id	sid	tid	token	lemma	pos
dem-4194	1	1	microsoft	microsoft	PROPN
dem-4194	1	2	word	word	NOUN
dem-4194	1	3	00_tresc.docx	00_tresc.docx	PRON
dem-4194	1	4	dynamic	dynamic	ADJ
dem-4194	1	5	econometric	econometric	ADJ
dem-4194	1	6	models	model	NOUN
dem-4194	1	7	vol	vol	NOUN
dem-4194	1	8	.	.	PROPN
dem-4194	1	9	10	10	NUM
dem-4194	1	10	–	–	PUNCT
dem-4194	1	11	nicolaus	nicolaus	PROPN
dem-4194	1	12	copernicus	copernicus	PROPN
dem-4194	1	13	university	university	PROPN
dem-4194	1	14	–	–	PUNCT
dem-4194	1	15	toruń	toruń	NOUN
dem-4194	1	16	–	–	PUNCT
dem-4194	1	17	2010	2010	NUM
dem-4194	1	18	joanna	joanna	PROPN
dem-4194	1	19	górka	górka	PROPN
dem-4194	1	20	nicolaus	nicolaus	PROPN
dem-4194	1	21	copernicus	copernicus	PROPN
dem-4194	1	22	university	university	PROPN
dem-4194	1	23	in	in	ADP
dem-4194	1	24	toruń	toruń	NOUN
dem-4194	1	25	the	the	DET
dem-4194	1	26	sign	sign	NOUN
dem-4194	1	27	rca	rca	NOUN
dem-4194	1	28	models	model	NOUN
dem-4194	1	29	:	:	PUNCT
dem-4194	1	30	comparing	compare	VERB
dem-4194	1	31	predictive	predictive	ADJ
dem-4194	1	32	accuracy	accuracy	NOUN
dem-4194	1	33	of	of	ADP
dem-4194	1	34	var	var	NOUN
dem-4194	1	35	measures†	measures†	NOUN
dem-4194	1	36	a	a	DET
dem-4194	1	37	b	b	PROPN
dem-4194	1	38	s	s	ADP
dem-4194	1	39	t	t	PROPN
dem-4194	1	40	r	r	NOUN
dem-4194	1	41	a	a	DET
dem-4194	1	42	c	c	NOUN
dem-4194	1	43	t.	t.	NOUN
dem-4194	1	44	evaluating	evaluating	NOUN
dem-4194	1	45	value	value	NOUN
dem-4194	1	46	at	at	ADP
dem-4194	1	47	risk	risk	NOUN
dem-4194	1	48	(	(	PUNCT
dem-4194	1	49	var	var	NOUN
dem-4194	1	50	)	)	PUNCT
dem-4194	1	51	methods	method	NOUN
dem-4194	1	52	of	of	ADP
dem-4194	1	53	predictive	predictive	ADJ
dem-4194	1	54	accuracy	accuracy	NOUN
dem-4194	1	55	in	in	ADP
dem-4194	1	56	an	an	DET
dem-4194	1	57	objective	objective	ADJ
dem-4194	1	58	and	and	CCONJ
dem-4194	1	59	effective	effective	ADJ
dem-4194	1	60	framework	framework	NOUN
dem-4194	1	61	is	be	AUX
dem-4194	1	62	important	important	ADJ
dem-4194	1	63	for	for	ADP
dem-4194	1	64	both	both	CCONJ
dem-4194	1	65	efficient	efficient	ADJ
dem-4194	1	66	capital	capital	NOUN
dem-4194	1	67	allocation	allocation	NOUN
dem-4194	1	68	and	and	CCONJ
dem-4194	1	69	loss	loss	NOUN
dem-4194	1	70	prediction	prediction	NOUN
dem-4194	1	71	.	.	PUNCT
dem-4194	2	1	from	from	ADP
dem-4194	2	2	this	this	DET
dem-4194	2	3	reasons	reason	NOUN
dem-4194	2	4	,	,	PUNCT
dem-4194	2	5	finding	find	VERB
dem-4194	2	6	an	an	DET
dem-4194	2	7	adequate	adequate	ADJ
dem-4194	2	8	method	method	NOUN
dem-4194	2	9	of	of	ADP
dem-4194	2	10	estimating	estimate	VERB
dem-4194	2	11	and	and	CCONJ
dem-4194	2	12	backtesting	backtesting	NOUN
dem-4194	2	13	is	be	AUX
dem-4194	2	14	crucial	crucial	ADJ
dem-4194	2	15	for	for	ADP
dem-4194	2	16	both	both	CCONJ
dem-4194	2	17	the	the	DET
dem-4194	2	18	regulators	regulator	NOUN
dem-4194	2	19	and	and	CCONJ
dem-4194	2	20	the	the	DET
dem-4194	2	21	risk	risk	NOUN
dem-4194	2	22	managers	manager	NOUN
dem-4194	2	23	’	'	PUNCT
dem-4194	2	24	.	.	PUNCT
dem-4194	3	1	the	the	DET
dem-4194	3	2	sign	sign	NOUN
dem-4194	3	3	rca	rca	NOUN
dem-4194	3	4	models	model	NOUN
dem-4194	3	5	may	may	AUX
dem-4194	3	6	be	be	AUX
dem-4194	3	7	useful	useful	ADJ
dem-4194	3	8	to	to	PART
dem-4194	3	9	obtain	obtain	VERB
dem-4194	3	10	the	the	DET
dem-4194	3	11	accurate	accurate	ADJ
dem-4194	3	12	forecasts	forecast	NOUN
dem-4194	3	13	of	of	ADP
dem-4194	3	14	var	var	NOUN
dem-4194	3	15	.	.	PUNCT
dem-4194	4	1	in	in	ADP
dem-4194	4	2	this	this	DET
dem-4194	4	3	research	research	NOUN
dem-4194	4	4	one	one	NUM
dem-4194	4	5	briefly	briefly	NOUN
dem-4194	4	6	describes	describe	VERB
dem-4194	4	7	the	the	DET
dem-4194	4	8	sign	sign	NOUN
dem-4194	4	9	rca	rca	NOUN
dem-4194	4	10	models	model	NOUN
dem-4194	4	11	,	,	PUNCT
dem-4194	4	12	the	the	DET
dem-4194	4	13	value	value	NOUN
dem-4194	4	14	at	at	ADP
dem-4194	4	15	risk	risk	NOUN
dem-4194	4	16	and	and	CCONJ
dem-4194	4	17	backtesting	backtesting	NOUN
dem-4194	4	18	.	.	PUNCT
dem-4194	5	1	we	we	PRON
dem-4194	5	2	compare	compare	VERB
dem-4194	5	3	the	the	DET
dem-4194	5	4	predictive	predictive	ADJ
dem-4194	5	5	accuracy	accuracy	NOUN
dem-4194	5	6	of	of	ADP
dem-4194	5	7	alternative	alternative	ADJ
dem-4194	5	8	var	var	NOUN
dem-4194	5	9	forecasts	forecast	NOUN
dem-4194	5	10	obtained	obtain	VERB
dem-4194	5	11	from	from	ADP
dem-4194	5	12	different	different	ADJ
dem-4194	5	13	models	model	NOUN
dem-4194	5	14	.	.	PUNCT
dem-4194	6	1	empirical	empirical	ADJ
dem-4194	6	2	example	example	NOUN
dem-4194	6	3	is	be	AUX
dem-4194	6	4	mainly	mainly	ADV
dem-4194	6	5	related	relate	VERB
dem-4194	6	6	to	to	ADP
dem-4194	6	7	the	the	DET
dem-4194	6	8	pbg	pbg	PROPN
dem-4194	6	9	capital	capital	NOUN
dem-4194	6	10	group	group	NOUN
dem-4194	6	11	shares	share	NOUN
dem-4194	6	12	on	on	ADP
dem-4194	6	13	the	the	DET
dem-4194	6	14	warsaw	warsaw	PROPN
dem-4194	6	15	stock	stock	PROPN
dem-4194	6	16	exchange	exchange	PROPN
dem-4194	6	17	.	.	PUNCT
dem-4194	7	1	k	k	PROPN
dem-4194	7	2	e	e	PROPN
dem-4194	7	3	y	y	PROPN
dem-4194	7	4	w	w	NOUN
dem-4194	7	5	o	o	NOUN
dem-4194	7	6	r	r	NOUN
dem-4194	7	7	d	d	PROPN
dem-4194	7	8	s	s	X
dem-4194	7	9	:	:	PUNCT
dem-4194	7	10	family	family	NOUN
dem-4194	7	11	of	of	ADP
dem-4194	7	12	sign	sign	VERB
dem-4194	7	13	rca	rca	NOUN
dem-4194	7	14	models	model	NOUN
dem-4194	7	15	,	,	PUNCT
dem-4194	7	16	value	value	NOUN
dem-4194	7	17	at	at	ADP
dem-4194	7	18	risk	risk	NOUN
dem-4194	7	19	,	,	PUNCT
dem-4194	7	20	backtesting	backtesting	NOUN
dem-4194	7	21	,	,	PUNCT
dem-4194	7	22	loss	loss	NOUN
dem-4194	7	23	function	function	NOUN
dem-4194	7	24	.	.	PUNCT
dem-4194	8	1	1	1	X
dem-4194	8	2	.	.	X
dem-4194	8	3	introduction	introduction	NOUN
dem-4194	8	4	nowadays	nowadays	ADV
dem-4194	8	5	,	,	PUNCT
dem-4194	8	6	accurate	accurate	ADJ
dem-4194	8	7	modelling	modelling	NOUN
dem-4194	8	8	of	of	ADP
dem-4194	8	9	risk	risk	NOUN
dem-4194	8	10	is	be	AUX
dem-4194	8	11	very	very	ADV
dem-4194	8	12	important	important	ADJ
dem-4194	8	13	in	in	ADP
dem-4194	8	14	risk	risk	NOUN
dem-4194	8	15	management	management	NOUN
dem-4194	8	16	.	.	PUNCT
dem-4194	9	1	this	this	PRON
dem-4194	9	2	is	be	AUX
dem-4194	9	3	a	a	DET
dem-4194	9	4	result	result	NOUN
dem-4194	9	5	of	of	ADP
dem-4194	9	6	the	the	DET
dem-4194	9	7	globalisation	globalisation	NOUN
dem-4194	9	8	of	of	ADP
dem-4194	9	9	financial	financial	ADJ
dem-4194	9	10	market	market	NOUN
dem-4194	9	11	,	,	PUNCT
dem-4194	9	12	the	the	DET
dem-4194	9	13	evolution	evolution	NOUN
dem-4194	9	14	of	of	ADP
dem-4194	9	15	the	the	DET
dem-4194	9	16	derivative	derivative	ADJ
dem-4194	9	17	markets	market	NOUN
dem-4194	9	18	and	and	CCONJ
dem-4194	9	19	the	the	DET
dem-4194	9	20	technological	technological	ADJ
dem-4194	9	21	development	development	NOUN
dem-4194	9	22	.	.	PUNCT
dem-4194	10	1	value	value	NOUN
dem-4194	10	2	at	at	ADP
dem-4194	10	3	risk	risk	NOUN
dem-4194	10	4	(	(	PUNCT
dem-4194	10	5	var	var	NOUN
dem-4194	10	6	)	)	PUNCT
dem-4194	10	7	has	have	AUX
dem-4194	10	8	become	become	VERB
dem-4194	10	9	the	the	DET
dem-4194	10	10	standard	standard	ADJ
dem-4194	10	11	measure	measure	NOUN
dem-4194	10	12	to	to	PART
dem-4194	10	13	quantify	quantify	VERB
dem-4194	10	14	market	market	NOUN
dem-4194	10	15	risk1	risk1	NOUN
dem-4194	10	16	.	.	PUNCT
dem-4194	11	1	this	this	DET
dem-4194	11	2	measure	measure	NOUN
dem-4194	11	3	can	can	AUX
dem-4194	11	4	be	be	AUX
dem-4194	11	5	used	use	VERB
dem-4194	11	6	by	by	ADP
dem-4194	11	7	the	the	DET
dem-4194	11	8	financial	financial	ADJ
dem-4194	11	9	institutions	institution	NOUN
dem-4194	11	10	to	to	PART
dem-4194	11	11	assess	assess	VERB
dem-4194	11	12	their	their	PRON
dem-4194	11	13	risks	risk	NOUN
dem-4194	11	14	or	or	CCONJ
dem-4194	11	15	by	by	ADP
dem-4194	11	16	a	a	DET
dem-4194	11	17	regulatory	regulatory	ADJ
dem-4194	11	18	committee	committee	NOUN
dem-4194	11	19	to	to	PART
dem-4194	11	20	set	set	VERB
dem-4194	11	21	margin	margin	NOUN
dem-4194	11	22	requirements	requirement	NOUN
dem-4194	11	23	.	.	PUNCT
dem-4194	12	1	in	in	ADP
dem-4194	12	2	the	the	DET
dem-4194	12	3	literature	literature	NOUN
dem-4194	12	4	,	,	PUNCT
dem-4194	12	5	many	many	ADJ
dem-4194	12	6	parametric	parametric	ADJ
dem-4194	12	7	var	var	NOUN
dem-4194	12	8	models	model	NOUN
dem-4194	12	9	and	and	CCONJ
dem-4194	12	10	many	many	ADJ
dem-4194	12	11	forecasting	forecasting	NOUN
dem-4194	12	12	accuracy	accuracy	NOUN
dem-4194	12	13	assessments	assessment	NOUN
dem-4194	12	14	for	for	ADP
dem-4194	12	15	var	var	NOUN
dem-4194	12	16	methods	method	NOUN
dem-4194	12	17	exist	exist	VERB
dem-4194	12	18	.	.	PUNCT
dem-4194	13	1	the	the	DET
dem-4194	13	2	important	important	ADJ
dem-4194	13	3	representation	representation	NOUN
dem-4194	13	4	of	of	ADP
dem-4194	13	5	the	the	DET
dem-4194	13	6	parametric	parametric	ADJ
dem-4194	13	7	var	var	NOUN
dem-4194	13	8	models	model	NOUN
dem-4194	13	9	are	be	AUX
dem-4194	13	10	the	the	DET
dem-4194	13	11	generalized	generalize	VERB
dem-4194	13	12	autoregressive	autoregressive	ADJ
dem-4194	13	13	conditional	conditional	ADJ
dem-4194	13	14	heteroskedasticity	heteroskedasticity	NOUN
dem-4194	13	15	models	model	NOUN
dem-4194	13	16	(	(	PUNCT
dem-4194	13	17	garch	garch	NOUN
dem-4194	13	18	)	)	PUNCT
dem-4194	13	19	(	(	PUNCT
dem-4194	13	20	bollerslev	bollerslev	ADJ
dem-4194	13	21	,	,	PUNCT
dem-4194	13	22	1986	1986	NUM
dem-4194	13	23	;	;	PUNCT
dem-4194	13	24	engle	engle	PROPN
dem-4194	13	25	,	,	PUNCT
dem-4194	13	26	1982	1982	NUM
dem-4194	13	27	)	)	PUNCT
dem-4194	13	28	.	.	PUNCT
dem-4194	14	1	these	these	DET
dem-4194	14	2	models	model	NOUN
dem-4194	14	3	describe	describe	VERB
dem-4194	14	4	non	non	ADJ
dem-4194	14	5	-	-	ADJ
dem-4194	14	6	linear	linear	ADJ
dem-4194	14	7	dynamics	dynamic	NOUN
dem-4194	14	8	of	of	ADP
dem-4194	14	9	financial	financial	ADJ
dem-4194	14	10	time	time	NOUN
dem-4194	14	11	series	series	PROPN
dem-4194	14	12	.	.	PUNCT
dem-4194	15	1	a	a	DET
dem-4194	15	2	different	different	ADJ
dem-4194	15	3	,	,	PUNCT
dem-4194	15	4	alternative	alternative	ADJ
dem-4194	15	5	approach	approach	NOUN
dem-4194	15	6	to	to	ADP
dem-4194	15	7	the	the	DET
dem-4194	15	8	description	description	NOUN
dem-4194	15	9	of	of	ADP
dem-4194	15	10	financial	financial	ADJ
dem-4194	15	11	time	time	NOUN
dem-4194	15	12	series	series	PROPN
dem-4194	15	13	represent	represent	VERB
dem-4194	15	14	the	the	DET
dem-4194	15	15	†	†	PROPN
dem-4194	15	16	this	this	DET
dem-4194	15	17	work	work	NOUN
dem-4194	15	18	was	be	AUX
dem-4194	15	19	financed	finance	VERB
dem-4194	15	20	from	from	ADP
dem-4194	15	21	the	the	DET
dem-4194	15	22	polish	polish	ADJ
dem-4194	15	23	science	science	NOUN
dem-4194	15	24	budget	budget	NOUN
dem-4194	15	25	resources	resource	NOUN
dem-4194	15	26	in	in	ADP
dem-4194	15	27	the	the	DET
dem-4194	15	28	years	year	NOUN
dem-4194	15	29	2008	2008	NUM
dem-4194	15	30	-	-	SYM
dem-4194	15	31	2010	2010	NUM
dem-4194	15	32	as	as	ADP
dem-4194	15	33	the	the	DET
dem-4194	15	34	research	research	NOUN
dem-4194	15	35	project	project	NOUN
dem-4194	16	1	n	n	PRON
dem-4194	16	2	n111	n111	PROPN
dem-4194	16	3	434034	434034	NUM
dem-4194	16	4	.	.	PUNCT
dem-4194	17	1	1	1	NUM
dem-4194	17	2	it	it	PRON
dem-4194	17	3	was	be	AUX
dem-4194	17	4	introduced	introduce	VERB
dem-4194	17	5	by	by	ADP
dem-4194	17	6	jp	jp	PROPN
dem-4194	17	7	morgan	morgan	PROPN
dem-4194	17	8	in	in	ADP
dem-4194	17	9	1996	1996	NUM
dem-4194	17	10	.	.	PUNCT
dem-4194	18	1	joanna	joanna	PROPN
dem-4194	18	2	górka	górka	PROPN
dem-4194	18	3	62	62	NUM
dem-4194	18	4	random	random	ADJ
dem-4194	18	5	coefficient	coefficient	NOUN
dem-4194	18	6	autoregressive	autoregressive	ADJ
dem-4194	18	7	models	model	NOUN
dem-4194	18	8	(	(	PUNCT
dem-4194	18	9	rca	rca	PROPN
dem-4194	18	10	)	)	PUNCT
dem-4194	18	11	(	(	PUNCT
dem-4194	18	12	which	which	PRON
dem-4194	18	13	were	be	AUX
dem-4194	18	14	proposed	propose	VERB
dem-4194	18	15	by	by	ADP
dem-4194	18	16	nicholls	nicholls	PROPN
dem-4194	18	17	,	,	PUNCT
dem-4194	18	18	quinn	quinn	NOUN
dem-4194	18	19	,	,	PUNCT
dem-4194	18	20	1982	1982	NUM
dem-4194	18	21	)	)	PUNCT
dem-4194	18	22	.	.	PUNCT
dem-4194	19	1	thavaneswaran	thavaneswaran	PROPN
dem-4194	19	2	et	et	PROPN
dem-4194	19	3	al	al	PROPN
dem-4194	19	4	.	.	PROPN
dem-4194	19	5	proposed	propose	VERB
dem-4194	19	6	a	a	DET
dem-4194	19	7	number	number	NOUN
dem-4194	19	8	of	of	ADP
dem-4194	19	9	expansions	expansion	NOUN
dem-4194	19	10	of	of	ADP
dem-4194	19	11	the	the	DET
dem-4194	19	12	random	random	ADJ
dem-4194	19	13	coefficient	coefficient	NOUN
dem-4194	19	14	autoregressive	autoregressive	ADJ
dem-4194	19	15	model	model	NOUN
dem-4194	19	16	order	order	NOUN
dem-4194	19	17	one	one	NUM
dem-4194	19	18	.	.	PUNCT
dem-4194	20	1	the	the	DET
dem-4194	20	2	new	new	ADJ
dem-4194	20	3	models	model	NOUN
dem-4194	20	4	,	,	PUNCT
dem-4194	20	5	such	such	ADJ
dem-4194	20	6	as	as	ADP
dem-4194	20	7	sign	sign	NOUN
dem-4194	20	8	rca(1	rca(1	NOUN
dem-4194	20	9	)	)	PUNCT
dem-4194	20	10	,	,	PUNCT
dem-4194	20	11	rcama(1,1	rcama(1,1	NOUN
dem-4194	20	12	)	)	PUNCT
dem-4194	20	13	,	,	PUNCT
dem-4194	20	14	sign	sign	VERB
dem-4194	20	15	rcama(1,1	rcama(1,1	NOUN
dem-4194	20	16	)	)	PUNCT
dem-4194	20	17	,	,	PUNCT
dem-4194	20	18	rca(1)-garch(1,1	rca(1)-garch(1,1	NOUN
dem-4194	20	19	)	)	PUNCT
dem-4194	20	20	and	and	CCONJ
dem-4194	20	21	sign	sign	VERB
dem-4194	20	22	rca(1)-garch(1,1	rca(1)-garch(1,1	PROPN
dem-4194	20	23	)	)	PUNCT
dem-4194	20	24	can	can	AUX
dem-4194	20	25	be	be	AUX
dem-4194	20	26	used	use	VERB
dem-4194	20	27	to	to	PART
dem-4194	20	28	obtain	obtain	VERB
dem-4194	20	29	value	value	NOUN
dem-4194	20	30	-	-	PUNCT
dem-4194	20	31	at	at	ADP
dem-4194	20	32	-	-	PUNCT
dem-4194	20	33	risk	risk	NOUN
dem-4194	20	34	measure	measure	NOUN
dem-4194	20	35	.	.	PUNCT
dem-4194	21	1	the	the	DET
dem-4194	21	2	aim	aim	NOUN
dem-4194	21	3	of	of	ADP
dem-4194	21	4	this	this	DET
dem-4194	21	5	paper	paper	NOUN
dem-4194	21	6	is	be	AUX
dem-4194	21	7	to	to	PART
dem-4194	21	8	use	use	VERB
dem-4194	21	9	the	the	DET
dem-4194	21	10	family	family	NOUN
dem-4194	21	11	of	of	ADP
dem-4194	21	12	sign	sign	PROPN
dem-4194	21	13	rca	rca	NOUN
dem-4194	21	14	models	model	NOUN
dem-4194	21	15	to	to	PART
dem-4194	21	16	obtain	obtain	VERB
dem-4194	21	17	the	the	DET
dem-4194	21	18	var	var	NOUN
dem-4194	21	19	forecasts	forecast	NOUN
dem-4194	21	20	and	and	CCONJ
dem-4194	21	21	compare	compare	VERB
dem-4194	21	22	the	the	DET
dem-4194	21	23	results	result	NOUN
dem-4194	21	24	obtained	obtain	VERB
dem-4194	21	25	from	from	ADP
dem-4194	21	26	sign	sign	NOUN
dem-4194	21	27	rca	rca	NOUN
dem-4194	21	28	models	model	NOUN
dem-4194	21	29	with	with	ADP
dem-4194	21	30	other	other	ADJ
dem-4194	21	31	selected	select	VERB
dem-4194	21	32	var	var	NOUN
dem-4194	21	33	models	model	NOUN
dem-4194	21	34	.	.	PUNCT
dem-4194	22	1	2	2	X
dem-4194	22	2	.	.	X
dem-4194	22	3	the	the	DET
dem-4194	22	4	family	family	NOUN
dem-4194	22	5	of	of	ADP
dem-4194	22	6	sign	sign	PROPN
dem-4194	22	7	rca	rca	PROPN
dem-4194	22	8	models	model	NOUN
dem-4194	22	9	random	random	ADJ
dem-4194	22	10	coefficient	coefficient	NOUN
dem-4194	22	11	autoregressive	autoregressive	ADJ
dem-4194	22	12	models	model	NOUN
dem-4194	22	13	(	(	PUNCT
dem-4194	22	14	rca	rca	PROPN
dem-4194	22	15	)	)	PUNCT
dem-4194	22	16	are	be	AUX
dem-4194	22	17	straightforward	straightforward	ADJ
dem-4194	22	18	generalization	generalization	NOUN
dem-4194	22	19	of	of	ADP
dem-4194	22	20	the	the	DET
dem-4194	22	21	constant	constant	ADJ
dem-4194	22	22	coefficient	coefficient	NOUN
dem-4194	22	23	autoregressive	autoregressive	ADJ
dem-4194	22	24	models	model	NOUN
dem-4194	22	25	.	.	PUNCT
dem-4194	23	1	a	a	DET
dem-4194	23	2	full	full	ADJ
dem-4194	23	3	description	description	NOUN
dem-4194	23	4	of	of	ADP
dem-4194	23	5	this	this	DET
dem-4194	23	6	class	class	NOUN
dem-4194	23	7	of	of	ADP
dem-4194	23	8	models	model	NOUN
dem-4194	23	9	including	include	VERB
dem-4194	23	10	their	their	PRON
dem-4194	23	11	properties	property	NOUN
dem-4194	23	12	,	,	PUNCT
dem-4194	23	13	estimation	estimation	NOUN
dem-4194	23	14	methods	method	NOUN
dem-4194	23	15	and	and	CCONJ
dem-4194	23	16	some	some	DET
dem-4194	23	17	applications	application	NOUN
dem-4194	23	18	can	can	AUX
dem-4194	23	19	be	be	AUX
dem-4194	23	20	found	find	VERB
dem-4194	23	21	in	in	ADP
dem-4194	23	22	nicholls	nicholl	NOUN
dem-4194	23	23	and	and	CCONJ
dem-4194	23	24	quinn	quinn	PROPN
dem-4194	23	25	(	(	PUNCT
dem-4194	23	26	1982	1982	NUM
dem-4194	23	27	)	)	PUNCT
dem-4194	23	28	.	.	PUNCT
dem-4194	24	1	thavaneswaran	thavaneswaran	PROPN
dem-4194	24	2	,	,	PUNCT
dem-4194	24	3	appadoo	appadoo	NOUN
dem-4194	24	4	and	and	CCONJ
dem-4194	24	5	bector	bector	NOUN
dem-4194	24	6	(	(	PUNCT
dem-4194	24	7	2006	2006	NUM
dem-4194	24	8	)	)	PUNCT
dem-4194	24	9	proposed	propose	VERB
dem-4194	24	10	a	a	DET
dem-4194	24	11	first	first	ADJ
dem-4194	24	12	order	order	NOUN
dem-4194	24	13	random	random	ADJ
dem-4194	24	14	coefficient	coefficient	NOUN
dem-4194	24	15	autoregressive	autoregressive	ADJ
dem-4194	24	16	model	model	NOUN
dem-4194	24	17	with	with	ADP
dem-4194	24	18	a	a	DET
dem-4194	24	19	first	first	ADJ
dem-4194	24	20	order	order	NOUN
dem-4194	24	21	moving	move	VERB
dem-4194	24	22	average	average	ADJ
dem-4194	24	23	component	component	NOUN
dem-4194	24	24	,	,	PUNCT
dem-4194	24	25	i.e.	i.e.	X
dem-4194	24	26	rcama(1,1	rcama(1,1	NOUN
dem-4194	24	27	)	)	PUNCT
dem-4194	24	28	.	.	PUNCT
dem-4194	25	1	in	in	ADP
dem-4194	25	2	another	another	DET
dem-4194	25	3	paper	paper	NOUN
dem-4194	25	4	thavaneswaran	thavaneswaran	NOUN
dem-4194	25	5	and	and	CCONJ
dem-4194	25	6	appadoo	appadoo	PROPN
dem-4194	25	7	(	(	PUNCT
dem-4194	25	8	2006	2006	NUM
dem-4194	25	9	)	)	PUNCT
dem-4194	25	10	proposed	propose	VERB
dem-4194	25	11	to	to	PART
dem-4194	25	12	add	add	VERB
dem-4194	25	13	the	the	DET
dem-4194	25	14	sign	sign	NOUN
dem-4194	25	15	function	function	NOUN
dem-4194	25	16	to	to	ADP
dem-4194	25	17	rca(1	rca(1	VERB
dem-4194	25	18	)	)	PUNCT
dem-4194	25	19	and	and	CCONJ
dem-4194	25	20	rcama(1,1	rcama(1,1	NOUN
dem-4194	25	21	)	)	PUNCT
dem-4194	25	22	models	model	NOUN
dem-4194	25	23	.	.	PUNCT
dem-4194	26	1	the	the	DET
dem-4194	26	2	last	last	ADJ
dem-4194	26	3	modification	modification	NOUN
dem-4194	26	4	is	be	AUX
dem-4194	26	5	based	base	VERB
dem-4194	26	6	on	on	ADP
dem-4194	26	7	assumption	assumption	NOUN
dem-4194	26	8	that	that	SCONJ
dem-4194	26	9	residuals	residual	NOUN
dem-4194	26	10	from	from	ADP
dem-4194	26	11	the	the	DET
dem-4194	26	12	rca	rca	PROPN
dem-4194	26	13	model	model	NOUN
dem-4194	26	14	or	or	CCONJ
dem-4194	26	15	the	the	DET
dem-4194	26	16	sign	sign	NOUN
dem-4194	26	17	rca	rca	PROPN
dem-4194	26	18	model	model	NOUN
dem-4194	26	19	can	can	AUX
dem-4194	26	20	be	be	AUX
dem-4194	26	21	described	describe	VERB
dem-4194	26	22	by	by	ADP
dem-4194	26	23	a	a	DET
dem-4194	26	24	garch	garch	NOUN
dem-4194	26	25	model	model	NOUN
dem-4194	26	26	.	.	PUNCT
dem-4194	27	1	in	in	ADP
dem-4194	27	2	this	this	DET
dem-4194	27	3	way	way	NOUN
dem-4194	27	4	,	,	PUNCT
dem-4194	27	5	the	the	DET
dem-4194	27	6	rca(1)-garch(1,1	rca(1)-garch(1,1	NOUN
dem-4194	27	7	)	)	PUNCT
dem-4194	27	8	model	model	NOUN
dem-4194	27	9	and	and	CCONJ
dem-4194	27	10	sign	sign	PROPN
dem-4194	27	11	rca(1)-garch(1,1	rca(1)-garch(1,1	PROPN
dem-4194	27	12	)	)	PUNCT
dem-4194	27	13	model	model	NOUN
dem-4194	27	14	were	be	AUX
dem-4194	27	15	created	create	VERB
dem-4194	27	16	.	.	PUNCT
dem-4194	28	1	all	all	DET
dem-4194	28	2	these	these	DET
dem-4194	28	3	modifications	modification	NOUN
dem-4194	28	4	influence	influence	VERB
dem-4194	28	5	the	the	DET
dem-4194	28	6	increase	increase	NOUN
dem-4194	28	7	of	of	ADP
dem-4194	28	8	variance	variance	NOUN
dem-4194	28	9	and	and	CCONJ
dem-4194	28	10	kurtosis	kurtosis	NOUN
dem-4194	28	11	of	of	ADP
dem-4194	28	12	processes2	processes2	NOUN
dem-4194	28	13	.	.	PUNCT
dem-4194	29	1	in	in	ADP
dem-4194	29	2	table	table	NOUN
dem-4194	29	3	1	1	NUM
dem-4194	29	4	equations	equation	NOUN
dem-4194	29	5	of	of	ADP
dem-4194	29	6	individual	individual	ADJ
dem-4194	29	7	models	model	NOUN
dem-4194	29	8	from	from	ADP
dem-4194	29	9	the	the	DET
dem-4194	29	10	family	family	NOUN
dem-4194	29	11	of	of	ADP
dem-4194	29	12	sign	sign	NOUN
dem-4194	29	13	rca	rca	NOUN
dem-4194	29	14	models	model	NOUN
dem-4194	29	15	and	and	CCONJ
dem-4194	29	16	their	their	PRON
dem-4194	29	17	names	name	NOUN
dem-4194	29	18	are	be	AUX
dem-4194	29	19	presented	present	VERB
dem-4194	29	20	.	.	PUNCT
dem-4194	30	1	to	to	PART
dem-4194	30	2	ensure	ensure	VERB
dem-4194	30	3	the	the	DET
dem-4194	30	4	existence	existence	NOUN
dem-4194	30	5	of	of	ADP
dem-4194	30	6	the	the	DET
dem-4194	30	7	i	i	PROPN
dem-4194	30	8	-	-	PUNCT
dem-4194	30	9	vi	vi	NOUN
dem-4194	30	10	models	model	NOUN
dem-4194	30	11	(	(	PUNCT
dem-4194	30	12	table	table	NOUN
dem-4194	30	13	1	1	NUM
dem-4194	30	14	)	)	PUNCT
dem-4194	30	15	the	the	DET
dem-4194	30	16	following	follow	VERB
dem-4194	30	17	assumptions	assumption	NOUN
dem-4194	30	18	must	must	AUX
dem-4194	30	19	be	be	AUX
dem-4194	30	20	satisfied	satisfied	ADJ
dem-4194	30	21	:	:	PUNCT
dem-4194	30	22	⎟	⎟	X
dem-4194	30	23	⎟	⎟	X
dem-4194	30	24	⎠	⎠	PUNCT
dem-4194	30	25	⎞	⎞	PROPN
dem-4194	30	26	⎜	⎜	PROPN
dem-4194	30	27	⎜	⎜	PROPN
dem-4194	30	28	⎝	⎝	PUNCT
dem-4194	30	29	⎛	⎛	X
dem-4194	30	30	⎟⎟	⎟⎟	ADJ
dem-4194	30	31	⎠	⎠	NOUN
dem-4194	30	32	⎞	⎞	NOUN
dem-4194	30	33	⎜⎜	⎜⎜	NOUN
dem-4194	30	34	⎝	⎝	PUNCT
dem-4194	30	35	⎛	⎛	NOUN
dem-4194	30	36	⎟⎟	⎟⎟	ADJ
dem-4194	30	37	⎠	⎠	NOUN
dem-4194	30	38	⎞	⎞	NOUN
dem-4194	30	39	⎜⎜	⎜⎜	NOUN
dem-4194	30	40	⎝	⎝	PUNCT
dem-4194	30	41	⎛	⎛	NOUN
dem-4194	30	42	⎟⎟	⎟⎟	ADJ
dem-4194	30	43	⎠	⎠	NOUN
dem-4194	30	44	⎞	⎞	NOUN
dem-4194	30	45	⎜⎜	⎜⎜	NOUN
dem-4194	30	46	⎝	⎝	PUNCT
dem-4194	30	47	⎛	⎛	NOUN
dem-4194	30	48	2	2	NUM
dem-4194	30	49	2	2	NUM
dem-4194	30	50	0	0	NUM
dem-4194	30	51	0	0	NUM
dem-4194	30	52	,	,	PUNCT
dem-4194	30	53	0	0	NUM
dem-4194	30	54	0	0	NUM
dem-4194	30	55	~	~	PUNCT
dem-4194	30	56	ε	ε	PROPN
dem-4194	30	57	δ	δ	PROPN
dem-4194	30	58	σ	σ	PROPN
dem-4194	30	59	σ	σ	PROPN
dem-4194	30	60	ε	ε	PROPN
dem-4194	30	61	δ	δ	PROPN
dem-4194	30	62	iid	iid	VERB
dem-4194	30	63	t	t	PROPN
dem-4194	30	64	t	t	PROPN
dem-4194	30	65	,	,	PUNCT
dem-4194	30	66	(	(	PUNCT
dem-4194	30	67	1	1	X
dem-4194	30	68	)	)	PUNCT
dem-4194	30	69	122	122	NUM
dem-4194	30	70	<	<	X
dem-4194	30	71	+	+	X
dem-4194	30	72	δσφ	δσφ	NOUN
dem-4194	30	73	.	.	PUNCT
dem-4194	31	1	(	(	PUNCT
dem-4194	31	2	2	2	X
dem-4194	31	3	)	)	PUNCT
dem-4194	31	4	the	the	DET
dem-4194	31	5	sign	sign	NOUN
dem-4194	31	6	function	function	NOUN
dem-4194	31	7	,	,	PUNCT
dem-4194	31	8	described	describe	VERB
dem-4194	31	9	by	by	ADP
dem-4194	31	10	the	the	DET
dem-4194	31	11	following	follow	VERB
dem-4194	31	12	formula	formula	NOUN
dem-4194	31	13	1	1	NUM
dem-4194	31	14	for	for	ADP
dem-4194	31	15	0	0	NUM
dem-4194	31	16	,	,	PUNCT
dem-4194	31	17	0	0	NUM
dem-4194	31	18	for	for	ADP
dem-4194	31	19	0	0	NUM
dem-4194	31	20	,	,	PUNCT
dem-4194	31	21	1	1	NUM
dem-4194	31	22	for	for	ADP
dem-4194	31	23	0	0	NUM
dem-4194	31	24	,	,	PUNCT
dem-4194	31	25	t	t	PROPN
dem-4194	31	26	t	t	PROPN
dem-4194	31	27	t	t	PROPN
dem-4194	31	28	t	t	PROPN
dem-4194	31	29	y	y	PROPN
dem-4194	31	30	s	s	PROPN
dem-4194	31	31	y	y	PROPN
dem-4194	31	32	y	y	PROPN
dem-4194	31	33	>	>	X
dem-4194	31	34	⎧	⎧	PROPN
dem-4194	31	35	⎪=	⎪=	NOUN
dem-4194	31	36	=	=	SYM
dem-4194	31	37	⎨	⎨	VERB
dem-4194	31	38	⎪−	⎪−	X
dem-4194	31	39	<	<	X
dem-4194	31	40	⎩	⎩	X
dem-4194	31	41	(	(	PUNCT
dem-4194	31	42	3	3	NUM
dem-4194	31	43	)	)	SYM
dem-4194	31	44	2	2	NUM
dem-4194	31	45	theoretical	theoretical	ADJ
dem-4194	31	46	properties	property	NOUN
dem-4194	31	47	of	of	ADP
dem-4194	31	48	the	the	DET
dem-4194	31	49	family	family	NOUN
dem-4194	31	50	of	of	ADP
dem-4194	31	51	sign	sign	PROPN
dem-4194	31	52	rca	rca	NOUN
dem-4194	31	53	models	model	NOUN
dem-4194	31	54	can	can	AUX
dem-4194	31	55	be	be	AUX
dem-4194	31	56	found	find	VERB
dem-4194	31	57	in	in	ADP
dem-4194	31	58	articles	article	NOUN
dem-4194	31	59	,	,	PUNCT
dem-4194	31	60	i.e.	i.e.	X
dem-4194	31	61	:	:	PUNCT
dem-4194	31	62	appadoo	appadoo	ADJ
dem-4194	31	63	,	,	PUNCT
dem-4194	31	64	thavaneswaran	thavaneswaran	PROPN
dem-4194	31	65	,	,	PUNCT
dem-4194	31	66	singh	singh	PROPN
dem-4194	31	67	(	(	PUNCT
dem-4194	31	68	2006	2006	NUM
dem-4194	31	69	)	)	PUNCT
dem-4194	31	70	,	,	PUNCT
dem-4194	31	71	aue	aue	X
dem-4194	31	72	(	(	PUNCT
dem-4194	31	73	2004	2004	NUM
dem-4194	31	74	)	)	PUNCT
dem-4194	31	75	,	,	PUNCT
dem-4194	31	76	górka	górka	NOUN
dem-4194	31	77	,	,	PUNCT
dem-4194	31	78	(	(	PUNCT
dem-4194	31	79	2008	2008	NUM
dem-4194	31	80	)	)	PUNCT
dem-4194	31	81	,	,	PUNCT
dem-4194	31	82	thavaneswaran	thavaneswaran	PROPN
dem-4194	31	83	,	,	PUNCT
dem-4194	31	84	appadoo	appadoo	PROPN
dem-4194	31	85	,	,	PUNCT
dem-4194	31	86	bector	bector	NOUN
dem-4194	31	87	(	(	PUNCT
dem-4194	31	88	2006	2006	NUM
dem-4194	31	89	)	)	PUNCT
dem-4194	31	90	,	,	PUNCT
dem-4194	31	91	thavaneswaran	thavaneswaran	PROPN
dem-4194	31	92	,	,	PUNCT
dem-4194	31	93	appadoo	appadoo	PROPN
dem-4194	31	94	(	(	PUNCT
dem-4194	31	95	2006	2006	NUM
dem-4194	31	96	)	)	PUNCT
dem-4194	31	97	,	,	PUNCT
dem-4194	31	98	thavaneswaran	thavaneswaran	PROPN
dem-4194	31	99	,	,	PUNCT
dem-4194	31	100	appadoo	appadoo	PROPN
dem-4194	31	101	,	,	PUNCT
dem-4194	31	102	ghahramani	ghahramani	PROPN
dem-4194	31	103	,	,	PUNCT
dem-4194	31	104	(	(	PUNCT
dem-4194	31	105	2009	2009	NUM
dem-4194	31	106	)	)	PUNCT
dem-4194	31	107	,	,	PUNCT
dem-4194	31	108	thavaneswaran	thavaneswaran	NOUN
dem-4194	31	109	,	,	PUNCT
dem-4194	31	110	peiris	peiris	NOUN
dem-4194	31	111	,	,	PUNCT
dem-4194	31	112	appadoo	appadoo	PROPN
dem-4194	31	113	(	(	PUNCT
dem-4194	31	114	2008	2008	NUM
dem-4194	31	115	)	)	PUNCT
dem-4194	31	116	.	.	PUNCT
dem-4194	32	1	the	the	DET
dem-4194	32	2	sign	sign	NOUN
dem-4194	32	3	rca	rca	NOUN
dem-4194	32	4	models	model	NOUN
dem-4194	32	5	:	:	PUNCT
dem-4194	32	6	comparing	compare	VERB
dem-4194	32	7	predictive	predictive	ADJ
dem-4194	32	8	accuracy	accuracy	NOUN
dem-4194	32	9	of	of	ADP
dem-4194	32	10	var	var	NOUN
dem-4194	32	11	measures	measure	NOUN
dem-4194	32	12	63	63	NUM
dem-4194	32	13	has	have	VERB
dem-4194	32	14	the	the	DET
dem-4194	32	15	interpretation	interpretation	NOUN
dem-4194	32	16	:	:	PUNCT
dem-4194	32	17	if	if	SCONJ
dem-4194	32	18	φ>+	φ>+	PROPN
dem-4194	32	19	tδφ	tδφ	NOUN
dem-4194	32	20	,	,	PUNCT
dem-4194	32	21	the	the	DET
dem-4194	32	22	negative	negative	ADJ
dem-4194	32	23	value	value	NOUN
dem-4194	32	24	of	of	ADP
dem-4194	32	25	φ	φ	PROPN
dem-4194	32	26	means	mean	VERB
dem-4194	32	27	that	that	SCONJ
dem-4194	32	28	the	the	DET
dem-4194	32	29	negative	negative	ADJ
dem-4194	32	30	(	(	PUNCT
dem-4194	32	31	positive	positive	ADJ
dem-4194	32	32	)	)	PUNCT
dem-4194	32	33	observation	observation	NOUN
dem-4194	32	34	values	value	NOUN
dem-4194	32	35	at	at	ADP
dem-4194	32	36	time	time	NOUN
dem-4194	32	37	1−t	1−t	NUM
dem-4194	32	38	correspond	correspond	VERB
dem-4194	32	39	to	to	ADP
dem-4194	32	40	a	a	DET
dem-4194	32	41	decrease	decrease	NOUN
dem-4194	32	42	(	(	PUNCT
dem-4194	32	43	increase	increase	NOUN
dem-4194	32	44	)	)	PUNCT
dem-4194	32	45	of	of	ADP
dem-4194	32	46	observation	observation	NOUN
dem-4194	32	47	values	value	NOUN
dem-4194	32	48	at	at	ADP
dem-4194	32	49	time	time	NOUN
dem-4194	32	50	t	t	PROPN
dem-4194	32	51	.	.	PUNCT
dem-4194	33	1	in	in	ADP
dem-4194	33	2	the	the	DET
dem-4194	33	3	case	case	NOUN
dem-4194	33	4	of	of	ADP
dem-4194	33	5	stock	stock	NOUN
dem-4194	33	6	returns	return	NOUN
dem-4194	33	7	it	it	PRON
dem-4194	33	8	would	would	AUX
dem-4194	33	9	suggest	suggest	VERB
dem-4194	33	10	(	(	PUNCT
dem-4194	33	11	for	for	ADP
dem-4194	33	12	returns	return	NOUN
dem-4194	33	13	)	)	PUNCT
dem-4194	33	14	that	that	SCONJ
dem-4194	33	15	after	after	ADP
