id	sid	tid	token	lemma	pos
easat-6554	1	1	edelweiss	edelweiss	PROPN
easat-6554	1	2	applied	apply	VERB
easat-6554	1	3	science	science	NOUN
easat-6554	1	4	and	and	CCONJ
easat-6554	1	5	technology	technology	NOUN
easat-6554	1	6	issn	issn	PROPN
easat-6554	1	7	:	:	PUNCT
easat-6554	1	8	2576	2576	NUM
easat-6554	1	9	-	-	SYM
easat-6554	1	10	8484	8484	NUM
easat-6554	1	11	vol	vol	NOUN
easat-6554	1	12	.	.	PROPN
easat-6554	2	1	9	9	NUM
easat-6554	2	2	,	,	PUNCT
easat-6554	2	3	no	no	INTJ
easat-6554	2	4	.	.	NOUN
easat-6554	2	5	4	4	NUM
easat-6554	2	6	,	,	PUNCT
easat-6554	2	7	2395	2395	NUM
easat-6554	2	8	-	-	SYM
easat-6554	2	9	2404	2404	NUM
easat-6554	2	10	2025	2025	NUM
easat-6554	2	11	publisher	publisher	NOUN
easat-6554	2	12	:	:	PUNCT
easat-6554	2	13	learning	learn	VERB
easat-6554	2	14	gate	gate	NOUN
easat-6554	2	15	doi	doi	PROPN
easat-6554	2	16	:	:	PUNCT
easat-6554	3	1	10.55214/25768484.v9i4.6554	10.55214/25768484.v9i4.6554	NUM
easat-6554	3	2	©	©	ADP
easat-6554	3	3	2025	2025	NUM
easat-6554	3	4	by	by	ADP
easat-6554	3	5	the	the	DET
easat-6554	3	6	authors	author	NOUN
easat-6554	3	7	;	;	PUNCT
easat-6554	3	8	licensee	licensee	PROPN
easat-6554	3	9	learning	learning	NOUN
easat-6554	3	10	gate	gate	NOUN
easat-6554	3	11	©	©	PROPN
easat-6554	3	12	2025	2025	NUM
easat-6554	3	13	by	by	ADP
easat-6554	3	14	the	the	DET
easat-6554	3	15	authors	author	NOUN
easat-6554	3	16	;	;	PUNCT
easat-6554	3	17	licensee	licensee	PROPN
easat-6554	3	18	learning	learning	NOUN
easat-6554	3	19	gate	gate	NOUN
easat-6554	3	20	history	history	NOUN
easat-6554	3	21	:	:	PUNCT
easat-6554	3	22	received	receive	VERB
easat-6554	3	23	:	:	PUNCT
easat-6554	3	24	6	6	NUM
easat-6554	3	25	february	february	NOUN
easat-6554	3	26	2025	2025	NUM
easat-6554	3	27	;	;	PUNCT
easat-6554	3	28	revised	revise	VERB
easat-6554	3	29	:	:	PUNCT
easat-6554	3	30	14	14	NUM
easat-6554	3	31	march	march	NOUN
easat-6554	3	32	2025	2025	NUM
easat-6554	3	33	;	;	PUNCT
easat-6554	3	34	accepted	accept	VERB
easat-6554	3	35	:	:	PUNCT
easat-6554	3	36	18	18	NUM
easat-6554	3	37	march	march	NOUN
easat-6554	3	38	2025	2025	NUM
easat-6554	3	39	;	;	PUNCT
easat-6554	3	40	published	publish	VERB
easat-6554	3	41	:	:	PUNCT
easat-6554	3	42	24	24	NUM
easat-6554	3	43	april	april	PROPN
easat-6554	3	44	2025	2025	NUM
easat-6554	3	45	*	*	PUNCT
easat-6554	3	46	correspondence	correspondence	NOUN
easat-6554	3	47	:	:	PUNCT
easat-6554	3	48	dwifitrizalslm@telkomuniversity.ac.id	dwifitrizalslm@telkomuniversity.ac.id	PROPN
easat-6554	3	49	risk	risk	NOUN
easat-6554	3	50	measurement	measurement	NOUN
easat-6554	3	51	model	model	NOUN
easat-6554	3	52	on	on	ADP
easat-6554	3	53	top	top	ADJ
easat-6554	3	54	10	10	NUM
easat-6554	3	55	cryptocurrency	cryptocurrency	NOUN
easat-6554	3	56	market	market	NOUN
easat-6554	3	57	capitalization	capitalization	NOUN
easat-6554	3	58	umar	umar	PROPN
easat-6554	3	59	al	al	PROPN
easat-6554	3	60	faruq1	faruq1	PROPN
easat-6554	3	61	,	,	PUNCT
easat-6554	3	62	dwi	dwi	PROPN
easat-6554	3	63	fitrizal	fitrizal	PROPN
easat-6554	3	64	salim2	salim2	PROPN
easat-6554	4	1	*	*	PROPN
easat-6554	4	2	,	,	PUNCT
easat-6554	4	3	farida	farida	NOUN
easat-6554	4	4	titik	titik	NOUN
easat-6554	4	5	kristanti3	kristanti3	NOUN
easat-6554	4	6	1,2,3school	1,2,3school	NUM
easat-6554	4	7	of	of	ADP
easat-6554	4	8	economics	economic	NOUN
easat-6554	4	9	and	and	CCONJ
easat-6554	4	10	business	business	NOUN
easat-6554	4	11	,	,	PUNCT
easat-6554	4	12	telkom	telkom	PROPN
easat-6554	4	13	university	university	PROPN
easat-6554	4	14	,	,	PUNCT
easat-6554	4	15	bandung	bandung	PROPN
easat-6554	4	16	-	-	PUNCT
easat-6554	4	17	indonesia	indonesia	PROPN
easat-6554	4	18	;	;	PUNCT
easat-6554	4	19	dwifitrizalslm@telkomuniversity.ac.id	dwifitrizalslm@telkomuniversity.ac.id	PROPN
easat-6554	4	20	(	(	PUNCT
easat-6554	4	21	d.f.s	d.f.s	ADJ
easat-6554	4	22	.	.	PUNCT
easat-6554	4	23	)	)	PUNCT
easat-6554	4	24	.	.	PUNCT
easat-6554	5	1	abstract	abstract	ADV
easat-6554	5	2	:	:	PUNCT
easat-6554	5	3	this	this	DET
easat-6554	5	4	study	study	NOUN
easat-6554	5	5	conducted	conduct	VERB
easat-6554	5	6	a	a	DET
easat-6554	5	7	large	large	ADJ
easat-6554	5	8	-	-	PUNCT
easat-6554	5	9	scale	scale	NOUN
easat-6554	5	10	analysis	analysis	NOUN
easat-6554	5	11	to	to	PART
easat-6554	5	12	evaluate	evaluate	VERB
easat-6554	5	13	the	the	DET
easat-6554	5	14	performance	performance	NOUN
easat-6554	5	15	of	of	ADP
easat-6554	5	16	traditional	traditional	ADJ
easat-6554	5	17	and	and	CCONJ
easat-6554	5	18	markov	markov	NOUN
easat-6554	5	19	-	-	PUNCT
easat-6554	5	20	switching	switch	VERB
easat-6554	5	21	garch	garch	NOUN
easat-6554	5	22	(	(	PUNCT
easat-6554	5	23	ms	ms	ADJ
easat-6554	5	24	-	-	PUNCT
easat-6554	5	25	garch	garch	NOUN
easat-6554	5	26	)	)	PUNCT
easat-6554	5	27	models	model	NOUN
easat-6554	5	28	to	to	PART
easat-6554	5	29	estimate	estimate	VERB
easat-6554	5	30	the	the	DET
easat-6554	5	31	volatility	volatility	NOUN
easat-6554	5	32	of	of	ADP
easat-6554	5	33	the	the	DET
easat-6554	5	34	top	top	ADJ
easat-6554	5	35	10	10	NUM
easat-6554	5	36	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	5	37	by	by	ADP
easat-6554	5	38	market	market	NOUN
easat-6554	5	39	capitalization	capitalization	NOUN
easat-6554	5	40	.	.	PUNCT
easat-6554	6	1	the	the	DET
easat-6554	6	2	study	study	NOUN
easat-6554	6	3	compared	compare	VERB
easat-6554	6	4	the	the	DET
easat-6554	6	5	performance	performance	NOUN
easat-6554	6	6	of	of	ADP
easat-6554	6	7	the	the	DET
easat-6554	6	8	models	model	NOUN
easat-6554	6	9	using	use	VERB
easat-6554	6	10	goodness	goodness	NOUN
easat-6554	6	11	-	-	PUNCT
easat-6554	6	12	of	of	ADP
easat-6554	6	13	-	-	PUNCT
easat-6554	6	14	fit	fit	ADJ
easat-6554	6	15	measures	measure	NOUN
easat-6554	6	16	,	,	PUNCT
easat-6554	6	17	specifically	specifically	ADV
easat-6554	6	18	the	the	DET
easat-6554	6	19	deviance	deviance	NOUN
easat-6554	6	20	information	information	NOUN
easat-6554	6	21	criterion	criterion	NOUN
easat-6554	6	22	(	(	PUNCT
easat-6554	6	23	dic	dic	ADJ
easat-6554	6	24	)	)	PUNCT
easat-6554	6	25	and	and	CCONJ
easat-6554	6	26	the	the	DET
easat-6554	6	27	bayesian	bayesian	ADJ
easat-6554	6	28	predictive	predictive	ADJ
easat-6554	6	29	information	information	NOUN
easat-6554	6	30	criterion	criterion	NOUN
easat-6554	6	31	(	(	PUNCT
easat-6554	6	32	bpc	bpc	PROPN
easat-6554	6	33	)	)	PUNCT
easat-6554	6	34	.	.	PUNCT
easat-6554	7	1	secondly	secondly	ADV
easat-6554	7	2	,	,	PUNCT
easat-6554	7	3	we	we	PRON
easat-6554	7	4	assess	assess	VERB
easat-6554	7	5	the	the	DET
easat-6554	7	6	forecasting	forecasting	NOUN
easat-6554	7	7	accuracy	accuracy	NOUN
easat-6554	7	8	for	for	ADP
easat-6554	7	9	one	one	NUM
easat-6554	7	10	-	-	PUNCT
easat-6554	7	11	day	day	NOUN
easat-6554	7	12	-	-	PUNCT
easat-6554	7	13	ahead	ahead	NOUN
easat-6554	7	14	conditional	conditional	ADJ
easat-6554	7	15	volatility	volatility	NOUN
easat-6554	7	16	and	and	CCONJ
easat-6554	7	17	value	value	NOUN
easat-6554	7	18	-	-	PUNCT
easat-6554	7	19	at	at	ADP
easat-6554	7	20	-	-	PUNCT
easat-6554	7	21	risk	risk	NOUN
easat-6554	7	22	(	(	PUNCT
easat-6554	7	23	var	var	NOUN
easat-6554	7	24	)	)	PUNCT
easat-6554	7	25	.	.	PUNCT
easat-6554	8	1	the	the	DET
easat-6554	8	2	results	result	NOUN
easat-6554	8	3	obtained	obtain	VERB
easat-6554	8	4	show	show	VERB
easat-6554	8	5	that	that	SCONJ
easat-6554	8	6	,	,	PUNCT
easat-6554	8	7	in	in	ADP
easat-6554	8	8	a	a	DET
easat-6554	8	9	manner	manner	NOUN
easat-6554	8	10	consistent	consistent	ADJ
easat-6554	8	11	with	with	ADP
easat-6554	8	12	the	the	DET
easat-6554	8	13	findings	finding	NOUN
easat-6554	8	14	for	for	ADP
easat-6554	8	15	the	the	DET
easat-6554	8	16	broader	broad	ADJ
easat-6554	8	17	cryptocurrency	cryptocurrency	NOUN
easat-6554	8	18	market	market	NOUN
easat-6554	8	19	,	,	PUNCT
easat-6554	8	20	the	the	DET
easat-6554	8	21	time	time	NOUN
easat-6554	8	22	-	-	PUNCT
easat-6554	8	23	varying	vary	VERB
easat-6554	8	24	regime	regime	NOUN
easat-6554	8	25	-	-	PUNCT
easat-6554	8	26	switching	switch	VERB
easat-6554	8	27	model	model	NOUN
easat-6554	8	28	exhibits	exhibit	VERB
easat-6554	8	29	superior	superior	ADJ
easat-6554	8	30	performance	performance	NOUN
easat-6554	8	31	in	in	ADP
easat-6554	8	32	capturing	capture	VERB
easat-6554	8	33	the	the	DET
easat-6554	8	34	complex	complex	ADJ
easat-6554	8	35	volatility	volatility	NOUN
easat-6554	8	36	patterns	pattern	NOUN
easat-6554	8	37	observed	observe	VERB
easat-6554	8	38	in	in	ADP
easat-6554	8	39	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	8	40	when	when	SCONJ
easat-6554	8	41	compared	compare	VERB
easat-6554	8	42	to	to	ADP
easat-6554	8	43	the	the	DET
easat-6554	8	44	traditional	traditional	ADJ
easat-6554	8	45	garch	garch	NOUN
easat-6554	8	46	model	model	NOUN
easat-6554	8	47	.	.	PUNCT
easat-6554	9	1	keywords	keyword	NOUN
easat-6554	9	2	:	:	PUNCT
easat-6554	9	3	cryptocurrency	cryptocurrency	NOUN
easat-6554	9	4	,	,	PUNCT
easat-6554	9	5	e	e	NOUN
easat-6554	9	6	-	-	NOUN
easat-6554	9	7	garch	garch	ADJ
easat-6554	9	8	,	,	PUNCT
easat-6554	9	9	garch	garch	NOUN
easat-6554	9	10	,	,	PUNCT
easat-6554	9	11	t	t	NOUN
easat-6554	9	12	-	-	PUNCT
easat-6554	9	13	garch	garch	NOUN
easat-6554	9	14	,	,	PUNCT
easat-6554	9	15	msgarch	msgarch	NOUN
easat-6554	9	16	,	,	PUNCT
easat-6554	9	17	volatility	volatility	NOUN
easat-6554	9	18	.	.	PUNCT
easat-6554	10	1	1	1	X
easat-6554	10	2	.	.	X
easat-6554	10	3	introduction	introduction	NOUN
easat-6554	10	4	blockchain	blockchain	PROPN
easat-6554	10	5	technology	technology	PROPN
easat-6554	10	6	that	that	PRON
easat-6554	10	7	has	have	AUX
easat-6554	10	8	developed	develop	VERB
easat-6554	10	9	alongside	alongside	ADP
easat-6554	10	10	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	10	11	,	,	PUNCT
easat-6554	10	12	played	play	VERB
easat-6554	10	13	a	a	DET
easat-6554	10	14	crucial	crucial	ADJ
easat-6554	10	15	role	role	NOUN
easat-6554	10	16	in	in	ADP
easat-6554	10	17	facilitating	facilitate	VERB
easat-6554	10	18	technological	technological	ADJ
easat-6554	10	19	solutions	solution	NOUN
easat-6554	10	20	across	across	ADP
easat-6554	10	21	various	various	ADJ
easat-6554	10	22	fields	field	NOUN
easat-6554	10	23	[	[	X
easat-6554	10	24	1	1	NUM
easat-6554	10	25	]	]	PUNCT
easat-6554	10	26	.	.	PUNCT
easat-6554	11	1	the	the	DET
easat-6554	11	2	origin	origin	NOUN
easat-6554	11	3	of	of	ADP
easat-6554	11	4	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	11	5	traces	trace	VERB
easat-6554	11	6	back	back	ADV
easat-6554	11	7	to	to	ADP
easat-6554	11	8	2009	2009	NUM
easat-6554	11	9	when	when	SCONJ
easat-6554	11	10	bitcoin	bitcoin	PROPN
easat-6554	11	11	was	be	AUX
easat-6554	11	12	created	create	VERB
easat-6554	11	13	by	by	ADP
easat-6554	11	14	an	an	DET
easat-6554	11	15	individual	individual	NOUN
easat-6554	11	16	known	know	VERB
easat-6554	11	17	as	as	ADP
easat-6554	11	18	tripathi	tripathi	PROPN
easat-6554	11	19	,	,	PUNCT
easat-6554	11	20	et	et	PROPN
easat-6554	11	21	al	al	PROPN
easat-6554	11	22	.	.	PUNCT
easat-6554	12	1	[	[	X
easat-6554	12	2	2	2	NUM
easat-6554	12	3	]	]	PUNCT
easat-6554	12	4	.	.	PUNCT
easat-6554	13	1	bitcoin	bitcoin	PROPN
easat-6554	13	2	was	be	AUX
easat-6554	13	3	the	the	DET
easat-6554	13	4	pioneer	pioneer	NOUN
easat-6554	13	5	cryptocurrency	cryptocurrency	NOUN
easat-6554	13	6	to	to	PART
easat-6554	13	7	function	function	VERB
easat-6554	13	8	on	on	ADP
easat-6554	13	9	blockchain	blockchain	PROPN
easat-6554	13	10	,	,	PUNCT
easat-6554	13	11	which	which	PRON
easat-6554	13	12	now	now	ADV
easat-6554	13	13	underpins	underpin	VERB
easat-6554	13	14	all	all	DET
easat-6554	13	15	digital	digital	ADJ
easat-6554	13	16	currencies	currency	NOUN
easat-6554	13	17	.	.	PUNCT
easat-6554	14	1	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	14	2	provide	provide	VERB
easat-6554	14	3	a	a	DET
easat-6554	14	4	decentralized	decentralized	ADJ
easat-6554	14	5	substitute	substitute	NOUN
easat-6554	14	6	to	to	ADP
easat-6554	14	7	the	the	DET
easat-6554	14	8	conventional	conventional	ADJ
easat-6554	14	9	financial	financial	ADJ
easat-6554	14	10	system	system	NOUN
easat-6554	14	11	,	,	PUNCT
easat-6554	14	12	facilitating	facilitate	VERB
easat-6554	14	13	peer	peer	NOUN
easat-6554	14	14	-	-	PUNCT
easat-6554	14	15	to	to	ADP
easat-6554	14	16	-	-	PUNCT
easat-6554	14	17	peer	peer	NOUN
easat-6554	14	18	transactions	transaction	NOUN
easat-6554	14	19	with	with	ADP
easat-6554	14	20	low	low	ADJ
easat-6554	14	21	fees	fee	NOUN
easat-6554	14	22	and	and	CCONJ
easat-6554	14	23	enhanced	enhance	VERB
easat-6554	14	24	security	security	NOUN
easat-6554	14	25	[	[	X
easat-6554	14	26	3	3	NUM
easat-6554	14	27	]	]	PUNCT
easat-6554	14	28	.	.	PUNCT
easat-6554	15	1	the	the	DET
easat-6554	15	2	expansion	expansion	NOUN
easat-6554	15	3	of	of	ADP
easat-6554	15	4	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	15	5	has	have	AUX
easat-6554	15	6	resulted	result	VERB
easat-6554	15	7	in	in	ADP
easat-6554	15	8	significant	significant	ADJ
easat-6554	15	9	market	market	NOUN
easat-6554	15	10	growth	growth	NOUN
easat-6554	15	11	with	with	ADP
easat-6554	15	12	the	the	DET
easat-6554	15	13	total	total	ADJ
easat-6554	15	14	market	market	NOUN
easat-6554	15	15	capitalization	capitalization	NOUN
easat-6554	15	16	is	be	AUX
easat-6554	15	17	approximately	approximately	ADV
easat-6554	15	18	at	at	ADP
easat-6554	15	19	$	$	SYM
easat-6554	15	20	858	858	NUM
easat-6554	15	21	billion	billion	NUM
easat-6554	15	22	usd	usd	NOUN
easat-6554	15	23	in	in	ADP
easat-6554	15	24	present	present	ADJ
easat-6554	15	25	time[4	time[4	NOUN
easat-6554	15	26	,	,	PUNCT
easat-6554	15	27	5	5	NUM
easat-6554	15	28	]	]	PUNCT
easat-6554	15	29	.	.	PUNCT
easat-6554	16	1	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	16	2	display	display	VERB
easat-6554	16	3	varying	vary	VERB
easat-6554	16	4	degrees	degree	NOUN
easat-6554	16	5	of	of	ADP
easat-6554	16	6	volatility	volatility	NOUN
easat-6554	16	7	compared	compare	VERB
easat-6554	16	8	to	to	ADP
easat-6554	16	9	traditional	traditional	ADJ
easat-6554	16	10	fiat	fiat	ADJ
easat-6554	16	11	currencies	currency	NOUN
easat-6554	16	12	.	.	PUNCT
easat-6554	17	1	research	research	NOUN
easat-6554	17	2	by	by	ADP
easat-6554	17	3	miglietti	miglietti	PROPN
easat-6554	17	4	,	,	PUNCT
easat-6554	17	5	et	et	PROPN
easat-6554	17	6	al	al	PROPN
easat-6554	17	7	.	.	PUNCT
easat-6554	18	1	[	[	X
easat-6554	18	2	6	6	NUM
easat-6554	18	3	]	]	PUNCT
easat-6554	18	4	indicates	indicate	VERB
easat-6554	18	5	that	that	SCONJ
easat-6554	18	6	litecoin	litecoin	NOUN
easat-6554	18	7	has	have	VERB
easat-6554	18	8	higher	high	ADJ
easat-6554	18	9	volatility	volatility	NOUN
easat-6554	18	10	compared	compare	VERB
easat-6554	18	11	to	to	ADP
easat-6554	18	12	both	both	CCONJ
easat-6554	18	13	euro	euro	NOUN
easat-6554	18	14	and	and	CCONJ
easat-6554	18	15	bitcoin	bitcoin	NOUN
easat-6554	18	16	.	.	PUNCT
easat-6554	19	1	striking	strike	VERB
easat-6554	19	2	price	price	NOUN
easat-6554	19	3	variations	variation	NOUN
easat-6554	19	4	within	within	ADP
easat-6554	19	5	the	the	DET
easat-6554	19	6	cryptocurrency	cryptocurrency	NOUN
easat-6554	19	7	market	market	NOUN
easat-6554	19	8	are	be	AUX
easat-6554	19	9	instigated	instigate	VERB
easat-6554	19	10	by	by	ADP
easat-6554	19	11	factors	factor	NOUN
easat-6554	19	12	such	such	ADJ
easat-6554	19	13	as	as	ADP
easat-6554	19	14	market	market	NOUN
easat-6554	19	15	speculation	speculation	NOUN
easat-6554	19	16	,	,	PUNCT
easat-6554	19	17	regulations	regulation	NOUN
easat-6554	19	18	,	,	PUNCT
easat-6554	19	19	technology	technology	NOUN
easat-6554	19	20	,	,	PUNCT
easat-6554	19	21	and	and	CCONJ
easat-6554	19	22	investor	investor	NOUN
easat-6554	19	23	sentiment	sentiment	NOUN
easat-6554	19	24	.	.	PUNCT
easat-6554	20	1	furthermore	furthermore	ADV
easat-6554	20	2	,	,	PUNCT
easat-6554	20	3	zhang	zhang	PROPN
easat-6554	20	4	,	,	PUNCT
easat-6554	20	5	et	et	PROPN
easat-6554	20	6	al	al	PROPN
easat-6554	20	7	.	.	PUNCT
easat-6554	21	1	[	[	X
easat-6554	21	2	7	7	X
easat-6554	21	3	]	]	PUNCT
easat-6554	21	4	demonstrates	demonstrate	VERB
easat-6554	21	5	that	that	SCONJ
easat-6554	21	6	regulatory	regulatory	ADJ
easat-6554	21	7	announcements	announcement	NOUN
easat-6554	21	8	,	,	PUNCT
easat-6554	21	9	particularly	particularly	ADV
easat-6554	21	10	in	in	ADP
easat-6554	21	11	china	china	PROPN
easat-6554	21	12	,	,	PUNCT
easat-6554	21	13	significantly	significantly	ADV
easat-6554	21	14	heighten	heighten	VERB
easat-6554	21	15	price	price	NOUN
easat-6554	21	16	volatility	volatility	NOUN
easat-6554	21	17	,	,	PUNCT
