id	sid	tid	token	lemma	pos
dem-4210	1	1	microsoft	microsoft	PROPN
dem-4210	1	2	word	word	NOUN
dem-4210	1	3	00_tresc.docx	00_tresc.docx	PRON
dem-4210	1	4	dynamic	dynamic	ADJ
dem-4210	1	5	econometric	econometric	ADJ
dem-4210	1	6	models	model	NOUN
dem-4210	1	7	vol	vol	NOUN
dem-4210	1	8	.	.	PROPN
dem-4210	1	9	9	9	NUM
dem-4210	1	10	–	–	PUNCT
dem-4210	1	11	nicolaus	nicolaus	PROPN
dem-4210	1	12	copernicus	copernicus	PROPN
dem-4210	1	13	university	university	PROPN
dem-4210	1	14	–	–	PUNCT
dem-4210	1	15	toruń	toruń	NOUN
dem-4210	1	16	–	–	PUNCT
dem-4210	1	17	2009	2009	NUM
dem-4210	1	18	tomasz	tomasz	PROPN
dem-4210	1	19	chruściński	chruściński	PROPN
dem-4210	1	20	nicolaus	nicolaus	PROPN
dem-4210	1	21	copernicus	copernicus	PROPN
dem-4210	1	22	university	university	PROPN
dem-4210	1	23	in	in	ADP
dem-4210	1	24	toruń	toruń	NOUN
dem-4210	1	25	the	the	DET
dem-4210	1	26	study	study	NOUN
dem-4210	1	27	of	of	ADP
dem-4210	1	28	interdependence	interdependence	NOUN
dem-4210	1	29	between	between	ADP
dem-4210	1	30	capital	capital	NOUN
dem-4210	1	31	and	and	CCONJ
dem-4210	1	32	currency	currency	NOUN
dem-4210	1	33	markets	market	NOUN
dem-4210	1	34	using	use	VERB
dem-4210	1	35	multivariate	multivariate	NOUN
dem-4210	1	36	garch	garch	NOUN
dem-4210	1	37	models	model	NOUN
dem-4210	1	38	a	a	DET
dem-4210	1	39	b	b	PROPN
dem-4210	1	40	s	s	ADP
dem-4210	1	41	t	t	PROPN
dem-4210	1	42	r	r	NOUN
dem-4210	1	43	a	a	DET
dem-4210	1	44	c	c	NOUN
dem-4210	1	45	t.	t.	NOUN
dem-4210	1	46	in	in	ADP
dem-4210	1	47	the	the	DET
dem-4210	1	48	article	article	NOUN
dem-4210	1	49	an	an	DET
dem-4210	1	50	attempt	attempt	NOUN
dem-4210	1	51	was	be	AUX
dem-4210	1	52	made	make	VERB
dem-4210	1	53	to	to	PART
dem-4210	1	54	investigate	investigate	VERB
dem-4210	1	55	the	the	DET
dem-4210	1	56	interaction	interaction	NOUN
dem-4210	1	57	among	among	ADP
dem-4210	1	58	the	the	DET
dem-4210	1	59	various	various	ADJ
dem-4210	1	60	stock	stock	NOUN
dem-4210	1	61	exchanges	exchange	NOUN
dem-4210	1	62	as	as	ADV
dem-4210	1	63	well	well	ADV
dem-4210	1	64	as	as	ADP
dem-4210	1	65	various	various	ADJ
dem-4210	1	66	exchange	exchange	NOUN
dem-4210	1	67	rates	rate	NOUN
dem-4210	1	68	and	and	CCONJ
dem-4210	1	69	then	then	ADV
dem-4210	1	70	to	to	PART
dem-4210	1	71	determine	determine	VERB
dem-4210	1	72	the	the	DET
dem-4210	1	73	direction	direction	NOUN
dem-4210	1	74	of	of	ADP
dem-4210	1	75	information	information	NOUN
dem-4210	1	76	flow	flow	NOUN
dem-4210	1	77	between	between	ADP
dem-4210	1	78	capital	capital	NOUN
dem-4210	1	79	and	and	CCONJ
dem-4210	1	80	currency	currency	NOUN
dem-4210	1	81	markets	market	NOUN
dem-4210	1	82	.	.	PUNCT
dem-4210	2	1	tools	tool	NOUN
dem-4210	2	2	used	use	VERB
dem-4210	2	3	in	in	ADP
dem-4210	2	4	this	this	DET
dem-4210	2	5	study	study	NOUN
dem-4210	2	6	are	be	AUX
dem-4210	2	7	multivariate	multivariate	ADJ
dem-4210	2	8	garch	garch	NOUN
dem-4210	2	9	models	model	NOUN
dem-4210	2	10	.	.	PUNCT
dem-4210	3	1	presented	present	VERB
dem-4210	3	2	results	result	NOUN
dem-4210	3	3	developed	develop	VERB
dem-4210	3	4	an	an	DET
dem-4210	3	5	earlier	early	ADJ
dem-4210	3	6	study	study	NOUN
dem-4210	3	7	of	of	ADP
dem-4210	3	8	world	world	NOUN
dem-4210	3	9	stock	stock	PROPN
dem-4210	3	10	exchange	exchange	PROPN
dem-4210	3	11	classification	classification	NOUN
dem-4210	3	12	.	.	PUNCT
dem-4210	4	1	these	these	DET
dem-4210	4	2	stock	stock	NOUN
dem-4210	4	3	exchanges	exchange	NOUN
dem-4210	4	4	will	will	AUX
dem-4210	4	5	be	be	AUX
dem-4210	4	6	further	far	ADV
dem-4210	4	7	analysed	analyse	VERB
dem-4210	4	8	according	accord	VERB
dem-4210	4	9	to	to	ADP
dem-4210	4	10	their	their	PRON
dem-4210	4	11	interaction	interaction	NOUN
dem-4210	4	12	.	.	PUNCT
dem-4210	5	1	k	k	PROPN
dem-4210	5	2	e	e	PROPN
dem-4210	5	3	y	y	PROPN
dem-4210	5	4	w	w	NOUN
dem-4210	5	5	o	o	NOUN
dem-4210	5	6	r	r	NOUN
dem-4210	5	7	d	d	NOUN
dem-4210	5	8	s	s	X
dem-4210	5	9	:	:	PUNCT
dem-4210	5	10	multivariate	multivariate	NOUN
dem-4210	5	11	garch	garch	NOUN
dem-4210	5	12	model	model	NOUN
dem-4210	5	13	,	,	PUNCT
dem-4210	5	14	independence	independence	NOUN
dem-4210	5	15	analysis	analysis	NOUN
dem-4210	5	16	,	,	PUNCT
dem-4210	5	17	stock	stock	NOUN
dem-4210	5	18	exchange	exchange	NOUN
dem-4210	5	19	,	,	PUNCT
dem-4210	5	20	exchange	exchange	NOUN
dem-4210	5	21	rate	rate	NOUN
dem-4210	5	22	.	.	PUNCT
dem-4210	6	1	1	1	X
dem-4210	6	2	.	.	X
dem-4210	6	3	introduction	introduction	NOUN
dem-4210	6	4	the	the	DET
dem-4210	6	5	research	research	NOUN
dem-4210	6	6	on	on	ADP
dem-4210	6	7	the	the	DET
dem-4210	6	8	interaction	interaction	NOUN
dem-4210	6	9	of	of	ADP
dem-4210	6	10	capital	capital	NOUN
dem-4210	6	11	and	and	CCONJ
dem-4210	6	12	currency	currency	NOUN
dem-4210	6	13	markets	market	NOUN
dem-4210	6	14	in	in	ADP
dem-4210	6	15	the	the	DET
dem-4210	6	16	world	world	NOUN
dem-4210	6	17	has	have	AUX
dem-4210	6	18	been	be	AUX
dem-4210	6	19	going	go	VERB
dem-4210	6	20	on	on	ADP
dem-4210	6	21	for	for	ADP
dem-4210	6	22	many	many	ADJ
dem-4210	6	23	years	year	NOUN
dem-4210	6	24	,	,	PUNCT
dem-4210	6	25	but	but	CCONJ
dem-4210	6	26	this	this	DET
dem-4210	6	27	topic	topic	NOUN
dem-4210	6	28	has	have	AUX
dem-4210	6	29	not	not	PART
dem-4210	6	30	lost	lose	VERB
dem-4210	6	31	its	its	PRON
dem-4210	6	32	popularity	popularity	NOUN
dem-4210	6	33	.	.	PUNCT
dem-4210	7	1	especially	especially	ADV
dem-4210	7	2	in	in	ADP
dem-4210	7	3	the	the	DET
dem-4210	7	4	last	last	ADJ
dem-4210	7	5	year	year	NOUN
dem-4210	7	6	,	,	PUNCT
dem-4210	7	7	and	and	CCONJ
dem-4210	7	8	when	when	SCONJ
dem-4210	7	9	as	as	ADP
dem-4210	7	10	a	a	DET
dem-4210	7	11	result	result	NOUN
dem-4210	7	12	of	of	ADP
dem-4210	7	13	the	the	DET
dem-4210	7	14	rapid	rapid	ADJ
dem-4210	7	15	withdrawal	withdrawal	NOUN
dem-4210	7	16	of	of	ADP
dem-4210	7	17	investors	investor	NOUN
dem-4210	7	18	from	from	ADP
dem-4210	7	19	the	the	DET
dem-4210	7	20	stock	stock	NOUN
dem-4210	7	21	exchange	exchange	NOUN
dem-4210	7	22	,	,	PUNCT
dem-4210	7	23	the	the	DET
dem-4210	7	24	inflow	inflow	NOUN
dem-4210	7	25	of	of	ADP
dem-4210	7	26	speculative	speculative	ADJ
dem-4210	7	27	capital	capital	NOUN
dem-4210	7	28	,	,	PUNCT
dem-4210	7	29	and	and	CCONJ
dem-4210	7	30	the	the	DET
dem-4210	7	31	bankruptcies	bankruptcy	NOUN
dem-4210	7	32	of	of	ADP
dem-4210	7	33	numerous	numerous	ADJ
dem-4210	7	34	well	well	ADV
dem-4210	7	35	-	-	PUNCT
dem-4210	7	36	known	know	VERB
dem-4210	7	37	companies	company	NOUN
dem-4210	7	38	,	,	PUNCT
dem-4210	7	39	discussions	discussion	NOUN
dem-4210	7	40	about	about	ADP
dem-4210	7	41	interpenetrating	interpenetrate	VERB
dem-4210	7	42	influences	influence	NOUN
dem-4210	7	43	of	of	ADP
dem-4210	7	44	stock	stock	NOUN
dem-4210	7	45	exchanges	exchange	NOUN
dem-4210	7	46	they	they	PRON
dem-4210	7	47	have	have	VERB
dem-4210	7	48	on	on	ADP
dem-4210	7	49	one	one	NUM
dem-4210	7	50	another	another	PRON
dem-4210	7	51	were	be	AUX
dem-4210	7	52	very	very	ADV
dem-4210	7	53	hot	hot	ADJ
dem-4210	7	54	.	.	PUNCT
dem-4210	8	1	at	at	ADP
dem-4210	8	2	the	the	DET
dem-4210	8	3	same	same	ADJ
dem-4210	8	4	time	time	NOUN
dem-4210	8	5	,	,	PUNCT
dem-4210	8	6	there	there	PRON
dem-4210	8	7	was	be	VERB
dem-4210	8	8	considerable	considerable	ADJ
dem-4210	8	9	interest	interest	NOUN
dem-4210	8	10	attracted	attract	VERB
dem-4210	8	11	into	into	ADP
dem-4210	8	12	fluctuations	fluctuation	NOUN
dem-4210	8	13	in	in	ADP
dem-4210	8	14	the	the	DET
dem-4210	8	15	currency	currency	NOUN
dem-4210	8	16	market	market	NOUN
dem-4210	8	17	.	.	PUNCT
dem-4210	9	1	the	the	DET
dem-4210	9	2	aim	aim	NOUN
dem-4210	9	3	of	of	ADP
dem-4210	9	4	this	this	DET
dem-4210	9	5	paper	paper	NOUN
dem-4210	9	6	is	be	AUX
dem-4210	9	7	to	to	PART
dem-4210	9	8	examine	examine	VERB
dem-4210	9	9	the	the	DET
dem-4210	9	10	relationship	relationship	NOUN
dem-4210	9	11	between	between	ADP
dem-4210	9	12	stock	stock	NOUN
dem-4210	9	13	exchanges	exchange	NOUN
dem-4210	9	14	of	of	ADP
dem-4210	9	15	securities	security	NOUN
dem-4210	9	16	of	of	ADP
dem-4210	9	17	eligible	eligible	ADJ
dem-4210	9	18	countries	country	NOUN
dem-4210	9	19	and	and	CCONJ
dem-4210	9	20	exchange	exchange	NOUN
dem-4210	9	21	rates	rate	NOUN
dem-4210	9	22	associated	associate	VERB
dem-4210	9	23	with	with	ADP
dem-4210	9	24	them	they	PRON
dem-4210	9	25	.	.	PUNCT
dem-4210	10	1	the	the	DET
dem-4210	10	2	article	article	NOUN
dem-4210	10	3	presents	present	VERB
dem-4210	10	4	a	a	DET
dem-4210	10	5	continuation	continuation	NOUN
dem-4210	10	6	of	of	ADP
dem-4210	10	7	earlier	early	ADJ
dem-4210	10	8	studies	study	NOUN
dem-4210	10	9	by	by	ADP
dem-4210	10	10	the	the	DET
dem-4210	10	11	author	author	NOUN
dem-4210	10	12	on	on	ADP
dem-4210	10	13	the	the	DET
dem-4210	10	14	classification	classification	NOUN
dem-4210	10	15	of	of	ADP
dem-4210	10	16	stock	stock	NOUN
dem-4210	10	17	exchanges	exchange	NOUN
dem-4210	10	18	in	in	ADP
dem-4210	10	19	the	the	DET
dem-4210	10	20	world	world	NOUN
dem-4210	10	21	,	,	PUNCT
dem-4210	10	22	which	which	PRON
dem-4210	10	23	now	now	ADV
dem-4210	10	24	will	will	AUX
dem-4210	10	25	be	be	AUX
dem-4210	10	26	analyzed	analyze	VERB
dem-4210	10	27	in	in	ADP
dem-4210	10	28	terms	term	NOUN
dem-4210	10	29	of	of	ADP
dem-4210	10	30	the	the	DET
dem-4210	10	31	direction	direction	NOUN
dem-4210	10	32	of	of	ADP
dem-4210	10	33	information	information	NOUN
dem-4210	10	34	flow	flow	NOUN
dem-4210	10	35	between	between	ADP
dem-4210	10	36	the	the	DET
dem-4210	10	37	markets	market	NOUN
dem-4210	10	38	.	.	PUNCT
dem-4210	11	1	multivariate	multivariate	NOUN
dem-4210	11	2	garch	garch	NOUN
dem-4210	11	3	models	model	NOUN
dem-4210	11	4	are	be	AUX
dem-4210	11	5	applied	apply	VERB
dem-4210	11	6	to	to	PART
dem-4210	11	7	determine	determine	VERB
dem-4210	11	8	the	the	DET
dem-4210	11	9	influence	influence	NOUN
dem-4210	11	10	on	on	ADP
dem-4210	11	11	volatility	volatility	NOUN
dem-4210	11	12	.	.	PUNCT
dem-4210	12	1	tomasz	tomasz	PROPN
dem-4210	12	2	chruściński	chruściński	PROPN
dem-4210	12	3	112	112	NUM
dem-4210	12	4	2	2	NUM
dem-4210	12	5	.	.	PUNCT
dem-4210	12	6	methodology	methodology	NOUN
dem-4210	12	7	with	with	ADP
dem-4210	12	8	a	a	DET
dem-4210	12	9	map	map	NOUN
dem-4210	12	10	-	-	PUNCT
dem-4210	12	11	sharing	sharing	NOUN
dem-4210	12	12	of	of	ADP
dem-4210	12	13	stock	stock	NOUN
dem-4210	12	14	exchanges	exchange	NOUN
dem-4210	12	15	,	,	PUNCT
dem-4210	12	16	resulting	result	VERB
dem-4210	12	17	from	from	ADP
dem-4210	12	18	the	the	DET
dem-4210	12	19	author	author	NOUN
dem-4210	12	20	’s	’s	PART
dem-4210	12	21	previous	previous	ADJ
dem-4210	12	22	studies1	studies1	NOUN
dem-4210	12	23	,	,	PUNCT
dem-4210	12	24	an	an	DET
dem-4210	12	25	attempt	attempt	NOUN
dem-4210	12	26	was	be	AUX
dem-4210	12	27	made	make	VERB
dem-4210	12	28	to	to	PART
dem-4210	12	29	determine	determine	VERB
dem-4210	12	30	the	the	DET
dem-4210	12	31	direction	direction	NOUN
dem-4210	12	32	in	in	ADP
dem-4210	12	33	which	which	PRON
dem-4210	12	34	information	information	NOUN
dem-4210	12	35	flows	flow	VERB
dem-4210	12	36	between	between	ADP
dem-4210	12	37	the	the	DET
dem-4210	12	38	dissociated	dissociate	VERB
dem-4210	12	39	groups	group	NOUN
dem-4210	12	40	,	,	PUNCT
dem-4210	12	41	and	and	CCONJ
dem-4210	12	42	thus	thus	ADV
dem-4210	12	43	to	to	PART
dem-4210	12	44	examine	examine	VERB
dem-4210	12	45	what	what	PRON
dem-4210	12	46	their	their	PRON
dem-4210	12	47	spillover	spillover	NOUN
dem-4210	12	48	effects	effect	NOUN
dem-4210	12	49	are	be	AUX
dem-4210	12	50	.	.	PUNCT
dem-4210	13	1	the	the	DET
dem-4210	13	2	study	study	NOUN
dem-4210	13	3	used	use	VERB
dem-4210	13	4	a	a	DET
dem-4210	13	5	multivariate	multivariate	NOUN
dem-4210	13	6	model	model	NOUN
dem-4210	13	7	mgarch	mgarch	PROPN
dem-4210	13	8	,	,	PUNCT
dem-4210	13	9	based	base	VERB
dem-4210	13	10	on	on	ADP
dem-4210	13	11	daily	daily	ADJ
dem-4210	13	12	rates	rate	NOUN
dem-4210	13	13	of	of	ADP
dem-4210	13	14	return	return	NOUN
dem-4210	13	15	with	with	ADP
dem-4210	13	16	the	the	DET
dem-4210	13	17	major	major	ADJ
dem-4210	13	18	indices	index	NOUN
dem-4210	13	19	and	and	CCONJ
dem-4210	13	20	exchange	exchange	NOUN
dem-4210	13	21	rates	rate	NOUN
dem-4210	13	22	.	.	PUNCT
dem-4210	14	1	since	since	SCONJ
dem-4210	14	2	it	it	PRON
dem-4210	14	3	would	would	AUX
dem-4210	14	4	be	be	AUX
dem-4210	14	5	difficult	difficult	ADJ
dem-4210	14	6	to	to	PART
dem-4210	14	7	examine	examine	VERB
dem-4210	14	8	changes	change	NOUN
dem-4210	14	9	in	in	ADP
dem-4210	14	10	all	all	DET
dem-4210	14	11	indices	index	NOUN
dem-4210	14	12	,	,	PUNCT
dem-4210	14	13	representatives	representative	NOUN