dem-4194	33	16	a	a	DET
dem-4194	33	17	decrease	decrease	NOUN
dem-4194	33	18	of	of	ADP
dem-4194	33	19	stock	stock	NOUN
dem-4194	33	20	returns	return	NOUN
dem-4194	33	21	,	,	PUNCT
dem-4194	33	22	the	the	DET
dem-4194	33	23	higher	high	ADJ
dem-4194	33	24	decrease	decrease	NOUN
dem-4194	33	25	of	of	ADP
dem-4194	33	26	stock	stock	NOUN
dem-4194	33	27	returns	return	NOUN
dem-4194	33	28	occurs	occur	VERB
dem-4194	33	29	than	than	SCONJ
dem-4194	33	30	expected	expect	VERB
dem-4194	33	31	,	,	PUNCT
dem-4194	33	32	and	and	CCONJ
dem-4194	33	33	in	in	ADP
dem-4194	33	34	the	the	DET
dem-4194	33	35	case	case	NOUN
dem-4194	33	36	of	of	ADP
dem-4194	33	37	the	the	DET
dem-4194	33	38	increase	increase	NOUN
dem-4194	33	39	of	of	ADP
dem-4194	33	40	stock	stock	NOUN
dem-4194	33	41	returns	return	NOUN
dem-4194	33	42	the	the	DET
dem-4194	33	43	lower	low	ADJ
dem-4194	33	44	increase	increase	NOUN
dem-4194	33	45	in	in	ADP
dem-4194	33	46	stock	stock	NOUN
dem-4194	33	47	returns	return	NOUN
dem-4194	33	48	occurs	occur	VERB
dem-4194	33	49	than	than	SCONJ
dem-4194	33	50	expected	expect	VERB
dem-4194	33	51	.	.	PUNCT
dem-4194	34	1	table	table	NOUN
dem-4194	34	2	1	1	NUM
dem-4194	34	3	.	.	PUNCT
dem-4194	35	1	the	the	DET
dem-4194	35	2	family	family	NOUN
dem-4194	35	3	of	of	ADP
dem-4194	35	4	sign	sign	PROPN
dem-4194	35	5	rca	rca	NOUN
dem-4194	35	6	models	model	NOUN
dem-4194	35	7	(	(	PUNCT
dem-4194	35	8	without	without	ADP
dem-4194	35	9	conditions	condition	NOUN
dem-4194	35	10	)	)	PUNCT
dem-4194	35	11	model	model	NOUN
dem-4194	35	12	model	model	NOUN
dem-4194	35	13	equations	equations	PROPN
dem-4194	35	14	no	no	INTJ
dem-4194	35	15	.	.	PUNCT
dem-4194	35	16	rca(1	rca(1	NOUN
dem-4194	35	17	)	)	PUNCT
dem-4194	35	18	(	(	PUNCT
dem-4194	35	19	)	)	PUNCT
dem-4194	35	20	tttt	tttt	NOUN
dem-4194	35	21	yy	yy	PROPN
dem-4194	35	22	εδφ	εδφ	PROPN
dem-4194	35	23	+	+	PROPN
dem-4194	35	24	+	+	NOUN
dem-4194	35	25	=	=	SYM
dem-4194	35	26	−1	−1	NOUN
dem-4194	35	27	i	i	PRON
dem-4194	35	28	sign	sign	VERB
dem-4194	35	29	rca(1	rca(1	NOUN
dem-4194	35	30	)	)	PUNCT
dem-4194	35	31	(	(	PUNCT
dem-4194	35	32	)	)	PUNCT
dem-4194	35	33	ttttt	ttttt	NOUN
dem-4194	35	34	ysy	ysy	NOUN
dem-4194	35	35	εδφ	εδφ	PROPN
dem-4194	35	36	+	+	PROPN
dem-4194	35	37	φ++=	φ++=	PROPN
dem-4194	35	38	−−	−−	PROPN
dem-4194	35	39	11	11	NUM
dem-4194	35	40	ii	ii	PROPN
dem-4194	35	41	rcama(1,1	rcama(1,1	NOUN
dem-4194	35	42	)	)	PUNCT
dem-4194	35	43	(	(	PUNCT
dem-4194	35	44	)	)	PUNCT
dem-4194	35	45	11	11	NUM
dem-4194	35	46	−−	−−	NOUN
dem-4194	35	47	+	+	PROPN
dem-4194	35	48	+	+	ADJ
dem-4194	35	49	+	+	ADJ
dem-4194	35	50	=	=	ADJ
dem-4194	35	51	ttttt	ttttt	NOUN
dem-4194	35	52	yy	yy	PROPN
dem-4194	35	53	θεεδφ	θεεδφ	PROPN
dem-4194	35	54	iii	iii	PROPN
dem-4194	35	55	sign	sign	PROPN
dem-4194	35	56	rcama(1,1	rcama(1,1	NOUN
dem-4194	35	57	)	)	PUNCT
dem-4194	35	58	(	(	PUNCT
dem-4194	35	59	)	)	PUNCT
dem-4194	35	60	111	111	NUM
dem-4194	35	61	−−−	−−−	NOUN
dem-4194	36	1	+	+	X
dem-4194	36	2	+	+	ADJ
dem-4194	36	3	φ++=	φ++=	PROPN
dem-4194	36	4	tttttt	tttttt	PROPN
dem-4194	36	5	ysy	ysy	PROPN
dem-4194	36	6	θεεδφ	θεεδφ	NOUN
dem-4194	36	7	iv	iv	PROPN
dem-4194	36	8	rca(1)-garch(1,1	rca(1)-garch(1,1	NOUN
dem-4194	36	9	)	)	PUNCT
dem-4194	36	10	(	(	PUNCT
dem-4194	36	11	)	)	PUNCT
dem-4194	36	12	tttt	tttt	NOUN
dem-4194	36	13	yy	yy	PROPN
dem-4194	36	14	εδφ	εδφ	PROPN
dem-4194	36	15	+	+	PROPN
dem-4194	36	16	+	+	PROPN
dem-4194	36	17	=	=	SYM
dem-4194	36	18	−1	−1	NOUN
dem-4194	36	19	,	,	PUNCT
dem-4194	36	20	ttt	ttt	PROPN
dem-4194	36	21	zh	zh	PROPN
dem-4194	36	22	=	=	PROPN
dem-4194	36	23	ε	ε	X
dem-4194	36	24	11	11	NUM
dem-4194	36	25	2	2	NUM
dem-4194	36	26	110	110	NUM
dem-4194	36	27	−−	−−	NOUN
dem-4194	36	28	+	+	PROPN
dem-4194	36	29	+	+	PROPN
dem-4194	36	30	=	=	SYM
dem-4194	36	31	ttt	ttt	PROPN
dem-4194	36	32	hh	hh	PROPN
dem-4194	36	33	βεαα	βεαα	NOUN
dem-4194	36	34	v	v	ADP
dem-4194	36	35	sign	sign	PROPN
dem-4194	36	36	rca(1)-garch(1,1	rca(1)-garch(1,1	NOUN
dem-4194	36	37	)	)	PUNCT
dem-4194	36	38	(	(	PUNCT
dem-4194	36	39	)	)	PUNCT
dem-4194	36	40	ttttt	ttttt	NOUN
dem-4194	36	41	ysy	ysy	NOUN
dem-4194	36	42	εδφ	εδφ	PROPN
dem-4194	36	43	+	+	PROPN
dem-4194	36	44	φ++=	φ++=	PROPN
dem-4194	36	45	−−	−−	NOUN
dem-4194	36	46	11	11	NUM
dem-4194	36	47	,	,	PUNCT
dem-4194	36	48	ttt	ttt	PROPN
dem-4194	36	49	zh	zh	PROPN
dem-4194	36	50	=	=	PROPN
dem-4194	36	51	ε	ε	X
dem-4194	36	52	11	11	NUM
dem-4194	36	53	2	2	NUM
dem-4194	36	54	110	110	NUM
dem-4194	36	55	−−	−−	NOUN
dem-4194	36	56	+	+	PROPN
dem-4194	36	57	+	+	PROPN
dem-4194	36	58	=	=	SYM
dem-4194	36	59	ttt	ttt	PROPN
dem-4194	36	60	hh	hh	PROPN
dem-4194	36	61	βεαα	βεαα	PROPN
dem-4194	36	62	vi	vi	PROPN
dem-4194	36	63	note	note	NOUN
dem-4194	36	64	:	:	PUNCT
dem-4194	36	65	ts	ts	ADJ
dem-4194	36	66	–	–	PUNCT
dem-4194	36	67	sign	sign	NOUN
dem-4194	36	68	function	function	NOUN
dem-4194	36	69	is	be	AUX
dem-4194	36	70	described	describe	VERB
dem-4194	36	71	by	by	ADP
dem-4194	36	72	equation	equation	NOUN
dem-4194	36	73	(	(	PUNCT
dem-4194	36	74	3	3	NUM
dem-4194	36	75	)	)	PUNCT
dem-4194	36	76	;	;	PUNCT
dem-4194	36	77	φ	φ	PROPN
dem-4194	36	78	,	,	PUNCT
dem-4194	36	79	θ	θ	PROPN
dem-4194	36	80	,	,	PUNCT
dem-4194	36	81	φ	φ	PROPN
dem-4194	36	82	,	,	PUNCT
dem-4194	36	83	iα	iα	INTJ
dem-4194	36	84	,	,	PUNCT
dem-4194	36	85	1β	1β	NUM
dem-4194	36	86	–	–	PUNCT
dem-4194	36	87	model	model	NOUN
dem-4194	36	88	parameters	parameter	NOUN
dem-4194	36	89	.	.	PUNCT
dem-4194	37	1	condition	condition	NOUN
dem-4194	37	2	(	(	PUNCT
dem-4194	37	3	2	2	X
dem-4194	37	4	)	)	PUNCT
dem-4194	37	5	is	be	AUX
dem-4194	37	6	necessary	necessary	ADJ
dem-4194	37	7	and	and	CCONJ
dem-4194	37	8	sufficient	sufficient	ADJ
dem-4194	37	9	for	for	ADP
dem-4194	37	10	the	the	DET
dem-4194	37	11	second	second	ADJ
dem-4194	37	12	-	-	PUNCT
dem-4194	37	13	order	order	NOUN
dem-4194	37	14	stationarity	stationarity	NOUN
dem-4194	37	15	of	of	ADP
dem-4194	37	16	process	process	NOUN
dem-4194	37	17	described	describe	VERB
dem-4194	37	18	by	by	ADP
dem-4194	37	19	equation	equation	NOUN
dem-4194	37	20	i	i	PRON
dem-4194	37	21	,	,	PUNCT
dem-4194	37	22	however	however	ADV
dem-4194	37	23	conditions	condition	NOUN
dem-4194	37	24	(	(	PUNCT
dem-4194	37	25	1)-(2	1)-(2	NUM
dem-4194	37	26	)	)	PUNCT
dem-4194	37	27	ensure	ensure	VERB
dem-4194	37	28	strict	strict	ADJ
dem-4194	37	29	stationarity	stationarity	NOUN
dem-4194	37	30	of	of	ADP
dem-4194	37	31	this	this	DET
dem-4194	37	32	process	process	NOUN
dem-4194	37	33	.	.	PUNCT
dem-4194	38	1	if	if	SCONJ
dem-4194	38	2	conditions	condition	NOUN
dem-4194	38	3	(	(	PUNCT
dem-4194	38	4	1)-(2	1)-(2	NUM
dem-4194	38	5	)	)	PUNCT
dem-4194	38	6	are	be	AUX
dem-4194	38	7	satisfied	satisfied	ADJ
dem-4194	38	8	,	,	PUNCT
dem-4194	38	9	then	then	ADV
dem-4194	38	10	processes	process	NOUN
dem-4194	38	11	described	describe	VERB
dem-4194	38	12	by	by	ADP
dem-4194	38	13	equations	equation	NOUN
dem-4194	38	14	ii	ii	PROPN
dem-4194	38	15	-	-	PUNCT
dem-4194	38	16	iv	iv	NOUN
dem-4194	38	17	are	be	AUX
dem-4194	38	18	stationary	stationary	ADJ
dem-4194	38	19	in	in	ADP
dem-4194	38	20	mean	mean	ADJ
dem-4194	38	21	.	.	PUNCT
dem-4194	39	1	if	if	SCONJ
dem-4194	39	2	residuals	residual	NOUN
dem-4194	39	3	from	from	ADP
dem-4194	39	4	the	the	DET
dem-4194	39	5	rca	rca	PROPN
dem-4194	39	6	model	model	NOUN
dem-4194	39	7	are	be	AUX
dem-4194	39	8	described	describe	VERB
dem-4194	39	9	by	by	ADP
dem-4194	39	10	a	a	DET
dem-4194	39	11	garch	garch	NOUN
dem-4194	39	12	model	model	NOUN
dem-4194	39	13	,	,	PUNCT
dem-4194	39	14	then	then	ADV
dem-4194	39	15	the	the	DET
dem-4194	39	16	rca(1)-garch(p	rca(1)-garch(p	NOUN
dem-4194	39	17	,	,	PUNCT
dem-4194	39	18	q	q	X
dem-4194	39	19	)	)	PUNCT
dem-4194	39	20	model	model	NOUN
dem-4194	39	21	described	describe	VERB
dem-4194	39	22	by	by	ADP
dem-4194	39	23	equation	equation	NOUN
dem-4194	39	24	v	v	NOUN
dem-4194	39	25	,	,	PUNCT
dem-4194	39	26	where	where	SCONJ
dem-4194	39	27	(	(	PUNCT
dem-4194	39	28	)	)	PUNCT
dem-4194	39	29	2,0~	2,0~	PROPN
dem-4194	39	30	zt	zt	PROPN
dem-4194	39	31	nz	nz	PROPN
dem-4194	39	32	σ	σ	PROPN
dem-4194	39	33	,	,	PUNCT
dem-4194	39	34	00	00	PUNCT
dem-4194	39	35	>	>	X
dem-4194	39	36	α	α	PROPN
dem-4194	39	37	,	,	PUNCT
dem-4194	39	38	0≥iα	0≥iα	PROPN
dem-4194	39	39	and	and	CCONJ
dem-4194	39	40	0≥jβ	0≥jβ	NUM
dem-4194	39	41	,	,	PUNCT
dem-4194	39	42	is	be	AUX
dem-4194	39	43	obtained	obtain	VERB
dem-4194	39	44	.	.	PUNCT
dem-4194	40	1	if	if	SCONJ
dem-4194	40	2	the	the	DET
dem-4194	40	3	sign	sign	NOUN
dem-4194	40	4	function	function	NOUN
dem-4194	40	5	is	be	AUX
dem-4194	40	6	added	add	VERB
dem-4194	40	7	to	to	ADP
dem-4194	40	8	the	the	DET
dem-4194	40	9	rca	rca	PROPN
dem-4194	40	10	-	-	PUNCT
dem-4194	40	11	garch	garch	NOUN
dem-4194	40	12	model	model	NOUN
dem-4194	40	13	,	,	PUNCT
dem-4194	40	14	then	then	ADV
dem-4194	40	15	the	the	DET
dem-4194	40	16	process	process	NOUN
dem-4194	40	17	described	describe	VERB
dem-4194	40	18	by	by	ADP
dem-4194	40	19	equation	equation	NOUN
dem-4194	40	20	vi	vi	PROPN
dem-4194	40	21	is	be	AUX
dem-4194	40	22	obtained	obtain	VERB
dem-4194	40	23	.	.	PUNCT
dem-4194	41	1	the	the	DET
dem-4194	41	2	conditions	condition	NOUN
dem-4194	41	3	ensuring	ensure	VERB
dem-4194	41	4	the	the	DET
dem-4194	41	5	positive	positive	ADJ
dem-4194	41	6	value	value	NOUN
dem-4194	41	7	of	of	ADP
dem-4194	41	8	conditional	conditional	ADJ
dem-4194	41	9	variance	variance	NOUN
dem-4194	41	10	of	of	ADP
dem-4194	41	11	this	this	DET
dem-4194	41	12	process	process	NOUN
dem-4194	41	13	are	be	AUX
dem-4194	41	14	the	the	DET
dem-4194	41	15	following	follow	VERB
dem-4194	41	16	:	:	PUNCT
dem-4194	41	17	(	(	PUNCT
dem-4194	41	18	)	)	PUNCT
dem-4194	41	19	2,0~	2,0~	PROPN
dem-4194	41	20	zt	zt	PROPN
dem-4194	41	21	nz	nz	PROPN
dem-4194	41	22	σ	σ	PROPN
dem-4194	41	23	,	,	PUNCT
dem-4194	41	24	00	00	PUNCT
dem-4194	42	1	>	>	X
dem-4194	42	2	α	α	PROPN
dem-4194	42	3	,	,	PUNCT
dem-4194	42	4	0≥iα	0≥iα	PROPN
dem-4194	42	5	,	,	PUNCT
dem-4194	42	6	0≥jβ	0≥jβ	NUM
dem-4194	42	7	,	,	PUNCT
dem-4194	42	8	0α≤φ	0α≤φ	NOUN
dem-4194	42	9	.	.	PUNCT
dem-4194	43	1	predictors	predictor	NOUN
dem-4194	43	2	of	of	ADP
dem-4194	43	3	the	the	DET
dem-4194	43	4	conditional	conditional	ADJ
dem-4194	43	5	mean	mean	NOUN
dem-4194	43	6	and	and	CCONJ
dem-4194	43	7	conditional	conditional	ADJ
dem-4194	43	8	variance	variance	NOUN
dem-4194	43	9	of	of	ADP
dem-4194	43	10	sign	sign	NOUN
dem-4194	43	11	rca	rca	NOUN
dem-4194	43	12	models	model	NOUN
dem-4194	43	13	are	be	AUX
dem-4194	43	14	presented	present	VERB
dem-4194	43	15	in	in	ADP
dem-4194	43	16	table	table	NOUN
dem-4194	43	17	2	2	NUM
dem-4194	43	18	and	and	CCONJ
dem-4194	43	19	3	3	NUM
dem-4194	43	20	respectively	respectively	ADV
dem-4194	43	21	.	.	PUNCT
dem-4194	44	1	joanna	joanna	PROPN
dem-4194	44	2	górka	górka	PROPN
dem-4194	44	3	64	64	NUM
dem-4194	44	4	table	table	NOUN
dem-4194	44	5	2	2	NUM
dem-4194	44	6	.	.	PUNCT
dem-4194	44	7	conditional	conditional	ADJ
dem-4194	44	8	mean	mean	NOUN
dem-4194	44	9	predictors	predictor	NOUN
dem-4194	44	10	models	model	VERB
dem-4194	44	11	conditional	conditional	ADJ
dem-4194	44	12	mean	mean	NOUN
dem-4194	44	13	rca(1	rca(1	NOUN
dem-4194	44	14	)	)	PUNCT
dem-4194	44	15	,	,	PUNCT
dem-4194	44	16	rca(1)-garch(1,1	rca(1)-garch(1,1	NOUN
dem-4194	44	17	)	)	PUNCT
dem-4194	44	18	(	(	PUNCT
dem-4194	44	19	)	)	PUNCT
dem-4194	44	20	11	11	NUM
dem-4194	45	1	p	p	NOUN
dem-4194	45	2	t	t	PROPN
dem-4194	45	3	t	t	X
dem-4194	45	4	tt	tt	X
dem-4194	46	1	ty	ty	INTJ
dem-4194	46	2	e	e	PROPN
dem-4194	46	3	y	y	PROPN
dem-4194	46	4	f	f	PROPN
dem-4194	46	5	yϕ++	yϕ++	PUNCT
dem-4194	47	1	=	=	SYM
dem-4194	47	2	=	=	SYM
dem-4194	47	3	sign	sign	NOUN
dem-4194	47	4	rca(1	rca(1	NOUN
dem-4194	47	5	)	)	PUNCT
dem-4194	47	6	,	,	PUNCT
dem-4194	47	7	sign	sign	VERB
dem-4194	47	8	rca(1)-garch(1,1	rca(1)-garch(1,1	PROPN
dem-4194	47	9	)	)	PUNCT
dem-4194	47	10	(	(	PUNCT
dem-4194	47	11	)	)	PUNCT
dem-4194	47	12	(	(	PUNCT
dem-4194	47	13	)	)	PUNCT
dem-4194	47	14	11	11	NUM
dem-4194	48	1	p	p	NOUN
dem-4194	48	2	t	t	PROPN
dem-4194	48	3	t	t	PROPN
dem-4194	48	4	t	t	X
dem-4194	48	5	tt	tt	PROPN
dem-4194	49	1	ty	ty	INTJ
dem-4194	49	2	e	e	PROPN
dem-4194	49	3	y	y	PROPN
dem-4194	49	4	f	f	PROPN
dem-4194	49	5	s	s	PROPN
dem-4194	49	6	yϕ++	yϕ++	NOUN
dem-4194	49	7	=	=	SYM
dem-4194	49	8	=	=	SYM
dem-4194	49	9	+	+	NOUN
dem-4194	49	10	φ	φ	PROPN
dem-4194	49	11	rcama(1,1	rcama(1,1	NOUN
dem-4194	49	12	)	)	PUNCT
dem-4194	49	13	(	(	PUNCT
dem-4194	49	14	)	)	PUNCT
dem-4194	49	15	11	11	NUM
dem-4194	50	1	p	p	NOUN
dem-4194	50	2	t	t	PROPN
dem-4194	50	3	t	t	PROPN
dem-4194	50	4	t	t	X
dem-4194	50	5	tt	tt	PROPN
dem-4194	51	1	ty	ty	INTJ
dem-4194	51	2	e	e	PROPN
dem-4194	51	3	y	y	NOUN
dem-4194	51	4	f	f	PROPN
dem-4194	51	5	yϕ	yϕ	INTJ
dem-4194	51	6	θε++	θε++	NOUN
dem-4194	51	7	=	=	SYM
dem-4194	52	1	=	=	PUNCT
dem-4194	53	1	+	+	NUM
dem-4194	53	2	sign	sign	NOUN
dem-4194	53	3	rcama(1,1	rcama(1,1	NOUN
dem-4194	53	4	)	)	PUNCT
dem-4194	53	5	(	(	PUNCT
dem-4194	53	6	)	)	PUNCT
dem-4194	53	7	(	(	PUNCT
dem-4194	53	8	)	)	PUNCT
dem-4194	53	9	11	11	NUM
dem-4194	54	1	p	p	NOUN
dem-4194	54	2	t	t	PROPN
dem-4194	54	3	t	t	PROPN
dem-4194	54	4	t	t	X
dem-4194	54	5	tt	tt	PROPN
dem-4194	55	1	ty	ty	INTJ
dem-4194	55	2	e	e	PROPN
dem-4194	55	3	y	y	PROPN
dem-4194	55	4	f	f	PROPN
dem-4194	55	5	s	s	PROPN
dem-4194	55	6	yϕ	yϕ	NOUN
dem-4194	55	7	θε++	θε++	NOUN
dem-4194	55	8	=	=	SYM
dem-4194	56	1	=	=	PUNCT
dem-4194	56	2	+	+	NOUN
dem-4194	56	3	φ	φ	NOUN
dem-4194	56	4	+	+	CCONJ
dem-4194	56	5	table	table	NOUN
dem-4194	56	6	3	3	NUM
dem-4194	56	7	.	.	PUNCT
dem-4194	57	1	conditional	conditional	ADJ
dem-4194	57	2	variance	variance	NOUN
dem-4194	57	3	predictors	predictor	NOUN
dem-4194	57	4	models	model	VERB
dem-4194	57	5	conditional	conditional	ADJ
dem-4194	57	6	variance	variance	NOUN
dem-4194	57	7	rca(1	rca(1	NOUN
dem-4194	57	8	)	)	PUNCT
dem-4194	57	9	,	,	PUNCT
dem-4194	57	10	sign	sign	VERB
dem-4194	57	11	rca(1	rca(1	NOUN
dem-4194	57	12	)	)	PUNCT
dem-4194	57	13	,	,	PUNCT
dem-4194	57	14	rcama(1,1	rcama(1,1	NOUN
dem-4194	57	15	)	)	PUNCT
dem-4194	57	16	,	,	PUNCT
dem-4194	57	17	sign	sign	VERB
dem-4194	57	18	rcama(1,1	rcama(1,1	NOUN
dem-4194	57	19	)	)	PUNCT
dem-4194	57	20	(	(	PUNCT
dem-4194	57	21	)	)	SYM
dem-4194	57	22	2	2	NUM
dem-4194	57	23	2	2	NUM
dem-4194	57	24	2	2	NUM
dem-4194	57	25	2	2	NUM
dem-4194	57	26	2	2	NUM
dem-4194	57	27	11	11	NUM
dem-4194	57	28	t	t	NOUN
dem-4194	57	29	t	t	X
dem-4194	57	30	tt	tt	PROPN
dem-4194	57	31	t	t	PROPN
dem-4194	57	32	e	e	X
dem-4194	57	33	u	u	X
dem-4194	57	34	f	f	PROPN
dem-4194	57	35	yε	yε	INTJ
dem-4194	57	36	δσ	δσ	PROPN
dem-4194	57	37	σ	σ	PROPN
dem-4194	57	38	σ++	σ++	NOUN
dem-4194	57	39	=	=	PUNCT
dem-4194	58	1	=	=	PUNCT
dem-4194	58	2	+	+	NUM
dem-4194	58	3	rca(1)-garch(1,1	rca(1)-garch(1,1	NOUN
dem-4194	58	4	)	)	PUNCT
dem-4194	58	5	,	,	PUNCT
dem-4194	58	6	sign	sign	VERB
dem-4194	58	7	rca(1)-garch(1,1	rca(1)-garch(1,1	PROPN
dem-4194	58	8	)	)	PUNCT
dem-4194	58	9	(	(	PUNCT
dem-4194	58	10	)	)	SYM
dem-4194	58	11	2	2	NUM
dem-4194	58	12	2	2	NUM
dem-4194	58	13	2	2	NUM
dem-4194	58	14	2	2	NUM
dem-4194	58	15	2	2	NUM
dem-4194	58	16	11	11	NUM
dem-4194	58	17	(	(	PUNCT
dem-4194	58	18	)	)	PUNCT
dem-4194	58	19	t	t	NOUN
dem-4194	59	1	t	t	PROPN
dem-4194	59	2	z	z	PROPN
dem-4194	59	3	t	t	PROPN
dem-4194	59	4	tt	tt	PROPN
dem-4194	59	5	t	t	PROPN
dem-4194	59	6	e	e	X
dem-4194	59	7	u	u	PROPN
dem-4194	59	8	f	f	PROPN
dem-4194	59	9	e	e	PROPN
dem-4194	59	10	h	h	NOUN
dem-4194	59	11	yδσ	yδσ	PROPN
dem-4194	59	12	σ	σ	PROPN
dem-4194	59	13	σ++	σ++	NOUN
dem-4194	60	1	=	=	PUNCT
dem-4194	60	2	=	=	PUNCT
dem-4194	61	1	+	+	NUM
dem-4194	61	2	3	3	X
dem-4194	61	3	.	.	X
dem-4194	61	4	value	value	NOUN
dem-4194	61	5	-	-	PUNCT
dem-4194	61	6	at	at	ADP
dem-4194	61	7	-	-	PUNCT
dem-4194	61	8	risk	risk	NOUN
dem-4194	61	9	value	value	NOUN
dem-4194	61	10	-	-	PUNCT
dem-4194	61	11	at	at	ADP
dem-4194	61	12	-	-	PUNCT
dem-4194	61	13	risk	risk	NOUN
dem-4194	61	14	(	(	PUNCT
dem-4194	61	15	var	var	NOUN
dem-4194	61	16	)	)	PUNCT
dem-4194	61	17	is	be	AUX
dem-4194	61	18	used	use	VERB
dem-4194	61	19	as	as	ADP
dem-4194	61	20	a	a	DET
dem-4194	61	21	tool	tool	NOUN
dem-4194	61	22	for	for	ADP
dem-4194	61	23	measuring	measure	VERB
dem-4194	61	24	market	market	NOUN
dem-4194	61	25	risk	risk	NOUN
dem-4194	61	26	.	.	PUNCT
dem-4194	62	1	it	it	PRON
dem-4194	62	2	is	be	AUX
dem-4194	62	3	defined	define	VERB
dem-4194	62	4	as	as	ADP
dem-4194	62	5	„	„	PUNCT
dem-4194	62	6	the	the	DET
dem-4194	62	7	maximum	maximum	ADJ
dem-4194	62	8	potential	potential	ADJ
dem-4194	62	9	loss	loss	NOUN
dem-4194	62	10	that	that	PRON
dem-4194	62	11	a	a	DET
dem-4194	62	12	portfolio	portfolio	NOUN
dem-4194	62	13	can	can	AUX
dem-4194	62	14	suffer	suffer	VERB
dem-4194	62	15	within	within	ADP
dem-4194	62	16	a	a	DET
dem-4194	62	17	fixed	fix	VERB
dem-4194	62	18	confidence	confidence	NOUN
dem-4194	62	19	level	level	NOUN
dem-4194	62	20	during	during	ADP
dem-4194	62	21	a	a	DET
dem-4194	62	22	holding	hold	VERB
dem-4194	62	23	period	period	NOUN
dem-4194	62	24	”	"	PUNCT
dem-4194	62	25	.	.	PUNCT
dem-4194	63	1	formal	formal	ADJ
dem-4194	63	2	definition	definition	NOUN
dem-4194	63	3	of	of	ADP
dem-4194	63	4	var	var	NOUN
dem-4194	63	5	is	be	AUX
dem-4194	63	6	following	follow	VERB
dem-4194	63	7	(	(	PUNCT
dem-4194	63	8	artzner	artzner	NOUN
dem-4194	63	9	,	,	PUNCT
dem-4194	63	10	delbaen	delbaen	PROPN
dem-4194	63	11	,	,	PUNCT
dem-4194	63	12	eber	eber	PROPN
dem-4194	63	13	,	,	PUNCT
dem-4194	63	14	heath	heath	PROPN
dem-4194	63	15	,	,	PUNCT
dem-4194	63	16	1999	1999	NUM
dem-4194	63	17	)	)	PUNCT
dem-4194	63	18	:	:	PUNCT
dem-4194	63	19	(	(	PUNCT
dem-4194	63	20	)	)	PUNCT
dem-4194	63	21	(	(	PUNCT
dem-4194	63	22	)	)	PUNCT
dem-4194	63	23	{	{	PUNCT
dem-4194	63	24	}	}	PUNCT
dem-4194	63	25	(	(	PUNCT
dem-4194	63	26	)	)	PUNCT
dem-4194	63	27	{	{	PUNCT
dem-4194	63	28	}	}	PUNCT
dem-4194	63	29	var	var	PROPN
dem-4194	63	30	inf	inf	PROPN
dem-4194	63	31	:	:	PUNCT
dem-4194	63	32	inf	inf	PROPN
dem-4194	63	33	:	:	PUNCT
dem-4194	64	1	1xx	1xx	ADJ
dem-4194	64	2	x	x	PUNCT
dem-4194	64	3	f	f	NOUN
dem-4194	64	4	x	x	X
dem-4194	64	5	x	x	X
dem-4194	64	6	p	p	X
dem-4194	64	7	x	x	X
dem-4194	64	8	xα	xα	ADP
dem-4194	64	9	α	α	PRON
dem-4194	64	10	α=	α=	NOUN
dem-4194	64	11	≥	≥	NOUN
dem-4194	64	12	=	=	PUNCT
dem-4194	64	13	>	>	X
dem-4194	64	14	≤	≤	PROPN
dem-4194	64	15	−	−	ADP
dem-4194	64	16	,	,	PUNCT
dem-4194	64	17	(	(	PUNCT
dem-4194	64	18	4	4	X
dem-4194	64	19	)	)	PUNCT
dem-4194	64	20	where	where	SCONJ
dem-4194	64	21	(	(	PUNCT
dem-4194	64	22	)	)	PUNCT
dem-4194	64	23	0,1α	0,1α	X
dem-4194	64	24	∈	∈	PROPN
dem-4194	64	25	is	be	AUX
dem-4194	64	26	a	a	DET
dem-4194	64	27	particular	particular	ADJ
dem-4194	64	28	confidence	confidence	NOUN
dem-4194	64	29	level	level	NOUN
dem-4194	64	30	,	,	PUNCT
dem-4194	64	31	xf	xf	PROPN
dem-4194	64	32	–	–	PUNCT
dem-4194	64	33	the	the	DET
dem-4194	64	34	cumulative	cumulative	ADJ
dem-4194	64	35	density	density	NOUN
dem-4194	64	36	function	function	NOUN
dem-4194	64	37	.	.	PUNCT
dem-4194	65	1	consider	consider	VERB
dem-4194	65	2	a	a	DET
dem-4194	65	3	time	time	NOUN
dem-4194	65	4	series	series	NOUN
dem-4194	65	5	of	of	ADP
dem-4194	65	6	daily	daily	PROPN
dem-4194	65	7	ex	ex	X
dem-4194	65	8	post	post	NOUN
dem-4194	65	9	returns	return	NOUN
dem-4194	65	10	(	(	PUNCT
dem-4194	65	11	(	(	PUNCT
dem-4194	65	12	)	)	PUNCT
dem-4194	65	13	1100	1100	NUM
dem-4194	65	14	ln	ln	PROPN
dem-4194	65	15	lnt	lnt	PROPN
dem-4194	65	16	t	t	PROPN
dem-4194	65	17	tr	tr	PROPN
dem-4194	65	18	p	p	PROPN
dem-4194	65	19	p−=	p−=	NOUN
dem-4194	65	20	−	−	PROPN
dem-4194	65	21	where	where	SCONJ
dem-4194	65	22	tp	tp	PRON
dem-4194	65	23	is	be	AUX
dem-4194	65	24	the	the	DET
dem-4194	65	25	share	share	NOUN
dem-4194	65	26	price	price	NOUN
dem-4194	65	27	at	at	ADP
dem-4194	65	28	time	time	NOUN
dem-4194	65	29	t	t	PROPN
dem-4194	65	30	)	)	PUNCT
dem-4194	65	31	and	and	CCONJ
dem-4194	65	32	corresponding	corresponding	ADJ
dem-4194	65	33	time	time	NOUN
dem-4194	65	34	series	series	NOUN
dem-4194	65	35	of	of	ADP
dem-4194	65	36	ex	ex	PROPN
dem-4194	65	37	ante	ante	PROPN
dem-4194	65	38	var	var	NOUN
dem-4194	65	39	forecasts	forecast	NOUN
dem-4194	65	40	(	(	PUNCT
dem-4194	65	41	varα	varα	PROPN
dem-4194	65	42	)	)	PUNCT
dem-4194	65	43	,	,	PUNCT
dem-4194	65	44	the	the	DET
dem-4194	65	45	formula	formula	NOUN
dem-4194	65	46	(	(	PUNCT
dem-4194	65	47	4	4	X
dem-4194	65	48	)	)	PUNCT
dem-4194	65	49	takes	take	VERB
dem-4194	65	50	the	the	DET
dem-4194	65	51	form	form	NOUN
dem-4194	65	52	:	:	PUNCT
dem-4194	65	53	(	(	PUNCT
dem-4194	65	54	)	)	PUNCT
dem-4194	65	55	1	1	NUM
dem-4194	65	56	vartp	vartp	ADJ
dem-4194	65	57	r	r	NOUN
dem-4194	65	58	α	α	NOUN
dem-4194	65	59	α+	α+	X
dem-4194	65	60	≤	≤	NUM
dem-4194	65	61	−	−	PROPN
dem-4194	66	1	=	=	PUNCT
dem-4194	66	2	.	.	PUNCT
dem-4194	67	1	(	(	PUNCT
dem-4194	67	2	5	5	X
dem-4194	67	3	)	)	PUNCT
dem-4194	67	4	the	the	DET
dem-4194	67	5	negative	negative	ADJ
dem-4194	67	6	sign	sign	NOUN
dem-4194	67	7	arises	arise	VERB
dem-4194	67	8	from	from	ADP
dem-4194	67	9	the	the	DET
dem-4194	67	10	convention	convention	NOUN
dem-4194	67	11	of	of	ADP
dem-4194	67	12	reporting	report	VERB
dem-4194	67	13	var	var	NOUN
dem-4194	67	14	as	as	ADP
dem-4194	67	15	a	a	DET
dem-4194	67	16	positive	positive	ADJ
dem-4194	67	17	number	number	NOUN
dem-4194	67	18	.	.	PUNCT
dem-4194	68	1	one	one	NUM
dem-4194	68	2	-	-	PUNCT
dem-4194	68	3	step	step	NOUN
dem-4194	68	4	-	-	PUNCT
dem-4194	68	5	ahead	ahead	NOUN
dem-4194	68	6	conditional	conditional	ADJ
dem-4194	68	7	forecasts	forecast	NOUN
dem-4194	68	8	of	of	ADP
dem-4194	68	9	value	value	NOUN
dem-4194	68	10	-	-	PUNCT
dem-4194	68	11	at	at	ADP
dem-4194	68	12	-	-	PUNCT
dem-4194	68	13	risk	risk	NOUN
dem-4194	68	14	are	be	AUX
dem-4194	68	15	calculated	calculate	VERB
dem-4194	68	16	by	by	ADP
dem-4194	68	17	the	the	DET
dem-4194	68	18	formula	formula	NOUN
dem-4194	68	19	:	:	PUNCT
dem-4194	68	20	(	(	PUNCT
dem-4194	68	21	)	)	SYM
dem-4194	68	22	1	1	NUM
dem-4194	68	23	1	1	NUM
dem-4194	68	24	1var	1var	NUM
dem-4194	68	25	,	,	PUNCT
dem-4194	68	26	l	l	PROPN
dem-4194	68	27	t	t	PROPN
dem-4194	68	28	t	t	PROPN
dem-4194	68	29	t	t	PROPN
dem-4194	68	30	t	t	PROPN
dem-4194	68	31	t	t	PROPN
dem-4194	68	32	zαα	zαα	PROPN
dem-4194	68	33	μ	μ	NOUN
dem-4194	68	34	σ+	σ+	X
dem-4194	69	1	+	+	X
dem-4194	69	2	+	+	ADJ
dem-4194	69	3	=	=	X
dem-4194	69	4	+	+	NUM
dem-4194	69	5	(	(	PUNCT
dem-4194	69	6	6	6	NUM
dem-4194	69	7	)	)	PUNCT
dem-4194	69	8	where	where	SCONJ
dem-4194	69	9	tt	tt	PROPN
dem-4194	69	10	|1+μ	|1+μ	VERB
dem-4194	69	11	,	,	PUNCT
dem-4194	69	12	tt	tt	PROPN
dem-4194	69	13	|1+σ	|1+σ	NOUN
dem-4194	69	14	are	be	AUX
dem-4194	69	15	one	one	NUM
dem-4194	69	16	-	-	PUNCT
dem-4194	69	17	step	step	NOUN
dem-4194	69	18	-	-	PUNCT
dem-4194	69	19	ahead	ahead	NOUN
dem-4194	69	20	conditional	conditional	ADJ
dem-4194	69	21	forecasts	forecast	NOUN
dem-4194	69	22	of	of	ADP
dem-4194	69	23	mean	mean	NOUN
dem-4194	69	24	and	and	CCONJ
dem-4194	69	25	volatility	volatility	NOUN
dem-4194	69	26	respectively	respectively	ADV
dem-4194	69	27	.	.	PUNCT
dem-4194	70	1	the	the	DET
dem-4194	70	2	sign	sign	NOUN
dem-4194	70	3	rca	rca	NOUN
dem-4194	70	4	models	model	NOUN
dem-4194	70	5	:	:	PUNCT
dem-4194	70	6	comparing	compare	VERB
dem-4194	70	7	predictive	predictive	ADJ
dem-4194	70	8	accuracy	accuracy	NOUN
dem-4194	70	9	of	of	ADP
dem-4194	70	10	var	var	NOUN
dem-4194	70	11	measures	measure	NOUN
dem-4194	70	12	65	65	NUM
dem-4194	70	13	3.1	3.1	NUM
dem-4194	70	14	.	.	PUNCT
dem-4194	71	1	estimation	estimation	NOUN
dem-4194	71	2	methods	method	NOUN
dem-4194	71	3	for	for	ADP
dem-4194	71	4	var	var	NOUN
dem-4194	71	5	this	this	DET
dem-4194	71	6	section	section	NOUN
dem-4194	71	7	briefly	briefly	ADV
dem-4194	71	8	describes	describe	VERB
dem-4194	71	9	the	the	DET
dem-4194	71	10	alternative	alternative	ADJ
dem-4194	71	11	models	model	NOUN
dem-4194	71	12	that	that	PRON
dem-4194	71	13	we	we	PRON
dem-4194	71	14	use	use	VERB
dem-4194	71	15	for	for	ADP
dem-4194	71	16	estimating	estimate	VERB
dem-4194	71	17	var	var	NOUN
dem-4194	71	18	forecasts	forecast	NOUN
dem-4194	71	19	in	in	ADP
dem-4194	71	20	this	this	DET
dem-4194	71	21	paper	paper	NOUN
dem-4194	71	22	.	.	PUNCT
dem-4194	72	1	the	the	DET
dem-4194	72	2	following	follow	VERB
dem-4194	72	3	models	model	NOUN
dem-4194	72	4	are	be	AUX
dem-4194	72	5	used	use	VERB
dem-4194	72	6	in	in	ADP
dem-4194	72	7	the	the	DET
dem-4194	72	8	research	research	NOUN
dem-4194	72	9	to	to	PART
dem-4194	72	10	obtain	obtain	VERB
dem-4194	72	11	var	var	NOUN
dem-4194	72	12	forecasts	forecast	NOUN
dem-4194	72	13	:	:	PUNCT
dem-4194	72	14	−	−	PROPN
dem-4194	72	15	the	the	DET
dem-4194	72	16	historical	historical	ADJ
dem-4194	72	17	simulation	simulation	NOUN
dem-4194	72	18	(	(	PUNCT
dem-4194	72	19	hs)3	hs)3	PROPN
dem-4194	72	20	.	.	PUNCT
dem-4194	73	1	the	the	DET
dem-4194	73	2	var	var	NOUN
dem-4194	73	3	is	be	AUX
dem-4194	73	4	estimated	estimate	VERB
dem-4194	73	5	as	as	ADP
dem-4194	73	6	the	the	DET
dem-4194	73	7	α	α	NOUN
dem-4194	73	8	-	-	PUNCT
dem-4194	73	9	th	th	VERB
dem-4194	73	10	quantile	quantile	NOUN
dem-4194	73	11	of	of	ADP
dem-4194	73	12	the	the	DET
dem-4194	73	13	empirical	empirical	ADJ
dem-4194	73	14	distribution	distribution	NOUN
dem-4194	73	15	of	of	ADP
dem-4194	73	16	returns	return	NOUN
dem-4194	73	17	.	.	PUNCT
dem-4194	74	1	hs	hs	PROPN
dem-4194	74	2	is	be	AUX
dem-4194	74	3	based	base	VERB
dem-4194	74	4	on	on	ADP
dem-4194	74	5	the	the	DET
dem-4194	74	6	assumption	assumption	NOUN
dem-4194	74	7	that	that	SCONJ
dem-4194	74	8	returns	return	NOUN
dem-4194	74	9	are	be	AUX
dem-4194	74	10	iid	iid	NOUN
dem-4194	74	11	time	time	NOUN
dem-4194	74	12	series	series	NOUN
dem-4194	74	13	of	of	ADP
dem-4194	74	14	an	an	DET
dem-4194	74	15	unknown	unknown	ADJ
dem-4194	74	16	distribution	distribution	NOUN
dem-4194	74	17	.	.	PUNCT
dem-4194	75	1	−	−	PROPN
dem-4194	76	1	the	the	DET
dem-4194	76	2	equally	equally	ADV
dem-4194	76	3	weighted	weighted	ADJ
dem-4194	76	4	moving	move	VERB
dem-4194	76	5	average	average	ADJ
dem-4194	76	6	(	(	PUNCT
dem-4194	76	7	ewma	ewma	NOUN
dem-4194	76	8	)	)	PUNCT
dem-4194	76	9	model	model	NOUN
dem-4194	76	10	,	,	PUNCT
dem-4194	76	11	i.e.	i.e.	X
dem-4194	76	12	2	2	NUM
dem-4194	76	13	2	2	NUM
dem-4194	76	14	1	1	NUM
dem-4194	76	15	1	1	NUM
dem-4194	76	16	1	1	NUM
dem-4194	76	17	t	t	NOUN
dem-4194	76	18	it	it	PRON
dem-4194	76	19	t	t	X
dem-4194	77	1	i	i	PRON
dem-4194	77	2	t	t	X
dem-4194	77	3	k	k	NOUN
dem-4194	77	4	r	r	NOUN
dem-4194	77	5	k	k	PROPN
dem-4194	77	6	σ	σ	PROPN
dem-4194	78	1	+	+	PROPN
dem-4194	78	2	=	=	SYM
dem-4194	78	3	−	−	PROPN
dem-4194	79	1	+	+	CCONJ
dem-4194	79	2	=	=	SYM
dem-4194	79	3	∑	∑	PUNCT
dem-4194	79	4	,	,	PUNCT
dem-4194	79	5	(	(	PUNCT
dem-4194	79	6	7	7	X
dem-4194	79	7	)	)	PUNCT
dem-4194	79	8	where	where	SCONJ
dem-4194	79	9	k	k	NOUN
dem-4194	79	10	–	–	PUNCT
dem-4194	79	11	size	size	NOUN
dem-4194	79	12	of	of	ADP
dem-4194	79	13	window	window	NOUN
dem-4194	79	14	,	,	PUNCT
dem-4194	79	15	2	2	NUM
dem-4194	79	16	ir	ir	NOUN
dem-4194	79	17	–	–	PUNCT
dem-4194	79	18	returns	return	NOUN
dem-4194	79	19	.	.	PUNCT
dem-4194	80	1	the	the	DET
dem-4194	80	2	returns	return	NOUN
dem-4194	80	3	are	be	AUX
dem-4194	80	4	assumed	assume	VERB
dem-4194	80	5	to	to	PART
dem-4194	80	6	be	be	AUX
dem-4194	80	7	normally	normally	ADV
dem-4194	80	8	distributed	distribute	VERB
dem-4194	80	9	.	.	PUNCT
dem-4194	81	1	−	−	PROPN
dem-4194	82	1	the	the	DET
dem-4194	82	2	riskmetrics	riskmetric	NOUN
dem-4194	82	3	(	(	PUNCT
dem-4194	82	4	rm	rm	NOUN
dem-4194	82	5	)	)	PUNCT
dem-4194	82	6	model	model	NOUN
dem-4194	82	7	,	,	PUNCT
dem-4194	82	8	i.e.	i.e.	X
dem-4194	82	9	(	(	PUNCT
dem-4194	82	10	)	)	PUNCT
dem-4194	82	11	(	(	PUNCT
dem-4194	82	12	)	)	SYM
dem-4194	82	13	2	2	NUM