easat-6554	21	18	liquidity	liquidity	NOUN
easat-6554	21	19	,	,	PUNCT
easat-6554	21	20	and	and	CCONJ
easat-6554	21	21	returns	return	NOUN
easat-6554	21	22	,	,	PUNCT
easat-6554	21	23	with	with	ADP
easat-6554	21	24	a	a	DET
easat-6554	21	25	more	more	ADV
easat-6554	21	26	pronounced	pronounced	ADJ
easat-6554	21	27	effect	effect	NOUN
easat-6554	21	28	observed	observe	VERB
easat-6554	21	29	during	during	ADP
easat-6554	21	30	the	the	DET
easat-6554	21	31	covid-19	covid-19	PROPN
easat-6554	21	32	pandemic	pandemic	NOUN
easat-6554	21	33	.	.	PUNCT
easat-6554	22	1	in	in	ADP
easat-6554	22	2	recent	recent	ADJ
easat-6554	22	3	years	year	NOUN
easat-6554	22	4	,	,	PUNCT
easat-6554	22	5	the	the	DET
easat-6554	22	6	cryptocurrency	cryptocurrency	NOUN
easat-6554	22	7	market	market	NOUN
easat-6554	22	8	has	have	AUX
easat-6554	22	9	encountered	encounter	VERB
easat-6554	22	10	significant	significant	ADJ
easat-6554	22	11	pressure	pressure	NOUN
easat-6554	22	12	due	due	ADP
easat-6554	22	13	to	to	ADP
easat-6554	22	14	global	global	ADJ
easat-6554	22	15	events	event	NOUN
easat-6554	22	16	,	,	PUNCT
easat-6554	22	17	including	include	VERB
easat-6554	22	18	the	the	DET
easat-6554	22	19	covid-19	covid-19	PROPN
easat-6554	22	20	epidemic	epidemic	NOUN
easat-6554	22	21	,	,	PUNCT
easat-6554	22	22	the	the	DET
easat-6554	22	23	russia	russia	PROPN
easat-6554	22	24	-	-	PUNCT
easat-6554	22	25	ukraine	ukraine	PROPN
easat-6554	22	26	conflict	conflict	NOUN
easat-6554	22	27	,	,	PUNCT
easat-6554	22	28	monetary	monetary	ADJ
easat-6554	22	29	policy	policy	NOUN
easat-6554	22	30	changes	change	NOUN
easat-6554	22	31	,	,	PUNCT
easat-6554	22	32	and	and	CCONJ
easat-6554	22	33	the	the	DET
easat-6554	22	34	decline	decline	NOUN
easat-6554	22	35	of	of	ADP
easat-6554	22	36	speculative	speculative	ADJ
easat-6554	22	37	markets	market	NOUN
easat-6554	22	38	.	.	PUNCT
easat-6554	23	1	as	as	ADP
easat-6554	23	2	a	a	DET
easat-6554	23	3	result	result	NOUN
easat-6554	23	4	,	,	PUNCT
easat-6554	23	5	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	23	6	offer	offer	VERB
easat-6554	23	7	great	great	ADJ
easat-6554	23	8	profit	profit	NOUN
easat-6554	23	9	opportunities	opportunity	NOUN
easat-6554	23	10	but	but	CCONJ
easat-6554	23	11	also	also	ADV
easat-6554	23	12	carry	carry	VERB
easat-6554	23	13	significant	significant	ADJ
easat-6554	23	14	risks	risk	NOUN
easat-6554	23	15	,	,	PUNCT
easat-6554	23	16	with	with	ADP
easat-6554	23	17	volatility	volatility	NOUN
easat-6554	23	18	being	be	AUX
easat-6554	23	19	a	a	DET
easat-6554	23	20	major	major	ADJ
easat-6554	23	21	challenge	challenge	NOUN
easat-6554	23	22	in	in	ADP
easat-6554	23	23	risk	risk	NOUN
easat-6554	23	24	measurement	measurement	NOUN
easat-6554	23	25	.	.	PUNCT
easat-6554	24	1	therefore	therefore	ADV
easat-6554	24	2	,	,	PUNCT
easat-6554	24	3	robust	robust	ADJ
easat-6554	24	4	analytical	analytical	ADJ
easat-6554	24	5	models	model	NOUN
easat-6554	24	6	are	be	AUX
easat-6554	24	7	required	require	VERB
easat-6554	24	8	to	to	PART
easat-6554	24	9	effectively	effectively	ADV
easat-6554	24	10	capture	capture	VERB
easat-6554	24	11	the	the	DET
easat-6554	24	12	nature	nature	NOUN
easat-6554	24	13	of	of	ADP
easat-6554	24	14	volatility	volatility	NOUN
easat-6554	24	15	[	[	X
easat-6554	24	16	8	8	NUM
easat-6554	24	17	]	]	PUNCT
easat-6554	24	18	.	.	PUNCT
easat-6554	25	1	this	this	DET
easat-6554	25	2	research	research	NOUN
easat-6554	25	3	aims	aim	VERB
easat-6554	25	4	to	to	PART
easat-6554	25	5	analyze	analyze	VERB
easat-6554	25	6	and	and	CCONJ
easat-6554	25	7	forecast	forecast	VERB
easat-6554	25	8	cryptocurrency	cryptocurrency	NOUN
easat-6554	25	9	volatility	volatility	NOUN
easat-6554	25	10	by	by	ADP
easat-6554	25	11	examining	examine	VERB
easat-6554	25	12	the	the	DET
easat-6554	25	13	top	top	ADJ
easat-6554	25	14	10	10	NUM
easat-6554	25	15	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	25	16	by	by	ADP
easat-6554	25	17	market	market	NOUN
easat-6554	25	18	capitalization	capitalization	NOUN
easat-6554	25	19	over	over	ADP
easat-6554	25	20	the	the	DET
easat-6554	25	21	past	past	ADJ
easat-6554	25	22	decade	decade	NOUN
easat-6554	25	23	using	use	VERB
easat-6554	25	24	data	datum	NOUN
easat-6554	25	25	obtained	obtain	VERB
easat-6554	25	26	from	from	ADP
easat-6554	25	27	coinmarketcap	coinmarketcap	NOUN
easat-6554	25	28	.	.	PUNCT
easat-6554	26	1	the	the	DET
easat-6554	26	2	selected	select	VERB
easat-6554	26	3	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	26	4	include	include	VERB
easat-6554	26	5	bitcoin	bitcoin	NOUN
easat-6554	26	6	,	,	PUNCT
easat-6554	26	7	ethereum	ethereum	NOUN
easat-6554	26	8	,	,	PUNCT
easat-6554	26	9	tether	tether	NOUN
easat-6554	26	10	,	,	PUNCT
easat-6554	26	11	binance	binance	NOUN
easat-6554	26	12	coin	coin	NOUN
easat-6554	26	13	,	,	PUNCT
easat-6554	26	14	solana	solana	PROPN
easat-6554	26	15	,	,	PUNCT
easat-6554	26	16	xrp	xrp	PROPN
easat-6554	26	17	,	,	PUNCT
easat-6554	26	18	usd	usd	NOUN
easat-6554	26	19	coin	coin	NOUN
easat-6554	26	20	,	,	PUNCT
easat-6554	26	21	cardano	cardano	NOUN
easat-6554	26	22	,	,	PUNCT
easat-6554	26	23	dogecoin	dogecoin	NOUN
easat-6554	26	24	,	,	PUNCT
easat-6554	26	25	and	and	CCONJ
easat-6554	26	26	avalanche	avalanche	PROPN
easat-6554	26	27	.	.	PUNCT
easat-6554	27	1	https://orcid.org/0000-0002-5026-8983	https://orcid.org/0000-0002-5026-8983	PROPN
easat-6554	27	2	https://orcid.org/0000-0003-1672-9907	https://orcid.org/0000-0003-1672-9907	PROPN
easat-6554	27	3	2396	2396	NUM
easat-6554	27	4	edelweiss	edelweiss	PROPN
easat-6554	27	5	applied	apply	VERB
easat-6554	27	6	science	science	NOUN
easat-6554	27	7	and	and	CCONJ
easat-6554	27	8	technology	technology	NOUN
easat-6554	27	9	issn	issn	PROPN
easat-6554	27	10	:	:	PUNCT
easat-6554	27	11	2576	2576	NUM
easat-6554	27	12	-	-	SYM
easat-6554	27	13	8484	8484	NUM
easat-6554	27	14	vol	vol	NOUN
easat-6554	27	15	.	.	PROPN
easat-6554	28	1	9	9	NUM
easat-6554	28	2	,	,	PUNCT
easat-6554	28	3	no	no	INTJ
easat-6554	28	4	.	.	NOUN
easat-6554	28	5	4	4	NUM
easat-6554	28	6	:	:	SYM
easat-6554	28	7	2395	2395	NUM
easat-6554	28	8	-	-	SYM
easat-6554	28	9	2404	2404	NUM
easat-6554	28	10	,	,	PUNCT
easat-6554	28	11	2025	2025	NUM
easat-6554	28	12	doi	doi	NOUN
easat-6554	28	13	:	:	PUNCT
easat-6554	28	14	10.55214/25768484.v9i4.6554	10.55214/25768484.v9i4.6554	NUM
easat-6554	28	15	©	©	ADP
easat-6554	28	16	2025	2025	NUM
easat-6554	28	17	by	by	ADP
easat-6554	28	18	the	the	DET
easat-6554	28	19	authors	author	NOUN
easat-6554	28	20	;	;	PUNCT
easat-6554	28	21	licensee	licensee	PROPN
easat-6554	28	22	learning	learning	NOUN
easat-6554	28	23	gate	gate	VERB
easat-6554	28	24	recent	recent	ADJ
easat-6554	28	25	advancements	advancement	NOUN
easat-6554	28	26	in	in	ADP
easat-6554	28	27	financial	financial	ADJ
easat-6554	28	28	risk	risk	NOUN
easat-6554	28	29	modeling	modeling	NOUN
easat-6554	28	30	and	and	CCONJ
easat-6554	28	31	predictive	predictive	ADJ
easat-6554	28	32	analytics	analytic	NOUN
easat-6554	28	33	,	,	PUNCT
easat-6554	28	34	such	such	ADJ
easat-6554	28	35	as	as	ADP
easat-6554	28	36	machine	machine	NOUN
easat-6554	28	37	learning	learning	NOUN
easat-6554	28	38	approaches	approach	NOUN
easat-6554	28	39	for	for	ADP
easat-6554	28	40	financial	financial	ADJ
easat-6554	28	41	distress	distress	NOUN
easat-6554	28	42	prediction	prediction	NOUN
easat-6554	28	43	foroutan	foroutan	ADJ
easat-6554	28	44	and	and	CCONJ
easat-6554	28	45	lahmiri	lahmiri	VERB
easat-6554	28	46	[	[	X
easat-6554	28	47	9	9	NUM
easat-6554	28	48	]	]	PUNCT
easat-6554	28	49	and	and	CCONJ
easat-6554	28	50	deep	deep	ADJ
easat-6554	28	51	learning	learning	NOUN
easat-6554	28	52	models	model	NOUN
easat-6554	28	53	for	for	ADP
easat-6554	28	54	bitcoin	bitcoin	ADJ
easat-6554	28	55	price	price	NOUN
easat-6554	28	56	forecasting	forecasting	NOUN
easat-6554	28	57	kristanti	kristanti	PROPN
easat-6554	28	58	,	,	PUNCT
easat-6554	28	59	et	et	PROPN
easat-6554	28	60	al	al	PROPN
easat-6554	28	61	.	.	PUNCT
easat-6554	29	1	[	[	X
easat-6554	29	2	10	10	NUM
easat-6554	29	3	]	]	PUNCT
easat-6554	29	4	and	and	CCONJ
easat-6554	29	5	by	by	ADP
easat-6554	29	6	assessing	assess	VERB
easat-6554	29	7	the	the	DET
easat-6554	29	8	volatility	volatility	NOUN
easat-6554	29	9	of	of	ADP
easat-6554	29	10	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	29	11	through	through	ADP
easat-6554	29	12	value	value	NOUN
easat-6554	29	13	at	at	ADP
easat-6554	29	14	risk	risk	NOUN
easat-6554	29	15	,	,	PUNCT
easat-6554	29	16	as	as	SCONJ
easat-6554	29	17	noted	note	VERB
easat-6554	29	18	by	by	ADP
easat-6554	29	19	jonathan	jonathan	PROPN
easat-6554	29	20	,	,	PUNCT
easat-6554	29	21	et	et	PROPN
easat-6554	29	22	al	al	PROPN
easat-6554	29	23	.	.	PUNCT
easat-6554	30	1	[	[	X
easat-6554	30	2	11	11	NUM
easat-6554	30	3	]	]	PUNCT
easat-6554	30	4	the	the	DET
easat-6554	30	5	most	most	ADV
easat-6554	30	6	efficient	efficient	ADJ
easat-6554	30	7	approach	approach	NOUN
easat-6554	30	8	for	for	ADP
easat-6554	30	9	estimating	estimate	VERB
easat-6554	30	10	var	var	NOUN
easat-6554	30	11	in	in	ADP
easat-6554	30	12	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	30	13	is	be	AUX
easat-6554	30	14	emphasized	emphasize	VERB
easat-6554	30	15	,	,	PUNCT
easat-6554	30	16	showcasing	showcase	VERB
easat-6554	30	17	its	its	PRON
easat-6554	30	18	importance	importance	NOUN
easat-6554	30	19	in	in	ADP
easat-6554	30	20	enhancing	enhance	VERB
easat-6554	30	21	financial	financial	ADJ
easat-6554	30	22	literacy	literacy	NOUN
easat-6554	30	23	and	and	CCONJ
easat-6554	30	24	crafting	craft	VERB
easat-6554	30	25	strong	strong	ADJ
easat-6554	30	26	trading	trading	NOUN
easat-6554	30	27	strategies	strategy	NOUN
easat-6554	30	28	.	.	PUNCT
easat-6554	31	1	the	the	DET
easat-6554	31	2	author	author	NOUN
easat-6554	31	3	will	will	AUX
easat-6554	31	4	utilize	utilize	VERB
easat-6554	31	5	garch	garch	NOUN
easat-6554	31	6	and	and	CCONJ
easat-6554	31	7	its	its	PRON
easat-6554	31	8	derivatives	derivative	NOUN
easat-6554	31	9	,	,	PUNCT
easat-6554	31	10	including	include	VERB
easat-6554	31	11	sgarch	sgarch	NOUN
easat-6554	31	12	,	,	PUNCT
easat-6554	31	13	egarch	egarch	NOUN
easat-6554	31	14	,	,	PUNCT
easat-6554	31	15	tgarch	tgarch	NOUN
easat-6554	31	16	,	,	PUNCT
easat-6554	31	17	and	and	CCONJ
easat-6554	31	18	msgarch	msgarch	NOUN
easat-6554	31	19	,	,	PUNCT
easat-6554	31	20	for	for	ADP
easat-6554	31	21	measurement	measurement	NOUN
easat-6554	31	22	.	.	PUNCT
easat-6554	32	1	2	2	X
easat-6554	32	2	.	.	X
easat-6554	32	3	literature	literature	NOUN
easat-6554	32	4	review	review	VERB
easat-6554	32	5	2.1	2.1	NUM
easat-6554	32	6	.	.	PUNCT
easat-6554	33	1	garch	garch	NOUN
easat-6554	33	2	model	model	NOUN
easat-6554	33	3	and	and	CCONJ
easat-6554	33	4	its	its	PRON
easat-6554	33	5	variants	variant	NOUN
easat-6554	33	6	in	in	ADP
easat-6554	33	7	cryptocurrency	cryptocurrency	NOUN
easat-6554	33	8	volatility	volatility	NOUN
easat-6554	33	9	the	the	DET
easat-6554	33	10	classic	classic	ADJ
easat-6554	33	11	garch	garch	NOUN
easat-6554	33	12	model	model	NOUN
easat-6554	33	13	has	have	VERB
easat-6554	33	14	limitations	limitation	NOUN
easat-6554	33	15	in	in	ADP
easat-6554	33	16	capturing	capture	VERB
easat-6554	33	17	complex	complex	ADJ
easat-6554	33	18	volatility	volatility	NOUN
easat-6554	33	19	patterns	pattern	NOUN
easat-6554	33	20	,	,	PUNCT
easat-6554	33	21	so	so	ADV
easat-6554	33	22	its	its	PRON
easat-6554	33	23	extended	extended	ADJ
easat-6554	33	24	versions	version	NOUN
easat-6554	33	25	such	such	ADJ
easat-6554	33	26	as	as	ADP
easat-6554	33	27	egarch	egarch	NOUN
easat-6554	33	28	,	,	PUNCT
easat-6554	33	29	tgarch	tgarch	NOUN
easat-6554	33	30	,	,	PUNCT
easat-6554	33	31	and	and	CCONJ
easat-6554	33	32	msgarch	msgarch	NOUN
easat-6554	33	33	are	be	AUX
easat-6554	33	34	more	more	ADV
easat-6554	33	35	commonly	commonly	ADV
easat-6554	33	36	used	use	VERB
easat-6554	33	37	.	.	PUNCT
easat-6554	34	1	egarch	egarch	NOUN
easat-6554	34	2	and	and	CCONJ
easat-6554	34	3	cgarch	cgarch	NOUN
easat-6554	34	4	have	have	AUX
easat-6554	34	5	proven	prove	VERB
easat-6554	34	6	to	to	PART
easat-6554	34	7	be	be	AUX
easat-6554	34	8	more	more	ADV
easat-6554	34	9	accurate	accurate	ADJ
easat-6554	34	10	in	in	ADP
easat-6554	34	11	estimating	estimate	VERB
easat-6554	34	12	volatility	volatility	NOUN
easat-6554	34	13	for	for	ADP
easat-6554	34	14	short	short	ADJ
easat-6554	34	15	term	term	NOUN
easat-6554	34	16	.	.	PUNCT
easat-6554	35	1	they	they	PRON
easat-6554	35	2	are	be	AUX
easat-6554	35	3	able	able	ADJ
easat-6554	35	4	to	to	PART
easat-6554	35	5	capture	capture	VERB
easat-6554	35	6	asymmetries	asymmetry	NOUN
easat-6554	35	7	in	in	ADP
easat-6554	35	8	price	price	NOUN
easat-6554	35	9	fluctuations	fluctuation	NOUN
easat-6554	35	10	that	that	PRON
easat-6554	35	11	often	often	ADV
easat-6554	35	12	occur	occur	VERB
easat-6554	35	13	in	in	ADP
easat-6554	35	14	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	35	15	[	[	X
easat-6554	35	16	12	12	NUM
easat-6554	35	17	]	]	PUNCT
easat-6554	35	18	.	.	PUNCT
easat-6554	36	1	egarch	egarch	NOUN
easat-6554	36	2	(	(	PUNCT
easat-6554	36	3	1,1	1,1	NUM
easat-6554	36	4	)	)	PUNCT
easat-6554	36	5	also	also	ADV
easat-6554	36	6	performs	perform	VERB
easat-6554	36	7	well	well	ADV
easat-6554	36	8	in	in	ADP
easat-6554	36	9	predicting	predict	VERB
easat-6554	36	10	volatility	volatility	NOUN
easat-6554	36	11	during	during	ADP
easat-6554	36	12	crisis	crisis	NOUN
easat-6554	36	13	periods	period	NOUN
easat-6554	36	14	,	,	PUNCT
easat-6554	36	15	supporting	support	VERB
easat-6554	36	16	its	its	PRON
easat-6554	36	17	use	use	NOUN
easat-6554	36	18	for	for	ADP
easat-6554	36	19	emerging	emerge	VERB
easat-6554	36	20	markets	market	NOUN
easat-6554	36	21	that	that	PRON
easat-6554	36	22	are	be	AUX
easat-6554	36	23	prone	prone	ADJ
easat-6554	36	24	to	to	ADP
easat-6554	36	25	economic	economic	ADJ
easat-6554	36	26	instability	instability	NOUN
easat-6554	36	27	[	[	X
easat-6554	36	28	13	13	NUM
easat-6554	36	29	]	]	PUNCT
easat-6554	36	30	.	.	PUNCT
easat-6554	37	1	for	for	ADP
easat-6554	37	2	fiat	fiat	ADJ
easat-6554	37	3	currencies	currency	NOUN
easat-6554	37	4	,	,	PUNCT
easat-6554	37	5	research	research	NOUN
easat-6554	37	6	found	find	VERB
easat-6554	37	7	that	that	SCONJ
easat-6554	37	8	tgarch	tgarch	NOUN
easat-6554	37	9	is	be	AUX
easat-6554	37	10	more	more	ADV
easat-6554	37	11	suitable	suitable	ADJ
easat-6554	37	12	for	for	ADP
easat-6554	37	13	currencies	currency	NOUN
easat-6554	37	14	such	such	ADJ
easat-6554	37	15	as	as	ADP
easat-6554	37	16	yen	yen	NOUN
easat-6554	37	17	and	and	CCONJ
easat-6554	37	18	ringgit	ringgit	NOUN
easat-6554	37	19	,	,	PUNCT
easat-6554	37	20	while	while	SCONJ
easat-6554	37	21	garch	garch	NOUN
easat-6554	37	22	is	be	AUX
easat-6554	37	23	more	more	ADV
easat-6554	37	24	suitable	suitable	ADJ
easat-6554	37	25	for	for	ADP
easat-6554	37	26	yuan	yuan	NOUN
easat-6554	37	27	and	and	CCONJ
easat-6554	37	28	us	we	PRON
easat-6554	37	29	dollar	dollar	NOUN
easat-6554	38	1	[	[	X
easat-6554	38	2	14	14	NUM
easat-6554	38	3	]	]	PUNCT
easat-6554	38	4	.	.	PUNCT
easat-6554	39	1	this	this	PRON
easat-6554	39	2	suggests	suggest	VERB
easat-6554	39	3	that	that	SCONJ
easat-6554	39	4	selecting	select	VERB
easat-6554	39	5	the	the	DET
easat-6554	39	6	garch	garch	NOUN
easat-6554	39	7	model	model	NOUN
easat-6554	39	8	should	should	AUX
easat-6554	39	9	be	be	AUX
easat-6554	39	10	tailored	tailor	VERB
easat-6554	39	11	to	to	ADP
easat-6554	39	12	the	the	DET
easat-6554	39	13	financial	financial	ADJ
easat-6554	39	14	assets	asset	NOUN
easat-6554	39	15	being	be	AUX
easat-6554	39	16	analyzed	analyze	VERB
easat-6554	39	17	.	.	PUNCT
easat-6554	40	1	the	the	DET
easat-6554	40	2	tv	tv	NOUN
easat-6554	40	3	-	-	PUNCT
easat-6554	40	4	msgarch	msgarch	NOUN
easat-6554	40	5	model	model	NOUN
easat-6554	40	6	utilizing	utilize	VERB
easat-6554	40	7	student	student	NOUN
easat-6554	40	8	-	-	PUNCT
easat-6554	40	9	t	t	NOUN
easat-6554	40	10	distribution	distribution	NOUN
easat-6554	40	11	yields	yield	VERB
easat-6554	40	12	the	the	DET
easat-6554	40	13	most	most	ADV
easat-6554	40	14	effective	effective	ADJ
easat-6554	40	15	predictions	prediction	NOUN
easat-6554	40	16	regarding	regard	VERB
easat-6554	40	17	bitcoin	bitcoin	ADJ
easat-6554	40	18	volatility	volatility	NOUN
easat-6554	40	19	[	[	X
easat-6554	40	20	15	15	NUM
easat-6554	40	21	]	]	PUNCT
easat-6554	40	22	.	.	PUNCT
easat-6554	41	1	this	this	DET
easat-6554	41	2	model	model	NOUN
easat-6554	41	3	is	be	AUX
easat-6554	41	4	designed	design	VERB