dem-4210	14	14	of	of	ADP
dem-4210	14	15	groups	group	NOUN
dem-4210	14	16	have	have	AUX
dem-4210	14	17	been	be	AUX
dem-4210	14	18	chosen	choose	VERB
dem-4210	14	19	.	.	PUNCT
dem-4210	15	1	therefore	therefore	ADV
dem-4210	15	2	,	,	PUNCT
dem-4210	15	3	for	for	ADP
dem-4210	15	4	use	use	NOUN
dem-4210	15	5	of	of	ADP
dem-4210	15	6	the	the	DET
dem-4210	15	7	specification	specification	NOUN
dem-4210	15	8	of	of	ADP
dem-4210	15	9	the	the	DET
dem-4210	15	10	model	model	NOUN
dem-4210	15	11	’s	’s	PART
dem-4210	15	12	equations	equation	NOUN
dem-4210	15	13	,	,	PUNCT
dem-4210	15	14	logarithms	logarithm	NOUN
dem-4210	15	15	adopted	adopt	VERB
dem-4210	15	16	rate	rate	NOUN
dem-4210	15	17	of	of	ADP
dem-4210	15	18	return	return	NOUN
dem-4210	15	19	(	(	PUNCT
dem-4210	15	20	1	1	NUM
dem-4210	15	21	)	)	PUNCT
dem-4210	15	22	of	of	ADP
dem-4210	15	23	the	the	DET
dem-4210	15	24	following	follow	VERB
dem-4210	15	25	indices	index	NOUN
dem-4210	15	26	were	be	AUX
dem-4210	15	27	accepted	accept	VERB
dem-4210	15	28	:	:	PUNCT
dem-4210	16	1	nasdaq	nasdaq	PROPN
dem-4210	16	2	,	,	PUNCT
dem-4210	16	3	dow	dow	PROPN
dem-4210	16	4	jones	jones	PROPN
dem-4210	16	5	,	,	PUNCT
dem-4210	16	6	s	s	PROPN
dem-4210	16	7	&	&	CCONJ
dem-4210	16	8	p500	p500	PROPN
dem-4210	16	9	,	,	PUNCT
dem-4210	16	10	dax	dax	PROPN
dem-4210	16	11	,	,	PUNCT
dem-4210	16	12	cac40	cac40	PROPN
dem-4210	16	13	,	,	PUNCT
dem-4210	16	14	ftse250	ftse250	PROPN
dem-4210	16	15	,	,	PUNCT
dem-4210	16	16	sse	sse	PROPN
dem-4210	16	17	comp	comp	PROPN
dem-4210	16	18	.	.	PUNCT
dem-4210	16	19	,	,	PUNCT
dem-4210	16	20	wig20	wig20	PROPN
dem-4210	16	21	,	,	PUNCT
dem-4210	16	22	and	and	CCONJ
dem-4210	16	23	the	the	DET
dem-4210	16	24	exchange	exchange	NOUN
dem-4210	16	25	rate	rate	NOUN
dem-4210	16	26	representing	represent	VERB
dem-4210	16	27	the	the	DET
dem-4210	16	28	countries	country	NOUN
dem-4210	16	29	from	from	ADP
dem-4210	16	30	which	which	PRON
dem-4210	16	31	the	the	DET
dem-4210	16	32	selected	select	VERB
dem-4210	16	33	indices	index	NOUN
dem-4210	16	34	.	.	PUNCT
dem-4210	17	1	these	these	PRON
dem-4210	17	2	are	be	AUX
dem-4210	17	3	:	:	PUNCT
dem-4210	17	4	eur	eur	ADJ
dem-4210	17	5	/	/	SYM
dem-4210	17	6	usd	usd	NOUN
dem-4210	17	7	,	,	PUNCT
dem-4210	17	8	eur	eur	ADJ
dem-4210	17	9	/	/	SYM
dem-4210	17	10	gbp	gbp	NOUN
dem-4210	17	11	,	,	PUNCT
dem-4210	17	12	eur	eur	PROPN
dem-4210	17	13	/	/	SYM
dem-4210	17	14	pln	pln	PROPN
dem-4210	17	15	,	,	PUNCT
dem-4210	17	16	usd	usd	NOUN
dem-4210	17	17	/	/	SYM
dem-4210	17	18	gbp	gbp	NOUN
dem-4210	17	19	,	,	PUNCT
dem-4210	17	20	usd	usd	NOUN
dem-4210	17	21	/	/	SYM
dem-4210	17	22	cny	cny	NOUN
dem-4210	17	23	,	,	PUNCT
dem-4210	17	24	cny	cny	NOUN
dem-4210	17	25	/	/	SYM
dem-4210	17	26	gbp	gbp	PROPN
dem-4210	17	27	,	,	PUNCT
dem-4210	17	28	cny	cny	PROPN
dem-4210	17	29	/	/	SYM
dem-4210	17	30	pln	pln	PROPN
dem-4210	17	31	,	,	PUNCT
dem-4210	17	32	cny	cny	PROPN
dem-4210	17	33	/	/	SYM
dem-4210	17	34	usd	usd	NOUN
dem-4210	17	35	,	,	PUNCT
dem-4210	17	36	gbp	gbp	PROPN
dem-4210	17	37	/	/	SYM
dem-4210	17	38	pln	pln	PROPN
dem-4210	17	39	.	.	PUNCT
dem-4210	18	1	the	the	DET
dem-4210	18	2	starting	starting	NOUN
dem-4210	18	3	point	point	NOUN
dem-4210	18	4	for	for	ADP
dem-4210	18	5	analysis	analysis	NOUN
dem-4210	18	6	are	be	AUX
dem-4210	18	7	the	the	DET
dem-4210	18	8	concepts	concept	NOUN
dem-4210	18	9	of	of	ADP
dem-4210	18	10	conditional	conditional	ADJ
dem-4210	18	11	expected	expect	VERB
dem-4210	18	12	values	value	NOUN
dem-4210	18	13	,	,	PUNCT
dem-4210	18	14	conditional	conditional	ADJ
dem-4210	18	15	variance	variance	NOUN
dem-4210	18	16	-	-	PUNCT
dem-4210	18	17	covariance	covariance	NOUN
dem-4210	18	18	matrix	matrix	NOUN
dem-4210	18	19	and	and	CCONJ
dem-4210	18	20	conditional	conditional	ADJ
dem-4210	18	21	distribution	distribution	NOUN
dem-4210	18	22	of	of	ADP
dem-4210	18	23	standardized	standardized	ADJ
dem-4210	18	24	residuals	residual	NOUN
dem-4210	18	25	of	of	ADP
dem-4210	18	26	the	the	DET
dem-4210	18	27	model	model	NOUN
dem-4210	18	28	,	,	PUNCT
dem-4210	18	29	presented	present	VERB
dem-4210	18	30	in	in	ADP
dem-4210	18	31	the	the	DET
dem-4210	18	32	equation	equation	NOUN
dem-4210	18	33	:	:	PUNCT
dem-4210	18	34	(	(	PUNCT
dem-4210	18	35	)	)	PUNCT
dem-4210	18	36	.lnln100	.lnln100	NUM
dem-4210	18	37	1	1	NUM
dem-4210	18	38	tttttttt	tttttttt	NOUN
dem-4210	18	39	zhppr	zhppr	NOUN
dem-4210	18	40	+	+	NOUN
dem-4210	18	41	=	=	ADJ
dem-4210	18	42	+	+	NOUN
dem-4210	18	43	=	=	NOUN
dem-4210	18	44	−=	−=	NUM
dem-4210	18	45	−	−	PROPN
dem-4210	18	46	μεμ	μεμ	NOUN
dem-4210	18	47	(	(	PUNCT
dem-4210	18	48	1	1	NUM
dem-4210	18	49	)	)	PUNCT
dem-4210	18	50	tp	tp	NOUN
dem-4210	18	51	,	,	PUNCT
dem-4210	18	52	1−tp	1−tp	NUM
dem-4210	18	53	value	value	NOUN
dem-4210	18	54	of	of	ADP
dem-4210	18	55	the	the	DET
dem-4210	18	56	index	index	NOUN
dem-4210	18	57	(	(	PUNCT
dem-4210	18	58	exchange	exchange	NOUN
dem-4210	18	59	rate	rate	NOUN
dem-4210	18	60	)	)	PUNCT
dem-4210	18	61	at	at	ADP
dem-4210	18	62	time	time	NOUN
dem-4210	18	63	t	t	PROPN
dem-4210	18	64	and	and	CCONJ
dem-4210	18	65	t-1	t-1	PROPN
dem-4210	18	66	,	,	PUNCT
dem-4210	18	67	tμ	tμ	ADP
dem-4210	18	68	conditional	conditional	ADJ
dem-4210	18	69	expected	expect	VERB
dem-4210	18	70	value	value	NOUN
dem-4210	18	71	of	of	ADP
dem-4210	18	72	rate	rate	NOUN
dem-4210	18	73	of	of	ADP
dem-4210	18	74	return	return	NOUN
dem-4210	18	75	rt	rt	PROPN
dem-4210	18	76	at	at	ADP
dem-4210	18	77	time	time	NOUN
dem-4210	18	78	t	t	PROPN
dem-4210	18	79	(	(	PUNCT
dem-4210	18	80	[	[	PUNCT
dem-4210	18	81	]	]	X
dem-4210	18	82	1|	1|	NUM
dem-4210	18	83	−ε=	−ε=	PROPN
dem-4210	18	84	ttt	ttt	PROPN
dem-4210	18	85	irμ	irμ	PROPN
dem-4210	18	86	)	)	PUNCT
dem-4210	18	87	,	,	PUNCT
dem-4210	18	88	tε	tε	ADP
dem-4210	18	89	residual	residual	ADJ
dem-4210	18	90	of	of	ADP
dem-4210	18	91	the	the	DET
dem-4210	18	92	model	model	NOUN
dem-4210	18	93	,	,	PUNCT
dem-4210	18	94	th	th	X
dem-4210	18	95	conditional	conditional	ADJ
dem-4210	18	96	variance	variance	NOUN
dem-4210	18	97	of	of	ADP
dem-4210	18	98	returns	return	NOUN
dem-4210	18	99	at	at	ADP
dem-4210	18	100	time	time	NOUN
dem-4210	18	101	t	t	PROPN
dem-4210	18	102	(	(	PUNCT
dem-4210	18	103	[	[	PUNCT
dem-4210	18	104	]	]	X
dem-4210	18	105	1|var	1|var	NUM
dem-4210	18	106	−=	−=	NOUN
dem-4210	18	107	ttt	ttt	PROPN
dem-4210	18	108	irh	irh	PROPN
dem-4210	18	109	)	)	PUNCT
dem-4210	18	110	,	,	PUNCT
dem-4210	18	111	tz	tz	PROPN
dem-4210	18	112	independent	independent	ADJ
dem-4210	18	113	of	of	ADP
dem-4210	18	114	the	the	DET
dem-4210	18	115	residuals	residual	NOUN
dem-4210	18	116	of	of	ADP
dem-4210	18	117	the	the	DET
dem-4210	18	118	model	model	NOUN
dem-4210	18	119	with	with	ADP
dem-4210	18	120	zero	zero	NUM
dem-4210	18	121	mean	mean	NOUN
dem-4210	18	122	and	and	CCONJ
dem-4210	18	123	unit	unit	NOUN
dem-4210	18	124	variance	variance	NOUN
dem-4210	18	125	,	,	PUNCT
dem-4210	18	126	it-1	it-1	VERB
dem-4210	18	127	information	information	NOUN
dem-4210	18	128	available	available	ADJ
dem-4210	18	129	at	at	ADP
dem-4210	18	130	time	time	NOUN
dem-4210	18	131	t.	t.	X
dem-4210	18	132	more	more	ADV
dem-4210	18	133	methodological	methodological	ADJ
dem-4210	18	134	information	information	NOUN
dem-4210	18	135	about	about	ADP
dem-4210	18	136	the	the	DET
dem-4210	18	137	modelling	modelling	NOUN
dem-4210	18	138	of	of	ADP
dem-4210	18	139	stochastic	stochastic	ADJ
dem-4210	18	140	processes	process	NOUN
dem-4210	18	141	can	can	AUX
dem-4210	18	142	be	be	AUX
dem-4210	18	143	found	find	VERB
dem-4210	18	144	in	in	ADP
dem-4210	18	145	the	the	DET
dem-4210	18	146	literature	literature	NOUN
dem-4210	18	147	(	(	PUNCT
dem-4210	18	148	osińska	osińska	PROPN
dem-4210	18	149	,	,	PUNCT
dem-4210	18	150	2006	2006	NUM
dem-4210	18	151	;	;	PUNCT
dem-4210	18	152	fiszeder	fiszeder	NOUN
dem-4210	18	153	,	,	PUNCT
dem-4210	18	154	2009	2009	NUM
dem-4210	18	155	)	)	PUNCT
dem-4210	18	156	.	.	PUNCT
dem-4210	19	1	the	the	DET
dem-4210	19	2	paper	paper	NOUN
dem-4210	19	3	focuses	focus	VERB
dem-4210	19	4	on	on	ADP
dem-4210	19	5	key	key	ADJ
dem-4210	19	6	issues	issue	NOUN
dem-4210	19	7	of	of	ADP
dem-4210	19	8	mgarch	mgarch	NOUN
dem-4210	19	9	structure	structure	NOUN
dem-4210	19	10	model	model	NOUN
dem-4210	19	11	.	.	PUNCT
dem-4210	20	1	although	although	SCONJ
dem-4210	20	2	it	it	PRON
dem-4210	20	3	has	have	AUX
dem-4210	20	4	been	be	AUX
dem-4210	20	5	over	over	ADP
dem-4210	20	6	20	20	NUM
dem-4210	20	7	years	year	NOUN
dem-4210	20	8	since	since	SCONJ
dem-4210	20	9	engle	engle	NOUN
dem-4210	20	10	and	and	CCONJ
dem-4210	20	11	bollerslev	bollerslev	ADJ
dem-4210	20	12	(	(	PUNCT
dem-4210	20	13	1986	1986	NUM
dem-4210	20	14	)	)	PUNCT
dem-4210	20	15	introduced	introduce	VERB
dem-4210	20	16	one	one	NUM
dem-4210	20	17	-	-	PUNCT
dem-4210	20	18	equation	equation	NOUN
dem-4210	20	19	arch	arch	NOUN
dem-4210	20	20	and	and	CCONJ
dem-4210	20	21	garch	garch	NOUN
dem-4210	20	22	models	model	NOUN
dem-4210	20	23	,	,	PUNCT
dem-4210	20	24	their	their	PRON
dem-4210	20	25	attitude	attitude	NOUN
dem-4210	20	26	to	to	ADP
dem-4210	20	27	discrete	discrete	ADJ
dem-4210	20	28	-	-	PUNCT
dem-4210	20	29	time	time	NOUN
dem-4210	20	30	variance	variance	NOUN
dem-4210	20	31	of	of	ADP
dem-4210	20	32	rates	rate	NOUN
dem-4210	20	33	of	of	ADP
dem-4210	20	34	return	return	NOUN
dem-4210	20	35	,	,	PUNCT
dem-4210	20	36	is	be	AUX
dem-4210	20	37	still	still	ADV
dem-4210	20	38	valid	valid	ADJ
dem-4210	20	39	and	and	CCONJ
dem-4210	20	40	being	be	AUX
dem-4210	20	41	developed	develop	VERB
dem-4210	20	42	.	.	PUNCT
dem-4210	21	1	a	a	DET
dem-4210	21	2	natural	natural	ADJ
dem-4210	21	3	extension	extension	NOUN
dem-4210	21	4	of	of	ADP
dem-4210	21	5	garch	garch	NOUN
dem-4210	21	6	models	model	NOUN
dem-4210	21	7	for	for	ADP
dem-4210	21	8	the	the	DET
dem-4210	21	9	analysis	analysis	NOUN
dem-4210	21	10	of	of	ADP
dem-4210	21	11	financial	financial	ADJ
dem-4210	21	12	markets	market	NOUN
dem-4210	21	13	was	be	AUX
dem-4210	21	14	introduced	introduce	VERB
dem-4210	21	15	by	by	ADP
dem-4210	21	16	bollerslev	bollerslev	ADJ
dem-4210	21	17	(	(	PUNCT
dem-4210	21	18	1988	1988	NUM
dem-4210	21	19	)	)	PUNCT
dem-4210	21	20	multivariate	multivariate	NOUN
dem-4210	21	21	garch	garch	NOUN
dem-4210	21	22	model	model	NOUN
dem-4210	21	23	(	(	PUNCT
dem-4210	21	24	mgarch	mgarch	NOUN
dem-4210	21	25	)	)	PUNCT
dem-4210	21	26	.	.	PUNCT
dem-4210	22	1	in	in	ADP
dem-4210	22	2	the	the	DET
dem-4210	22	3	empirical	empirical	ADJ
dem-4210	22	4	part	part	NOUN
dem-4210	22	5	of	of	ADP
dem-4210	22	6	this	this	DET
dem-4210	22	7	paper	paper	NOUN
dem-4210	22	8	this	this	DET
dem-4210	22	9	model	model	NOUN
dem-4210	22	10	was	be	AUX
dem-4210	22	11	used	use	VERB
dem-4210	22	12	to	to	PART
dem-4210	22	13	describe	describe	VERB
dem-4210	22	14	the	the	DET
dem-4210	22	15	mutual	mutual	ADJ
dem-4210	22	16	influence	influence	NOUN
dem-4210	22	17	of	of	ADP
dem-4210	22	18	stock	stock	NOUN
dem-4210	22	19	markets	market	NOUN
dem-4210	22	20	and	and	CCONJ
dem-4210	22	21	exchange	exchange	NOUN
dem-4210	22	22	rates	rate	NOUN
dem-4210	22	23	in	in	ADP
dem-4210	22	24	the	the	DET
dem-4210	22	25	world	world	NOUN
dem-4210	22	26	.	.	PUNCT
dem-4210	23	1	the	the	DET
dem-4210	23	2	general	general	ADJ
dem-4210	23	3	form	form	NOUN
dem-4210	23	4	of	of	ADP
dem-4210	23	5	a	a	DET
dem-4210	23	6	multivariate	multivariate	NOUN
dem-4210	23	7	model	model	NOUN
dem-4210	23	8	,	,	PUNCT
dem-4210	23	9	which	which	PRON
dem-4210	23	10	is	be	AUX
dem-4210	23	11	equivalent	equivalent	ADJ
dem-4210	23	12	to	to	ADP
dem-4210	23	13	oneequation	oneequation	NOUN
dem-4210	23	14	model	model	NOUN
dem-4210	23	15	garch	garch	NOUN
dem-4210	23	16	(	(	PUNCT
dem-4210	23	17	1,1	1,1	NUM
dem-4210	23	18	)	)	PUNCT
dem-4210	23	19	defined	define	VERB
dem-4210	23	20	in	in	ADP
dem-4210	23	21	the	the	DET
dem-4210	23	22	work	work	NOUN
dem-4210	23	23	of	of	ADP
dem-4210	23	24	bollerslev	bollerslev	NOUN
dem-4210	23	25	,	,	PUNCT
dem-4210	23	26	engle	engle	PROPN
dem-4210	23	27	,	,	PUNCT
dem-4210	23	28	wooldridge	wooldridge	PROPN
dem-4210	23	29	(	(	PUNCT
dem-4210	23	30	1988	1988	NUM
dem-4210	23	31	)	)	PUNCT
dem-4210	23	32	called	call	VERB
dem-4210	23	33	vech	vech	PROPN
dem-4210	23	34	-	-	PUNCT
dem-4210	23	35	garch	garch	NOUN
dem-4210	23	36	,	,	PUNCT
dem-4210	23	37	is	be	AUX
dem-4210	23	38	given	give	VERB
dem-4210	23	39	by	by	ADP
dem-4210	23	40	equation	equation	NOUN
dem-4210	23	41	:	:	PUNCT
dem-4210	23	42	(	(	PUNCT
dem-4210	23	43	)	)	PUNCT
dem-4210	23	44	(	(	PUNCT
dem-4210	23	45	)	)	PUNCT
dem-4210	23	46	(	(	PUNCT