dem-4194	82	14	2	2	NUM
dem-4194	82	15	2	2	NUM
dem-4194	82	16	2	2	NUM
dem-4194	82	17	1	1	NUM
dem-4194	82	18	1	1	NUM
dem-4194	82	19	1	1	NUM
dem-4194	82	20	1	1	NUM
dem-4194	82	21	t	t	NOUN
dem-4194	82	22	t	t	NOUN
dem-4194	83	1	i	i	PRON
dem-4194	84	1	i	i	PRON
dem-4194	84	2	t	t	VERB
dem-4194	84	3	tt	tt	PROPN
dem-4194	85	1	t	t	PROPN
dem-4194	86	1	i	i	PRON
dem-4194	86	2	t	t	PROPN
dem-4194	87	1	k	k	NOUN
dem-4194	87	2	r	r	NOUN
dem-4194	87	3	rσ	rσ	VERB
dem-4194	87	4	λ	λ	INTJ
dem-4194	87	5	λ	λ	INTJ
dem-4194	87	6	λσ	λσ	CCONJ
dem-4194	87	7	λ−	λ−	PROPN
dem-4194	87	8	+	+	NUM
dem-4194	87	9	=	=	SYM
dem-4194	88	1	−	−	PROPN
dem-4194	89	1	+	+	NUM
dem-4194	89	2	=	=	SYM
dem-4194	89	3	−	−	PROPN
dem-4194	89	4	=	=	SYM
dem-4194	90	1	+	+	NUM
dem-4194	90	2	−∑	−∑	PROPN
dem-4194	90	3	,	,	PUNCT
dem-4194	90	4	(	(	PUNCT
dem-4194	90	5	8)	8)	NUM
dem-4194	90	6	where	where	SCONJ
dem-4194	90	7	(	(	PUNCT
dem-4194	90	8	)	)	PUNCT
dem-4194	90	9	0,1λ∈	0,1λ∈	PROPN
dem-4194	90	10	is	be	AUX
dem-4194	90	11	known	know	VERB
dem-4194	90	12	as	as	ADP
dem-4194	90	13	the	the	DET
dem-4194	90	14	decay	decay	NOUN
dem-4194	90	15	factor	factor	NOUN
dem-4194	90	16	,	,	PUNCT
dem-4194	90	17	2	2	NUM
dem-4194	90	18	tλσ	tλσ	NOUN
dem-4194	90	19	is	be	AUX
dem-4194	90	20	the	the	DET
dem-4194	90	21	previous	previous	ADJ
dem-4194	90	22	volatility	volatility	NOUN
dem-4194	90	23	forecast	forecast	NOUN
dem-4194	90	24	weighted	weight	VERB
dem-4194	90	25	by	by	ADP
dem-4194	90	26	the	the	DET
dem-4194	90	27	decay	decay	NOUN
dem-4194	90	28	factor	factor	NOUN
dem-4194	90	29	,	,	PUNCT
dem-4194	90	30	and	and	CCONJ
dem-4194	90	31	(	(	PUNCT
dem-4194	90	32	)	)	PUNCT
dem-4194	90	33	21	21	NUM
dem-4194	90	34	trλ−	trλ−	PROPN
dem-4194	90	35	is	be	AUX
dem-4194	90	36	the	the	DET
dem-4194	90	37	latest	late	ADJ
dem-4194	90	38	squared	squared	ADJ
dem-4194	90	39	returns	return	NOUN
dem-4194	90	40	weighted	weight	VERB
dem-4194	90	41	by	by	ADP
dem-4194	90	42	(	(	PUNCT
dem-4194	90	43	)	)	PUNCT
dem-4194	90	44	1	1	NUM
dem-4194	90	45	λ−	λ−	PROPN
dem-4194	90	46	.	.	PUNCT
dem-4194	91	1	the	the	DET
dem-4194	91	2	var	var	NOUN
dem-4194	91	3	is	be	AUX
dem-4194	91	4	estimated	estimate	VERB
dem-4194	91	5	under	under	ADP
dem-4194	91	6	the	the	DET
dem-4194	91	7	assumption	assumption	NOUN
dem-4194	91	8	that	that	SCONJ
dem-4194	91	9	returns	return	NOUN
dem-4194	91	10	are	be	AUX
dem-4194	91	11	normally	normally	ADV
dem-4194	91	12	distributed	distribute	VERB
dem-4194	91	13	(	(	PUNCT
dem-4194	91	14	as	as	ADP
dem-4194	91	15	in	in	ADP
dem-4194	91	16	the	the	DET
dem-4194	91	17	case	case	NOUN
dem-4194	91	18	of	of	ADP
dem-4194	91	19	ewma	ewma	NOUN
dem-4194	91	20	)	)	PUNCT
dem-4194	91	21	.	.	PUNCT
dem-4194	92	1	−	−	PROPN
dem-4194	92	2	the	the	DET
dem-4194	92	3	ar(1)-garch(1,1	ar(1)-garch(1,1	PROPN
dem-4194	92	4	)	)	PUNCT
dem-4194	92	5	model	model	NOUN
dem-4194	92	6	,	,	PUNCT
dem-4194	92	7	i.e.	i.e.	X
dem-4194	92	8	1	1	NUM
dem-4194	92	9	t	t	NOUN
dem-4194	92	10	t	t	NOUN
dem-4194	92	11	tr	tr	VERB
dem-4194	92	12	rφ	rφ	VERB
dem-4194	92	13	ε−=	ε−=	PROPN
dem-4194	92	14	+	+	X
dem-4194	92	15	,	,	PUNCT
dem-4194	92	16	(	(	PUNCT
dem-4194	92	17	9	9	NUM
dem-4194	92	18	)	)	PUNCT
dem-4194	92	19	where	where	SCONJ
dem-4194	92	20	t	t	PROPN
dem-4194	92	21	t	t	PROPN
dem-4194	92	22	tzε	tzε	PROPN
dem-4194	92	23	σ=	σ=	PROPN
dem-4194	92	24	,	,	PUNCT
dem-4194	92	25	)	)	PUNCT
dem-4194	92	26	1,0(~	1,0(~	NUM
dem-4194	92	27	nzt	nzt	ADJ
dem-4194	92	28	,	,	PUNCT
dem-4194	92	29	2	2	NUM
dem-4194	92	30	2	2	NUM
dem-4194	92	31	2	2	NUM
dem-4194	92	32	1	1	NUM
dem-4194	92	33	1	1	NUM
dem-4194	92	34	t	t	NOUN
dem-4194	92	35	t	t	NOUN
dem-4194	92	36	tσ	tσ	INTJ
dem-4194	92	37	ω	ω	PROPN
dem-4194	92	38	αε	αε	ADP
dem-4194	92	39	βσ−	βσ−	PUNCT
dem-4194	92	40	−=	−=	X
dem-4194	93	1	+	+	X
dem-4194	94	1	+	+	X
dem-4194	94	2	.	.	PUNCT
dem-4194	95	1	(	(	PUNCT
dem-4194	95	2	10	10	NUM
dem-4194	95	3	)	)	PUNCT
dem-4194	95	4	in	in	ADP
dem-4194	95	5	this	this	DET
dem-4194	95	6	case	case	NOUN
dem-4194	95	7	,	,	PUNCT
dem-4194	95	8	returns	return	NOUN
dem-4194	95	9	series	series	NOUN
dem-4194	95	10	is	be	AUX
dem-4194	95	11	assumed	assume	VERB
dem-4194	95	12	to	to	PART
dem-4194	95	13	be	be	AUX
dem-4194	95	14	conditionally	conditionally	ADV
dem-4194	95	15	normally	normally	ADV
dem-4194	95	16	distributed	distribute	VERB
dem-4194	95	17	.	.	PUNCT
dem-4194	96	1	−	−	NOUN
dem-4194	96	2	models	model	NOUN
dem-4194	96	3	from	from	ADP
dem-4194	96	4	the	the	DET
dem-4194	96	5	family	family	NOUN
dem-4194	96	6	of	of	ADP
dem-4194	96	7	sign	sign	PROPN
dem-4194	96	8	rca	rca	PROPN
dem-4194	96	9	models4	models4	PROPN
dem-4194	96	10	.	.	PROPN
dem-4194	97	1	3	3	NUM
dem-4194	97	2	hs	hs	PROPN
dem-4194	97	3	is	be	AUX
dem-4194	97	4	the	the	DET
dem-4194	97	5	oldest	old	ADJ
dem-4194	97	6	and	and	CCONJ
dem-4194	97	7	still	still	ADV
dem-4194	97	8	very	very	ADV
dem-4194	97	9	popular	popular	ADJ
dem-4194	97	10	estimator	estimator	NOUN
dem-4194	97	11	of	of	ADP
dem-4194	97	12	the	the	DET
dem-4194	97	13	var	var	NOUN
dem-4194	97	14	.	.	PUNCT
dem-4194	98	1	4	4	NUM
dem-4194	98	2	they	they	PRON
dem-4194	98	3	were	be	AUX
dem-4194	98	4	presented	present	VERB
dem-4194	98	5	in	in	ADP
dem-4194	98	6	previous	previous	ADJ
dem-4194	98	7	section	section	NOUN
dem-4194	98	8	.	.	PUNCT
dem-4194	99	1	joanna	joanna	PROPN
dem-4194	99	2	górka	górka	PROPN
dem-4194	99	3	66	66	NUM
dem-4194	99	4	3.2	3.2	NUM
dem-4194	99	5	.	.	PUNCT
dem-4194	100	1	backtesting	backteste	VERB
dem-4194	100	2	var	var	NOUN
dem-4194	100	3	estimates	estimate	NOUN
dem-4194	100	4	backtesting	backtesting	NOUN
dem-4194	100	5	is	be	AUX
dem-4194	100	6	based	base	VERB
dem-4194	100	7	on	on	ADP
dem-4194	100	8	testing	test	VERB
dem-4194	100	9	whether	whether	SCONJ
dem-4194	100	10	the	the	DET
dem-4194	100	11	var	var	NOUN
dem-4194	100	12	estimates	estimate	NOUN
dem-4194	100	13	are	be	AUX
dem-4194	100	14	statistically	statistically	ADV
dem-4194	100	15	accurate	accurate	ADJ
dem-4194	100	16	.	.	PUNCT
dem-4194	101	1	the	the	DET
dem-4194	101	2	,	,	PUNCT
dem-4194	101	3	,	,	PUNCT
dem-4194	101	4	failure	failure	NOUN
dem-4194	101	5	process	process	NOUN
dem-4194	101	6	”	"	PUNCT
dem-4194	101	7	is	be	AUX
dem-4194	101	8	defined	define	VERB
dem-4194	101	9	as	as	ADP
dem-4194	101	10	:	:	PUNCT
dem-4194	101	11	(	(	PUNCT
dem-4194	101	12	)	)	SYM
dem-4194	101	13	1	1	NUM
dem-4194	101	14	var	var	NOUN
dem-4194	101	15	,	,	PUNCT
dem-4194	101	16	1	1	NUM
dem-4194	101	17	,	,	PUNCT
dem-4194	101	18	...	...	PUNCT
dem-4194	101	19	,	,	PUNCT
dem-4194	101	20	l	l	PROPN
dem-4194	101	21	t	t	NOUN
dem-4194	101	22	t	t	X
dem-4194	101	23	ti	ti	NOUN
dem-4194	101	24	r	r	NOUN
dem-4194	101	25	t	t	PROPN
dem-4194	101	26	t	t	PROPN
dem-4194	101	27	t	t	PROPN
dem-4194	101	28	n=	n=	X
dem-4194	101	29	<	<	X
dem-4194	102	1	−	−	PROPN
dem-4194	103	1	=	=	SYM
dem-4194	104	1	+	+	CCONJ
dem-4194	104	2	+	+	CCONJ
dem-4194	104	3	,	,	PUNCT
dem-4194	104	4	(	(	PUNCT
dem-4194	104	5	11	11	NUM
dem-4194	104	6	)	)	PUNCT
dem-4194	104	7	where	where	SCONJ
dem-4194	104	8	(	(	PUNCT
dem-4194	104	9	)	)	PUNCT
dem-4194	104	10	*	*	SYM
dem-4194	104	11	1	1	NUM
dem-4194	104	12	denotes	denote	VERB
dem-4194	104	13	the	the	DET
dem-4194	104	14	indicator	indicator	NOUN
dem-4194	104	15	function	function	NOUN
dem-4194	104	16	returning	return	VERB
dem-4194	104	17	a	a	DET
dem-4194	104	18	unit	unit	NOUN
dem-4194	104	19	if	if	SCONJ
dem-4194	104	20	the	the	DET
dem-4194	104	21	argument	argument	NOUN
dem-4194	104	22	is	be	AUX
dem-4194	104	23	true	true	ADJ
dem-4194	104	24	,	,	PUNCT
dem-4194	104	25	and	and	CCONJ
dem-4194	104	26	zero	zero	NUM
dem-4194	104	27	otherwise	otherwise	ADV
dem-4194	104	28	;	;	PUNCT
dem-4194	104	29	t	t	PROPN
dem-4194	104	30	is	be	AUX
dem-4194	104	31	the	the	DET
dem-4194	104	32	size	size	NOUN
dem-4194	104	33	of	of	ADP
dem-4194	104	34	the	the	DET
dem-4194	104	35	sample	sample	NOUN
dem-4194	104	36	used	use	VERB
dem-4194	104	37	to	to	PART
dem-4194	104	38	estimate	estimate	VERB
dem-4194	104	39	parameters	parameter	NOUN
dem-4194	104	40	of	of	ADP
dem-4194	104	41	the	the	DET
dem-4194	104	42	model	model	NOUN
dem-4194	104	43	;	;	PUNCT
dem-4194	104	44	n	n	PRON
dem-4194	104	45	is	be	AUX
dem-4194	104	46	the	the	DET
dem-4194	104	47	number	number	NOUN
dem-4194	104	48	of	of	ADP
dem-4194	104	49	one	one	NUM
dem-4194	104	50	-	-	PUNCT
dem-4194	104	51	step	step	NOUN
dem-4194	104	52	-	-	PUNCT
dem-4194	104	53	ahead	ahead	NOUN
dem-4194	104	54	var	var	NOUN
dem-4194	104	55	forecasts	forecast	NOUN
dem-4194	104	56	computed	compute	VERB
dem-4194	104	57	.	.	PUNCT
dem-4194	105	1	the	the	DET
dem-4194	105	2	var	var	NOUN
dem-4194	105	3	forecasts	forecast	NOUN
dem-4194	105	4	are	be	AUX
dem-4194	105	5	accurate	accurate	ADJ
dem-4194	105	6	if	if	SCONJ
dem-4194	105	7	the	the	DET
dem-4194	105	8	{	{	PUNCT
dem-4194	105	9	}	}	PUNCT
dem-4194	105	10	ti	ti	NOUN
dem-4194	105	11	series	series	NOUN
dem-4194	105	12	is	be	AUX
dem-4194	105	13	iid	iid	NOUN
dem-4194	105	14	with	with	ADP
dem-4194	105	15	mean	mean	PROPN
dem-4194	105	16	α	α	NOUN
dem-4194	105	17	,	,	PUNCT
dem-4194	106	1	i.e.	i.e.	X
dem-4194	106	2	|	|	ADV
dem-4194	106	3	1	1	NUM
dem-4194	106	4	t	t	NOUN
dem-4194	106	5	te	te	VERB
dem-4194	106	6	i	i	PRON
dem-4194	106	7	α−⎡	α−⎡	NOUN
dem-4194	106	8	⎤	⎤	NOUN
dem-4194	106	9	=	=	NOUN
dem-4194	106	10	⎣	⎣	ADJ
dem-4194	106	11	⎦	⎦	NOUN
dem-4194	106	12	.	.	PUNCT
dem-4194	107	1	to	to	PART
dem-4194	107	2	test	test	VERB
dem-4194	107	3	the	the	DET
dem-4194	107	4	statistical	statistical	ADJ
dem-4194	107	5	accuracy	accuracy	NOUN
dem-4194	107	6	we	we	PRON
dem-4194	107	7	used	use	VERB
dem-4194	107	8	the	the	DET
dem-4194	107	9	standard	standard	ADJ
dem-4194	107	10	likelihood	likelihood	NOUN
dem-4194	107	11	ratio	ratio	NOUN
dem-4194	107	12	tests	test	NOUN
dem-4194	107	13	:	:	PUNCT
dem-4194	108	1	1	1	X
dem-4194	108	2	.	.	X
dem-4194	108	3	the	the	DET
dem-4194	108	4	proportion	proportion	NOUN
dem-4194	108	5	of	of	ADP
dem-4194	108	6	failures	failure	NOUN
dem-4194	108	7	test	test	NOUN
dem-4194	108	8	–	–	PUNCT
dem-4194	108	9	lrpof	lrpof	NOUN
dem-4194	108	10	(	(	PUNCT
dem-4194	108	11	kupiec	kupiec	NOUN
dem-4194	108	12	,	,	PUNCT
dem-4194	108	13	1995	1995	NUM
dem-4194	108	14	)	)	PUNCT
dem-4194	108	15	5	5	NUM
dem-4194	108	16	:	:	PUNCT
dem-4194	108	17	[	[	PUNCT
dem-4194	108	18	]	]	X
dem-4194	108	19	[	[	PUNCT
dem-4194	108	20	]	]	X
dem-4194	108	21	0	0	NUM
dem-4194	108	22	1	1	NUM
dem-4194	108	23	:	:	PUNCT
dem-4194	108	24	.	.	PUNCT
dem-4194	109	1	:	:	PUNCT
dem-4194	109	2	t	t	X
dem-4194	109	3	th	th	X
dem-4194	109	4	e	e	X
dem-4194	109	5	i	i	PRON
dem-4194	109	6	vs	vs	ADP
dem-4194	109	7	h	h	NOUN
dem-4194	109	8	e	e	NOUN
dem-4194	109	9	iα	iα	VERB
dem-4194	109	10	α=	α=	NOUN
dem-4194	109	11	≠	≠	PROPN
dem-4194	109	12	,	,	PUNCT
dem-4194	109	13	12ln	12ln	ADJ
dem-4194	109	14	ˆ	ˆ	ADJ
dem-4194	109	15	ˆ1	ˆ1	NOUN
dem-4194	109	16	n	n	CCONJ
dem-4194	109	17	n	n	NOUN
dem-4194	109	18	n	n	ADV
dem-4194	109	19	poflr	poflr	NOUN
dem-4194	109	20	α	α	NOUN
dem-4194	109	21	α	α	NOUN
dem-4194	109	22	α	α	NOUN
dem-4194	109	23	α	α	NOUN
dem-4194	109	24	−⎡	−⎡	PUNCT
dem-4194	109	25	⎤−⎛	⎤−⎛	NOUN
dem-4194	109	26	⎞	⎞	PROPN
dem-4194	109	27	⎛	⎛	NOUN
dem-4194	109	28	⎞=	⎞=	PROPN
dem-4194	109	29	−	−	NOUN
dem-4194	109	30	⎢	⎢	NOUN
dem-4194	109	31	⎥⎜	⎥⎜	PROPN
dem-4194	109	32	⎟	⎟	PROPN
dem-4194	109	33	⎜	⎜	X
dem-4194	109	34	⎟−⎝	⎟−⎝	PROPN
dem-4194	109	35	⎠	⎠	X
dem-4194	109	36	⎝	⎝	NUM
dem-4194	109	37	⎠⎢	⎠⎢	PROPN
dem-4194	109	38	⎥⎣	⎥⎣	PROPN
dem-4194	109	39	⎦	⎦	NOUN
dem-4194	109	40	~	~	PUNCT
dem-4194	109	41	2	2	NUM
dem-4194	109	42	1χ	1χ	NUM
dem-4194	109	43	,	,	PUNCT
dem-4194	109	44	(	(	PUNCT
dem-4194	109	45	12	12	NUM
dem-4194	109	46	)	)	PUNCT
dem-4194	109	47	where	where	SCONJ
dem-4194	109	48	n	n	PRON
dem-4194	109	49	is	be	AUX
dem-4194	109	50	the	the	DET
dem-4194	109	51	number	number	NOUN
dem-4194	109	52	of	of	ADP
dem-4194	109	53	failures	failure	NOUN
dem-4194	109	54	var	var	NOUN
dem-4194	109	55	,	,	PUNCT
dem-4194	109	56	α̂	α̂	NUM
dem-4194	109	57	is	be	AUX
dem-4194	109	58	the	the	DET
dem-4194	109	59	mle	mle	NOUN
dem-4194	109	60	of	of	ADP
dem-4194	109	61	α	α	PROPN
dem-4194	109	62	,	,	PUNCT
dem-4194	109	63	i.	i.	PROPN
dem-4194	109	64	e.	e.	PROPN
dem-4194	109	65	n	n	PROPN
dem-4194	109	66	n	n	PROPN
dem-4194	109	67	.	.	PUNCT
dem-4194	110	1	2	2	X
dem-4194	110	2	.	.	X
dem-4194	110	3	the	the	DET
dem-4194	110	4	christoffersen	christoffersen	NOUN
dem-4194	110	5	independence	independence	NOUN
dem-4194	110	6	test	test	NOUN
dem-4194	110	7	–	–	PUNCT
dem-4194	110	8	lrind	lrind	NOUN
dem-4194	110	9	(	(	PUNCT
dem-4194	110	10	christoffersen	christoffersen	PROPN
dem-4194	110	11	,	,	PUNCT
dem-4194	110	12	1998	1998	NUM
dem-4194	110	13	):	):	PUNCT
dem-4194	110	14	0	0	NUM
dem-4194	110	15	01	01	NUM
dem-4194	110	16	11	11	NUM
dem-4194	110	17	:	:	PUNCT
dem-4194	110	18	h	h	PROPN
dem-4194	110	19	α	α	PRON
dem-4194	110	20	α=	α=	NOUN
dem-4194	110	21	,	,	PUNCT
dem-4194	110	22	(	(	PUNCT
dem-4194	110	23	)	)	PUNCT
dem-4194	110	24	(	(	PUNCT
dem-4194	110	25	)	)	PUNCT
dem-4194	110	26	(	(	PUNCT
dem-4194	110	27	)	)	PUNCT
dem-4194	110	28	00	00	NUM
dem-4194	111	1	10	10	NUM
dem-4194	111	2	01	01	NUM
dem-4194	111	3	11	11	NUM
dem-4194	111	4	00	00	NUM
dem-4194	111	5	1001	1001	NUM
dem-4194	111	6	11	11	NUM
dem-4194	111	7	01	01	NUM
dem-4194	111	8	01	01	NUM
dem-4194	111	9	11	11	NUM
dem-4194	111	10	11	11	NUM
dem-4194	111	11	1	1	NUM
dem-4194	111	12	2ln	2ln	ADJ
dem-4194	111	13	1	1	NUM
dem-4194	111	14	1	1	NUM
dem-4194	111	15	t	t	NOUN
dem-4194	111	16	t	t	NOUN
dem-4194	111	17	t	t	PROPN
dem-4194	111	18	t	t	PROPN
dem-4194	111	19	ind	ind	PROPN
dem-4194	111	20	t	t	PROPN
dem-4194	111	21	tt	tt	PROPN
dem-4194	111	22	t	t	PROPN
dem-4194	111	23	lr	lr	INTJ
dem-4194	111	24	α	α	PROPN
dem-4194	111	25	α	α	NOUN
dem-4194	111	26	α	α	NOUN
dem-4194	111	27	α	α	NOUN
dem-4194	111	28	α	α	NOUN
dem-4194	111	29	α	α	NOUN
dem-4194	112	1	+	+	X
dem-4194	112	2	+	+	ADJ
dem-4194	112	3	−	−	NOUN
dem-4194	112	4	=	=	SYM
dem-4194	112	5	−	−	PROPN
dem-4194	112	6	−	−	PROPN
dem-4194	112	7	−	−	NOUN
dem-4194	112	8	~	~	SYM
dem-4194	112	9	2	2	NUM
dem-4194	112	10	1χ	1χ	NUM
dem-4194	112	11	,	,	PUNCT
dem-4194	112	12	(	(	PUNCT
dem-4194	112	13	13	13	NUM
dem-4194	112	14	)	)	PUNCT
dem-4194	113	1	where	where	SCONJ
dem-4194	113	2	:	:	PUNCT
dem-4194	113	3	0	0	NUM
dem-4194	113	4	1	1	NUM
dem-4194	113	5	ˆ	ˆ	X
dem-4194	113	6	ij	ij	INTJ
dem-4194	114	1	ij	ij	INTJ
dem-4194	115	1	i	i	PRON
dem-4194	116	1	i	i	PRON
dem-4194	116	2	t	t	NOUN
dem-4194	117	1	t	t	PROPN
dem-4194	117	2	t	t	PROPN
dem-4194	117	3	α	α	PROPN
dem-4194	117	4	=	=	SYM
dem-4194	118	1	+	+	NUM
dem-4194	118	2	,	,	PUNCT
dem-4194	118	3	11011000	11011000	NUM
dem-4194	118	4	1101	1101	NUM
dem-4194	119	1	tttt	tttt	NOUN
dem-4194	119	2	tt	tt	PROPN
dem-4194	119	3	+	+	PROPN
dem-4194	119	4	+	+	PROPN
dem-4194	119	5	+	+	ADJ
dem-4194	119	6	+	+	CCONJ
dem-4194	119	7	=	=	ADJ
dem-4194	119	8	α	α	NOUN
dem-4194	119	9	,	,	PUNCT
dem-4194	119	10	ijt	ijt	ADJ
dem-4194	119	11	–	–	PUNCT
dem-4194	119	12	number	number	NOUN
dem-4194	119	13	of	of	ADP
dem-4194	119	14	i	i	PRON
dem-4194	119	15	values	value	NOUN
dem-4194	119	16	followed	follow	VERB
dem-4194	119	17	by	by	ADP
dem-4194	119	18	a	a	DET
dem-4194	119	19	j	j	PROPN
dem-4194	119	20	value	value	NOUN
dem-4194	119	21	in	in	ADP
dem-4194	119	22	the	the	DET
dem-4194	119	23	ti	ti	PROPN
dem-4194	119	24	series	series	NOUN
dem-4194	119	25	(	(	PUNCT
dem-4194	119	26	)	)	PUNCT
dem-4194	119	27	,	,	PUNCT
dem-4194	119	28	0,1i	0,1i	NUM
dem-4194	119	29	j	j	PROPN
dem-4194	120	1	=	=	X
dem-4194	120	2	.	.	PUNCT
dem-4194	121	1	3	3	X
dem-4194	121	2	.	.	X
dem-4194	121	3	the	the	DET
dem-4194	121	4	time	time	NOUN
dem-4194	121	5	between	between	ADP
dem-4194	121	6	failures	failure	NOUN
dem-4194	121	7	test	test	VERB
dem-4194	121	8	–	–	PUNCT
dem-4194	121	9	lrtbf	lrtbf	NOUN
dem-4194	121	10	(	(	PUNCT
dem-4194	121	11	haas	haas	NOUN
dem-4194	121	12	,	,	PUNCT
dem-4194	121	13	2001	2001	NUM
dem-4194	121	14	)	)	PUNCT
dem-4194	121	15	6	6	NUM
dem-4194	121	16	:	:	SYM
dem-4194	121	17	1	1	NUM
dem-4194	121	18	1	1	NUM
dem-4194	121	19	12	12	NUM
dem-4194	121	20	ln	ln	SYM
dem-4194	121	21	1	1	NUM
dem-4194	121	22	ivn	ivn	NOUN
dem-4194	121	23	tbf	tbf	NOUN
dem-4194	122	1	i	i	PRON
dem-4194	122	2	i	i	PRON
dem-4194	123	1	i	i	PRON
dem-4194	123	2	lr	lr	VERB
dem-4194	123	3	α	α	NOUN
dem-4194	123	4	α	α	NOUN
dem-4194	123	5	α	α	NOUN
dem-4194	123	6	α	α	NOUN
dem-4194	123	7	−	−	NOUN
dem-4194	124	1	=	=	PUNCT
dem-4194	125	1	⎡	⎡	NOUN
dem-4194	125	2	⎤⎛	⎤⎛	PROPN
dem-4194	125	3	⎞−⎢	⎞−⎢	NOUN
dem-4194	125	4	⎥=	⎥=	PROPN
dem-4194	125	5	−	−	PROPN
dem-4194	125	6	⎜	⎜	PROPN
dem-4194	125	7	⎟−⎢	⎟−⎢	VERB
dem-4194	125	8	⎥⎝	⎥⎝	ADJ
dem-4194	125	9	⎠⎣	⎠⎣	NOUN
dem-4194	125	10	⎦	⎦	NOUN
dem-4194	125	11	∑	∑	PUNCT
dem-4194	125	12	~	~	SYM
dem-4194	125	13	2	2	X
dem-4194	125	14	nχ	nχ	AUX
dem-4194	125	15	,	,	PUNCT
dem-4194	125	16	(	(	PUNCT
dem-4194	125	17	14	14	NUM
dem-4194	125	18	)	)	PUNCT
dem-4194	125	19	5	5	NUM
dem-4194	125	20	similar	similar	ADJ
dem-4194	125	21	,	,	PUNCT
dem-4194	125	22	the	the	DET
dem-4194	125	23	lr	lr	NOUN
dem-4194	125	24	test	test	NOUN
dem-4194	125	25	of	of	ADP
dem-4194	125	26	unconditional	unconditional	ADJ
dem-4194	125	27	coverage	coverage	NOUN
dem-4194	125	28	by	by	ADP
dem-4194	125	29	christoffersen	christoffersen	PROPN
dem-4194	125	30	(	(	PUNCT
dem-4194	125	31	1998	1998	NUM
dem-4194	125	32	)	)	PUNCT
dem-4194	125	33	was	be	AUX
dem-4194	125	34	proposed	propose	VERB
dem-4194	125	35	.	.	PUNCT
dem-4194	126	1	other	other	ADJ
dem-4194	126	2	symbol	symbol	NOUN
dem-4194	126	3	of	of	ADP
dem-4194	126	4	this	this	DET
dem-4194	126	5	test	test	NOUN
dem-4194	126	6	is	be	AUX
dem-4194	126	7	the	the	DET
dem-4194	126	8	lruc	lruc	PROPN
dem-4194	126	9	.	.	PUNCT
dem-4194	127	1	6	6	NUM
dem-4194	127	2	haas	haas	NOUN
dem-4194	127	3	extended	extend	VERB
dem-4194	127	4	the	the	DET
dem-4194	127	5	kupiec	kupiec	NOUN
dem-4194	127	6	’s	’s	PART
dem-4194	127	7	time	time	NOUN
dem-4194	127	8	until	until	ADP
dem-4194	127	9	first	first	ADJ
dem-4194	127	10	failure	failure	NOUN
dem-4194	127	11	test	test	NOUN
dem-4194	127	12	(	(	PUNCT
dem-4194	127	13	tuff	tuff	NOUN
dem-4194	127	14	test	test	NOUN
dem-4194	127	15	)	)	PUNCT
dem-4194	127	16	by	by	ADP
dem-4194	127	17	adding	add	VERB
dem-4194	127	18	test	test	NOUN
dem-4194	127	19	for	for	ADP
dem-4194	127	20	every	every	DET
dem-4194	127	21	exception	exception	NOUN
dem-4194	127	22	(	(	PUNCT
dem-4194	127	23	second	second	ADJ
dem-4194	127	24	and	and	CCONJ
dem-4194	127	25	next	next	ADJ
dem-4194	127	26	)	)	PUNCT
dem-4194	127	27	.	.	PUNCT
dem-4194	128	1	the	the	DET
dem-4194	128	2	sign	sign	NOUN
dem-4194	128	3	rca	rca	NOUN
dem-4194	128	4	models	model	NOUN
dem-4194	128	5	:	:	PUNCT
dem-4194	128	6	comparing	compare	VERB
dem-4194	128	7	predictive	predictive	ADJ
dem-4194	128	8	accuracy	accuracy	NOUN
dem-4194	128	9	of	of	ADP
dem-4194	128	10	var	var	NOUN
dem-4194	128	11	measures	measure	NOUN
dem-4194	128	12	67	67	NUM
dem-4194	128	13	where	where	SCONJ
dem-4194	128	14	i	i	PRON
dem-4194	128	15	i	i	PRON
dem-4194	128	16	v	v	VERB
dem-4194	128	17	1	1	NUM
dem-4194	128	18	=	=	NOUN
dem-4194	128	19	α	α	NOUN
dem-4194	128	20	,	,	PUNCT
dem-4194	128	21	1v	1v	NUM
dem-4194	128	22	–	–	PUNCT
dem-4194	128	23	time	time	NOUN
dem-4194	128	24	until	until	ADP
dem-4194	128	25	first	first	ADJ
dem-4194	128	26	failure	failure	NOUN
dem-4194	128	27	,	,	PUNCT
dem-4194	128	28	iv	iv	X
dem-4194	128	29	–	–	PUNCT
dem-4194	128	30	time	time	NOUN
dem-4194	128	31	between	between	ADP
dem-4194	128	32	exception	exception	NOUN
dem-4194	128	33	(	(	PUNCT
dem-4194	128	34	)	)	PUNCT
dem-4194	128	35	1−i	1−i	NUM
dem-4194	128	36	and	and	CCONJ
dem-4194	128	37	exception	exception	NOUN
dem-4194	128	38	i	i	PRON
dem-4194	128	39	for	for	ADP
dem-4194	128	40	2	2	NUM
dem-4194	128	41	,	,	PUNCT
dem-4194	128	42	...	...	PUNCT
dem-4194	128	43	,	,	PUNCT
dem-4194	128	44	i	i	PRON
dem-4194	128	45	n=	n=	ADJ
dem-4194	128	46	.	.	PUNCT
dem-4194	129	1	if	if	SCONJ
dem-4194	129	2	,	,	PUNCT
dem-4194	129	3	in	in	ADP
dem-4194	129	4	above	above	ADP
dem-4194	129	5	tests	test	VERB
dem-4194	129	6	the	the	DET
dem-4194	129	7	null	null	ADJ
dem-4194	129	8	hypothesis	hypothesis	NOUN
dem-4194	129	9	is	be	AUX
dem-4194	129	10	not	not	PART
dem-4194	129	11	rejected	reject	VERB
dem-4194	129	12	,	,	PUNCT
dem-4194	129	13	then	then	ADV
dem-4194	129	14	a	a	DET
dem-4194	129	15	particular	particular	ADJ
dem-4194	129	16	model	model	NOUN
dem-4194	129	17	gives	give	VERB
dem-4194	129	18	accurate	accurate	ADJ
dem-4194	129	19	forecasts	forecast	NOUN
dem-4194	129	20	of	of	ADP
dem-4194	129	21	var	var	NOUN
dem-4194	129	22	.	.	PUNCT
dem-4194	130	1	however	however	ADV
dem-4194	130	2	,	,	PUNCT
dem-4194	130	3	if	if	SCONJ
dem-4194	130	4	more	more	ADJ
dem-4194	130	5	than	than	ADP
dem-4194	130	6	one	one	NUM
dem-4194	130	7	model	model	NOUN
dem-4194	130	8	is	be	AUX
dem-4194	130	9	deemed	deem	VERB
dem-4194	130	10	adequate	adequate	ADJ
dem-4194	130	11	,	,	PUNCT
dem-4194	130	12	we	we	PRON
dem-4194	130	13	can	can	AUX
dem-4194	130	14	not	not	PART
dem-4194	130	15	conclude	conclude	VERB
dem-4194	130	16	which	which	PRON
dem-4194	130	17	of	of	ADP
dem-4194	130	18	var	var	NOUN
dem-4194	130	19	model	model	NOUN
dem-4194	130	20	should	should	AUX
dem-4194	130	21	be	be	AUX
dem-4194	130	22	selected	select	VERB
dem-4194	130	23	.	.	PUNCT
dem-4194	131	1	lopez	lopez	NOUN
dem-4194	131	2	(	(	PUNCT
dem-4194	131	3	1998	1998	NUM
dem-4194	131	4	)	)	PUNCT
dem-4194	131	5	suggested	suggest	VERB
dem-4194	131	6	measuring	measure	VERB
dem-4194	131	7	the	the	DET
dem-4194	131	8	accuracy	accuracy	NOUN
dem-4194	131	9	of	of	ADP
dem-4194	131	10	var	var	NOUN
dem-4194	131	11	forecasts	forecast	NOUN
dem-4194	131	12	on	on	ADP
dem-4194	131	13	the	the	DET
dem-4194	131	14	basis	basis	NOUN
dem-4194	131	15	of	of	ADP
dem-4194	131	16	distance	distance	NOUN
dem-4194	131	17	between	between	ADP
dem-4194	131	18	observed	observe	VERB
dem-4194	131	19	returns	return	NOUN
dem-4194	131	20	and	and	CCONJ
dem-4194	131	21	forecasted	forecast	VERB
dem-4194	131	22	var	var	NOUN
dem-4194	131	23	values	value	NOUN
dem-4194	131	24	.	.	PUNCT
dem-4194	132	1	this	this	DET
dem-4194	132	2	approach	approach	NOUN
dem-4194	132	3	does	do	AUX
dem-4194	132	4	not	not	PART
dem-4194	132	5	give	give	VERB
dem-4194	132	6	any	any	DET
dem-4194	132	7	formal	formal	ADJ
dem-4194	132	8	statistical	statistical	ADJ
dem-4194	132	9	selection	selection	NOUN
dem-4194	132	10	of	of	ADP
dem-4194	132	11	model	model	NOUN
dem-4194	132	12	adequacy	adequacy	NOUN
dem-4194	132	13	but	but	CCONJ
dem-4194	132	14	it	it	PRON
dem-4194	132	15	allows	allow	VERB
dem-4194	132	16	to	to	PART
dem-4194	132	17	rank	rank	VERB
dem-4194	132	18	the	the	DET
dem-4194	132	19	models	model	NOUN
dem-4194	132	20	.	.	PUNCT
dem-4194	133	1	let	let	VERB
dem-4194	133	2	1	1	NUM
dem-4194	133	3	n	n	NOUN
dem-4194	133	4	t	t	NOUN
dem-4194	133	5	t	t	X
dem-4194	134	1	f	f	X
dem-4194	134	2	f	f	PROPN
dem-4194	134	3	=	=	PUNCT
dem-4194	135	1	=	=	NOUN
dem-4194	135	2	∑	∑	PUNCT
dem-4194	135	3	means	mean	VERB
dem-4194	135	4	a	a	DET
dem-4194	135	5	total	total	ADJ
dem-4194	135	6	loss	loss	NOUN
dem-4194	135	7	function	function	NOUN
dem-4194	135	8	.	.	PUNCT
dem-4194	136	1	a	a	DET
dem-4194	136	2	model	model	NOUN
dem-4194	136	3	which	which	PRON
dem-4194	136	4	minimizes	minimize	VERB
dem-4194	136	5	the	the	DET
dem-4194	136	6	total	total	ADJ
dem-4194	136	7	loss	loss	NOUN
dem-4194	136	8	function	function	NOUN
dem-4194	136	9	is	be	AUX
dem-4194	136	10	preferred	prefer	VERB
dem-4194	136	11	over	over	ADP
dem-4194	136	12	the	the	DET
dem-4194	136	13	other	other	ADJ
dem-4194	136	14	models	model	NOUN
dem-4194	136	15	.	.	PUNCT
dem-4194	137	1	in	in	ADP
dem-4194	137	2	the	the	DET
dem-4194	137	3	literature	literature	NOUN
dem-4194	137	4	,	,	PUNCT
dem-4194	137	5	different	different	ADJ
dem-4194	137	6	loss	loss	NOUN
dem-4194	137	7	functions	function	NOUN
dem-4194	137	8	were	be	AUX
dem-4194	137	9	proposed	propose	VERB
dem-4194	137	10	(	(	PUNCT
dem-4194	137	11	see	see	VERB
dem-4194	137	12	lopez	lopez	NOUN
dem-4194	137	13	,	,	PUNCT
dem-4194	137	14	1998	1998	NUM
dem-4194	137	15	,	,	PUNCT
dem-4194	137	16	1999	1999	NUM
dem-4194	137	17	;	;	PUNCT
dem-4194	137	18	blanco	blanco	PROPN
dem-4194	137	19	and	and	CCONJ
dem-4194	137	20	ihle	ihle	ADJ
dem-4194	137	21	,	,	PUNCT
dem-4194	137	22	1998	1998	NUM
dem-4194	137	23	;	;	PUNCT
dem-4194	137	24	sarma	sarma	PROPN
dem-4194	137	25	,	,	PUNCT
dem-4194	137	26	thomas	thomas	PROPN
dem-4194	137	27	and	and	CCONJ
dem-4194	137	28	shah	shah	PROPN
dem-4194	137	29	,	,	PUNCT
dem-4194	137	30	2003	2003	NUM
dem-4194	137	31	,	,	PUNCT
dem-4194	137	32	caporin	caporin	NOUN
dem-4194	137	33	,	,	PUNCT
dem-4194	137	34	2003	2003	NUM
dem-4194	137	35	;	;	PUNCT
dem-4194	137	36	angelidis	angelidi	NOUN
dem-4194	137	37	,	,	PUNCT
dem-4194	137	38	benos	beno	NOUN
dem-4194	137	39	and	and	CCONJ
dem-4194	137	40	degiannakis	degiannaki	NOUN
dem-4194	137	41	,	,	PUNCT
dem-4194	137	42	2004	2004	NUM
dem-4194	137	43	)	)	PUNCT
dem-4194	137	44	.	.	PUNCT
dem-4194	138	1	in	in	ADP
dem-4194	138	2	this	this	DET
dem-4194	138	3	paper	paper	NOUN
dem-4194	138	4	,	,	PUNCT
dem-4194	138	5	the	the	DET
dem-4194	138	6	loss	loss	NOUN
dem-4194	138	7	functions	function	NOUN
dem-4194	138	8	used	use	VERB
dem-4194	138	9	to	to	PART
dem-4194	138	10	compare	compare	VERB
dem-4194	138	11	the	the	DET
dem-4194	138	12	accurate	accurate	ADJ
dem-4194	138	13	var	var	NOUN
dem-4194	138	14	forecasts	forecast	NOUN
dem-4194	138	15	are	be	AUX
dem-4194	138	16	as	as	SCONJ
dem-4194	138	17	follows	follow	VERB
dem-4194	138	18	:	:	PUNCT
dem-4194	138	19	−	−	PROPN
dem-4194	138	20	the	the	DET
dem-4194	138	21	regulatory	regulatory	ADJ
dem-4194	138	22	loss	loss	NOUN
dem-4194	138	23	function	function	NOUN
dem-4194	138	24	–	–	PUNCT
dem-4194	138	25	rl	rl	X
dem-4194	138	26	(	(	PUNCT
dem-4194	138	27	lopez	lopez	NOUN
dem-4194	138	28	,	,	PUNCT
dem-4194	138	29	1999)7	1999)7	NUM
dem-4194	138	30	:	:	PUNCT
dem-4194	138	31	(	(	PUNCT
dem-4194	138	32	)	)	PUNCT
dem-4194	138	33	1	1	NUM
dem-4194	138	34	,	,	PUNCT
dem-4194	138	35	21	21	NUM
dem-4194	138	36	1	1	NUM
dem-4194	138	37	,	,	PUNCT
dem-4194	138	38	1	1	NUM
dem-4194	138	39	,	,	PUNCT
dem-4194	138	40	0	0	NUM
dem-4194	138	41	var	var	NOUN
dem-4194	138	42	,	,	PUNCT
dem-4194	138	43	1	1	NUM
dem-4194	138	44	var	var	NOUN
dem-4194	138	45	var	var	NOUN
dem-4194	138	46	.	.	PUNCT
dem-4194	139	1	t	t	PROPN
dem-4194	139	2	r	r	NOUN
dem-4194	139	3	t	t	PROPN
dem-4194	139	4	t	t	NOUN
dem-4194	139	5	t	t	NOUN
dem-4194	139	6	r	r	NOUN
dem-4194	139	7	t	t	PROPN
dem-4194	139	8	t	t	NOUN
dem-4194	139	9	r	r	NOUN
dem-4194	139	10	t	t	NOUN
dem-4194	139	11	r	r	NOUN
dem-4194	139	12	f	f	NOUN
dem-4194	139	13	r	r	NOUN
dem-4194	139	14	r	r	NOUN
dem-4194	139	15	+	+	NOUN
dem-4194	139	16	+	+	PUNCT
dem-4194	139	17	+	+	PUNCT
dem-4194	139	18	+	+	CCONJ
dem-4194	139	19	>	>	X
dem-4194	139	20	−⎧⎪=	−⎧⎪=	X
dem-4194	140	1	⎨	⎨	PROPN
dem-4194	141	1	+	+	PUNCT
dem-4194	141	2	+	+	CCONJ
dem-4194	141	3	≤	≤	ADJ
dem-4194	141	4	−⎪⎩	−⎪⎩	NOUN
dem-4194	141	5	(	(	PUNCT
dem-4194	141	6	15	15	NUM
dem-4194	141	7	)	)	PUNCT
dem-4194	141	8	−	−	NOUN
dem-4194	141	9	the	the	DET
dem-4194	141	10	firm	firm	NOUN
dem-4194	141	11	’s	’s	PART
dem-4194	141	12	loss	loss	NOUN
dem-4194	141	13	function	function	NOUN
dem-4194	141	14	–	–	PUNCT
dem-4194	141	15	fl	fl	PROPN
dem-4194	141	16	(	(	PUNCT
dem-4194	141	17	sarma	sarma	PROPN
dem-4194	141	18	,	,	PUNCT
dem-4194	141	19	thomas	thomas	PROPN
dem-4194	141	20	,	,	PUNCT
dem-4194	141	21	shah	shah	NOUN
dem-4194	141	22	,	,	PUNCT
dem-4194	141	23	2003	2003	NUM
dem-4194	141	24	)	)	PUNCT
dem-4194	141	25	:	:	PUNCT
dem-4194	141	26	(	(	PUNCT
dem-4194	141	27	)	)	PUNCT
dem-4194	141	28	,	,	PUNCT
dem-4194	141	29	1	1	NUM