easat-6554	41	5	to	to	PART
easat-6554	41	6	handle	handle	VERB
easat-6554	41	7	fluctuations	fluctuation	NOUN
easat-6554	41	8	in	in	ADP
easat-6554	41	9	volatility	volatility	NOUN
easat-6554	41	10	over	over	ADP
easat-6554	41	11	time	time	NOUN
easat-6554	41	12	.	.	PUNCT
easat-6554	42	1	in	in	ADP
easat-6554	42	2	addition	addition	NOUN
easat-6554	42	3	,	,	PUNCT
easat-6554	42	4	various	various	ADJ
easat-6554	42	5	studies	study	NOUN
easat-6554	42	6	indicate	indicate	VERB
easat-6554	42	7	that	that	SCONJ
easat-6554	42	8	msgarch	msgarch	NOUN
easat-6554	42	9	surpasses	surpass	VERB
easat-6554	42	10	single	single	ADJ
easat-6554	42	11	-	-	PUNCT
easat-6554	42	12	regime	regime	NOUN
easat-6554	42	13	models	model	NOUN
easat-6554	42	14	in	in	ADP
easat-6554	42	15	forecasting	forecast	VERB
easat-6554	42	16	valueat	valueat	NOUN
easat-6554	42	17	-	-	PUNCT
easat-6554	42	18	risk	risk	NOUN
easat-6554	42	19	(	(	PUNCT
easat-6554	42	20	var	var	NOUN
easat-6554	42	21	)	)	PUNCT
easat-6554	43	1	[	[	X
easat-6554	43	2	16	16	NUM
easat-6554	43	3	]	]	PUNCT
easat-6554	43	4	.	.	PUNCT
easat-6554	44	1	further	further	ADJ
easat-6554	44	2	investigations	investigation	NOUN
easat-6554	44	3	reveal	reveal	VERB
easat-6554	44	4	that	that	SCONJ
easat-6554	44	5	pgarch	pgarch	PROPN
easat-6554	44	6	is	be	AUX
easat-6554	44	7	better	well	ADV
easat-6554	44	8	suited	suit	VERB
easat-6554	44	9	for	for	ADP
easat-6554	44	10	student	student	NOUN
easat-6554	44	11	-	-	PUNCT
easat-6554	44	12	t	t	NOUN
easat-6554	44	13	distributions	distribution	NOUN
easat-6554	44	14	,	,	PUNCT
easat-6554	44	15	which	which	PRON
easat-6554	44	16	tend	tend	VERB
easat-6554	44	17	to	to	PART
easat-6554	44	18	provide	provide	VERB
easat-6554	44	19	more	more	ADV
easat-6554	44	20	precise	precise	ADJ
easat-6554	44	21	representations	representation	NOUN
easat-6554	44	22	of	of	ADP
easat-6554	44	23	market	market	NOUN
easat-6554	44	24	movements	movement	NOUN
easat-6554	44	25	[	[	X
easat-6554	44	26	17	17	NUM
easat-6554	44	27	]	]	PUNCT
easat-6554	44	28	.	.	PUNCT
easat-6554	45	1	moreover	moreover	ADV
easat-6554	45	2	,	,	PUNCT
easat-6554	45	3	the	the	DET
easat-6554	45	4	garch	garch	NOUN
easat-6554	45	5	(	(	PUNCT
easat-6554	45	6	1,1	1,1	NUM
easat-6554	45	7	)	)	PUNCT
easat-6554	45	8	model	model	NOUN
easat-6554	45	9	with	with	ADP
easat-6554	45	10	the	the	DET
easat-6554	45	11	student	student	NOUN
easat-6554	45	12	-	-	PUNCT
easat-6554	45	13	t	t	NOUN
easat-6554	45	14	distribution	distribution	NOUN
easat-6554	45	15	is	be	AUX
easat-6554	45	16	recognized	recognize	VERB
easat-6554	45	17	for	for	ADP
easat-6554	45	18	its	its	PRON
easat-6554	45	19	robustness	robustness	NOUN
easat-6554	45	20	against	against	ADP
easat-6554	45	21	changes	change	NOUN
easat-6554	45	22	in	in	ADP
easat-6554	45	23	volatility	volatility	NOUN
easat-6554	45	24	,	,	PUNCT
easat-6554	45	25	making	make	VERB
easat-6554	45	26	it	it	PRON
easat-6554	45	27	a	a	DET
easat-6554	45	28	great	great	ADJ
easat-6554	45	29	choice	choice	NOUN
easat-6554	45	30	for	for	ADP
easat-6554	45	31	cryptocurrency	cryptocurrency	NOUN
easat-6554	45	32	markets	market	NOUN
easat-6554	45	33	[	[	X
easat-6554	45	34	18	18	NUM
easat-6554	45	35	]	]	PUNCT
easat-6554	45	36	.	.	PUNCT
easat-6554	46	1	simpler	simple	ADJ
easat-6554	46	2	models	model	NOUN
easat-6554	46	3	can	can	AUX
easat-6554	46	4	perform	perform	VERB
easat-6554	46	5	as	as	ADV
easat-6554	46	6	well	well	ADV
easat-6554	46	7	as	as	ADP
easat-6554	46	8	more	more	ADJ
easat-6554	46	9	complex	complex	ADJ
easat-6554	46	10	ones	one	NOUN
easat-6554	46	11	,	,	PUNCT
easat-6554	46	12	provided	provide	VERB
easat-6554	46	13	they	they	PRON
easat-6554	46	14	are	be	AUX
easat-6554	46	15	able	able	ADJ
easat-6554	46	16	to	to	PART
easat-6554	46	17	capture	capture	VERB
easat-6554	46	18	return	return	VERB
easat-6554	46	19	distributions	distribution	NOUN
easat-6554	46	20	with	with	ADP
easat-6554	46	21	fat	fat	ADJ
easat-6554	46	22	tail	tail	NOUN
easat-6554	46	23	characteristics	characteristic	NOUN
easat-6554	46	24	[	[	X
easat-6554	46	25	19	19	NUM
easat-6554	46	26	]	]	PUNCT
easat-6554	46	27	.	.	PUNCT
easat-6554	47	1	regarding	regard	VERB
easat-6554	47	2	garch	garch	NOUN
easat-6554	47	3	(	(	PUNCT
easat-6554	47	4	1,1	1,1	NUM
easat-6554	47	5	)	)	PUNCT
easat-6554	47	6	,	,	PUNCT
easat-6554	47	7	it	it	PRON
easat-6554	47	8	is	be	AUX
easat-6554	47	9	the	the	DET
easat-6554	47	10	best	good	ADJ
easat-6554	47	11	prior	prior	ADV
easat-6554	47	12	for	for	ADP
easat-6554	47	13	modeling	model	VERB
easat-6554	47	14	volatility	volatility	NOUN
easat-6554	47	15	when	when	SCONJ
easat-6554	47	16	combined	combine	VERB
easat-6554	47	17	with	with	ADP
easat-6554	47	18	egarch	egarch	NOUN
easat-6554	47	19	to	to	PART
easat-6554	47	20	capture	capture	VERB
easat-6554	47	21	asymmetric	asymmetric	ADJ
easat-6554	47	22	effects	effect	NOUN
easat-6554	47	23	[	[	X
easat-6554	47	24	20	20	NUM
easat-6554	47	25	]	]	PUNCT
easat-6554	47	26	.	.	PUNCT
easat-6554	48	1	2.2	2.2	NUM
easat-6554	48	2	.	.	PUNCT
easat-6554	48	3	effectivity	effectivity	NOUN
easat-6554	48	4	of	of	ADP
easat-6554	48	5	egarch	egarch	NOUN
easat-6554	48	6	,	,	PUNCT
easat-6554	48	7	egarch	egarch	PROPN
easat-6554	48	8	,	,	PUNCT
easat-6554	48	9	tgarch	tgarch	NOUN
easat-6554	48	10	,	,	PUNCT
easat-6554	48	11	and	and	CCONJ
easat-6554	48	12	msgarch	msgarch	NOUN
easat-6554	48	13	model	model	NOUN
easat-6554	48	14	in	in	ADP
easat-6554	48	15	analyzing	analyze	VERB
easat-6554	48	16	volatility	volatility	NOUN
easat-6554	48	17	several	several	ADJ
easat-6554	48	18	studies	study	NOUN
easat-6554	48	19	compared	compare	VERB
easat-6554	48	20	egarch	egarch	PROPN
easat-6554	48	21	,	,	PUNCT
easat-6554	48	22	tgarch	tgarch	NOUN
easat-6554	48	23	,	,	PUNCT
easat-6554	48	24	and	and	CCONJ
easat-6554	48	25	msgarch	msgarch	NOUN
easat-6554	48	26	models	model	NOUN
easat-6554	48	27	to	to	PART
easat-6554	48	28	find	find	VERB
easat-6554	48	29	the	the	DET
easat-6554	48	30	best	good	ADJ
easat-6554	48	31	approach	approach	NOUN
easat-6554	48	32	to	to	PART
easat-6554	48	33	capture	capture	VERB
easat-6554	48	34	crypto	crypto	ADJ
easat-6554	48	35	market	market	NOUN
easat-6554	48	36	volatility	volatility	NOUN
easat-6554	48	37	.	.	PUNCT
easat-6554	49	1	egarch	egarch	NOUN
easat-6554	49	2	shown	show	VERB
easat-6554	49	3	to	to	PART
easat-6554	49	4	be	be	AUX
easat-6554	49	5	more	more	ADV
easat-6554	49	6	accurate	accurate	ADJ
easat-6554	49	7	in	in	ADP
easat-6554	49	8	measuring	measure	VERB
easat-6554	49	9	volatility	volatility	NOUN
easat-6554	49	10	[	[	X
easat-6554	49	11	21	21	NUM
easat-6554	49	12	]	]	PUNCT
easat-6554	49	13	.	.	PUNCT
easat-6554	50	1	this	this	DET
easat-6554	50	2	model	model	NOUN
easat-6554	50	3	can	can	AUX
easat-6554	50	4	capture	capture	VERB
easat-6554	50	5	the	the	DET
easat-6554	50	6	greater	great	ADJ
easat-6554	50	7	impact	impact	NOUN
easat-6554	50	8	of	of	ADP
easat-6554	50	9	bad	bad	ADJ
easat-6554	50	10	news	news	NOUN
easat-6554	50	11	than	than	ADP
easat-6554	50	12	good	good	ADJ
easat-6554	50	13	news	news	NOUN
easat-6554	50	14	on	on	ADP
easat-6554	50	15	market	market	NOUN
easat-6554	50	16	volatility	volatility	NOUN
easat-6554	50	17	.	.	PUNCT
easat-6554	51	1	however	however	ADV
easat-6554	51	2	,	,	PUNCT
easat-6554	51	3	in	in	ADP
easat-6554	51	4	some	some	DET
easat-6554	51	5	cases	case	NOUN
easat-6554	51	6	garch	garch	NOUN
easat-6554	51	7	and	and	CCONJ
easat-6554	51	8	tgarch	tgarch	NOUN
easat-6554	51	9	provide	provide	VERB
easat-6554	51	10	better	well	ADJ
easat-6554	51	11	results	result	NOUN
easat-6554	51	12	[	[	X
easat-6554	51	13	22	22	NUM
easat-6554	51	14	]	]	PUNCT
easat-6554	51	15	.	.	PUNCT
easat-6554	52	1	msgarch	msgarch	PROPN
easat-6554	52	2	shown	show	VERB
easat-6554	52	3	more	more	ADV
easat-6554	52	4	accurate	accurate	ADJ
easat-6554	52	5	var	var	NOUN
easat-6554	52	6	and	and	CCONJ
easat-6554	52	7	expected	expect	VERB
easat-6554	52	8	shortfall	shortfall	NOUN
easat-6554	52	9	(	(	PUNCT
easat-6554	52	10	es	es	NOUN
easat-6554	52	11	)	)	PUNCT
easat-6554	52	12	estimates	estimate	NOUN
easat-6554	52	13	than	than	ADP
easat-6554	52	14	single	single	ADJ
easat-6554	52	15	-	-	PUNCT
easat-6554	52	16	regime	regime	NOUN
easat-6554	52	17	models	model	NOUN
easat-6554	52	18	,	,	PUNCT
easat-6554	52	19	suggesting	suggest	VERB
easat-6554	52	20	cryptocurrency	cryptocurrency	NOUN
easat-6554	52	21	volatility	volatility	NOUN
easat-6554	52	22	is	be	AUX
easat-6554	52	23	better	well	ADV
easat-6554	52	24	explained	explain	VERB
easat-6554	52	25	by	by	ADP
easat-6554	52	26	models	model	NOUN
easat-6554	52	27	with	with	ADP
easat-6554	52	28	regime	regime	NOUN
easat-6554	52	29	changes	change	NOUN
easat-6554	52	30	[	[	X
easat-6554	52	31	23	23	NUM
easat-6554	52	32	]	]	PUNCT
easat-6554	52	33	.	.	PUNCT
easat-6554	53	1	while	while	SCONJ
easat-6554	53	2	tgarch	tgarch	NOUN
easat-6554	53	3	(	(	PUNCT
easat-6554	53	4	1,1	1,1	NUM
easat-6554	53	5	)	)	PUNCT
easat-6554	53	6	was	be	AUX
easat-6554	53	7	found	find	VERB
easat-6554	53	8	more	more	ADV
easat-6554	53	9	effective	effective	ADJ
easat-6554	53	10	in	in	ADP
easat-6554	53	11	capturing	capture	VERB
easat-6554	53	12	asymmetric	asymmetric	ADJ
easat-6554	53	13	shocks	shock	NOUN
easat-6554	53	14	in	in	ADP
easat-6554	53	15	the	the	DET
easat-6554	53	16	crypto	crypto	NOUN
easat-6554	53	17	market	market	NOUN
easat-6554	53	18	[	[	X
easat-6554	53	19	24	24	NUM
easat-6554	53	20	]	]	PUNCT
easat-6554	53	21	.	.	PUNCT
easat-6554	54	1	moreover	moreover	ADV
easat-6554	54	2	,	,	PUNCT
easat-6554	54	3	complex	complex	ADJ
easat-6554	54	4	garch	garch	NOUN
easat-6554	54	5	models	model	NOUN
easat-6554	54	6	are	be	AUX
easat-6554	54	7	better	well	ADJ
easat-6554	54	8	at	at	ADP
easat-6554	54	9	explaining	explain	VERB
easat-6554	54	10	cryptocurrency	cryptocurrency	NOUN
easat-6554	54	11	volatility	volatility	NOUN
easat-6554	54	12	fluctuations	fluctuation	NOUN
easat-6554	54	13	than	than	ADP
easat-6554	54	14	simpler	simple	ADJ
easat-6554	54	15	models	model	NOUN
easat-6554	54	16	[	[	X
easat-6554	54	17	25	25	NUM
easat-6554	54	18	]	]	PUNCT
easat-6554	54	19	.	.	PUNCT
easat-6554	55	1	lastly	lastly	ADV
easat-6554	55	2	,	,	PUNCT
easat-6554	55	3	the	the	DET
easat-6554	55	4	egarch	egarch	NOUN
easat-6554	55	5	-	-	PUNCT
easat-6554	55	6	m	m	PROPN
easat-6554	55	7	model	model	NOUN
easat-6554	55	8	is	be	AUX
easat-6554	55	9	employed	employ	VERB
easat-6554	55	10	to	to	PART
easat-6554	55	11	study	study	VERB
easat-6554	55	12	the	the	DET
easat-6554	55	13	connection	connection	NOUN
easat-6554	55	14	between	between	ADP
easat-6554	55	15	returns	return	NOUN
easat-6554	55	16	and	and	CCONJ
easat-6554	55	17	trading	trading	NOUN
easat-6554	55	18	volume	volume	NOUN
easat-6554	55	19	,	,	PUNCT
easat-6554	55	20	indicating	indicate	VERB
easat-6554	55	21	that	that	SCONJ
easat-6554	55	22	volatility	volatility	NOUN
easat-6554	55	23	has	have	VERB
easat-6554	55	24	a	a	DET
easat-6554	55	25	variable	variable	ADJ
easat-6554	55	26	relationship	relationship	NOUN
easat-6554	55	27	with	with	ADP
easat-6554	55	28	market	market	NOUN
easat-6554	55	29	activity	activity	NOUN
easat-6554	55	30	[	[	X
easat-6554	55	31	9	9	NUM
easat-6554	55	32	]	]	SYM
easat-6554	55	33	.	.	PUNCT
easat-6554	56	1	2.3	2.3	NUM
easat-6554	56	2	.	.	PUNCT
easat-6554	56	3	impact	impact	NOUN
easat-6554	56	4	of	of	ADP
easat-6554	56	5	external	external	ADJ
easat-6554	56	6	factors	factor	NOUN
easat-6554	56	7	on	on	ADP
easat-6554	56	8	cryptocurrency	cryptocurrency	NOUN
easat-6554	56	9	volatility	volatility	NOUN
easat-6554	56	10	external	external	ADJ
easat-6554	56	11	elements	element	NOUN
easat-6554	56	12	affect	affect	VERB
easat-6554	56	13	the	the	DET
easat-6554	56	14	volatility	volatility	NOUN
easat-6554	56	15	of	of	ADP
easat-6554	56	16	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	56	17	.	.	PUNCT
easat-6554	57	1	although	although	SCONJ
easat-6554	57	2	the	the	DET
easat-6554	57	3	volatility	volatility	NOUN
easat-6554	57	4	decreased	decrease	VERB
easat-6554	57	5	during	during	ADP
easat-6554	57	6	the	the	DET
easat-6554	57	7	covid-19	covid-19	PROPN
easat-6554	57	8	pandemic	pandemic	NOUN
easat-6554	57	9	,	,	PUNCT
easat-6554	57	10	the	the	DET
easat-6554	57	11	correlation	correlation	NOUN
easat-6554	57	12	among	among	ADP
easat-6554	57	13	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	57	14	has	have	AUX
easat-6554	57	15	risen	rise	VERB
easat-6554	57	16	[	[	X
easat-6554	57	17	26	26	NUM
easat-6554	57	18	]	]	PUNCT
easat-6554	57	19	.	.	PUNCT
easat-6554	58	1	regulatory	regulatory	ADJ
easat-6554	58	2	actions	action	NOUN
easat-6554	58	3	by	by	ADP
easat-6554	58	4	the	the	DET
easat-6554	58	5	chinese	chinese	ADJ
easat-6554	58	6	government	government	NOUN
easat-6554	58	7	have	have	AUX
easat-6554	58	8	notably	notably	ADV
easat-6554	58	9	influenced	influence	VERB
easat-6554	58	10	the	the	DET
easat-6554	58	11	price	price	NOUN
easat-6554	58	12	volatility	volatility	NOUN
easat-6554	58	13	and	and	CCONJ
easat-6554	58	14	liquidity	liquidity	NOUN
easat-6554	58	15	of	of	ADP
easat-6554	58	16	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	58	17	,	,	PUNCT
easat-6554	58	18	especially	especially	ADV
easat-6554	58	19	during	during	ADP
easat-6554	58	20	uncertainty	uncertainty	NOUN
easat-6554	58	21	[	[	X
easat-6554	58	22	7	7	NUM
easat-6554	58	23	]	]	PUNCT
easat-6554	58	24	.	.	PUNCT
easat-6554	59	1	events	event	NOUN
easat-6554	59	2	such	such	ADJ
easat-6554	59	3	as	as	ADP
easat-6554	59	4	the	the	DET
easat-6554	59	5	covid-19	covid-19	PROPN
easat-6554	59	6	pandemic	pandemic	NOUN
easat-6554	59	7	,	,	PUNCT
easat-6554	59	8	the	the	DET
easat-6554	59	9	russia	russia	PROPN
easat-6554	59	10	-	-	PUNCT
easat-6554	59	11	ukraine	ukraine	PROPN
easat-6554	59	12	conflict	conflict	NOUN
easat-6554	59	13	,	,	PUNCT
easat-6554	59	14	and	and	CCONJ
easat-6554	59	15	global	global	ADJ
easat-6554	59	16	monetary	monetary	ADJ
easat-6554	59	17	policies	policy	NOUN
easat-6554	59	18	exert	exert	VERB
easat-6554	59	19	tremendous	tremendous	ADJ
easat-6554	59	20	pressure	pressure	NOUN
easat-6554	59	21	on	on	ADP
easat-6554	59	22	cryptocurrency	cryptocurrency	NOUN
easat-6554	59	23	markets	market	NOUN
easat-6554	59	24	,	,	PUNCT
easat-6554	59	25	creating	create	VERB
easat-6554	59	26	difficulties	difficulty	NOUN
easat-6554	59	27	2397	2397	NUM
easat-6554	59	28	edelweiss	edelweiss	PROPN
easat-6554	59	29	applied	apply	VERB
easat-6554	59	30	science	science	NOUN
easat-6554	59	31	and	and	CCONJ
easat-6554	59	32	technology	technology	NOUN
easat-6554	59	33	issn	issn	PROPN
easat-6554	59	34	:	:	PUNCT
easat-6554	59	35	2576	2576	NUM
easat-6554	59	36	-	-	SYM
easat-6554	59	37	8484	8484	NUM
easat-6554	59	38	vol	vol	NOUN
easat-6554	59	39	.	.	PROPN
easat-6554	60	1	9	9	NUM
easat-6554	60	2	,	,	PUNCT
easat-6554	60	3	no	no	INTJ
easat-6554	60	4	.	.	NOUN
easat-6554	60	5	4	4	NUM
easat-6554	60	6	:	:	SYM
easat-6554	60	7	2395	2395	NUM
easat-6554	60	8	-	-	SYM
easat-6554	60	9	2404	2404	NUM
easat-6554	60	10	,	,	PUNCT
easat-6554	60	11	2025	2025	NUM
easat-6554	60	12	doi	doi	NOUN
easat-6554	60	13	:	:	PUNCT
easat-6554	60	14	10.55214/25768484.v9i4.6554	10.55214/25768484.v9i4.6554	NUM
easat-6554	60	15	©	©	ADP
easat-6554	60	16	2025	2025	NUM
easat-6554	60	17	by	by	ADP
easat-6554	60	18	the	the	DET
easat-6554	60	19	authors	author	NOUN
easat-6554	60	20	;	;	PUNCT
easat-6554	60	21	licensee	licensee	PROPN
easat-6554	60	22	learning	learning	NOUN
easat-6554	60	23	gate	gate	NOUN
easat-6554	60	24	in	in	ADP
easat-6554	60	25	measuring	measure	VERB
easat-6554	60	26	and	and	CCONJ
easat-6554	60	27	predicting	predict	VERB
easat-6554	60	28	volatility	volatility	NOUN
easat-6554	60	29	[	[	X
easat-6554	60	30	27	27	NUM
easat-6554	60	31	]	]	PUNCT
easat-6554	60	32	.	.	PUNCT
easat-6554	61	1	among	among	ADP
easat-6554	61	2	different	different	ADJ
easat-6554	61	3	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	61	4	,	,	PUNCT
easat-6554	61	5	ethereum	ethereum	NOUN
easat-6554	61	6	(	(	PUNCT
easat-6554	61	7	eth	eth	NOUN
easat-6554	61	8	)	)	PUNCT
easat-6554	61	9	displays	display	VERB
easat-6554	61	10	the	the	DET
easat-6554	61	11	greatest	great	ADJ
easat-6554	61	12	volatility	volatility	NOUN
easat-6554	61	13	,	,	PUNCT
easat-6554	61	14	demonstrating	demonstrate	VERB
easat-6554	61	15	higher	high	ADJ
easat-6554	61	16	sensitivity	sensitivity	NOUN
easat-6554	61	17	to	to	ADP
easat-6554	61	18	market	market	NOUN
easat-6554	61	19	fluctuations	fluctuation	NOUN
easat-6554	61	20	[	[	X
easat-6554	61	21	28	28	NUM
easat-6554	61	22	]	]	PUNCT