dem-4210	23	47	)	)	PUNCT
dem-4210	24	1	(	(	PUNCT
dem-4210	24	2	)	)	PUNCT
dem-4210	24	3	,	,	PUNCT
dem-4210	24	4	11	11	NUM
dem-4210	24	5	1tτ	1tτ	NOUN
dem-4210	24	6	hbawη	hbawη	NOUN
dem-4210	24	7	−−−	−−−	PUNCT
dem-4210	25	1	+	+	PUNCT
dem-4210	25	2	⋅+=	⋅+=	VERB
dem-4210	25	3	vechvechvechvech	vechvechvechvech	PROPN
dem-4210	25	4	t	t	PROPN
dem-4210	25	5	t	t	PROPN
dem-4210	25	6	t	t	PROPN
dem-4210	25	7	εε	εε	ADP
dem-4210	25	8	(	(	PUNCT
dem-4210	25	9	2	2	NUM
dem-4210	25	10	)	)	SYM
dem-4210	25	11	1	1	NUM
dem-4210	25	12	chruściński	chruściński	NOUN
dem-4210	25	13	(	(	PUNCT
dem-4210	25	14	2008	2008	NUM
dem-4210	25	15	)	)	PUNCT
dem-4210	25	16	.	.	PUNCT
dem-4210	26	1	the	the	DET
dem-4210	26	2	study	study	NOUN
dem-4210	26	3	of	of	ADP
dem-4210	26	4	interdependence	interdependence	NOUN
dem-4210	26	5	between	between	ADP
dem-4210	26	6	capital	capital	NOUN
dem-4210	26	7	and	and	CCONJ
dem-4210	26	8	currency	currency	NOUN
dem-4210	26	9	markets	market	NOUN
dem-4210	26	10	...	...	PUNCT
dem-4210	26	11	113	113	NUM
dem-4210	26	12	where	where	SCONJ
dem-4210	26	13	(	(	PUNCT
dem-4210	26	14	)	)	PUNCT
dem-4210	26	15	⋅vech	⋅vech	PROPN
dem-4210	26	16	is	be	AUX
dem-4210	26	17	an	an	DET
dem-4210	26	18	operator	operator	NOUN
dem-4210	26	19	of	of	ADP
dem-4210	26	20	symmetric	symmetric	ADJ
dem-4210	26	21	vector	vector	NOUN
dem-4210	26	22	.	.	PUNCT
dem-4210	27	1	several	several	ADJ
dem-4210	27	2	conditions	condition	NOUN
dem-4210	27	3	have	have	VERB
dem-4210	27	4	to	to	PART
dem-4210	27	5	be	be	AUX
dem-4210	27	6	met	meet	VERB
dem-4210	27	7	for	for	ADP
dem-4210	27	8	an	an	DET
dem-4210	27	9	estimation	estimation	NOUN
dem-4210	27	10	of	of	ADP
dem-4210	27	11	the	the	DET
dem-4210	27	12	model	model	NOUN
dem-4210	27	13	(	(	PUNCT
dem-4210	27	14	2	2	NUM
dem-4210	27	15	)	)	PUNCT
dem-4210	27	16	to	to	PART
dem-4210	27	17	be	be	AUX
dem-4210	27	18	properly	properly	ADV
dem-4210	27	19	conducted	conduct	VERB
dem-4210	27	20	.	.	PUNCT
dem-4210	28	1	a	a	DET
dem-4210	28	2	positive	positive	ADJ
dem-4210	28	3	definiteness	definiteness	NOUN
dem-4210	28	4	and	and	CCONJ
dem-4210	28	5	stationary	stationary	NOUN
dem-4210	28	6	of	of	ADP
dem-4210	28	7	matrix	matrix	NOUN
dem-4210	28	8	ht	ht	PROPN
dem-4210	28	9	for	for	ADP
dem-4210	28	10	each	each	DET
dem-4210	28	11	time	time	NOUN
dem-4210	28	12	t	t	PROPN
dem-4210	28	13	shall	shall	AUX
dem-4210	28	14	be	be	AUX
dem-4210	28	15	provided	provide	VERB
dem-4210	28	16	,	,	PUNCT
dem-4210	28	17	what	what	PRON
dem-4210	28	18	requires	require	VERB
dem-4210	28	19	the	the	DET
dem-4210	28	20	positive	positive	ADJ
dem-4210	28	21	definiteness	definiteness	NOUN
dem-4210	28	22	of	of	ADP
dem-4210	28	23	matrix	matrix	NOUN
dem-4210	28	24	a	a	PRON
dem-4210	28	25	and	and	CCONJ
dem-4210	28	26	b	b	NOUN
dem-4210	28	27	and	and	CCONJ
dem-4210	28	28	is	be	AUX
dem-4210	28	29	associated	associate	VERB
dem-4210	28	30	with	with	ADP
dem-4210	28	31	introducing	introduce	VERB
dem-4210	28	32	very	very	ADV
dem-4210	28	33	complicated	complicated	ADJ
dem-4210	28	34	nonlinear	nonlinear	ADJ
dem-4210	28	35	constraints	constraint	NOUN
dem-4210	28	36	.	.	PUNCT
dem-4210	29	1	the	the	DET
dem-4210	29	2	primary	primary	ADJ
dem-4210	29	3	consequence	consequence	NOUN
dem-4210	29	4	of	of	ADP
dem-4210	29	5	the	the	DET
dem-4210	29	6	full	full	ADJ
dem-4210	29	7	form	form	NOUN
dem-4210	29	8	of	of	ADP
dem-4210	29	9	vech	vech	NOUN
dem-4210	29	10	equation	equation	NOUN
dem-4210	29	11	is	be	AUX
dem-4210	29	12	the	the	DET
dem-4210	29	13	need	need	NOUN
dem-4210	29	14	to	to	PART
dem-4210	29	15	estimate	estimate	VERB
dem-4210	29	16	a	a	DET
dem-4210	29	17	large	large	ADJ
dem-4210	29	18	number	number	NOUN
dem-4210	29	19	of	of	ADP
dem-4210	29	20	parameters	parameter	NOUN
dem-4210	29	21	,	,	PUNCT
dem-4210	29	22	which	which	PRON
dem-4210	29	23	even	even	ADV
dem-4210	29	24	in	in	ADP
dem-4210	29	25	the	the	DET
dem-4210	29	26	two	two	NUM
dem-4210	29	27	-	-	PUNCT
dem-4210	29	28	dimensional	dimensional	ADJ
dem-4210	29	29	model	model	NOUN
dem-4210	29	30	amounts	amount	VERB
dem-4210	29	31	to	to	ADP
dem-4210	29	32	21	21	NUM
dem-4210	29	33	.	.	PUNCT
dem-4210	30	1	these	these	DET
dem-4210	30	2	problems	problem	NOUN
dem-4210	30	3	resulted	result	VERB
dem-4210	30	4	in	in	ADP
dem-4210	30	5	little	little	ADJ
dem-4210	30	6	use	use	NOUN
dem-4210	30	7	the	the	DET
dem-4210	30	8	model	model	NOUN
dem-4210	30	9	has	have	AUX
dem-4210	30	10	found	find	VERB
dem-4210	30	11	in	in	ADP
dem-4210	30	12	practice	practice	NOUN
dem-4210	30	13	.	.	PUNCT
dem-4210	31	1	models	model	NOUN
dem-4210	31	2	with	with	ADP
dem-4210	31	3	diagonal	diagonal	ADJ
dem-4210	31	4	matrices	matrix	NOUN
dem-4210	31	5	a	a	PRON
dem-4210	31	6	and	and	CCONJ
dem-4210	31	7	b	b	NOUN
dem-4210	31	8	,	,	PUNCT
dem-4210	31	9	that	that	PRON
dem-4210	31	10	reduced	reduce	VERB
dem-4210	31	11	the	the	DET
dem-4210	31	12	number	number	NOUN
dem-4210	31	13	of	of	ADP
dem-4210	31	14	estimated	estimate	VERB
dem-4210	31	15	parameters	parameter	NOUN
dem-4210	31	16	and	and	CCONJ
dem-4210	31	17	eliminated	eliminate	VERB
dem-4210	31	18	the	the	DET
dem-4210	31	19	transmittance	transmittance	NOUN
dem-4210	31	20	variance	variance	NOUN
dem-4210	31	21	effect	effect	NOUN
dem-4210	31	22	by	by	ADP
dem-4210	31	23	conditioning	condition	VERB
dem-4210	31	24	elements	element	NOUN
dem-4210	31	25	of	of	ADP
dem-4210	31	26	matrix	matrix	NOUN
dem-4210	31	27	ht	ht	NOUN
dem-4210	31	28	from	from	ADP
dem-4210	31	29	its	its	PRON
dem-4210	31	30	past	past	ADJ
dem-4210	31	31	values	value	NOUN
dem-4210	31	32	and	and	CCONJ
dem-4210	31	33	error	error	NOUN
dem-4210	31	34	products	product	NOUN
dem-4210	31	35	at	at	ADP
dem-4210	31	36	time	time	NOUN
dem-4210	31	37	t	t	PROPN
dem-4210	31	38	(	(	PUNCT
dem-4210	31	39	tjti	tjti	X
dem-4210	31	40	,	,	PUNCT
dem-4210	31	41	,	,	PUNCT
dem-4210	31	42	εε	εε	ADP
dem-4210	31	43	)	)	PUNCT
dem-4210	31	44	,	,	PUNCT
dem-4210	31	45	turned	turn	VERB
dem-4210	31	46	out	out	ADP
dem-4210	31	47	to	to	PART
dem-4210	31	48	be	be	AUX
dem-4210	31	49	a	a	DET
dem-4210	31	50	solution	solution	NOUN
dem-4210	31	51	.	.	PUNCT
dem-4210	32	1	the	the	DET
dem-4210	32	2	general	general	ADJ
dem-4210	32	3	form	form	NOUN
dem-4210	32	4	of	of	ADP
dem-4210	32	5	the	the	DET
dem-4210	32	6	diagonal	diagonal	ADJ
dem-4210	32	7	model	model	NOUN
dem-4210	32	8	vech	vech	PROPN
dem-4210	32	9	(	(	PUNCT
dem-4210	32	10	dvech	dvech	PROPN
dem-4210	32	11	)	)	PUNCT
dem-4210	32	12	is	be	AUX
dem-4210	32	13	:	:	PUNCT
dem-4210	32	14	(	(	PUNCT
dem-4210	32	15	)	)	PUNCT
dem-4210	32	16	,	,	PUNCT
dem-4210	32	17	11	11	NUM
dem-4210	32	18	tt	tt	PRON
dem-4210	32	19	hbawh	hbawh	ADV
dem-4210	32	20	oo	oo	INTJ
dem-4210	32	21	+	+	PROPN
dem-4210	32	22	+	+	NOUN
dem-4210	32	23	=	=	X
dem-4210	32	24	−−	−−	PROPN
dem-4210	32	25	t	t	PROPN
dem-4210	32	26	t	t	PROPN
dem-4210	32	27	t	t	PROPN
dem-4210	32	28	εε	εε	ADP
dem-4210	32	29	(	(	PUNCT
dem-4210	32	30	3	3	NUM
dem-4210	32	31	)	)	PUNCT
dem-4210	32	32	where	where	SCONJ
dem-4210	32	33	:	:	PUNCT
dem-4210	32	34	(	(	PUNCT
dem-4210	32	35	)	)	PUNCT
dem-4210	32	36	(	(	PUNCT
dem-4210	32	37	)	)	PUNCT
dem-4210	32	38	aa	aa	NOUN
dem-4210	32	39	diagivech=	diagivech=	NUM
dem-4210	32	40	,	,	PUNCT
dem-4210	32	41	(	(	PUNCT
dem-4210	32	42	)	)	PUNCT
dem-4210	32	43	(	(	PUNCT
dem-4210	32	44	)	)	PUNCT
dem-4210	32	45	bb	bb	NUM
dem-4210	32	46	diagivech=	diagivech=	NUM
dem-4210	32	47	,	,	PUNCT
dem-4210	32	48	intersection	intersection	NOUN
dem-4210	32	49	yx	yx	X
dem-4210	32	50	o	o	NOUN
dem-4210	32	51	is	be	AUX
dem-4210	32	52	the	the	DET
dem-4210	32	53	hadamard	hadamard	ADJ
dem-4210	32	54	product	product	NOUN
dem-4210	32	55	,	,	PUNCT
dem-4210	32	56	and	and	CCONJ
dem-4210	32	57	(	(	PUNCT
dem-4210	32	58	)	)	PUNCT
dem-4210	32	59	⋅ivech	⋅ivech	PRON
dem-4210	32	60	is	be	AUX
dem-4210	32	61	an	an	DET
dem-4210	32	62	inverse	inverse	NOUN
dem-4210	32	63	operator	operator	NOUN
dem-4210	32	64	to	to	ADP
dem-4210	32	65	(	(	PUNCT
dem-4210	32	66	)	)	PUNCT
dem-4210	32	67	⋅vech	⋅vech	PROPN
dem-4210	32	68	.	.	PUNCT
dem-4210	33	1	after	after	ADP
dem-4210	33	2	reducing	reduce	VERB
dem-4210	33	3	matrices	matrix	NOUN
dem-4210	33	4	a	a	PRON
dem-4210	33	5	and	and	CCONJ
dem-4210	33	6	b	b	NOUN
dem-4210	33	7	to	to	ADP
dem-4210	33	8	the	the	DET
dem-4210	33	9	diagonal	diagonal	ADJ
dem-4210	33	10	form	form	NOUN
dem-4210	33	11	,	,	PUNCT
dem-4210	33	12	we	we	PRON
dem-4210	33	13	obtain	obtain	VERB
dem-4210	33	14	the	the	DET
dem-4210	33	15	final	final	ADJ
dem-4210	33	16	form	form	NOUN
dem-4210	33	17	of	of	ADP
dem-4210	33	18	the	the	DET
dem-4210	33	19	model	model	NOUN
dem-4210	33	20	dvech	dvech	PROPN
dem-4210	33	21	,	,	PUNCT
dem-4210	33	22	which	which	PRON
dem-4210	33	23	is	be	AUX
dem-4210	33	24	an	an	DET
dem-4210	33	25	extension	extension	NOUN
dem-4210	33	26	of	of	ADP
dem-4210	33	27	garch	garch	NOUN
dem-4210	33	28	model	model	NOUN
dem-4210	33	29	(	(	PUNCT
dem-4210	33	30	1.1	1.1	NUM
dem-4210	33	31	)	)	PUNCT
dem-4210	33	32	(	(	PUNCT
dem-4210	33	33	see	see	VERB
dem-4210	33	34	yang	yang	PROPN
dem-4210	33	35	,	,	PUNCT
dem-4210	33	36	2001	2001	NUM
dem-4210	33	37	)	)	PUNCT
dem-4210	33	38	.	.	PUNCT
dem-4210	34	1	a	a	DET
dem-4210	34	2	special	special	ADJ
dem-4210	34	3	variant	variant	NOUN
dem-4210	34	4	of	of	ADP
dem-4210	34	5	the	the	DET
dem-4210	34	6	vech	vech	PROPN
dem-4210	34	7	model	model	NOUN
dem-4210	34	8	is	be	AUX
dem-4210	34	9	the	the	DET
dem-4210	34	10	bekk	bekk	NOUN
dem-4210	34	11	model	model	NOUN
dem-4210	34	12	,	,	PUNCT
dem-4210	34	13	which	which	PRON
dem-4210	34	14	easily	easily	ADV
dem-4210	34	15	solves	solve	VERB
dem-4210	34	16	the	the	DET
dem-4210	34	17	problem	problem	NOUN
dem-4210	34	18	of	of	ADP
dem-4210	34	19	non	non	ADJ
dem-4210	34	20	-	-	ADJ
dem-4210	34	21	positive	positive	ADJ
dem-4210	34	22	covariance	covariance	NOUN
dem-4210	34	23	matrix	matrix	NOUN
dem-4210	34	24	.	.	PUNCT
dem-4210	35	1	however	however	ADV
dem-4210	35	2	,	,	PUNCT
dem-4210	35	3	since	since	SCONJ
dem-4210	35	4	it	it	PRON
dem-4210	35	5	is	be	AUX
dem-4210	35	6	difficult	difficult	ADJ
dem-4210	35	7	to	to	PART
dem-4210	35	8	obtain	obtain	VERB
dem-4210	35	9	stationarity	stationarity	NOUN
dem-4210	35	10	of	of	ADP
dem-4210	35	11	matrix	matrix	NOUN
dem-4210	35	12	ht	ht	INTJ
dem-4210	35	13	as	as	ADV
dem-4210	35	14	well	well	ADV
dem-4210	35	15	as	as	ADP
dem-4210	35	16	a	a	DET
dem-4210	35	17	small	small	ADJ
dem-4210	35	18	number	number	NOUN
dem-4210	35	19	of	of	ADP
dem-4210	35	20	estimated	estimate	VERB
dem-4210	35	21	parameters	parameter	NOUN
dem-4210	35	22	(	(	PUNCT
dem-4210	35	23	see	see	VERB
dem-4210	35	24	piontek	piontek	NOUN
dem-4210	35	25	,	,	PUNCT
dem-4210	35	26	2006	2006	NUM
dem-4210	35	27	)	)	PUNCT
dem-4210	35	28	,	,	PUNCT
dem-4210	35	29	similarly	similarly	ADV
dem-4210	35	30	applicable	applicable	ADJ
dem-4210	35	31	are	be	AUX
dem-4210	35	32	diagonal	diagonal	ADJ
dem-4210	35	33	matrices	matrix	NOUN
dem-4210	35	34	a	a	PRON
dem-4210	35	35	and	and	CCONJ
dem-4210	35	36	b	b	NOUN
dem-4210	35	37	,	,	PUNCT
dem-4210	35	38	to	to	PART
dem-4210	35	39	obtain	obtain	VERB
dem-4210	35	40	a	a	DET
dem-4210	35	41	model	model	NOUN
dem-4210	35	42	dbekk	dbekk	NOUN
dem-4210	35	43	(	(	PUNCT
dem-4210	35	44	2	2	NUM
dem-4210	35	45	)	)	PUNCT
dem-4210	35	46	.11	.11	NUM
dem-4210	35	47	bhbaawwh	bhbaawwh	NOUN
dem-4210	35	48	1	1	NUM
dem-4210	35	49	t	t	NOUN
dem-4210	35	50	ttt	ttt	PROPN
dem-4210	35	51	t	t	NOUN
dem-4210	35	52	−−−	−−−	PUNCT
dem-4210	36	1	+	+	PUNCT
dem-4210	36	2	+	+	PROPN
dem-4210	36	3	=	=	X
dem-4210	36	4	tt	tt	X
dem-4210	36	5	εε	εε	ADP
dem-4210	36	6	(	(	PUNCT
dem-4210	36	7	4	4	X
dem-4210	36	8	)	)	PUNCT
dem-4210	36	9	diagonal	diagonal	ADJ
dem-4210	36	10	forms	form	NOUN
dem-4210	36	11	can	can	AUX
dem-4210	36	12	be	be	AUX
dem-4210	36	13	used	use	VERB
dem-4210	36	14	to	to	PART
dem-4210	36	15	estimate	estimate	VERB
dem-4210	36	16	each	each	DET
dem-4210	36	17	equation	equation	NOUN
dem-4210	36	18	of	of	ADP
dem-4210	36	19	models	model	NOUN
dem-4210	36	20	(	(	PUNCT
dem-4210	36	21	3	3	NUM
dem-4210	36	22	)	)	PUNCT
dem-4210	36	23	and	and	CCONJ
dem-4210	36	24	(	(	PUNCT
dem-4210	36	25	4	4	X
dem-4210	36	26	)	)	PUNCT
dem-4210	36	27	respectively	respectively	ADV
dem-4210	36	28	,	,	PUNCT
dem-4210	36	29	allowing	allow	VERB
dem-4210	36	30	to	to	PART
dem-4210	36	31	avoid	avoid	VERB
dem-4210	36	32	numerous	numerous	ADJ
dem-4210	36	33	optimization	optimization	NOUN
dem-4210	36	34	problems	problem	NOUN
dem-4210	36	35	of	of	ADP
dem-4210	36	36	maximum	maximum	ADJ
dem-4210	36	37	likelihood	likelihood	NOUN
dem-4210	36	38	method	method	NOUN