dem-4194	141	30	,	,	PUNCT
dem-4194	141	31	21	21	NUM
dem-4194	141	32	1	1	NUM
dem-4194	141	33	,	,	PUNCT
dem-4194	141	34	1	1	NUM
dem-4194	141	35	,	,	PUNCT
dem-4194	141	36	var	var	NOUN
dem-4194	141	37	var	var	NOUN
dem-4194	141	38	,	,	PUNCT
dem-4194	141	39	1	1	NUM
dem-4194	141	40	var	var	NOUN
dem-4194	141	41	var	var	NOUN
dem-4194	141	42	.	.	PUNCT
dem-4194	142	1	r	r	NOUN
dem-4194	142	2	t	t	PROPN
dem-4194	142	3	t	t	NOUN
dem-4194	142	4	r	r	NOUN
dem-4194	142	5	t	t	PROPN
dem-4194	142	6	t	t	NOUN
dem-4194	142	7	t	t	NOUN
dem-4194	142	8	r	r	NOUN
dem-4194	142	9	t	t	PROPN
dem-4194	142	10	t	t	NOUN
dem-4194	142	11	r	r	NOUN
dem-4194	142	12	t	t	NOUN
dem-4194	142	13	c	c	NOUN
dem-4194	142	14	r	r	NOUN
dem-4194	142	15	f	f	NOUN
dem-4194	142	16	r	r	NOUN
dem-4194	142	17	r	r	NOUN
dem-4194	142	18	+	+	NOUN
dem-4194	142	19	+	+	PUNCT
dem-4194	142	20	+	+	PUNCT
dem-4194	142	21	+	+	CCONJ
dem-4194	142	22	>	>	X
dem-4194	142	23	−⎧⎪=	−⎧⎪=	X
dem-4194	143	1	⎨	⎨	PROPN
dem-4194	144	1	+	+	PUNCT
dem-4194	144	2	+	+	CCONJ
dem-4194	144	3	≤	≤	ADJ
dem-4194	144	4	−⎪⎩	−⎪⎩	NOUN
dem-4194	144	5	(	(	PUNCT
dem-4194	144	6	16	16	NUM
dem-4194	144	7	)	)	PUNCT
dem-4194	144	8	where	where	SCONJ
dem-4194	144	9	c	c	NOUN
dem-4194	144	10	is	be	AUX
dem-4194	144	11	a	a	DET
dem-4194	144	12	measure	measure	NOUN
dem-4194	144	13	of	of	ADP
dem-4194	144	14	cost	cost	NOUN
dem-4194	144	15	of	of	ADP
dem-4194	144	16	capital	capital	NOUN
dem-4194	144	17	opportunity	opportunity	NOUN
dem-4194	144	18	.	.	PUNCT
dem-4194	145	1	sarma	sarma	PROPN
dem-4194	145	2	,	,	PUNCT
dem-4194	145	3	thomas	thomas	PROPN
dem-4194	145	4	and	and	CCONJ
dem-4194	145	5	shah	shah	PROPN
dem-4194	145	6	(	(	PUNCT
dem-4194	145	7	2003	2003	NUM
dem-4194	145	8	)	)	PUNCT
dem-4194	145	9	proposed	propose	VERB
dem-4194	145	10	testing	testing	NOUN
dem-4194	145	11	for	for	ADP
dem-4194	145	12	superiority	superiority	NOUN
dem-4194	145	13	of	of	ADP
dem-4194	145	14	a	a	DET
dem-4194	145	15	model	model	NOUN
dem-4194	145	16	vis	vis	X
dem-4194	145	17	-	-	NOUN
dem-4194	145	18	á	á	X
dem-4194	145	19	-	-	PUNCT
dem-4194	145	20	vis	vis	X
dem-4194	145	21	another	another	PRON
dem-4194	145	22	in	in	ADP
dem-4194	145	23	terms	term	NOUN
dem-4194	145	24	of	of	ADP
dem-4194	145	25	the	the	DET
dem-4194	145	26	loss	loss	NOUN
dem-4194	145	27	function	function	NOUN
dem-4194	145	28	.	.	PUNCT
dem-4194	146	1	they	they	PRON
dem-4194	146	2	suggested	suggest	VERB
dem-4194	146	3	a	a	DET
dem-4194	146	4	two	two	NUM
dem-4194	146	5	-	-	PUNCT
dem-4194	146	6	stage	stage	NOUN
dem-4194	146	7	var	var	NOUN
dem-4194	146	8	model	model	NOUN
dem-4194	146	9	selection	selection	NOUN
dem-4194	146	10	procedure	procedure	NOUN
dem-4194	146	11	.	.	PUNCT
dem-4194	147	1	the	the	DET
dem-4194	147	2	first	first	ADJ
dem-4194	147	3	stage	stage	NOUN
dem-4194	147	4	consists	consist	VERB
dem-4194	147	5	in	in	ADP
dem-4194	147	6	testing	test	VERB
dem-4194	147	7	the	the	DET
dem-4194	147	8	statistical	statistical	ADJ
dem-4194	147	9	accuracy	accuracy	NOUN
dem-4194	147	10	for	for	ADP
dem-4194	147	11	the	the	DET
dem-4194	147	12	competing	compete	VERB
dem-4194	147	13	var	var	NOUN
dem-4194	147	14	models	model	NOUN
dem-4194	147	15	.	.	PUNCT
dem-4194	148	1	in	in	ADP
dem-4194	148	2	the	the	DET
dem-4194	148	3	second	second	ADJ
dem-4194	148	4	stage	stage	NOUN
dem-4194	148	5	of	of	ADP
dem-4194	148	6	the	the	DET
dem-4194	148	7	var	var	NOUN
dem-4194	148	8	model	model	NOUN
dem-4194	148	9	selection	selection	NOUN
dem-4194	148	10	procedure	procedure	NOUN
dem-4194	148	11	,	,	PUNCT
dem-4194	148	12	the	the	DET
dem-4194	148	13	firm	firm	NOUN
dem-4194	148	14	’s	’s	PART
dem-4194	148	15	loss	loss	NOUN
dem-4194	148	16	function	function	NOUN
dem-4194	148	17	is	be	AUX
dem-4194	148	18	used	use	VERB
dem-4194	148	19	to	to	PART
dem-4194	148	20	evaluate	evaluate	VERB
dem-4194	148	21	statistically	statistically	ADJ
dem-4194	148	22	var	var	NOUN
dem-4194	148	23	models8	models8	NOUN
dem-4194	148	24	.	.	PUNCT
dem-4194	149	1	7	7	NUM
dem-4194	149	2	this	this	DET
dem-4194	149	3	name	name	NOUN
dem-4194	149	4	comes	come	VERB
dem-4194	149	5	from	from	ADP
dem-4194	149	6	sarma	sarma	PROPN
dem-4194	149	7	,	,	PUNCT
dem-4194	149	8	thomas	thomas	PROPN
dem-4194	149	9	and	and	CCONJ
dem-4194	149	10	shah	shah	PROPN
dem-4194	149	11	(	(	PUNCT
dem-4194	149	12	2003	2003	NUM
dem-4194	149	13	)	)	PUNCT
dem-4194	149	14	who	who	PRON
dem-4194	149	15	explain	explain	VERB
dem-4194	149	16	that	that	SCONJ
dem-4194	149	17	(	(	PUNCT
dem-4194	149	18	16	16	NUM
dem-4194	149	19	)	)	PUNCT
dem-4194	149	20	is	be	AUX
dem-4194	149	21	able	able	ADJ
dem-4194	149	22	to	to	PART
dem-4194	149	23	express	express	VERB
dem-4194	149	24	the	the	DET
dem-4194	149	25	regulatory	regulatory	ADJ
dem-4194	149	26	concerns	concern	NOUN
dem-4194	149	27	in	in	ADP
dem-4194	149	28	model	model	NOUN
dem-4194	149	29	evaluation	evaluation	NOUN
dem-4194	149	30	.	.	PUNCT
dem-4194	150	1	however	however	ADV
dem-4194	150	2	,	,	PUNCT
dem-4194	150	3	no	no	DET
dem-4194	150	4	score	score	NOUN
dem-4194	150	5	is	be	AUX
dem-4194	150	6	attached	attach	VERB
dem-4194	150	7	in	in	ADP
dem-4194	150	8	case	case	NOUN
dem-4194	150	9	if	if	SCONJ
dem-4194	150	10	exception	exception	NOUN
dem-4194	150	11	does	do	AUX
dem-4194	150	12	not	not	PART
dem-4194	150	13	occur	occur	VERB
dem-4194	150	14	.	.	PUNCT
dem-4194	151	1	8	8	NUM
dem-4194	151	2	only	only	ADV
dem-4194	151	3	that	that	DET
dem-4194	151	4	var	var	NOUN
dem-4194	151	5	model	model	NOUN
dem-4194	151	6	for	for	ADP
dem-4194	151	7	which	which	PRON
dem-4194	151	8	the	the	DET
dem-4194	151	9	average	average	ADJ
dem-4194	151	10	number	number	NOUN
dem-4194	151	11	of	of	ADP
dem-4194	151	12	failures	failure	NOUN
dem-4194	151	13	was	be	AUX
dem-4194	151	14	equal	equal	ADJ
dem-4194	151	15	to	to	ADP
dem-4194	151	16	the	the	DET
dem-4194	151	17	expected	expect	VERB
dem-4194	151	18	and	and	CCONJ
dem-4194	151	19	these	these	DET
dem-4194	151	20	failures	failure	NOUN
dem-4194	151	21	are	be	AUX
dem-4194	151	22	independently	independently	ADV
dem-4194	151	23	distributed	distribute	VERB
dem-4194	151	24	is	be	AUX
dem-4194	151	25	included	include	VERB
dem-4194	151	26	in	in	ADP
dem-4194	151	27	the	the	DET
dem-4194	151	28	second	second	ADJ
dem-4194	151	29	stage	stage	NOUN
dem-4194	151	30	.	.	PUNCT
dem-4194	152	1	joanna	joanna	PROPN
dem-4194	152	2	górka	górka	PROPN
dem-4194	152	3	68	68	NUM
dem-4194	152	4	consider	consider	VERB
dem-4194	152	5	two	two	NUM
dem-4194	152	6	var	var	NOUN
dem-4194	152	7	models	model	NOUN
dem-4194	152	8	,	,	PUNCT
dem-4194	152	9	i	i	PRON
dem-4194	152	10	and	and	CCONJ
dem-4194	152	11	j.	j.	PROPN
dem-4194	152	12	the	the	DET
dem-4194	152	13	hypotheses	hypothesis	NOUN
dem-4194	152	14	are	be	AUX
dem-4194	152	15	:	:	PUNCT
dem-4194	152	16	0	0	NUM
dem-4194	152	17	1	1	NUM
dem-4194	152	18	:	:	SYM
dem-4194	152	19	0	0	NUM
dem-4194	152	20	.	.	PUNCT
dem-4194	153	1	:	:	PUNCT
dem-4194	153	2	0h	0h	X
dem-4194	153	3	vs	vs	ADP
dem-4194	153	4	hθ	hθ	PROPN
dem-4194	153	5	θ=	θ=	PROPN
dem-4194	153	6	<	<	X
dem-4194	153	7	,	,	PUNCT
dem-4194	153	8	where	where	SCONJ
dem-4194	153	9	θ	θ	PROPN
dem-4194	153	10	is	be	AUX
dem-4194	153	11	the	the	DET
dem-4194	153	12	median	median	NOUN
dem-4194	153	13	of	of	ADP
dem-4194	153	14	the	the	DET
dem-4194	153	15	distribution	distribution	NOUN
dem-4194	153	16	of	of	ADP
dem-4194	153	17	,	,	PUNCT
dem-4194	153	18	,	,	PUNCT
dem-4194	153	19	t	t	PROPN
dem-4194	154	1	i	i	PRON
dem-4194	154	2	t	t	PROPN
dem-4194	154	3	j	j	PROPN
dem-4194	155	1	tz	tz	PROPN
dem-4194	155	2	f	f	PROPN
dem-4194	155	3	f=	f=	ADV
dem-4194	155	4	−	−	PROPN
dem-4194	155	5	,	,	PUNCT
dem-4194	155	6	where	where	SCONJ
dem-4194	155	7	,	,	PUNCT
dem-4194	155	8	i	i	PRON
dem-4194	155	9	tf	tf	INTJ
dem-4194	156	1	and	and	CCONJ
dem-4194	156	2	,	,	PUNCT
dem-4194	156	3	j	j	PROPN
dem-4194	156	4	tf	tf	PROPN
dem-4194	156	5	are	be	AUX
dem-4194	156	6	the	the	DET
dem-4194	156	7	values	value	NOUN
dem-4194	156	8	of	of	ADP
dem-4194	156	9	loss	loss	NOUN
dem-4194	156	10	function	function	NOUN
dem-4194	156	11	generated	generate	VERB
dem-4194	156	12	by	by	ADP
dem-4194	156	13	model	model	NOUN
dem-4194	156	14	i	i	PROPN
dem-4194	156	15	and	and	CCONJ
dem-4194	156	16	model	model	VERB
dem-4194	156	17	j	j	PROPN
dem-4194	156	18	respectively	respectively	ADV
dem-4194	156	19	.	.	PUNCT
dem-4194	157	1	negative	negative	ADJ
dem-4194	157	2	values	value	NOUN
dem-4194	157	3	of	of	ADP
dem-4194	157	4	tz	tz	NOUN
dem-4194	157	5	indicate	indicate	VERB
dem-4194	157	6	a	a	DET
dem-4194	157	7	superiority	superiority	NOUN
dem-4194	157	8	of	of	ADP
dem-4194	157	9	model	model	NOUN
dem-4194	157	10	i	i	PROPN
dem-4194	157	11	over	over	ADP
dem-4194	157	12	j.	j.	PROPN
dem-4194	157	13	the	the	DET
dem-4194	157	14	testing	testing	NOUN
dem-4194	157	15	procedure	procedure	NOUN
dem-4194	157	16	is	be	AUX
dem-4194	157	17	as	as	SCONJ
dem-4194	157	18	follows	follow	VERB
dem-4194	157	19	:	:	PUNCT
dem-4194	157	20	1	1	X
dem-4194	157	21	.	.	X
dem-4194	157	22	define	define	VERB
dem-4194	157	23	an	an	DET
dem-4194	157	24	indicator	indicator	NOUN
dem-4194	157	25	variable	variable	NOUN
dem-4194	157	26	(	(	PUNCT
dem-4194	157	27	)	)	PUNCT
dem-4194	158	1	0	0	NUM
dem-4194	158	2	t	t	NOUN
dem-4194	158	3	tzψ	tzψ	NOUN
dem-4194	158	4	=	=	PUNCT
dem-4194	159	1	≥1	≥1	NOUN
dem-4194	159	2	and	and	CCONJ
dem-4194	159	3	the	the	DET
dem-4194	159	4	number	number	NOUN
dem-4194	159	5	of	of	ADP
dem-4194	159	6	non	non	ADJ
dem-4194	159	7	-	-	ADJ
dem-4194	159	8	negative	negative	ADJ
dem-4194	159	9	tz	tz	PROPN
dem-4194	159	10	’s	’s	X
dem-4194	159	11	,	,	PUNCT
dem-4194	159	12	as	as	ADP
dem-4194	159	13	1	1	NUM
dem-4194	159	14	t	t	NOUN
dem-4194	159	15	n	n	NUM
dem-4194	159	16	ij	ij	INTJ
dem-4194	159	17	t	t	PROPN
dem-4194	159	18	t	t	PROPN
dem-4194	159	19	t	t	PROPN
dem-4194	159	20	s	s	PART
dem-4194	159	21	ψ	ψ	NOUN
dem-4194	159	22	+	+	X
dem-4194	159	23	=	=	SYM
dem-4194	160	1	+	+	NUM
dem-4194	160	2	=	=	PUNCT
dem-4194	160	3	∑	∑	PROPN
dem-4194	160	4	.	.	PUNCT
dem-4194	161	1	2	2	X
dem-4194	161	2	.	.	X
dem-4194	161	3	calculate	calculate	VERB
dem-4194	161	4	the	the	DET
dem-4194	161	5	statistics	statistic	NOUN
dem-4194	161	6	as	as	ADP
dem-4194	161	7	:	:	PUNCT
dem-4194	161	8	(	(	PUNCT
dem-4194	161	9	)	)	PUNCT
dem-4194	161	10	0.5	0.5	NUM
dem-4194	161	11	~	~	SYM
dem-4194	161	12	0,1	0,1	NUM
dem-4194	161	13	0.25	0.25	NUM
dem-4194	161	14	ij	ij	NOUN
dem-4194	161	15	ij	ij	INTJ
dem-4194	161	16	s	s	VERB
dem-4194	161	17	n	n	PRON
dem-4194	161	18	sts	st	VERB
dem-4194	161	19	n	n	CCONJ
dem-4194	161	20	n	n	ADV
dem-4194	161	21	−	−	NOUN
dem-4194	161	22	=	=	SYM
dem-4194	161	23	asymptotically	asymptotically	ADV
dem-4194	161	24	,	,	PUNCT
dem-4194	161	25	(	(	PUNCT
dem-4194	161	26	17	17	NUM
dem-4194	161	27	)	)	PUNCT
dem-4194	161	28	ijsts	ijst	NOUN
dem-4194	161	29	is	be	AUX
dem-4194	161	30	based	base	VERB
dem-4194	161	31	on	on	ADP
dem-4194	161	32	assuming	assume	VERB
dem-4194	161	33	that	that	SCONJ
dem-4194	161	34	the	the	DET
dem-4194	161	35	tz	tz	NOUN
dem-4194	161	36	is	be	AUX
dem-4194	161	37	iid9	iid9	ADJ
dem-4194	161	38	.	.	PUNCT
dem-4194	162	1	alternatively	alternatively	ADV
dem-4194	162	2	,	,	PUNCT
dem-4194	162	3	we	we	PRON
dem-4194	162	4	can	can	AUX
dem-4194	162	5	compare	compare	VERB
dem-4194	162	6	competing	compete	VERB
dem-4194	162	7	var	var	NOUN
dem-4194	162	8	models	model	NOUN
dem-4194	162	9	using	use	VERB
dem-4194	162	10	the	the	DET
dem-4194	162	11	predictive	predictive	ADJ
dem-4194	162	12	quantile	quantile	ADJ
dem-4194	162	13	loss	loss	NOUN
dem-4194	162	14	function	function	NOUN
dem-4194	162	15	(	(	PUNCT
dem-4194	162	16	see	see	VERB
dem-4194	162	17	giacomini	giacomini	NOUN
dem-4194	162	18	and	and	CCONJ
dem-4194	162	19	komunjer	komunjer	PROPN
dem-4194	162	20	,	,	PUNCT
dem-4194	162	21	2005	2005	NUM
dem-4194	162	22	;	;	PUNCT
dem-4194	162	23	bao	bao	PROPN
dem-4194	162	24	et	et	PROPN
dem-4194	162	25	al	al	PROPN
dem-4194	162	26	.	.	PROPN
dem-4194	162	27	,	,	PUNCT
dem-4194	162	28	2006	2006	NUM
dem-4194	162	29	)	)	PUNCT
dem-4194	162	30	.	.	PUNCT
dem-4194	163	1	the	the	DET
dem-4194	163	2	expected	expect	VERB
dem-4194	163	3	loss	loss	NOUN
dem-4194	163	4	function	function	NOUN
dem-4194	163	5	is	be	AUX
dem-4194	163	6	given	give	VERB
dem-4194	163	7	by	by	ADP
dem-4194	163	8	:	:	PUNCT
dem-4194	163	9	(	(	PUNCT
dem-4194	163	10	)	)	PUNCT
dem-4194	163	11	(	(	PUNCT
dem-4194	163	12	)	)	PUNCT
dem-4194	163	13	1	1	NUM
dem-4194	163	14	1	1	NUM
dem-4194	163	15	1	1	NUM
dem-4194	163	16	var	var	NOUN
dem-4194	163	17	var	var	NOUN
dem-4194	163	18	n	n	ADV
dem-4194	164	1	i	i	PRON
dem-4194	165	1	i	i	PRON
dem-4194	166	1	i	i	PRON
dem-4194	167	1	i	i	PRON
dem-4194	168	1	i	i	PRON
dem-4194	168	2	q	q	VERB
dem-4194	169	1	r	r	NOUN
dem-4194	169	2	r	r	NOUN
dem-4194	169	3	nα	nα	NOUN
dem-4194	169	4	α	α	NOUN
dem-4194	169	5	=	=	PUNCT
dem-4194	170	1	⎡	⎡	NOUN
dem-4194	170	2	⎤=	⎤=	PUNCT
dem-4194	170	3	−	−	NOUN
dem-4194	170	4	<	<	X
dem-4194	170	5	−	−	X
dem-4194	170	6	+	+	ADJ
dem-4194	170	7	⎣	⎣	ADJ
dem-4194	170	8	⎦∑	⎦∑	NOUN
dem-4194	170	9	.	.	PUNCT
dem-4194	171	1	(	(	PUNCT
dem-4194	171	2	18	18	NUM
dem-4194	171	3	)	)	PUNCT
dem-4194	171	4	the	the	DET
dem-4194	171	5	selected	select	VERB
dem-4194	171	6	model	model	NOUN
dem-4194	171	7	is	be	AUX
dem-4194	171	8	the	the	DET
dem-4194	171	9	var	var	PROPN
dem-4194	171	10	model	model	NOUN
dem-4194	171	11	which	which	PRON
dem-4194	171	12	has	have	VERB
dem-4194	171	13	the	the	DET
dem-4194	171	14	minimum	minimum	NOUN
dem-4194	171	15	of	of	ADP
dem-4194	171	16	qα	qα	PROPN
dem-4194	171	17	.	.	PUNCT
dem-4194	172	1	4	4	X
dem-4194	172	2	.	.	X
dem-4194	172	3	empirical	empirical	ADJ
dem-4194	172	4	application	application	NOUN
dem-4194	172	5	the	the	DET
dem-4194	172	6	data	datum	NOUN
dem-4194	172	7	used	use	VERB
dem-4194	172	8	in	in	ADP
dem-4194	172	9	the	the	DET
dem-4194	172	10	empirical	empirical	ADJ
dem-4194	172	11	application	application	NOUN
dem-4194	172	12	are	be	AUX
dem-4194	172	13	daily	daily	ADJ
dem-4194	172	14	prices	price	NOUN
dem-4194	172	15	of	of	ADP
dem-4194	172	16	twenty	twenty	NUM
dem-4194	172	17	polish	polish	ADJ
dem-4194	172	18	firms	firm	NOUN
dem-4194	172	19	’	'	PUNCT
dem-4194	172	20	shares	share	NOUN
dem-4194	172	21	from	from	ADP
dem-4194	172	22	the	the	DET
dem-4194	172	23	wig20	wig20	PROPN
dem-4194	172	24	portfolio	portfolio	NOUN
dem-4194	172	25	on	on	ADP
dem-4194	172	26	the	the	DET
dem-4194	172	27	warsaw	warsaw	PROPN
dem-4194	172	28	stock	stock	PROPN
dem-4194	172	29	exchange	exchange	PROPN
dem-4194	172	30	(	(	PUNCT
dem-4194	172	31	wse	wse	PROPN
dem-4194	172	32	)	)	PUNCT
dem-4194	172	33	.	.	PUNCT
dem-4194	173	1	the	the	DET
dem-4194	173	2	data	datum	NOUN
dem-4194	173	3	were	be	AUX
dem-4194	173	4	obtained	obtain	VERB
dem-4194	173	5	from	from	ADP
dem-4194	173	6	bossa.pl	bossa.pl	PRON
dem-4194	173	7	for	for	ADP
dem-4194	173	8	the	the	DET
dem-4194	173	9	period	period	NOUN
dem-4194	173	10	from	from	ADP
dem-4194	173	11	23	23	NUM
dem-4194	173	12	-	-	PUNCT
dem-4194	173	13	rd	rd	NOUN
dem-4194	173	14	september	september	PROPN
dem-4194	173	15	2005	2005	NUM
dem-4194	173	16	to	to	ADP
dem-4194	173	17	18	18	NUM
dem-4194	173	18	-	-	PUNCT
dem-4194	173	19	th	th	NUM
dem-4194	173	20	february	february	NOUN
dem-4194	173	21	2009	2009	NUM
dem-4194	173	22	,	,	PUNCT
dem-4194	173	23	which	which	PRON
dem-4194	173	24	yields	yield	VERB
dem-4194	173	25	852	852	NUM
dem-4194	173	26	observations	observation	NOUN
dem-4194	173	27	.	.	PUNCT
dem-4194	174	1	however	however	ADV
dem-4194	174	2	,	,	PUNCT
dem-4194	174	3	one	one	NUM
dem-4194	174	4	of	of	ADP
dem-4194	174	5	shares	share	NOUN
dem-4194	174	6	was	be	AUX
dem-4194	174	7	excluded	exclude	VERB
dem-4194	174	8	because	because	SCONJ
dem-4194	174	9	it	it	PRON
dem-4194	174	10	was	be	AUX
dem-4194	174	11	not	not	PART
dem-4194	174	12	quoted	quote	VERB
dem-4194	174	13	on	on	ADP
dem-4194	174	14	23	23	NUM
dem-4194	174	15	september	september	PROPN
dem-4194	174	16	2005	2005	NUM
dem-4194	174	17	.	.	PUNCT
dem-4194	175	1	to	to	PART
dem-4194	175	2	analyze	analyze	VERB
dem-4194	175	3	daily	daily	ADJ
dem-4194	175	4	percentage	percentage	NOUN
dem-4194	175	5	log	log	NOUN
dem-4194	175	6	returns	return	NOUN
dem-4194	175	7	of	of	ADP
dem-4194	175	8	each	each	DET
dem-4194	175	9	share	share	NOUN
dem-4194	175	10	were	be	AUX
dem-4194	175	11	used	use	VERB
dem-4194	175	12	.	.	PUNCT
dem-4194	176	1	this	this	DET
dem-4194	176	2	empirical	empirical	ADJ
dem-4194	176	3	study	study	NOUN
dem-4194	176	4	was	be	AUX
dem-4194	176	5	composed	compose	VERB
dem-4194	176	6	of	of	ADP
dem-4194	176	7	two	two	NUM
dem-4194	176	8	parts	part	NOUN
dem-4194	176	9	.	.	PUNCT
dem-4194	177	1	the	the	DET
dem-4194	177	2	first	first	ADJ
dem-4194	177	3	part	part	NOUN
dem-4194	177	4	(	(	PUNCT
dem-4194	177	5	analysis	analysis	NOUN
dem-4194	177	6	i	i	NOUN
dem-4194	177	7	)	)	PUNCT
dem-4194	177	8	was	be	AUX
dem-4194	177	9	carried	carry	VERB
dem-4194	177	10	out	out	ADP
dem-4194	177	11	with	with	ADP
dem-4194	177	12	regard	regard	NOUN
dem-4194	177	13	to	to	ADP
dem-4194	177	14	all	all	DET
dem-4194	177	15	of	of	ADP
dem-4194	177	16	twenty	twenty	NUM
dem-4194	177	17	shares	share	NOUN
dem-4194	177	18	from	from	ADP
dem-4194	177	19	wse	wse	PROPN
dem-4194	177	20	.	.	PUNCT
dem-4194	178	1	the	the	DET
dem-4194	178	2	research	research	NOUN
dem-4194	178	3	procedure	procedure	NOUN
dem-4194	178	4	was	be	AUX
dem-4194	178	5	the	the	DET
dem-4194	178	6	following	following	NOUN
dem-4194	178	7	:	:	PUNCT
dem-4194	178	8	1	1	X
dem-4194	178	9	.	.	X
dem-4194	179	1	for	for	ADP
dem-4194	179	2	the	the	DET
dem-4194	179	3	first	first	ADJ
dem-4194	179	4	500	500	NUM
dem-4194	179	5	observations	observation	NOUN
dem-4194	179	6	of	of	ADP
dem-4194	179	7	each	each	DET
dem-4194	179	8	returns	return	NOUN
dem-4194	179	9	series	series	VERB
dem-4194	179	10	the	the	DET
dem-4194	179	11	descriptive	descriptive	ADJ
dem-4194	179	12	statistics	statistic	NOUN
dem-4194	179	13	and	and	CCONJ
dem-4194	179	14	some	some	DET
dem-4194	179	15	tests	test	NOUN
dem-4194	179	16	were	be	AUX
dem-4194	179	17	calculated	calculate	VERB
dem-4194	179	18	.	.	PUNCT
dem-4194	180	1	next	next	ADV
dem-4194	180	2	,	,	PUNCT
dem-4194	180	3	returns	return	NOUN
dem-4194	180	4	series	series	NOUN
dem-4194	180	5	with	with	ADP
dem-4194	180	6	9	9	NUM
dem-4194	180	7	for	for	ADP
dem-4194	180	8	details	detail	NOUN
dem-4194	180	9	on	on	ADP
dem-4194	180	10	the	the	DET
dem-4194	180	11	sign	sign	NOUN
dem-4194	180	12	test	test	NOUN
dem-4194	180	13	see	see	AUX
dem-4194	180	14	diebold	diebold	VERB
dem-4194	180	15	and	and	CCONJ
dem-4194	180	16	mariano	mariano	PROPN
dem-4194	180	17	(	(	PUNCT
dem-4194	180	18	1995	1995	NUM
dem-4194	180	19	)	)	PUNCT
dem-4194	180	20	.	.	PUNCT
dem-4194	181	1	the	the	DET
dem-4194	181	2	sign	sign	NOUN
dem-4194	181	3	rca	rca	NOUN
dem-4194	181	4	models	model	NOUN
dem-4194	181	5	:	:	PUNCT
dem-4194	181	6	comparing	compare	VERB
dem-4194	181	7	predictive	predictive	ADJ
dem-4194	181	8	accuracy	accuracy	NOUN
dem-4194	181	9	of	of	ADP
dem-4194	181	10	var	var	NOUN
dem-4194	181	11	measures	measure	VERB
dem-4194	181	12	69	69	NUM
dem-4194	181	13	autocorrelation	autocorrelation	NOUN
dem-4194	181	14	and	and	CCONJ
dem-4194	181	15	kurtosis	kurtosis	VERB
dem-4194	181	16	bigger	big	ADJ
dem-4194	181	17	than	than	ADP
dem-4194	181	18	for	for	ADP
dem-4194	181	19	normal	normal	ADJ
dem-4194	181	20	distribution	distribution	NOUN
dem-4194	181	21	were	be	AUX
dem-4194	181	22	chosen10	chosen10	NOUN
dem-4194	181	23	.	.	PUNCT
dem-4194	182	1	2	2	X
dem-4194	182	2	.	.	X
dem-4194	182	3	parameters	parameter	NOUN
dem-4194	182	4	of	of	ADP
dem-4194	182	5	six	six	NUM
dem-4194	182	6	models	model	NOUN
dem-4194	182	7	from	from	ADP
dem-4194	182	8	the	the	DET
dem-4194	182	9	family	family	NOUN
dem-4194	182	10	of	of	ADP
dem-4194	182	11	sign	sign	PROPN
dem-4194	182	12	rca	rca	PROPN
dem-4194	182	13	were	be	AUX
dem-4194	182	14	estimated	estimate	VERB
dem-4194	182	15	for	for	ADP
dem-4194	182	16	the	the	DET
dem-4194	182	17	first	first	ADJ
dem-4194	182	18	500	500	NUM
dem-4194	182	19	observations	observation	NOUN
dem-4194	182	20	of	of	ADP
dem-4194	182	21	time	time	NOUN
dem-4194	182	22	series	series	PROPN
dem-4194	182	23	selected	select	VERB
dem-4194	182	24	in	in	ADP
dem-4194	182	25	step	step	NOUN
dem-4194	182	26	one	one	NUM
dem-4194	182	27	.	.	PUNCT
dem-4194	183	1	next	next	ADV
dem-4194	183	2	,	,	PUNCT
dem-4194	183	3	only	only	ADJ
dem-4194	183	4	models	model	NOUN
dem-4194	183	5	with	with	ADP
dem-4194	183	6	statistically	statistically	ADV
dem-4194	183	7	significant	significant	ADJ
dem-4194	183	8	parameters	parameter	NOUN
dem-4194	183	9	were	be	AUX
dem-4194	183	10	used	use	VERB
dem-4194	183	11	.	.	PUNCT
dem-4194	184	1	3	3	X
dem-4194	184	2	.	.	X
dem-4194	184	3	the	the	DET
dem-4194	184	4	estimation	estimation	NOUN
dem-4194	184	5	of	of	ADP
dem-4194	184	6	parameters	parameter	NOUN
dem-4194	184	7	for	for	ADP
dem-4194	184	8	models	model	NOUN
dem-4194	184	9	selected	select	VERB
dem-4194	184	10	in	in	ADP
dem-4194	184	11	step	step	NOUN
dem-4194	184	12	2	2	NUM
dem-4194	184	13	was	be	AUX
dem-4194	184	14	performed	perform	VERB
dem-4194	184	15	for	for	ADP
dem-4194	184	16	rolling	rolling	ADJ
dem-4194	184	17	window	window	NOUN
dem-4194	184	18	of	of	ADP
dem-4194	184	19	100	100	NUM
dem-4194	184	20	,	,	PUNCT
dem-4194	184	21	150	150	NUM
dem-4194	184	22	,	,	PUNCT
dem-4194	184	23	200	200	NUM
dem-4194	184	24	,	,	PUNCT
dem-4194	184	25	250	250	NUM
dem-4194	184	26	,	,	PUNCT
dem-4194	184	27	300	300	NUM
dem-4194	184	28	,	,	PUNCT
dem-4194	184	29	400	400	NUM
dem-4194	184	30	,	,	PUNCT
dem-4194	184	31	500	500	NUM
dem-4194	184	32	observations	observation	NOUN
dem-4194	184	33	.	.	PUNCT
dem-4194	185	1	in	in	ADP
dem-4194	185	2	the	the	DET
dem-4194	185	3	same	same	ADJ
dem-4194	185	4	way	way	NOUN
dem-4194	185	5	the	the	DET
dem-4194	185	6	estimation	estimation	NOUN
dem-4194	185	7	of	of	ADP
dem-4194	185	8	ar(1)-garch(1,1	ar(1)-garch(1,1	PROPN
dem-4194	185	9	)	)	PUNCT
dem-4194	185	10	models	model	NOUN
dem-4194	185	11	was	be	AUX
dem-4194	185	12	obtained	obtain	VERB
dem-4194	185	13	.	.	PUNCT
dem-4194	186	1	4	4	X
dem-4194	186	2	.	.	X
dem-4194	186	3	for	for	ADP
dem-4194	186	4	all	all	DET
dem-4194	186	5	models	model	NOUN
dem-4194	186	6	from	from	ADP
dem-4194	186	7	step	step	NOUN
dem-4194	186	8	3	3	NUM
dem-4194	186	9	and	and	CCONJ
dem-4194	186	10	for	for	ADP
dem-4194	186	11	the	the	DET
dem-4194	186	12	historical	historical	ADJ
dem-4194	186	13	simulation	simulation	NOUN
dem-4194	186	14	(	(	PUNCT
dem-4194	186	15	hs	hs	PROPN
dem-4194	186	16	)	)	PUNCT
dem-4194	186	17	,	,	PUNCT
dem-4194	186	18	the	the	DET
dem-4194	186	19	equally	equally	ADV
dem-4194	186	20	weighted	weight	VERB
dem-4194	186	21	moving	move	VERB
dem-4194	186	22	average	average	ADJ
dem-4194	186	23	(	(	PUNCT
dem-4194	186	24	ewma	ewma	NOUN
dem-4194	186	25	)	)	PUNCT
dem-4194	186	26	model	model	NOUN
dem-4194	186	27	,	,	PUNCT
dem-4194	186	28	the	the	DET
dem-4194	186	29	riskmetrics	riskmetric	NOUN
dem-4194	186	30	(	(	PUNCT
dem-4194	186	31	rm	rm	NOUN
dem-4194	186	32	)	)	PUNCT
dem-4194	186	33	models	model	NOUN
dem-4194	186	34	(	(	PUNCT
dem-4194	186	35	with	with	ADP
dem-4194	186	36	0.95λ	0.95λ	PROPN
dem-4194	186	37	=	=	SYM
dem-4194	186	38	and	and	CCONJ
dem-4194	186	39	0.99λ	0.99λ	NOUN
dem-4194	186	40	=	=	SYM
dem-4194	186	41	)	)	PUNCT
dem-4194	186	42	var	var	NOUN
dem-4194	186	43	measures	measure	NOUN
dem-4194	186	44	were	be	AUX
dem-4194	186	45	calculated11	calculated11	NOUN
dem-4194	186	46	.	.	PUNCT
dem-4194	187	1	one	one	NUM
dem-4194	187	2	-	-	PUNCT
dem-4194	187	3	step	step	NOUN
dem-4194	187	4	-	-	PUNCT
dem-4194	187	5	ahead	ahead	NOUN
dem-4194	187	6	forecasts	forecast	NOUN
dem-4194	187	7	of	of	ADP
dem-4194	187	8	var	var	NOUN
dem-4194	187	9	(	(	PUNCT
dem-4194	187	10	that	that	PRON
dem-4194	187	11	is	be	AUX
dem-4194	187	12	751	751	NUM
dem-4194	187	13	,	,	PUNCT
dem-4194	187	14	701	701	NUM
dem-4194	187	15	,	,	PUNCT
dem-4194	187	16	651	651	NUM
dem-4194	187	17	,	,	PUNCT
dem-4194	187	18	601	601	NUM
dem-4194	187	19	,	,	PUNCT
dem-4194	187	20	551	551	NUM
dem-4194	187	21	,	,	PUNCT
dem-4194	187	22	451	451	NUM
dem-4194	187	23	,	,	PUNCT
dem-4194	187	24	351	351	NUM
dem-4194	187	25	forecasts	forecast	NOUN
dem-4194	187	26	,	,	PUNCT
dem-4194	187	27	respectively	respectively	ADV
dem-4194	187	28	)	)	PUNCT
dem-4194	187	29	were	be	AUX
dem-4194	187	30	calculated	calculate	VERB
dem-4194	187	31	on	on	ADP
dem-4194	187	32	the	the	DET
dem-4194	187	33	basis	basis	NOUN
dem-4194	187	34	of	of	ADP
dem-4194	187	35	these	these	DET
dem-4194	187	36	models	model	NOUN
dem-4194	187	37	.	.	PUNCT
dem-4194	188	1	5	5	X
dem-4194	188	2	.	.	X
dem-4194	188	3	the	the	PRON
dem-4194	188	4	traditional	traditional	ADJ
dem-4194	188	5	var	var	NOUN
dem-4194	188	6	tests	test	NOUN
dem-4194	188	7	and	and	CCONJ
dem-4194	188	8	loss	loss	NOUN
dem-4194	188	9	functions	function	NOUN
dem-4194	188	10	for	for	ADP
dem-4194	188	11	each	each	DET
dem-4194	188	12	model	model	NOUN
dem-4194	188	13	and	and	CCONJ
dem-4194	188	14	window	window	NOUN
dem-4194	188	15	were	be	AUX
dem-4194	188	16	calculated	calculate	VERB
dem-4194	188	17	.	.	PUNCT
dem-4194	189	1	6	6	X
dem-4194	189	2	.	.	X
dem-4194	190	1	the	the	DET
dem-4194	190	2	obtained	obtain	VERB
dem-4194	190	3	results	result	NOUN
dem-4194	190	4	in	in	ADP
dem-4194	190	5	above	above	ADP
dem-4194	190	6	step	step	NOUN
dem-4194	190	7	were	be	AUX
dem-4194	190	8	compared	compare	VERB
dem-4194	190	9	.	.	PUNCT
dem-4194	191	1	in	in	ADP
dem-4194	191	2	the	the	DET
dem-4194	191	3	second	second	ADJ
dem-4194	191	4	part	part	NOUN
dem-4194	191	5	(	(	PUNCT
dem-4194	191	6	analysis	analysis	NOUN
dem-4194	191	7	ii	ii	NOUN
dem-4194	191	8	)	)	PUNCT
dem-4194	191	9	only	only	ADV
dem-4194	191	10	the	the	DET
dem-4194	191	11	pbg	pbg	PROPN
dem-4194	191	12	shares	share	NOUN
dem-4194	191	13	(	(	PUNCT
dem-4194	191	14	pbg	pbg	PROPN
dem-4194	191	15	capital	capital	NOUN
dem-4194	191	16	group	group	NOUN
dem-4194	191	17	)	)	PUNCT
dem-4194	191	18	was	be	AUX
dem-4194	191	19	chosen	choose	VERB
dem-4194	191	20	.	.	PUNCT
dem-4194	192	1	all	all	DET
dem-4194	192	2	presented	present	VERB
dem-4194	192	3	models	model	NOUN
dem-4194	192	4	of	of	ADP
dem-4194	192	5	var	var	NOUN
dem-4194	192	6	for	for	ADP
dem-4194	192	7	the	the	DET
dem-4194	192	8	last	last	ADJ
dem-4194	192	9	250	250	NUM
dem-4194	192	10	observations	observation	NOUN
dem-4194	192	11	were	be	AUX
dem-4194	192	12	calculated12	calculated12	ADJ
dem-4194	192	13	.	.	PUNCT
dem-4194	193	1	for	for	ADP
dem-4194	193	2	obtained	obtain	VERB
dem-4194	193	3	var	var	NOUN
dem-4194	193	4	forecasts	forecast	NOUN
dem-4194	193	5	the	the	DET
dem-4194	193	6	two	two	NUM
dem-4194	193	7	-	-	PUNCT
dem-4194	193	8	stage	stage	NOUN
dem-4194	193	9	var	var	NOUN
dem-4194	193	10	model	model	NOUN
dem-4194	193	11	selection	selection	NOUN
dem-4194	193	12	procedure	procedure	NOUN
dem-4194	193	13	was	be	AUX
dem-4194	193	14	applied	apply	VERB
dem-4194	193	15	.	.	PUNCT
dem-4194	194	1	all	all	DET
dem-4194	194	2	model	model	NOUN
dem-4194	194	3	parameters	parameter	NOUN
dem-4194	194	4	(	(	PUNCT
dem-4194	194	5	analysis	analysis	NOUN
dem-4194	194	6	i	i	PRON
dem-4194	194	7	and	and	CCONJ
dem-4194	194	8	ii	ii	NOUN
dem-4194	194	9	)	)	PUNCT
dem-4194	194	10	were	be	AUX
dem-4194	194	11	estimated	estimate	VERB
dem-4194	194	12	using	use	VERB
dem-4194	194	13	maximum	maximum	ADJ
dem-4194	194	14	likelihood	likelihood	NOUN
dem-4194	194	15	(	(	PUNCT
dem-4194	194	16	mle	mle	PROPN
dem-4194	194	17	)	)	PUNCT
dem-4194	194	18	with	with	ADP
dem-4194	194	19	the	the	DET
dem-4194	194	20	bfgs	bfgs	ADJ
dem-4194	194	21	algorithm	algorithm	NOUN
dem-4194	194	22	.	.	PUNCT
dem-4194	195	1	calculations	calculation	NOUN
dem-4194	195	2	were	be	AUX