easat-6554	61	23	.	.	PUNCT
easat-6554	62	1	2.4	2.4	NUM
easat-6554	62	2	.	.	PUNCT
easat-6554	62	3	effectiveness	effectiveness	NOUN
easat-6554	62	4	of	of	ADP
easat-6554	62	5	garch	garch	NOUN
easat-6554	62	6	model	model	NOUN
easat-6554	62	7	in	in	ADP
easat-6554	62	8	market	market	NOUN
easat-6554	62	9	analysis	analysis	NOUN
easat-6554	62	10	and	and	CCONJ
easat-6554	62	11	risk	risk	NOUN
easat-6554	62	12	management	management	NOUN
easat-6554	62	13	arma	arma	NOUN
easat-6554	62	14	-	-	PUNCT
easat-6554	62	15	garch	garch	NOUN
easat-6554	62	16	-	-	PUNCT
easat-6554	62	17	var	var	NOUN
easat-6554	62	18	models	model	NOUN
easat-6554	62	19	shown	show	VERB
easat-6554	62	20	to	to	PART
easat-6554	62	21	be	be	AUX
easat-6554	62	22	efficient	efficient	ADJ
easat-6554	62	23	in	in	ADP
easat-6554	62	24	assessing	assess	VERB
easat-6554	62	25	risk	risk	NOUN
easat-6554	62	26	within	within	ADP
easat-6554	62	27	the	the	DET
easat-6554	62	28	cryptocurrency	cryptocurrency	NOUN
easat-6554	62	29	market	market	NOUN
easat-6554	62	30	[	[	X
easat-6554	62	31	29	29	NUM
easat-6554	62	32	]	]	PUNCT
easat-6554	62	33	.	.	PUNCT
easat-6554	63	1	the	the	DET
easat-6554	63	2	garch	garch	NOUN
easat-6554	63	3	model	model	NOUN
easat-6554	63	4	effectively	effectively	ADV
easat-6554	63	5	estimates	estimate	VERB
easat-6554	63	6	bitcoin	bitcoin	PROPN
easat-6554	63	7	's	's	PART
easat-6554	63	8	volatility	volatility	NOUN
easat-6554	63	9	,	,	PUNCT
easat-6554	63	10	revealing	reveal	VERB
easat-6554	63	11	clustering	clustering	ADJ
easat-6554	63	12	patterns	pattern	NOUN
easat-6554	63	13	and	and	CCONJ
easat-6554	63	14	an	an	DET
easat-6554	63	15	inverted	inverted	ADJ
easat-6554	63	16	leverage	leverage	NOUN
easat-6554	63	17	effect	effect	NOUN
easat-6554	63	18	through	through	ADP
easat-6554	63	19	the	the	DET
easat-6554	63	20	gjr	gjr	NOUN
easat-6554	63	21	-	-	PUNCT
easat-6554	63	22	garch	garch	NOUN
easat-6554	63	23	(	(	PUNCT
easat-6554	63	24	1,1	1,1	NUM
easat-6554	63	25	)	)	PUNCT
easat-6554	63	26	model	model	NOUN
easat-6554	63	27	,	,	PUNCT
easat-6554	63	28	suggesting	suggest	VERB
easat-6554	63	29	potential	potential	ADJ
easat-6554	63	30	rise	rise	NOUN
easat-6554	63	31	in	in	ADP
easat-6554	63	32	volatility	volatility	NOUN
easat-6554	63	33	even	even	ADV
easat-6554	63	34	in	in	ADP
easat-6554	63	35	response	response	NOUN
easat-6554	63	36	to	to	ADP
easat-6554	63	37	positive	positive	ADJ
easat-6554	63	38	news	news	NOUN
easat-6554	63	39	[	[	X
easat-6554	63	40	30	30	NUM
easat-6554	63	41	]	]	PUNCT
easat-6554	63	42	.	.	PUNCT
easat-6554	64	1	the	the	DET
easat-6554	64	2	garch	garch	NOUN
easat-6554	64	3	(	(	PUNCT
easat-6554	64	4	1,1	1,1	NUM
easat-6554	64	5	)	)	PUNCT
easat-6554	64	6	model	model	NOUN
easat-6554	64	7	demonstrates	demonstrate	VERB
easat-6554	64	8	volatility	volatility	NOUN
easat-6554	64	9	clustering	cluster	VERB
easat-6554	64	10	in	in	ADP
easat-6554	64	11	the	the	DET
easat-6554	64	12	crypto	crypto	NOUN
easat-6554	64	13	sector	sector	NOUN
easat-6554	64	14	,	,	PUNCT
easat-6554	64	15	whereas	whereas	SCONJ
easat-6554	64	16	the	the	DET
easat-6554	64	17	gjr	gjr	NOUN
easat-6554	64	18	-	-	PUNCT
easat-6554	64	19	garch	garch	NOUN
easat-6554	64	20	(	(	PUNCT
easat-6554	64	21	1,1	1,1	NUM
easat-6554	64	22	)	)	PUNCT
easat-6554	64	23	version	version	NOUN
easat-6554	64	24	identifies	identify	VERB
easat-6554	64	25	significant	significant	ADJ
easat-6554	64	26	leverage	leverage	NOUN
easat-6554	64	27	effects	effect	NOUN
easat-6554	64	28	in	in	ADP
easat-6554	64	29	cryptocurrency	cryptocurrency	NOUN
easat-6554	64	30	returns	return	NOUN
easat-6554	64	31	[	[	X
easat-6554	64	32	31	31	NUM
easat-6554	64	33	]	]	PUNCT
easat-6554	64	34	.	.	PUNCT
easat-6554	65	1	however	however	ADV
easat-6554	65	2	,	,	PUNCT
easat-6554	65	3	garch	garch	NOUN
easat-6554	65	4	is	be	AUX
easat-6554	65	5	less	less	ADV
easat-6554	65	6	effective	effective	ADJ
easat-6554	65	7	in	in	ADP
easat-6554	65	8	modeling	model	VERB
easat-6554	65	9	a	a	DET
easat-6554	65	10	few	few	ADJ
easat-6554	65	11	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	65	12	,	,	PUNCT
easat-6554	65	13	indicating	indicate	VERB
easat-6554	65	14	that	that	SCONJ
easat-6554	65	15	some	some	DET
easat-6554	65	16	digital	digital	ADJ
easat-6554	65	17	assets	asset	NOUN
easat-6554	65	18	might	might	AUX
easat-6554	65	19	need	need	VERB
easat-6554	65	20	different	different	ADJ
easat-6554	65	21	modeling	modeling	NOUN
easat-6554	65	22	approaches	approach	NOUN
easat-6554	65	23	[	[	X
easat-6554	65	24	32	32	NUM
easat-6554	65	25	]	]	PUNCT
easat-6554	65	26	.	.	PUNCT
easat-6554	66	1	3	3	X
easat-6554	66	2	.	.	X
easat-6554	66	3	methods	method	NOUN
easat-6554	66	4	this	this	DET
easat-6554	66	5	study	study	NOUN
easat-6554	66	6	employs	employ	VERB
easat-6554	66	7	a	a	DET
easat-6554	66	8	quantitative	quantitative	ADJ
easat-6554	66	9	methodology	methodology	NOUN
easat-6554	66	10	utilizing	utilize	VERB
easat-6554	66	11	a	a	DET
easat-6554	66	12	5	5	NUM
easat-6554	66	13	-	-	PUNCT
easat-6554	66	14	year	year	NOUN
easat-6554	66	15	time	time	NOUN
easat-6554	66	16	series	series	PROPN
easat-6554	66	17	data	data	VERB
easat-6554	66	18	analysis	analysis	NOUN
easat-6554	66	19	to	to	PART
easat-6554	66	20	assess	assess	VERB
easat-6554	66	21	value	value	NOUN
easat-6554	66	22	-	-	PUNCT
easat-6554	66	23	at	at	ADP
easat-6554	66	24	-	-	PUNCT
easat-6554	66	25	risk	risk	NOUN
easat-6554	66	26	(	(	PUNCT
easat-6554	66	27	var	var	NOUN
easat-6554	66	28	)	)	PUNCT
easat-6554	66	29	for	for	ADP
easat-6554	66	30	10	10	NUM
easat-6554	66	31	different	different	ADJ
easat-6554	66	32	cryptos	crypto	NOUN
easat-6554	66	33	.	.	PUNCT
easat-6554	67	1	the	the	DET
easat-6554	67	2	analytical	analytical	ADJ
easat-6554	67	3	models	model	NOUN
easat-6554	67	4	applied	apply	VERB
easat-6554	67	5	include	include	VERB
easat-6554	67	6	garch	garch	NOUN
easat-6554	67	7	,	,	PUNCT
easat-6554	67	8	exponential	exponential	ADJ
easat-6554	67	9	garch	garch	NOUN
easat-6554	67	10	(	(	PUNCT
easat-6554	67	11	egarch	egarch	NOUN
easat-6554	67	12	)	)	PUNCT
easat-6554	67	13	,	,	PUNCT
easat-6554	67	14	threshold	threshold	NOUN
easat-6554	67	15	garch	garch	NOUN
easat-6554	67	16	(	(	PUNCT
easat-6554	67	17	tgarch	tgarch	NOUN
easat-6554	67	18	)	)	PUNCT
easat-6554	67	19	,	,	PUNCT
easat-6554	67	20	and	and	CCONJ
easat-6554	67	21	markov	markov	NOUN
easat-6554	67	22	-	-	PUNCT
easat-6554	67	23	switching	switch	VERB
easat-6554	67	24	garch	garch	NOUN
easat-6554	67	25	(	(	PUNCT
easat-6554	67	26	msgarch	msgarch	PROPN
easat-6554	67	27	)	)	PUNCT
easat-6554	67	28	.	.	PUNCT
easat-6554	68	1	these	these	DET
easat-6554	68	2	models	model	NOUN
easat-6554	68	3	facilitate	facilitate	VERB
easat-6554	68	4	the	the	DET
easat-6554	68	5	examination	examination	NOUN
easat-6554	68	6	of	of	ADP
easat-6554	68	7	shifts	shift	NOUN
easat-6554	68	8	in	in	ADP
easat-6554	68	9	price	price	NOUN
easat-6554	68	10	volatility	volatility	NOUN
easat-6554	68	11	among	among	ADP
easat-6554	68	12	crypto	crypto	ADJ
easat-6554	68	13	assets	asset	NOUN
easat-6554	68	14	crucial	crucial	ADJ
easat-6554	68	15	for	for	ADP
easat-6554	68	16	evaluating	evaluate	VERB
easat-6554	68	17	risks	risk	NOUN
easat-6554	68	18	in	in	ADP
easat-6554	68	19	unstable	unstable	ADJ
easat-6554	68	20	markets	market	NOUN
easat-6554	68	21	.	.	PUNCT
easat-6554	69	1	the	the	DET
easat-6554	69	2	dataset	dataset	NOUN
easat-6554	69	3	utilized	utilize	VERB
easat-6554	69	4	in	in	ADP
easat-6554	69	5	this	this	DET
easat-6554	69	6	research	research	NOUN
easat-6554	69	7	comprises	comprise	VERB
easat-6554	69	8	daily	daily	ADJ
easat-6554	69	9	historical	historical	ADJ
easat-6554	69	10	pricing	pricing	NOUN
easat-6554	69	11	for	for	ADP
easat-6554	69	12	10	10	NUM
easat-6554	69	13	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	69	14	gathered	gather	VERB
easat-6554	69	15	from	from	ADP
easat-6554	69	16	coinmarketcap	coinmarketcap	NOUN
easat-6554	69	17	.	.	PUNCT
easat-6554	70	1	this	this	DET
easat-6554	70	2	study	study	NOUN
easat-6554	70	3	spans	span	VERB
easat-6554	70	4	a	a	DET
easat-6554	70	5	decade	decade	NOUN
easat-6554	70	6	to	to	PART
easat-6554	70	7	effectively	effectively	ADV
easat-6554	70	8	capture	capture	VERB
easat-6554	70	9	the	the	DET
easat-6554	70	10	various	various	ADJ
easat-6554	70	11	market	market	NOUN
easat-6554	70	12	dynamics	dynamic	NOUN
easat-6554	70	13	that	that	PRON
easat-6554	70	14	unfold	unfold	VERB
easat-6554	70	15	over	over	ADP
easat-6554	70	16	time	time	NOUN
easat-6554	70	17	.	.	PUNCT
easat-6554	71	1	by	by	ADP
easat-6554	71	2	utilizing	utilize	VERB
easat-6554	71	3	a	a	DET
easat-6554	71	4	wide	wide	ADJ
easat-6554	71	5	range	range	NOUN
easat-6554	71	6	of	of	ADP
easat-6554	71	7	historical	historical	ADJ
easat-6554	71	8	data	datum	NOUN
easat-6554	71	9	,	,	PUNCT
easat-6554	71	10	this	this	DET
easat-6554	71	11	research	research	NOUN
easat-6554	71	12	aims	aim	VERB
easat-6554	71	13	to	to	PART
easat-6554	71	14	uncover	uncover	VERB
easat-6554	71	15	significant	significant	ADJ
easat-6554	71	16	and	and	CCONJ
easat-6554	71	17	pertinent	pertinent	ADJ
easat-6554	71	18	volatility	volatility	NOUN
easat-6554	71	19	trends	trend	NOUN
easat-6554	71	20	that	that	PRON
easat-6554	71	21	are	be	AUX
easat-6554	71	22	essential	essential	ADJ
easat-6554	71	23	for	for	ADP
easat-6554	71	24	assessing	assess	VERB
easat-6554	71	25	the	the	DET
easat-6554	71	26	risk	risk	NOUN
easat-6554	71	27	of	of	ADP
easat-6554	71	28	crypto	crypto	NOUN
easat-6554	71	29	assets	asset	NOUN
easat-6554	71	30	.	.	PUNCT
easat-6554	72	1	the	the	DET
easat-6554	72	2	analysis	analysis	NOUN
easat-6554	72	3	in	in	ADP
easat-6554	72	4	this	this	DET
easat-6554	72	5	study	study	NOUN
easat-6554	72	6	used	use	VERB
easat-6554	72	7	statistical	statistical	ADJ
easat-6554	72	8	software	software	NOUN
easat-6554	72	9	such	such	ADJ
easat-6554	72	10	as	as	ADP
easat-6554	72	11	r	r	NOUN
easat-6554	72	12	or	or	CCONJ
easat-6554	72	13	python	python	NOUN
easat-6554	72	14	,	,	PUNCT
easat-6554	72	15	which	which	PRON
easat-6554	72	16	offer	offer	VERB
easat-6554	72	17	specialized	specialized	ADJ
easat-6554	72	18	packages	package	NOUN
easat-6554	72	19	for	for	ADP
easat-6554	72	20	garch	garch	NOUN
easat-6554	72	21	,	,	PUNCT
easat-6554	72	22	egarch	egarch	PROPN
easat-6554	72	23	,	,	PUNCT
easat-6554	72	24	tgarch	tgarch	NOUN
easat-6554	72	25	,	,	PUNCT
easat-6554	72	26	and	and	CCONJ
easat-6554	72	27	msgarch	msgarch	NOUN
easat-6554	72	28	models	model	NOUN
easat-6554	72	29	.	.	PUNCT
easat-6554	73	1	the	the	DET
easat-6554	73	2	analysis	analysis	NOUN
easat-6554	73	3	method	method	NOUN
easat-6554	73	4	applied	apply	VERB
easat-6554	73	5	in	in	ADP
easat-6554	73	6	this	this	DET
easat-6554	73	7	study	study	NOUN
easat-6554	73	8	begins	begin	VERB
easat-6554	73	9	with	with	ADP
easat-6554	73	10	the	the	DET
easat-6554	73	11	estimation	estimation	NOUN
easat-6554	73	12	of	of	ADP
easat-6554	73	13	volatility	volatility	NOUN
easat-6554	73	14	models	model	NOUN
easat-6554	73	15	using	use	VERB
easat-6554	73	16	the	the	DET
easat-6554	73	17	garch	garch	NOUN
easat-6554	73	18	bollerslev	bollerslev	NOUN
easat-6554	73	19	[	[	X
easat-6554	73	20	33	33	NUM
easat-6554	73	21	]	]	PUNCT
easat-6554	73	22	egarch	egarch	NOUN
easat-6554	73	23	nelson	nelson	PROPN
easat-6554	74	1	[	[	X
easat-6554	74	2	34	34	NUM
easat-6554	74	3	]	]	PUNCT
easat-6554	74	4	tgarch	tgarch	NOUN
easat-6554	74	5	zakoian	zakoian	NOUN
easat-6554	74	6	[	[	X
easat-6554	74	7	35	35	NUM
easat-6554	74	8	]	]	PUNCT
easat-6554	74	9	and	and	CCONJ
easat-6554	74	10	msgarch	msgarch	NOUN
easat-6554	75	1	[	[	X
easat-6554	75	2	36	36	NUM
easat-6554	75	3	]	]	PUNCT
easat-6554	75	4	.	.	PUNCT
easat-6554	76	1	with	with	ADP
easat-6554	76	2	each	each	DET
easat-6554	76	3	model	model	NOUN
easat-6554	76	4	as	as	ADP
easat-6554	76	5	below	below	ADV
easat-6554	76	6	.	.	PUNCT
easat-6554	77	1	garch	garch	NOUN
easat-6554	77	2	bollerslev	bollerslev	NOUN
easat-6554	78	1	[	[	X
easat-6554	78	2	33	33	NUM
easat-6554	78	3	]	]	PUNCT
easat-6554	78	4	ℎ𝑘,𝑡	ℎ𝑘,𝑡	PUNCT
easat-6554	78	5	=	=	PUNCT
easat-6554	78	6	𝛼0,𝑘	𝛼0,𝑘	NOUN
easat-6554	78	7	+	+	CCONJ
easat-6554	78	8	𝛼1,𝑘𝛾𝑡−1	𝛼1,𝑘𝛾𝑡−1	ADJ
easat-6554	78	9	+	+	CCONJ
easat-6554	78	10	𝛽𝑘ℎ𝑘,𝑡−1	𝛽𝑘ℎ𝑘,𝑡−1	PROPN
easat-6554	78	11	(	(	PUNCT
easat-6554	78	12	1	1	X
easat-6554	78	13	)	)	PUNCT
easat-6554	78	14	egarch	egarch	NOUN
easat-6554	79	1	nelson	nelson	PROPN
easat-6554	80	1	[	[	X
easat-6554	80	2	34	34	NUM
easat-6554	80	3	]	]	PUNCT
easat-6554	80	4	𝑙𝑜𝑔ℎ𝑘,𝑡	𝑙𝑜𝑔ℎ𝑘,𝑡	X
easat-6554	81	1	=	=	PUNCT
easat-6554	81	2	𝛼0,𝑘	𝛼0,𝑘	PROPN
easat-6554	81	3	+	+	CCONJ
easat-6554	81	4	𝛼1,𝑘(|𝜂𝑘,𝑡−1|	𝛼1,𝑘(|𝜂𝑘,𝑡−1|	PROPN
easat-6554	81	5	−	−	PROPN
easat-6554	81	6	𝐸[|𝜂𝑘,𝑡−1|	𝐸[|𝜂𝑘,𝑡−1|	PROPN
easat-6554	81	7	]	]	PUNCT
easat-6554	81	8	)	)	PUNCT
easat-6554	82	1	+	+	NUM
easat-6554	82	2	𝛼2,𝑘𝜂𝑘,𝑡−1	𝛼2,𝑘𝜂𝑘,𝑡−1	NOUN
easat-6554	82	3	+	+	CCONJ
easat-6554	82	4	𝛽𝑘𝑙𝑜𝑔ℎ𝑘,𝑡−1	𝛽𝑘𝑙𝑜𝑔ℎ𝑘,𝑡−1	PROPN
easat-6554	82	5	,	,	PUNCT
easat-6554	82	6	(	(	PUNCT
easat-6554	82	7	2	2	X
easat-6554	82	8	)	)	PUNCT
easat-6554	82	9	tgarch	tgarch	NOUN
easat-6554	82	10	zakoian	zakoian	NOUN
easat-6554	83	1	[	[	X
easat-6554	83	2	35	35	NUM
easat-6554	83	3	]	]	PUNCT
easat-6554	83	4	ℎ𝑘,𝑡	ℎ𝑘,𝑡	PROPN
easat-6554	83	5	1/2	1/2	NUM
easat-6554	83	6	=	=	X
easat-6554	83	7	𝛼0,𝑘	𝛼0,𝑘	PROPN
easat-6554	83	8	+	+	CCONJ
easat-6554	83	9	𝛼1,𝑘𝐼(𝛾𝑡−1	𝛼1,𝑘𝐼(𝛾𝑡−1	PROPN
easat-6554	83	10	>	>	X
easat-6554	83	11	0)𝛾𝑡−1	0)𝛾𝑡−1	PROPN
easat-6554	84	1	+	+	NUM
easat-6554	85	1	𝛼2,𝑘𝐼(𝛾𝑡−1	𝛼2,𝑘𝐼(𝛾𝑡−1	PROPN
easat-6554	85	2	<	<	X
easat-6554	85	3	0)𝛾𝑡−1	0)𝛾𝑡−1	PROPN
easat-6554	86	1	+	+	CCONJ
easat-6554	86	2	𝛽𝑘ℎ𝑘,𝑡−1	𝛽𝑘ℎ𝑘,𝑡−1	PROPN
easat-6554	86	3	1/2	1/2	NUM
easat-6554	86	4	(	(	PUNCT
easat-6554	86	5	3	3	NUM
easat-6554	86	6	)	)	PUNCT
easat-6554	86	7	msgarch	msgarch	NOUN
easat-6554	86	8	ardia	ardia	NOUN
easat-6554	86	9	,	,	PUNCT
easat-6554	86	10	et	et	PROPN
easat-6554	86	11	al	al	PROPN
easat-6554	86	12	.	.	PUNCT
easat-6554	87	1	[	[	X
easat-6554	87	2	36	36	NUM
easat-6554	87	3	]	]	PUNCT
easat-6554	87	4	ℎ𝑘,𝑡	ℎ𝑘,𝑡	PUNCT
easat-6554	87	5	=	=	SYM
easat-6554	87	6	ℎ(𝑦𝑡−1	ℎ(𝑦𝑡−1	PROPN
easat-6554	87	7	,	,	PUNCT
easat-6554	87	8	ℎ𝑘,𝑡−1	ℎ𝑘,𝑡−1	NOUN
easat-6554	87	9	,	,	PUNCT
easat-6554	87	10	𝜃𝑘	𝜃𝑘	NOUN
easat-6554	87	11	)	)	PUNCT
easat-6554	87	12	(	(	PUNCT
easat-6554	87	13	4	4	X
easat-6554	87	14	)	)	PUNCT
easat-6554	87	15	optimal	optimal	ADJ
easat-6554	87	16	model	model	NOUN
easat-6554	87	17	selection	selection	NOUN
easat-6554	87	18	depends	depend	VERB
easat-6554	87	19	on	on	ADP
easat-6554	87	20	information	information	NOUN
easat-6554	87	21	criteria	criterion	NOUN
easat-6554	87	22	like	like	ADP
easat-6554	87	23	the	the	DET
easat-6554	87	24	deviance	deviance	NOUN
easat-6554	87	25	information	information	NOUN
easat-6554	87	26	criterion	criterion	NOUN
easat-6554	87	27	(	(	PUNCT
easat-6554	87	28	dic	dic	ADJ
easat-6554	87	29	)	)	PUNCT
easat-6554	87	30	and	and	CCONJ
easat-6554	87	31	the	the	DET
easat-6554	87	32	bayesian	bayesian	ADJ
easat-6554	87	33	predictive	predictive	ADJ
easat-6554	87	34	information	information	NOUN
easat-6554	87	35	criterion	criterion	NOUN
easat-6554	87	36	(	(	PUNCT
easat-6554	87	37	bpic	bpic	NOUN
easat-6554	87	38	)	)	PUNCT
easat-6554	87	39	,	,	PUNCT
easat-6554	87	40	which	which	PRON
easat-6554	87	41	assess	assess	VERB
easat-6554	87	42	the	the	DET
easat-6554	87	43	model	model	NOUN
easat-6554	87	44	's	's	PART
easat-6554	87	45	efficacy	efficacy	NOUN
easat-6554	87	46	in	in	ADP
easat-6554	87	47	capturing	capture	VERB
easat-6554	87	48	the	the	DET
easat-6554	87	49	volatility	volatility	NOUN
easat-6554	87	50	of	of	ADP
easat-6554	87	51	cryptocurrency	cryptocurrency	NOUN
easat-6554	87	52	asset	asset	NOUN
easat-6554	87	53	values	value	NOUN
easat-6554	87	54	.	.	PUNCT
easat-6554	88	1	model	model	NOUN
easat-6554	88	2	selection	selection	NOUN
easat-6554	88	3	is	be	AUX
easat-6554	88	4	essential	essential	ADJ
easat-6554	88	5	for	for	ADP
easat-6554	88	6	statistical	statistical	ADJ
easat-6554	88	7	inference	inference	NOUN
easat-6554	88	8	,	,	PUNCT
easat-6554	88	9	especially	especially	ADV
easat-6554	88	10	in	in	ADP
easat-6554	88	11	hierarchical	hierarchical	ADJ
easat-6554	88	12	bayesian	bayesian	NOUN
easat-6554	88	13	models	model	NOUN
easat-6554	88	14	and	and	CCONJ
easat-6554	88	15	empirical	empirical	ADJ
easat-6554	88	16	bayes	bayes	NOUN
easat-6554	88	17	models	model	NOUN
easat-6554	88	18	.	.	PUNCT
easat-6554	89	1	conventional	conventional	ADJ
easat-6554	89	2	metrics	metric	NOUN
easat-6554	89	3	such	such	ADJ
easat-6554	89	4	as	as	ADP
easat-6554	89	5	the	the	DET
