
dem-4193	146	35	e.	e.	PROPN
dem-4193	146	36	,	,	PUNCT
dem-4193	146	37	dickey	dickey	PROPN
dem-4193	146	38	,	,	PUNCT
dem-4193	146	39	d.a	d.a	PROPN
dem-4193	146	40	.	.	PROPN
dem-4193	146	41	(	(	PUNCT
dem-4193	146	42	1984	1984	NUM
dem-4193	146	43	)	)	PUNCT
dem-4193	146	44	,	,	PUNCT
dem-4193	146	45	testing	test	VERB
dem-4193	146	46	for	for	ADP
dem-4193	146	47	unit	unit	NOUN
dem-4193	146	48	roots	root	NOUN
dem-4193	146	49	in	in	ADP
dem-4193	146	50	autoregressive	autoregressive	ADJ
dem-4193	146	51	moving	move	VERB
dem-4193	146	52	average	average	ADJ
dem-4193	146	53	models	model	NOUN
dem-4193	146	54	of	of	ADP
dem-4193	146	55	unknown	unknown	ADJ
dem-4193	146	56	order	order	NOUN
dem-4193	146	57	,	,	PUNCT
dem-4193	146	58	biometrika	biometrika	NOUN
dem-4193	146	59	,	,	PUNCT
dem-4193	146	60	71	71	NUM
dem-4193	146	61	,	,	PUNCT
dem-4193	146	62	599–607	599–607	NUM
dem-4193	146	63	.	.	PUNCT
dem-4193	147	1	sepp	sepp	PROPN
dem-4193	147	2	,	,	PUNCT
dem-4193	147	3	a.	a.	NOUN
dem-4193	147	4	(	(	PUNCT
dem-4193	147	5	2008	2008	NUM
dem-4193	147	6	)	)	PUNCT
dem-4193	147	7	,	,	PUNCT
dem-4193	147	8	vix	vix	NOUN
dem-4193	147	9	option	option	NOUN
dem-4193	147	10	pricing	pricing	NOUN
dem-4193	147	11	in	in	ADP
dem-4193	147	12	a	a	DET
dem-4193	147	13	jump	jump	NOUN
dem-4193	147	14	-	-	PUNCT
dem-4193	147	15	diffusion	diffusion	NOUN
dem-4193	147	16	model	model	NOUN
dem-4193	147	17	,	,	PUNCT
dem-4193	147	18	risk	risk	NOUN
dem-4193	147	19	,	,	PUNCT
dem-4193	147	20	april	april	PROPN
dem-4193	147	21	,	,	PUNCT
dem-4193	147	22	84–89	84–89	NUM
dem-4193	147	23	.	.	PUNCT
dem-4193	148	1	piotr	piotr	PROPN
dem-4193	148	2	płuciennik	płuciennik	PROPN
dem-4193	148	3	60	60	NUM
dem-4193	148	4	vašiček	vašiček	ADJ
dem-4193	148	5	,	,	PUNCT
dem-4193	148	6	o.	o.	PROPN
dem-4193	148	7	(	(	PUNCT
dem-4193	148	8	1977	1977	NUM
dem-4193	148	9	)	)	PUNCT
dem-4193	148	10	,	,	PUNCT
dem-4193	148	11	an	an	DET
dem-4193	148	12	equilibrium	equilibrium	NOUN
dem-4193	148	13	characterization	characterization	NOUN
dem-4193	148	14	of	of	ADP
dem-4193	148	15	the	the	DET
dem-4193	148	16	term	term	NOUN
dem-4193	148	17	structure	structure	NOUN
dem-4193	148	18	,	,	PUNCT
dem-4193	148	19	journal	journal	NOUN
dem-4193	148	20	of	of	ADP
dem-4193	148	21	financial	financial	ADJ
dem-4193	148	22	economics	economic	NOUN
dem-4193	148	23	,	,	PUNCT
dem-4193	148	24	5	5	NUM