dem-4194	195	3	carried	carry	VERB
dem-4194	195	4	out	out	ADP
dem-4194	195	5	in	in	ADP
dem-4194	195	6	the	the	DET
dem-4194	195	7	gauss	gauss	PROPN
dem-4194	195	8	program	program	NOUN
dem-4194	195	9	.	.	PUNCT
dem-4194	196	1	4.1	4.1	NUM
dem-4194	196	2	.	.	PUNCT
dem-4194	196	3	results	result	NOUN
dem-4194	196	4	of	of	ADP
dem-4194	196	5	the	the	DET
dem-4194	196	6	analysis	analysis	NOUN
dem-4194	196	7	i	i	PRON
dem-4194	196	8	selected	select	VERB
dem-4194	196	9	results	result	NOUN
dem-4194	196	10	of	of	ADP
dem-4194	196	11	the	the	DET
dem-4194	196	12	descriptive	descriptive	ADJ
dem-4194	196	13	statistics	statistic	NOUN
dem-4194	196	14	and	and	CCONJ
dem-4194	196	15	some	some	DET
dem-4194	196	16	tests	test	NOUN
dem-4194	196	17	are	be	AUX
dem-4194	196	18	given	give	VERB
dem-4194	196	19	in	in	ADP
dem-4194	196	20	table	table	NOUN
dem-4194	196	21	4	4	NUM
dem-4194	196	22	.	.	PUNCT
dem-4194	197	1	all	all	DET
dem-4194	197	2	series	serie	NOUN
dem-4194	197	3	have	have	VERB
dem-4194	197	4	a	a	DET
dem-4194	197	5	mean	mean	NOUN
dem-4194	197	6	between	between	ADP
dem-4194	197	7	-0.052	-0.052	PROPN
dem-4194	197	8	and	and	CCONJ
dem-4194	197	9	0.561	0.561	NUM
dem-4194	197	10	,	,	PUNCT
dem-4194	197	11	kurtosis	kurtosis	VERB
dem-4194	197	12	bigger	big	ADJ
dem-4194	197	13	than	than	ADP
dem-4194	197	14	for	for	ADP
dem-4194	197	15	normal	normal	ADJ
dem-4194	197	16	distribution	distribution	NOUN
dem-4194	197	17	.	.	PUNCT
dem-4194	198	1	the	the	DET
dem-4194	198	2	standard	standard	ADJ
dem-4194	198	3	deviations	deviation	NOUN
dem-4194	198	4	are	be	AUX
dem-4194	198	5	different	different	ADJ
dem-4194	198	6	,	,	PUNCT
dem-4194	198	7	ranging	range	VERB
dem-4194	198	8	from	from	ADP
dem-4194	198	9	1.955	1.955	NUM
dem-4194	198	10	for	for	ADP
dem-4194	198	11	pgnig	pgnig	NOUN
dem-4194	198	12	to	to	ADP
dem-4194	198	13	5.354	5.354	NUM
dem-4194	198	14	for	for	ADP
dem-4194	198	15	bioton	bioton	NOUN
dem-4194	198	16	.	.	PUNCT
dem-4194	199	1	the	the	DET
dem-4194	199	2	skewness	skewness	NOUN
dem-4194	199	3	and	and	CCONJ
dem-4194	199	4	kurtosis	kurtosis	NOUN
dem-4194	199	5	differ	differ	VERB
dem-4194	199	6	among	among	ADP
dem-4194	199	7	all	all	DET
dem-4194	199	8	series	series	NOUN
dem-4194	199	9	.	.	PUNCT
dem-4194	200	1	only	only	ADV
dem-4194	200	2	8	8	NUM
dem-4194	200	3	of	of	ADP
dem-4194	200	4	19	19	NUM
dem-4194	200	5	returns	return	NOUN
dem-4194	200	6	series	series	NOUN
dem-4194	200	7	have	have	VERB
dem-4194	200	8	autocorrelation	autocorrelation	NOUN
dem-4194	200	9	.	.	PUNCT
dem-4194	201	1	the	the	DET
dem-4194	201	2	lbi	lbi	PROPN
dem-4194	201	3	test	test	PROPN
dem-4194	201	4	rejects	reject	VERB
dem-4194	201	5	the	the	DET
dem-4194	201	6	null	null	ADJ
dem-4194	201	7	hypothesis	hypothesis	NOUN
dem-4194	201	8	of	of	ADP
dem-4194	201	9	non	non	ADJ
dem-4194	201	10	random	random	ADJ
dem-4194	201	11	coefficient	coefficient	NOUN
dem-4194	201	12	to	to	ADP
dem-4194	201	13	four	four	NUM
dem-4194	201	14	stock	stock	NOUN
dem-4194	201	15	returns	return	NOUN
dem-4194	201	16	.	.	PUNCT
dem-4194	202	1	10	10	NUM
dem-4194	202	2	this	this	DET
dem-4194	202	3	method	method	NOUN
dem-4194	202	4	of	of	ADP
dem-4194	202	5	the	the	DET
dem-4194	202	6	elimination	elimination	NOUN
dem-4194	202	7	of	of	ADP
dem-4194	202	8	initially	initially	ADV
dem-4194	202	9	selected	select	VERB
dem-4194	202	10	companies	company	NOUN
dem-4194	202	11	can	can	AUX
dem-4194	202	12	impact	impact	VERB
dem-4194	202	13	on	on	ADP
dem-4194	202	14	the	the	DET
dem-4194	202	15	results	result	NOUN
dem-4194	202	16	.	.	PUNCT
dem-4194	203	1	it	it	PRON
dem-4194	203	2	would	would	AUX
dem-4194	203	3	be	be	AUX
dem-4194	203	4	worth	worth	ADJ
dem-4194	203	5	to	to	PART
dem-4194	203	6	check	check	VERB
dem-4194	203	7	out	out	ADP
dem-4194	203	8	which	which	DET
dem-4194	203	9	results	result	NOUN
dem-4194	203	10	might	might	AUX
dem-4194	203	11	be	be	AUX
dem-4194	203	12	obtained	obtain	VERB
dem-4194	203	13	for	for	ADP
dem-4194	203	14	the	the	DET
dem-4194	203	15	whole	whole	ADJ
dem-4194	203	16	set	set	NOUN
dem-4194	203	17	of	of	ADP
dem-4194	203	18	companies	company	NOUN
dem-4194	203	19	.	.	PUNCT
dem-4194	204	1	however	however	ADV
dem-4194	204	2	,	,	PUNCT
dem-4194	204	3	such	such	ADJ
dem-4194	204	4	analysis	analysis	NOUN
dem-4194	204	5	was	be	AUX
dem-4194	204	6	omitted	omit	VERB
dem-4194	204	7	in	in	ADP
dem-4194	204	8	this	this	DET
dem-4194	204	9	paper	paper	NOUN
dem-4194	204	10	.	.	PUNCT
dem-4194	205	1	11	11	NUM
dem-4194	206	1	the	the	DET
dem-4194	206	2	returns	return	NOUN
dem-4194	206	3	series	series	NOUN
dem-4194	206	4	were	be	AUX
dem-4194	206	5	assumed	assume	VERB
dem-4194	206	6	either	either	CCONJ
dem-4194	206	7	to	to	PART
dem-4194	206	8	be	be	AUX
dem-4194	206	9	normally	normally	ADV
dem-4194	206	10	distributed	distribute	VERB
dem-4194	206	11	or	or	CCONJ
dem-4194	206	12	conditionally	conditionally	ADV
dem-4194	206	13	normally	normally	ADV
dem-4194	206	14	distributed	distribute	VERB
dem-4194	206	15	,	,	PUNCT
dem-4194	206	16	respectively	respectively	ADV
dem-4194	206	17	.	.	PUNCT
dem-4194	207	1	12	12	NUM
dem-4194	207	2	the	the	DET
dem-4194	207	3	set	set	NOUN
dem-4194	207	4	of	of	ADP
dem-4194	207	5	250	250	NUM
dem-4194	207	6	observations	observation	NOUN
dem-4194	207	7	corresponds	correspond	VERB
dem-4194	207	8	to	to	ADP
dem-4194	207	9	roughly	roughly	ADV
dem-4194	207	10	one	one	NUM
dem-4194	207	11	year	year	NOUN
dem-4194	207	12	of	of	ADP
dem-4194	207	13	trading	trading	NOUN
dem-4194	207	14	days	day	NOUN
dem-4194	207	15	and	and	CCONJ
dem-4194	207	16	according	accord	VERB
dem-4194	207	17	to	to	ADP
dem-4194	207	18	the	the	DET
dem-4194	207	19	basel	basel	PROPN
dem-4194	207	20	ii	ii	PROPN
dem-4194	207	21	accord	accord	NOUN
dem-4194	207	22	requirement	requirement	VERB
dem-4194	207	23	the	the	DET
dem-4194	207	24	minimum	minimum	NOUN
dem-4194	207	25	of	of	ADP
dem-4194	207	26	250	250	NUM
dem-4194	207	27	var	var	NOUN
dem-4194	207	28	forecasts	forecast	NOUN
dem-4194	207	29	should	should	AUX
dem-4194	207	30	be	be	AUX
dem-4194	207	31	used	use	VERB
dem-4194	207	32	to	to	ADP
dem-4194	207	33	the	the	DET
dem-4194	207	34	backtesting	backtesting	NOUN
dem-4194	207	35	approach	approach	NOUN
dem-4194	207	36	.	.	PUNCT
dem-4194	208	1	therefore	therefore	ADV
dem-4194	208	2	,	,	PUNCT
dem-4194	208	3	one	one	NUM
dem-4194	208	4	-	-	PUNCT
dem-4194	208	5	step	step	NOUN
dem-4194	208	6	-	-	PUNCT
dem-4194	208	7	ahead	ahead	NOUN
dem-4194	208	8	forecasts	forecast	NOUN
dem-4194	208	9	of	of	ADP
dem-4194	208	10	var	var	NOUN
dem-4194	208	11	at	at	ADP
dem-4194	208	12	the	the	DET
dem-4194	208	13	same	same	ADJ
dem-4194	208	14	period	period	NOUN
dem-4194	208	15	(	(	PUNCT
dem-4194	208	16	250	250	NUM
dem-4194	208	17	observations	observation	NOUN
dem-4194	208	18	)	)	PUNCT
dem-4194	208	19	were	be	AUX
dem-4194	208	20	calculated	calculate	VERB
dem-4194	208	21	.	.	PUNCT
dem-4194	209	1	parameters	parameter	NOUN
dem-4194	209	2	were	be	AUX
dem-4194	209	3	estimated	estimate	VERB
dem-4194	209	4	for	for	ADP
dem-4194	209	5	rolling	roll	VERB
dem-4194	209	6	windows	window	NOUN
dem-4194	209	7	of	of	ADP
dem-4194	209	8	125	125	NUM
dem-4194	209	9	,	,	PUNCT
dem-4194	209	10	250	250	NUM
dem-4194	209	11	,	,	PUNCT
dem-4194	209	12	375	375	NUM
dem-4194	209	13	observations	observation	NOUN
dem-4194	209	14	each	each	PRON
dem-4194	209	15	.	.	PUNCT
dem-4194	210	1	the	the	DET
dem-4194	210	2	returns	return	NOUN
dem-4194	210	3	series	series	NOUN
dem-4194	210	4	were	be	AUX
dem-4194	210	5	assumed	assume	VERB
dem-4194	210	6	either	either	CCONJ
dem-4194	210	7	to	to	PART
dem-4194	210	8	be	be	AUX
dem-4194	210	9	conditionally	conditionally	ADV
dem-4194	210	10	normally	normally	ADV
dem-4194	210	11	distributed	distribute	VERB
dem-4194	210	12	or	or	CCONJ
dem-4194	210	13	normally	normally	ADV
dem-4194	210	14	distributed	distribute	VERB
dem-4194	210	15	respectively	respectively	ADV
dem-4194	210	16	.	.	PUNCT
dem-4194	211	1	joanna	joanna	PROPN
dem-4194	211	2	górka	górka	PROPN
dem-4194	211	3	70	70	NUM
dem-4194	211	4	next	next	ADV
dem-4194	211	5	,	,	PUNCT
dem-4194	211	6	the	the	DET
dem-4194	211	7	7	7	NUM
dem-4194	211	8	different	different	ADJ
dem-4194	211	9	models	model	NOUN
dem-4194	211	10	were	be	AUX
dem-4194	211	11	estimated	estimate	VERB
dem-4194	211	12	for	for	ADP
dem-4194	211	13	8	8	NUM
dem-4194	211	14	returns	return	NOUN
dem-4194	211	15	series	series	NOUN
dem-4194	211	16	.	.	PUNCT
dem-4194	212	1	further	far	ADV
dem-4194	212	2	,	,	PUNCT
dem-4194	212	3	only	only	ADJ
dem-4194	212	4	models	model	NOUN
dem-4194	212	5	with	with	ADP
dem-4194	212	6	statistically	statistically	ADV
dem-4194	212	7	significant	significant	ADJ
dem-4194	212	8	parameters	parameter	NOUN
dem-4194	212	9	were	be	AUX
dem-4194	212	10	chosen	choose	VERB
dem-4194	212	11	.	.	PUNCT
dem-4194	213	1	in	in	ADP
dem-4194	213	2	this	this	DET
dem-4194	213	3	way	way	NOUN
dem-4194	213	4	models	model	NOUN
dem-4194	213	5	like	like	ADP
dem-4194	213	6	rca	rca	PROPN
dem-4194	213	7	and	and	CCONJ
dem-4194	213	8	sign	sign	VERB
dem-4194	213	9	rca	rca	PROPN
dem-4194	213	10	were	be	AUX
dem-4194	213	11	chosen	choose	VERB
dem-4194	213	12	.	.	PUNCT
dem-4194	214	1	to	to	PART
dem-4194	214	2	present	present	ADJ
dem-4194	214	3	backtesting	backtesting	NOUN
dem-4194	214	4	results	result	NOUN
dem-4194	214	5	for	for	ADP
dem-4194	214	6	var	var	NOUN
dem-4194	214	7	forecasts	forecast	NOUN
dem-4194	214	8	of	of	ADP
dem-4194	214	9	the	the	DET
dem-4194	214	10	pbg	pbg	PROPN
dem-4194	214	11	shares	share	NOUN
dem-4194	214	12	was	be	AUX
dem-4194	214	13	chosen	choose	VERB
dem-4194	214	14	because	because	SCONJ
dem-4194	214	15	for	for	ADP
dem-4194	214	16	that	that	DET
dem-4194	214	17	share	share	NOUN
dem-4194	214	18	the	the	DET
dem-4194	214	19	autoregressive	autoregressive	ADJ
dem-4194	214	20	parameter	parameter	NOUN
dem-4194	214	21	in	in	ADP
dem-4194	214	22	the	the	DET
dem-4194	214	23	rca	rca	PROPN
dem-4194	214	24	models	model	NOUN
dem-4194	214	25	for	for	ADP
dem-4194	214	26	all	all	DET
dem-4194	214	27	returns	return	NOUN
dem-4194	214	28	series	series	NOUN
dem-4194	214	29	has	have	AUX
dem-4194	214	30	been	be	AUX
dem-4194	214	31	the	the	DET
dem-4194	214	32	biggest	big	ADJ
dem-4194	214	33	.	.	PUNCT
dem-4194	215	1	it	it	PRON
dem-4194	215	2	is	be	AUX
dem-4194	215	3	very	very	ADV
dem-4194	215	4	important	important	ADJ
dem-4194	215	5	because	because	SCONJ
dem-4194	215	6	we	we	PRON
dem-4194	215	7	can	can	AUX
dem-4194	215	8	expect	expect	VERB
dem-4194	215	9	the	the	DET
dem-4194	215	10	sign	sign	NOUN
dem-4194	215	11	rca	rca	PROPN
dem-4194	215	12	model	model	NOUN
dem-4194	215	13	to	to	PART
dem-4194	215	14	be	be	AUX
dem-4194	215	15	better	well	ADJ
dem-4194	215	16	than	than	ADP
dem-4194	215	17	other	other	ADJ
dem-4194	215	18	models	model	NOUN
dem-4194	215	19	.	.	PUNCT
dem-4194	216	1	the	the	DET
dem-4194	216	2	traditional	traditional	ADJ
dem-4194	216	3	var	var	NOUN
dem-4194	216	4	tests	test	NOUN
dem-4194	216	5	and	and	CCONJ
dem-4194	216	6	loss	loss	NOUN
dem-4194	216	7	functions	function	NOUN
dem-4194	216	8	for	for	ADP
dem-4194	216	9	the	the	DET
dem-4194	216	10	pbg	pbg	NOUN
dem-4194	216	11	for	for	ADP
dem-4194	216	12	all	all	DET
dem-4194	216	13	models	model	NOUN
dem-4194	216	14	are	be	AUX
dem-4194	216	15	presented	present	VERB
dem-4194	216	16	in	in	ADP
dem-4194	216	17	table	table	NOUN
dem-4194	216	18	5	5	NUM
dem-4194	216	19	and	and	CCONJ
dem-4194	216	20	the	the	DET
dem-4194	216	21	5	5	NUM
dem-4194	216	22	%	%	NOUN
dem-4194	216	23	at	at	ADP
dem-4194	216	24	significance	significance	NOUN
dem-4194	216	25	level	level	NOUN
dem-4194	216	26	.	.	PUNCT
dem-4194	217	1	one	one	PRON
dem-4194	217	2	can	can	AUX
dem-4194	217	3	see	see	VERB
dem-4194	217	4	that	that	SCONJ
dem-4194	217	5	the	the	DET
dem-4194	217	6	accuracy	accuracy	NOUN
dem-4194	217	7	test	test	NOUN
dem-4194	217	8	rejects	reject	VERB
dem-4194	217	9	the	the	DET
dem-4194	217	10	null	null	ADJ
dem-4194	217	11	hypothesis	hypothesis	NOUN
dem-4194	217	12	for	for	ADP
dem-4194	217	13	windows	window	NOUN
dem-4194	217	14	size	size	NOUN
dem-4194	217	15	of	of	ADP
dem-4194	217	16	500	500	NUM
dem-4194	217	17	,	,	PUNCT
dem-4194	217	18	400	400	NUM
dem-4194	217	19	observations	observation	NOUN
dem-4194	217	20	for	for	ADP
dem-4194	217	21	hs	hs	PROPN
dem-4194	217	22	,	,	PUNCT
dem-4194	217	23	ewma	ewma	NOUN
dem-4194	217	24	model	model	PROPN
dem-4194	217	25	,	,	PUNCT
dem-4194	217	26	ar(1)-garch(1,1	ar(1)-garch(1,1	PROPN
dem-4194	217	27	)	)	PUNCT
dem-4194	217	28	model	model	NOUN
dem-4194	217	29	,	,	PUNCT
dem-4194	217	30	rca	rca	PROPN
dem-4194	217	31	model	model	NOUN
dem-4194	217	32	and	and	CCONJ
dem-4194	217	33	sign	sign	VERB
dem-4194	217	34	rca	rca	PROPN
dem-4194	217	35	model	model	NOUN
dem-4194	217	36	.	.	PUNCT
dem-4194	218	1	for	for	ADP
dem-4194	218	2	example	example	NOUN
dem-4194	218	3	,	,	PUNCT
dem-4194	218	4	for	for	ADP
dem-4194	218	5	window	window	NOUN
dem-4194	218	6	size	size	NOUN
dem-4194	218	7	250	250	NUM
dem-4194	218	8	the	the	DET
dem-4194	218	9	regulatory	regulatory	ADJ
dem-4194	218	10	loss	loss	NOUN
dem-4194	218	11	function	function	NOUN
dem-4194	218	12	is	be	AUX
dem-4194	218	13	the	the	DET
dem-4194	218	14	smallest	small	ADJ
dem-4194	218	15	for	for	ADP
dem-4194	218	16	rm	rm	PROPN
dem-4194	218	17	(	(	PUNCT
dem-4194	218	18	0.95λ	0.95λ	PROPN
dem-4194	218	19	=	=	SYM
dem-4194	218	20	)	)	PUNCT
dem-4194	218	21	.	.	PUNCT
dem-4194	219	1	next	next	ADJ
dem-4194	219	2	position	position	NOUN
dem-4194	219	3	in	in	ADP
dem-4194	219	4	this	this	DET
dem-4194	219	5	ranking	ranking	NOUN
dem-4194	219	6	have	have	AUX
dem-4194	219	7	ar(1)-garch(1,1	ar(1)-garch(1,1	PROPN
dem-4194	219	8	)	)	PUNCT
dem-4194	219	9	model	model	NOUN
dem-4194	219	10	,	,	PUNCT
dem-4194	219	11	ewma	ewma	NOUN
dem-4194	219	12	model	model	PROPN
dem-4194	219	13	,	,	PUNCT
dem-4194	219	14	rca	rca	PROPN
dem-4194	219	15	model	model	PROPN
dem-4194	219	16	,	,	PUNCT
dem-4194	219	17	sign	sign	VERB
dem-4194	219	18	rca	rca	PROPN
dem-4194	219	19	model	model	NOUN
dem-4194	219	20	and	and	CCONJ
dem-4194	219	21	the	the	DET
dem-4194	219	22	last	last	ADJ
dem-4194	219	23	position	position	NOUN
dem-4194	219	24	has	have	VERB
dem-4194	219	25	rm	rm	NOUN
dem-4194	219	26	(	(	PUNCT
dem-4194	219	27	0.99λ	0.99λ	NOUN
dem-4194	219	28	=	=	SYM
dem-4194	219	29	)	)	PUNCT
dem-4194	219	30	.	.	PUNCT
dem-4194	220	1	the	the	DET
dem-4194	220	2	hs	hs	PROPN
dem-4194	220	3	method	method	NOUN
dem-4194	220	4	is	be	AUX
dem-4194	220	5	not	not	PART
dem-4194	220	6	taken	take	VERB
dem-4194	220	7	into	into	ADP
dem-4194	220	8	consideration	consideration	NOUN
dem-4194	220	9	because	because	SCONJ
dem-4194	220	10	the	the	DET
dem-4194	220	11	accuracy	accuracy	NOUN
dem-4194	220	12	test	test	NOUN
dem-4194	220	13	rejects	reject	VERB
dem-4194	220	14	the	the	DET
dem-4194	220	15	null	null	ADJ
dem-4194	220	16	hypothesis	hypothesis	NOUN
dem-4194	220	17	for	for	ADP
dem-4194	220	18	windows	window	NOUN
dem-4194	220	19	size	size	NOUN
dem-4194	220	20	of	of	ADP
dem-4194	220	21	250	250	NUM
dem-4194	220	22	observations	observation	NOUN
dem-4194	220	23	.	.	PUNCT
dem-4194	221	1	on	on	ADP
dem-4194	221	2	the	the	DET
dem-4194	221	3	other	other	ADJ
dem-4194	221	4	hand	hand	NOUN
dem-4194	221	5	,	,	PUNCT
dem-4194	221	6	the	the	DET
dem-4194	221	7	firm	firm	NOUN
dem-4194	221	8	’s	’s	PART
dem-4194	221	9	loss	loss	NOUN
dem-4194	221	10	function	function	NOUN
dem-4194	221	11	is	be	AUX
dem-4194	221	12	the	the	DET
dem-4194	221	13	smallest	small	ADJ
dem-4194	221	14	for	for	ADP
dem-4194	221	15	rm	rm	PROPN
dem-4194	221	16	(	(	PUNCT
dem-4194	221	17	0.99λ	0.99λ	NOUN
dem-4194	221	18	=	=	PUNCT
dem-4194	221	19	)	)	PUNCT
dem-4194	221	20	and	and	CCONJ
dem-4194	221	21	the	the	DET
dem-4194	221	22	next	next	ADJ
dem-4194	221	23	positions	position	NOUN
dem-4194	221	24	in	in	ADP
dem-4194	221	25	ranking	ranking	NOUN
dem-4194	221	26	have	have	AUX
dem-4194	221	27	sign	sign	VERB
dem-4194	221	28	rca	rca	PROPN
dem-4194	221	29	model	model	PROPN
dem-4194	221	30	,	,	PUNCT
dem-4194	221	31	rca	rca	PROPN
dem-4194	221	32	model	model	PROPN
dem-4194	221	33	,	,	PUNCT
dem-4194	221	34	ewma	ewma	NOUN
dem-4194	221	35	model	model	PROPN
dem-4194	221	36	,	,	PUNCT
dem-4194	221	37	ar(1)-garch(1,1	ar(1)-garch(1,1	PROPN
dem-4194	221	38	)	)	PUNCT
dem-4194	221	39	model	model	NOUN
dem-4194	221	40	and	and	CCONJ
dem-4194	221	41	rm	rm	PROPN
dem-4194	221	42	(	(	PUNCT
dem-4194	221	43	0.95λ	0.95λ	PROPN
dem-4194	221	44	=	=	SYM
dem-4194	221	45	)	)	PUNCT
dem-4194	221	46	.	.	PUNCT
dem-4194	222	1	the	the	DET
dem-4194	222	2	differences	difference	NOUN
dem-4194	222	3	between	between	ADP
dem-4194	222	4	values	value	NOUN
dem-4194	222	5	of	of	ADP
dem-4194	222	6	the	the	DET
dem-4194	222	7	firm	firm	NOUN
dem-4194	222	8	’s	’s	PART
dem-4194	222	9	loss	loss	NOUN
dem-4194	222	10	function	function	NOUN
dem-4194	222	11	are	be	AUX
dem-4194	222	12	small	small	ADJ
dem-4194	222	13	for	for	ADP
dem-4194	222	14	estimated	estimate	VERB
dem-4194	222	15	models	model	NOUN
dem-4194	222	16	.	.	PUNCT
dem-4194	223	1	to	to	PART
dem-4194	223	2	compare	compare	VERB
dem-4194	223	3	these	these	DET
dem-4194	223	4	results	result	NOUN
dem-4194	223	5	,	,	PUNCT
dem-4194	223	6	the	the	DET
dem-4194	223	7	tests	test	NOUN
dem-4194	223	8	for	for	ADP
dem-4194	223	9	superiority	superiority	NOUN
dem-4194	223	10	of	of	ADP
dem-4194	223	11	a	a	DET
dem-4194	223	12	model	model	NOUN
dem-4194	223	13	vis	vis	X
dem-4194	223	14	-	-	NOUN
dem-4194	223	15	á	á	X
dem-4194	223	16	-	-	PUNCT
dem-4194	223	17	vis	vis	X
dem-4194	223	18	another	another	PRON
dem-4194	223	19	were	be	AUX
dem-4194	223	20	used	use	VERB
dem-4194	223	21	only	only	ADV
dem-4194	223	22	for	for	ADP
dem-4194	223	23	models	model	NOUN
dem-4194	223	24	included	include	VERB
dem-4194	223	25	into	into	ADP
dem-4194	223	26	the	the	DET
dem-4194	223	27	second	second	ADJ
dem-4194	223	28	stage	stage	NOUN
dem-4194	223	29	at	at	ADP
dem-4194	223	30	sarma	sarma	PROPN
dem-4194	223	31	,	,	PUNCT
dem-4194	223	32	thomas	thomas	PROPN
dem-4194	223	33	and	and	CCONJ
dem-4194	223	34	shah	shah	PROPN
dem-4194	223	35	procedure	procedure	NOUN
dem-4194	223	36	.	.	PUNCT
dem-4194	224	1	the	the	DET
dem-4194	224	2	results	result	NOUN
dem-4194	224	3	are	be	AUX
dem-4194	224	4	presented	present	VERB
dem-4194	224	5	in	in	ADP
dem-4194	224	6	table	table	NOUN
dem-4194	224	7	6	6	NUM
dem-4194	224	8	.	.	PUNCT
dem-4194	225	1	for	for	ADP
dem-4194	225	2	the	the	DET
dem-4194	225	3	window	window	NOUN
dem-4194	225	4	size	size	NOUN
dem-4194	225	5	300	300	NUM
dem-4194	225	6	we	we	PRON
dem-4194	225	7	can	can	AUX
dem-4194	225	8	see	see	VERB
dem-4194	225	9	that	that	SCONJ
dem-4194	225	10	the	the	DET
dem-4194	225	11	sign	sign	NOUN
dem-4194	225	12	rca	rca	PROPN
dem-4194	225	13	model	model	NOUN
dem-4194	225	14	is	be	AUX
dem-4194	225	15	significantly	significantly	ADV
dem-4194	225	16	better	well	ADJ
dem-4194	225	17	than	than	ADP
dem-4194	225	18	other	other	ADJ
dem-4194	225	19	models	model	NOUN
dem-4194	225	20	,	,	PUNCT
dem-4194	225	21	i.e.	i.e.	X
dem-4194	225	22	the	the	DET
dem-4194	225	23	null	null	ADJ
dem-4194	225	24	hypothesis	hypothesis	NOUN
dem-4194	225	25	is	be	AUX
dem-4194	225	26	rejected	reject	VERB
dem-4194	225	27	in	in	ADP
dem-4194	225	28	the	the	DET
dem-4194	225	29	test	test	NOUN
dem-4194	225	30	of	of	ADP
dem-4194	225	31	superiority	superiority	NOUN
dem-4194	225	32	between	between	ADP
dem-4194	225	33	the	the	DET
dem-4194	225	34	sign	sign	NOUN
dem-4194	225	35	rca	rca	PROPN
dem-4194	225	36	model	model	NOUN
dem-4194	225	37	and	and	CCONJ
dem-4194	225	38	the	the	DET
dem-4194	225	39	other	other	ADJ
dem-4194	225	40	models	model	NOUN
dem-4194	225	41	presented	present	VERB
dem-4194	225	42	in	in	ADP
dem-4194	225	43	subsection	subsection	NOUN
dem-4194	225	44	3.1	3.1	NUM
dem-4194	225	45	.	.	PUNCT
dem-4194	226	1	however	however	ADV
dem-4194	226	2	,	,	PUNCT
dem-4194	226	3	as	as	SCONJ
dem-4194	226	4	the	the	DET
dem-4194	226	5	size	size	NOUN
dem-4194	226	6	of	of	ADP
dem-4194	226	7	windows	window	NOUN
dem-4194	226	8	decreases	decrease	VERB
dem-4194	226	9	the	the	DET
dem-4194	226	10	rm	rm	PROPN
dem-4194	226	11	model	model	NOUN
dem-4194	226	12	(	(	PUNCT
dem-4194	226	13	0.99λ	0.99λ	NOUN
dem-4194	226	14	=	=	SYM
dem-4194	226	15	)	)	PUNCT
dem-4194	226	16	outperforms	outperform	VERB
dem-4194	226	17	the	the	DET
dem-4194	226	18	sign	sign	NOUN
dem-4194	226	19	rca	rca	PROPN
dem-4194	226	20	model	model	PROPN
dem-4194	226	21	.	.	PUNCT
dem-4194	227	1	rca	rca	PROPN
dem-4194	227	2	and	and	CCONJ
dem-4194	227	3	sign	sign	VERB
dem-4194	227	4	rca	rca	NOUN
dem-4194	227	5	models	model	NOUN
dem-4194	227	6	are	be	AUX
dem-4194	227	7	statistically	statistically	ADV
dem-4194	227	8	the	the	DET
dem-4194	227	9	same	same	ADJ
dem-4194	227	10	for	for	ADP
dem-4194	227	11	the	the	DET
dem-4194	227	12	window	window	NOUN
dem-4194	227	13	size	size	NOUN
dem-4194	227	14	100	100	NUM
dem-4194	227	15	.	.	PUNCT
dem-4194	228	1	in	in	ADP
dem-4194	228	2	cases	case	NOUN
dem-4194	228	3	when	when	SCONJ
dem-4194	228	4	results	result	NOUN
dem-4194	228	5	with	with	ADP
dem-4194	228	6	hs	hs	PROPN
dem-4194	228	7	are	be	AUX
dem-4194	228	8	compared	compare	VERB
dem-4194	228	9	one	one	NUM
dem-4194	228	10	can	can	AUX
dem-4194	228	11	see	see	VERB
dem-4194	228	12	that	that	SCONJ
dem-4194	228	13	hs	hs	PROPN
dem-4194	228	14	is	be	AUX
dem-4194	228	15	almost	almost	ADV
dem-4194	228	16	everywhere	everywhere	ADV
dem-4194	228	17	significantly	significantly	ADV
dem-4194	228	18	better	well	ADJ
dem-4194	228	19	than	than	ADP
dem-4194	228	20	others	other	NOUN
dem-4194	228	21	.	.	PUNCT
dem-4194	229	1	the	the	DET
dem-4194	229	2	table	table	NOUN
dem-4194	229	3	7	7	NUM
dem-4194	229	4	includes	include	VERB
dem-4194	229	5	the	the	DET
dem-4194	229	6	results	result	NOUN
dem-4194	229	7	of	of	ADP
dem-4194	229	8	the	the	DET
dem-4194	229	9	var	var	NOUN
dem-4194	229	10	tests	test	NOUN
dem-4194	229	11	and	and	CCONJ
dem-4194	229	12	the	the	DET
dem-4194	229	13	loss	loss	NOUN
dem-4194	229	14	function	function	NOUN
dem-4194	229	15	at	at	ADP
dem-4194	229	16	the	the	DET
dem-4194	229	17	2,5	2,5	NUM
dem-4194	229	18	%	%	NOUN
dem-4194	229	19	significance	significance	NOUN
dem-4194	229	20	level	level	NOUN
dem-4194	229	21	which	which	PRON
dem-4194	229	22	are	be	AUX
dem-4194	229	23	similar	similar	ADJ
dem-4194	229	24	to	to	ADP
dem-4194	229	25	the	the	DET
dem-4194	229	26	results	result	NOUN
dem-4194	229	27	obtained	obtain	VERB
dem-4194	229	28	at	at	ADP
dem-4194	229	29	the	the	DET
dem-4194	229	30	5	5	NUM
dem-4194	229	31	%	%	NOUN
dem-4194	229	32	significance	significance	NOUN
dem-4194	229	33	level	level	NOUN
dem-4194	229	34	.	.	PUNCT
dem-4194	230	1	only	only	ADV
dem-4194	230	2	for	for	ADP
dem-4194	230	3	hs	hs	PROPN
dem-4194	230	4	with	with	ADP
dem-4194	230	5	the	the	DET
dem-4194	230	6	window	window	NOUN
dem-4194	230	7	size	size	NOUN
dem-4194	230	8	250	250	NUM
dem-4194	230	9	and	and	CCONJ
dem-4194	230	10	for	for	ADP
dem-4194	230	11	rca	rca	PROPN
dem-4194	230	12	model	model	NOUN
dem-4194	230	13	with	with	ADP
dem-4194	230	14	the	the	DET
dem-4194	230	15	window	window	NOUN
dem-4194	230	16	size	size	NOUN
dem-4194	230	17	of	of	ADP
dem-4194	230	18	300	300	NUM
dem-4194	230	19	observations	observation	NOUN
dem-4194	230	20	,	,	PUNCT
dem-4194	230	21	some	some	DET
dem-4194	230	22	differences	difference	NOUN
dem-4194	230	23	can	can	AUX
dem-4194	230	24	be	be	AUX
dem-4194	230	25	noticed	notice	VERB
dem-4194	230	26	,	,	PUNCT
dem-4194	230	27	i.	i.	PROPN
dem-4194	230	28	e.	e.	PROPN
dem-4194	230	29	in	in	ADP
dem-4194	230	30	the	the	DET
dem-4194	230	31	case	case	NOUN
dem-4194	230	32	of	of	ADP
dem-4194	230	33	hs	hs	PRON
dem-4194	230	34	the	the	DET
dem-4194	230	35	accuracy	accuracy	NOUN
dem-4194	230	36	at	at	ADP
dem-4194	230	37	the	the	DET
dem-4194	230	38	2.5	2.5	NUM
dem-4194	230	39	%	%	NOUN
dem-4194	230	40	is	be	AUX
dem-4194	230	41	better	well	ADJ
dem-4194	230	42	than	than	ADP
dem-4194	230	43	at	at	ADP
dem-4194	230	44	the	the	DET
dem-4194	230	45	5	5	NUM
dem-4194	230	46	%	%	NOUN
dem-4194	230	47	significance	significance	NOUN
dem-4194	230	48	level	level	NOUN
dem-4194	230	49	(	(	PUNCT
dem-4194	230	50	except	except	SCONJ
dem-4194	230	51	rca	rca	PROPN
dem-4194	230	52	model	model	PROPN
dem-4194	230	53	)	)	PUNCT
dem-4194	230	54	.	.	PUNCT
dem-4194	231	1	for	for	ADP
dem-4194	231	2	the	the	DET
dem-4194	231	3	loss	loss	NOUN
dem-4194	231	4	function	function	NOUN
dem-4194	231	5	conclusions	conclusion	NOUN
dem-4194	231	6	are	be	AUX
dem-4194	231	7	the	the	DET
dem-4194	231	8	same	same	ADJ
dem-4194	231	9	with	with	ADP
dem-4194	231	10	one	one	NUM
dem-4194	231	11	exception	exception	NOUN
dem-4194	231	12	,	,	PUNCT
dem-4194	231	13	i.	i.	PROPN
dem-4194	231	14	e.	e.	PROPN
dem-4194	232	1	the	the	DET
dem-4194	232	2	hs	hs	PROPN
dem-4194	232	3	has	have	VERB
dem-4194	232	4	the	the	DET
dem-4194	232	5	last	last	ADJ
dem-4194	232	6	rank	rank	NOUN
dem-4194	232	7	for	for	ADP
dem-4194	232	8	regulatory	regulatory	ADJ
dem-4194	232	9	loss	loss	NOUN
dem-4194	232	10	function	function	NOUN
dem-4194	232	11	and	and	CCONJ
dem-4194	232	12	the	the	DET
dem-4194	232	13	first	first	ADJ
dem-4194	232	14	rank	rank	NOUN
dem-4194	232	15	for	for	ADP
dem-4194	232	16	firm	firm	NOUN
dem-4194	232	17	’s	’s	PART
dem-4194	232	18	loss	loss	NOUN
dem-4194	232	19	function	function	NOUN
dem-4194	232	20	.	.	PUNCT
dem-4194	233	1	at	at	ADP
dem-4194	233	2	the	the	DET
dem-4194	233	3	1	1	NUM
dem-4194	233	4	%	%	NOUN
dem-4194	233	5	significance	significance	NOUN
dem-4194	233	6	level	level	NOUN
dem-4194	233	7	we	we	PRON
dem-4194	233	8	obtained	obtain	VERB
dem-4194	233	9	more	more	ADJ
dem-4194	233	10	differences	difference	NOUN
dem-4194	233	11	(	(	PUNCT
dem-4194	233	12	see	see	VERB
dem-4194	233	13	table	table	NOUN
dem-4194	233	14	8)	8)	NUM
dem-4194	233	15	.	.	PUNCT
dem-4194	234	1	firstly	firstly	ADV
dem-4194	234	2	,	,	PUNCT
dem-4194	234	3	risk	risk	NOUN
dem-4194	234	4	metrics	metric	NOUN
dem-4194	234	5	models	model	NOUN
dem-4194	234	6	are	be	AUX
dem-4194	234	7	accurate	accurate	ADJ
dem-4194	234	8	only	only	ADV
dem-4194	234	9	for	for	ADP
dem-4194	234	10	windows	window	NOUN
dem-4194	234	11	size	size	NOUN
dem-4194	234	12	500	500	NUM
dem-4194	234	13	and	and	CCONJ
dem-4194	234	14	500	500	NUM
dem-4194	234	15	,	,	PUNCT
dem-4194	234	16	400	400	NUM
dem-4194	234	17	for	for	ADP
dem-4194	234	18	0.95λ	0.95λ	PROPN
dem-4194	234	19	=	=	SYM
dem-4194	234	20	,	,	PUNCT
dem-4194	234	21	0.99λ	0.99λ	NOUN
dem-4194	234	22	=	=	SYM
dem-4194	234	23	,	,	PUNCT
dem-4194	234	24	respectively	respectively	ADV
dem-4194	234	25	.	.	PUNCT
dem-4194	235	1	the	the	DET
dem-4194	235	2	rca	rca	PROPN
dem-4194	235	3	,	,	PUNCT
dem-4194	235	4	sign	sign	VERB
dem-4194	235	5	rca	rca	PROPN
dem-4194	235	6	and	and	CCONJ
dem-4194	235	7	ewma	ewma	VERB
dem-4194	235	8	the	the	DET
dem-4194	235	9	sign	sign	NOUN
dem-4194	235	10	rca	rca	NOUN
dem-4194	235	11	models	model	NOUN
dem-4194	235	12	:	:	PUNCT
dem-4194	235	13	comparing	compare	VERB
dem-4194	235	14	predictive	predictive	ADJ
dem-4194	235	15	accuracy	accuracy	NOUN
dem-4194	235	16	of	of	ADP
dem-4194	235	17	var	var	NOUN
dem-4194	235	18	measures	measure	NOUN
dem-4194	235	19	71	71	NUM
dem-4194	235	20	models	model	NOUN
dem-4194	235	21	are	be	AUX
dem-4194	235	22	accurate	accurate	ADJ
dem-4194	235	23	for	for	ADP
dem-4194	235	24	small	small	ADJ
dem-4194	235	25	windows	window	NOUN
dem-4194	235	26	(	(	PUNCT
dem-4194	235	27	size	size	NOUN
dem-4194	235	28	200	200	NUM
dem-4194	235	29	,	,	PUNCT
dem-4194	235	30	150	150	NUM
dem-4194	235	31	,	,	PUNCT
dem-4194	235	32	100	100	NUM
dem-4194	235	33	)	)	PUNCT
dem-4194	235	34	.	.	PUNCT
dem-4194	236	1	the	the	DET
dem-4194	236	2	regulatory	regulatory	ADJ