easat-6554	89	6	akaike	akaike	ADJ
easat-6554	89	7	information	information	NOUN
easat-6554	89	8	criterion	criterion	NOUN
easat-6554	89	9	(	(	PUNCT
easat-6554	89	10	aic	aic	PROPN
easat-6554	89	11	)	)	PUNCT
easat-6554	89	12	and	and	CCONJ
easat-6554	89	13	bayesian	bayesian	NOUN
easat-6554	89	14	information	information	NOUN
easat-6554	89	15	criterion	criterion	NOUN
easat-6554	89	16	(	(	PUNCT
easat-6554	89	17	bic	bic	PROPN
easat-6554	89	18	)	)	PUNCT
easat-6554	89	19	are	be	AUX
easat-6554	89	20	inapplicable	inapplicable	ADJ
easat-6554	89	21	to	to	ADP
easat-6554	89	22	bayesian	bayesian	NOUN
easat-6554	89	23	models	model	NOUN
easat-6554	89	24	since	since	SCONJ
easat-6554	89	25	they	they	PRON
easat-6554	89	26	depend	depend	VERB
easat-6554	89	27	on	on	ADP
easat-6554	89	28	maximum	maximum	ADJ
easat-6554	89	29	likelihood	likelihood	NOUN
easat-6554	89	30	estimation	estimation	NOUN
easat-6554	89	31	.	.	PUNCT
easat-6554	90	1	instead	instead	ADV
easat-6554	90	2	,	,	PUNCT
easat-6554	90	3	dic	dic	PROPN
easat-6554	90	4	spiegelhalter	spiegelhalter	PROPN
easat-6554	90	5	,	,	PUNCT
easat-6554	90	6	et	et	PROPN
easat-6554	90	7	al	al	PROPN
easat-6554	90	8	.	.	PUNCT
easat-6554	91	1	[	[	X
easat-6554	91	2	37	37	NUM
easat-6554	91	3	]	]	PUNCT
easat-6554	91	4	and	and	CCONJ
easat-6554	91	5	bpic	bpic	NOUN
easat-6554	91	6	ando	ando	PROPN
easat-6554	92	1	[	[	X
easat-6554	92	2	38	38	NUM
easat-6554	92	3	]	]	PUNCT
easat-6554	92	4	were	be	AUX
easat-6554	92	5	created	create	VERB
easat-6554	92	6	to	to	PART
easat-6554	92	7	assess	assess	VERB
easat-6554	92	8	model	model	NOUN
easat-6554	92	9	fit	fit	NOUN
easat-6554	92	10	and	and	CCONJ
easat-6554	92	11	complexity	complexity	NOUN
easat-6554	92	12	by	by	ADP
easat-6554	92	13	taking	take	VERB
easat-6554	92	14	into	into	ADP
easat-6554	92	15	account	account	NOUN
easat-6554	92	16	the	the	DET
easat-6554	92	17	bayesian	bayesian	ADJ
easat-6554	92	18	posterior	posterior	ADJ
easat-6554	92	19	distribution	distribution	NOUN
easat-6554	92	20	.	.	PUNCT
easat-6554	93	1	general	general	ADJ
easat-6554	93	2	framework	framework	NOUN
easat-6554	93	3	for	for	ADP
easat-6554	93	4	bayesian	bayesian	NOUN
easat-6554	93	5	model	model	NOUN
easat-6554	93	6	selection	selection	NOUN
easat-6554	93	7	:	:	PUNCT
easat-6554	93	8	let	let	VERB
easat-6554	93	9	𝑦	𝑦	NOUN
easat-6554	93	10	=	=	SYM
easat-6554	93	11	(	(	PUNCT
easat-6554	93	12	𝑦	𝑦	NOUN
easat-6554	93	13	,	,	PUNCT
easat-6554	93	14	…	…	PUNCT
easat-6554	93	15	,	,	PUNCT
easat-6554	93	16	𝑦𝑛	𝑦𝑛	AUX
easat-6554	93	17	)	)	PUNCT
easat-6554	93	18	be	be	AUX
easat-6554	93	19	the	the	DET
easat-6554	93	20	observed	observe	VERB
easat-6554	93	21	data	datum	NOUN
easat-6554	93	22	generated	generate	VERB
easat-6554	93	23	from	from	ADP
easat-6554	93	24	the	the	DET
easat-6554	93	25	true	true	ADJ
easat-6554	93	26	unknown	unknown	ADJ
easat-6554	93	27	distribution	distribution	NOUN
easat-6554	93	28	𝐺(𝑦	𝐺(𝑦	VERB
easat-6554	93	29	)	)	PUNCT
easat-6554	93	30	with	with	ADP
easat-6554	93	31	density	density	NOUN
easat-6554	93	32	𝑔(𝑦	𝑔(𝑦	NOUN
easat-6554	93	33	)	)	PUNCT
easat-6554	93	34	,	,	PUNCT
easat-6554	93	35	and	and	CCONJ
easat-6554	93	36	let	let	VERB
easat-6554	93	37	(	(	PUNCT
easat-6554	93	38	𝑓{𝑦	𝑓{𝑦	NOUN
easat-6554	93	39	∣	∣	PROPN
easat-6554	93	40	𝜃	𝜃	NOUN
easat-6554	93	41	)	)	PUNCT
easat-6554	93	42	;	;	PUNCT
easat-6554	93	43	𝜃	𝜃	X
easat-6554	93	44	∈	∈	NOUN
easat-6554	93	45	θ	θ	X
easat-6554	93	46	⊂	⊂	PUNCT
easat-6554	93	47	𝑅𝑝	𝑅𝑝	NOUN
easat-6554	93	48	}	}	PUNCT
easat-6554	93	49	be	be	VERB
easat-6554	93	50	the	the	DET
easat-6554	93	51	model	model	NOUN
easat-6554	93	52	to	to	PART
easat-6554	93	53	estimate	estimate	VERB
easat-6554	93	54	𝐺(𝑦	𝐺(𝑦	ADP
easat-6554	93	55	)	)	PUNCT
easat-6554	93	56	in	in	ADP
easat-6554	93	57	bayesian	bayesian	NOUN
easat-6554	93	58	modeling	modeling	NOUN
easat-6554	93	59	,	,	PUNCT
easat-6554	93	60	a	a	DET
easat-6554	93	61	prior	prior	ADJ
easat-6554	93	62	distribution	distribution	NOUN
easat-6554	93	63	is	be	AUX
easat-6554	93	64	specified	specify	VERB
easat-6554	93	65	for	for	ADP
easat-6554	93	66	the	the	DET
easat-6554	93	67	parameters	parameter	NOUN
easat-6554	93	68	.	.	PUNCT
easat-6554	94	1	the	the	DET
easat-6554	94	2	posterior	posterior	ADJ
easat-6554	94	3	distribution	distribution	NOUN
easat-6554	94	4	is	be	AUX
easat-6554	94	5	given	give	VERB
easat-6554	94	6	by	by	ADP
easat-6554	94	7	:	:	PUNCT
easat-6554	94	8	𝜋(𝜃	𝜋(𝜃	PROPN
easat-6554	94	9	∣	∣	PROPN
easat-6554	94	10	𝑦	𝑦	NOUN
easat-6554	94	11	)	)	PUNCT
easat-6554	94	12	=	=	SYM
easat-6554	94	13	𝐿	𝐿	PROPN
easat-6554	94	14	(	(	PUNCT
easat-6554	94	15	𝑦∣∣𝜃	𝑦∣∣𝜃	NOUN
easat-6554	94	16	)	)	PUNCT
easat-6554	94	17	𝜋(𝜃	𝜋(𝜃	PROPN
easat-6554	94	18	)	)	PUNCT
easat-6554	94	19	∫	∫	PROPN
easat-6554	94	20	𝐿	𝐿	PROPN
easat-6554	94	21	(	(	PUNCT
easat-6554	94	22	𝑦∣∣𝜃	𝑦∣∣𝜃	NOUN
easat-6554	94	23	)	)	PUNCT
easat-6554	94	24	𝜋(𝜃)𝑑𝜃	𝜋(𝜃)𝑑𝜃	X
easat-6554	94	25	(	(	PUNCT
easat-6554	94	26	5	5	NUM
easat-6554	94	27	)	)	PUNCT
easat-6554	94	28	2398	2398	NUM
easat-6554	94	29	edelweiss	edelweiss	PROPN
easat-6554	94	30	applied	apply	VERB
easat-6554	94	31	science	science	NOUN
easat-6554	94	32	and	and	CCONJ
easat-6554	94	33	technology	technology	NOUN
easat-6554	94	34	issn	issn	PROPN
easat-6554	94	35	:	:	PUNCT
easat-6554	94	36	2576	2576	NUM
easat-6554	94	37	-	-	SYM
easat-6554	94	38	8484	8484	NUM
easat-6554	94	39	vol	vol	NOUN
easat-6554	94	40	.	.	PROPN
easat-6554	95	1	9	9	NUM
easat-6554	95	2	,	,	PUNCT
easat-6554	95	3	no	no	INTJ
easat-6554	95	4	.	.	NOUN
easat-6554	95	5	4	4	NUM
easat-6554	95	6	:	:	SYM
easat-6554	95	7	2395	2395	NUM
easat-6554	95	8	-	-	SYM
easat-6554	95	9	2404	2404	NUM
easat-6554	95	10	,	,	PUNCT
easat-6554	95	11	2025	2025	NUM
easat-6554	95	12	doi	doi	NOUN
easat-6554	95	13	:	:	PUNCT
easat-6554	95	14	10.55214/25768484.v9i4.6554	10.55214/25768484.v9i4.6554	NUM
easat-6554	95	15	©	©	ADP
easat-6554	95	16	2025	2025	NUM
easat-6554	95	17	by	by	ADP
easat-6554	95	18	the	the	DET
easat-6554	95	19	authors	author	NOUN
easat-6554	95	20	;	;	PUNCT
easat-6554	95	21	licensee	licensee	NOUN
easat-6554	95	22	learning	learning	NOUN
easat-6554	95	23	gate	gate	NOUN
easat-6554	95	24	whereas	whereas	SCONJ
easat-6554	95	25	𝐿(𝑦|𝜃	𝐿(𝑦|𝜃	PROPN
easat-6554	95	26	)	)	PUNCT
easat-6554	95	27	is	be	AUX
easat-6554	95	28	the	the	DET
easat-6554	95	29	likelihood	likelihood	NOUN
easat-6554	95	30	function	function	NOUN
easat-6554	95	31	.	.	PUNCT
easat-6554	96	1	the	the	DET
easat-6554	96	2	prediction	prediction	NOUN
easat-6554	96	3	distribution	distribution	NOUN
easat-6554	96	4	for	for	ADP
easat-6554	96	5	future	future	ADJ
easat-6554	96	6	observation	observation	NOUN
easat-6554	96	7	z	z	NOUN
easat-6554	96	8	is	be	AUX
easat-6554	96	9	as	as	ADV
easat-6554	96	10	follow	follow	VERB
easat-6554	96	11	.	.	PUNCT
easat-6554	97	1	𝑞	𝑞	X
easat-6554	97	2	(	(	PUNCT
easat-6554	97	3	𝑧	𝑧	PROPN
easat-6554	97	4	∣∣	∣∣	NUM
easat-6554	97	5	𝑦	𝑦	NOUN
easat-6554	97	6	)	)	PUNCT
easat-6554	97	7	=	=	SYM
easat-6554	98	1	∫	∫	PROPN
easat-6554	98	2	𝑓	𝑓	PROPN
easat-6554	98	3	(	(	PUNCT
easat-6554	98	4	𝑧	𝑧	PROPN
easat-6554	98	5	∣	∣	PROPN
easat-6554	98	6	𝜃	𝜃	NOUN
easat-6554	98	7	)	)	PUNCT
easat-6554	98	8	𝜋	𝜋	NOUN
easat-6554	98	9	(	(	PUNCT
easat-6554	98	10	𝜃	𝜃	NUM
easat-6554	98	11	∣∣	∣∣	NUM
easat-6554	98	12	𝑦	𝑦	NOUN
easat-6554	98	13	)	)	PUNCT
easat-6554	98	14	𝑑𝜃	𝑑𝜃	PROPN
easat-6554	98	15	(	(	PUNCT
easat-6554	98	16	6	6	NUM
easat-6554	98	17	)	)	PUNCT
easat-6554	98	18	with	with	ADP
easat-6554	98	19	the	the	DET
easat-6554	98	20	aim	aim	NOUN
easat-6554	98	21	of	of	ADP
easat-6554	98	22	evaluating	evaluate	VERB
easat-6554	98	23	how	how	SCONJ
easat-6554	98	24	well	well	ADV
easat-6554	98	25	the	the	DET
easat-6554	98	26	predictive	predictive	ADJ
easat-6554	98	27	model	model	NOUN
easat-6554	98	28	approximates	approximate	VERB
easat-6554	98	29	the	the	DET
easat-6554	98	30	true	true	ADJ
easat-6554	98	31	g(z	g(z	PROPN
easat-6554	98	32	)	)	PUNCT
easat-6554	98	33	using	use	VERB
easat-6554	98	34	bpic	bpic	NOUN
easat-6554	98	35	ando	ando	PROPN
easat-6554	99	1	[	[	X
easat-6554	99	2	38	38	NUM
easat-6554	99	3	]	]	PUNCT
easat-6554	99	4	and	and	CCONJ
easat-6554	99	5	dic	dic	ADJ
easat-6554	100	1	[	[	X
easat-6554	100	2	37	37	NUM
easat-6554	100	3	]	]	PUNCT
easat-6554	100	4	.	.	PUNCT
easat-6554	101	1	dic	dic	PROPN
easat-6554	101	2	is	be	AUX
easat-6554	101	3	defined	define	VERB
easat-6554	101	4	as	as	ADP
easat-6554	101	5	follow	follow	NOUN
easat-6554	101	6	:	:	PUNCT
easat-6554	101	7	𝐷𝐼𝐶	𝐷𝐼𝐶	PROPN
easat-6554	101	8	=	=	X
easat-6554	101	9	−2𝐸𝜃∣𝑦[𝑙𝑜𝑔𝐿(𝑦	−2𝐸𝜃∣𝑦[𝑙𝑜𝑔𝐿(𝑦	PROPN
easat-6554	101	10	∣	∣	PROPN
easat-6554	101	11	𝜃	𝜃	X
easat-6554	101	12	]	]	X
easat-6554	102	1	+	+	CCONJ
easat-6554	102	2	𝑃𝐷	𝑃𝐷	PROPN
easat-6554	102	3	(	(	PUNCT
easat-6554	102	4	7	7	X
easat-6554	102	5	)	)	PUNCT
easat-6554	102	6	bpic	bpic	NOUN
easat-6554	102	7	is	be	AUX
easat-6554	102	8	defined	define	VERB
easat-6554	102	9	as	as	ADP
easat-6554	102	10	follow	follow	NOUN
easat-6554	102	11	:	:	PUNCT
easat-6554	102	12	𝐵𝑃𝐼𝐶	𝐵𝑃𝐼𝐶	PROPN
easat-6554	102	13	=	=	SYM
easat-6554	102	14	−2𝐸𝜃∣𝑦[𝑙𝑜𝑔𝐿(𝑦	−2𝐸𝜃∣𝑦[𝑙𝑜𝑔𝐿(𝑦	PROPN
easat-6554	102	15	∣	∣	PROPN
easat-6554	102	16	𝜃	𝜃	NOUN
easat-6554	102	17	)	)	PUNCT
easat-6554	102	18	]	]	PUNCT
easat-6554	103	1	+	+	CCONJ
easat-6554	103	2	2𝑛𝑏𝑦	2𝑛𝑏𝑦	NUM
easat-6554	103	3	(	(	PUNCT
easat-6554	103	4	8)	8)	NUM
easat-6554	103	5	furthermore	furthermore	ADV
easat-6554	103	6	,	,	PUNCT
easat-6554	103	7	model	model	NOUN
easat-6554	103	8	evaluation	evaluation	NOUN
easat-6554	103	9	is	be	AUX
easat-6554	103	10	performed	perform	VERB
easat-6554	103	11	by	by	ADP
easat-6554	103	12	forecasting	forecast	VERB
easat-6554	103	13	volatility	volatility	NOUN
easat-6554	103	14	one	one	NUM
easat-6554	103	15	step	step	NOUN
easat-6554	103	16	ahead	ahead	ADV
easat-6554	103	17	,	,	PUNCT
easat-6554	103	18	we	we	PRON
easat-6554	103	19	use	use	VERB
easat-6554	103	20	the	the	DET
easat-6554	103	21	first	first	ADJ
easat-6554	103	22	half	half	NOUN
easat-6554	103	23	of	of	ADP
easat-6554	103	24	our	our	PRON
easat-6554	103	25	yt	yt	NOUN
easat-6554	103	26	data	datum	NOUN
easat-6554	103	27	for	for	ADP
easat-6554	103	28	initial	initial	ADJ
easat-6554	103	29	model	model	NOUN
easat-6554	103	30	estimation	estimation	NOUN
easat-6554	103	31	and	and	CCONJ
easat-6554	103	32	then	then	ADV
easat-6554	103	33	evaluate	evaluate	VERB
easat-6554	103	34	the	the	DET
easat-6554	103	35	forecast	forecast	NOUN
easat-6554	103	36	accuracy	accuracy	NOUN
easat-6554	103	37	over	over	ADP
easat-6554	103	38	the	the	DET
easat-6554	103	39	remaining	remain	VERB
easat-6554	103	40	half	half	NOUN
easat-6554	103	41	(	(	PUNCT
easat-6554	103	42	out	out	ADP
easat-6554	103	43	-	-	PUNCT
easat-6554	103	44	of	of	ADP
easat-6554	103	45	-	-	PUNCT
easat-6554	103	46	sample	sample	NOUN
easat-6554	103	47	period	period	NOUN
easat-6554	103	48	)	)	PUNCT
easat-6554	103	49	.	.	PUNCT
easat-6554	104	1	the	the	DET
easat-6554	104	2	rolling	rolling	ADJ
easat-6554	104	3	window	window	NOUN
easat-6554	104	4	approach	approach	NOUN
easat-6554	104	5	is	be	AUX
easat-6554	104	6	used	use	VERB
easat-6554	104	7	for	for	ADP
easat-6554	104	8	estimation	estimation	NOUN
easat-6554	104	9	,	,	PUNCT
easat-6554	104	10	where	where	SCONJ
easat-6554	104	11	the	the	DET
easat-6554	104	12	model	model	NOUN
easat-6554	104	13	parameters	parameter	NOUN
easat-6554	104	14	are	be	AUX
easat-6554	104	15	re	re	VERB
easat-6554	104	16	-	-	VERB
easat-6554	104	17	estimated	estimate	VERB
easat-6554	104	18	every	every	DET
easat-6554	104	19	10	10	NUM
easat-6554	104	20	observations	observation	NOUN
easat-6554	104	21	.	.	PUNCT
easat-6554	105	1	since	since	SCONJ
easat-6554	105	2	the	the	DET
easat-6554	105	3	actual	actual	ADJ
easat-6554	105	4	volatility	volatility	NOUN
easat-6554	105	5	can	can	AUX
easat-6554	105	6	not	not	PART
easat-6554	105	7	be	be	AUX
easat-6554	105	8	observed	observe	VERB
easat-6554	105	9	,	,	PUNCT
easat-6554	105	10	we	we	PRON
easat-6554	105	11	use	use	VERB
easat-6554	105	12	proxies	proxy	NOUN
easat-6554	105	13	to	to	PART
easat-6554	105	14	assess	assess	VERB
easat-6554	105	15	the	the	DET
easat-6554	105	16	prediction	prediction	NOUN
easat-6554	105	17	performance	performance	NOUN
easat-6554	105	18	.	.	PUNCT
easat-6554	106	1	we	we	PRON
easat-6554	106	2	compare	compare	VERB
easat-6554	106	3	the	the	DET
easat-6554	106	4	predictions	prediction	NOUN
easat-6554	106	5	of	of	ADP
easat-6554	106	6	garch	garch	NOUN
easat-6554	106	7	models	model	NOUN
easat-6554	106	8	using	use	VERB
easat-6554	106	9	two	two	NUM
easat-6554	106	10	metrics	metric	NOUN
easat-6554	106	11	:	:	PUNCT
easat-6554	106	12	mean	mean	VERB
easat-6554	106	13	squared	square	VERB
easat-6554	106	14	error	error	NOUN
easat-6554	106	15	(	(	PUNCT
easat-6554	106	16	mse	mse	NOUN
easat-6554	106	17	)	)	PUNCT
easat-6554	106	18	and	and	CCONJ
easat-6554	106	19	mean	mean	VERB
easat-6554	106	20	absolute	absolute	ADJ
easat-6554	106	21	error	error	NOUN
easat-6554	106	22	(	(	PUNCT
easat-6554	106	23	mae	mae	PROPN
easat-6554	106	24	)	)	PUNCT
easat-6554	106	25	.	.	PUNCT
easat-6554	107	1	table	table	NOUN
easat-6554	107	2	1	1	NUM
easat-6554	107	3	.	.	PUNCT
easat-6554	107	4	descriptive	descriptive	ADJ
easat-6554	107	5	statistics	statistic	NOUN
easat-6554	107	6	.	.	PUNCT
easat-6554	108	1	symbol	symbol	NOUN
easat-6554	108	2	mean	mean	VERB
easat-6554	108	3	median	median	PROPN
easat-6554	108	4	std	std	NOUN
easat-6554	108	5	dev	dev	NOUN
easat-6554	108	6	kurtosis	kurtosis	NOUN
easat-6554	108	7	ada	ada	PROPN
easat-6554	108	8	0.0008	0.0008	NUM
easat-6554	108	9	-0.0006	-0.0006	NOUN
easat-6554	108	10	0.0467	0.0467	NUM
easat-6554	108	11	7.0332	7.0332	NUM
easat-6554	108	12	bnb	bnb	NOUN
easat-6554	108	13	0.0032	0.0032	NUM
easat-6554	108	14	0.0012	0.0012	NUM
easat-6554	108	15	0.0467	0.0467	NUM
easat-6554	108	16	33.7472	33.7472	NUM
easat-6554	108	17	btc	btc	NOUN
easat-6554	108	18	0.002	0.002	NUM
easat-6554	108	19	0.0008	0.0008	NUM
easat-6554	108	20	0.0338	0.0338	NUM
easat-6554	108	21	12.8558	12.8558	NUM
easat-6554	108	22	doge	doge	PROPN
easat-6554	108	23	0.005	0.005	NUM
easat-6554	108	24	-0.0003	-0.0003	NOUN
easat-6554	108	25	0.1002	0.1002	NUM
easat-6554	108	26	731.0627	731.0627	NUM
easat-6554	108	27	eth	eth	PROPN
easat-6554	108	28	0.0023	0.0023	NUM
easat-6554	108	29	0.0009	0.0009	NUM
easat-6554	108	30	0.043	0.043	NUM
easat-6554	108	31	11.1073	11.1073	NUM
easat-6554	108	32	sol	sol	NOUN
easat-6554	108	33	0.0054	0.0054	NUM
easat-6554	108	34	0.0002	0.0002	NUM
easat-6554	108	35	0.0676	0.0676	NUM
easat-6554	108	36	8.444	8.444	NUM
easat-6554	108	37	trx	trx	NOUN
easat-6554	108	38	0.0023	0.0023	NUM
easat-6554	108	39	0.0023	0.0023	NUM
easat-6554	108	40	0.0489	0.0489	NUM
easat-6554	108	41	70.0946	70.0946	NUM
easat-6554	108	42	usdc	usdc	ADJ
easat-6554	108	43	-1.592e-06	-1.592e-06	PROPN
easat-6554	108	44	9.97e-05	9.97e-05	NUM
easat-6554	108	45	0.0032	0.0032	NUM
easat-6554	108	46	51.165	51.165	NUM
easat-6554	108	47	usdt	usdt	NOUN
easat-6554	108	48	-5.481e-06	-5.481e-06	PUNCT
easat-6554	108	49	-1e-04	-1e-04	VERB
easat-6554	108	50	0.003	0.003	NUM
easat-6554	108	51	108.1218	108.1218	NUM
easat-6554	108	52	xrp	xrp	PROPN
easat-6554	108	53	0.0022	0.0022	NUM
easat-6554	108	54	0.0002	0.0002	NUM
easat-6554	108	55	0.0544	0.0544	NUM
easat-6554	108	56	32.6233	32.6233	NUM
easat-6554	108	57	note	note	NOUN
easat-6554	108	58	:	:	PUNCT
easat-6554	108	59	this	this	DET
easat-6554	108	60	table	table	NOUN
easat-6554	108	61	presents	present	VERB
easat-6554	108	62	summary	summary	NOUN
easat-6554	108	63	information	information	NOUN
easat-6554	108	64	for	for	ADP
easat-6554	108	65	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	108	66	with	with	ADP
easat-6554	108	67	differing	differing	ADJ
easat-6554	108	68	levels	level	NOUN
easat-6554	108	69	of	of	ADP
easat-6554	108	70	market	market	NOUN
easat-6554	108	71	capitalization	capitalization	NOUN
easat-6554	108	72	.	.	PUNCT
easat-6554	109	1	table	table	NOUN
easat-6554	109	2	2	2	NUM
easat-6554	109	3	.	.	X
easat-6554	109	4	price	price	NOUN
easat-6554	109	5	descriptive	descriptive	ADJ
easat-6554	109	6	statistics	statistic	NOUN
easat-6554	109	7	.	.	PUNCT
easat-6554	110	1	symbol	symbol	NOUN
easat-6554	110	2	meanp	meanp	PROPN
easat-6554	110	3	stddevp	stddevp	NOUN
easat-6554	110	4	skewnesp	skewnesp	PROPN
easat-6554	110	5	kurtosisp	kurtosisp	PROPN
easat-6554	110	6	ada	ada	PROPN
easat-6554	110	7	0.7519	0.7519	NUM
easat-6554	111	1	0.5824	0.5824	NUM
easat-6554	111	2	1.5795	1.5795	NUM
easat-6554	111	3	4.8398	4.8398	NUM
easat-6554	111	4	bnb	bnb	NOUN