dem-4193	148	25	,	,	PUNCT
dem-4193	148	26	177–188	177–188	NUM
dem-4193	148	27	.	.	PUNCT
dem-4193	149	1	tamba	tamba	NOUN
dem-4193	149	2	,	,	PUNCT
dem-4193	149	3	y.	y.	PROPN
dem-4193	149	4	(	(	PUNCT
dem-4193	149	5	2006	2006	NUM
dem-4193	149	6	)	)	PUNCT
dem-4193	149	7	,	,	PUNCT
dem-4193	149	8	pricing	price	VERB
dem-4193	149	9	the	the	DET
dem-4193	149	10	bermudan	bermudan	PROPN
dem-4193	149	11	swaption	swaption	NOUN
dem-4193	149	12	with	with	ADP
dem-4193	149	13	the	the	DET
dem-4193	149	14	efficient	efficient	ADJ
dem-4193	149	15	calibration	calibration	NOUN
dem-4193	149	16	,	,	PUNCT
dem-4193	149	17	nucb	nucb	ADJ
dem-4193	149	18	journal	journal	NOUN
dem-4193	149	19	of	of	ADP
dem-4193	149	20	economics	economic	NOUN
dem-4193	149	21	and	and	CCONJ
dem-4193	149	22	information	information	NOUN
dem-4193	149	23	science	science	NOUN
dem-4193	149	24	,	,	PUNCT
dem-4193	149	25	51	51	NUM
dem-4193	149	26	,	,	PUNCT
dem-4193	149	27	issue	issue	NOUN
dem-4193	149	28	1	1	NUM
dem-4193	149	29	,	,	PUNCT
dem-4193	149	30	17–31	17–31	NUM
dem-4193	149	31	.	.	PUNCT
dem-4193	149	32	welfe	welfe	PROPN
dem-4193	149	33	,	,	PUNCT
dem-4193	149	34	a.	a.	NOUN
dem-4193	149	35	(	(	PUNCT
dem-4193	149	36	1998	1998	NUM
dem-4193	149	37	)	)	PUNCT
dem-4193	149	38	,	,	PUNCT
dem-4193	149	39	econometrics	econometric	NOUN
dem-4193	149	40	(	(	PUNCT
dem-4193	149	41	in	in	ADP
dem-4193	149	42	polish	polish	NOUN
dem-4193	149	43	)	)	PUNCT
dem-4193	149	44	,	,	PUNCT
dem-4193	149	45	polskie	polskie	NOUN
dem-4193	149	46	wydawnictwo	wydawnictwo	PROPN
dem-4193	149	47	ekonomiczne	ekonomiczne	PROPN
dem-4193	149	48	,	,	PUNCT
dem-4193	149	49	warszawa	warszawa	PROPN
dem-4193	149	50	.	.	PUNCT
dem-4193	150	1	yoshida	yoshida	PROPN
dem-4193	150	2	,	,	PUNCT
dem-4193	150	3	n.	n.	PROPN
dem-4193	150	4	(	(	PUNCT
dem-4193	150	5	1992	1992	NUM
dem-4193	150	6	)	)	PUNCT
dem-4193	150	7	,	,	PUNCT
dem-4193	150	8	estimation	estimation	NOUN
dem-4193	150	9	for	for	ADP
dem-4193	150	10	diffusion	diffusion	NOUN
dem-4193	150	11	processes	process	NOUN
dem-4193	150	12	from	from	ADP
dem-4193	150	13	discrete	discrete	ADJ
dem-4193	150	14	observation	observation	NOUN
dem-4193	150	15	,	,	PUNCT
dem-4193	150	16	journal	journal	NOUN
dem-4193	150	17	of	of	ADP
dem-4193	150	18	multivariate	multivariate	NOUN
dem-4193	150	19	analysis	analysis	NOUN
dem-4193	150	20	,	,	PUNCT
dem-4193	150	21	41	41	NUM