dem-4210	36	39	(	(	PUNCT
dem-4210	36	40	ml	ml	VERB
dem-4210	36	41	)	)	PUNCT
dem-4210	36	42	applied	apply	VERB
dem-4210	36	43	to	to	ADP
dem-4210	36	44	several	several	ADJ
dem-4210	36	45	equations	equation	NOUN
dem-4210	36	46	simultaneously	simultaneously	ADV
dem-4210	36	47	.	.	PUNCT
dem-4210	37	1	in	in	ADP
dem-4210	37	2	the	the	DET
dem-4210	37	3	empirical	empirical	ADJ
dem-4210	37	4	example	example	NOUN
dem-4210	37	5	maximisation	maximisation	NOUN
dem-4210	37	6	of	of	ADP
dem-4210	37	7	the	the	DET
dem-4210	37	8	maximum	maximum	ADJ
dem-4210	37	9	likelihood	likelihood	NOUN
dem-4210	37	10	function	function	NOUN
dem-4210	37	11	defined	define	VERB
dem-4210	37	12	by	by	ADP
dem-4210	37	13	the	the	DET
dem-4210	37	14	formula	formula	NOUN
dem-4210	37	15	(	(	PUNCT
dem-4210	37	16	5	5	NUM
dem-4210	37	17	)	)	PUNCT
dem-4210	37	18	was	be	AUX
dem-4210	37	19	adopted	adopt	VERB
dem-4210	37	20	:	:	PUNCT
dem-4210	37	21	[	[	PUNCT
dem-4210	37	22	]	]	X
dem-4210	37	23	.ln	.ln	SYM
dem-4210	37	24	2	2	NUM
dem-4210	37	25	1	1	NUM
dem-4210	37	26	1	1	NUM
dem-4210	37	27	'	'	NOUN
dem-4210	37	28	∑	∑	PROPN
dem-4210	37	29	=	=	SYM
dem-4210	37	30	−+−=	−+−=	PUNCT
dem-4210	37	31	t	t	PROPN
dem-4210	37	32	t	t	X
dem-4210	37	33	ttllf	ttllf	NOUN
dem-4210	37	34	εε	εε	ADP
dem-4210	37	35	1	1	NUM
dem-4210	37	36	tt	tt	PROPN
dem-4210	37	37	hh	hh	PROPN
dem-4210	37	38	(	(	PUNCT
dem-4210	37	39	5	5	NUM
dem-4210	37	40	)	)	PUNCT
dem-4210	37	41	3	3	NUM
dem-4210	37	42	.	.	PUNCT
dem-4210	37	43	empirical	empirical	ADJ
dem-4210	37	44	results	result	NOUN
dem-4210	37	45	the	the	DET
dem-4210	37	46	daily	daily	ADJ
dem-4210	37	47	rate	rate	NOUN
dem-4210	37	48	of	of	ADP
dem-4210	37	49	return	return	NOUN
dem-4210	37	50	on	on	ADP
dem-4210	37	51	the	the	DET
dem-4210	37	52	main	main	ADJ
dem-4210	37	53	stock	stock	NOUN
dem-4210	37	54	indices	index	NOUN
dem-4210	37	55	of	of	ADP
dem-4210	37	56	the	the	DET
dem-4210	37	57	selected	select	VERB
dem-4210	37	58	countries	country	NOUN
dem-4210	37	59	and	and	CCONJ
dem-4210	37	60	the	the	DET
dem-4210	37	61	related	relate	VERB
dem-4210	37	62	exchange	exchange	NOUN
dem-4210	37	63	rates	rate	NOUN
dem-4210	37	64	were	be	AUX
dem-4210	37	65	used	use	VERB
dem-4210	37	66	for	for	ADP
dem-4210	37	67	the	the	DET
dem-4210	37	68	analysis	analysis	NOUN
dem-4210	37	69	.	.	PUNCT
dem-4210	38	1	time	time	NOUN
dem-4210	38	2	series	series	PROPN
dem-4210	38	3	were	be	AUX
dem-4210	38	4	adjusted	adjust	VERB
dem-4210	38	5	for	for	ADP
dem-4210	38	6	comparability	comparability	NOUN
dem-4210	38	7	by	by	ADP
dem-4210	38	8	removing	remove	VERB
dem-4210	38	9	rates	rate	NOUN
dem-4210	38	10	of	of	ADP
dem-4210	38	11	return	return	NOUN
dem-4210	38	12	for	for	ADP
dem-4210	38	13	periods	period	NOUN
dem-4210	38	14	in	in	ADP
dem-4210	38	15	which	which	PRON
dem-4210	38	16	even	even	ADV
dem-4210	38	17	only	only	ADV
dem-4210	38	18	one	one	NUM
dem-4210	38	19	variable	variable	NOUN
dem-4210	38	20	was	be	AUX
dem-4210	38	21	unknown	unknown	ADJ
dem-4210	38	22	.	.	PUNCT
dem-4210	39	1	finally	finally	ADV
dem-4210	39	2	,	,	PUNCT
dem-4210	39	3	1865	1865	NUM
dem-4210	39	4	observations	observation	NOUN
dem-4210	39	5	for	for	ADP
dem-4210	39	6	the	the	DET
dem-4210	39	7	period	period	NOUN
dem-4210	39	8	from	from	ADP
dem-4210	39	9	tomasz	tomasz	PROPN
dem-4210	39	10	chruściński	chruściński	PROPN
dem-4210	39	11	114	114	NUM
dem-4210	39	12	january	january	PROPN
dem-4210	39	13	2001	2001	NUM
dem-4210	39	14	to	to	ADP
dem-4210	39	15	april	april	PROPN
dem-4210	39	16	2009	2009	NUM
dem-4210	39	17	were	be	AUX
dem-4210	39	18	obtained	obtain	VERB
dem-4210	39	19	.	.	PUNCT
dem-4210	40	1	for	for	ADP
dem-4210	40	2	such	such	ADJ
dem-4210	40	3	prepared	prepared	ADJ
dem-4210	40	4	data	data	NOUN
dem-4210	40	5	diagonal	diagonal	PROPN
dem-4210	40	6	vech	vech	PROPN
dem-4210	40	7	models	model	NOUN
dem-4210	40	8	,	,	PUNCT
dem-4210	40	9	diagonal	diagonal	ADJ
dem-4210	40	10	bekk	bekk	NOUN
dem-4210	40	11	models	model	NOUN
dem-4210	40	12	,	,	PUNCT
dem-4210	40	13	and	and	CCONJ
dem-4210	40	14	a	a	DET
dem-4210	40	15	constant	constant	ADJ
dem-4210	40	16	conditional	conditional	ADJ
dem-4210	40	17	correlation	correlation	NOUN
dem-4210	40	18	model	model	NOUN
dem-4210	40	19	ccc	ccc	PROPN
dem-4210	40	20	have	have	AUX
dem-4210	40	21	been	be	AUX
dem-4210	40	22	built	build	VERB
dem-4210	40	23	.	.	PUNCT
dem-4210	41	1	the	the	DET
dem-4210	41	2	comparison	comparison	NOUN
dem-4210	41	3	was	be	AUX
dem-4210	41	4	conducted	conduct	VERB
dem-4210	41	5	to	to	PART
dem-4210	41	6	assess	assess	VERB
dem-4210	41	7	which	which	PRON
dem-4210	41	8	of	of	ADP
dem-4210	41	9	them	they	PRON
dem-4210	41	10	matches	match	VERB
dem-4210	41	11	reality	reality	NOUN
dem-4210	41	12	the	the	DET
dem-4210	41	13	best	good	ADJ
dem-4210	41	14	.	.	PUNCT
dem-4210	42	1	after	after	ADP
dem-4210	42	2	estimating	estimate	VERB
dem-4210	42	3	several	several	ADJ
dem-4210	42	4	dozen	dozen	NOUN
dem-4210	42	5	models	model	NOUN
dem-4210	42	6	,	,	PUNCT
dem-4210	42	7	a	a	DET
dem-4210	42	8	decision	decision	NOUN
dem-4210	42	9	to	to	PART
dem-4210	42	10	use	use	VERB
dem-4210	42	11	the	the	DET
dem-4210	42	12	conditional	conditional	ADJ
dem-4210	42	13	student	student	NOUN
dem-4210	42	14	’s	’s	PART
dem-4210	42	15	t	t	PROPN
dem-4210	42	16	-	-	PUNCT
dem-4210	42	17	distribution	distribution	NOUN
dem-4210	42	18	was	be	AUX
dem-4210	42	19	made	make	VERB
dem-4210	42	20	.	.	PUNCT
dem-4210	43	1	this	this	PRON
dem-4210	43	2	has	have	AUX
dem-4210	43	3	given	give	VERB
dem-4210	43	4	better	well	ADJ
dem-4210	43	5	results	result	NOUN
dem-4210	43	6	of	of	ADP
dem-4210	43	7	the	the	DET
dem-4210	43	8	parameters	parameter	NOUN
dem-4210	43	9	’	’	PART
dem-4210	43	10	estimation	estimation	NOUN
dem-4210	43	11	than	than	ADP
dem-4210	43	12	a	a	DET
dem-4210	43	13	normal	normal	ADJ
dem-4210	43	14	distribution	distribution	NOUN
dem-4210	43	15	.	.	PUNCT
dem-4210	44	1	table	table	NOUN
dem-4210	44	2	1	1	NUM
dem-4210	44	3	.	.	PUNCT
dem-4210	44	4	comparison	comparison	NOUN
dem-4210	44	5	of	of	ADP
dem-4210	44	6	estimation	estimation	NOUN
dem-4210	44	7	results	result	NOUN
dem-4210	44	8	for	for	ADP
dem-4210	44	9	given	give	VERB
dem-4210	44	10	models	model	NOUN
dem-4210	44	11	,	,	PUNCT
dem-4210	44	12	according	accord	VERB
dem-4210	44	13	to	to	ADP
dem-4210	44	14	the	the	DET
dem-4210	44	15	aic	aic	PROPN
dem-4210	44	16	criterion	criterion	NOUN
dem-4210	44	17	model	model	NOUN
dem-4210	44	18	aic	aic	PROPN
dem-4210	44	19	value	value	PROPN
dem-4210	44	20	optimal	optimal	ADJ
dem-4210	44	21	model	model	NOUN
dem-4210	44	22	dvech	dvech	PROPN
dem-4210	44	23	ccc	ccc	PROPN
dem-4210	44	24	dbekk	dbekk	PROPN
dem-4210	44	25	rcny	rcny	PROPN
dem-4210	44	26	/	/	SYM
dem-4210	44	27	gbp	gbp	NOUN
dem-4210	44	28	=	=	NOUN
dem-4210	44	29	f(rcac40	f(rcac40	NOUN
dem-4210	44	30	,	,	PUNCT
dem-4210	44	31	rdax	rdax	NOUN
dem-4210	44	32	)	)	PUNCT
dem-4210	44	33	;	;	PUNCT
dem-4210	44	34	rdax	rdax	PROPN
dem-4210	44	35	=	=	NOUN
dem-4210	44	36	f(rs&p500	f(rs&p500	ADJ
dem-4210	44	37	,	,	PUNCT
dem-4210	44	38	rcac40	rcac40	NOUN
dem-4210	44	39	)	)	PUNCT
dem-4210	44	40	;	;	PUNCT
dem-4210	44	41	rs&p500	rs&p500	NOUN
dem-4210	44	42	=	=	SYM
dem-4210	44	43	f(rdjia	f(rdjia	NOUN
dem-4210	44	44	)	)	PUNCT
dem-4210	44	45	-19.6769	-19.6769	PUNCT
dem-4210	44	46	-19.5990	-19.5990	PUNCT
dem-4210	44	47	-19.6505	-19.6505	PUNCT
dem-4210	44	48	dvech	dvech	PROPN
dem-4210	44	49	rcny	rcny	PROPN
dem-4210	44	50	/	/	SYM
dem-4210	44	51	pln	pln	PROPN
dem-4210	44	52	=	=	NOUN
dem-4210	44	53	f(rdjia	f(rdjia	NOUN
dem-4210	44	54	,	,	PUNCT
dem-4210	44	55	rcac40	rcac40	NOUN
dem-4210	44	56	)	)	PUNCT
dem-4210	44	57	;	;	PUNCT
dem-4210	44	58	rcac40	rcac40	NOUN
dem-4210	44	59	=	=	NOUN
dem-4210	44	60	f(rs&p500	f(rs&p500	ADJ
dem-4210	44	61	,	,	PUNCT
dem-4210	44	62	rdax	rdax	NOUN
dem-4210	44	63	)	)	PUNCT
dem-4210	44	64	;	;	PUNCT
dem-4210	44	65	rdax	rdax	PROPN
dem-4210	44	66	=	=	NOUN
dem-4210	44	67	f(rnasdaq	f(rnasdaq	X
dem-4210	44	68	)	)	PUNCT
dem-4210	44	69	-20.1400	-20.1400	NUM
dem-4210	44	70	-20.0380	-20.0380	PUNCT
dem-4210	44	71	-20.1282	-20.1282	PUNCT
dem-4210	44	72	dvech	dvech	ADJ
dem-4210	44	73	rcny	rcny	PROPN
dem-4210	44	74	/	/	SYM
dem-4210	44	75	eur	eur	NOUN
dem-4210	44	76	=	=	PROPN
dem-4210	44	77	f(rdjia	f(rdjia	NOUN
dem-4210	44	78	,	,	PUNCT
dem-4210	44	79	rwig20	rwig20	NOUN
dem-4210	44	80	)	)	PUNCT
dem-4210	44	81	;	;	PUNCT
dem-4210	44	82	rcac40	rcac40	NOUN
dem-4210	44	83	=	=	NOUN
dem-4210	44	84	f(rs&p500	f(rs&p500	ADJ
dem-4210	44	85	,	,	PUNCT
dem-4210	44	86	rdax	rdax	NOUN
dem-4210	44	87	)	)	PUNCT
dem-4210	44	88	;	;	PUNCT
dem-4210	44	89	rwig20	rwig20	NOUN
dem-4210	44	90	=	=	SYM
dem-4210	44	91	f(rftse250	f(rftse250	PROPN
dem-4210	44	92	,	,	PUNCT
dem-4210	44	93	rdax	rdax	PROPN
dem-4210	44	94	)	)	PUNCT
dem-4210	44	95	-18.8546	-18.8546	NUM
dem-4210	44	96	-18.7995	-18.7995	PUNCT
dem-4210	44	97	-18.8423	-18.8423	PUNCT
dem-4210	44	98	dvech	dvech	ADJ
dem-4210	44	99	rgbp	rgbp	NOUN
dem-4210	44	100	/	/	SYM
dem-4210	44	101	pln	pln	PROPN
dem-4210	44	102	=	=	NOUN
dem-4210	44	103	f(rs&p500	f(rs&p500	ADJ
dem-4210	44	104	,	,	PUNCT
dem-4210	44	105	rdax	rdax	NOUN
dem-4210	44	106	)	)	PUNCT
dem-4210	44	107	;	;	PUNCT
dem-4210	44	108	rdax	rdax	PROPN
dem-4210	44	109	=	=	PROPN
dem-4210	44	110	f(rftse250	f(rftse250	ADJ
dem-4210	44	111	,	,	PUNCT
dem-4210	44	112	rcac40	rcac40	NOUN
dem-4210	44	113	)	)	PUNCT
dem-4210	44	114	;	;	PUNCT
dem-4210	44	115	rwig20	rwig20	NOUN
dem-4210	44	116	=	=	SYM
dem-4210	44	117	f(rftse250	f(rftse250	PROPN
dem-4210	44	118	,	,	PUNCT
dem-4210	44	119	rdax	rdax	PROPN
dem-4210	44	120	)	)	PUNCT
dem-4210	44	121	-18.5694	-18.5694	PUNCT
dem-4210	44	122	-18.5593	-18.5593	PUNCT
dem-4210	44	123	-18.5418	-18.5418	NUM
dem-4210	44	124	dvech	dvech	PROPN
dem-4210	44	125	reur	reur	PROPN
dem-4210	44	126	/	/	SYM
dem-4210	44	127	pln	pln	PROPN
dem-4210	44	128	=	=	NOUN
dem-4210	44	129	f(rs&p500	f(rs&p500	ADJ
dem-4210	44	130	,	,	PUNCT
dem-4210	44	131	rcac40	rcac40	NOUN
dem-4210	44	132	)	)	PUNCT
dem-4210	44	133	;	;	PUNCT
dem-4210	44	134	rs&p500	rs&p500	X
dem-4210	44	135	=	=	SYM
dem-4210	44	136	f(rnasdaq	f(rnasdaq	X
dem-4210	44	137	,	,	PUNCT
dem-4210	44	138	rdjia	rdjia	NOUN
dem-4210	44	139	)	)	PUNCT
dem-4210	44	140	;	;	PUNCT
dem-4210	45	1	rcac40	rcac40	NOUN
dem-4210	45	2	=	=	NOUN
dem-4210	45	3	f(rs&p500	f(rs&p500	ADJ
dem-4210	45	4	,	,	PUNCT
dem-4210	45	5	rdax	rdax	NOUN
dem-4210	45	6	)	)	PUNCT
dem-4210	45	7	-20.0290	-20.0290	PUNCT
dem-4210	45	8	-20.0298	-20.0298	PUNCT
dem-4210	45	9	-19.9953	-19.9953	PUNCT
dem-4210	45	10	ccc	ccc	PROPN
dem-4210	45	11	rwig20	rwig20	PROPN
dem-4210	45	12	=	=	NOUN
dem-4210	45	13	f(rnasdaq	f(rnasdaq	X
dem-4210	45	14	,	,	PUNCT
dem-4210	45	15	rdax	rdax	PROPN
dem-4210	45	16	)	)	PUNCT
dem-4210	45	17	;	;	PUNCT
dem-4210	45	18	rdax	rdax	PROPN
dem-4210	45	19	=	=	NOUN
dem-4210	45	20	f(rs&p500	f(rs&p500	ADJ
dem-4210	45	21	,	,	PUNCT
dem-4210	45	22	rcac40	rcac40	NOUN
dem-4210	45	23	)	)	PUNCT
dem-4210	45	24	;	;	PUNCT
dem-4210	45	25	r	r	NOUN
dem-4210	45	26	s&p500	s&p500	NOUN
dem-4210	45	27	=	=	SYM
dem-4210	45	28	f(rdjia	f(rdjia	NOUN
dem-4210	45	29	)	)	PUNCT
dem-4210	45	30	-18.1299	-18.1299	PUNCT
dem-4210	45	31	-18.1305	-18.1305	INTJ
dem-4210	45	32	-18.1000	-18.1000	PUNCT
dem-4210	45	33	ccc	ccc	PROPN
dem-4210	45	34	rwig20	rwig20	NOUN
dem-4210	45	35	=	=	NOUN
dem-4210	45	36	f(rs&p500	f(rs&p500	NOUN
dem-4210	45	37	,	,	PUNCT
dem-4210	45	38	rdax	rdax	NOUN
dem-4210	45	39	)	)	PUNCT
dem-4210	45	40	;	;	PUNCT
dem-4210	45	41	rdax	rdax	PROPN
dem-4210	45	42	=	=	NOUN
dem-4210	45	43	f(rs&p500	f(rs&p500	ADJ
dem-4210	45	44	,	,	PUNCT
dem-4210	45	45	rcac40	rcac40	NOUN
dem-4210	45	46	)	)	PUNCT
dem-4210	45	47	;	;	PUNCT
dem-4210	45	48	rs&p500	rs&p500	NOUN
dem-4210	45	49	=	=	SYM
dem-4210	45	50	f(rdjia	f(rdjia	NOUN
dem-4210	45	51	)	)	PUNCT
dem-4210	45	52	-18.1394	-18.1394	PUNCT
dem-4210	45	53	-18.1414	-18.1414	NUM
dem-4210	45	54	-18.1102	-18.1102	PUNCT
dem-4210	45	55	ccc	ccc	PROPN
dem-4210	45	56	rwig20	rwig20	PROPN
dem-4210	45	57	=	=	SYM
dem-4210	45	58	f(rdjia	f(rdjia	NOUN
dem-4210	45	59	,	,	PUNCT
dem-4210	45	60	rdax	rdax	PROPN
dem-4210	45	61	)	)	PUNCT
dem-4210	45	62	;	;	PUNCT
dem-4210	45	63	rdax	rdax	PROPN
dem-4210	45	64	=	=	NOUN
dem-4210	45	65	f(rs&p500	f(rs&p500	ADJ
dem-4210	45	66	,	,	PUNCT
dem-4210	45	67	rcac40	rcac40	NOUN
dem-4210	45	68	)	)	PUNCT
dem-4210	45	69	;	;	PUNCT
dem-4210	45	70	rdjia	rdjia	X
dem-4210	45	71	=	=	NOUN
dem-4210	45	72	f(rs&p500	f(rs&p500	NOUN
dem-4210	45	73	)	)	PUNCT
dem-4210	45	74	-18.1705	-18.1705	NUM
dem-4210	45	75	-18.1764	-18.1764	SYM