easat-6554	111	5	259.0137	259.0137	NUM
easat-6554	111	6	208.5721	208.5721	NUM
easat-6554	111	7	0.3033	0.3033	NUM
easat-6554	111	8	1.9370	1.9370	NUM
easat-6554	111	9	btc	btc	NOUN
easat-6554	111	10	31501.4309	31501.4309	NUM
easat-6554	111	11	22114.3	22114.3	NUM
easat-6554	111	12	0.7671	0.7671	NUM
easat-6554	111	13	2.9922	2.9922	NUM
easat-6554	111	14	doge	doge	NOUN
easat-6554	111	15	0.0909	0.0909	NUM
easat-6554	111	16	0.10039	0.10039	NUM
easat-6554	111	17	1.7147	1.7147	NUM
easat-6554	111	18	6.6997	6.6997	NUM
easat-6554	111	19	eth	eth	X
easat-6554	111	20	1682.4769	1682.4769	NUM
easat-6554	111	21	1244.145	1244.145	NUM
easat-6554	111	22	0.2865	0.2865	NUM
easat-6554	111	23	1.9842	1.9842	NUM
easat-6554	111	24	sol	sol	NOUN
easat-6554	111	25	68.6085	68.6085	NUM
easat-6554	111	26	67.9654	67.9654	NUM
easat-6554	111	27	0.8726	0.8726	NUM
easat-6554	111	28	2.4722	2.4722	NUM
easat-6554	111	29	trx	trx	NOUN
easat-6554	111	30	0.0689	0.0689	NUM
easat-6554	111	31	0.04879	0.04879	NUM
easat-6554	111	32	1.5191	1.5191	NUM
easat-6554	111	33	7.4769	7.4769	NUM
easat-6554	111	34	usdc	usdc	ADJ
easat-6554	112	1	1.0010	1.0010	NUM
easat-6554	112	2	0.0043	0.0043	NUM
easat-6554	112	3	3.1376	3.1376	NUM
easat-6554	112	4	24.640	24.640	NUM
easat-6554	112	5	usdt	usdt	NOUN
easat-6554	112	6	1.0008	1.0008	NUM
easat-6554	112	7	0.0036	0.0036	NUM
easat-6554	112	8	3.3654	3.3654	NUM
easat-6554	112	9	30.1581	30.1581	NUM
easat-6554	112	10	xrp	xrp	PROPN
easat-6554	112	11	0.5332	0.5332	NUM
easat-6554	112	12	0.3488	0.3488	NUM
easat-6554	112	13	2.6165	2.6165	NUM
easat-6554	112	14	12.6457	12.6457	NUM
easat-6554	112	15	note	note	NOUN
easat-6554	112	16	:	:	PUNCT
easat-6554	112	17	this	this	DET
easat-6554	112	18	table	table	NOUN
easat-6554	112	19	presents	present	VERB
easat-6554	112	20	summary	summary	NOUN
easat-6554	112	21	information	information	NOUN
easat-6554	112	22	for	for	ADP
easat-6554	112	23	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	112	24	with	with	ADP
easat-6554	112	25	differing	differing	ADJ
easat-6554	112	26	levels	level	NOUN
easat-6554	112	27	of	of	ADP
easat-6554	112	28	market	market	NOUN
easat-6554	112	29	capitalization	capitalization	NOUN
easat-6554	112	30	.	.	PUNCT
easat-6554	113	1	p	p	NOUN
easat-6554	113	2	for	for	ADP
easat-6554	113	3	price	price	NOUN
easat-6554	113	4	.	.	PUNCT
easat-6554	114	1	2399	2399	NUM
easat-6554	114	2	edelweiss	edelweiss	PROPN
easat-6554	114	3	applied	apply	VERB
easat-6554	114	4	science	science	NOUN
easat-6554	114	5	and	and	CCONJ
easat-6554	114	6	technology	technology	NOUN
easat-6554	114	7	issn	issn	PROPN
easat-6554	114	8	:	:	PUNCT
easat-6554	114	9	2576	2576	NUM
easat-6554	114	10	-	-	SYM
easat-6554	114	11	8484	8484	NUM
easat-6554	114	12	vol	vol	NOUN
easat-6554	114	13	.	.	PROPN
easat-6554	115	1	9	9	NUM
easat-6554	115	2	,	,	PUNCT
easat-6554	115	3	no	no	INTJ
easat-6554	115	4	.	.	NOUN
easat-6554	115	5	4	4	NUM
easat-6554	115	6	:	:	SYM
easat-6554	115	7	2395	2395	NUM
easat-6554	115	8	-	-	SYM
easat-6554	115	9	2404	2404	NUM
easat-6554	115	10	,	,	PUNCT
easat-6554	115	11	2025	2025	NUM
easat-6554	115	12	doi	doi	NOUN
easat-6554	115	13	:	:	PUNCT
easat-6554	115	14	10.55214/25768484.v9i4.6554	10.55214/25768484.v9i4.6554	NUM
easat-6554	115	15	©	©	ADP
easat-6554	115	16	2025	2025	NUM
easat-6554	115	17	by	by	ADP
easat-6554	115	18	the	the	DET
easat-6554	115	19	authors	author	NOUN
easat-6554	115	20	;	;	PUNCT
easat-6554	116	1	licensee	licensee	PROPN
easat-6554	116	2	learning	learn	VERB
easat-6554	116	3	gate	gate	NOUN
easat-6554	116	4	table	table	NOUN
easat-6554	116	5	3	3	NUM
easat-6554	116	6	.	.	X
easat-6554	116	7	return	return	VERB
easat-6554	116	8	descriptive	descriptive	ADJ
easat-6554	116	9	statistics	statistic	NOUN
easat-6554	116	10	.	.	PUNCT
easat-6554	117	1	symbol	symbol	NOUN
easat-6554	117	2	mean	mean	VERB
easat-6554	117	3	r	r	NOUN
easat-6554	117	4	std	std	NOUN
easat-6554	117	5	dev	dev	NOUN
easat-6554	117	6	r	r	NOUN
easat-6554	117	7	skewnes	skewne	NOUN
easat-6554	117	8	r	r	NOUN
easat-6554	117	9	kurtosis	kurtosis	NOUN
easat-6554	117	10	r	r	NOUN
easat-6554	117	11	ada	ada	PROPN
easat-6554	117	12	0.0008	0.0008	NUM
easat-6554	117	13	0.0466	0.0466	NUM
easat-6554	117	14	0.4932	0.4932	NUM
easat-6554	117	15	7.0539	7.0539	NUM
easat-6554	117	16	bnb	bnb	NOUN
easat-6554	117	17	0.0032	0.0032	NUM
easat-6554	117	18	0.0467	0.0467	NUM
easat-6554	117	19	1.5818	1.5818	NUM
easat-6554	117	20	33.8246	33.8246	NUM
easat-6554	117	21	btc	btc	NOUN
easat-6554	117	22	0.0020	0.0020	NUM
easat-6554	117	23	0.0338	0.0338	NUM
easat-6554	117	24	-0.3107	-0.3107	PUNCT
easat-6554	117	25	12.8558	12.8558	NUM
easat-6554	117	26	doge	doge	PROPN
easat-6554	117	27	0.0050	0.0050	NUM
easat-6554	117	28	0.0999	0.0999	NUM
easat-6554	117	29	21.4868	21.4868	NUM
easat-6554	117	30	735.0901	735.0901	NUM
easat-6554	117	31	eth	eth	NOUN
easat-6554	117	32	0.0023	0.0023	NUM
easat-6554	117	33	0.0429	0.0429	NUM
easat-6554	117	34	-0.2793	-0.2793	ADJ
easat-6554	117	35	11.1223	11.1223	NUM
easat-6554	117	36	sol	sol	NOUN
easat-6554	117	37	0.0054	0.0054	NUM
easat-6554	117	38	0.0675	0.0675	NUM
easat-6554	117	39	0.5421	0.5421	NUM
easat-6554	117	40	8.4644	8.4644	NUM
easat-6554	117	41	trx	trx	NOUN
easat-6554	117	42	0.0022	0.0022	NUM
easat-6554	117	43	0.0488	0.0488	NUM
easat-6554	117	44	3.2195	3.2195	NUM
easat-6554	117	45	70.5145	70.5145	NUM
easat-6554	117	46	usdc	usdc	ADJ
easat-6554	117	47	-1.33e-06	-1.33e-06	NOUN
easat-6554	117	48	0.0029	0.0029	NUM
easat-6554	117	49	1.1750	1.1750	NUM
easat-6554	117	50	61.3864	61.3864	NUM
easat-6554	117	51	usdt	usdt	NOUN
easat-6554	117	52	-4.67e-06	-4.67e-06	NOUN
easat-6554	117	53	0.0028	0.0028	NUM
easat-6554	117	54	0.9565	0.9565	NUM
easat-6554	117	55	127.0100	127.0100	NUM
easat-6554	117	56	xrp	xrp	PROPN
easat-6554	117	57	0.0021	0.0021	NUM
easat-6554	117	58	0.0543	0.0543	NUM
easat-6554	117	59	2.3467	2.3467	NUM
easat-6554	117	60	32.7287	32.7287	NUM
easat-6554	117	61	note	note	NOUN
easat-6554	117	62	:	:	PUNCT
easat-6554	117	63	r	r	NOUN
easat-6554	117	64	for	for	ADP
easat-6554	117	65	return	return	NOUN
easat-6554	117	66	in	in	ADP
easat-6554	117	67	financial	financial	ADJ
easat-6554	117	68	risk	risk	NOUN
easat-6554	117	69	modeling	modeling	NOUN
easat-6554	117	70	,	,	PUNCT
easat-6554	117	71	the	the	DET
easat-6554	117	72	accuracy	accuracy	NOUN
easat-6554	117	73	of	of	ADP
easat-6554	117	74	value	value	NOUN
easat-6554	117	75	-	-	PUNCT
easat-6554	117	76	at	at	ADP
easat-6554	117	77	-	-	PUNCT
easat-6554	117	78	risk	risk	NOUN
easat-6554	117	79	(	(	PUNCT
easat-6554	117	80	var	var	NOUN
easat-6554	117	81	)	)	PUNCT
easat-6554	117	82	estimates	estimate	NOUN
easat-6554	117	83	is	be	AUX
easat-6554	117	84	critical	critical	ADJ
easat-6554	117	85	for	for	ADP
easat-6554	117	86	risk	risk	NOUN
easat-6554	117	87	management	management	NOUN
easat-6554	117	88	and	and	CCONJ
easat-6554	117	89	regulatory	regulatory	ADJ
easat-6554	117	90	compliance	compliance	NOUN
easat-6554	117	91	.	.	PUNCT
easat-6554	118	1	two	two	NUM
easat-6554	118	2	statistical	statistical	ADJ
easat-6554	118	3	tests	test	NOUN
easat-6554	118	4	used	use	VERB
easat-6554	118	5	to	to	PART
easat-6554	118	6	evaluate	evaluate	VERB
easat-6554	118	7	the	the	DET
easat-6554	118	8	performance	performance	NOUN
easat-6554	118	9	of	of	ADP
easat-6554	118	10	var	var	NOUN
easat-6554	118	11	models	model	NOUN
easat-6554	118	12	are	be	AUX
easat-6554	118	13	conditional	conditional	ADJ
easat-6554	118	14	coverage	coverage	NOUN
easat-6554	118	15	(	(	PUNCT
easat-6554	118	16	cc	cc	NOUN
easat-6554	118	17	)	)	PUNCT
easat-6554	118	18	and	and	CCONJ
easat-6554	118	19	dynamic	dynamic	ADJ
easat-6554	118	20	quantile	quantile	NOUN
easat-6554	118	21	(	(	PUNCT
easat-6554	118	22	dq	dq	NOUN
easat-6554	118	23	)	)	PUNCT
easat-6554	118	24	test	test	NOUN
easat-6554	118	25	.	.	PUNCT
easat-6554	119	1	the	the	DET
easat-6554	119	2	cc	cc	PROPN
easat-6554	119	3	test	test	NOUN
easat-6554	119	4	christoffersen	christoffersen	VERB
easat-6554	119	5	[	[	PUNCT
easat-6554	119	6	39	39	NUM
easat-6554	119	7	]	]	PUNCT
easat-6554	119	8	tests	test	VERB
easat-6554	119	9	whether	whether	SCONJ
easat-6554	119	10	var	var	NOUN
easat-6554	119	11	exceptions	exception	NOUN
easat-6554	119	12	(	(	PUNCT
easat-6554	119	13	violations	violation	NOUN
easat-6554	119	14	)	)	PUNCT
easat-6554	119	15	occur	occur	VERB
easat-6554	119	16	independently	independently	ADV
easat-6554	119	17	over	over	ADP
easat-6554	119	18	time	time	NOUN
easat-6554	119	19	,	,	PUNCT
easat-6554	119	20	ensuring	ensure	VERB
easat-6554	119	21	correct	correct	ADJ
easat-6554	119	22	conditional	conditional	ADJ
easat-6554	119	23	coverage	coverage	NOUN
easat-6554	119	24	.	.	PUNCT
easat-6554	120	1	this	this	DET
easat-6554	120	2	test	test	NOUN
easat-6554	120	3	combines	combine	VERB
easat-6554	120	4	two	two	NUM
easat-6554	120	5	hypotheses	hypothesis	NOUN
easat-6554	120	6	:	:	PUNCT
easat-6554	120	7	unconditional	unconditional	ADJ
easat-6554	120	8	coverage	coverage	NOUN
easat-6554	120	9	(	(	PUNCT
easat-6554	120	10	uc	uc	PROPN
easat-6554	120	11	)	)	PUNCT
easat-6554	120	12	,	,	PUNCT
easat-6554	120	13	which	which	PRON
easat-6554	120	14	ensures	ensure	VERB
easat-6554	120	15	that	that	SCONJ
easat-6554	120	16	the	the	DET
easat-6554	120	17	observed	observed	ADJ
easat-6554	120	18	violation	violation	NOUN
easat-6554	120	19	rate	rate	NOUN
easat-6554	120	20	corresponds	correspond	VERB
easat-6554	120	21	to	to	ADP
easat-6554	120	22	the	the	DET
easat-6554	120	23	expected	expect	VERB
easat-6554	120	24	rate	rate	NOUN
easat-6554	120	25	,	,	PUNCT
easat-6554	120	26	and	and	CCONJ
easat-6554	120	27	independence	independence	NOUN
easat-6554	120	28	(	(	PUNCT
easat-6554	120	29	ind	ind	NOUN
easat-6554	120	30	)	)	PUNCT
easat-6554	120	31	,	,	PUNCT
easat-6554	120	32	which	which	PRON
easat-6554	120	33	ensures	ensure	VERB
easat-6554	120	34	that	that	SCONJ
easat-6554	120	35	violations	violation	NOUN
easat-6554	120	36	occur	occur	VERB
easat-6554	120	37	independently	independently	ADV
easat-6554	120	38	over	over	ADP
easat-6554	120	39	time	time	NOUN
easat-6554	120	40	.	.	PUNCT
easat-6554	121	1	by	by	ADP
easat-6554	121	2	defining	define	VERB
easat-6554	121	3	the	the	DET
easat-6554	121	4	hit	hit	NOUN
easat-6554	121	5	function	function	NOUN
easat-6554	121	6	as	as	ADP
easat-6554	121	7	:	:	PUNCT
easat-6554	121	8	𝐼𝑡	𝐼𝑡	ADV
easat-6554	121	9	=	=	PUNCT
easat-6554	121	10	{	{	PUNCT
easat-6554	121	11	1	1	NUM
easat-6554	121	12	,	,	PUNCT
easat-6554	121	13	𝑖𝑓	𝑖𝑓	ADV
easat-6554	121	14	𝑦𝑡	𝑦𝑡	NOUN
easat-6554	121	15	<	<	X
easat-6554	121	16	𝑉𝑎𝑅𝑡	𝑉𝑎𝑅𝑡	PROPN
easat-6554	121	17	(	(	PUNCT
easat-6554	121	18	𝑉𝑎𝑅	𝑉𝑎𝑅	PROPN
easat-6554	121	19	𝑣𝑖𝑜𝑙𝑎𝑡𝑖𝑜𝑛	𝑣𝑖𝑜𝑙𝑎𝑡𝑖𝑜𝑛	NOUN
easat-6554	121	20	)	)	PUNCT
easat-6554	121	21	0	0	NUM
easat-6554	121	22	,	,	PUNCT
easat-6554	121	23	𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒	𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒	VERB
easat-6554	121	24	the	the	DET
easat-6554	121	25	uc	uc	PROPN
easat-6554	121	26	hypothesis	hypothesis	NOUN
easat-6554	121	27	states	state	VERB
easat-6554	121	28	that	that	SCONJ
easat-6554	121	29	the	the	DET
easat-6554	121	30	observed	observe	VERB
easat-6554	121	31	frequency	frequency	NOUN
easat-6554	121	32	of	of	ADP
easat-6554	121	33	var	var	NOUN
easat-6554	121	34	violations	violation	NOUN
easat-6554	121	35	should	should	AUX
easat-6554	121	36	match	match	VERB
easat-6554	121	37	the	the	DET
easat-6554	121	38	expected	expect	VERB
easat-6554	121	39	probability	probability	NOUN
easat-6554	121	40	as	as	SCONJ
easat-6554	121	41	p	p	X
easat-6554	121	42	:	:	PUNCT
easat-6554	121	43	�	�	PROPN
easat-6554	121	44	̂	̂	VERB
easat-6554	121	45	�	�	NOUN
easat-6554	121	46	=	=	SYM
easat-6554	121	47	1	1	NUM
easat-6554	121	48	𝑇	𝑇	NOUN
easat-6554	121	49	∑	∑	PUNCT
easat-6554	121	50	𝐼𝑡	𝐼𝑡	PROPN
easat-6554	121	51	≈	≈	PROPN
easat-6554	121	52	𝑝	𝑝	PROPN
easat-6554	121	53	𝑇	𝑇	PROPN
easat-6554	121	54	𝑡=1	𝑡=1	PROPN
easat-6554	121	55	(	(	PUNCT
easat-6554	121	56	9	9	X
easat-6554	121	57	)	)	PUNCT
easat-6554	121	58	likelihood	likelihood	NOUN
easat-6554	121	59	ratio	ratio	NOUN
easat-6554	121	60	(	(	PUNCT
easat-6554	121	61	lr	lr	NOUN
easat-6554	121	62	)	)	PUNCT
easat-6554	121	63	is	be	AUX
easat-6554	121	64	used	use	VERB
easat-6554	121	65	to	to	PART
easat-6554	121	66	evaluate	evaluate	VERB
easat-6554	121	67	this	this	DET
easat-6554	121	68	hypothesis	hypothesis	NOUN
easat-6554	121	69	.	.	PUNCT
easat-6554	122	1	uc	uc	PROPN
easat-6554	122	2	test	test	NOUN
easat-6554	122	3	using	use	VERB
easat-6554	122	4	:	:	PUNCT
easat-6554	122	5	𝐿𝑅𝑈𝐶	𝐿𝑅𝑈𝐶	PROPN
easat-6554	122	6	=	=	SYM
easat-6554	122	7	−2[𝑙𝑜𝑔𝐿(	−2[𝑙𝑜𝑔𝐿(	PROPN
easat-6554	122	8	�	�	PROPN
easat-6554	122	9	̂	̂	SYM
easat-6554	122	10	�	�	NOUN
easat-6554	122	11	)	)	PUNCT
easat-6554	122	12	−	−	PROPN
easat-6554	123	1	𝑙𝑜𝑔𝐿(𝑝	𝑙𝑜𝑔𝐿(𝑝	PROPN
easat-6554	123	2	)	)	PUNCT
easat-6554	123	3	]	]	PUNCT
easat-6554	123	4	∼	∼	NOUN
easat-6554	123	5	𝜒2	𝜒2	NOUN
easat-6554	123	6	(	(	PUNCT
easat-6554	123	7	10	10	NUM
easat-6554	123	8	)	)	PUNCT
easat-6554	123	9	ind	ind	NOUN
easat-6554	123	10	test	test	NOUN
easat-6554	123	11	using	use	VERB
easat-6554	123	12	:	:	PUNCT
easat-6554	123	13	𝐿𝑅𝐼𝑁𝐷	𝐿𝑅𝐼𝑁𝐷	PROPN
easat-6554	123	14	=	=	SYM
easat-6554	123	15	−2[𝑙𝑜𝑔𝐿(𝜋0	−2[𝑙𝑜𝑔𝐿(𝜋0	PROPN
easat-6554	123	16	,	,	PUNCT
easat-6554	123	17	𝜋1	𝜋1	NOUN
easat-6554	123	18	)	)	PUNCT
easat-6554	123	19	−	−	PROPN
easat-6554	123	20	𝑙𝑜𝑔𝐿(	𝑙𝑜𝑔𝐿(	PROPN
easat-6554	123	21	�	�	PROPN
easat-6554	123	22	̂	̂	NUM
easat-6554	123	23	�	�	NOUN
easat-6554	123	24	)	)	PUNCT
easat-6554	123	25	]	]	PUNCT
easat-6554	123	26	∼	∼	NOUN
easat-6554	123	27	𝜒2	𝜒2	NOUN
easat-6554	123	28	(	(	PUNCT
easat-6554	123	29	11	11	NUM
easat-6554	123	30	)	)	PUNCT
easat-6554	123	31	if	if	SCONJ
easat-6554	123	32	it	it	PRON
easat-6554	123	33	is	be	AUX
easat-6554	123	34	statistically	statistically	ADV
easat-6554	123	35	significant	significant	ADJ
easat-6554	123	36	,	,	PUNCT
easat-6554	123	37	then	then	ADV
easat-6554	123	38	the	the	DET
easat-6554	123	39	var	var	NOUN
easat-6554	123	40	model	model	NOUN
easat-6554	123	41	fails	fail	VERB
easat-6554	123	42	to	to	PART
easat-6554	123	43	provide	provide	VERB
easat-6554	123	44	correct	correct	ADJ
easat-6554	123	45	conditional	conditional	ADJ
easat-6554	123	46	coverage	coverage	NOUN
easat-6554	123	47	,	,	PUNCT
easat-6554	123	48	meaning	mean	VERB
easat-6554	123	49	the	the	DET
easat-6554	123	50	violations	violation	NOUN
easat-6554	123	51	are	be	AUX
easat-6554	123	52	not	not	PART
easat-6554	123	53	independent	independent	ADJ
easat-6554	123	54	and	and	CCONJ
easat-6554	123	55	indicate	indicate	VERB
easat-6554	123	56	volatility	volatility	NOUN
easat-6554	123	57	that	that	PRON
easat-6554	123	58	is	be	AUX
easat-6554	123	59	not	not	PART
easat-6554	123	60	captured	capture	VERB
easat-6554	123	61	by	by	ADP
easat-6554	123	62	the	the	DET
easat-6554	123	63	model	model	NOUN
easat-6554	123	64	.	.	PUNCT
easat-6554	124	1	meanwhile	meanwhile	ADV
easat-6554	124	2	,	,	PUNCT
easat-6554	124	3	the	the	DET
easat-6554	124	4	dq	dq	PROPN
easat-6554	124	5	test	test	NOUN
easat-6554	124	6	engle	engle	NOUN
easat-6554	124	7	and	and	CCONJ
easat-6554	124	8	manganelli	manganelli	NOUN
easat-6554	125	1	[	[	X
easat-6554	125	2	40	40	NUM
easat-6554	125	3	]	]	PUNCT
easat-6554	125	4	extends	extend	VERB
easat-6554	125	5	the	the	DET
easat-6554	125	6	cc	cc	NOUN
easat-6554	125	7	test	test	NOUN
easat-6554	125	8	by	by	ADP
easat-6554	125	9	testing	test	VERB
easat-6554	125	10	whether	whether	SCONJ
easat-6554	125	11	var	var	NOUN
easat-6554	125	12	violations	violation	NOUN
easat-6554	125	13	depend	depend	VERB
easat-6554	125	14	on	on	ADP
easat-6554	125	15	historical	historical	ADJ
easat-6554	125	16	information	information	NOUN
easat-6554	125	17	,	,	PUNCT
easat-6554	125	18	ensuring	ensure	VERB
easat-6554	125	19	the	the	DET
easat-6554	125	20	quantile	quantile	ADJ
easat-6554	125	21	model	model	NOUN
easat-6554	125	22	is	be	AUX
easat-6554	125	23	dynamic	dynamic	ADJ
easat-6554	125	24	.	.	PUNCT
easat-6554	126	1	the	the	DET
easat-6554	126	2	hit	hit	VERB
easat-6554	126	3	deviation	deviation	NOUN
easat-6554	126	4	function	function	NOUN
easat-6554	126	5	is	be	AUX
easat-6554	126	6	defined	define	VERB
easat-6554	126	7	as	as	ADP
easat-6554	126	8	:	:	PUNCT
easat-6554	126	9	𝐻𝑖𝑡𝑡	𝐻𝑖𝑡𝑡	PROPN
easat-6554	126	10	=	=	PUNCT
easat-6554	127	1	𝐼𝑡	𝐼𝑡	ADP
easat-6554	127	2	−	−	PROPN
easat-6554	127	3	𝑝	𝑝	NOUN
easat-6554	127	4	then	then	ADV
easat-6554	127	5	regression	regression	NOUN
easat-6554	127	6	is	be	AUX
easat-6554	127	7	performed	perform	VERB