dem-4194	236	3	loss	loss	NOUN
dem-4194	236	4	function	function	NOUN
dem-4194	236	5	is	be	AUX
dem-4194	236	6	the	the	DET
dem-4194	236	7	smallest	small	ADJ
dem-4194	236	8	for	for	ADP
dem-4194	236	9	hs	hs	PROPN
dem-4194	236	10	.	.	PUNCT
dem-4194	237	1	the	the	DET
dem-4194	237	2	firm	firm	NOUN
dem-4194	237	3	’s	’s	PART
dem-4194	237	4	loss	loss	NOUN
dem-4194	237	5	function	function	NOUN
dem-4194	237	6	has	have	VERB
dem-4194	237	7	the	the	DET
dem-4194	237	8	lowest	low	ADJ
dem-4194	237	9	values	value	NOUN
dem-4194	237	10	for	for	ADP
dem-4194	237	11	sign	sign	VERB
dem-4194	237	12	rca	rca	NOUN
dem-4194	237	13	models	model	NOUN
dem-4194	237	14	for	for	ADP
dem-4194	237	15	the	the	DET
dem-4194	237	16	window	window	NOUN
dem-4194	237	17	size	size	NOUN
dem-4194	237	18	200	200	NUM
dem-4194	237	19	.	.	PUNCT
dem-4194	238	1	very	very	ADV
dem-4194	238	2	strange	strange	ADJ
dem-4194	238	3	results	result	NOUN
dem-4194	238	4	were	be	AUX
dem-4194	238	5	obtained	obtain	VERB
dem-4194	238	6	for	for	ADP
dem-4194	238	7	hs	hs	PROPN
dem-4194	238	8	and	and	CCONJ
dem-4194	238	9	therefore	therefore	ADV
dem-4194	238	10	we	we	PRON
dem-4194	238	11	are	be	AUX
dem-4194	238	12	not	not	PART
dem-4194	238	13	able	able	ADJ
dem-4194	238	14	to	to	PART
dem-4194	238	15	find	find	VERB
dem-4194	238	16	any	any	DET
dem-4194	238	17	rules	rule	NOUN
dem-4194	238	18	for	for	ADP
dem-4194	238	19	accuracy	accuracy	NOUN
dem-4194	238	20	and	and	CCONJ
dem-4194	238	21	value	value	NOUN
dem-4194	238	22	of	of	ADP
dem-4194	238	23	the	the	DET
dem-4194	238	24	regulatory	regulatory	ADJ
dem-4194	238	25	loss	loss	NOUN
dem-4194	238	26	function	function	NOUN
dem-4194	238	27	.	.	PUNCT
dem-4194	239	1	4.2	4.2	NUM
dem-4194	239	2	.	.	PUNCT
dem-4194	239	3	results	result	NOUN
dem-4194	239	4	of	of	ADP
dem-4194	239	5	the	the	DET
dem-4194	239	6	analysis	analysis	NOUN
dem-4194	239	7	ii	ii	NOUN
dem-4194	239	8	firstly	firstly	ADV
dem-4194	239	9	,	,	PUNCT
dem-4194	239	10	we	we	PRON
dem-4194	239	11	calculated	calculate	VERB
dem-4194	239	12	the	the	DET
dem-4194	239	13	250	250	NUM
dem-4194	239	14	one	one	NUM
dem-4194	239	15	-	-	PUNCT
dem-4194	239	16	step	step	NOUN
dem-4194	239	17	-	-	PUNCT
dem-4194	239	18	ahead	ahead	NOUN
dem-4194	239	19	forecasts	forecast	NOUN
dem-4194	239	20	of	of	ADP
dem-4194	239	21	var	var	NOUN
dem-4194	239	22	of	of	ADP
dem-4194	239	23	the	the	DET
dem-4194	239	24	pbg	pbg	PROPN
dem-4194	239	25	share	share	NOUN
dem-4194	239	26	using	use	VERB
dem-4194	239	27	all	all	DET
dem-4194	239	28	models	model	NOUN
dem-4194	239	29	of	of	ADP
dem-4194	239	30	var	var	NOUN
dem-4194	239	31	(	(	PUNCT
dem-4194	239	32	presented	present	VERB
dem-4194	239	33	in	in	ADP
dem-4194	239	34	3.1)13	3.1)13	PROPN
dem-4194	239	35	.	.	PUNCT
dem-4194	240	1	the	the	DET
dem-4194	240	2	var	var	NOUN
dem-4194	240	3	forecasts	forecast	NOUN
dem-4194	240	4	were	be	AUX
dem-4194	240	5	received	receive	VERB
dem-4194	240	6	from	from	ADP
dem-4194	240	7	different	different	ADJ
dem-4194	240	8	models	model	NOUN
dem-4194	240	9	estimated	estimate	VERB
dem-4194	240	10	for	for	ADP
dem-4194	240	11	the	the	DET
dem-4194	240	12	different	different	ADJ
dem-4194	240	13	window	window	NOUN
dem-4194	240	14	sizes	size	NOUN
dem-4194	240	15	,	,	PUNCT
dem-4194	240	16	i.e	i.e	PROPN
dem-4194	240	17	,	,	PUNCT
dem-4194	240	18	t	t	PROPN
dem-4194	240	19	=	=	NUM
dem-4194	240	20	125	125	NUM
dem-4194	240	21	,	,	PUNCT
dem-4194	240	22	250	250	NUM
dem-4194	240	23	and	and	CCONJ
dem-4194	240	24	375	375	NUM
dem-4194	240	25	.	.	PUNCT
dem-4194	241	1	secondly	secondly	ADV
dem-4194	241	2	,	,	PUNCT
dem-4194	241	3	the	the	DET
dem-4194	241	4	competing	compete	VERB
dem-4194	241	5	var	var	NOUN
dem-4194	241	6	models	model	NOUN
dem-4194	241	7	were	be	AUX
dem-4194	241	8	testing	test	VERB
dem-4194	241	9	for	for	ADP
dem-4194	241	10	statistical	statistical	ADJ
dem-4194	241	11	accuracy	accuracy	NOUN
dem-4194	241	12	.	.	PUNCT
dem-4194	242	1	for	for	ADP
dem-4194	242	2	the	the	DET
dem-4194	242	3	established	establish	VERB
dem-4194	242	4	period	period	NOUN
dem-4194	242	5	of	of	ADP
dem-4194	242	6	forecasting	forecasting	NOUN
dem-4194	242	7	,	,	PUNCT
dem-4194	242	8	only	only	ADV
dem-4194	242	9	sign	sign	VERB
dem-4194	242	10	rcama(1,1	rcama(1,1	NOUN
dem-4194	242	11	)	)	PUNCT
dem-4194	242	12	models	model	NOUN
dem-4194	242	13	(	(	PUNCT
dem-4194	242	14	for	for	ADP
dem-4194	242	15	t	t	NOUN
dem-4194	242	16	=	=	SYM
dem-4194	242	17	375	375	NUM
dem-4194	242	18	and	and	CCONJ
dem-4194	242	19	all	all	DET
dem-4194	242	20	significance	significance	NOUN
dem-4194	242	21	level	level	NOUN
dem-4194	242	22	,	,	PUNCT
dem-4194	242	23	for	for	ADP
dem-4194	242	24	t	t	NOUN
dem-4194	242	25	=	=	SYM
dem-4194	242	26	250	250	NUM
dem-4194	242	27	and	and	CCONJ
dem-4194	242	28	α	α	NOUN
dem-4194	242	29	=	=	SYM
dem-4194	242	30	2.5	2.5	NUM
dem-4194	242	31	%	%	NOUN
dem-4194	242	32	,	,	PUNCT
dem-4194	242	33	1	1	NUM
dem-4194	242	34	%	%	NOUN
dem-4194	242	35	)	)	PUNCT
dem-4194	242	36	,	,	PUNCT
dem-4194	242	37	sign	sign	VERB
dem-4194	242	38	rca(1)-garch(1,1	rca(1)-garch(1,1	NOUN
dem-4194	242	39	)	)	PUNCT
dem-4194	242	40	models	model	NOUN
dem-4194	242	41	(	(	PUNCT
dem-4194	242	42	for	for	ADP
dem-4194	242	43	α	α	NOUN
dem-4194	242	44	=	=	SYM
dem-4194	242	45	1	1	NUM
dem-4194	242	46	%	%	NOUN
dem-4194	242	47	and	and	CCONJ
dem-4194	242	48	rolling	rolling	ADJ
dem-4194	242	49	window	window	NOUN
dem-4194	242	50	size	size	NOUN
dem-4194	242	51	t	t	PROPN
dem-4194	242	52	=	=	SYM
dem-4194	242	53	375	375	NUM
dem-4194	242	54	,	,	PUNCT
dem-4194	242	55	125	125	NUM
dem-4194	242	56	)	)	PUNCT
dem-4194	242	57	and	and	CCONJ
dem-4194	242	58	risk	risk	NOUN
dem-4194	242	59	metrics	metric	NOUN
dem-4194	242	60	models	model	NOUN
dem-4194	242	61	(	(	PUNCT
dem-4194	242	62	for	for	ADP
dem-4194	242	63	λ=	λ=	NOUN
dem-4194	242	64	0,99	0,99	PROPN
dem-4194	242	65	and	and	CCONJ
dem-4194	242	66	α	α	NOUN
dem-4194	242	67	=	=	SYM
dem-4194	242	68	1	1	NUM
dem-4194	242	69	%	%	NOUN
dem-4194	242	70	and	and	CCONJ
dem-4194	242	71	t	t	NOUN
dem-4194	242	72	=	=	SYM
dem-4194	242	73	125	125	NUM
dem-4194	242	74	)	)	PUNCT
dem-4194	242	75	did	do	AUX
dem-4194	242	76	not	not	PART
dem-4194	242	77	fulfill	fulfill	VERB
dem-4194	242	78	the	the	DET
dem-4194	242	79	conditions	condition	NOUN
dem-4194	242	80	used	use	VERB
dem-4194	242	81	at	at	ADP
dem-4194	242	82	first	first	ADJ
dem-4194	242	83	stage	stage	NOUN
dem-4194	242	84	of	of	ADP
dem-4194	242	85	sarma	sarma	PROPN
dem-4194	242	86	,	,	PUNCT
dem-4194	242	87	thomas	thomas	PROPN
dem-4194	242	88	and	and	CCONJ
dem-4194	242	89	shah	shah	PROPN
dem-4194	242	90	procedure	procedure	NOUN
dem-4194	242	91	(	(	PUNCT
dem-4194	242	92	the	the	DET
dem-4194	242	93	null	null	ADJ
dem-4194	242	94	hypothesis	hypothesis	NOUN
dem-4194	242	95	was	be	AUX
dem-4194	242	96	rejected	reject	VERB
dem-4194	242	97	at	at	ADP
dem-4194	242	98	least	least	ADJ
dem-4194	242	99	for	for	ADP
dem-4194	242	100	one	one	NUM
dem-4194	242	101	test	test	NOUN
dem-4194	242	102	,	,	PUNCT
dem-4194	242	103	see	see	VERB
dem-4194	242	104	(	(	PUNCT
dem-4194	242	105	12)-(14	12)-(14	NUM
dem-4194	242	106	)	)	PUNCT
dem-4194	242	107	)	)	PUNCT
dem-4194	242	108	.	.	PUNCT
dem-4194	243	1	for	for	ADP
dem-4194	243	2	other	other	ADJ
dem-4194	243	3	models	model	NOUN
dem-4194	243	4	,	,	PUNCT
dem-4194	243	5	the	the	DET
dem-4194	243	6	firm	firm	NOUN
dem-4194	243	7	’s	’s	PART
dem-4194	243	8	loss	loss	NOUN
dem-4194	243	9	function	function	NOUN
dem-4194	243	10	(	(	PUNCT
dem-4194	243	11	see	see	VERB
dem-4194	243	12	the	the	DET
dem-4194	243	13	table	table	NOUN
dem-4194	243	14	9	9	NUM
dem-4194	243	15	)	)	PUNCT
dem-4194	243	16	,	,	PUNCT
dem-4194	243	17	the	the	DET
dem-4194	243	18	sts	sts	ADJ
dem-4194	243	19	test	test	NOUN
dem-4194	243	20	and	and	CCONJ
dem-4194	243	21	the	the	DET
dem-4194	243	22	predictive	predictive	ADJ
dem-4194	243	23	quantile	quantile	ADJ
dem-4194	243	24	loss	loss	NOUN
dem-4194	243	25	function	function	NOUN
dem-4194	243	26	(	(	PUNCT
dem-4194	243	27	see	see	VERB
dem-4194	243	28	the	the	DET
dem-4194	243	29	table	table	NOUN
dem-4194	243	30	10	10	NUM
dem-4194	243	31	)	)	PUNCT
dem-4194	243	32	were	be	AUX
dem-4194	243	33	calculated	calculate	VERB
dem-4194	243	34	.	.	PUNCT
dem-4194	244	1	lower	low	ADJ
dem-4194	244	2	values	value	NOUN
dem-4194	244	3	of	of	ADP
dem-4194	244	4	the	the	DET
dem-4194	244	5	firm	firm	NOUN
dem-4194	244	6	’s	’s	PART
dem-4194	244	7	loss	loss	NOUN
dem-4194	244	8	function	function	NOUN
dem-4194	244	9	for	for	ADP
dem-4194	244	10	var	var	NOUN
dem-4194	244	11	forecasts	forecast	NOUN
dem-4194	244	12	were	be	AUX
dem-4194	244	13	received	receive	VERB
dem-4194	244	14	from	from	ADP
dem-4194	244	15	rcama(1,1	rcama(1,1	NOUN
dem-4194	244	16	)	)	PUNCT
dem-4194	244	17	,	,	PUNCT
dem-4194	244	18	rca(1	rca(1	NOUN
dem-4194	244	19	)	)	PUNCT
dem-4194	244	20	and	and	CCONJ
dem-4194	244	21	sign	sign	VERB
dem-4194	244	22	rcama(1,1	rcama(1,1	NOUN
dem-4194	244	23	)	)	PUNCT
dem-4194	244	24	(	(	PUNCT
dem-4194	244	25	if	if	SCONJ
dem-4194	244	26	it	it	PRON
dem-4194	244	27	was	be	AUX
dem-4194	244	28	included	include	VERB
dem-4194	244	29	at	at	ADP
dem-4194	244	30	second	second	ADJ
dem-4194	244	31	stage	stage	NOUN
dem-4194	244	32	)	)	PUNCT
dem-4194	244	33	models	model	NOUN
dem-4194	244	34	(	(	PUNCT
dem-4194	244	35	with	with	ADP
dem-4194	244	36	the	the	DET
dem-4194	244	37	exception	exception	NOUN
dem-4194	244	38	of	of	ADP
dem-4194	244	39	the	the	DET
dem-4194	244	40	hs	hs	PROPN
dem-4194	244	41	for	for	ADP
dem-4194	244	42	α	α	NOUN
dem-4194	244	43	=	=	SYM
dem-4194	244	44	5	5	NUM
dem-4194	244	45	%	%	NOUN
dem-4194	244	46	and	and	CCONJ
dem-4194	244	47	t	t	NOUN
dem-4194	244	48	=	=	SYM
dem-4194	244	49	375	375	NUM
dem-4194	244	50	,	,	PUNCT
dem-4194	244	51	250	250	NUM
dem-4194	244	52	and	and	CCONJ
dem-4194	244	53	with	with	ADP
dem-4194	244	54	the	the	DET
dem-4194	244	55	exception	exception	NOUN
dem-4194	244	56	of	of	ADP
dem-4194	244	57	the	the	DET
dem-4194	244	58	rm(λ=	rm(λ=	NOUN
dem-4194	244	59	0,99	0,99	PROPN
dem-4194	244	60	)	)	PUNCT
dem-4194	244	61	for	for	ADP
dem-4194	244	62	t	t	NOUN
dem-4194	244	63	=	=	SYM
dem-4194	244	64	125	125	NUM
dem-4194	244	65	and	and	CCONJ
dem-4194	244	66	α	α	NOUN
dem-4194	244	67	=	=	SYM
dem-4194	244	68	5	5	NUM
dem-4194	244	69	%	%	NOUN
dem-4194	244	70	,	,	PUNCT
dem-4194	244	71	2.5	2.5	NUM
dem-4194	244	72	%	%	NOUN
dem-4194	244	73	)	)	PUNCT
dem-4194	244	74	.	.	PUNCT
dem-4194	245	1	the	the	DET
dem-4194	245	2	test	test	NOUN
dem-4194	245	3	for	for	ADP
dem-4194	245	4	superiority	superiority	NOUN
dem-4194	245	5	of	of	ADP
dem-4194	245	6	a	a	DET
dem-4194	245	7	model	model	NOUN
dem-4194	245	8	vis	vis	X
dem-4194	245	9	-	-	NOUN
dem-4194	245	10	á	á	X
dem-4194	245	11	-	-	PUNCT
dem-4194	245	12	vis	vis	X
dem-4194	245	13	another	another	PRON
dem-4194	245	14	indicates	indicate	VERB
dem-4194	245	15	that	that	SCONJ
dem-4194	245	16	:	:	PUNCT
dem-4194	245	17	1	1	X
dem-4194	245	18	.	.	X
dem-4194	245	19	at	at	ADP
dem-4194	245	20	the	the	DET
dem-4194	245	21	5	5	NUM
dem-4194	245	22	%	%	NOUN
dem-4194	245	23	significance	significance	NOUN
dem-4194	245	24	level	level	NOUN
dem-4194	245	25	,	,	PUNCT
dem-4194	245	26	for	for	ADP
dem-4194	245	27	different	different	ADJ
dem-4194	245	28	rolling	rolling	ADJ
dem-4194	245	29	window	window	NOUN
dem-4194	245	30	sizes	size	NOUN
dem-4194	245	31	,	,	PUNCT
dem-4194	245	32	each	each	PRON
dem-4194	245	33	of	of	ADP
dem-4194	245	34	models	model	NOUN
dem-4194	245	35	having	have	VERB
dem-4194	245	36	first	first	ADJ
dem-4194	245	37	rank	rank	NOUN
dem-4194	245	38	is	be	AUX
dem-4194	245	39	superior	superior	ADJ
dem-4194	245	40	over	over	ADP
dem-4194	245	41	other	other	ADJ
dem-4194	245	42	models	model	NOUN
dem-4194	245	43	.	.	PUNCT
dem-4194	246	1	2	2	X
dem-4194	246	2	.	.	X
dem-4194	246	3	at	at	ADP
dem-4194	246	4	the	the	DET
dem-4194	246	5	2.5	2.5	NUM
dem-4194	246	6	%	%	NOUN
dem-4194	246	7	significance	significance	NOUN
dem-4194	246	8	level	level	NOUN
dem-4194	246	9	,	,	PUNCT
dem-4194	246	10	for	for	ADP
dem-4194	246	11	rolling	roll	VERB
dem-4194	246	12	windows	window	NOUN
dem-4194	246	13	size	size	NOUN
dem-4194	246	14	of	of	ADP
dem-4194	246	15	125	125	NUM
dem-4194	246	16	observations	observation	NOUN
dem-4194	246	17	,	,	PUNCT
dem-4194	246	18	the	the	DET
dem-4194	246	19	rm	rm	PROPN
dem-4194	246	20	(	(	PUNCT
dem-4194	246	21	λ=	λ=	PROPN
dem-4194	246	22	0,99	0,99	X
dem-4194	246	23	)	)	PUNCT
dem-4194	246	24	is	be	AUX
dem-4194	246	25	superior	superior	ADJ
dem-4194	246	26	over	over	ADP
dem-4194	246	27	other	other	ADJ
dem-4194	246	28	models	model	NOUN
dem-4194	246	29	.	.	PUNCT
dem-4194	247	1	the	the	DET
dem-4194	247	2	rcama(1,1	rcama(1,1	NOUN
dem-4194	247	3	)	)	PUNCT
dem-4194	247	4	model	model	NOUN
dem-4194	247	5	is	be	AUX
dem-4194	247	6	better	well	ADJ
dem-4194	247	7	than	than	ADP
dem-4194	247	8	almost	almost	ADV
dem-4194	247	9	all	all	PRON
dem-4194	247	10	other	other	ADJ
dem-4194	247	11	models	model	NOUN
dem-4194	247	12	(	(	PUNCT
dem-4194	247	13	with	with	ADP
dem-4194	247	14	the	the	DET
dem-4194	247	15	exception	exception	NOUN
dem-4194	247	16	of	of	ADP
dem-4194	247	17	hs	hs	PROPN
dem-4194	247	18	method	method	NOUN
dem-4194	247	19	and	and	CCONJ
dem-4194	247	20	rca(1	rca(1	NOUN
dem-4194	247	21	)	)	PUNCT
dem-4194	247	22	model	model	NOUN
dem-4194	247	23	for	for	ADP
dem-4194	247	24	t	t	NOUN
dem-4194	247	25	=	=	SYM
dem-4194	247	26	375	375	NUM
dem-4194	247	27	and	and	CCONJ
dem-4194	247	28	with	with	ADP
dem-4194	247	29	the	the	DET
dem-4194	247	30	exception	exception	NOUN
dem-4194	247	31	of	of	ADP
dem-4194	247	32	the	the	DET
dem-4194	247	33	rca(1)-garch(1,1	rca(1)-garch(1,1	NOUN
dem-4194	247	34	)	)	PUNCT
dem-4194	247	35	model	model	NOUN
dem-4194	247	36	for	for	ADP
dem-4194	247	37	t	t	NOUN
dem-4194	247	38	=	=	SYM
dem-4194	247	39	250	250	NUM
dem-4194	247	40	,	,	PUNCT
dem-4194	247	41	for	for	ADP
dem-4194	247	42	which	which	PRON
dem-4194	247	43	the	the	DET
dem-4194	247	44	predictive	predictive	ADJ
dem-4194	247	45	ability	ability	NOUN
dem-4194	247	46	is	be	AUX
dem-4194	247	47	equal	equal	ADJ
dem-4194	247	48	)	)	PUNCT
dem-4194	247	49	.	.	PUNCT
dem-4194	248	1	3	3	X
dem-4194	248	2	.	.	X
dem-4194	248	3	for	for	ADP
dem-4194	248	4	the	the	DET
dem-4194	248	5	α	α	NOUN
dem-4194	248	6	=	=	SYM
dem-4194	248	7	1	1	NUM
dem-4194	248	8	%	%	NOUN
dem-4194	248	9	,	,	PUNCT
dem-4194	248	10	for	for	ADP
dem-4194	248	11	different	different	ADJ
dem-4194	248	12	rolling	rolling	ADJ
dem-4194	248	13	window	window	NOUN
dem-4194	248	14	sizes	size	NOUN
dem-4194	248	15	,	,	PUNCT
dem-4194	248	16	each	each	PRON
dem-4194	248	17	of	of	ADP
dem-4194	248	18	models	model	NOUN
dem-4194	248	19	having	have	VERB
dem-4194	248	20	first	first	ADJ
dem-4194	248	21	rank	rank	NOUN
dem-4194	248	22	is	be	AUX
dem-4194	248	23	superior	superior	ADJ
dem-4194	248	24	over	over	ADP
dem-4194	248	25	other	other	ADJ
dem-4194	248	26	models	model	NOUN
dem-4194	248	27	(	(	PUNCT
dem-4194	248	28	with	with	ADP
dem-4194	248	29	the	the	DET
dem-4194	248	30	exception	exception	NOUN
dem-4194	248	31	of	of	ADP
dem-4194	248	32	rcama(1,1	rcama(1,1	NOUN
dem-4194	248	33	)	)	PUNCT
dem-4194	248	34	and	and	CCONJ
dem-4194	248	35	rca(1	rca(1	NOUN
dem-4194	248	36	)	)	PUNCT
dem-4194	248	37	models	model	NOUN
dem-4194	248	38	for	for	ADP
dem-4194	248	39	t	t	NOUN
dem-4194	248	40	=	=	SYM
dem-4194	248	41	375	375	NUM
dem-4194	248	42	that	that	PRON
dem-4194	248	43	have	have	VERB
dem-4194	248	44	equal	equal	ADJ
dem-4194	248	45	predictive	predictive	ADJ
dem-4194	248	46	ability	ability	NOUN
dem-4194	248	47	)	)	PUNCT
dem-4194	248	48	.	.	PUNCT
dem-4194	249	1	other	other	ADJ
dem-4194	249	2	conclusions	conclusion	NOUN
dem-4194	249	3	are	be	AUX
dem-4194	249	4	formulated	formulate	VERB
dem-4194	249	5	based	base	VERB
dem-4194	249	6	on	on	ADP
dem-4194	249	7	the	the	DET
dem-4194	249	8	predictive	predictive	ADJ
dem-4194	249	9	quantile	quantile	ADJ
dem-4194	249	10	loss	loss	NOUN
dem-4194	249	11	function	function	NOUN
dem-4194	249	12	(	(	PUNCT
dem-4194	249	13	table	table	NOUN
dem-4194	249	14	10	10	NUM
dem-4194	249	15	)	)	PUNCT
dem-4194	249	16	,	,	PUNCT
dem-4194	249	17	which	which	PRON
dem-4194	249	18	yields	yield	VERB
dem-4194	249	19	different	different	ADJ
dem-4194	249	20	position	position	NOUN
dem-4194	249	21	in	in	ADP
dem-4194	249	22	the	the	DET
dem-4194	249	23	ranking	ranking	NOUN
dem-4194	249	24	.	.	PUNCT
dem-4194	250	1	for	for	ADP
dem-4194	250	2	var	var	NOUN
dem-4194	250	3	forecasts	forecast	NOUN
dem-4194	250	4	of	of	ADP
dem-4194	250	5	the	the	DET
dem-4194	250	6	pbg	pbg	PROPN
dem-4194	250	7	share	share	NOUN
dem-4194	250	8	,	,	PUNCT
dem-4194	250	9	for	for	ADP
dem-4194	250	10	established	establish	VERB
dem-4194	250	11	forecasting	forecasting	NOUN
dem-4194	250	12	period	period	NOUN
dem-4194	250	13	,	,	PUNCT
dem-4194	250	14	the	the	DET
dem-4194	250	15	choice	choice	NOUN
dem-4194	250	16	of	of	ADP
dem-4194	250	17	the	the	DET
dem-4194	250	18	13	13	NUM
dem-4194	250	19	one	one	NUM
dem-4194	250	20	-	-	PUNCT
dem-4194	250	21	step	step	NOUN
dem-4194	250	22	ahead	ahead	ADV
dem-4194	250	23	forecasts	forecast	NOUN
dem-4194	250	24	on	on	ADP
dem-4194	250	25	the	the	DET
dem-4194	250	26	period	period	NOUN
dem-4194	250	27	19.02.2008	19.02.2008	NOUN
dem-4194	250	28	-	-	SYM
dem-4194	250	29	18.02.2009	18.02.2009	NOUN
dem-4194	250	30	were	be	AUX
dem-4194	250	31	computed	compute	VERB
dem-4194	250	32	.	.	PUNCT
dem-4194	251	1	joanna	joanna	PROPN
dem-4194	251	2	górka	górka	PROPN
dem-4194	251	3	72	72	NUM
dem-4194	251	4	best	good	ADJ
dem-4194	251	5	model	model	NOUN
dem-4194	251	6	from	from	ADP
dem-4194	251	7	the	the	DET
dem-4194	251	8	competing	compete	VERB
dem-4194	251	9	models	model	NOUN
dem-4194	251	10	depends	depend	VERB
dem-4194	251	11	on	on	ADP
dem-4194	251	12	the	the	DET
dem-4194	251	13	significance	significance	NOUN
dem-4194	251	14	level	level	NOUN
dem-4194	251	15	and	and	CCONJ
dem-4194	251	16	rolling	rolling	ADJ
dem-4194	251	17	window	window	NOUN
dem-4194	251	18	sizes	size	NOUN
dem-4194	251	19	.	.	PUNCT
dem-4194	252	1	for	for	ADP
dem-4194	252	2	the	the	DET
dem-4194	252	3	sign	sign	NOUN
dem-4194	252	4	rca	rca	NOUN
dem-4194	252	5	models	model	NOUN
dem-4194	252	6	the	the	DET
dem-4194	252	7	rolling	rolling	ADJ
dem-4194	252	8	window	window	NOUN
dem-4194	252	9	size	size	NOUN
dem-4194	252	10	of	of	ADP
dem-4194	252	11	125	125	NUM
dem-4194	252	12	observations	observation	NOUN
dem-4194	252	13	seemed	seem	VERB
dem-4194	252	14	too	too	ADV
dem-4194	252	15	small	small	ADJ
dem-4194	252	16	.	.	PUNCT
dem-4194	253	1	this	this	DET
dem-4194	253	2	conclusion	conclusion	NOUN
dem-4194	253	3	is	be	AUX
dem-4194	253	4	similar	similar	ADJ
dem-4194	253	5	to	to	ADP
dem-4194	253	6	one	one	NUM
dem-4194	253	7	from	from	ADP
dem-4194	253	8	analysis	analysis	NOUN
dem-4194	253	9	i.	i.	NOUN
dem-4194	253	10	5	5	NUM
dem-4194	253	11	.	.	PUNCT
dem-4194	254	1	conclusions	conclusion	NOUN
dem-4194	254	2	evaluating	evaluate	VERB
dem-4194	254	3	forecasts	forecast	NOUN
dem-4194	254	4	based	base	VERB
dem-4194	254	5	solely	solely	ADV
dem-4194	254	6	on	on	ADP
dem-4194	254	7	one	one	NUM
dem-4194	254	8	criterion	criterion	NOUN
dem-4194	254	9	yield	yield	VERB
dem-4194	254	10	the	the	DET
dem-4194	254	11	limited	limited	ADJ
dem-4194	254	12	information	information	NOUN
dem-4194	254	13	regarding	regard	VERB
dem-4194	254	14	the	the	DET
dem-4194	254	15	accuracy	accuracy	NOUN
dem-4194	254	16	method	method	NOUN
dem-4194	254	17	.	.	PUNCT
dem-4194	255	1	thus	thus	ADV
dem-4194	255	2	,	,	PUNCT
dem-4194	255	3	in	in	ADP
dem-4194	255	4	the	the	DET
dem-4194	255	5	literature	literature	NOUN
dem-4194	255	6	is	be	AUX
dem-4194	255	7	commonly	commonly	ADV
dem-4194	255	8	accepted	accept	VERB
dem-4194	255	9	that	that	SCONJ
dem-4194	255	10	results	result	NOUN
dem-4194	255	11	of	of	ADP
dem-4194	255	12	each	each	DET
dem-4194	255	13	evaluation	evaluation	NOUN
dem-4194	255	14	criterion	criterion	NOUN
dem-4194	255	15	are	be	AUX
dem-4194	255	16	presented	present	VERB
dem-4194	255	17	separately	separately	ADV
dem-4194	255	18	and	and	CCONJ
dem-4194	255	19	then	then	ADV
dem-4194	255	20	best	well	ADV
dem-4194	255	21	performing	performing	NOUN
dem-4194	255	22	method	method	NOUN
dem-4194	255	23	is	be	AUX
dem-4194	255	24	selected	select	VERB
dem-4194	255	25	.	.	PUNCT
dem-4194	256	1	however	however	ADV
dem-4194	256	2	,	,	PUNCT
dem-4194	256	3	it	it	PRON
dem-4194	256	4	can	can	AUX
dem-4194	256	5	be	be	AUX
dem-4194	256	6	noticed	notice	VERB
dem-4194	256	7	that	that	SCONJ
dem-4194	256	8	the	the	DET
dem-4194	256	9	different	different	ADJ
dem-4194	256	10	evaluation	evaluation	NOUN
dem-4194	256	11	criteria	criterion	NOUN
dem-4194	256	12	give	give	VERB
dem-4194	256	13	the	the	DET
dem-4194	256	14	different	different	ADJ
dem-4194	256	15	choice	choice	NOUN
dem-4194	256	16	of	of	ADP
dem-4194	256	17	the	the	DET
dem-4194	256	18	best	good	ADJ
dem-4194	256	19	estimation	estimation	NOUN
dem-4194	256	20	method	method	NOUN
dem-4194	256	21	of	of	ADP
dem-4194	256	22	var	var	NOUN
dem-4194	256	23	.	.	PUNCT
dem-4194	257	1	therefore	therefore	ADV
dem-4194	257	2	,	,	PUNCT
dem-4194	257	3	it	it	PRON
dem-4194	257	4	is	be	AUX
dem-4194	257	5	difficult	difficult	ADJ
dem-4194	257	6	to	to	PART
dem-4194	257	7	make	make	VERB
dem-4194	257	8	general	general	ADJ
dem-4194	257	9	remarks	remark	NOUN
dem-4194	257	10	,	,	PUNCT
dem-4194	257	11	nevertheless	nevertheless	ADV
dem-4194	257	12	the	the	DET
dem-4194	257	13	empirical	empirical	ADJ
dem-4194	257	14	results	result	NOUN
dem-4194	257	15	showed	show	VERB
dem-4194	257	16	that	that	SCONJ
dem-4194	257	17	:	:	PUNCT
dem-4194	257	18	1	1	X
dem-4194	257	19	.	.	X
dem-4194	257	20	none	none	NOUN
dem-4194	257	21	of	of	ADP
dem-4194	257	22	the	the	DET
dem-4194	257	23	presented	present	VERB
dem-4194	257	24	methods	method	NOUN
dem-4194	257	25	gave	give	VERB
dem-4194	257	26	a	a	DET
dem-4194	257	27	satisfactory	satisfactory	ADJ
dem-4194	257	28	var	var	NOUN
dem-4194	257	29	estimates	estimate	NOUN
dem-4194	257	30	.	.	PUNCT
dem-4194	258	1	2	2	X
dem-4194	258	2	.	.	X
dem-4194	258	3	the	the	DET
dem-4194	258	4	results	result	NOUN
dem-4194	258	5	showed	show	VERB
dem-4194	258	6	no	no	DET
dem-4194	258	7	domination	domination	NOUN
dem-4194	258	8	of	of	ADP
dem-4194	258	9	either	either	DET
dem-4194	258	10	forecasting	forecasting	NOUN
dem-4194	258	11	methods	method	NOUN
dem-4194	258	12	of	of	ADP
dem-4194	258	13	var	var	NOUN
dem-4194	258	14	.	.	PUNCT
dem-4194	259	1	3	3	X
dem-4194	259	2	.	.	X
dem-4194	259	3	bigger	big	ADJ
dem-4194	259	4	sample	sample	NOUN
dem-4194	259	5	did	do	AUX
dem-4194	259	6	not	not	PART
dem-4194	259	7	lead	lead	VERB
dem-4194	259	8	to	to	ADP
dem-4194	259	9	the	the	DET
dem-4194	259	10	better	well	ADJ
dem-4194	259	11	results	result	NOUN
dem-4194	259	12	.	.	PUNCT
dem-4194	260	1	4	4	X
dem-4194	260	2	.	.	X
dem-4194	260	3	it	it	PRON
dem-4194	260	4	seems	seem	VERB
dem-4194	260	5	that	that	SCONJ
dem-4194	260	6	the	the	DET
dem-4194	260	7	family	family	NOUN
dem-4194	260	8	of	of	ADP
dem-4194	260	9	sign	sign	PROPN
dem-4194	260	10	rca	rca	NOUN
dem-4194	260	11	models	model	NOUN
dem-4194	260	12	should	should	AUX
dem-4194	260	13	be	be	AUX
dem-4194	260	14	used	use	VERB
dem-4194	260	15	for	for	ADP
dem-4194	260	16	the	the	DET
dem-4194	260	17	sample	sample	NOUN
dem-4194	260	18	size	size	NOUN
dem-4194	260	19	of	of	ADP
dem-4194	260	20	150	150	NUM
dem-4194	260	21	to	to	PART
dem-4194	260	22	300	300	NUM
dem-4194	260	23	observations	observation	NOUN
dem-4194	260	24	.	.	PUNCT
dem-4194	261	1	5	5	X
dem-4194	261	2	.	.	X
dem-4194	261	3	in	in	ADP
dem-4194	261	4	terms	term	NOUN
dem-4194	261	5	of	of	ADP
dem-4194	261	6	the	the	DET
dem-4194	261	7	firm	firm	NOUN
dem-4194	261	8	’s	’s	PART
dem-4194	261	9	loss	loss	NOUN
dem-4194	261	10	function	function	VERB
dem-4194	261	11	the	the	DET
dem-4194	261	12	sign	sign	NOUN
dem-4194	261	13	rca	rca	PROPN
dem-4194	261	14	model	model	NOUN
dem-4194	261	15	was	be	AUX
dem-4194	261	16	significantly	significantly	ADV
dem-4194	261	17	better	well	ADJ
dem-4194	261	18	than	than	ADP
dem-4194	261	19	the	the	DET
dem-4194	261	20	ar	ar	PROPN
dem-4194	261	21	-	-	ADJ
dem-4194	261	22	garch	garch	NOUN
dem-4194	261	23	model	model	NOUN
dem-4194	261	24	,	,	PUNCT
dem-4194	261	25	rm	rm	PROPN
dem-4194	261	26	(	(	PUNCT
dem-4194	261	27	0.95λ	0.95λ	PROPN
dem-4194	261	28	=	=	SYM
dem-4194	261	29	)	)	PUNCT
dem-4194	261	30	model	model	NOUN
dem-4194	261	31	and	and	CCONJ
dem-4194	261	32	ewma	ewma	PROPN
dem-4194	261	33	model	model	PROPN
dem-4194	261	34	.	.	PUNCT
dem-4194	262	1	the	the	DET
dem-4194	262	2	sign	sign	NOUN
dem-4194	262	3	rca	rca	PROPN
dem-4194	262	4	model	model	NOUN
dem-4194	262	5	was	be	AUX
dem-4194	262	6	not	not	PART
dem-4194	262	7	worse	bad	ADJ
dem-4194	262	8	than	than	ADP
dem-4194	262	9	the	the	DET
dem-4194	262	10	standard	standard	ADJ
dem-4194	262	11	rca	rca	PROPN
dem-4194	262	12	model	model	NOUN
dem-4194	262	13	.	.	PUNCT
dem-4194	263	1	6	6	NUM
dem-4194	263	2	.	.	X
dem-4194	263	3	one	one	PRON
dem-4194	263	4	should	should	AUX
dem-4194	263	5	treat	treat	VERB
dem-4194	263	6	every	every	DET
dem-4194	263	7	share	share	NOUN
dem-4194	263	8	individually	individually	ADV
dem-4194	263	9	and	and	CCONJ
dem-4194	263	10	use	use	VERB
dem-4194	263	11	different	different	ADJ
dem-4194	263	12	methods	method	NOUN
dem-4194	263	13	and	and	CCONJ
dem-4194	263	14	models	model	NOUN
dem-4194	263	15	for	for	ADP
dem-4194	263	16	obtaining	obtain	VERB
dem-4194	263	17	a	a	DET
dem-4194	263	18	good	good	ADJ
dem-4194	263	19	forecast	forecast	NOUN
dem-4194	263	20	of	of	ADP
dem-4194	263	21	var	var	NOUN
dem-4194	263	22	.	.	PUNCT
dem-4194	264	1	7	7	X
dem-4194	264	2	.	.	X
dem-4194	264	3	the	the	DET
dem-4194	264	4	historical	historical	ADJ
dem-4194	264	5	simulation	simulation	NOUN
dem-4194	264	6	gave	give	VERB
dem-4194	264	7	better	well	ADJ
dem-4194	264	8	results	result	NOUN
dem-4194	264	9	(	(	PUNCT
dem-4194	264	10	in	in	ADP
dem-4194	264	11	terms	term	NOUN
dem-4194	264	12	of	of	ADP
dem-4194	264	13	accuracy	accuracy	NOUN
dem-4194	264	14	)	)	PUNCT
dem-4194	264	15	at	at	ADP
dem-4194	264	16	the	the	DET
dem-4194	264	17	1	1	NUM
dem-4194	264	18	%	%	NOUN
dem-4194	264	19	significance	significance	NOUN
dem-4194	264	20	level	level	NOUN
dem-4194	264	21	than	than	ADP
dem-4194	264	22	for	for	ADP
dem-4194	264	23	other	other	ADJ
dem-4194	264	24	significance	significance	NOUN
dem-4194	264	25	levels	level	NOUN
dem-4194	264	26	.	.	PUNCT
dem-4194	265	1	it	it	PRON
dem-4194	265	2	seems	seem	VERB
dem-4194	265	3	that	that	SCONJ
dem-4194	265	4	the	the	DET
dem-4194	265	5	minimum	minimum	ADJ
dem-4194	265	6	window	window	NOUN
dem-4194	265	7	size	size	NOUN
dem-4194	265	8	should	should	AUX
dem-4194	265	9	be	be	AUX
dem-4194	265	10	250	250	NUM
dem-4194	265	11	observations	observation	NOUN
dem-4194	265	12	but	but	CCONJ
dem-4194	265	13	smaller	small	ADJ
dem-4194	265	14	than	than	ADP
dem-4194	265	15	500	500	NUM
dem-4194	265	16	observations	observation	NOUN
dem-4194	265	17	.	.	PUNCT
dem-4194	266	1	8	8	X
dem-4194	266	2	.	.	X
dem-4194	267	1	the	the	DET
dem-4194	267	2	rcama(1,1	rcama(1,1	NOUN
dem-4194	267	3	)	)	PUNCT
dem-4194	267	4	model	model	NOUN
dem-4194	267	5	can	can	AUX
dem-4194	267	6	be	be	AUX
dem-4194	267	7	competitive	competitive	ADJ
dem-4194	267	8	to	to	ADP
dem-4194	267	9	other	other	ADJ
dem-4194	267	10	var	var	NOUN
dem-4194	267	11	measures	measure	NOUN
dem-4194	267	12	from	from	ADP
dem-4194	267	13	the	the	DET
dem-4194	267	14	firm	firm	NOUN
dem-4194	267	15	’s	’s	PART
dem-4194	267	16	loss	loss	NOUN
dem-4194	267	17	function	function	NOUN
dem-4194	267	18	point	point	NOUN
dem-4194	267	19	of	of	ADP
dem-4194	267	20	view	view	NOUN
dem-4194	267	21	.	.	PUNCT