dem-4210	45	76	-18.1469	-18.1469	PUNCT
dem-4210	45	77	ccc	ccc	PROPN
dem-4210	45	78	rwig20	rwig20	PROPN
dem-4210	45	79	=	=	NOUN
dem-4210	45	80	f(rnasdaq	f(rnasdaq	X
dem-4210	45	81	,	,	PUNCT
dem-4210	45	82	rftse250	rftse250	PROPN
dem-4210	45	83	)	)	PUNCT
dem-4210	45	84	;	;	PUNCT
dem-4210	46	1	rftse250	rftse250	PROPN
dem-4210	46	2	=	=	SYM
dem-4210	46	3	f(rs&p500	f(rs&p500	ADJ
dem-4210	46	4	,	,	PUNCT
dem-4210	46	5	rcac40	rcac40	NOUN
dem-4210	46	6	)	)	PUNCT
dem-4210	46	7	;	;	PUNCT
dem-4210	47	1	rcac40	rcac40	NOUN
dem-4210	47	2	=	=	NOUN
dem-4210	47	3	f(rs&p500	f(rs&p500	ADJ
dem-4210	47	4	,	,	PUNCT
dem-4210	47	5	rdax	rdax	NOUN
dem-4210	47	6	)	)	PUNCT
dem-4210	47	7	-19.0869	-19.0869	PUNCT
dem-4210	47	8	-19.0830	-19.0830	PUNCT
dem-4210	47	9	-19.0638	-19.0638	PUNCT
dem-4210	47	10	dvech	dvech	ADJ
dem-4210	47	11	rwig20	rwig20	NOUN
dem-4210	47	12	=	=	NOUN
dem-4210	47	13	f(rs&p500	f(rs&p500	NOUN
dem-4210	47	14	,	,	PUNCT
dem-4210	47	15	rftse250	rftse250	PROPN
dem-4210	47	16	)	)	PUNCT
dem-4210	47	17	;	;	PUNCT
dem-4210	47	18	rftse250	rftse250	PROPN
dem-4210	47	19	=	=	SYM
dem-4210	47	20	f(rs&p500	f(rs&p500	ADJ
dem-4210	47	21	,	,	PUNCT
dem-4210	47	22	rcac40	rcac40	NOUN
dem-4210	47	23	)	)	PUNCT
dem-4210	47	24	;	;	PUNCT
dem-4210	47	25	rs&p500	rs&p500	NOUN
dem-4210	47	26	=	=	SYM
dem-4210	47	27	f(rdjia	f(rdjia	NOUN
dem-4210	47	28	)	)	PUNCT
dem-4210	47	29	-18.8132	-18.8132	NUM
dem-4210	47	30	-18.8329	-18.8329	SYM
dem-4210	47	31	-18.7793	-18.7793	PUNCT
dem-4210	47	32	ccc	ccc	PROPN
dem-4210	47	33	rwig20	rwig20	NOUN
dem-4210	47	34	=	=	SYM
dem-4210	47	35	f(rdjia	f(rdjia	NOUN
dem-4210	47	36	,	,	PUNCT
dem-4210	47	37	rftse250	rftse250	PROPN
dem-4210	47	38	)	)	PUNCT
dem-4210	47	39	;	;	PUNCT
dem-4210	47	40	rftse250	rftse250	PROPN
dem-4210	47	41	=	=	SYM
dem-4210	47	42	f(rs&p500	f(rs&p500	ADJ
dem-4210	47	43	,	,	PUNCT
dem-4210	47	44	rcac40	rcac40	NOUN
dem-4210	47	45	)	)	PUNCT
dem-4210	47	46	;	;	PUNCT
dem-4210	47	47	rdjia	rdjia	X
dem-4210	47	48	=	=	NOUN
dem-4210	47	49	f(rs&p500	f(rs&p500	NOUN
dem-4210	47	50	)	)	PUNCT
dem-4210	47	51	-18.8622	-18.8622	NUM
dem-4210	47	52	-18.8839	-18.8839	X
dem-4210	47	53	-18.8324	-18.8324	PUNCT
dem-4210	47	54	ccc	ccc	PROPN
dem-4210	47	55	rsse	rsse	PROPN
dem-4210	47	56	=	=	PROPN
dem-4210	47	57	f(rftse250	f(rftse250	PROPN
dem-4210	47	58	)	)	PUNCT
dem-4210	47	59	;	;	PUNCT
dem-4210	48	1	rftse250	rftse250	PROPN
dem-4210	48	2	=	=	NOUN
dem-4210	48	3	f(rs&p500	f(rs&p500	NOUN
dem-4210	48	4	)	)	PUNCT
dem-4210	48	5	;	;	PUNCT
dem-4210	48	6	r	r	NOUN
dem-4210	48	7	s&p500	s&p500	NOUN
dem-4210	48	8	=	=	NOUN
dem-4210	48	9	f(rnasdaq	f(rnasdaq	X
dem-4210	48	10	,	,	PUNCT
dem-4210	48	11	rdjia	rdjia	X
dem-4210	48	12	)	)	PUNCT
dem-4210	48	13	-18.5000	-18.5000	NUM
dem-4210	48	14	-18.5103	-18.5103	NUM
dem-4210	48	15	-18.4458	-18.4458	NUM
dem-4210	48	16	ccc	ccc	PROPN
dem-4210	48	17	rsse	rsse	ADJ
dem-4210	48	18	=	=	SYM
dem-4210	48	19	f	f	PROPN
dem-4210	48	20	(	(	PUNCT
dem-4210	48	21	rftse250	rftse250	PROPN
dem-4210	48	22	)	)	PUNCT
dem-4210	48	23	;	;	PUNCT
dem-4210	49	1	rftse250	rftse250	PROPN
dem-4210	49	2	=	=	SYM
dem-4210	49	3	f(rs&p500	f(rs&p500	ADJ
dem-4210	49	4	,	,	PUNCT
dem-4210	49	5	rcac40	rcac40	NOUN
dem-4210	49	6	)	)	PUNCT
dem-4210	49	7	;	;	PUNCT
dem-4210	50	1	rwig20	rwig20	NOUN
dem-4210	50	2	=	=	NOUN
dem-4210	50	3	f(rs&p500	f(rs&p500	NOUN
dem-4210	50	4	,	,	PUNCT
dem-4210	50	5	rdax	rdax	NOUN
dem-4210	50	6	)	)	PUNCT
dem-4210	50	7	-17.7720	-17.7720	PUNCT
dem-4210	50	8	-17.7780	-17.7780	NUM
dem-4210	50	9	-17.7281	-17.7281	PUNCT
dem-4210	50	10	ccc	ccc	PROPN
dem-4210	50	11	the	the	DET
dem-4210	50	12	purpose	purpose	NOUN
dem-4210	50	13	of	of	ADP
dem-4210	50	14	this	this	DET
dem-4210	50	15	research	research	NOUN
dem-4210	50	16	was	be	AUX
dem-4210	50	17	to	to	PART
dem-4210	50	18	determine	determine	VERB
dem-4210	50	19	the	the	DET
dem-4210	50	20	direction	direction	NOUN
dem-4210	50	21	of	of	ADP
dem-4210	50	22	the	the	DET
dem-4210	50	23	impact	impact	NOUN
dem-4210	50	24	of	of	ADP
dem-4210	50	25	a	a	DET
dem-4210	50	26	stock	stock	NOUN
dem-4210	50	27	exchange	exchange	NOUN
dem-4210	50	28	representing	represent	VERB
dem-4210	50	29	one	one	NUM
dem-4210	50	30	group	group	NOUN
dem-4210	50	31	on	on	ADP
dem-4210	50	32	a	a	DET
dem-4210	50	33	representative	representative	NOUN
dem-4210	50	34	of	of	ADP
dem-4210	50	35	another	another	DET
dem-4210	50	36	stock	stock	NOUN
dem-4210	50	37	exchange	exchange	NOUN
dem-4210	50	38	,	,	PUNCT
dem-4210	50	39	the	the	DET
dem-4210	50	40	mutual	mutual	ADJ
dem-4210	50	41	influence	influence	NOUN
dem-4210	50	42	of	of	ADP
dem-4210	50	43	exchange	exchange	NOUN
dem-4210	50	44	rates	rate	NOUN
dem-4210	50	45	on	on	ADP
dem-4210	50	46	one	one	NUM
dem-4210	50	47	another	another	DET
dem-4210	50	48	and	and	CCONJ
dem-4210	50	49	,	,	PUNCT
dem-4210	50	50	consequently	consequently	ADV
dem-4210	50	51	,	,	PUNCT
dem-4210	50	52	to	to	PART
dem-4210	50	53	examine	examine	VERB
dem-4210	50	54	the	the	DET
dem-4210	50	55	relationship	relationship	NOUN
dem-4210	50	56	between	between	ADP
dem-4210	50	57	stock	stock	NOUN
dem-4210	50	58	market	market	NOUN
dem-4210	50	59	and	and	CCONJ
dem-4210	50	60	currency	currency	NOUN
dem-4210	50	61	market	market	NOUN
dem-4210	50	62	.	.	PUNCT
dem-4210	51	1	having	have	VERB
dem-4210	51	2	available	available	ADJ
dem-4210	51	3	rates	rate	NOUN
dem-4210	51	4	of	of	ADP
dem-4210	51	5	return	return	NOUN
dem-4210	51	6	of	of	ADP
dem-4210	51	7	8	8	NUM
dem-4210	51	8	indices	index	NOUN
dem-4210	51	9	and	and	CCONJ
dem-4210	51	10	9	9	NUM
dem-4210	51	11	exchange	exchange	NOUN
dem-4210	51	12	rates	rate	NOUN
dem-4210	51	13	,	,	PUNCT
dem-4210	51	14	hundreds	hundred	NOUN
dem-4210	51	15	of	of	ADP
dem-4210	51	16	multi	multi	ADJ
dem-4210	51	17	-	-	ADJ
dem-4210	51	18	dimensional	dimensional	ADJ
dem-4210	51	19	combinations	combination	NOUN
dem-4210	51	20	have	have	AUX
dem-4210	51	21	been	be	AUX
dem-4210	51	22	analysed	analyse	VERB
dem-4210	51	23	.	.	PUNCT
dem-4210	52	1	because	because	SCONJ
dem-4210	52	2	the	the	DET
dem-4210	52	3	publication	publication	NOUN
dem-4210	52	4	has	have	VERB
dem-4210	52	5	limited	limit	VERB
dem-4210	52	6	size	size	NOUN
dem-4210	52	7	only	only	ADV
dem-4210	52	8	examples	example	NOUN
dem-4210	52	9	of	of	ADP
dem-4210	52	10	the	the	DET
dem-4210	52	11	results	result	NOUN
dem-4210	52	12	of	of	ADP
dem-4210	52	13	estimated	estimate	VERB
dem-4210	52	14	models	model	NOUN
dem-4210	52	15	are	be	AUX
dem-4210	52	16	presented	present	VERB
dem-4210	52	17	.	.	PUNCT
dem-4210	53	1	the	the	DET
dem-4210	53	2	value	value	NOUN
dem-4210	53	3	of	of	ADP
dem-4210	53	4	aic	aic	PROPN
dem-4210	53	5	has	have	AUX
dem-4210	53	6	been	be	AUX
dem-4210	53	7	chosen	choose	VERB
dem-4210	53	8	as	as	ADP
dem-4210	53	9	the	the	DET
dem-4210	53	10	selection	selection	NOUN
dem-4210	53	11	criterion	criterion	NOUN
dem-4210	53	12	.	.	PUNCT
dem-4210	54	1	the	the	DET
dem-4210	54	2	results	result	NOUN
dem-4210	54	3	of	of	ADP
dem-4210	54	4	the	the	DET
dem-4210	54	5	comparisons	comparison	NOUN
dem-4210	54	6	are	be	AUX
dem-4210	54	7	shown	show	VERB
dem-4210	54	8	in	in	ADP
dem-4210	54	9	table	table	NOUN
dem-4210	54	10	1	1	NUM
dem-4210	54	11	.	.	PUNCT
dem-4210	55	1	the	the	DET
dem-4210	55	2	study	study	NOUN
dem-4210	55	3	of	of	ADP
dem-4210	55	4	interdependence	interdependence	NOUN
dem-4210	55	5	between	between	ADP
dem-4210	55	6	capital	capital	NOUN
dem-4210	55	7	and	and	CCONJ
dem-4210	55	8	currency	currency	NOUN
dem-4210	55	9	markets	market	NOUN
dem-4210	55	10	...	...	PUNCT
dem-4210	55	11	115	115	NUM
dem-4210	56	1	it	it	PRON
dem-4210	56	2	is	be	AUX
dem-4210	56	3	clearly	clearly	ADV
dem-4210	56	4	visible	visible	ADJ
dem-4210	56	5	while	while	SCONJ
dem-4210	56	6	analysing	analyse	VERB
dem-4210	56	7	the	the	DET
dem-4210	56	8	results	result	NOUN
dem-4210	56	9	of	of	ADP
dem-4210	56	10	the	the	DET
dem-4210	56	11	estimation	estimation	NOUN
dem-4210	56	12	presented	present	VERB
dem-4210	56	13	in	in	ADP
dem-4210	56	14	table	table	NOUN
dem-4210	56	15	1	1	NUM
dem-4210	56	16	that	that	SCONJ
dem-4210	56	17	the	the	DET
dem-4210	56	18	best	good	ADJ
dem-4210	56	19	models	model	NOUN
dem-4210	56	20	to	to	PART
dem-4210	56	21	depict	depict	VERB
dem-4210	56	22	the	the	DET
dem-4210	56	23	interaction	interaction	NOUN
dem-4210	56	24	between	between	ADP
dem-4210	56	25	stock	stock	NOUN
dem-4210	56	26	indices	index	NOUN
dem-4210	56	27	and	and	CCONJ
dem-4210	56	28	exchange	exchange	NOUN
dem-4210	56	29	rates	rate	NOUN
dem-4210	56	30	are	be	AUX
dem-4210	56	31	the	the	DET
dem-4210	56	32	diagonal	diagonal	PROPN
dem-4210	56	33	vech	vech	PROPN
dem-4210	56	34	model	model	NOUN
dem-4210	56	35	and	and	CCONJ
dem-4210	56	36	the	the	DET
dem-4210	56	37	constant	constant	ADJ
dem-4210	56	38	conditional	conditional	ADJ
dem-4210	56	39	correlation	correlation	NOUN
dem-4210	56	40	model	model	NOUN
dem-4210	56	41	ccc	ccc	PROPN
dem-4210	56	42	.	.	PUNCT
dem-4210	57	1	the	the	DET
dem-4210	57	2	same	same	ADJ
dem-4210	57	3	structure	structure	NOUN
dem-4210	57	4	of	of	ADP
dem-4210	57	5	the	the	DET
dem-4210	57	6	optimal	optimal	ADJ
dem-4210	57	7	models	model	NOUN
dem-4210	57	8	occurs	occur	VERB
dem-4210	57	9	for	for	ADP
dem-4210	57	10	all	all	PRON
dem-4210	57	11	of	of	ADP
dem-4210	57	12	the	the	DET
dem-4210	57	13	interdependence	interdependence	NOUN
dem-4210	57	14	test	test	NOUN
dem-4210	57	15	results	result	NOUN
dem-4210	57	16	.	.	PUNCT
dem-4210	58	1	an	an	DET
dem-4210	58	2	exemplary	exemplary	ADJ
dem-4210	58	3	multivariate	multivariate	NOUN
dem-4210	58	4	empirical	empirical	ADJ
dem-4210	58	5	dvech	dvech	NOUN
dem-4210	58	6	model	model	NOUN
dem-4210	58	7	is	be	AUX
dem-4210	58	8	shown	show	VERB
dem-4210	58	9	below	below	ADV
dem-4210	58	10	:	:	PUNCT
dem-4210	58	11	reur	reur	VERB
dem-4210	58	12	/	/	SYM
dem-4210	58	13	pln(t	pln(t	PROPN
dem-4210	58	14	)	)	PUNCT
dem-4210	59	1	=	=	PRON
dem-4210	59	2	-0.000332	-0.000332	X
dem-4210	59	3	–	–	PUNCT
dem-4210	59	4	0.042826·rs&p500(t-1	0.042826·rs&p500(t-1	NUM
dem-4210	59	5	)	)	PUNCT
dem-4210	60	1	+	+	CCONJ
dem-4210	60	2	0.024953·rcac40(t-1	0.024953·rcac40(t-1	NOUN
dem-4210	60	3	)	)	PUNCT
dem-4210	61	1	+	+	CCONJ
dem-4210	61	2	εt	εt	PROPN
dem-4210	61	3	rs&p500(t	rs&p500(t	PROPN
dem-4210	61	4	)	)	PUNCT
dem-4210	61	5	=	=	PUNCT
dem-4210	62	1	0.000576	0.000576	NUM
dem-4210	62	2	+	+	CCONJ
dem-4210	62	3	0.016579·rnasdaq(t-1	0.016579·rnasdaq(t-1	NOUN
dem-4210	62	4	)	)	PUNCT
dem-4210	62	5	–	–	PUNCT
dem-4210	62	6	0.093922·rdjia(t-1	0.093922·rdjia(t-1	NUM
dem-4210	62	7	)	)	PUNCT
dem-4210	62	8	+	+	CCONJ
dem-4210	62	9	εt	εt	PROPN
dem-4210	62	10	rcac40(t	rcac40(t	PROPN
dem-4210	62	11	)	)	PUNCT
dem-4210	62	12	=	=	PUNCT
dem-4210	63	1	0.0007	0.0007	NUM
dem-4210	63	2	+	+	NUM
dem-4210	63	3	0.420494·rs&p500(t-1	0.420494·rs&p500(t-1	NUM
dem-4210	63	4	)	)	PUNCT
dem-4210	63	5	–	–	PUNCT
dem-4210	63	6	0.20429·rdax(t-1	0.20429·rdax(t-1	NUM
dem-4210	63	7	)	)	PUNCT
dem-4210	63	8	+	+	CCONJ
dem-4210	63	9	εt	εt	PRON
dem-4210	63	10	figure	figure	VERB
dem-4210	63	11	1	1	NUM
dem-4210	63	12	.	.	PUNCT
dem-4210	64	1	the	the	DET
dem-4210	64	2	reciprocal	reciprocal	ADJ
dem-4210	64	3	influence	influence	NOUN
dem-4210	64	4	of	of	ADP
dem-4210	64	5	stock	stock	NOUN
dem-4210	64	6	exchanges	exchange	NOUN
dem-4210	64	7	,	,	PUNCT
dem-4210	64	8	represented	represent	VERB
dem-4210	64	9	by	by	ADP
dem-4210	64	10	the	the	DET
dem-4210	64	11	major	major	ADJ
dem-4210	64	12	indexes	index	NOUN
dem-4210	64	13	in	in	ADP
dem-4210	64	14	the	the	DET
dem-4210	64	15	period	period	NOUN
dem-4210	64	16	from	from	ADP
dem-4210	64	17	january	january	PROPN
dem-4210	64	18	2001	2001	NUM
dem-4210	64	19	to	to	ADP
dem-4210	64	20	april	april	PROPN
dem-4210	64	21	2009	2009	NUM
dem-4210	64	22	the	the	DET
dem-4210	64	23	more	more	ADV
dem-4210	64	24	interesting	interesting	ADJ
dem-4210	64	25	part	part	NOUN
dem-4210	64	26	of	of	ADP
dem-4210	64	27	the	the	DET
dem-4210	64	28	calculations	calculation	NOUN
dem-4210	64	29	’	'	PUNCT
dem-4210	64	30	results	result	NOUN
dem-4210	64	31	is	be	AUX
dem-4210	64	32	an	an	DET
dem-4210	64	33	economic	economic	ADJ
dem-4210	64	34	interpretation	interpretation	NOUN
dem-4210	64	35	of	of	ADP
dem-4210	64	36	the	the	DET
dem-4210	64	37	constructed	construct	VERB
dem-4210	64	38	multivariate	multivariate	NOUN
dem-4210	64	39	models	model	NOUN
dem-4210	64	40	.	.	PUNCT
dem-4210	65	1	basing	base	VERB
dem-4210	65	2	on	on	ADP
dem-4210	65	3	correctly	correctly	ADV
dem-4210	65	4	evaluated	evaluate	VERB
dem-4210	65	5	exogenous	exogenous	ADJ