easat-6554	127	8	as	as	SCONJ
easat-6554	127	9	follows	follow	VERB
easat-6554	127	10	:	:	PUNCT
easat-6554	127	11	𝐻𝑖𝑡𝑡	𝐻𝑖𝑡𝑡	PROPN
easat-6554	127	12	=	=	SYM
easat-6554	127	13	𝛽0	𝛽0	PROPN
easat-6554	128	1	+	+	CCONJ
easat-6554	128	2	∑	∑	PROPN
easat-6554	128	3	𝛽𝑗	𝛽𝑗	NOUN
easat-6554	128	4	𝑚	𝑚	X
easat-6554	128	5	𝑗=1	𝑗=1	PART
easat-6554	128	6	𝐻𝑖𝑡𝑡−𝑗	𝐻𝑖𝑡𝑡−𝑗	PROPN
easat-6554	128	7	+	+	CCONJ
easat-6554	128	8	∑	∑	PROPN
easat-6554	128	9	𝛾𝑘	𝛾𝑘	ADP
easat-6554	128	10	𝑛	𝑛	PROPN
easat-6554	128	11	𝑘=1	𝑘=1	NOUN
easat-6554	128	12	𝑋𝑡−𝑘	𝑋𝑡−𝑘	NOUN
easat-6554	128	13	+	+	X
easat-6554	128	14	𝜀𝑡	𝜀𝑡	NOUN
easat-6554	128	15	(	(	PUNCT
easat-6554	128	16	12	12	NUM
easat-6554	128	17	)	)	PUNCT
easat-6554	128	18	where	where	SCONJ
easat-6554	128	19	are	be	AUX
easat-6554	128	20	additional	additional	ADJ
easat-6554	128	21	explanatory	explanatory	ADJ
easat-6554	128	22	variables	variable	NOUN
easat-6554	128	23	such	such	ADJ
easat-6554	128	24	as	as	ADP
easat-6554	128	25	past	past	ADJ
easat-6554	128	26	volatility	volatility	NOUN
easat-6554	128	27	and	and	CCONJ
easat-6554	128	28	market	market	NOUN
easat-6554	128	29	conditions	condition	NOUN
easat-6554	128	30	,	,	PUNCT
easat-6554	128	31	measures	measure	VERB
easat-6554	128	32	serial	serial	ADJ
easat-6554	128	33	dependence	dependence	NOUN
easat-6554	128	34	in	in	ADP
easat-6554	128	35	the	the	DET
easat-6554	128	36	offense	offense	NOUN
easat-6554	128	37	(	(	PUNCT
easat-6554	128	38	should	should	AUX
easat-6554	128	39	be	be	AUX
easat-6554	128	40	zero	zero	NUM
easat-6554	128	41	in	in	ADP
easat-6554	128	42	the	the	DET
easat-6554	128	43	correct	correct	ADJ
easat-6554	128	44	model	model	NOUN
easat-6554	128	45	specification	specification	NOUN
easat-6554	128	46	)	)	PUNCT
easat-6554	128	47	,	,	PUNCT
easat-6554	128	48	and	and	CCONJ
easat-6554	128	49	measures	measure	VERB
easat-6554	128	50	dependence	dependence	NOUN
easat-6554	128	51	on	on	ADP
easat-6554	128	52	market	market	NOUN
easat-6554	128	53	conditions	condition	NOUN
easat-6554	128	54	.	.	PUNCT
easat-6554	129	1	the	the	DET
easat-6554	129	2	null	null	ADJ
easat-6554	129	3	hypothesis	hypothesis	NOUN
easat-6554	129	4	of	of	ADP
easat-6554	129	5	the	the	DET
easat-6554	129	6	correct	correct	ADJ
easat-6554	129	7	model	model	NOUN
easat-6554	129	8	is	be	AUX
easat-6554	129	9	defined	define	VERB
easat-6554	129	10	as	as	ADP
easat-6554	129	11	:	:	PUNCT
easat-6554	129	12	𝐻0	𝐻0	PROPN
easat-6554	129	13	:	:	PUNCT
easat-6554	129	14	𝛽1	𝛽1	NOUN
easat-6554	129	15	=	=	SYM
easat-6554	129	16	𝛽2	𝛽2	PROPN
easat-6554	129	17	=	=	SYM
easat-6554	129	18	⋯	⋯	PROPN
easat-6554	129	19	=	=	SYM
easat-6554	129	20	𝛽𝑚	𝛽𝑚	NOUN
easat-6554	129	21	=	=	SYM
easat-6554	129	22	𝛾1	𝛾1	PROPN
easat-6554	129	23	=	=	SYM
easat-6554	129	24	⋯	⋯	PROPN
easat-6554	129	25	=	=	SYM
easat-6554	129	26	𝛾𝑛	𝛾𝑛	PROPN
easat-6554	130	1	=	=	SYM
easat-6554	130	2	0	0	NUM
easat-6554	130	3	(	(	PUNCT
easat-6554	130	4	13	13	NUM
easat-6554	130	5	)	)	PUNCT
easat-6554	130	6	testing	testing	NOUN
easat-6554	130	7	is	be	AUX
easat-6554	130	8	conducted	conduct	VERB
easat-6554	130	9	using	use	VERB
easat-6554	130	10	likelihood	likelihood	NOUN
easat-6554	130	11	ratio	ratio	NOUN
easat-6554	130	12	:	:	PUNCT
easat-6554	130	13	𝐷𝑄	𝐷𝑄	PROPN
easat-6554	130	14	=	=	PUNCT
easat-6554	130	15	𝑇𝑅2	𝑇𝑅2	PROPN
easat-6554	130	16	∼	∼	NOUN
easat-6554	130	17	𝜒2(𝑚	𝜒2(𝑚	NOUN
easat-6554	130	18	+	+	NOUN
easat-6554	130	19	𝑛	𝑛	NOUN
easat-6554	130	20	)	)	PUNCT
easat-6554	130	21	(	(	PUNCT
easat-6554	130	22	14	14	NUM
easat-6554	130	23	)	)	PUNCT
easat-6554	130	24	where	where	SCONJ
easat-6554	130	25	dq	dq	PROPN
easat-6554	130	26	is	be	AUX
easat-6554	130	27	the	the	DET
easat-6554	130	28	coefficient	coefficient	NOUN
easat-6554	130	29	of	of	ADP
easat-6554	130	30	determination	determination	NOUN
easat-6554	130	31	of	of	ADP
easat-6554	130	32	the	the	DET
easat-6554	130	33	regression	regression	NOUN
easat-6554	130	34	.	.	PUNCT
easat-6554	131	1	if	if	SCONJ
easat-6554	131	2	the	the	DET
easat-6554	131	3	dq	dq	NOUN
easat-6554	131	4	test	test	NOUN
easat-6554	131	5	result	result	NOUN
easat-6554	131	6	is	be	AUX
easat-6554	131	7	significant	significant	ADJ
easat-6554	131	8	,	,	PUNCT
easat-6554	131	9	then	then	ADV
easat-6554	131	10	var	var	NOUN
easat-6554	131	11	violations	violation	NOUN
easat-6554	131	12	are	be	AUX
easat-6554	131	13	influenced	influence	VERB
easat-6554	131	14	by	by	ADP
easat-6554	131	15	historical	historical	ADJ
easat-6554	131	16	factors	factor	NOUN
easat-6554	131	17	and	and	CCONJ
easat-6554	131	18	market	market	NOUN
easat-6554	131	19	conditions	condition	NOUN
easat-6554	131	20	,	,	PUNCT
easat-6554	131	21	which	which	PRON
easat-6554	131	22	means	mean	VERB
easat-6554	131	23	that	that	SCONJ
easat-6554	131	24	the	the	DET
easat-6554	131	25	var	var	NOUN
easat-6554	131	26	model	model	NOUN
easat-6554	131	27	is	be	AUX
easat-6554	131	28	not	not	PART
easat-6554	131	29	appropriate	appropriate	ADJ
easat-6554	131	30	.	.	PUNCT
easat-6554	132	1	the	the	DET
easat-6554	132	2	dq	dq	PROPN
easat-6554	132	3	test	test	NOUN
easat-6554	132	4	is	be	AUX
easat-6554	132	5	more	more	ADV
easat-6554	132	6	robust	robust	ADJ
easat-6554	132	7	in	in	ADP
easat-6554	132	8	evaluating	evaluate	VERB
easat-6554	132	9	dynamic	dynamic	ADJ
easat-6554	132	10	risk	risk	NOUN
easat-6554	132	11	models	model	NOUN
easat-6554	132	12	because	because	SCONJ
easat-6554	132	13	it	it	PRON
easat-6554	132	14	considers	consider	VERB
easat-6554	132	15	external	external	ADJ
easat-6554	132	16	factors	factor	NOUN
easat-6554	132	17	that	that	PRON
easat-6554	132	18	affect	affect	VERB
easat-6554	132	19	var	var	NOUN
easat-6554	132	20	violations	violation	NOUN
easat-6554	132	21	.	.	PUNCT
easat-6554	133	1	2400	2400	NUM
easat-6554	133	2	edelweiss	edelweiss	PROPN
easat-6554	133	3	applied	apply	VERB
easat-6554	133	4	science	science	NOUN
easat-6554	133	5	and	and	CCONJ
easat-6554	133	6	technology	technology	NOUN
easat-6554	133	7	issn	issn	PROPN
easat-6554	133	8	:	:	PUNCT
easat-6554	133	9	2576	2576	NUM
easat-6554	133	10	-	-	SYM
easat-6554	133	11	8484	8484	NUM
easat-6554	133	12	vol	vol	NOUN
easat-6554	133	13	.	.	PROPN
easat-6554	134	1	9	9	NUM
easat-6554	134	2	,	,	PUNCT
easat-6554	134	3	no	no	INTJ
easat-6554	134	4	.	.	NOUN
easat-6554	134	5	4	4	NUM
easat-6554	134	6	:	:	SYM
easat-6554	134	7	2395	2395	NUM
easat-6554	134	8	-	-	SYM
easat-6554	134	9	2404	2404	NUM
easat-6554	134	10	,	,	PUNCT
easat-6554	134	11	2025	2025	NUM
easat-6554	134	12	doi	doi	NOUN
easat-6554	134	13	:	:	PUNCT
easat-6554	134	14	10.55214/25768484.v9i4.6554	10.55214/25768484.v9i4.6554	NUM
easat-6554	134	15	©	©	ADP
easat-6554	134	16	2025	2025	NUM
easat-6554	134	17	by	by	ADP
easat-6554	134	18	the	the	DET
easat-6554	134	19	authors	author	NOUN
easat-6554	134	20	;	;	PUNCT
easat-6554	134	21	licensee	licensee	PROPN
easat-6554	134	22	learning	learning	NOUN
easat-6554	134	23	gate	gate	NOUN
easat-6554	134	24	4	4	NUM
easat-6554	134	25	.	.	PUNCT
easat-6554	134	26	result	result	VERB
easat-6554	134	27	4.1	4.1	NUM
easat-6554	134	28	.	.	PUNCT
easat-6554	135	1	top	top	ADJ
easat-6554	135	2	10	10	NUM
easat-6554	135	3	crypto	crypto	NOUN
easat-6554	135	4	returns	return	NOUN
easat-6554	135	5	figure	figure	VERB
easat-6554	135	6	1	1	NUM
easat-6554	135	7	.	.	PUNCT
easat-6554	135	8	return	return	VERB
easat-6554	135	9	cryptocurrency	cryptocurrency	NOUN
easat-6554	135	10	.	.	PUNCT
easat-6554	136	1	table	table	NOUN
easat-6554	136	2	4	4	NUM
easat-6554	136	3	.	.	PUNCT
easat-6554	136	4	model	model	NOUN
easat-6554	136	5	selection	selection	NOUN
easat-6554	136	6	based	base	VERB
easat-6554	136	7	on	on	ADP
easat-6554	136	8	dic	dic	ADJ
easat-6554	136	9	and	and	CCONJ
easat-6554	136	10	bpic	bpic	NOUN
easat-6554	136	11	.	.	PUNCT
easat-6554	137	1	symbol	symbol	PROPN
easat-6554	137	2	dic	dic	PROPN
easat-6554	137	3	bpic	bpic	NOUN
easat-6554	137	4	both	both	CCONJ
easat-6554	137	5	agree	agree	VERB
easat-6554	137	6	ada	ada	PROPN
easat-6554	137	7	tgarch	tgarch	PROPN
easat-6554	137	8	-	-	PUNCT
easat-6554	137	9	t-(3	t-(3	PROPN
easat-6554	137	10	)	)	PUNCT
easat-6554	137	11	sgarch	sgarch	NOUN
easat-6554	137	12	-	-	PUNCT
easat-6554	137	13	t	t	NOUN
easat-6554	137	14	(	(	PUNCT
easat-6554	137	15	3	3	NUM
easat-6554	137	16	)	)	PUNCT
easat-6554	137	17	bnb	bnb	NOUN
easat-6554	137	18	sgarch	sgarch	NOUN
easat-6554	137	19	-	-	PUNCT
easat-6554	137	20	t-(2	t-(2	PROPN
easat-6554	137	21	)	)	PUNCT
easat-6554	137	22	egarch	egarch	PROPN
easat-6554	137	23	-	-	PUNCT
easat-6554	137	24	t-(3	t-(3	PROPN
easat-6554	137	25	)	)	PUNCT
easat-6554	137	26	btc	btc	VERB
easat-6554	137	27	sgarch	sgarch	NOUN
easat-6554	137	28	-	-	PUNCT
easat-6554	137	29	g-(2	g-(2	NOUN
easat-6554	137	30	)	)	PUNCT
easat-6554	137	31	tgarch	tgarch	NOUN
easat-6554	137	32	-	-	PUNCT
easat-6554	137	33	g-(3	g-(3	PROPN
easat-6554	137	34	)	)	PUNCT
easat-6554	137	35	doge	doge	PROPN
easat-6554	137	36	sgarch	sgarch	NOUN
easat-6554	137	37	-	-	PUNCT
easat-6554	137	38	t-(3	t-(3	PROPN
easat-6554	137	39	)	)	PUNCT
easat-6554	137	40	tgarch	tgarch	NOUN
easat-6554	137	41	-	-	PUNCT
easat-6554	137	42	t-(3	t-(3	PROPN
easat-6554	137	43	)	)	PUNCT
easat-6554	137	44	eth	eth	PROPN
easat-6554	137	45	tgarch	tgarch	PROPN
easat-6554	137	46	-	-	PUNCT
easat-6554	137	47	t-(3	t-(3	PROPN
easat-6554	137	48	)	)	PUNCT
easat-6554	137	49	egarch	egarch	PROPN
easat-6554	137	50	-	-	PUNCT
easat-6554	137	51	t-(3	t-(3	PROPN
easat-6554	137	52	)	)	PUNCT
easat-6554	137	53	sol	sol	PROPN
easat-6554	137	54	tgarch	tgarch	PROPN
easat-6554	137	55	-	-	PUNCT
easat-6554	137	56	t-(2	t-(2	PROPN
easat-6554	137	57	)	)	PUNCT
easat-6554	137	58	sgarch	sgarch	NOUN
easat-6554	137	59	-	-	PUNCT
easat-6554	137	60	t-(3	t-(3	PROPN
easat-6554	137	61	)	)	PUNCT
easat-6554	137	62	trx	trx	NOUN
easat-6554	137	63	sgarch	sgarch	NOUN
easat-6554	137	64	-	-	PUNCT
easat-6554	137	65	t-(3	t-(3	PROPN
easat-6554	137	66	)	)	PUNCT
easat-6554	137	67	egarch	egarch	PROPN
easat-6554	137	68	-	-	PUNCT
easat-6554	137	69	t-(3	t-(3	PROPN
easat-6554	137	70	)	)	PUNCT
easat-6554	137	71	usdc	usdc	ADJ
easat-6554	137	72	egarch	egarch	NOUN
easat-6554	137	73	-	-	PUNCT
easat-6554	137	74	g-(2	g-(2	NOUN
easat-6554	137	75	)	)	PUNCT
easat-6554	137	76	egarch	egarch	NOUN
easat-6554	137	77	-	-	PUNCT
easat-6554	137	78	g-(2	g-(2	NOUN
easat-6554	137	79	)	)	PUNCT
easat-6554	137	80	egarch	egarch	NOUN
easat-6554	137	81	-	-	PUNCT
easat-6554	137	82	g	g	NOUN
easat-6554	137	83	(	(	PUNCT
easat-6554	137	84	2	2	NUM
easat-6554	137	85	)	)	PUNCT
easat-6554	137	86	usdt	usdt	NOUN
easat-6554	137	87	egarch	egarch	NOUN
easat-6554	137	88	-	-	PUNCT
easat-6554	137	89	g-(2	g-(2	NOUN
easat-6554	137	90	)	)	PUNCT
easat-6554	137	91	tgarch	tgarch	NOUN
easat-6554	137	92	-	-	PUNCT
easat-6554	137	93	g-(3	g-(3	PROPN
easat-6554	137	94	)	)	PUNCT
easat-6554	137	95	xrp	xrp	PROPN
easat-6554	137	96	tgarch	tgarch	PROPN
easat-6554	137	97	-	-	PUNCT
easat-6554	137	98	t-(1	t-(1	NOUN
easat-6554	137	99	)	)	PUNCT
easat-6554	137	100	tgarch	tgarch	NOUN
easat-6554	137	101	-	-	PUNCT
easat-6554	137	102	t-(3	t-(3	PROPN
easat-6554	137	103	)	)	PUNCT
easat-6554	137	104	note	note	NOUN
easat-6554	137	105	:	:	PUNCT
easat-6554	137	106	total	total	ADJ
easat-6554	137	107	number	number	NOUN
easat-6554	137	108	of	of	ADP
easat-6554	137	109	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	137	110	is	be	AUX
easat-6554	137	111	10	10	NUM
easat-6554	137	112	.	.	PUNCT
easat-6554	138	1	values	value	NOUN
easat-6554	138	2	indicate	indicate	VERB
easat-6554	138	3	the	the	DET
easat-6554	138	4	number	number	NOUN
easat-6554	138	5	of	of	ADP
easat-6554	138	6	time	time	NOUN
easat-6554	138	7	series	series	NOUN
easat-6554	138	8	that	that	PRON
easat-6554	138	9	fit	fit	VERB
easat-6554	138	10	the	the	DET
easat-6554	138	11	selected	select	VERB
easat-6554	138	12	model	model	NOUN
easat-6554	138	13	through	through	ADP
easat-6554	138	14	dic	dic	PROPN
easat-6554	138	15	(	(	PUNCT
easat-6554	138	16	panel	panel	NOUN
easat-6554	138	17	a	a	X
easat-6554	138	18	)	)	PUNCT
easat-6554	138	19	,	,	PUNCT
easat-6554	138	20	bpic	bpic	NOUN
easat-6554	138	21	(	(	PUNCT
easat-6554	138	22	panel	panel	NOUN
easat-6554	138	23	b	b	NOUN
easat-6554	138	24	)	)	PUNCT
easat-6554	138	25	and	and	CCONJ
easat-6554	138	26	both	both	DET
easat-6554	138	27	criteria	criterion	NOUN
easat-6554	138	28	(	(	PUNCT
easat-6554	138	29	panel	panel	NOUN
easat-6554	138	30	c	c	NOUN
easat-6554	138	31	)	)	PUNCT
easat-6554	138	32	.	.	PUNCT
easat-6554	139	1	n	n	CCONJ
easat-6554	139	2	,	,	PUNCT
easat-6554	139	3	s	s	X
easat-6554	139	4	and	and	CCONJ
easat-6554	139	5	g	g	PROPN
easat-6554	139	6	are	be	AUX
easat-6554	139	7	normal	normal	ADJ
easat-6554	139	8	,	,	PUNCT
easat-6554	139	9	student's-𝑡	student's-𝑡	NOUN
easat-6554	139	10	and	and	CCONJ
easat-6554	139	11	ged	ge	VERB
easat-6554	139	12	distributions	distribution	NOUN
easat-6554	139	13	,	,	PUNCT
easat-6554	139	14	respectively	respectively	ADV
easat-6554	139	15	.	.	PUNCT
easat-6554	140	1	𝐾	𝐾	PROPN
easat-6554	140	2	refers	refer	VERB
easat-6554	140	3	to	to	ADP
easat-6554	140	4	the	the	DET
easat-6554	140	5	number	number	NOUN
easat-6554	140	6	of	of	ADP
easat-6554	140	7	regimes	regime	NOUN
easat-6554	140	8	in	in	ADP
easat-6554	140	9	the	the	DET
easat-6554	140	10	model	model	NOUN
easat-6554	140	11	.	.	PUNCT
easat-6554	141	1	table	table	NOUN
easat-6554	141	2	5	5	NUM
easat-6554	141	3	.	.	PUNCT
easat-6554	141	4	effect	effect	NOUN
easat-6554	141	5	of	of	ADP
easat-6554	141	6	inverse	inverse	NOUN
easat-6554	141	7	leverage	leverage	NOUN
easat-6554	141	8	.	.	PUNCT
easat-6554	142	1	regimes	regime	NOUN
easat-6554	142	2	distribution	distribution	NOUN
easat-6554	142	3	egarch	egarch	NOUN
easat-6554	142	4	tgarch	tgarch	PROPN
easat-6554	142	5	k=1	k=1	PROPN
easat-6554	143	1	n	n	CCONJ
easat-6554	143	2	0	0	NUM
easat-6554	143	3	5	5	NUM
easat-6554	143	4	0	0	NUM
easat-6554	143	5	std	std	NOUN
easat-6554	143	6	0	0	NUM
easat-6554	143	7	7	7	NUM
easat-6554	143	8	0	0	NUM
easat-6554	143	9	ged	ge	VERB
easat-6554	143	10	0	0	NUM
easat-6554	143	11	3	3	NUM
easat-6554	143	12	k=2	k=2	PROPN
easat-6554	143	13	n	n	CCONJ
easat-6554	143	14	0	0	NUM
easat-6554	143	15	6	6	NUM
easat-6554	143	16	0	0	NUM
easat-6554	143	17	std	std	NOUN
easat-6554	143	18	0	0	NUM
easat-6554	143	19	8	8	NUM
easat-6554	143	20	0	0	NUM
easat-6554	143	21	ged	ge	VERB
easat-6554	143	22	0	0	NUM
easat-6554	143	23	3	3	NUM
easat-6554	143	24	k=3	k=3	X
easat-6554	143	25	n	n	CCONJ
easat-6554	143	26	0	0	NUM
easat-6554	143	27	6	6	NUM
easat-6554	143	28	0	0	NUM
easat-6554	143	29	std	std	NOUN
easat-6554	143	30	0	0	NUM
easat-6554	143	31	8	8	NUM
easat-6554	143	32	0	0	NUM
easat-6554	143	33	ged	ge	VERB
easat-6554	143	34	0	0	NUM
easat-6554	143	35	3	3	NUM
easat-6554	143	36	note	note	NOUN
easat-6554	143	37	:	:	PUNCT
easat-6554	143	38	total	total	ADJ
easat-6554	143	39	number	number	NOUN
easat-6554	143	40	of	of	ADP
easat-6554	143	41	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	143	42	is	be	AUX
easat-6554	143	43	10	10	NUM
easat-6554	143	44	.	.	PUNCT
easat-6554	144	1	values	value	NOUN
easat-6554	144	2	indicate	indicate	VERB
easat-6554	144	3	the	the	DET
easat-6554	144	4	number	number	NOUN
easat-6554	144	5	of	of	ADP
easat-6554	144	6	time	time	NOUN
easat-6554	144	7	series	series	NOUN
easat-6554	144	8	of	of	ADP
easat-6554	144	9	each	each	DET
easat-6554	144	10	model	model	NOUN
easat-6554	144	11	.	.	PUNCT
easat-6554	145	1	2401	2401	NUM
easat-6554	145	2	edelweiss	edelweiss	PROPN
easat-6554	145	3	applied	apply	VERB
easat-6554	145	4	science	science	NOUN
easat-6554	145	5	and	and	CCONJ
easat-6554	145	6	technology	technology	NOUN
easat-6554	145	7	issn	issn	PROPN
easat-6554	145	8	:	:	PUNCT
easat-6554	145	9	2576	2576	NUM
easat-6554	145	10	-	-	SYM
easat-6554	145	11	8484	8484	NUM
easat-6554	145	12	vol	vol	NOUN
easat-6554	145	13	.	.	PROPN
easat-6554	146	1	9	9	NUM
easat-6554	146	2	,	,	PUNCT
easat-6554	146	3	no	no	INTJ
easat-6554	146	4	.	.	NOUN
easat-6554	146	5	4	4	NUM
easat-6554	146	6	:	:	SYM
easat-6554	146	7	2395	2395	NUM
easat-6554	146	8	-	-	SYM
easat-6554	146	9	2404	2404	NUM
easat-6554	146	10	,	,	PUNCT
easat-6554	146	11	2025	2025	NUM
easat-6554	146	12	doi	doi	NOUN
easat-6554	146	13	:	:	PUNCT
easat-6554	146	14	10.55214/25768484.v9i4.6554	10.55214/25768484.v9i4.6554	NUM
easat-6554	146	15	©	©	ADP
easat-6554	146	16	2025	2025	NUM
easat-6554	146	17	by	by	ADP
easat-6554	146	18	the	the	DET
easat-6554	146	19	authors	author	NOUN
easat-6554	146	20	;	;	PUNCT
easat-6554	146	21	licensee	licensee	PROPN
easat-6554	146	22	learning	learning	NOUN
easat-6554	146	23	gate	gate	VERB