dem-4194	268	1	9	9	X
dem-4194	268	2	.	.	X
dem-4194	268	3	the	the	DET
dem-4194	268	4	sign	sign	NOUN
dem-4194	268	5	rca	rca	NOUN
dem-4194	268	6	models	model	NOUN
dem-4194	268	7	with	with	ADP
dem-4194	268	8	garch	garch	NOUN
dem-4194	268	9	errors	error	NOUN
dem-4194	268	10	did	do	AUX
dem-4194	268	11	not	not	PART
dem-4194	268	12	give	give	VERB
dem-4194	268	13	better	well	ADJ
dem-4194	268	14	forecasts	forecast	NOUN
dem-4194	268	15	of	of	ADP
dem-4194	268	16	var	var	NOUN
dem-4194	268	17	for	for	ADP
dem-4194	268	18	the	the	DET
dem-4194	268	19	pbg	pbg	PROPN
dem-4194	268	20	share	share	NOUN
dem-4194	268	21	.	.	PUNCT
dem-4194	269	1	references	reference	NOUN
dem-4194	269	2	angelidis	angelidi	NOUN
dem-4194	269	3	,	,	PUNCT
dem-4194	269	4	t.	t.	PROPN
dem-4194	269	5	,	,	PUNCT
dem-4194	269	6	benos	benos	PROPN
dem-4194	269	7	,	,	PUNCT
dem-4194	269	8	a.	a.	NOUN
dem-4194	269	9	,	,	PUNCT
dem-4194	269	10	degiannakis	degiannakis	PROPN
dem-4194	269	11	,	,	PUNCT
dem-4194	269	12	s.	s.	PROPN
dem-4194	269	13	(	(	PUNCT
dem-4194	269	14	2004	2004	NUM
dem-4194	269	15	)	)	PUNCT
dem-4194	269	16	,	,	PUNCT
dem-4194	269	17	the	the	DET
dem-4194	269	18	use	use	NOUN
dem-4194	269	19	of	of	ADP
dem-4194	269	20	garch	garch	NOUN
dem-4194	269	21	models	model	NOUN
dem-4194	269	22	in	in	ADP
dem-4194	269	23	var	var	PROPN
dem-4194	269	24	estimation	estimation	NOUN
dem-4194	269	25	,	,	PUNCT
dem-4194	269	26	statistical	statistical	ADJ
dem-4194	269	27	methodology	methodology	NOUN
dem-4194	269	28	,	,	PUNCT
dem-4194	269	29	1	1	NUM
dem-4194	269	30	,	,	PUNCT
dem-4194	269	31	105–128	105–128	NUM
dem-4194	269	32	.	.	PUNCT
dem-4194	269	33	appadoo	appadoo	PROPN
dem-4194	269	34	,	,	PUNCT
dem-4194	269	35	s.	s.	PROPN
dem-4194	269	36	s.	s.	PROPN
dem-4194	269	37	,	,	PUNCT
dem-4194	269	38	thavaneswaran	thavaneswaran	PROPN
dem-4194	269	39	,	,	PUNCT
dem-4194	269	40	a.	a.	NOUN
dem-4194	269	41	,	,	PUNCT
dem-4194	269	42	singh	singh	PROPN
dem-4194	269	43	,	,	PUNCT
dem-4194	269	44	j.	j.	PROPN
dem-4194	269	45	(	(	PUNCT
dem-4194	269	46	2006	2006	NUM
dem-4194	269	47	)	)	PUNCT
dem-4194	269	48	,	,	PUNCT
dem-4194	269	49	rca	rca	PROPN
dem-4194	269	50	models	model	NOUN
dem-4194	269	51	with	with	ADP
dem-4194	269	52	correlated	correlate	VERB
dem-4194	269	53	errors	error	NOUN
dem-4194	269	54	,	,	PUNCT
dem-4194	269	55	applied	apply	VERB
dem-4194	269	56	mathematics	mathematics	NOUN
dem-4194	269	57	letters	letter	NOUN
dem-4194	269	58	,	,	PUNCT
dem-4194	269	59	19	19	NUM
dem-4194	269	60	,	,	PUNCT
dem-4194	269	61	824–829	824–829	NUM
dem-4194	269	62	.	.	PUNCT
dem-4194	269	63	artzner	artzner	NOUN
dem-4194	269	64	,	,	PUNCT
dem-4194	269	65	p.	p.	PROPN
dem-4194	269	66	,	,	PUNCT
dem-4194	269	67	delbaen	delbaen	PROPN
dem-4194	269	68	,	,	PUNCT
dem-4194	269	69	f.	f.	PROPN
dem-4194	269	70	,	,	PUNCT
dem-4194	269	71	eber	eber	PROPN
dem-4194	269	72	,	,	PUNCT
dem-4194	269	73	j.-m	j.-m	PROPN
dem-4194	269	74	.	.	PUNCT
dem-4194	269	75	,	,	PUNCT
dem-4194	269	76	heath	heath	PROPN
dem-4194	269	77	,	,	PUNCT
dem-4194	269	78	d.	d.	PROPN
dem-4194	269	79	(	(	PUNCT
dem-4194	269	80	1999	1999	NUM
dem-4194	269	81	)	)	PUNCT
dem-4194	269	82	,	,	PUNCT
dem-4194	269	83	coherent	coherent	ADJ
dem-4194	269	84	measures	measure	NOUN
dem-4194	269	85	of	of	ADP
dem-4194	269	86	risk	risk	NOUN
dem-4194	269	87	,	,	PUNCT
dem-4194	269	88	mathematical	mathematical	ADJ
dem-4194	269	89	finance	finance	NOUN
dem-4194	269	90	,	,	PUNCT
dem-4194	269	91	9	9	NUM
dem-4194	269	92	,	,	PUNCT
dem-4194	269	93	203–228	203–228	NUM
dem-4194	269	94	.	.	PUNCT
dem-4194	270	1	aue	aue	PROPN
dem-4194	270	2	,	,	PUNCT
dem-4194	270	3	a.	a.	NOUN
dem-4194	270	4	(	(	PUNCT
dem-4194	270	5	2004	2004	NUM
dem-4194	270	6	)	)	PUNCT
dem-4194	270	7	,	,	PUNCT
dem-4194	270	8	strong	strong	ADJ
dem-4194	270	9	approximation	approximation	NOUN
dem-4194	270	10	for	for	ADP
dem-4194	270	11	rca(1	rca(1	NOUN
dem-4194	270	12	)	)	PUNCT
dem-4194	270	13	time	time	NOUN
dem-4194	270	14	series	series	NOUN
dem-4194	270	15	with	with	ADP
dem-4194	270	16	applications	application	NOUN
dem-4194	270	17	,	,	PUNCT
dem-4194	270	18	statistics	statistic	NOUN
dem-4194	270	19	&	&	CCONJ
dem-4194	270	20	probability	probability	NOUN
dem-4194	270	21	letters	letter	NOUN
dem-4194	270	22	,	,	PUNCT
dem-4194	270	23	68	68	NUM
dem-4194	270	24	,	,	PUNCT
dem-4194	270	25	369–382	369–382	NUM
dem-4194	270	26	.	.	PUNCT
dem-4194	271	1	the	the	DET
dem-4194	271	2	sign	sign	NOUN
dem-4194	271	3	rca	rca	NOUN
dem-4194	271	4	models	model	NOUN
dem-4194	271	5	:	:	PUNCT
dem-4194	271	6	comparing	compare	VERB
dem-4194	271	7	predictive	predictive	ADJ
dem-4194	271	8	accuracy	accuracy	NOUN
dem-4194	271	9	of	of	ADP
dem-4194	271	10	var	var	NOUN
dem-4194	271	11	measures	measure	NOUN
dem-4194	271	12	73	73	NUM
dem-4194	271	13	bao	bao	PROPN
dem-4194	271	14	,	,	PUNCT
dem-4194	271	15	y.	y.	PROPN
dem-4194	271	16	,	,	PUNCT
dem-4194	271	17	lee	lee	PROPN
dem-4194	271	18	,	,	PUNCT
dem-4194	271	19	t.-h	t.-h	PROPN
dem-4194	271	20	.	.	PUNCT
dem-4194	271	21	,	,	PUNCT
dem-4194	271	22	saltoglu	saltoglu	PROPN
dem-4194	271	23	,	,	PUNCT
dem-4194	271	24	b.	b.	PROPN
dem-4194	271	25	(	(	PUNCT
dem-4194	271	26	2006	2006	NUM
dem-4194	271	27	)	)	PUNCT
dem-4194	271	28	,	,	PUNCT
dem-4194	271	29	evaluating	evaluate	VERB
dem-4194	271	30	predictive	predictive	ADJ
dem-4194	271	31	performance	performance	NOUN
dem-4194	271	32	of	of	ADP
dem-4194	271	33	value	value	NOUN
dem-4194	271	34	-	-	PUNCT
dem-4194	271	35	at	at	ADP
dem-4194	271	36	-	-	PUNCT
dem-4194	271	37	risk	risk	NOUN
dem-4194	271	38	models	model	NOUN
dem-4194	271	39	in	in	ADP
dem-4194	271	40	emerging	emerge	VERB
dem-4194	271	41	markets	market	NOUN
dem-4194	271	42	:	:	PUNCT
dem-4194	271	43	a	a	DET
dem-4194	271	44	reality	reality	NOUN
dem-4194	271	45	check	check	NOUN
dem-4194	271	46	,	,	PUNCT
dem-4194	271	47	journal	journal	NOUN
dem-4194	271	48	of	of	ADP
dem-4194	271	49	forecasting	forecasting	NOUN
dem-4194	271	50	,	,	PUNCT
dem-4194	271	51	25,101–128	25,101–128	NUM
dem-4194	271	52	.	.	PUNCT
dem-4194	272	1	blanco	blanco	PROPN
dem-4194	272	2	,	,	PUNCT
dem-4194	272	3	c.	c.	PROPN
dem-4194	272	4	,	,	PUNCT
dem-4194	272	5	ihle	ihle	PROPN
dem-4194	272	6	,	,	PUNCT
dem-4194	272	7	g.	g.	PROPN
dem-4194	272	8	(	(	PUNCT
dem-4194	272	9	1998	1998	NUM
dem-4194	272	10	)	)	PUNCT
dem-4194	272	11	,	,	PUNCT
dem-4194	272	12	how	how	SCONJ
dem-4194	272	13	good	good	ADJ
dem-4194	272	14	is	be	AUX
dem-4194	272	15	your	your	PRON
dem-4194	272	16	var	var	NOUN
dem-4194	272	17	?	?	PUNCT
dem-4194	273	1	using	use	VERB
dem-4194	273	2	backtesting	backteste	VERB
dem-4194	273	3	to	to	PART
dem-4194	273	4	assess	assess	VERB
dem-4194	273	5	system	system	NOUN
dem-4194	273	6	performance	performance	NOUN
dem-4194	273	7	,	,	PUNCT
dem-4194	273	8	financial	financial	ADJ
dem-4194	273	9	engineering	engineering	NOUN
dem-4194	273	10	news	news	PROPN
dem-4194	273	11	,	,	PUNCT
dem-4194	273	12	august	august	PROPN
dem-4194	273	13	,	,	PUNCT
dem-4194	273	14	1–2	1–2	NUM
dem-4194	273	15	.	.	PUNCT
dem-4194	273	16	bollerslev	bollerslev	NOUN
dem-4194	273	17	,	,	PUNCT
dem-4194	273	18	t.	t.	PROPN
dem-4194	273	19	(	(	PUNCT
dem-4194	273	20	1986	1986	NUM
dem-4194	273	21	)	)	PUNCT
dem-4194	273	22	,	,	PUNCT
dem-4194	273	23	generalized	generalize	VERB
dem-4194	273	24	autoregressive	autoregressive	ADJ
dem-4194	273	25	conditional	conditional	ADJ
dem-4194	273	26	heteroscedasticity	heteroscedasticity	NOUN
dem-4194	273	27	,	,	PUNCT
dem-4194	273	28	journal	journal	NOUN
dem-4194	273	29	of	of	ADP
dem-4194	273	30	econometrics	econometric	NOUN
dem-4194	273	31	,	,	PUNCT
dem-4194	273	32	31	31	NUM
dem-4194	273	33	,	,	PUNCT
dem-4194	273	34	307–327	307–327	NUM
dem-4194	273	35	.	.	PUNCT
dem-4194	274	1	caporin	caporin	NOUN
dem-4194	274	2	,	,	PUNCT
dem-4194	274	3	m.	m.	NOUN
dem-4194	274	4	(	(	PUNCT
dem-4194	274	5	2003	2003	NUM
dem-4194	274	6	)	)	PUNCT
dem-4194	274	7	,	,	PUNCT
dem-4194	274	8	evaluating	evaluate	VERB
dem-4194	274	9	value	value	NOUN
dem-4194	274	10	-	-	PUNCT
dem-4194	274	11	at	at	ADP
dem-4194	274	12	-	-	PUNCT
dem-4194	274	13	risk	risk	NOUN
dem-4194	274	14	measures	measure	NOUN
dem-4194	274	15	in	in	ADP
dem-4194	274	16	presence	presence	NOUN
dem-4194	274	17	of	of	ADP
dem-4194	274	18	long	long	ADJ
dem-4194	274	19	memory	memory	NOUN
dem-4194	274	20	conditional	conditional	ADJ
dem-4194	274	21	volatility	volatility	NOUN
dem-4194	274	22	,	,	PUNCT
dem-4194	274	23	working	work	VERB
dem-4194	274	24	paper	paper	NOUN
dem-4194	274	25	05.03	05.03	NUM
dem-4194	274	26	,	,	PUNCT
dem-4194	274	27	greta	greta	PROPN
dem-4194	274	28	.	.	PUNCT
dem-4194	274	29	christoffersen	christoffersen	PROPN
dem-4194	274	30	,	,	PUNCT
dem-4194	274	31	p.	p.	NOUN
dem-4194	274	32	f.	f.	PROPN
dem-4194	274	33	(	(	PUNCT
dem-4194	274	34	1998	1998	NUM
dem-4194	274	35	)	)	PUNCT
dem-4194	274	36	,	,	PUNCT
dem-4194	274	37	evaluating	evaluate	VERB
dem-4194	274	38	interval	interval	NOUN
dem-4194	274	39	forecasts	forecast	NOUN
dem-4194	274	40	,	,	PUNCT
dem-4194	274	41	international	international	ADJ
dem-4194	274	42	economic	economic	ADJ
dem-4194	274	43	review	review	NOUN
dem-4194	274	44	,	,	PUNCT
dem-4194	274	45	39	39	NUM
dem-4194	274	46	,	,	PUNCT
dem-4194	274	47	841–862	841–862	NUM
dem-4194	274	48	.	.	PUNCT
dem-4194	275	1	diebold	diebold	PROPN
dem-4194	275	2	,	,	PUNCT
dem-4194	275	3	f.	f.	PROPN
dem-4194	275	4	x.	x.	PROPN
dem-4194	275	5	,	,	PUNCT
dem-4194	275	6	mariano	mariano	PROPN
dem-4194	275	7	,	,	PUNCT
dem-4194	275	8	r.	r.	PROPN
dem-4194	275	9	s.	s.	PROPN
dem-4194	275	10	(	(	PUNCT
dem-4194	275	11	1995	1995	NUM
dem-4194	275	12	)	)	PUNCT
dem-4194	275	13	,	,	PUNCT
dem-4194	275	14	comparing	compare	VERB
dem-4194	275	15	predictive	predictive	ADJ
dem-4194	275	16	accuracy	accuracy	NOUN
dem-4194	275	17	,	,	PUNCT
dem-4194	275	18	journal	journal	NOUN
dem-4194	275	19	of	of	ADP
dem-4194	275	20	business	business	PROPN
dem-4194	275	21	&	&	CCONJ
dem-4194	275	22	economic	economic	ADJ
dem-4194	275	23	statistics	statistic	NOUN
dem-4194	275	24	,	,	PUNCT
dem-4194	275	25	13	13	NUM
dem-4194	275	26	,	,	PUNCT
dem-4194	275	27	253–263	253–263	NUM
dem-4194	275	28	.	.	PUNCT
dem-4194	276	1	engle	engle	PROPN
dem-4194	276	2	,	,	PUNCT
dem-4194	276	3	r.	r.	PROPN
dem-4194	276	4	f.	f.	PROPN
dem-4194	276	5	(	(	PUNCT
dem-4194	276	6	1982	1982	NUM
dem-4194	276	7	)	)	PUNCT
dem-4194	276	8	,	,	PUNCT
dem-4194	276	9	autoregressive	autoregressive	ADJ
dem-4194	276	10	conditional	conditional	ADJ
dem-4194	276	11	heteroscedasticity	heteroscedasticity	NOUN
dem-4194	276	12	with	with	ADP
dem-4194	276	13	estimates	estimate	NOUN
dem-4194	276	14	of	of	ADP
dem-4194	276	15	the	the	DET
dem-4194	276	16	variance	variance	NOUN
dem-4194	276	17	of	of	ADP
dem-4194	276	18	united	united	PROPN
dem-4194	276	19	kingdom	kingdom	PROPN
dem-4194	276	20	inflation	inflation	NOUN
dem-4194	276	21	,	,	PUNCT
dem-4194	276	22	econometrica	econometrica	PROPN
dem-4194	276	23	,	,	PUNCT
dem-4194	276	24	50	50	NUM
dem-4194	276	25	,	,	PUNCT
dem-4194	276	26	987–1006	987–1006	NUM
dem-4194	276	27	.	.	PUNCT
dem-4194	276	28	giacomini	giacomini	PROPN
dem-4194	276	29	,	,	PUNCT
dem-4194	276	30	r.	r.	PROPN
dem-4194	276	31	,	,	PUNCT
dem-4194	276	32	komunjer	komunjer	PROPN
dem-4194	276	33	,	,	PUNCT
dem-4194	276	34	i.	i.	PROPN
dem-4194	276	35	(	(	PUNCT
dem-4194	276	36	2005	2005	NUM
dem-4194	276	37	)	)	PUNCT
dem-4194	276	38	,	,	PUNCT
dem-4194	276	39	evaluation	evaluation	NOUN
dem-4194	276	40	and	and	CCONJ
dem-4194	276	41	combination	combination	NOUN
dem-4194	276	42	of	of	ADP
dem-4194	276	43	conditional	conditional	ADJ
dem-4194	276	44	quantile	quantile	ADJ
dem-4194	276	45	forecasts	forecast	NOUN
dem-4194	276	46	,	,	PUNCT
dem-4194	276	47	journal	journal	NOUN
dem-4194	276	48	of	of	ADP
dem-4194	276	49	business	business	NOUN
dem-4194	276	50	and	and	CCONJ
dem-4194	276	51	economic	economic	ADJ
dem-4194	276	52	statistics	statistic	NOUN
dem-4194	276	53	,	,	PUNCT
dem-4194	276	54	23	23	NUM
dem-4194	276	55	,	,	PUNCT
dem-4194	276	56	416–431	416–431	NUM
dem-4194	276	57	.	.	PUNCT
dem-4194	277	1	górka	górka	PROPN
dem-4194	277	2	,	,	PUNCT
dem-4194	277	3	j.	j.	PROPN
dem-4194	277	4	(	(	PUNCT
dem-4194	277	5	2008	2008	NUM
dem-4194	277	6	)	)	PUNCT
dem-4194	277	7	,	,	PUNCT
dem-4194	277	8	description	description	NOUN
dem-4194	277	9	the	the	DET
dem-4194	277	10	kurtosis	kurtosis	NOUN
dem-4194	277	11	of	of	ADP
dem-4194	277	12	distributions	distribution	NOUN
dem-4194	277	13	by	by	ADP
dem-4194	277	14	selected	select	VERB
dem-4194	277	15	models	model	NOUN
dem-4194	277	16	with	with	ADP
dem-4194	277	17	sing	sing	NOUN
dem-4194	277	18	function	function	NOUN
dem-4194	277	19	,	,	PUNCT
dem-4194	277	20	dynamic	dynamic	ADJ
dem-4194	277	21	econometric	econometric	ADJ
dem-4194	277	22	models	model	NOUN
dem-4194	277	23	,	,	PUNCT
dem-4194	277	24	8	8	NUM
dem-4194	277	25	,	,	PUNCT
dem-4194	277	26	39–49	39–49	NUM
dem-4194	277	27	.	.	PUNCT
dem-4194	278	1	haas	haas	PROPN
dem-4194	278	2	,	,	PUNCT
dem-4194	278	3	m.	m.	NOUN
dem-4194	278	4	(	(	PUNCT
dem-4194	278	5	2001	2001	NUM
dem-4194	278	6	)	)	PUNCT
dem-4194	278	7	,	,	PUNCT
dem-4194	278	8	new	new	ADJ
dem-4194	278	9	methods	method	NOUN
dem-4194	278	10	in	in	ADP
dem-4194	278	11	backtesting	backteste	VERB
dem-4194	278	12	,	,	PUNCT
dem-4194	278	13	financial	financial	ADJ
dem-4194	278	14	engineering	engineering	NOUN
dem-4194	278	15	,	,	PUNCT
dem-4194	278	16	working	working	NOUN
dem-4194	278	17	paper	paper	NOUN
dem-4194	278	18	,	,	PUNCT
dem-4194	278	19	bonn	bonn	PROPN
dem-4194	278	20	.	.	PUNCT
dem-4194	278	21	lopez	lopez	PROPN
dem-4194	278	22	,	,	PUNCT
dem-4194	278	23	j.	j.	PROPN
dem-4194	278	24	(	(	PUNCT
dem-4194	278	25	1998	1998	NUM
dem-4194	278	26	)	)	PUNCT
dem-4194	278	27	,	,	PUNCT
dem-4194	278	28	methods	method	NOUN
dem-4194	278	29	for	for	ADP
dem-4194	278	30	evaluating	evaluate	VERB
dem-4194	278	31	value	value	NOUN
dem-4194	278	32	-	-	PUNCT
dem-4194	278	33	at	at	ADP
dem-4194	278	34	-	-	PUNCT
dem-4194	278	35	risk	risk	NOUN
dem-4194	278	36	estimates	estimate	NOUN
dem-4194	278	37	,	,	PUNCT
dem-4194	278	38	frbny	frbny	VERB
dem-4194	278	39	economic	economic	ADJ
dem-4194	278	40	policy	policy	NOUN
dem-4194	278	41	review	review	NOUN
dem-4194	278	42	.	.	PUNCT
dem-4194	279	1	lopez	lopez	PROPN
dem-4194	279	2	,	,	PUNCT
dem-4194	279	3	j.	j.	PROPN
dem-4194	279	4	(	(	PUNCT
dem-4194	279	5	1999	1999	NUM
dem-4194	279	6	)	)	PUNCT
dem-4194	279	7	,	,	PUNCT
dem-4194	279	8	regulatory	regulatory	ADJ
dem-4194	279	9	evaluation	evaluation	NOUN
dem-4194	279	10	of	of	ADP
dem-4194	279	11	value	value	NOUN
dem-4194	279	12	-	-	PUNCT
dem-4194	279	13	at	at	ADP
dem-4194	279	14	-	-	PUNCT
dem-4194	279	15	risk	risk	NOUN
dem-4194	279	16	models	model	NOUN
dem-4194	279	17	,	,	PUNCT
dem-4194	279	18	frbny	frbny	VERB
dem-4194	279	19	economic	economic	ADJ
dem-4194	279	20	policy	policy	NOUN
dem-4194	279	21	review	review	NOUN
dem-4194	279	22	,	,	PUNCT
dem-4194	279	23	4	4	NUM
dem-4194	279	24	,	,	PUNCT
dem-4194	279	25	119–124	119–124	NUM
dem-4194	279	26	.	.	PUNCT
dem-4194	280	1	nicholls	nicholls	PROPN
dem-4194	280	2	,	,	PUNCT
dem-4194	280	3	d.	d.	PROPN
dem-4194	280	4	,	,	PUNCT
dem-4194	280	5	quinn	quinn	PROPN
dem-4194	280	6	,	,	PUNCT
dem-4194	280	7	b.	b.	PROPN
dem-4194	280	8	(	(	PUNCT
dem-4194	280	9	1982	1982	NUM
dem-4194	280	10	)	)	PUNCT
dem-4194	280	11	,	,	PUNCT
dem-4194	280	12	random	random	ADJ
dem-4194	280	13	coefficient	coefficient	NOUN
dem-4194	280	14	autoregressive	autoregressive	ADJ
dem-4194	280	15	models	model	NOUN
dem-4194	280	16	:	:	PUNCT
dem-4194	280	17	an	an	DET
dem-4194	280	18	introduction	introduction	NOUN
dem-4194	280	19	,	,	PUNCT
dem-4194	280	20	springer	springer	NOUN
dem-4194	280	21	,	,	PUNCT
dem-4194	280	22	new	new	PROPN
dem-4194	280	23	york	york	PROPN
dem-4194	280	24	.	.	PUNCT
dem-4194	281	1	sarma	sarma	PROPN
dem-4194	281	2	,	,	PUNCT
dem-4194	281	3	m.	m.	NOUN
dem-4194	281	4	,	,	PUNCT
dem-4194	281	5	thomas	thomas	PROPN
dem-4194	281	6	,	,	PUNCT
dem-4194	281	7	s.	s.	PROPN
dem-4194	281	8	,	,	PUNCT
dem-4194	281	9	shah	shah	NOUN
dem-4194	281	10	,	,	PUNCT
dem-4194	281	11	a.	a.	NOUN
dem-4194	281	12	(	(	PUNCT
dem-4194	281	13	2003	2003	NUM
dem-4194	281	14	)	)	PUNCT
dem-4194	281	15	,	,	PUNCT
dem-4194	281	16	selection	selection	NOUN
dem-4194	281	17	of	of	ADP
dem-4194	281	18	value	value	NOUN
dem-4194	281	19	-	-	PUNCT
dem-4194	281	20	at	at	ADP
dem-4194	281	21	-	-	PUNCT
dem-4194	281	22	risk	risk	NOUN
dem-4194	281	23	models	model	NOUN
dem-4194	281	24	,	,	PUNCT
dem-4194	281	25	journal	journal	NOUN
dem-4194	281	26	of	of	ADP
dem-4194	281	27	forecasting	forecasting	NOUN
dem-4194	281	28	,	,	PUNCT
dem-4194	281	29	22	22	NUM
dem-4194	281	30	,	,	PUNCT
dem-4194	281	31	337–358	337–358	NUM
dem-4194	281	32	.	.	PUNCT
dem-4194	282	1	thavaneswaran	thavaneswaran	PROPN
dem-4194	282	2	,	,	PUNCT
dem-4194	282	3	a.	a.	NOUN
dem-4194	282	4	,	,	PUNCT
dem-4194	282	5	appadoo	appadoo	PROPN
dem-4194	282	6	,	,	PUNCT
dem-4194	282	7	s.	s.	PROPN
dem-4194	282	8	s.	s.	PROPN
dem-4194	282	9	(	(	PUNCT
dem-4194	282	10	2006	2006	NUM
dem-4194	282	11	)	)	PUNCT
dem-4194	282	12	,	,	PUNCT
dem-4194	282	13	properties	property	NOUN
dem-4194	282	14	of	of	ADP
dem-4194	282	15	a	a	DET
dem-4194	282	16	new	new	ADJ
dem-4194	282	17	family	family	NOUN
dem-4194	282	18	of	of	ADP
dem-4194	282	19	volatility	volatility	NOUN
dem-4194	282	20	sing	sing	NOUN
dem-4194	282	21	models	model	NOUN
dem-4194	282	22	,	,	PUNCT
dem-4194	282	23	computers	computer	NOUN
dem-4194	282	24	&	&	CCONJ
dem-4194	282	25	mathematics	mathematics	PROPN
dem-4194	282	26	with	with	ADP
dem-4194	282	27	applications	application	NOUN
dem-4194	282	28	,	,	PUNCT
dem-4194	282	29	52	52	NUM
dem-4194	282	30	,	,	PUNCT
dem-4194	282	31	809–818	809–818	NUM
dem-4194	282	32	.	.	PUNCT
dem-4194	283	1	thavaneswaran	thavaneswaran	PROPN
dem-4194	283	2	,	,	PUNCT
dem-4194	283	3	a.	a.	NOUN
dem-4194	283	4	,	,	PUNCT
dem-4194	283	5	appadoo	appadoo	PROPN
dem-4194	283	6	,	,	PUNCT
dem-4194	283	7	s.	s.	PROPN
dem-4194	283	8	s.	s.	PROPN
dem-4194	283	9	,	,	PUNCT
dem-4194	283	10	bector	bector	NOUN
dem-4194	283	11	,	,	PUNCT
dem-4194	283	12	c.	c.	PROPN
dem-4194	283	13	r.	r.	PROPN
dem-4194	283	14	(	(	PUNCT
dem-4194	283	15	2006	2006	NUM
dem-4194	283	16	)	)	PUNCT
dem-4194	283	17	,	,	PUNCT
dem-4194	283	18	recent	recent	ADJ
dem-4194	283	19	developments	development	NOUN
dem-4194	283	20	in	in	ADP
dem-4194	283	21	volatility	volatility	NOUN
dem-4194	283	22	modeling	modeling	NOUN
dem-4194	283	23	and	and	CCONJ
dem-4194	283	24	application	application	NOUN
dem-4194	283	25	,	,	PUNCT
dem-4194	283	26	journal	journal	NOUN
dem-4194	283	27	of	of	ADP
dem-4194	283	28	applied	apply	VERB
dem-4194	283	29	mathematics	mathematic	NOUN
dem-4194	283	30	and	and	CCONJ
dem-4194	283	31	decision	decision	NOUN
dem-4194	283	32	sciences	science	NOUN
dem-4194	283	33	,	,	PUNCT
dem-4194	283	34	2006	2006	NUM
dem-4194	283	35	,	,	PUNCT
dem-4194	283	36	1–23	1–23	PROPN
dem-4194	283	37	.	.	PUNCT
dem-4194	284	1	thavaneswaran	thavaneswaran	PROPN
dem-4194	284	2	,	,	PUNCT
dem-4194	284	3	a.	a.	NOUN
dem-4194	284	4	,	,	PUNCT
dem-4194	284	5	appadoo	appadoo	PROPN
dem-4194	284	6	,	,	PUNCT
dem-4194	284	7	s.	s.	PROPN
dem-4194	284	8	s.	s.	PROPN
dem-4194	284	9	,	,	PUNCT
dem-4194	284	10	ghahramani	ghahramani	PROPN
dem-4194	284	11	,	,	PUNCT
dem-4194	284	12	m.	m.	NOUN
dem-4194	284	13	(	(	PUNCT
dem-4194	284	14	2009	2009	NUM
dem-4194	284	15	)	)	PUNCT
dem-4194	284	16	,	,	PUNCT
dem-4194	284	17	rca	rca	PROPN
dem-4194	284	18	models	model	NOUN
dem-4194	284	19	with	with	ADP
dem-4194	284	20	garch	garch	NOUN
dem-4194	284	21	innovations	innovation	NOUN
dem-4194	284	22	,	,	PUNCT
dem-4194	284	23	applied	apply	VERB
dem-4194	284	24	mathematics	mathematics	NOUN
dem-4194	284	25	letters	letter	NOUN
dem-4194	284	26	,	,	PUNCT
dem-4194	284	27	22	22	NUM
dem-4194	284	28	,	,	PUNCT
dem-4194	284	29	110–114	110–114	NUM
dem-4194	284	30	.	.	PUNCT
dem-4194	285	1	thavaneswaran	thavaneswaran	PROPN
dem-4194	285	2	,	,	PUNCT
dem-4194	285	3	a.	a.	NOUN
dem-4194	285	4	,	,	PUNCT
dem-4194	285	5	peiris	peiris	PROPN
dem-4194	285	6	,	,	PUNCT
dem-4194	285	7	s.	s.	PROPN
dem-4194	285	8	,	,	PUNCT
dem-4194	285	9	appadoo	appadoo	PROPN
dem-4194	285	10	,	,	PUNCT
dem-4194	285	11	s.	s.	PROPN
dem-4194	285	12	(	(	PUNCT
dem-4194	285	13	2008	2008	NUM
dem-4194	285	14	)	)	PUNCT
dem-4194	285	15	,	,	PUNCT
dem-4194	285	16	random	random	ADJ
dem-4194	285	17	coefficien	coefficien	NOUN
dem-4194	285	18	volatility	volatility	NOUN
dem-4194	285	19	models	model	NOUN
dem-4194	285	20	,	,	PUNCT
dem-4194	285	21	statistics	statistic	NOUN
dem-4194	285	22	&	&	CCONJ
dem-4194	285	23	probability	probability	NOUN
dem-4194	285	24	letters	letter	NOUN
dem-4194	285	25	,	,	PUNCT
dem-4194	285	26	78	78	NUM
dem-4194	285	27	,	,	PUNCT
dem-4194	285	28	582–593	582–593	NUM
dem-4194	285	29	.	.	PUNCT
dem-4194	286	1	modele	modele	PROPN
dem-4194	286	2	sign	sign	PROPN
dem-4194	286	3	rca	rca	PROPN
dem-4194	286	4	:	:	PUNCT
dem-4194	286	5	porównanie	porównanie	PROPN
dem-4194	286	6	trafności	trafności	PROPN
dem-4194	286	7	prognoz	prognoz	PROPN
dem-4194	286	8	var	var	PROPN
dem-4194	286	9	z	z	PROPN
dem-4194	287	1	a	a	DET
dem-4194	287	2	r	r	NOUN
dem-4194	287	3	y	y	PROPN
dem-4194	287	4	s	s	PROPN
dem-4194	287	5	t	t	NOUN
dem-4194	287	6	r	r	NOUN
dem-4194	287	7	e	e	PROPN
dem-4194	287	8	ś	ś	PROPN
dem-4194	287	9	c	c	PROPN
dem-4194	287	10	i.	i.	PROPN
dem-4194	287	11	obiektywna	obiektywna	PROPN
dem-4194	287	12	i	i	PROPN
dem-4194	287	13	skuteczna	skuteczna	PROPN
dem-4194	287	14	ocena	ocena	ADJ
dem-4194	287	15	trafności	trafności	PROPN
dem-4194	287	16	prognozowania	prognozowania	PROPN
dem-4194	287	17	wartości	wartości	VERB
dem-4194	287	18	narażonej	narażonej	ADV
dem-4194	287	19	na	na	PART
dem-4194	287	20	ryzyko	ryzyko	NOUN
dem-4194	287	21	(	(	PUNCT
dem-4194	287	22	value	value	NOUN
dem-4194	287	23	at	at	ADP
dem-4194	287	24	risk	risk	NOUN
dem-4194	287	25	–	–	PUNCT
dem-4194	287	26	var	var	NOUN
dem-4194	287	27	)	)	PUNCT
dem-4194	287	28	jest	jest	NOUN
dem-4194	287	29	bardzo	bardzo	NOUN
dem-4194	287	30	ważna	ważna	NOUN
dem-4194	287	31	zarówno	zarówno	PROPN
dem-4194	287	32	dla	dla	NOUN
dem-4194	287	33	efektywnego	efektywnego	PROPN
dem-4194	287	34	zarządzania	zarządzania	PROPN
dem-4194	287	35	kapitałem	kapitałem	PROPN
dem-4194	287	36	jak	jak	PROPN
dem-4194	288	1	i	i	PRON
dem-4194	288	2	do	do	VERB
dem-4194	288	3	prognozowania	prognozowania	PROPN
dem-4194	288	4	strat	strat	PROPN
dem-4194	288	5	.	.	PUNCT
dem-4194	289	1	z	z	PROPN
dem-4194	289	2	tego	tego	PROPN
dem-4194	289	3	powodu	powodu	PROPN
dem-4194	289	4	znalezienie	znalezienie	PROPN
dem-4194	289	5	odpowiednich	odpowiednich	PROPN
dem-4194	289	6	metod	metod	VERB
dem-4194	289	7	estymacji	estymacji	NOUN
dem-4194	290	1	i	i	PRON
dem-4194	290	2	weryfikacji	weryfikacji	VERB
dem-4194	290	3	var	var	PROPN
dem-4194	290	4	jest	jest	PROPN
dem-4194	290	5	kluczowe	kluczowe	PROPN
dem-4194	290	6	zarówno	zarówno	PROPN
dem-4194	290	7	dla	dla	NOUN
dem-4194	290	8	instytucji	instytucji	PROPN
dem-4194	290	9	nadzorujących	nadzorujących	PROPN
dem-4194	290	10	jak	jak	PROPN
dem-4194	291	1	i	i	PRON
dem-4194	291	2	dla	dla	PROPN
dem-4194	291	3	menadżerów	menadżerów	PROPN
dem-4194	291	4	.	.	PUNCT
dem-4194	292	1	modele	modele	PROPN
dem-4194	292	2	sign	sign	PROPN
dem-4194	292	3	rca	rca	PROPN
dem-4194	292	4	mogą	mogą	PROPN
dem-4194	292	5	być	być	PROPN
dem-4194	292	6	użyteczne	użyteczne	PROPN
dem-4194	292	7	do	do	AUX
dem-4194	292	8	otrzymywania	otrzymywania	PROPN
dem-4194	292	9	trafnych	trafnych	PROPN
dem-4194	292	10	prognoz	prognoz	PROPN
dem-4194	292	11	var	var	PROPN
dem-4194	292	12	.	.	PUNCT
dem-4194	293	1	w	w	PROPN
dem-4194	293	2	artykule	artykule	NOUN
dem-4194	293	3	,	,	PUNCT
dem-4194	293	4	pokrótce	pokrótce	PROPN
dem-4194	293	5	przedstawione	przedstawione	PROPN
dem-4194	293	6	są	są	PROPN
dem-4194	293	7	modele	modele	PROPN
dem-4194	293	8	sign	sign	PROPN
dem-4194	293	9	rca	rca	PROPN
dem-4194	293	10	,	,	PUNCT
dem-4194	293	11	wartość	wartość	VERB
dem-4194	293	12	narażona	narażona	ADV
dem-4194	293	13	na	na	PART
dem-4194	293	14	ryzyko	ryzyko	VERB
dem-4194	293	15	i	i	PRON
dem-4194	293	16	weryfikacja	weryfikacja	PROPN
dem-4194	293	17	prognoz	prognoz	PROPN
dem-4194	293	18	var	var	PROPN
dem-4194	293	19	.	.	PUNCT
dem-4194	294	1	porównana	porównana	PROPN
dem-4194	294	2	jest	jest	PROPN
dem-4194	294	3	trafność	trafność	PROPN
dem-4194	294	4	prognoz	prognoz	PROPN
dem-4194	294	5	var	var	NOUN
dem-4194	294	6	otrzymanym	otrzymanym	NOUN
dem-4194	294	7	z	z	PROPN
dem-4194	294	8	różnych	różnych	PROPN
dem-4194	294	9	alternatywnych	alternatywnych	PROPN
dem-4194	294	10	modeli	modeli	PROPN
dem-4194	294	11	.	.	PROPN
dem-4194	294	12	przykład	przykład	PROPN
dem-4194	294	13	empiryczny	empiryczny	PROPN
dem-4194	294	14	skoncentrowany	skoncentrowany	NOUN
dem-4194	294	15	jest	jest	NOUN
dem-4194	294	16	głównie	głównie	NOUN
dem-4194	294	17	na	na	PART
dem-4194	294	18	cenach	cenach	ADV
dem-4194	294	19	akcji	akcji	ADJ
dem-4194	294	20	spółki	spółki	VERB
dem-4194	294	21	pbg	pbg	PROPN
dem-4194	294	22	notowanej	notowanej	NOUN
dem-4194	294	23	na	na	PART
dem-4194	294	24	giełdzie	giełdzie	VERB
dem-4194	294	25	papierów	papierów	PROPN
dem-4194	294	26	wartościowych	wartościowych	PROPN
dem-4194	294	27	w	w	PROPN
dem-4194	294	28	warszawie	warszawie	PROPN
dem-4194	294	29	.	.	PUNCT
dem-4194	295	1	s	s	PART
dem-4194	296	1	ł	ł	PROPN
dem-4194	296	2	o	o	X
dem-4194	296	3	w	w	NOUN
dem-4194	296	4	a	a	DET
dem-4194	296	5	k	k	X
dem-4194	296	6	l	l	NOUN
dem-4194	296	7	u	u	NOUN
dem-4194	297	1	c	c	NOUN
dem-4194	297	2	z	z	NOUN
dem-4194	297	3	o	o	X
dem-4194	297	4	w	w	PROPN
dem-4194	297	5	e	e	NOUN
dem-4194	297	6	:	:	PUNCT
dem-4194	297	7	modele	modele	PROPN
dem-4194	297	8	klasy	klasy	PROPN
dem-4194	297	9	sign	sign	PROPN
dem-4194	297	10	rca	rca	PROPN
dem-4194	297	11	,	,	PUNCT
dem-4194	297	12	value	value	NOUN
dem-4194	297	13	at	at	ADP
dem-4194	297	14	risk	risk	NOUN
dem-4194	297	15	,	,	PUNCT
dem-4194	297	16	testowanie	testowanie	PROPN
dem-4194	297	17	wsteczne	wsteczne	PROPN
dem-4194	297	18	,	,	PUNCT
dem-4194	297	19	funkcja	funkcja	ADJ
dem-4194	297	20	strat	strat	PROPN
dem-4194	297	21	.	.	PUNCT
dem-4194	297	22	table	table	NOUN
dem-4194	297	23	4	4	NUM
dem-4194	297	24	.	.	PUNCT
dem-4194	297	25	results	result	NOUN
dem-4194	297	26	of	of	ADP
dem-4194	297	27	the	the	DET
dem-4194	297	28	descriptive	descriptive	ADJ
dem-4194	297	29	statistics	statistic	NOUN
dem-4194	297	30	,	,	PUNCT
dem-4194	297	31	box	box	NOUN
dem-4194	297	32	-	-	PUNCT
dem-4194	297	33	ljung	ljung	ADJ
dem-4194	297	34	tests	test	NOUN
dem-4194	297	35	and	and	CCONJ
dem-4194	297	36	locally	locally	ADV
dem-4194	297	37	best	good	ADJ
dem-4194	297	38	invariant	invariant	ADJ
dem-4194	297	39	test	test	NOUN
dem-4194	297	40	company	company	NOUN
dem-4194	297	41	mean	mean	VERB
dem-4194	297	42	std	std	PROPN
dem-4194	297	43	.	.	PROPN
dem-4194	298	1	dev	dev	PROPN
dem-4194	298	2	.	.	PROPN
dem-4194	298	3	skewness	skewness	PROPN
dem-4194	298	4	kurtosis	kurtosis	VERB
dem-4194	298	5	b	b	NOUN
dem-4194	298	6	-	-	PUNCT
dem-4194	298	7	l	l	NOUN
dem-4194	298	8	(	(	PUNCT
dem-4194	298	9	1	1	NUM
dem-4194	298	10	)	)	PUNCT
dem-4194	298	11	b	b	NOUN
dem-4194	298	12	-	-	PUNCT
dem-4194	298	13	l	l	NOUN
dem-4194	298	14	(	(	PUNCT
dem-4194	298	15	2	2	NUM
dem-4194	298	16	)	)	PUNCT
dem-4194	298	17	lbi	lbi	PROPN
dem-4194	298	18	agora	agora	INTJ
dem-4194	298	19	-0,052	-0,052	PROPN
dem-4194	299	1	2,451	2,451	NUM
dem-4194	299	2	-0,204	-0,204	NOUN
dem-4194	299	3	4,853	4,853	NUM
dem-4194	299	4	8,925	8,925	NUM
dem-4194	299	5	*	*	PUNCT
dem-4194	299	6	*	*	PUNCT
dem-4194	299	7	*	*	NOUN
dem-4194	299	8	9,029	9,029	NUM
dem-4194	299	9	*	*	PUNCT
dem-4194	299	10	*	*	PUNCT
dem-4194	299	11	*	*	PUNCT