dem-4210	65	6	variables	variable	NOUN
dem-4210	65	7	of	of	ADP
dem-4210	65	8	individual	individual	ADJ
dem-4210	65	9	equations	equation	NOUN
dem-4210	65	10	the	the	DET
dem-4210	65	11	direction	direction	NOUN
dem-4210	65	12	of	of	ADP
dem-4210	65	13	the	the	DET
dem-4210	65	14	information	information	NOUN
dem-4210	65	15	flow	flow	NOUN
dem-4210	65	16	from	from	ADP
dem-4210	65	17	the	the	DET
dem-4210	65	18	day	day	NOUN
dem-4210	65	19	before	before	ADV
dem-4210	65	20	between	between	ADP
dem-4210	65	21	the	the	DET
dem-4210	65	22	individual	individual	ADJ
dem-4210	65	23	stock	stock	NOUN
dem-4210	65	24	exchanges	exchange	NOUN
dem-4210	65	25	is	be	AUX
dem-4210	65	26	clearly	clearly	ADV
dem-4210	65	27	visible	visible	ADJ
dem-4210	65	28	.	.	PUNCT
dem-4210	66	1	an	an	DET
dem-4210	66	2	illustration	illustration	NOUN
dem-4210	66	3	of	of	ADP
dem-4210	66	4	the	the	DET
dem-4210	66	5	mutual	mutual	ADJ
dem-4210	66	6	influence	influence	NOUN
dem-4210	66	7	of	of	ADP
dem-4210	66	8	stock	stock	NOUN
dem-4210	66	9	exchanges	exchange	NOUN
dem-4210	66	10	used	use	VERB
dem-4210	66	11	in	in	ADP
dem-4210	66	12	the	the	DET
dem-4210	66	13	study	study	NOUN
dem-4210	66	14	is	be	AUX
dem-4210	66	15	shown	show	VERB
dem-4210	66	16	in	in	ADP
dem-4210	66	17	figure	figure	NOUN
dem-4210	66	18	1	1	NUM
dem-4210	66	19	,	,	PUNCT
dem-4210	66	20	while	while	SCONJ
dem-4210	66	21	figure	figure	NOUN
dem-4210	66	22	2	2	NUM
dem-4210	66	23	represents	represent	VERB
dem-4210	66	24	the	the	DET
dem-4210	66	25	results	result	NOUN
dem-4210	66	26	of	of	ADP
dem-4210	66	27	studies	study	NOUN
dem-4210	66	28	using	use	VERB
dem-4210	66	29	similar	similar	ADJ
dem-4210	66	30	variables	variable	NOUN
dem-4210	66	31	from	from	ADP
dem-4210	66	32	the	the	DET
dem-4210	66	33	period	period	NOUN
dem-4210	66	34	from	from	ADP
dem-4210	66	35	january	january	PROPN
dem-4210	66	36	2001	2001	NUM
dem-4210	66	37	to	to	ADP
dem-4210	66	38	september	september	PROPN
dem-4210	66	39	2008	2008	NUM
dem-4210	66	40	.	.	PUNCT
dem-4210	67	1	a	a	DET
dem-4210	67	2	comparison	comparison	NOUN
dem-4210	67	3	of	of	ADP
dem-4210	67	4	the	the	DET
dem-4210	67	5	two	two	NUM
dem-4210	67	6	mentioned	mention	VERB
dem-4210	67	7	figures	figure	NOUN
dem-4210	67	8	provides	provide	VERB
dem-4210	67	9	us	we	PRON
dem-4210	67	10	with	with	ADP
dem-4210	67	11	a	a	DET
dem-4210	67	12	clear	clear	ADJ
dem-4210	67	13	picture	picture	NOUN
dem-4210	67	14	of	of	ADP
dem-4210	67	15	changes	change	NOUN
dem-4210	67	16	in	in	ADP
dem-4210	67	17	a	a	DET
dem-4210	67	18	correlation	correlation	NOUN
dem-4210	67	19	between	between	ADP
dem-4210	67	20	stock	stock	NOUN
dem-4210	67	21	exchanges	exchange	NOUN
dem-4210	67	22	over	over	ADP
dem-4210	67	23	a	a	DET
dem-4210	67	24	7	7	NUM
dem-4210	67	25	-	-	PUNCT
dem-4210	67	26	month	month	NOUN
dem-4210	67	27	period	period	NOUN
dem-4210	67	28	of	of	ADP
dem-4210	67	29	the	the	DET
dem-4210	67	30	economic	economic	ADJ
dem-4210	67	31	crisis	crisis	NOUN
dem-4210	67	32	.	.	PUNCT
dem-4210	68	1	tomasz	tomasz	PROPN
dem-4210	68	2	chruściński	chruściński	PROPN
dem-4210	68	3	116	116	NUM
dem-4210	68	4	figure	figure	NOUN
dem-4210	68	5	2	2	NUM
dem-4210	68	6	.	.	PUNCT
dem-4210	69	1	the	the	DET
dem-4210	69	2	reciprocal	reciprocal	ADJ
dem-4210	69	3	influence	influence	NOUN
dem-4210	69	4	of	of	ADP
dem-4210	69	5	stock	stock	NOUN
dem-4210	69	6	exchanges	exchange	NOUN
dem-4210	69	7	,	,	PUNCT
dem-4210	69	8	represented	represent	VERB
dem-4210	69	9	by	by	ADP
dem-4210	69	10	the	the	DET
dem-4210	69	11	major	major	ADJ
dem-4210	69	12	indexes	index	NOUN
dem-4210	69	13	in	in	ADP
dem-4210	69	14	the	the	DET
dem-4210	69	15	period	period	NOUN
dem-4210	69	16	from	from	ADP
dem-4210	69	17	january	january	PROPN
dem-4210	69	18	2001	2001	NUM
dem-4210	69	19	to	to	ADP
dem-4210	69	20	september	september	PROPN
dem-4210	69	21	2008	2008	NUM
dem-4210	69	22	comparing	compare	VERB
dem-4210	69	23	the	the	DET
dem-4210	69	24	results	result	NOUN
dem-4210	69	25	of	of	ADP
dem-4210	69	26	the	the	DET
dem-4210	69	27	analysis	analysis	NOUN
dem-4210	69	28	shown	show	VERB
dem-4210	69	29	in	in	ADP
dem-4210	69	30	figures	figure	NOUN
dem-4210	69	31	1	1	NUM
dem-4210	69	32	and	and	CCONJ
dem-4210	69	33	2	2	NUM
dem-4210	69	34	,	,	PUNCT
dem-4210	69	35	there	there	PRON
dem-4210	69	36	is	be	VERB
dem-4210	69	37	a	a	DET
dem-4210	69	38	noticeable	noticeable	ADJ
dem-4210	69	39	change	change	NOUN
dem-4210	69	40	in	in	ADP
dem-4210	69	41	the	the	DET
dem-4210	69	42	direction	direction	NOUN
dem-4210	69	43	of	of	ADP
dem-4210	69	44	information	information	NOUN
dem-4210	69	45	flow	flow	NOUN
dem-4210	69	46	between	between	ADP
dem-4210	69	47	the	the	DET
dem-4210	69	48	stock	stock	NOUN
dem-4210	69	49	exchanges	exchange	NOUN
dem-4210	69	50	studied	study	VERB
dem-4210	69	51	,	,	PUNCT
dem-4210	69	52	which	which	PRON
dem-4210	69	53	occurred	occur	VERB
dem-4210	69	54	during	during	ADP
dem-4210	69	55	the	the	DET
dem-4210	69	56	period	period	NOUN
dem-4210	69	57	from	from	ADP
dem-4210	69	58	october	october	PROPN
dem-4210	69	59	2008	2008	NUM
dem-4210	69	60	to	to	ADP
dem-4210	69	61	april	april	PROPN
dem-4210	69	62	2009	2009	NUM
dem-4210	69	63	.	.	PUNCT
dem-4210	70	1	there	there	PRON
dem-4210	70	2	is	be	VERB
dem-4210	70	3	no	no	PRON
dem-4210	70	4	longer	long	ADV
dem-4210	70	5	a	a	DET
dem-4210	70	6	direct	direct	ADJ
dem-4210	70	7	connection	connection	NOUN
dem-4210	70	8	between	between	ADP
dem-4210	70	9	djia	djia	PROPN
dem-4210	70	10	and	and	CCONJ
dem-4210	70	11	nasdaq	nasdaq	PROPN
dem-4210	70	12	indices	indice	VERB
dem-4210	70	13	on	on	ADP
dem-4210	70	14	the	the	DET
dem-4210	70	15	u.s	u.s	PROPN
dem-4210	70	16	.	.	PROPN
dem-4210	70	17	market	market	NOUN
dem-4210	70	18	,	,	PUNCT
dem-4210	70	19	however	however	ADV
dem-4210	70	20	the	the	DET
dem-4210	70	21	london	london	PROPN
dem-4210	70	22	ftse250	ftse250	PROPN
dem-4210	70	23	index	index	NOUN
dem-4210	70	24	gained	gain	VERB
dem-4210	70	25	a	a	DET
dem-4210	70	26	more	more	ADV
dem-4210	70	27	direct	direct	ADJ
dem-4210	70	28	influence	influence	NOUN
dem-4210	70	29	on	on	ADP
dem-4210	70	30	german	german	ADJ
dem-4210	70	31	dax	dax	PROPN
dem-4210	70	32	index	index	NOUN
dem-4210	70	33	on	on	ADP
dem-4210	70	34	the	the	DET
dem-4210	70	35	european	european	ADJ
dem-4210	70	36	market	market	NOUN
dem-4210	70	37	.	.	PUNCT
dem-4210	71	1	both	both	DET
dem-4210	71	2	stock	stock	NOUN
dem-4210	71	3	exchanges	exchange	NOUN
dem-4210	71	4	(	(	PUNCT
dem-4210	71	5	british	british	ADJ
dem-4210	71	6	and	and	CCONJ
dem-4210	71	7	german	german	ADJ
dem-4210	71	8	)	)	PUNCT
dem-4210	71	9	have	have	AUX
dem-4210	71	10	had	have	VERB
dem-4210	71	11	an	an	DET
dem-4210	71	12	impact	impact	NOUN
dem-4210	71	13	on	on	ADP
dem-4210	71	14	polish	polish	ADJ
dem-4210	71	15	wig20	wig20	PROPN
dem-4210	71	16	index	index	NOUN
dem-4210	71	17	.	.	PUNCT
dem-4210	72	1	french	french	ADJ
dem-4210	72	2	stock	stock	NOUN
dem-4210	72	3	floor	floor	NOUN
dem-4210	72	4	which	which	PRON
dem-4210	72	5	had	have	AUX
dem-4210	72	6	previously	previously	ADV
dem-4210	72	7	provided	provide	VERB
dem-4210	72	8	the	the	DET
dem-4210	72	9	polish	polish	ADJ
dem-4210	72	10	market	market	NOUN
dem-4210	72	11	with	with	ADP
dem-4210	72	12	information	information	NOUN
dem-4210	72	13	contained	contain	VERB
dem-4210	72	14	in	in	ADP
dem-4210	72	15	the	the	DET
dem-4210	72	16	s&p500	s&p500	NOUN
dem-4210	72	17	no	no	ADV
dem-4210	72	18	longer	long	ADV
dem-4210	72	19	fulfils	fulfil	VERB
dem-4210	72	20	this	this	DET
dem-4210	72	21	purpose	purpose	NOUN
dem-4210	72	22	and	and	CCONJ
dem-4210	72	23	currently	currently	ADV
dem-4210	72	24	"	"	PUNCT
dem-4210	72	25	yesterday	yesterday	NOUN
dem-4210	72	26	's	's	PART
dem-4210	72	27	"	"	PUNCT
dem-4210	72	28	changes	change	NOUN
dem-4210	72	29	of	of	ADP
dem-4210	72	30	the	the	DET
dem-4210	72	31	american	american	PROPN
dem-4210	72	32	s&p500	s&p500	PROPN
dem-4210	72	33	directly	directly	ADV
dem-4210	72	34	affect	affect	VERB
dem-4210	72	35	the	the	DET
dem-4210	72	36	wig20	wig20	PROPN
dem-4210	72	37	.	.	PUNCT
dem-4210	73	1	the	the	DET
dem-4210	73	2	warsaw	warsaw	PROPN
dem-4210	73	3	stock	stock	PROPN
dem-4210	73	4	exchange	exchange	PROPN
dem-4210	73	5	has	have	AUX
dem-4210	73	6	lost	lose	VERB
dem-4210	73	7	its	its	PRON
dem-4210	73	8	position	position	NOUN
dem-4210	73	9	,	,	PUNCT
dem-4210	73	10	previously	previously	ADV
dem-4210	73	11	shared	share	VERB
dem-4210	73	12	with	with	ADP
dem-4210	73	13	the	the	DET
dem-4210	73	14	london	london	PROPN
dem-4210	73	15	stock	stock	NOUN
dem-4210	73	16	exchange	exchange	NOUN
dem-4210	73	17	,	,	PUNCT
dem-4210	73	18	and	and	CCONJ
dem-4210	73	19	does	do	AUX
dem-4210	73	20	not	not	PART
dem-4210	73	21	shape	shape	VERB
dem-4210	73	22	exchange	exchange	NOUN
dem-4210	73	23	rates	rate	NOUN
dem-4210	73	24	in	in	ADP
dem-4210	73	25	shanghai	shanghai	PROPN
dem-4210	73	26	anymore	anymore	ADV
dem-4210	73	27	.	.	PUNCT
dem-4210	74	1	figure	figure	VERB
dem-4210	74	2	3	3	NUM
dem-4210	74	3	.	.	PUNCT
dem-4210	74	4	mutual	mutual	ADJ
dem-4210	74	5	effect	effect	NOUN
dem-4210	74	6	of	of	ADP
dem-4210	74	7	exchange	exchange	NOUN
dem-4210	74	8	rates	rate	NOUN
dem-4210	74	9	associated	associate	VERB
dem-4210	74	10	with	with	ADP
dem-4210	74	11	the	the	DET
dem-4210	74	12	countries	country	NOUN
dem-4210	74	13	where	where	SCONJ
dem-4210	74	14	the	the	DET
dem-4210	74	15	analysed	analyse	VERB
dem-4210	74	16	stock	stock	NOUN
dem-4210	74	17	exchanges	exchange	NOUN
dem-4210	74	18	come	come	VERB
dem-4210	74	19	from	from	ADP
dem-4210	74	20	the	the	DET
dem-4210	74	21	study	study	NOUN
dem-4210	74	22	of	of	ADP
dem-4210	74	23	interdependence	interdependence	NOUN
dem-4210	74	24	between	between	ADP
dem-4210	74	25	capital	capital	NOUN
dem-4210	74	26	and	and	CCONJ
dem-4210	74	27	currency	currency	NOUN
dem-4210	74	28	markets	market	NOUN
dem-4210	74	29	...	...	PUNCT
dem-4210	75	1	117	117	NUM
dem-4210	75	2	the	the	DET
dem-4210	75	3	knowledge	knowledge	NOUN
dem-4210	75	4	of	of	ADP
dem-4210	75	5	dependencies	dependency	NOUN
dem-4210	75	6	inside	inside	ADP
dem-4210	75	7	the	the	DET
dem-4210	75	8	markets	market	NOUN
dem-4210	75	9	is	be	AUX
dem-4210	75	10	desirable	desirable	ADJ
dem-4210	75	11	to	to	PART
dem-4210	75	12	examine	examine	VERB
dem-4210	75	13	the	the	DET
dem-4210	75	14	mutual	mutual	ADJ
dem-4210	75	15	influence	influence	NOUN
dem-4210	75	16	of	of	ADP
dem-4210	75	17	stock	stock	NOUN
dem-4210	75	18	markets	market	NOUN
dem-4210	75	19	and	and	CCONJ
dem-4210	75	20	exchange	exchange	NOUN
dem-4210	75	21	rates	rate	NOUN
dem-4210	75	22	.	.	PUNCT
dem-4210	76	1	in	in	ADP
dem-4210	76	2	this	this	DET
dem-4210	76	3	case	case	NOUN
dem-4210	76	4	,	,	PUNCT
dem-4210	76	5	similarly	similarly	ADV
dem-4210	76	6	as	as	ADP
dem-4210	76	7	for	for	ADP
dem-4210	76	8	stock	stock	NOUN
dem-4210	76	9	exchanges	exchange	NOUN
dem-4210	76	10	connections	connection	NOUN
dem-4210	76	11	,	,	PUNCT
dem-4210	76	12	dependencies	dependency	NOUN
dem-4210	76	13	of	of	ADP
dem-4210	76	14	rates	rate	NOUN
dem-4210	76	15	of	of	ADP
dem-4210	76	16	return	return	NOUN
dem-4210	76	17	on	on	ADP
dem-4210	76	18	exchange	exchange	NOUN
dem-4210	76	19	rates	rate	NOUN
dem-4210	76	20	associated	associate	VERB
dem-4210	76	21	with	with	ADP
dem-4210	76	22	the	the	DET
dem-4210	76	23	countries	country	NOUN
dem-4210	76	24	where	where	SCONJ
dem-4210	76	25	the	the	DET
dem-4210	76	26	investigated	investigate	VERB
dem-4210	76	27	stock	stock	NOUN
dem-4210	76	28	exchange	exchange	NOUN
dem-4210	76	29	come	come	VERB
dem-4210	76	30	from	from	ADP
dem-4210	76	31	were	be	AUX
dem-4210	76	32	determined	determine	VERB
dem-4210	76	33	.	.	PUNCT
dem-4210	77	1	these	these	DET
dem-4210	77	2	dependencies	dependency	NOUN
dem-4210	77	3	for	for	ADP
dem-4210	77	4	individual	individual	ADJ
dem-4210	77	5	exchange	exchange	NOUN
dem-4210	77	6	rates	rate	NOUN
dem-4210	77	7	are	be	AUX
dem-4210	77	8	presented	present	VERB
dem-4210	77	9	in	in	ADP
dem-4210	77	10	figure	figure	NOUN
dem-4210	77	11	3	3	NUM
dem-4210	77	12	.	.	PUNCT
dem-4210	78	1	the	the	DET
dem-4210	78	2	analysis	analysis	NOUN
dem-4210	78	3	allowed	allow	VERB
dem-4210	78	4	to	to	PART
dem-4210	78	5	determine	determine	VERB
dem-4210	78	6	the	the	DET
dem-4210	78	7	direction	direction	NOUN
dem-4210	78	8	of	of	ADP
dem-4210	78	9	the	the	DET
dem-4210	78	10	influence	influence	NOUN
dem-4210	78	11	the	the	DET
dem-4210	78	12	selected	select	VERB
dem-4210	78	13	stock	stock	NOUN
dem-4210	78	14	exchanges	exchange	NOUN
dem-4210	78	15	and	and	CCONJ
dem-4210	78	16	exchange	exchange	NOUN