dem-4193	150	22	,	,	PUNCT
dem-4193	150	23	220–242	220–242	NUM
dem-4193	150	24	.	.	PUNCT
dem-4193	151	1	prognozowanie	prognozowanie	NOUN
dem-4193	151	2	procesów	procesów	PROPN
dem-4193	151	3	finansowych	finansowych	PROPN
dem-4193	151	4	za	za	PROPN
dem-4193	151	5	pomocą	pomocą	PROPN
dem-4193	151	6	modeli	modeli	PROPN
dem-4193	151	7	dyfuzji	dyfuzji	VERB
dem-4193	151	8	z	z	PROPN
dem-4193	151	9	a	a	DET
dem-4193	151	10	r	r	NOUN
dem-4193	151	11	y	y	PROPN
dem-4193	151	12	s	s	PROPN
dem-4193	151	13	t	t	NOUN
dem-4193	151	14	r	r	NOUN
dem-4193	151	15	e	e	PROPN
dem-4193	151	16	ś	ś	PROPN
dem-4193	151	17	c	c	PROPN
dem-4193	151	18	i.	i.	PROPN
dem-4193	151	19	prognozowanie	prognozowanie	PROPN
dem-4193	151	20	szeregów	szeregów	PROPN
dem-4193	151	21	czasowych	czasowych	VERB
dem-4193	151	22	jest	jest	PROPN
dem-4193	151	23	jednym	jednym	PROPN
dem-4193	151	24	z	z	PROPN
dem-4193	151	25	najważniejszych	najważniejszych	PROPN
dem-4193	151	26	zagadnień	zagadnień	PROPN
dem-4193	151	27	współczesnej	współczesnej	PROPN
dem-4193	151	28	ekonometrii	ekonometrii	PROPN
dem-4193	151	29	finansowej	finansowej	PROPN
dem-4193	151	30	.	.	PUNCT
dem-4193	152	1	w	w	PROPN
dem-4193	152	2	obliczu	obliczu	PROPN
dem-4193	152	3	rosnącego	rosnącego	ADJ
dem-4193	152	4	zainteresowania	zainteresowania	PROPN
dem-4193	152	5	modelami	modelami	PROPN
dem-4193	152	6	z	z	PROPN
dem-4193	152	7	czasem	czasem	PROPN
dem-4193	152	8	ciągłym	ciągłym	NOUN
dem-4193	153	1	i	i	PRON
dem-4193	153	2	szybkiego	szybkiego	VERB
dem-4193	153	3	rozwoju	rozwoju	PROPN
dem-4193	153	4	metod	metod	VERB
dem-4193	153	5	ich	ich	PROPN
dem-4193	153	6	estymacji	estymacji	NOUN
dem-4193	153	7	,	,	PUNCT
dem-4193	153	8	podejmujemy	podejmujemy	NOUN
dem-4193	153	9	w	w	PROPN
dem-4193	153	10	pracy	pracy	PROPN
dem-4193	153	11	próbę	próbę	PROPN
dem-4193	153	12	modelowania	modelowania	NOUN
dem-4193	154	1	i	i	PRON
dem-4193	154	2	prognozowania	prognozowania	PROPN
dem-4193	154	3	szeregów	szeregów	PROPN
dem-4193	154	4	czasowych	czasowych	VERB
dem-4193	154	5	z	z	PROPN
dem-4193	154	6	różnych	różnych	PROPN
dem-4193	154	7	rynków	rynków	PROPN
dem-4193	154	8	finansowych	finansowych	PROPN
dem-4193	154	9	za	za	PROPN
dem-4193	154	10	pomocą	pomocą	PROPN
dem-4193	154	11	modeli	modeli	PROPN
dem-4193	154	12	dyfuzji	dyfuzji	NOUN
dem-4193	154	13	.	.	PUNCT
dem-4193	155	1	stosujemy	stosujemy	PROPN