dem-4194	299	12	1,672	1,672	NUM
dem-4194	299	13	assecopol	assecopol	NOUN
dem-4194	299	14	0,169	0,169	NUM
dem-4194	299	15	2,493	2,493	NUM
dem-4194	299	16	-0,582	-0,582	ADP
dem-4194	299	17	13,015	13,015	NUM
dem-4194	299	18	6,953	6,953	NUM
dem-4194	299	19	*	*	PUNCT
dem-4194	299	20	*	*	PUNCT
dem-4194	299	21	*	*	PUNCT
dem-4194	299	22	8,357	8,357	NUM
dem-4194	299	23	*	*	PUNCT
dem-4194	299	24	*	*	PUNCT
dem-4194	299	25	*	*	PUNCT
dem-4194	299	26	2,848	2,848	NUM
dem-4194	299	27	*	*	PUNCT
dem-4194	299	28	*	*	PUNCT
dem-4194	299	29	bioton	bioton	NOUN
dem-4194	299	30	-0,036	-0,036	NOUN
dem-4194	299	31	5,354	5,354	NUM
dem-4194	299	32	-8,286	-8,286	NOUN
dem-4194	299	33	138,621	138,621	NUM
dem-4194	299	34	1,673	1,673	NUM
dem-4194	299	35	2,111	2,111	NUM
dem-4194	299	36	-0,028	-0,028	ADP
dem-4194	299	37	bre	bre	PROPN
dem-4194	300	1	0,256	0,256	NUM
dem-4194	300	2	1,972	1,972	NUM
dem-4194	300	3	0,263	0,263	NUM
dem-4194	300	4	4,055	4,055	NUM
dem-4194	300	5	3,915	3,915	NUM
dem-4194	300	6	*	*	PUNCT
dem-4194	300	7	*	*	PUNCT
dem-4194	300	8	4,025	4,025	NUM
dem-4194	300	9	2,378	2,378	NUM
dem-4194	300	10	*	*	PUNCT
dem-4194	300	11	*	*	PUNCT
dem-4194	300	12	bzwbk	bzwbk	NOUN
dem-4194	300	13	0,175	0,175	NUM
dem-4194	300	14	2,442	2,442	NUM
dem-4194	300	15	-0,135	-0,135	NOUN
dem-4194	300	16	3,472	3,472	NUM
dem-4194	300	17	1,478	1,478	NUM
dem-4194	300	18	2,738	2,738	NUM
dem-4194	300	19	1,034	1,034	NUM
dem-4194	300	20	cersanit	cersanit	NOUN
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dem-4194	300	23	0,567	0,567	NUM
dem-4194	301	1	6,312	6,312	NUM
dem-4194	301	2	0,156	0,156	NUM
dem-4194	301	3	1,887	1,887	NUM
dem-4194	301	4	1,639	1,639	NUM
dem-4194	301	5	getin	getin	NOUN
dem-4194	301	6	0,231	0,231	NUM
dem-4194	301	7	2,646	2,646	NUM
dem-4194	301	8	0,523	0,523	NUM
dem-4194	301	9	11,370	11,370	NUM
dem-4194	301	10	0,008	0,008	NUM
dem-4194	301	11	0,837	0,837	NUM
dem-4194	301	12	0,954	0,954	NUM
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dem-4194	301	15	2,737	2,737	NUM
dem-4194	301	16	0,461	0,461	NUM
dem-4194	301	17	5,383	5,383	NUM
dem-4194	301	18	1,510	1,510	NUM
dem-4194	301	19	8,046	8,046	NUM
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dem-4194	301	21	*	*	PUNCT
dem-4194	301	22	*	*	NOUN
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dem-4194	301	31	1,156	1,156	NUM
dem-4194	301	32	lotos	lotos	NOUN
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dem-4194	301	35	-0,329	-0,329	PROPN
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dem-4194	301	43	0,095	0,095	NUM
dem-4194	301	44	5,344	5,344	NUM
dem-4194	301	45	3,466	3,466	NUM
dem-4194	301	46	*	*	SYM
dem-4194	301	47	3,468	3,468	NUM
dem-4194	301	48	1,909	1,909	NUM
dem-4194	301	49	pekao	pekao	NOUN
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dem-4194	301	51	2,160	2,160	NUM
dem-4194	301	52	0,219	0,219	NUM
dem-4194	301	53	3,616	3,616	NUM
dem-4194	301	54	0,005	0,005	NUM
dem-4194	301	55	0,044	0,044	NUM
dem-4194	301	56	0,273	0,273	NUM
dem-4194	301	57	pgnig	pgnig	NOUN
dem-4194	301	58	0,068	0,068	NUM
dem-4194	301	59	1,955	1,955	NUM
dem-4194	301	60	0,192	0,192	NUM
dem-4194	301	61	4,413	4,413	NUM
dem-4194	301	62	0,284	0,284	NUM
dem-4194	301	63	4,870	4,870	NUM
dem-4194	301	64	*	*	SYM
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dem-4194	301	67	*	*	AUX
dem-4194	301	68	pknorlen	pknorlen	VERB
dem-4194	301	69	-0,021	-0,021	NUM
dem-4194	301	70	2,170	2,170	NUM
dem-4194	301	71	-0,069	-0,069	NOUN
dem-4194	301	72	3,853	3,853	NUM
dem-4194	301	73	0,017	0,017	NUM
dem-4194	301	74	3,680	3,680	NUM
dem-4194	301	75	0,508	0,508	NUM
dem-4194	301	76	pkobp	pkobp	NOUN
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dem-4194	301	78	2,055	2,055	NUM
dem-4194	301	79	0,324	0,324	NUM
dem-4194	301	80	3,912	3,912	NUM
dem-4194	301	81	3,625	3,625	NUM
dem-4194	301	82	*	*	SYM
dem-4194	301	83	3,647	3,647	NUM
dem-4194	301	84	0,002	0,002	NUM
dem-4194	301	85	polimexms	polimexms	NOUN
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dem-4194	301	87	2,420	2,420	NUM
dem-4194	301	88	-0,172	-0,172	NOUN
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dem-4194	301	90	2,402	2,402	NUM
dem-4194	301	91	3,945	3,945	NUM
dem-4194	301	92	1,449	1,449	NUM
dem-4194	301	93	polnord	polnord	NOUN
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dem-4194	301	95	5,290	5,290	NUM
dem-4194	301	96	-1,387	-1,387	NOUN
dem-4194	301	97	28,269	28,269	NUM
dem-4194	301	98	2,085	2,085	NUM
dem-4194	301	99	2,489	2,489	NUM
dem-4194	301	100	-0,047	-0,047	ADJ
dem-4194	301	101	tpsa	tpsa	NOUN
dem-4194	301	102	-0,022	-0,022	NOUN
dem-4194	301	103	1,978	1,978	NUM
dem-4194	301	104	-0,161	-0,161	VERB
dem-4194	301	105	3,775	3,775	NUM
dem-4194	301	106	0,310	0,310	NUM
dem-4194	301	107	1,757	1,757	NUM
dem-4194	301	108	1,109	1,109	NUM
dem-4194	301	109	tvn	tvn	NOUN
dem-4194	301	110	0,145	0,145	NUM
dem-4194	301	111	2,242	2,242	NUM
dem-4194	301	112	-0,083	-0,083	NOUN
dem-4194	301	113	3,716	3,716	NUM
dem-4194	301	114	3,004	3,004	NUM
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dem-4194	301	116	3,250	3,250	NUM
dem-4194	301	117	3,218	3,218	NUM
dem-4194	301	118	*	*	PUNCT
dem-4194	301	119	*	*	PUNCT
dem-4194	301	120	note	note	NOUN
dem-4194	301	121	:	:	PUNCT
dem-4194	301	122	*	*	PUNCT
dem-4194	301	123	,	,	PUNCT
dem-4194	301	124	*	*	PUNCT
dem-4194	301	125	*	*	PUNCT
dem-4194	301	126	,	,	PUNCT
dem-4194	301	127	*	*	PUNCT
dem-4194	301	128	*	*	PUNCT
dem-4194	301	129	*	*	PUNCT
dem-4194	301	130	indicate	indicate	VERB
dem-4194	301	131	rejection	rejection	NOUN
dem-4194	301	132	of	of	ADP
dem-4194	301	133	h0	h0	NOUN
dem-4194	301	134	at	at	ADP
dem-4194	301	135	the	the	DET
dem-4194	301	136	10	10	NUM
dem-4194	301	137	%	%	NOUN
dem-4194	301	138	,	,	PUNCT
dem-4194	301	139	5	5	NUM
dem-4194	301	140	%	%	NOUN
dem-4194	301	141	and	and	CCONJ
dem-4194	301	142	1	1	NUM
dem-4194	301	143	%	%	NOUN
dem-4194	301	144	significant	significant	ADJ
dem-4194	301	145	level	level	NOUN
dem-4194	301	146	,	,	PUNCT
dem-4194	301	147	respectively	respectively	ADV
dem-4194	301	148	.	.	PUNCT
dem-4194	302	1	b	b	X
dem-4194	302	2	-	-	PUNCT
dem-4194	302	3	l	l	NOUN
dem-4194	302	4	(	(	PUNCT
dem-4194	302	5	1	1	NUM
dem-4194	302	6	)	)	PUNCT
dem-4194	302	7	–	–	PUNCT
dem-4194	302	8	estimates	estimate	NOUN
dem-4194	302	9	of	of	ADP
dem-4194	302	10	the	the	DET
dem-4194	302	11	box	box	NOUN
dem-4194	302	12	-	-	PUNCT
dem-4194	302	13	ljung	ljung	PROPN
dem-4194	302	14	test	test	NOUN
dem-4194	302	15	statistics	statistic	NOUN
dem-4194	302	16	of	of	ADP
dem-4194	302	17	order	order	NOUN
dem-4194	302	18	1	1	NUM
dem-4194	302	19	.	.	PUNCT
dem-4194	302	20	b	b	X
dem-4194	302	21	-	-	PUNCT
dem-4194	302	22	l	l	NOUN
dem-4194	302	23	(	(	PUNCT
dem-4194	302	24	2	2	NUM
dem-4194	302	25	)	)	PUNCT
dem-4194	302	26	–	–	PUNCT
dem-4194	302	27	estimates	estimate	NOUN
dem-4194	302	28	of	of	ADP
dem-4194	302	29	the	the	DET
dem-4194	302	30	box	box	NOUN
dem-4194	302	31	-	-	PUNCT
dem-4194	302	32	ljung	ljung	PROPN
dem-4194	302	33	test	test	NOUN
dem-4194	302	34	statistics	statistic	NOUN
dem-4194	302	35	of	of	ADP
dem-4194	302	36	order	order	NOUN
dem-4194	302	37	2	2	X
dem-4194	302	38	.	.	PUNCT
dem-4194	303	1	lbi	lbi	PROPN
dem-4194	303	2	–	–	PUNCT
dem-4194	303	3	estimates	estimate	NOUN
dem-4194	303	4	of	of	ADP
dem-4194	303	5	the	the	DET
dem-4194	303	6	locally	locally	ADV
dem-4194	303	7	best	good	ADJ
dem-4194	303	8	invariant	invariant	ADJ
dem-4194	303	9	test	test	NOUN
dem-4194	303	10	statistics	statistic	NOUN
dem-4194	303	11	.	.	PUNCT
dem-4194	304	1	table	table	NOUN
dem-4194	304	2	5	5	NUM
dem-4194	304	3	.	.	PUNCT
dem-4194	305	1	results	result	NOUN
dem-4194	305	2	of	of	ADP
dem-4194	305	3	the	the	DET
dem-4194	305	4	var	var	NOUN
dem-4194	305	5	tests	test	NOUN
dem-4194	305	6	(	(	PUNCT
dem-4194	305	7	95	95	NUM
dem-4194	305	8	%	%	NOUN
dem-4194	305	9	var	var	NOUN
dem-4194	305	10	for	for	ADP
dem-4194	305	11	pbg	pbg	PROPN
dem-4194	305	12	)	)	PUNCT
dem-4194	305	13	and	and	CCONJ
dem-4194	305	14	the	the	DET
dem-4194	305	15	loss	loss	NOUN
dem-4194	305	16	function	function	NOUN
dem-4194	305	17	model	model	NOUN
dem-4194	305	18	α̂	α̂	NUM
dem-4194	305	19	lrpof	lrpof	ADJ
dem-4194	305	20	lrind	lrind	NOUN
dem-4194	305	21	lrtbf	lrtbf	NOUN
dem-4194	305	22	rl	rl	ADP
dem-4194	305	23	fl	fl	NOUN
dem-4194	305	24	sh	sh	PROPN
dem-4194	305	25	500	500	NUM
dem-4194	305	26	10,54	10,54	NUM
dem-4194	305	27	%	%	NOUN
dem-4194	305	28	17,451	17,451	NUM
dem-4194	305	29	*	*	PUNCT
dem-4194	305	30	*	*	PUNCT
dem-4194	305	31	*	*	PUNCT
dem-4194	305	32	1,370	1,370	NUM
dem-4194	305	33	41,329	41,329	NUM
dem-4194	305	34	205,55	205,55	NUM
dem-4194	305	35	1366,59	1366,59	NUM
dem-4194	305	36	400	400	NUM
dem-4194	305	37	9,09	9,09	NUM
dem-4194	305	38	%	%	NOUN
dem-4194	305	39	12,929	12,929	NUM
dem-4194	305	40	*	*	PUNCT
dem-4194	305	41	*	*	PUNCT
dem-4194	305	42	*	*	PUNCT
dem-4194	305	43	1,139	1,139	NUM
dem-4194	305	44	33,525	33,525	NUM
dem-4194	305	45	240,15	240,15	NUM
dem-4194	305	46	1722,11	1722,11	NOUN
dem-4194	305	47	300	300	NUM
dem-4194	305	48	7,62	7,62	NUM
dem-4194	305	49	%	%	NOUN
dem-4194	305	50	6,923	6,923	NUM
dem-4194	305	51	*	*	PUNCT
dem-4194	305	52	*	*	PUNCT
dem-4194	305	53	*	*	PUNCT
dem-4194	305	54	0,603	0,603	NUM
dem-4194	305	55	34,955	34,955	NUM
dem-4194	305	56	279,97	279,97	NUM
dem-4194	305	57	2106,98	2106,98	NUM
dem-4194	305	58	250	250	NUM
dem-4194	305	59	7,15	7,15	NUM
dem-4194	305	60	%	%	NOUN
dem-4194	305	61	5,213	5,213	NUM
dem-4194	305	62	*	*	SYM
dem-4194	305	63	*	*	PUNCT
dem-4194	305	64	0,494	0,494	NUM
dem-4194	305	65	34,272	34,272	NUM
dem-4194	305	66	281,66	281,66	NUM
dem-4194	305	67	2246,19	2246,19	NUM
dem-4194	305	68	200	200	NUM
dem-4194	305	69	5,84	5,84	NUM
dem-4194	305	70	%	%	NOUN
dem-4194	305	71	0,914	0,914	NUM
dem-4194	305	72	0,026	0,026	NUM
dem-4194	305	73	32,805	32,805	NUM
dem-4194	305	74	261,26	261,26	NOUN
dem-4194	305	75	2462,33	2462,33	NUM
dem-4194	305	76	150	150	NUM
dem-4194	305	77	5,56	5,56	NUM
dem-4194	305	78	%	%	NOUN
dem-4194	305	79	0,453	0,453	NUM
dem-4194	305	80	0,016	0,016	NUM
dem-4194	305	81	40,548	40,548	NUM
dem-4194	305	82	263,62	263,62	NUM
dem-4194	306	1	2668,63	2668,63	NUM
dem-4194	306	2	100	100	NUM
dem-4194	306	3	4,79	4,79	NUM
dem-4194	306	4	%	%	NOUN
dem-4194	306	5	0,068	0,068	NUM
dem-4194	306	6	0,394	0,394	NUM
dem-4194	306	7	35,815	35,815	NUM
dem-4194	306	8	224,13	224,13	NUM
dem-4194	306	9	2913,60	2913,60	NUM
dem-4194	306	10	ewma	ewma	VERB
dem-4194	306	11	500	500	NUM
dem-4194	306	12	9,12	9,12	NUM
dem-4194	306	13	%	%	NOUN
dem-4194	306	14	10,179	10,179	NUM
dem-4194	306	15	*	*	PUNCT
dem-4194	306	16	*	*	PUNCT
dem-4194	306	17	*	*	PUNCT
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dem-4194	306	19	32,075	32,075	NUM
dem-4194	306	20	186,89	186,89	NUM
dem-4194	306	21	1427,20	1427,20	NUM
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dem-4194	306	30	28,098	28,098	NUM
dem-4194	306	31	208,58	208,58	NOUN
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dem-4194	306	36	1,961	1,961	NUM
dem-4194	306	37	0,027	0,027	NUM
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dem-4194	306	39	236,04	236,04	NUM
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dem-4194	306	84	rm	rm	PROPN
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dem-4194	306	86	λ=	λ=	NOUN
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dem-4194	307	52	4,66	4,66	NUM
dem-4194	307	53	%	%	NOUN
dem-4194	307	54	0,186	0,186	NUM
dem-4194	307	55	0,310	0,310	NUM
dem-4194	307	56	37,665	37,665	NUM
dem-4194	307	57	213,93	213,93	NUM
dem-4194	307	58	3052,66	3052,66	NUM
dem-4194	307	59	rm	rm	NOUN
dem-4194	307	60	(	(	PUNCT
dem-4194	307	61	λ=	λ=	PROPN
dem-4194	307	62	0,99	0,99	PROPN
dem-4194	307	63	)	)	PUNCT
dem-4194	307	64	500	500	NUM
dem-4194	307	65	6,55	6,55	NUM
dem-4194	307	66	%	%	NOUN
dem-4194	307	67	1,630	1,630	NUM
dem-4194	307	68	3,238	3,238	NUM
dem-4194	307	69	*	*	SYM
dem-4194	307	70	24,787	24,787	NUM
dem-4194	307	71	137,97	137,97	NOUN
dem-4194	307	72	1576,26	1576,26	NUM
dem-4194	307	73	400	400	NUM
dem-4194	307	74	5,99	5,99	NUM
dem-4194	307	75	%	%	NOUN
dem-4194	307	76	0,872	0,872	NUM
dem-4194	307	77	0,306	0,306	NUM
dem-4194	307	78	25,381	25,381	NUM
dem-4194	307	79	172,62	172,62	NUM
dem-4194	307	80	1948,88	1948,88	NOUN
dem-4194	307	81	300	300	NUM
dem-4194	307	82	6,17	6,17	NOUN
dem-4194	307	83	%	%	NOUN
dem-4194	307	84	1,484	1,484	NUM
dem-4194	307	85	0,796	0,796	NUM
dem-4194	307	86	28,060	28,060	NUM
dem-4194	307	87	230,84	230,84	NOUN
dem-4194	307	88	2272,02	2272,02	NUM
dem-4194	307	89	250	250	NUM
dem-4194	307	90	6,16	6,16	NUM
dem-4194	307	91	%	%	NOUN
dem-4194	307	92	1,581	1,581	NUM
dem-4194	307	93	0,041	0,041	NUM
dem-4194	307	94	28,334	28,334	NUM
dem-4194	307	95	240,02	240,02	NUM
dem-4194	307	96	2397,50	2397,50	NUM
dem-4194	307	97	200	200	NUM
dem-4194	307	98	6,14	6,14	NUM
dem-4194	307	99	%	%	NOUN
dem-4194	307	100	1,678	1,678	NUM
dem-4194	307	101	0,104	0,104	NOUN
dem-4194	307	102	35,573	35,573	NUM
dem-4194	307	103	255,05	255,05	NUM
dem-4194	307	104	2502,31	2502,31	NUM
dem-4194	307	105	150	150	NUM
dem-4194	307	106	6,56	6,56	NUM
dem-4194	307	107	%	%	NOUN
dem-4194	307	108	3,293	3,293	NUM
dem-4194	307	109	0,000	0,000	NUM
dem-4194	307	110	46,305	46,305	NUM
dem-4194	307	111	287,75	287,75	NUM
dem-4194	307	112	2571,93	2571,93	NUM
dem-4194	307	113	100	100	NUM
dem-4194	307	114	7,19	7,19	NUM
dem-4194	307	115	%	%	NOUN
dem-4194	307	116	6,720	6,720	NUM
dem-4194	307	117	*	*	PUNCT
dem-4194	307	118	*	*	PUNCT
dem-4194	307	119	*	*	PUNCT
dem-4194	307	120	0,253	0,253	NUM
dem-4194	307	121	55,251	55,251	NUM
dem-4194	307	122	346,13	346,13	NUM
dem-4194	307	123	2559,78	2559,78	PROPN
dem-4194	307	124	ar(1)-garch(1,1	ar(1)-garch(1,1	PROPN
dem-4194	307	125	)	)	PUNCT
dem-4194	307	126	500	500	NUM
dem-4194	307	127	8,26	8,26	NUM
dem-4194	307	128	%	%	NOUN
dem-4194	307	129	6,628	6,628	NUM
dem-4194	307	130	*	*	PUNCT
dem-4194	307	131	*	*	PUNCT
dem-4194	307	132	5,247	5,247	NUM
dem-4194	307	133	*	*	PUNCT
dem-4194	307	134	*	*	PUNCT
dem-4194	307	135	25,450	25,450	NUM
dem-4194	307	136	168,05	168,05	NUM
dem-4194	307	137	1497,28	1497,28	NUM
dem-4194	307	138	400	400	NUM
dem-4194	307	139	7,54	7,54	NUM
dem-4194	307	140	%	%	NOUN
dem-4194	307	141	5,331	5,331	NUM
dem-4194	307	142	*	*	PUNCT
dem-4194	307	143	*	*	PUNCT
dem-4194	307	144	1,411	1,411	NUM
dem-4194	307	145	29,023	29,023	NUM
dem-4194	307	146	185,14	185,14	NUM
dem-4194	307	147	1884,31	1884,31	NUM
dem-4194	307	148	300	300	NUM
dem-4194	307	149	6,72	6,72	NUM
dem-4194	307	150	%	%	NOUN
dem-4194	307	151	3,095	3,095	NUM
dem-4194	307	152	*	*	SYM
dem-4194	307	153	0,117	0,117	NUM
dem-4194	307	154	31,296	31,296	NUM
dem-4194	307	155	233,15	233,15	NUM
dem-4194	307	156	2267,60	2267,60	NUM
dem-4194	307	157	250	250	NUM
dem-4194	307	158	5,66	5,66	NUM
dem-4194	307	159	%	%	NOUN
dem-4194	307	160	0,525	0,525	NUM
dem-4194	307	161	0,596	0,596	NUM
dem-4194	307	162	27,342	27,342	NUM
dem-4194	307	163	219,27	219,27	NUM
dem-4194	307	164	2460,78	2460,78	NUM
dem-4194	307	165	200	200	NUM
dem-4194	307	166	5,38	5,38	NUM
dem-4194	307	167	%	%	NOUN
dem-4194	307	168	0,190	0,190	NUM
dem-4194	307	169	0,550	0,550	NUM
dem-4194	307	170	31,366	31,366	NUM
dem-4194	307	171	214,92	214,92	NUM
dem-4194	307	172	2629,52	2629,52	NUM
dem-4194	307	173	150	150	NUM
dem-4194	307	174	5,14	5,14	NUM
dem-4194	307	175	%	%	NOUN
dem-4194	307	176	0,027	0,027	NUM
dem-4194	307	177	0,514	0,514	NUM
dem-4194	307	178	36,663	36,663	NUM
dem-4194	307	179	215,14	215,14	NUM
dem-4194	307	180	2868,68	2868,68	NUM
dem-4194	307	181	100	100	NUM
dem-4194	307	182	4,26	4,26	NUM
dem-4194	307	183	%	%	NOUN
dem-4194	307	184	0,907	0,907	NUM
dem-4194	307	185	0,117	0,117	NUM
dem-4194	307	186	36,932	36,932	NUM
dem-4194	307	187	221,00	221,00	NUM
dem-4194	307	188	3138,36	3138,36	SYM
dem-4194	307	189	rca	rca	NOUN
dem-4194	307	190	500	500	NUM
dem-4194	307	191	8,83	8,83	NUM
dem-4194	307	192	%	%	NOUN
dem-4194	307	193	8,924	8,924	NUM
dem-4194	307	194	*	*	SYM
dem-4194	307	195	*	*	PUNCT
dem-4194	307	196	*	*	X
dem-4194	307	197	1,693	1,693	NUM
dem-4194	307	198	26,278	26,278	NUM
dem-4194	307	199	187,36	187,36	NUM
dem-4194	307	200	1442,89	1442,89	NUM
dem-4194	307	201	400	400	NUM
dem-4194	307	202	7,76	7,76	NUM
dem-4194	307	203	%	%	NOUN
dem-4194	307	204	6,238	6,238	NUM
dem-4194	307	205	*	*	NOUN
dem-4194	307	206	*	*	NOUN
dem-4194	307	207	1,630	1,630	NUM
dem-4194	307	208	28,136	28,136	NUM
dem-4194	307	209	204,92	204,92	ADJ
dem-4194	307	210	1828,93	1828,93	NUM
dem-4194	307	211	300	300	NUM
dem-4194	307	212	6,53	6,53	NUM
dem-4194	307	213	%	%	NOUN
dem-4194	307	214	2,498	2,498	NUM
dem-4194	307	215	0,065	0,065	NUM
dem-4194	307	216	27,313	27,313	NUM
dem-4194	307	217	237,79	237,79	NUM
dem-4194	308	1	2223,04	2223,04	NUM
dem-4194	308	2	250	250	NUM
dem-4194	308	3	5,82	5,82	NUM
dem-4194	308	4	%	%	NOUN
dem-4194	308	5	0,817	0,817	NUM
dem-4194	308	6	0,723	0,723	NUM
dem-4194	308	7	26,199	26,199	NUM
dem-4194	308	8	230,09	230,09	NOUN
dem-4194	308	9	2410,01	2410,01	NUM
dem-4194	308	10	200	200	NUM
dem-4194	308	11	5,07	5,07	NUM
dem-4194	308	12	%	%	NOUN
dem-4194	308	13	0,007	0,007	NUM
dem-4194	308	14	0,348	0,348	NUM
dem-4194	308	15	25,277	25,277	NUM
dem-4194	308	16	221,17	221,17	NUM
dem-4194	308	17	2594,08	2594,08	NUM
dem-4194	308	18	150	150	NUM
dem-4194	308	19	4,99	4,99	NUM
dem-4194	308	20	%	%	NOUN
dem-4194	308	21	0,000	0,000	NUM
dem-4194	308	22	0,415	0,415	NUM
dem-4194	308	23	37,995	37,995	NUM
dem-4194	308	24	227,54	227,54	NUM
dem-4194	308	25	2812,48	2812,48	NUM
dem-4194	308	26	100	100	NUM
dem-4194	308	27	4,39	4,39	NUM
dem-4194	308	28	%	%	NOUN
dem-4194	308	29	0,604	0,604	NUM
dem-4194	308	30	0,171	0,171	NUM
dem-4194	308	31	34,631	34,631	NUM
dem-4194	308	32	220,41	220,41	NUM
dem-4194	308	33	3025,38	3025,38	NUM
dem-4194	308	34	sign	sign	NOUN
dem-4194	308	35	rca	rca	PROPN
dem-4194	308	36	500	500	NUM
dem-4194	308	37	8,83	8,83	NUM
dem-4194	308	38	%	%	NOUN
dem-4194	308	39	8,924	8,924	NUM
dem-4194	308	40	*	*	SYM
dem-4194	308	41	*	*	PUNCT
dem-4194	308	42	*	*	SYM
dem-4194	308	43	1,693	1,693	NUM
dem-4194	308	44	26,278	26,278	NUM
dem-4194	308	45	186,61	186,61	NUM
dem-4194	308	46	1438,09	1438,09	NUM
dem-4194	308	47	400	400	NUM
dem-4194	308	48	7,54	7,54	NUM
dem-4194	308	49	%	%	NOUN
dem-4194	308	50	5,331	5,331	NUM
dem-4194	308	51	*	*	PUNCT
dem-4194	308	52	*	*	PUNCT
dem-4194	308	53	5,564	5,564	NUM
dem-4194	308	54	*	*	PUNCT
dem-4194	308	55	*	*	X
dem-4194	308	56	27,559	27,559	NUM
dem-4194	308	57	204,61	204,61	NUM
dem-4194	308	58	1838,01	1838,01	NUM
dem-4194	308	59	300	300	NUM
dem-4194	308	60	6,53	6,53	NUM
dem-4194	308	61	%	%	NOUN
dem-4194	308	62	2,498	2,498	NUM
dem-4194	308	63	0,065	0,065	NUM
dem-4194	308	64	27,312	27,312	NUM
dem-4194	308	65	239,14	239,14	NOUN
dem-4194	309	1	2219,78	2219,78	NUM
dem-4194	309	2	250	250	NUM
dem-4194	309	3	5,82	5,82	NUM
dem-4194	309	4	%	%	NOUN
dem-4194	309	5	0,817	0,817	NUM
dem-4194	309	6	0,723	0,723	NUM
dem-4194	309	7	26,199	26,199	NUM
dem-4194	309	8	230,74	230,74	NUM
dem-4194	309	9	2404,58	2404,58	NOUN
dem-4194	309	10	200	200	NUM
dem-4194	309	11	5,07	5,07	NUM
dem-4194	309	12	%	%	NOUN
dem-4194	309	13	0,007	0,007	NUM
dem-4194	309	14	0,348	0,348	NUM
dem-4194	309	15	25,277	25,277	NUM
dem-4194	309	16	221,40	221,40	NUM
dem-4194	309	17	2586,80	2586,80	NOUN
dem-4194	309	18	150	150	NUM
dem-4194	309	19	4,99	4,99	NUM
dem-4194	309	20	%	%	NOUN
dem-4194	309	21	0,000	0,000	NUM
dem-4194	309	22	0,038	0,038	NUM
dem-4194	309	23	39,013	39,013	NUM
dem-4194	309	24	227,35	227,35	NOUN
dem-4194	309	25	2801,30	2801,30	PROPN
dem-4194	309	26	100	100	NUM
dem-4194	309	27	4,79	4,79	NUM
dem-4194	309	28	%	%	NOUN
dem-4194	310	1	0,068	0,068	NUM
dem-4194	310	2	0,864	0,864	NUM
dem-4194	310	3	37,365	37,365	NUM
dem-4194	310	4	228,79	228,79	NOUN
dem-4194	311	1	3003,25	3003,25	PRON
dem-4194	311	2	note	note	NOUN
dem-4194	311	3	:	:	PUNCT
dem-4194	311	4	*	*	PUNCT
dem-4194	311	5	,	,	PUNCT
dem-4194	311	6	*	*	PUNCT
dem-4194	311	7	*	*	PUNCT
dem-4194	311	8	,	,	PUNCT
dem-4194	311	9	*	*	PUNCT
dem-4194	311	10	*	*	PUNCT
dem-4194	311	11	*	*	PUNCT
dem-4194	311	12	indicate	indicate	VERB
dem-4194	311	13	rejection	rejection	NOUN
dem-4194	311	14	of	of	ADP
dem-4194	311	15	h0	h0	NOUN
dem-4194	311	16	at	at	ADP
dem-4194	311	17	the	the	DET
dem-4194	311	18	10	10	NUM
dem-4194	311	19	%	%	NOUN
dem-4194	311	20	,	,	PUNCT
dem-4194	311	21	5	5	NUM
dem-4194	311	22	%	%	NOUN
dem-4194	311	23	and	and	CCONJ
dem-4194	311	24	1	1	NUM
dem-4194	311	25	%	%	NOUN
dem-4194	311	26	significant	significant	ADJ
dem-4194	311	27	level	level	NOUN
dem-4194	311	28	,	,	PUNCT
dem-4194	311	29	respectively	respectively	ADV
dem-4194	311	30	,	,	PUNCT
dem-4194	311	31	lrpof	lrpof	VERB
dem-4194	311	32	–	–	PUNCT
dem-4194	311	33	the	the	DET
dem-4194	311	34	values	value	NOUN
dem-4194	311	35	of	of	ADP
dem-4194	311	36	the	the	DET
dem-4194	311	37	proportion	proportion	NOUN
dem-4194	311	38	of	of	ADP
dem-4194	311	39	failures	failure	NOUN
dem-4194	311	40	test	test	NOUN
dem-4194	311	41	statistics	statistic	NOUN
dem-4194	311	42	,	,	PUNCT
dem-4194	311	43	lrind	lrind	NOUN
dem-4194	311	44	–	–	PUNCT
dem-4194	311	45	the	the	DET
dem-4194	311	46	values	value	NOUN
dem-4194	311	47	of	of	ADP
dem-4194	311	48	the	the	DET
dem-4194	311	49	independence	independence	NOUN
dem-4194	311	50	test	test	NOUN
dem-4194	311	51	statistics	statistic	NOUN
dem-4194	311	52	,	,	PUNCT
dem-4194	311	53	lrtbf	lrtbf	NOUN
dem-4194	311	54	–	–	PUNCT
dem-4194	311	55	the	the	DET
dem-4194	311	56	values	value	NOUN
dem-4194	311	57	of	of	ADP
dem-4194	311	58	the	the	DET
dem-4194	311	59	time	time	NOUN
dem-4194	311	60	between	between	ADP
dem-4194	311	61	failures	failure	NOUN
dem-4194	311	62	test	test	NOUN
dem-4194	311	63	statistics	statistic	NOUN
dem-4194	311	64	,	,	PUNCT
dem-4194	311	65	rl	rl	X
dem-4194	311	66	–	–	PUNCT
dem-4194	311	67	regulatory	regulatory	ADJ
dem-4194	311	68	loss	loss	NOUN
dem-4194	311	69	function	function	NOUN
dem-4194	311	70	,	,	PUNCT
dem-4194	311	71	fl	fl	INTJ
dem-4194	311	72	–	–	PUNCT
dem-4194	311	73	firm	firm	NOUN
dem-4194	311	74	’s	’s	PART
dem-4194	311	75	loss	loss	NOUN
dem-4194	311	76	function	function	NOUN
dem-4194	311	77	.	.	PUNCT
dem-4194	312	1	table	table	NOUN
dem-4194	312	2	6	6	NUM
dem-4194	312	3	.	.	PUNCT
dem-4194	313	1	the	the	DET
dem-4194	313	2	test	test	NOUN
dem-4194	313	3	for	for	ADP
dem-4194	313	4	superiority	superiority	NOUN
dem-4194	313	5	of	of	ADP
dem-4194	313	6	a	a	DET
dem-4194	313	7	model	model	NOUN
dem-4194	313	8	vis	vis	X
dem-4194	313	9	-	-	NOUN
dem-4194	313	10	á	á	X
dem-4194	313	11	-	-	PUNCT
dem-4194	313	12	vis	vis	X
dem-4194	313	13	another	another	DET
dem-4194	313	14	sample	sample	NOUN
dem-4194	313	15	:	:	PUNCT
dem-4194	313	16	300	300	NUM
dem-4194	313	17	↓	↓	NOUN
dem-4194	313	18	better	well	ADV
dem-4194	313	19	→	→	PUNCT
dem-4194	313	20	sign	sign	VERB
dem-4194	313	21	rca	rca	PROPN
dem-4194	313	22	rca	rca	PROPN
dem-4194	313	23	ar	ar	PROPN
dem-4194	313	24	-	-	PUNCT
dem-4194	313	25	garch	garch	NOUN
dem-4194	313	26	rm(0.99	rm(0.99	NOUN
dem-4194	313	27	)	)	PUNCT
dem-4194	313	28	rm(0.95	rm(0.95	PROPN
dem-4194	313	29	)	)	PUNCT
dem-4194	313	30	ewma	ewma	AUX
dem-4194	313	31	hs	hs	PROPN
dem-4194	313	32	sign	sign	VERB
dem-4194	313	33	rca	rca	PROPN
dem-4194	313	34	x	x	INTJ
dem-4194	313	35	-7,455	-7,455	PROPN
dem-4194	313	36	*	*	PROPN
dem-4194	313	37	-8,052	-8,052	PROPN
dem-4194	313	38	*	*	PUNCT
dem-4194	313	39	-10,863	-10,863	NOUN
dem-4194	313	40	*	*	SYM
dem-4194	313	41	-9,330	-9,330	PROPN
dem-4194	313	42	*	*	SYM
dem-4194	313	43	-12,397	-12,397	PROPN
dem-4194	313	44	*	*	PROPN
dem-4194	313	45	rca	rca	PROPN
dem-4194	313	46	7,455	7,455	NUM
dem-4194	313	47	x	x	SYM
dem-4194	313	48	-3,962	-3,962	INTJ
dem-4194	313	49	*	*	PROPN
dem-4194	313	50	-10,182	-10,182	PROPN
dem-4194	313	51	*	*	PROPN
dem-4194	313	52	-9,159	-9,159	PROPN
dem-4194	313	53	*	*	PUNCT
dem-4194	313	54	-3,451	-3,451	PROPN
dem-4194	313	55	*	*	PROPN
dem-4194	313	56	ar	ar	NOUN
dem-4194	313	57	-	-	NOUN
dem-4194	313	58	garch	garch	NOUN
dem-4194	313	59	8,052	8,052	NUM
dem-4194	313	60	3,962	3,962	NUM
dem-4194	313	61	x	x	SYM
dem-4194	313	62	-2,343	-2,343	INTJ
dem-4194	313	63	*	*	PUNCT
dem-4194	314	1	-9,245	-9,245	PROPN
dem-4194	314	2	*	*	NUM
dem-4194	314	3	0,724	0,724	NUM
dem-4194	314	4	rm(0.99	rm(0.99	NOUN
dem-4194	314	5	)	)	PUNCT
dem-4194	314	6	10,863	10,863	NUM
dem-4194	314	7	10,182	10,182	NUM
dem-4194	314	8	2,343	2,343	NUM
dem-4194	314	9	x	x	SYM
dem-4194	314	10	-8,989	-8,989	PROPN
dem-4194	314	11	*	*	NUM
dem-4194	314	12	8,904	8,904	NUM
dem-4194	314	13	rm(0.95	rm(0.95	NOUN
dem-4194	314	14	)	)	PUNCT
dem-4194	314	15	9,330	9,330	NUM
dem-4194	314	16	9,159	9,159	NUM
dem-4194	314	17	9,245	9,245	NUM
dem-4194	314	18	8,989	8,989	NUM
dem-4194	314	19	x	x	SYM
dem-4194	314	20	8,563	8,563	NUM
dem-4194	314	21	ewma	ewma	NOUN
dem-4194	314	22	12,397	12,397	NUM
dem-4194	314	23	3,451	3,451	NUM
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dem-4194	326	175	the	the	DET
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dem-4194	326	186	of	of	ADP
dem-4194	326	187	the	the	DET
dem-4194	326	188	independence	independence	NOUN
dem-4194	326	189	test	test	NOUN
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dem-4194	326	194	the	the	DET
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dem-4194	326	196	of	of	ADP
dem-4194	326	197	the	the	DET
dem-4194	326	198	time	time	NOUN
dem-4194	326	199	between	between	ADP
dem-4194	326	200	failures	failure	NOUN
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dem-4194	326	203	,	,	PUNCT
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dem-4194	326	205	–	–	PUNCT
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dem-4194	331	544	the	the	DET
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dem-4194	338	89	9	9	NUM
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dem-4194	342	4	the	the	DET
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dem-4194	342	21	qα	qα	PROPN
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dem-4194	346	44	0,0997	0,0997	NUM
dem-4194	346	45	6	6	NUM
dem-4194	346	46	0,0963	0,0963	NUM
dem-4194	346	47	6	6	NUM
dem-4194	346	48	0,0950	0,0950	NOUN
dem-4194	346	49	5	5	NUM
dem-4194	346	50	sign	sign	NOUN
dem-4194	346	51	rca	rca	PROPN
dem-4194	346	52	0,0988	0,0988	VERB
dem-4194	346	53	5	5	NUM
dem-4194	346	54	0,0950	0,0950	NOUN
dem-4194	346	55	2	2	NUM
dem-4194	346	56	0,0934	0,0934	NOUN
dem-4194	346	57	2	2	NUM
dem-4194	346	58	rcama	rcama	NOUN
dem-4194	346	59	0,1004	0,1004	NOUN
dem-4194	346	60	8	8	NUM
dem-4194	346	61	0,0967	0,0967	NUM
dem-4194	346	62	7	7	NUM
dem-4194	346	63	0,0969	0,0969	SYM
dem-4194	346	64	8	8	NUM
dem-4194	346	65	sign	sign	NOUN
dem-4194	346	66	rcama	rcama	NOUN
dem-4194	346	67	0,1022	0,1022	NOUN
dem-4194	346	68	9	9	NUM
dem-4194	346	69	rca	rca	PROPN
dem-4194	346	70	garch	garch	NOUN
dem-4194	346	71	0,0980	0,0980	NOUN
dem-4194	346	72	4	4	NUM
dem-4194	346	73	0,0967	0,0967	NUM
dem-4194	346	74	8	8	NUM
dem-4194	346	75	0,0938	0,0938	SYM
dem-4194	346	76	3	3	NUM
dem-4194	346	77	sign	sign	NOUN
dem-4194	346	78	rca	rca	PROPN
dem-4194	346	79	garch	garch	PROPN
dem-4194	346	80	0,1143	0,1143	PROPN
dem-4194	346	81	10	10	NUM
dem-4194	346	82	note	note	NOUN
dem-4194	346	83	:	:	PUNCT
dem-4194	346	84	t	t	PROPN
dem-4194	346	85	denotes	denote	VERB
dem-4194	346	86	the	the	DET
dem-4194	346	87	rolling	rolling	ADJ
dem-4194	346	88	window	window	NOUN
dem-4194	346	89	size	size	NOUN
dem-4194	346	90	,	,	PUNCT
dem-4194	346	91	qα	qα	PROPN
dem-4194	346	92	–	–	PUNCT
dem-4194	346	93	the	the	DET
dem-4194	346	94	predictive	predictive	ADJ
dem-4194	346	95	quantile	quantile	ADJ
dem-4194	346	96	loss	loss	NOUN
dem-4194	346	97	function	function	NOUN
dem-4194	346	98	.	.	PUNCT