dem-4210	78	17	rates	rate	NOUN
dem-4210	78	18	have	have	VERB
dem-4210	78	19	on	on	ADP
dem-4210	78	20	one	one	NUM
dem-4210	78	21	another	another	DET
dem-4210	78	22	.	.	PUNCT
dem-4210	79	1	the	the	DET
dem-4210	79	2	results	result	NOUN
dem-4210	79	3	of	of	ADP
dem-4210	79	4	these	these	DET
dem-4210	79	5	interactions	interaction	NOUN
dem-4210	79	6	are	be	AUX
dem-4210	79	7	shown	show	VERB
dem-4210	79	8	in	in	ADP
dem-4210	79	9	figure	figure	NOUN
dem-4210	79	10	4	4	NUM
dem-4210	79	11	.	.	PUNCT
dem-4210	79	12	figure	figure	VERB
dem-4210	79	13	4	4	NUM
dem-4210	79	14	.	.	PUNCT
dem-4210	79	15	mutual	mutual	ADJ
dem-4210	79	16	effect	effect	NOUN
dem-4210	79	17	of	of	ADP
dem-4210	79	18	stock	stock	NOUN
dem-4210	79	19	indexes	index	NOUN
dem-4210	79	20	and	and	CCONJ
dem-4210	79	21	exchange	exchange	NOUN
dem-4210	79	22	rates	rate	NOUN
dem-4210	79	23	associated	associate	VERB
dem-4210	79	24	with	with	ADP
dem-4210	79	25	the	the	DET
dem-4210	79	26	countries	country	NOUN
dem-4210	79	27	where	where	SCONJ
dem-4210	79	28	the	the	DET
dem-4210	79	29	analysed	analyse	VERB
dem-4210	79	30	stock	stock	NOUN
dem-4210	79	31	exchanges	exchange	NOUN
dem-4210	79	32	come	come	VERB
dem-4210	79	33	from	from	ADP
dem-4210	79	34	4	4	NUM
dem-4210	79	35	.	.	PUNCT
dem-4210	80	1	summary	summary	VERB
dem-4210	80	2	the	the	DET
dem-4210	80	3	study	study	NOUN
dem-4210	80	4	confirmed	confirm	VERB
dem-4210	80	5	the	the	DET
dem-4210	80	6	intuitive	intuitive	ADJ
dem-4210	80	7	assumption	assumption	NOUN
dem-4210	80	8	about	about	ADP
dem-4210	80	9	the	the	DET
dem-4210	80	10	interdependence	interdependence	NOUN
dem-4210	80	11	of	of	ADP
dem-4210	80	12	stock	stock	NOUN
dem-4210	80	13	markets	market	NOUN
dem-4210	80	14	and	and	CCONJ
dem-4210	80	15	exchange	exchange	NOUN
dem-4210	80	16	rates	rate	NOUN
dem-4210	80	17	.	.	PUNCT
dem-4210	81	1	in	in	ADP
dem-4210	81	2	majority	majority	NOUN
dem-4210	81	3	of	of	ADP
dem-4210	81	4	cases	case	NOUN
dem-4210	81	5	,	,	PUNCT
dem-4210	81	6	exchange	exchange	NOUN
dem-4210	81	7	rates	rate	NOUN
dem-4210	81	8	depend	depend	VERB
dem-4210	81	9	on	on	ADP
dem-4210	81	10	the	the	DET
dem-4210	81	11	stock	stock	NOUN
dem-4210	81	12	exchanges	exchange	NOUN
dem-4210	81	13	indices	indice	VERB
dem-4210	81	14	changes	change	NOUN
dem-4210	81	15	,	,	PUNCT
dem-4210	81	16	but	but	CCONJ
dem-4210	81	17	not	not	PART
dem-4210	81	18	vice	vice	ADV
dem-4210	81	19	versa	versa	ADV
dem-4210	81	20	,	,	PUNCT
dem-4210	81	21	what	what	PRON
dem-4210	81	22	derives	derive	VERB
dem-4210	81	23	directly	directly	ADV
dem-4210	81	24	from	from	ADP
dem-4210	81	25	investors	investor	NOUN
dem-4210	81	26	’	’	PART
dem-4210	81	27	tendency	tendency	NOUN
dem-4210	81	28	to	to	PART
dem-4210	81	29	generate	generate	VERB
dem-4210	81	30	profit	profit	NOUN
dem-4210	81	31	.	.	PUNCT
dem-4210	82	1	in	in	ADP
dem-4210	82	2	the	the	DET
dem-4210	82	3	situation	situation	NOUN
dem-4210	82	4	where	where	SCONJ
dem-4210	82	5	stock	stock	NOUN
dem-4210	82	6	floor	floor	NOUN
dem-4210	82	7	is	be	AUX
dem-4210	82	8	dominated	dominate	VERB
dem-4210	82	9	by	by	ADP
dem-4210	82	10	supply	supply	NOUN
dem-4210	82	11	and	and	CCONJ
dem-4210	82	12	shares	share	NOUN
dem-4210	82	13	prices	price	NOUN
dem-4210	82	14	of	of	ADP
dem-4210	82	15	companies	company	NOUN
dem-4210	82	16	are	be	AUX
dem-4210	82	17	dropping	drop	VERB
dem-4210	82	18	,	,	PUNCT
dem-4210	82	19	players	player	NOUN
dem-4210	82	20	withdraw	withdraw	VERB
dem-4210	82	21	their	their	PRON
dem-4210	82	22	capital	capital	NOUN
dem-4210	82	23	,	,	PUNCT
dem-4210	82	24	exacerbating	exacerbate	VERB
dem-4210	82	25	the	the	DET
dem-4210	82	26	already	already	ADV
dem-4210	82	27	declining	decline	VERB
dem-4210	82	28	trend	trend	NOUN
dem-4210	82	29	,	,	PUNCT
dem-4210	82	30	and	and	CCONJ
dem-4210	82	31	invest	invest	VERB
dem-4210	82	32	in	in	ADP
dem-4210	82	33	a	a	DET
dem-4210	82	34	foreign	foreign	ADJ
dem-4210	82	35	currency	currency	NOUN
dem-4210	82	36	.	.	PUNCT
dem-4210	83	1	therefore	therefore	ADV
dem-4210	83	2	,	,	PUNCT
dem-4210	83	3	the	the	DET
dem-4210	83	4	usual	usual	ADJ
dem-4210	83	5	changes	change	NOUN
dem-4210	83	6	of	of	ADP
dem-4210	83	7	stock	stock	NOUN
dem-4210	83	8	indices	index	NOUN
dem-4210	83	9	and	and	CCONJ
dem-4210	83	10	exchange	exchange	NOUN
dem-4210	83	11	rates	rate	NOUN
dem-4210	83	12	are	be	AUX
dem-4210	83	13	negatively	negatively	ADV
dem-4210	83	14	correlated	correlate	VERB
dem-4210	83	15	with	with	ADP
dem-4210	83	16	one	one	NUM
dem-4210	83	17	another	another	DET
dem-4210	83	18	.	.	PUNCT
dem-4210	84	1	the	the	DET
dem-4210	84	2	s&p500	s&p500	NOUN
dem-4210	84	3	and	and	CCONJ
dem-4210	84	4	the	the	DET
dem-4210	84	5	cac40	cac40	ADJ
dem-4210	84	6	indices	index	NOUN
dem-4210	84	7	have	have	VERB
dem-4210	84	8	the	the	DET
dem-4210	84	9	biggest	big	ADJ
dem-4210	84	10	influence	influence	NOUN
dem-4210	84	11	on	on	ADP
dem-4210	84	12	exchange	exchange	NOUN
dem-4210	84	13	rates	rate	NOUN
dem-4210	84	14	in	in	ADP
dem-4210	84	15	a	a	DET
dem-4210	84	16	selected	select	VERB
dem-4210	84	17	group	group	NOUN
dem-4210	84	18	of	of	ADP
dem-4210	84	19	stock	stock	NOUN
dem-4210	84	20	exchanges	exchange	NOUN
dem-4210	84	21	.	.	PUNCT
dem-4210	85	1	their	their	PRON
dem-4210	85	2	combined	combine	VERB
dem-4210	85	3	impact	impact	NOUN
dem-4210	85	4	shapes	shape	NOUN
dem-4210	85	5	,	,	PUNCT
dem-4210	85	6	inter	inter	PROPN
dem-4210	85	7	alia	alia	NOUN
dem-4210	85	8	,	,	PUNCT
dem-4210	85	9	eur	eur	PROPN
dem-4210	85	10	/	/	SYM
dem-4210	85	11	pln	pln	PROPN
dem-4210	85	12	exchange	exchange	NOUN
dem-4210	85	13	rate	rate	NOUN
dem-4210	85	14	.	.	PUNCT
dem-4210	86	1	the	the	DET
dem-4210	86	2	cny	cny	PROPN
dem-4210	86	3	/	/	SYM
dem-4210	86	4	pln	pln	PROPN
dem-4210	86	5	exchange	exchange	NOUN
dem-4210	86	6	rate	rate	NOUN
dem-4210	86	7	depends	depend	VERB
dem-4210	86	8	in	in	ADP
dem-4210	86	9	turn	turn	NOUN
dem-4210	86	10	on	on	ADP
dem-4210	86	11	the	the	DET
dem-4210	86	12	djia	djia	PROPN
dem-4210	86	13	and	and	CCONJ
dem-4210	86	14	the	the	DET
dem-4210	86	15	cac40	cac40	PROPN
dem-4210	86	16	index	index	NOUN
dem-4210	86	17	.	.	PUNCT
dem-4210	87	1	this	this	PRON
dem-4210	87	2	is	be	AUX
dem-4210	87	3	due	due	ADJ
dem-4210	87	4	to	to	ADP
dem-4210	87	5	the	the	DET
dem-4210	87	6	fact	fact	NOUN
dem-4210	87	7	that	that	SCONJ
dem-4210	87	8	the	the	DET
dem-4210	87	9	u.s	u.s	PROPN
dem-4210	87	10	.	.	PROPN
dem-4210	87	11	economy	economy	NOUN
dem-4210	87	12	cooperates	cooperate	VERB
dem-4210	87	13	closely	closely	ADV
dem-4210	87	14	with	with	ADP
dem-4210	87	15	the	the	DET
dem-4210	87	16	chinese	chinese	ADJ
dem-4210	87	17	economy	economy	NOUN
dem-4210	87	18	and	and	CCONJ
dem-4210	87	19	in	in	ADP
dem-4210	87	20	consequence	consequence	NOUN
dem-4210	87	21	has	have	VERB
dem-4210	87	22	a	a	DET
dem-4210	87	23	strong	strong	ADJ
dem-4210	87	24	influence	influence	NOUN
dem-4210	87	25	on	on	ADP
dem-4210	87	26	the	the	DET
dem-4210	87	27	yuan	yuan	NOUN
dem-4210	87	28	.	.	PUNCT
dem-4210	88	1	from	from	ADP
dem-4210	88	2	the	the	DET
dem-4210	88	3	perspective	perspective	NOUN
dem-4210	88	4	of	of	ADP
dem-4210	88	5	polish	polish	ADJ
dem-4210	88	6	stock	stock	NOUN
dem-4210	88	7	market	market	NOUN
dem-4210	88	8	it	it	PRON
dem-4210	88	9	is	be	AUX
dem-4210	88	10	interesting	interesting	ADJ
dem-4210	88	11	that	that	SCONJ
dem-4210	88	12	the	the	DET
dem-4210	88	13	wig20	wig20	PROPN
dem-4210	88	14	index	index	NOUN
dem-4210	88	15	has	have	VERB
dem-4210	88	16	an	an	DET
dem-4210	88	17	impact	impact	NOUN
dem-4210	88	18	tomasz	tomasz	NOUN
dem-4210	88	19	chruściński	chruściński	PROPN
dem-4210	88	20	118	118	NUM
dem-4210	88	21	on	on	ADP
dem-4210	88	22	the	the	DET
dem-4210	88	23	cny	cny	NOUN
dem-4210	88	24	/	/	SYM
dem-4210	88	25	usd	usd	NOUN
dem-4210	88	26	exchange	exchange	NOUN
dem-4210	88	27	rate	rate	NOUN
dem-4210	88	28	.	.	PUNCT
dem-4210	89	1	this	this	DET
dem-4210	89	2	dependence	dependence	NOUN
dem-4210	89	3	may	may	AUX
dem-4210	89	4	result	result	VERB
dem-4210	89	5	from	from	ADP
dem-4210	89	6	a	a	DET
dem-4210	89	7	shared	share	VERB
dem-4210	89	8	impact	impact	NOUN
dem-4210	89	9	of	of	ADP
dem-4210	89	10	the	the	DET
dem-4210	89	11	non	non	ADJ
dem-4210	89	12	-	-	ADJ
dem-4210	89	13	distant	distant	ADJ
dem-4210	89	14	,	,	PUNCT
dem-4210	89	15	considering	consider	VERB
dem-4210	89	16	time	time	NOUN
dem-4210	89	17	,	,	PUNCT
dem-4210	89	18	warsaw	warsaw	PROPN
dem-4210	89	19	stock	stock	PROPN
dem-4210	89	20	exchange	exchange	PROPN
dem-4210	89	21	and	and	CCONJ
dem-4210	89	22	the	the	DET
dem-4210	89	23	london	london	PROPN
dem-4210	89	24	stock	stock	NOUN
dem-4210	89	25	exchange	exchange	NOUN
dem-4210	89	26	on	on	ADP
dem-4210	89	27	indices	index	NOUN
dem-4210	89	28	of	of	ADP
dem-4210	89	29	the	the	DET
dem-4210	89	30	shanghai	shanghai	PROPN
dem-4210	89	31	stock	stock	PROPN
dem-4210	89	32	exchange	exchange	PROPN
dem-4210	89	33	.	.	PUNCT
dem-4210	90	1	in	in	ADP
dem-4210	90	2	such	such	DET
dem-4210	90	3	a	a	DET
dem-4210	90	4	case	case	NOUN
dem-4210	90	5	the	the	DET
dem-4210	90	6	connection	connection	NOUN
dem-4210	90	7	with	with	ADP
dem-4210	90	8	sse	sse	PROPN
dem-4210	90	9	exchange	exchange	NOUN
dem-4210	90	10	is	be	AUX
dem-4210	90	11	very	very	ADV
dem-4210	90	12	normal	normal	ADJ
dem-4210	90	13	.	.	PUNCT
dem-4210	91	1	in	in	ADP
dem-4210	91	2	this	this	DET
dem-4210	91	3	study	study	NOUN
dem-4210	91	4	,	,	PUNCT
dem-4210	91	5	only	only	ADV
dem-4210	91	6	eur	eur	ADJ
dem-4210	91	7	/	/	SYM
dem-4210	91	8	gbp	gbp	NOUN
dem-4210	91	9	exchange	exchange	NOUN
dem-4210	91	10	rate	rate	NOUN
dem-4210	91	11	turned	turn	VERB
dem-4210	91	12	out	out	ADP
dem-4210	91	13	to	to	PART
dem-4210	91	14	be	be	AUX
dem-4210	91	15	independent	independent	ADJ
dem-4210	91	16	of	of	ADP
dem-4210	91	17	any	any	DET
dem-4210	91	18	stock	stock	NOUN
dem-4210	91	19	exchange	exchange	NOUN
dem-4210	91	20	.	.	PUNCT
dem-4210	92	1	on	on	ADP
dem-4210	92	2	the	the	DET
dem-4210	92	3	other	other	ADJ
dem-4210	92	4	hand	hand	NOUN
dem-4210	92	5	,	,	PUNCT
dem-4210	92	6	its	its	PRON
dem-4210	92	7	value	value	NOUN
dem-4210	92	8	depends	depend	VERB
dem-4210	92	9	on	on	ADP
dem-4210	92	10	usd	usd	NOUN
dem-4210	92	11	/	/	SYM
dem-4210	92	12	gbp	gbp	NOUN
dem-4210	92	13	exchange	exchange	NOUN
dem-4210	92	14	rate	rate	NOUN
dem-4210	92	15	.	.	PUNCT
dem-4210	93	1	as	as	ADV
dem-4210	93	2	far	far	ADV
dem-4210	93	3	as	as	SCONJ
dem-4210	93	4	the	the	DET
dem-4210	93	5	interdependence	interdependence	NOUN
dem-4210	93	6	of	of	ADP
dem-4210	93	7	capital	capital	NOUN
dem-4210	93	8	markets	market	NOUN
dem-4210	93	9	and	and	CCONJ
dem-4210	93	10	exchange	exchange	NOUN
dem-4210	93	11	rates	rate	NOUN
dem-4210	93	12	is	be	AUX
dem-4210	93	13	concerned	concern	VERB
dem-4210	93	14	,	,	PUNCT
dem-4210	93	15	the	the	DET
dem-4210	93	16	analytical	analytical	ADJ
dem-4210	93	17	results	result	NOUN
dem-4210	93	18	presented	present	VERB
dem-4210	93	19	in	in	ADP
dem-4210	93	20	the	the	DET
dem-4210	93	21	paper	paper	NOUN
dem-4210	93	22	are	be	AUX
dem-4210	93	23	fragmentary	fragmentary	ADJ
dem-4210	93	24	.	.	PUNCT
dem-4210	94	1	models	model	NOUN
dem-4210	94	2	computation	computation	NOUN
dem-4210	94	3	is	be	AUX
dem-4210	94	4	a	a	DET
dem-4210	94	5	complex	complex	ADJ
dem-4210	94	6	and	and	CCONJ
dem-4210	94	7	time	time	NOUN
dem-4210	94	8	-	-	PUNCT
dem-4210	94	9	consuming	consume	VERB
dem-4210	94	10	process	process	NOUN
dem-4210	94	11	,	,	PUNCT
dem-4210	94	12	therefore	therefore	ADV
dem-4210	94	13	models	model	VERB
dem-4210	94	14	comparisons	comparison	NOUN
dem-4210	94	15	and	and	CCONJ
dem-4210	94	16	analysis	analysis	NOUN
dem-4210	94	17	presented	present	VERB
dem-4210	94	18	in	in	ADP
dem-4210	94	19	this	this	DET
dem-4210	94	20	paper	paper	NOUN
dem-4210	94	21	have	have	VERB
dem-4210	94	22	an	an	DET
dem-4210	94	23	illustrative	illustrative	ADJ
dem-4210	94	24	value	value	NOUN
dem-4210	94	25	only	only	ADV
dem-4210	94	26	and	and	CCONJ
dem-4210	94	27	provide	provide	VERB
dem-4210	94	28	an	an	DET
dem-4210	94	29	example	example	NOUN
dem-4210	94	30	of	of	ADP
dem-4210	94	31	mgarch	mgarch	NOUN
dem-4210	94	32	models	model	NOUN
dem-4210	94	33	usage	usage	NOUN
dem-4210	94	34	.	.	PUNCT
dem-4210	95	1	references	reference	NOUN
dem-4210	95	2	bollerslev	bollerslev	ADJ
dem-4210	95	3	,	,	PUNCT
dem-4210	95	4	t.	t.	PROPN
dem-4210	95	5	,	,	PUNCT
dem-4210	95	6	engle	engle	PROPN
dem-4210	95	7	,	,	PUNCT
dem-4210	95	8	r.	r.	PROPN
dem-4210	95	9	,	,	PUNCT
dem-4210	95	10	wooldridge	wooldridge	PROPN
dem-4210	95	11	,	,	PUNCT
dem-4210	95	12	j.	j.	PROPN
dem-4210	95	13	(	(	PUNCT