dem-4193	155	2	w	w	PROPN
dem-4193	155	3	tym	tym	PROPN
dem-4193	155	4	celu	celu	PROPN
dem-4193	155	5	bazującą	bazującą	VERB
dem-4193	155	6	na	na	PROPN
dem-4193	155	7	symulacjach	symulacjach	ADJ
dem-4193	155	8	monte	monte	PROPN
dem-4193	155	9	-	-	PUNCT
dem-4193	155	10	carlo	carlo	PROPN
dem-4193	155	11	metodę	metodę	NOUN
dem-4193	155	12	wprowadzoną	wprowadzoną	VERB
dem-4193	155	13	przez	przez	NOUN
dem-4193	155	14	cziraky	cziraky	NOUN
dem-4193	156	1	i	i	PRON
dem-4193	156	2	kucherenko	kucherenko	VERB
dem-4193	156	3	(	(	PUNCT
dem-4193	156	4	2008	2008	NUM
dem-4193	156	5	)	)	PUNCT
dem-4193	156	6	.	.	PUNCT
dem-4193	157	1	jakość	jakość	NOUN
dem-4193	157	2	otrzymanych	otrzymanych	PROPN
dem-4193	157	3	prognoz	prognoz	PROPN
dem-4193	157	4	zostaje	zostaje	NOUN
dem-4193	158	1	skonfrontowana	skonfrontowana	PROPN
dem-4193	158	2	z	z	PROPN
dem-4193	158	3	jakością	jakością	PROPN
dem-4193	158	4	prognoz	prognoz	PROPN
dem-4193	158	5	otrzymanych	otrzymanych	PROPN
dem-4193	158	6	za	za	PROPN
dem-4193	158	7	pomocą	pomocą	PROPN
dem-4193	158	8	powszechnie	powszechnie	PROPN
dem-4193	158	9	stosowanych	stosowanych	PROPN
dem-4193	158	10	parametrycznych	parametrycznych	PROPN
dem-4193	158	11	modeli	modeli	PROPN
dem-4193	158	12	szeregów	szeregów	PROPN
dem-4193	158	13	czasowych	czasowych	PROPN
dem-4193	158	14	.	.	PUNCT
dem-4193	159	1	s	s	PROPN
dem-4193	159	2	ł	ł	PROPN
dem-4193	159	3	o	o	X
dem-4193	159	4	w	w	NOUN
dem-4193	159	5	a	a	DET
dem-4193	159	6	k	k	X
dem-4193	159	7	l	l	NOUN
dem-4193	159	8	u	u	NOUN
dem-4193	160	1	c	c	NOUN
dem-4193	160	2	z	z	NOUN
dem-4193	160	3	o	o	X
dem-4193	160	4	w	w	PROPN
dem-4193	161	1	e	e	NOUN
dem-4193	161	2	:	:	PUNCT
dem-4193	161	3	model	model	PROPN
dem-4193	161	4	arima	arima	PROPN
dem-4193	161	5	,	,	PUNCT
dem-4193	161	6	model	model	NOUN
dem-4193	161	7	garch	garch	NOUN
dem-4193	161	8	,	,	PUNCT
dem-4193	161	9	modele	modele	PROPN
dem-4193	161	10	dyfuzji	dyfuzji	PROPN
dem-4193	161	11	,	,	PUNCT
dem-4193	161	12	pierwiastek	pierwiastek	PROPN
dem-4193	161	13	jednostkowy	jednostkowy	PROPN
dem-4193	161	14	,	,	PUNCT
dem-4193	161	15	prognozy	prognozy	ADJ
dem-4193	161	16	ex	ex	NOUN
dem-4193	161	17	-	-	NOUN
dem-4193	161	18	post	post	ADJ
dem-4193	161	19	,	,	PUNCT
dem-4193	161	20	symulacja	symulacja	ADJ
dem-4193	161	21	monte	monte	PROPN
dem-4193	161	22	-	-	PUNCT
dem-4193	161	23	carlo	carlo	PROPN
dem-4193	161	24	.	.	PUNCT