dem-4210	95	14	1988	1988	NUM
dem-4210	95	15	)	)	PUNCT
dem-4210	95	16	,	,	PUNCT
dem-4210	95	17	a	a	DET
dem-4210	95	18	capital	capital	NOUN
dem-4210	95	19	asset	asset	NOUN
dem-4210	95	20	pricing	pricing	NOUN
dem-4210	95	21	model	model	NOUN
dem-4210	95	22	with	with	ADP
dem-4210	95	23	timevarying	timevarye	VERB
dem-4210	95	24	covariance	covariance	NOUN
dem-4210	95	25	,	,	PUNCT
dem-4210	95	26	journal	journal	NOUN
dem-4210	95	27	of	of	ADP
dem-4210	95	28	political	political	ADJ
dem-4210	95	29	economy	economy	NOUN
dem-4210	95	30	,	,	PUNCT
dem-4210	95	31	university	university	NOUN
dem-4210	95	32	of	of	ADP
dem-4210	95	33	chicago	chicago	PROPN
dem-4210	95	34	press	press	PROPN
dem-4210	95	35	,	,	PUNCT
dem-4210	95	36	96(1	96(1	PROPN
dem-4210	95	37	)	)	PUNCT
dem-4210	95	38	.	.	PUNCT
dem-4210	96	1	bollerslev	bollerslev	PROPN
dem-4210	96	2	,	,	PUNCT
dem-4210	96	3	t.	t.	PROPN
dem-4210	96	4	(	(	PUNCT
dem-4210	96	5	1986	1986	NUM
dem-4210	96	6	)	)	PUNCT
dem-4210	96	7	,	,	PUNCT
dem-4210	96	8	generalized	generalize	VERB
dem-4210	96	9	autoregressive	autoregressive	ADJ
dem-4210	96	10	conditional	conditional	ADJ
dem-4210	96	11	heteroskedasticity	heteroskedasticity	NOUN
dem-4210	96	12	,	,	PUNCT
dem-4210	96	13	journal	journal	NOUN
dem-4210	96	14	of	of	ADP
dem-4210	96	15	econometrics	econometric	NOUN
dem-4210	96	16	,	,	PUNCT
dem-4210	96	17	31	31	NUM
dem-4210	96	18	,	,	PUNCT
dem-4210	96	19	307–327	307–327	NUM
dem-4210	96	20	.	.	PUNCT
dem-4210	97	1	chruściński	chruściński	PROPN
dem-4210	97	2	,	,	PUNCT
dem-4210	97	3	t.	t.	PROPN
dem-4210	97	4	(	(	PUNCT
dem-4210	97	5	2008	2008	NUM
dem-4210	97	6	)	)	PUNCT
dem-4210	97	7	,	,	PUNCT
dem-4210	97	8	analiza	analiza	NOUN
dem-4210	97	9	wielowymiarowa	wielowymiarowa	PROPN
dem-4210	97	10	giełd	giełd	PROPN
dem-4210	97	11	papierów	papierów	PROPN
dem-4210	97	12	wartościowych	wartościowych	PROPN
dem-4210	97	13	na	na	PART
dem-4210	97	14	świecie	świecie	VERB
dem-4210	97	15	(	(	PUNCT
dem-4210	97	16	multivariate	multivariate	VERB
dem-4210	97	17	analysis	analysis	NOUN
dem-4210	97	18	of	of	ADP
dem-4210	97	19	stock	stock	NOUN
dem-4210	97	20	exchanges	exchange	NOUN
dem-4210	97	21	in	in	ADP
dem-4210	97	22	the	the	DET
dem-4210	97	23	world	world	NOUN
dem-4210	97	24	)	)	PUNCT
dem-4210	97	25	,	,	PUNCT
dem-4210	97	26	wiadomości	wiadomości	NOUN
dem-4210	97	27	statystyczne	statystyczne	PROPN
dem-4210	97	28	(	(	PUNCT
dem-4210	97	29	statistical	statistical	ADJ
dem-4210	97	30	news	news	NOUN
dem-4210	97	31	)	)	PUNCT
dem-4210	97	32	,	,	PUNCT
dem-4210	97	33	gus	gus	PROPN
dem-4210	97	34	,	,	PUNCT
dem-4210	97	35	warszawa	warszawa	PROPN
dem-4210	97	36	,	,	PUNCT
dem-4210	97	37	no	no	INTJ
dem-4210	97	38	.	.	NOUN
dem-4210	97	39	9	9	NUM
dem-4210	97	40	,	,	PUNCT
dem-4210	97	41	50–61	50–61	NUM
dem-4210	97	42	.	.	PUNCT
dem-4210	97	43	chruściński	chruściński	PROPN
dem-4210	97	44	,	,	PUNCT
dem-4210	97	45	t.	t.	PROPN
dem-4210	97	46	(	(	PUNCT
dem-4210	97	47	2009	2009	NUM
dem-4210	97	48	)	)	PUNCT
dem-4210	97	49	,	,	PUNCT
dem-4210	97	50	wykorzystanie	wykorzystanie	NOUN
dem-4210	97	51	wielowymiarowych	wielowymiarowych	VERB
dem-4210	97	52	modeli	modeli	PROPN
dem-4210	97	53	klasy	klasy	PROPN
dem-4210	97	54	garch	garch	PROPN
dem-4210	97	55	do	do	VERB
dem-4210	97	56	badania	badania	PROPN
dem-4210	97	57	wzajemnego	wzajemnego	PROPN
dem-4210	97	58	wpływu	wpływu	PROPN
dem-4210	97	59	rynków	rynków	PROPN
dem-4210	97	60	finansowych	finansowych	PROPN
dem-4210	98	1	na	na	X
dem-4210	98	2	świecie	świecie	ADJ
dem-4210	98	3	(	(	PUNCT
dem-4210	98	4	using	use	VERB
dem-4210	98	5	multivariate	multivariate	NOUN
dem-4210	98	6	garch	garch	NOUN
dem-4210	98	7	models	model	NOUN
dem-4210	98	8	to	to	PART
dem-4210	98	9	examine	examine	VERB
dem-4210	98	10	the	the	DET
dem-4210	98	11	mutual	mutual	ADJ
dem-4210	98	12	influence	influence	NOUN
dem-4210	98	13	of	of	ADP
dem-4210	98	14	financial	financial	ADJ
dem-4210	98	15	markets	market	NOUN
dem-4210	98	16	in	in	ADP
dem-4210	98	17	the	the	DET
dem-4210	98	18	world	world	NOUN
dem-4210	98	19	)	)	PUNCT
dem-4210	98	20	,	,	PUNCT
dem-4210	98	21	equilibrium	equilibrium	NOUN
dem-4210	98	22	,	,	PUNCT
dem-4210	98	23	wydawnictwo	wydawnictwo	PROPN
dem-4210	98	24	naukowe	naukowe	NOUN
dem-4210	98	25	umk	umk	PROPN
dem-4210	98	26	,	,	PUNCT
dem-4210	98	27	toruń	toruń	NOUN
dem-4210	98	28	,	,	PUNCT
dem-4210	98	29	1(2	1(2	NUM
dem-4210	98	30	)	)	PUNCT
dem-4210	98	31	,	,	PUNCT
dem-4210	98	32	61–68	61–68	NUM
dem-4210	98	33	.	.	PUNCT
dem-4210	99	1	engle	engle	PROPN
dem-4210	99	2	,	,	PUNCT
dem-4210	99	3	r.	r.	PROPN
dem-4210	99	4	(	(	PUNCT
dem-4210	99	5	1982	1982	NUM
dem-4210	99	6	)	)	PUNCT
dem-4210	99	7	,	,	PUNCT
dem-4210	99	8	autoregressive	autoregressive	ADJ
dem-4210	99	9	conditional	conditional	ADJ
dem-4210	99	10	heteroskedasticity	heteroskedasticity	NOUN
dem-4210	99	11	with	with	ADP
dem-4210	99	12	estimates	estimate	NOUN
dem-4210	99	13	of	of	ADP
dem-4210	99	14	the	the	DET
dem-4210	99	15	variance	variance	NOUN
dem-4210	99	16	of	of	ADP
dem-4210	99	17	uk	uk	PROPN
dem-4210	99	18	inflation	inflation	NOUN
dem-4210	99	19	,	,	PUNCT
dem-4210	99	20	econometrica	econometrica	PROPN
dem-4210	99	21	,	,	PUNCT
dem-4210	99	22	50	50	NUM
dem-4210	99	23	,	,	PUNCT
dem-4210	99	24	987–1008	987–1008	NUM
dem-4210	99	25	.	.	PUNCT
dem-4210	100	1	fiszeder	fiszeder	NOUN
dem-4210	100	2	,	,	PUNCT
dem-4210	100	3	p.	p.	NOUN
dem-4210	100	4	,	,	PUNCT
dem-4210	100	5	(	(	PUNCT
dem-4210	100	6	2009	2009	NUM
dem-4210	100	7	)	)	PUNCT
dem-4210	100	8	,	,	PUNCT
dem-4210	100	9	modele	modele	PROPN
dem-4210	100	10	klasy	klasy	PROPN
dem-4210	100	11	garch	garch	PROPN
dem-4210	100	12	w	w	PROPN
dem-4210	100	13	empirycznych	empirycznych	PROPN
dem-4210	100	14	badaniach	badaniach	PROPN
dem-4210	100	15	finansowych	finansowych	PROPN
dem-4210	100	16	(	(	PUNCT
dem-4210	100	17	garch	garch	NOUN
dem-4210	100	18	models	model	NOUN
dem-4210	100	19	in	in	ADP
dem-4210	100	20	empirical	empirical	ADJ
dem-4210	100	21	studies	study	NOUN
dem-4210	100	22	of	of	ADP
dem-4210	100	23	financial	financial	ADJ
dem-4210	100	24	)	)	PUNCT
dem-4210	100	25	,	,	PUNCT
dem-4210	100	26	wydawnictwo	wydawnictwo	PROPN
dem-4210	100	27	umk	umk	NOUN
dem-4210	100	28	,	,	PUNCT
dem-4210	100	29	toruń	toruń	NOUN
dem-4210	100	30	.	.	PUNCT
dem-4210	101	1	osińska	osińska	PROPN
dem-4210	101	2	,	,	PUNCT
dem-4210	101	3	m.	m.	NOUN
dem-4210	101	4	(	(	PUNCT
dem-4210	101	5	2006	2006	NUM
dem-4210	101	6	)	)	PUNCT
dem-4210	101	7	,	,	PUNCT
dem-4210	101	8	ekonometria	ekonometria	PROPN
dem-4210	101	9	finansowa	finansowa	PROPN
dem-4210	101	10	(	(	PUNCT
dem-4210	101	11	financial	financial	ADJ
dem-4210	101	12	econometrics	econometric	NOUN
dem-4210	101	13	)	)	PUNCT
dem-4210	101	14	,	,	PUNCT
dem-4210	101	15	pwe	pwe	PROPN
dem-4210	101	16	,	,	PUNCT
dem-4210	101	17	warszawa	warszawa	PROPN
dem-4210	101	18	.	.	PUNCT
dem-4210	102	1	piontek	piontek	PROPN
dem-4210	102	2	,	,	PUNCT
dem-4210	102	3	k.	k.	PROPN
dem-4210	102	4	(	(	PUNCT
dem-4210	102	5	2006	2006	NUM
dem-4210	102	6	)	)	PUNCT
dem-4210	102	7	,	,	PUNCT
dem-4210	102	8	wyzwania	wyzwania	PROPN
dem-4210	102	9	praktyczne	praktyczne	PROPN
dem-4210	102	10	w	w	PROPN
dem-4210	102	11	modelowaniu	modelowaniu	VERB
dem-4210	102	12	wielowymiarowych	wielowymiarowych	NOUN
dem-4210	102	13	procesów	procesów	PROPN
dem-4210	102	14	garch	garch	NOUN
dem-4210	102	15	(	(	PUNCT
dem-4210	102	16	the	the	DET
dem-4210	102	17	practical	practical	ADJ
dem-4210	102	18	challenges	challenge	NOUN
dem-4210	102	19	in	in	ADP
dem-4210	102	20	the	the	DET
dem-4210	102	21	modeling	modeling	NOUN
dem-4210	102	22	of	of	ADP
dem-4210	102	23	multivariate	multivariate	NOUN
dem-4210	102	24	garch	garch	NOUN
dem-4210	102	25	processes	process	NOUN
dem-4210	102	26	)	)	PUNCT
dem-4210	102	27	,	,	PUNCT
dem-4210	102	28	taksonomia	taksonomia	INTJ
dem-4210	102	29	(	(	PUNCT
dem-4210	102	30	taxonomy	taxonomy	NOUN
dem-4210	102	31	)	)	PUNCT
dem-4210	102	32	,	,	PUNCT
dem-4210	102	33	akademia	akademia	ADV
dem-4210	102	34	ekonomiczna	ekonomiczna	PROPN
dem-4210	102	35	,	,	PUNCT
dem-4210	102	36	wrocław	wrocław	ADJ
dem-4210	102	37	,	,	PUNCT
dem-4210	102	38	no	no	INTJ
dem-4210	102	39	.	.	NOUN
dem-4210	102	40	13	13	NUM
dem-4210	102	41	.	.	X
dem-4210	103	1	yang	yang	PROPN
dem-4210	103	2	,	,	PUNCT
dem-4210	103	3	w.	w.	PROPN
dem-4210	103	4	(	(	PUNCT
dem-4210	103	5	2001	2001	NUM
dem-4210	103	6	)	)	PUNCT
dem-4210	103	7	,	,	PUNCT
dem-4210	103	8	m	m	NOUN
dem-4210	103	9	-	-	PUNCT
dem-4210	103	10	garch	garch	NOUN
dem-4210	103	11	hedge	hedge	NOUN
dem-4210	103	12	ratios	ratio	NOUN
dem-4210	103	13	and	and	CCONJ
dem-4210	103	14	hedging	hedging	NOUN
dem-4210	103	15	effectiveness	effectiveness	NOUN
dem-4210	103	16	in	in	ADP
dem-4210	103	17	australian	australian	ADJ
dem-4210	103	18	futures	future	NOUN
dem-4210	103	19	markets	market	NOUN
dem-4210	103	20	,	,	PUNCT
dem-4210	103	21	edith	edith	PROPN
dem-4210	103	22	cowan	cowan	PROPN
dem-4210	103	23	university	university	PROPN
dem-4210	103	24	.	.	PUNCT
dem-4210	104	1	badanie	badanie	PROPN
dem-4210	104	2	współzależności	współzależności	PROPN
dem-4210	104	3	rynków	rynków	PROPN
dem-4210	104	4	kapitałowych	kapitałowych	NOUN
dem-4210	104	5	i	i	PRON
dem-4210	104	6	walutowych	walutowych	VERB
dem-4210	104	7	z	z	VERB
dem-4210	104	8	zastosowaniem	zastosowaniem	PRON
dem-4210	104	9	modeli	modeli	PROPN
dem-4210	104	10	mgarch	mgarch	PROPN
dem-4210	104	11	z	z	PROPN
dem-4210	104	12	a	a	DET
dem-4210	104	13	r	r	NOUN
dem-4210	104	14	y	y	PROPN
dem-4210	104	15	s	s	PROPN
dem-4210	104	16	t	t	NOUN
dem-4210	104	17	r	r	NOUN
dem-4210	104	18	e	e	PROPN
dem-4210	104	19	ś	ś	PROPN
dem-4210	104	20	c	c	PROPN
dem-4210	104	21	i.	i.	PROPN
dem-4210	104	22	w	w	PROPN
dem-4210	104	23	artykule	artykule	PROPN
dem-4210	104	24	podjęto	podjęto	VERB
dem-4210	104	25	próbę	próbę	PROPN
dem-4210	104	26	zbadania	zbadania	PROPN
dem-4210	104	27	wzajemnych	wzajemnych	PROPN
dem-4210	104	28	relacji	relacji	PROPN
dem-4210	104	29	pomiędzy	pomiędzy	PROPN
dem-4210	104	30	wybranymi	wybranymi	VERB
dem-4210	104	31	indeksami	indeksami	ADJ
dem-4210	104	32	giełdowymi	giełdowymi	NOUN
dem-4210	104	33	,	,	PUNCT
dem-4210	104	34	relacji	relacji	NOUN
dem-4210	104	35	pomiędzy	pomiędzy	PROPN
dem-4210	104	36	kursami	kursami	PROPN
dem-4210	104	37	walut	walut	PROPN
dem-4210	104	38	,	,	PUNCT
dem-4210	104	39	a	a	DET
dem-4210	104	40	następnie	następnie	NOUN
dem-4210	104	41	określono	określono	PROPN
dem-4210	104	42	kierunek	kierunek	PROPN
dem-4210	104	43	przepływu	przepływu	PROPN
dem-4210	104	44	informacji	informacji	NOUN
dem-4210	104	45	pomiędzy	pomiędzy	VERB
dem-4210	104	46	rynkami	rynkami	PROPN
dem-4210	104	47	kapitałowym	kapitałowym	PROPN
dem-4210	105	1	i	i	PRON
dem-4210	105	2	walutowym	walutowym	PROPN
dem-4210	105	3	.	.	PUNCT
dem-4210	106	1	do	do	VERB
dem-4210	106	2	oszacowania	oszacowania	PROPN
dem-4210	106	3	współzależności	współzależności	PROPN
dem-4210	106	4	instrumentów	instrumentów	PROPN
dem-4210	106	5	inwestycyjnych	inwestycyjnych	PROPN
dem-4210	106	6	posłużył	posłużył	ADJ
dem-4210	106	7	wielowymiarowy	wielowymiarowy	PROPN
dem-4210	106	8	model	model	NOUN
dem-4210	106	9	klasy	klasy	PROPN
dem-4210	106	10	garch	garch	NOUN
dem-4210	106	11	.	.	PUNCT
dem-4210	107	1	praca	praca	PROPN
dem-4210	107	2	jest	jest	PROPN
dem-4210	107	3	kontynuacją	kontynuacją	PROPN
dem-4210	107	4	poprzednich	poprzednich	PROPN
dem-4210	107	5	badań	badań	PROPN
dem-4210	107	6	autora	autora	PROPN
dem-4210	107	7	związanych	związanych	PROPN
dem-4210	107	8	z	z	PROPN
dem-4210	107	9	taksonometryczną	taksonometryczną	PROPN
dem-4210	107	10	klasyfikacją	klasyfikacją	NOUN
dem-4210	107	11	giełd	giełd	PROPN
dem-4210	107	12	na	na	AUX
dem-4210	107	13	świecie	świecie	ADJ
dem-4210	107	14	.	.	PUNCT
dem-4210	108	1	s	s	PART
dem-4210	108	2	ł	ł	PROPN
dem-4210	108	3	o	o	X
dem-4210	108	4	w	w	NOUN
dem-4210	108	5	a	a	DET
dem-4210	108	6	k	k	X
dem-4210	108	7	l	l	NOUN
dem-4210	108	8	u	u	NOUN
dem-4210	109	1	c	c	NOUN
dem-4210	109	2	z	z	NOUN
dem-4210	109	3	o	o	X
dem-4210	109	4	w	w	PROPN
dem-4210	110	1	e	e	NOUN
dem-4210	110	2	:	:	PUNCT
dem-4210	110	3	wielowymiarowy	wielowymiarowy	ADJ
dem-4210	110	4	model	model	NOUN
dem-4210	110	5	garch	garch	NOUN
dem-4210	110	6	,	,	PUNCT
dem-4210	110	7	analiza	analiza	PROPN
dem-4210	110	8	współzależności	współzależności	PROPN
dem-4210	110	9	,	,	PUNCT
dem-4210	110	10	giełdy	giełdy	PROPN
dem-4210	110	11	papierów	papierów	PROPN
dem-4210	110	12	wartościowych	wartościowych	PROPN
dem-4210	110	13	,	,	PUNCT
dem-4210	110	14	waluty	waluty	NOUN
dem-4210	110	15	.	.	PUNCT