easat-6554	146	24	4.2	4.2	NUM
easat-6554	146	25	.	.	PUNCT
easat-6554	147	1	b.	b.	PROPN
easat-6554	147	2	out	out	ADP
easat-6554	147	3	of	of	ADP
easat-6554	147	4	sample	sample	NOUN
easat-6554	147	5	analysis	analysis	NOUN
easat-6554	147	6	table	table	NOUN
easat-6554	147	7	6	6	NUM
easat-6554	147	8	.	.	PUNCT
easat-6554	147	9	model	model	NOUN
easat-6554	147	10	selection	selection	NOUN
easat-6554	147	11	based	base	VERB
easat-6554	147	12	on	on	ADP
easat-6554	147	13	var	var	NOUN
easat-6554	147	14	forecasts	forecast	NOUN
easat-6554	147	15	.	.	PUNCT
easat-6554	148	1	symbol	symbol	NOUN
easat-6554	148	2	cc	cc	VERB
easat-6554	148	3	dq	dq	PROPN
easat-6554	148	4	$	$	SYM
easat-6554	148	5	ada	ada	NOUN
easat-6554	148	6	sgarch	sgarch	NOUN
easat-6554	148	7	-	-	PUNCT
easat-6554	148	8	g-(2	g-(2	NOUN
easat-6554	148	9	)	)	PUNCT
easat-6554	148	10	sgarch	sgarch	NOUN
easat-6554	148	11	-	-	PUNCT
easat-6554	148	12	t-(2	t-(2	NOUN
easat-6554	148	13	)	)	PUNCT
easat-6554	148	14	$	$	SYM
easat-6554	148	15	bnb	bnb	PROPN
easat-6554	148	16	tgarch	tgarch	NOUN
easat-6554	148	17	-	-	PUNCT
easat-6554	148	18	t-(2	t-(2	PROPN
easat-6554	148	19	)	)	PUNCT
easat-6554	148	20	sgarch	sgarch	NOUN
easat-6554	148	21	-	-	PUNCT
easat-6554	148	22	t-(1	t-(1	NOUN
easat-6554	148	23	)	)	PUNCT
easat-6554	148	24	$	$	SYM
easat-6554	148	25	btc	btc	PROPN
easat-6554	148	26	egarch	egarch	NOUN
easat-6554	148	27	-	-	PUNCT
easat-6554	148	28	t-(1	t-(1	NOUN
easat-6554	148	29	)	)	PUNCT
easat-6554	148	30	egarch	egarch	PROPN
easat-6554	148	31	-	-	PUNCT
easat-6554	148	32	t-(1	t-(1	NOUN
easat-6554	148	33	)	)	PUNCT
easat-6554	148	34	$	$	SYM
easat-6554	148	35	doge	doge	ADJ
easat-6554	148	36	sgarch	sgarch	NOUN
easat-6554	148	37	-	-	PUNCT
easat-6554	148	38	t-(1	t-(1	NOUN
easat-6554	148	39	)	)	PUNCT
easat-6554	148	40	sgarch	sgarch	NOUN
easat-6554	148	41	-	-	PUNCT
easat-6554	148	42	t-(2	t-(2	NOUN
easat-6554	148	43	)	)	PUNCT
easat-6554	148	44	$	$	SYM
easat-6554	148	45	eth	eth	NOUN
easat-6554	148	46	sgarch	sgarch	NOUN
easat-6554	148	47	-	-	PUNCT
easat-6554	148	48	n-(2	n-(2	NOUN
easat-6554	148	49	)	)	PUNCT
easat-6554	148	50	sgarch	sgarch	NOUN
easat-6554	148	51	-	-	PUNCT
easat-6554	148	52	t-(1	t-(1	NOUN
easat-6554	148	53	)	)	PUNCT
easat-6554	148	54	$	$	SYM
easat-6554	148	55	sol	sol	NOUN
easat-6554	148	56	sgarch	sgarch	NOUN
easat-6554	148	57	-	-	PUNCT
easat-6554	148	58	n-(2	n-(2	NOUN
easat-6554	148	59	)	)	PUNCT
easat-6554	148	60	sgarch	sgarch	NOUN
easat-6554	148	61	-	-	PUNCT
easat-6554	148	62	n-(2	n-(2	NOUN
easat-6554	148	63	)	)	PUNCT
easat-6554	148	64	$	$	SYM
easat-6554	148	65	trx	trx	NOUN
easat-6554	148	66	sgarch	sgarch	NOUN
easat-6554	148	67	-	-	PUNCT
easat-6554	148	68	t-(1	t-(1	NOUN
easat-6554	148	69	)	)	PUNCT
easat-6554	148	70	egarch	egarch	PROPN
easat-6554	148	71	-	-	PUNCT
easat-6554	148	72	t-(1	t-(1	NOUN
easat-6554	148	73	)	)	PUNCT
easat-6554	148	74	$	$	SYM
easat-6554	148	75	usdc	usdc	ADJ
easat-6554	148	76	egarch	egarch	NOUN
easat-6554	148	77	-	-	PUNCT
easat-6554	148	78	t-(1	t-(1	NOUN
easat-6554	148	79	)	)	PUNCT
easat-6554	148	80	sgarch	sgarch	NOUN
easat-6554	148	81	-	-	PUNCT
easat-6554	148	82	t-(1	t-(1	NOUN
easat-6554	148	83	)	)	PUNCT
easat-6554	148	84	$	$	SYM
easat-6554	148	85	usdt	usdt	NOUN
easat-6554	148	86	egarch	egarch	NOUN
easat-6554	148	87	-	-	PUNCT
easat-6554	148	88	t-(3	t-(3	PROPN
easat-6554	148	89	)	)	PUNCT
easat-6554	148	90	sgarch	sgarch	NOUN
easat-6554	148	91	-	-	PUNCT
easat-6554	148	92	t-(1	t-(1	NOUN
easat-6554	148	93	)	)	PUNCT
easat-6554	148	94	$	$	SYM
easat-6554	148	95	xrp	xrp	PROPN
easat-6554	148	96	egarch	egarch	PROPN
easat-6554	148	97	-	-	PUNCT
easat-6554	148	98	g-(3	g-(3	PROPN
easat-6554	148	99	)	)	PUNCT
easat-6554	148	100	sgarch	sgarch	NOUN
easat-6554	148	101	-	-	PUNCT
easat-6554	148	102	n-(2	n-(2	NOUN
easat-6554	148	103	)	)	PUNCT
easat-6554	148	104	note	note	NOUN
easat-6554	148	105	:	:	PUNCT
easat-6554	148	106	total	total	ADJ
easat-6554	148	107	number	number	NOUN
easat-6554	148	108	of	of	ADP
easat-6554	148	109	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	148	110	is	be	AUX
easat-6554	148	111	10	10	NUM
easat-6554	148	112	.	.	PUNCT
easat-6554	149	1	values	value	NOUN
easat-6554	149	2	indicate	indicate	VERB
easat-6554	149	3	the	the	DET
easat-6554	149	4	number	number	NOUN
easat-6554	149	5	of	of	ADP
easat-6554	149	6	time	time	NOUN
easat-6554	149	7	series	series	NOUN
easat-6554	149	8	corresponding	correspond	VERB
easat-6554	149	9	to	to	ADP
easat-6554	149	10	the	the	DET
easat-6554	149	11	model	model	NOUN
easat-6554	149	12	that	that	PRON
easat-6554	149	13	minimizes	minimize	VERB
easat-6554	149	14	cc	cc	PROPN
easat-6554	149	15	(	(	PUNCT
easat-6554	149	16	panel	panel	NOUN
easat-6554	149	17	a	a	X
easat-6554	149	18	)	)	PUNCT
easat-6554	149	19	,	,	PUNCT
easat-6554	149	20	dq	dq	PROPN
easat-6554	149	21	(	(	PUNCT
easat-6554	149	22	panel	panel	NOUN
easat-6554	149	23	b	b	NOUN
easat-6554	149	24	)	)	PUNCT
easat-6554	149	25	and	and	CCONJ
easat-6554	149	26	both	both	DET
easat-6554	149	27	criteria	criterion	NOUN
easat-6554	149	28	(	(	PUNCT
easat-6554	149	29	panel	panel	NOUN
easat-6554	149	30	c	c	NOUN
easat-6554	149	31	)	)	PUNCT
easat-6554	149	32	.	.	PUNCT
easat-6554	150	1	n	n	CCONJ
easat-6554	150	2	,	,	PUNCT
easat-6554	150	3	std	std	NOUN
easat-6554	150	4	and	and	CCONJ
easat-6554	150	5	ged	ge	VERB
easat-6554	150	6	denote	denote	NOUN
easat-6554	150	7	the	the	DET
easat-6554	150	8	normal	normal	ADJ
easat-6554	150	9	,	,	PUNCT
easat-6554	150	10	student's-𝑡	student's-𝑡	NOUN
easat-6554	150	11	and	and	CCONJ
easat-6554	150	12	ged	ge	VERB
easat-6554	150	13	distributions	distribution	NOUN
easat-6554	150	14	,	,	PUNCT
easat-6554	150	15	respectively	respectively	ADV
easat-6554	150	16	.	.	PUNCT
easat-6554	151	1	𝐾	𝐾	PROPN
easat-6554	151	2	refers	refer	VERB
easat-6554	151	3	to	to	ADP
easat-6554	151	4	the	the	DET
easat-6554	151	5	number	number	NOUN
easat-6554	151	6	of	of	ADP
easat-6554	151	7	regimes	regime	NOUN
easat-6554	151	8	in	in	ADP
easat-6554	151	9	the	the	DET
easat-6554	151	10	model	model	NOUN
easat-6554	151	11	.	.	PUNCT
easat-6554	152	1	5	5	X
easat-6554	152	2	.	.	X
easat-6554	152	3	discussion	discussion	NOUN
easat-6554	152	4	examining	examine	VERB
easat-6554	152	5	the	the	DET
easat-6554	152	6	ten	ten	NUM
easat-6554	152	7	leading	lead	VERB
easat-6554	152	8	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	152	9	,	,	PUNCT
easat-6554	152	10	we	we	PRON
easat-6554	152	11	find	find	VERB
easat-6554	152	12	that	that	SCONJ
easat-6554	152	13	generally	generally	ADV
easat-6554	152	14	both	both	DET
easat-6554	152	15	performance	performance	NOUN
easat-6554	152	16	metrics	metric	NOUN
easat-6554	152	17	(	(	PUNCT
easat-6554	152	18	mse	mse	PROPN
easat-6554	152	19	and	and	CCONJ
easat-6554	152	20	mae	mae	PROPN
easat-6554	152	21	)	)	PUNCT
easat-6554	152	22	align	align	VERB
easat-6554	152	23	with	with	ADP
easat-6554	152	24	the	the	DET
easat-6554	152	25	most	most	ADV
easat-6554	152	26	effective	effective	ADJ
easat-6554	152	27	model	model	NOUN
easat-6554	152	28	.	.	PUNCT
easat-6554	153	1	specifically	specifically	ADV
easat-6554	153	2	,	,	PUNCT
easat-6554	153	3	for	for	ADP
easat-6554	153	4	btc	btc	NOUN
easat-6554	153	5	and	and	CCONJ
easat-6554	153	6	usdt	usdt	NOUN
easat-6554	153	7	,	,	PUNCT
easat-6554	153	8	the	the	DET
easat-6554	153	9	two	two	NUM
easat-6554	153	10	-	-	PUNCT
easat-6554	153	11	regime	regime	NOUN
easat-6554	153	12	tgarch	tgarch	NOUN
easat-6554	153	13	model	model	NOUN
easat-6554	153	14	with	with	ADP
easat-6554	153	15	student	student	NOUN
easat-6554	153	16	's	's	PART
easat-6554	153	17	t	t	NOUN
easat-6554	153	18	-	-	PUNCT
easat-6554	153	19	distribution	distribution	NOUN
easat-6554	153	20	offers	offer	VERB
easat-6554	153	21	the	the	DET
easat-6554	153	22	best	good	ADJ
easat-6554	153	23	fit	fit	NOUN
easat-6554	153	24	.	.	PUNCT
easat-6554	154	1	in	in	ADP
easat-6554	154	2	contrast	contrast	NOUN
easat-6554	154	3	,	,	PUNCT
easat-6554	154	4	eth	eth	PROPN
easat-6554	154	5	is	be	AUX
easat-6554	154	6	most	most	ADV
easat-6554	154	7	accurately	accurately	ADV
easat-6554	154	8	captured	capture	VERB
easat-6554	154	9	by	by	ADP
easat-6554	154	10	a	a	DET
easat-6554	154	11	three	three	NUM
easat-6554	154	12	-	-	PUNCT
easat-6554	154	13	regime	regime	NOUN
easat-6554	154	14	garch	garch	NOUN
easat-6554	154	15	model	model	NOUN
easat-6554	154	16	with	with	ADP
easat-6554	154	17	a	a	DET
easat-6554	154	18	generalized	generalized	ADJ
easat-6554	154	19	distribution	distribution	NOUN
easat-6554	154	20	.	.	PUNCT
easat-6554	155	1	despite	despite	SCONJ
easat-6554	155	2	detecting	detect	VERB
easat-6554	155	3	shifts	shift	NOUN
easat-6554	155	4	in	in	ADP
easat-6554	155	5	volatility	volatility	NOUN
easat-6554	155	6	regimes	regime	NOUN
easat-6554	155	7	in	in	ADP
easat-6554	155	8	some	some	DET
easat-6554	155	9	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	155	10	,	,	PUNCT
easat-6554	155	11	the	the	DET
easat-6554	155	12	criteria	criterion	NOUN
easat-6554	155	13	of	of	ADP
easat-6554	155	14	mse	mse	PROPN
easat-6554	155	15	and	and	CCONJ
easat-6554	155	16	mae	mae	PROPN
easat-6554	155	17	occasionally	occasionally	ADV
easat-6554	155	18	indicated	indicate	VERB
easat-6554	155	19	varying	vary	VERB
easat-6554	155	20	optimal	optimal	ADJ
easat-6554	155	21	models	model	NOUN
easat-6554	155	22	.	.	PUNCT
easat-6554	156	1	furthermore	furthermore	ADV
easat-6554	156	2	,	,	PUNCT
easat-6554	156	3	dic	dic	ADJ
easat-6554	156	4	and	and	CCONJ
easat-6554	156	5	bpic	bpic	NOUN
easat-6554	156	6	sometimes	sometimes	ADV
easat-6554	156	7	presented	present	VERB
easat-6554	156	8	differing	differ	VERB
easat-6554	156	9	opinions	opinion	NOUN
easat-6554	156	10	regarding	regard	VERB
easat-6554	156	11	the	the	DET
easat-6554	156	12	optimal	optimal	ADJ
easat-6554	156	13	number	number	NOUN
easat-6554	156	14	of	of	ADP
easat-6554	156	15	regimes	regime	NOUN
easat-6554	156	16	for	for	ADP
easat-6554	156	17	a	a	DET
easat-6554	156	18	specific	specific	ADJ
easat-6554	156	19	cryptocurrency	cryptocurrency	NOUN
easat-6554	156	20	.	.	PUNCT
easat-6554	157	1	table	table	NOUN
easat-6554	157	2	5	5	NUM
easat-6554	157	3	indicates	indicate	VERB
easat-6554	157	4	a	a	DET
easat-6554	157	5	reversal	reversal	NOUN
easat-6554	157	6	of	of	ADP
easat-6554	157	7	the	the	DET
easat-6554	157	8	leverage	leverage	NOUN
easat-6554	157	9	effect	effect	NOUN
easat-6554	157	10	in	in	ADP
easat-6554	157	11	at	at	ADV
easat-6554	157	12	least	least	ADV
easat-6554	157	13	one	one	NUM
easat-6554	157	14	environment	environment	NOUN
easat-6554	157	15	.	.	PUNCT
easat-6554	158	1	n	n	CCONJ
easat-6554	158	2	,	,	PUNCT
easat-6554	158	3	std	std	PROPN
easat-6554	158	4	,	,	PUNCT
easat-6554	158	5	and	and	CCONJ
easat-6554	158	6	ged	ge	VERB
easat-6554	158	7	denote	denote	NOUN
easat-6554	158	8	the	the	DET
easat-6554	158	9	normal	normal	ADJ
easat-6554	158	10	,	,	PUNCT
easat-6554	158	11	student	student	NOUN
easat-6554	158	12	's	's	PART
easat-6554	158	13	t	t	NOUN
easat-6554	158	14	,	,	PUNCT
easat-6554	158	15	and	and	CCONJ
easat-6554	158	16	generalized	generalized	ADJ
easat-6554	158	17	error	error	NOUN
easat-6554	158	18	distribution	distribution	NOUN
easat-6554	158	19	,	,	PUNCT
easat-6554	158	20	respectively	respectively	ADV
easat-6554	158	21	.	.	PUNCT
easat-6554	159	1	k	k	PROPN
easat-6554	159	2	denotes	denote	VERB
easat-6554	159	3	the	the	DET
easat-6554	159	4	quantity	quantity	NOUN
easat-6554	159	5	of	of	ADP
easat-6554	159	6	regimes	regime	NOUN
easat-6554	159	7	within	within	ADP
easat-6554	159	8	the	the	DET
easat-6554	159	9	model	model	NOUN
easat-6554	159	10	.	.	PUNCT
easat-6554	160	1	for	for	ADP
easat-6554	160	2	most	most	ADJ
easat-6554	160	3	of	of	ADP
easat-6554	160	4	these	these	DET
easat-6554	160	5	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	160	6	(	(	PUNCT
easat-6554	160	7	btc	btc	PROPN
easat-6554	160	8	,	,	PUNCT
easat-6554	160	9	eth	eth	PROPN
easat-6554	160	10	,	,	PUNCT
easat-6554	160	11	ada	ada	PROPN
easat-6554	160	12	,	,	PUNCT
easat-6554	160	13	sol	sol	PROPN
easat-6554	160	14	,	,	PUNCT
easat-6554	160	15	bnb	bnb	PROPN
easat-6554	160	16	,	,	PUNCT
easat-6554	160	17	xrp	xrp	PROPN
easat-6554	160	18	)	)	PUNCT
easat-6554	160	19	,	,	PUNCT
easat-6554	160	20	our	our	PRON
easat-6554	160	21	model	model	NOUN
easat-6554	160	22	shows	show	VERB
easat-6554	160	23	a	a	DET
easat-6554	160	24	positive	positive	ADJ
easat-6554	160	25	asymmetry	asymmetry	NOUN
easat-6554	160	26	in	in	ADP
easat-6554	160	27	volatility	volatility	NOUN
easat-6554	160	28	.	.	PUNCT
easat-6554	161	1	in	in	ADP
easat-6554	161	2	particular	particular	ADJ
easat-6554	161	3	,	,	PUNCT
easat-6554	161	4	btc	btc	PROPN
easat-6554	161	5	and	and	CCONJ
easat-6554	161	6	eth	eth	PROPN
easat-6554	161	7	show	show	VERB
easat-6554	161	8	a	a	DET
easat-6554	161	9	clear	clear	ADJ
easat-6554	161	10	pattern	pattern	NOUN
easat-6554	161	11	of	of	ADP
easat-6554	161	12	positive	positive	ADJ
easat-6554	161	13	asymmetry	asymmetry	NOUN
easat-6554	161	14	,	,	PUNCT
easat-6554	161	15	reacting	react	VERB
easat-6554	161	16	more	more	ADV
easat-6554	161	17	to	to	ADP
easat-6554	161	18	positive	positive	ADJ
easat-6554	161	19	price	price	NOUN
easat-6554	161	20	changes	change	NOUN
easat-6554	161	21	.	.	PUNCT
easat-6554	162	1	ada	ada	PROPN
easat-6554	162	2	and	and	CCONJ
easat-6554	162	3	sol	sol	NOUN
easat-6554	162	4	also	also	ADV
easat-6554	162	5	show	show	VERB
easat-6554	162	6	this	this	DET
easat-6554	162	7	characteristic	characteristic	NOUN
easat-6554	162	8	,	,	PUNCT
easat-6554	162	9	but	but	CCONJ
easat-6554	162	10	weaker	weak	ADJ
easat-6554	162	11	.	.	PUNCT
easat-6554	163	1	in	in	ADP
easat-6554	163	2	this	this	DET
easat-6554	163	3	set	set	NOUN
easat-6554	163	4	of	of	ADP
easat-6554	163	5	ten	ten	NUM
easat-6554	163	6	,	,	PUNCT
easat-6554	163	7	only	only	ADV
easat-6554	163	8	usdt	usdt	NOUN
easat-6554	163	9	shows	show	VERB
easat-6554	163	10	a	a	DET
easat-6554	163	11	consistent	consistent	ADJ
easat-6554	163	12	inverse	inverse	NOUN
easat-6554	163	13	leverage	leverage	NOUN
easat-6554	163	14	effect	effect	NOUN
easat-6554	163	15	across	across	ADP
easat-6554	163	16	all	all	DET
easat-6554	163	17	model	model	NOUN
easat-6554	163	18	specifications	specification	NOUN
easat-6554	163	19	.	.	PUNCT
easat-6554	164	1	implying	imply	VERB
easat-6554	164	2	positive	positive	ADJ
easat-6554	164	3	past	past	ADJ
easat-6554	164	4	returns	return	NOUN
easat-6554	164	5	have	have	VERB
easat-6554	164	6	a	a	DET
easat-6554	164	7	greater	great	ADJ
easat-6554	164	8	impact	impact	NOUN
easat-6554	164	9	on	on	ADP
easat-6554	164	10	volatility	volatility	NOUN
easat-6554	164	11	than	than	ADP
easat-6554	164	12	negative	negative	ADJ
easat-6554	164	13	past	past	ADJ
easat-6554	164	14	returns	return	NOUN
easat-6554	164	15	,	,	PUNCT
easat-6554	164	16	which	which	PRON
easat-6554	164	17	is	be	AUX
easat-6554	164	18	an	an	DET
easat-6554	164	19	unusual	unusual	ADJ
easat-6554	164	20	finding	finding	NOUN
easat-6554	164	21	.	.	PUNCT
easat-6554	165	1	for	for	ADP
easat-6554	165	2	doge	doge	PROPN
easat-6554	165	3	and	and	CCONJ
easat-6554	165	4	trx	trx	NOUN
easat-6554	165	5	,	,	PUNCT
easat-6554	165	6	while	while	SCONJ
easat-6554	165	7	the	the	DET
easat-6554	165	8	egarch	egarch	NOUN
easat-6554	165	9	model	model	NOUN
easat-6554	165	10	suggests	suggest	VERB
easat-6554	165	11	that	that	SCONJ
easat-6554	165	12	negative	negative	ADJ
easat-6554	165	13	returns	return	NOUN
easat-6554	165	14	affect	affect	VERB
easat-6554	165	15	volatility	volatility	NOUN
easat-6554	165	16	more	more	ADV
easat-6554	165	17	strongly	strongly	ADV
easat-6554	165	18	than	than	ADP
easat-6554	165	19	positive	positive	ADJ
easat-6554	165	20	returns	return	NOUN
easat-6554	165	21	,	,	PUNCT
easat-6554	165	22	the	the	DET
easat-6554	165	23	tgarch	tgarch	NOUN
easat-6554	165	24	model	model	NOUN
easat-6554	165	25	,	,	PUNCT
easat-6554	165	26	at	at	ADP
easat-6554	165	27	least	least	ADJ
easat-6554	165	28	in	in	ADP
easat-6554	165	29	one	one	NUM
easat-6554	165	30	of	of	ADP
easat-6554	165	31	its	its	PRON
easat-6554	165	32	specifications	specification	NOUN
easat-6554	165	33	,	,	PUNCT
easat-6554	165	34	indicates	indicate	VERB
easat-6554	165	35	a	a	DET
easat-6554	165	36	reverse	reverse	ADJ
easat-6554	165	37	leverage	leverage	NOUN
easat-6554	165	38	effect	effect	NOUN
easat-6554	165	39	.	.	PUNCT
easat-6554	166	1	this	this	PRON
easat-6554	166	2	suggests	suggest	VERB
easat-6554	166	3	that	that	SCONJ
easat-6554	166	4	the	the	DET
easat-6554	166	5	relationship	relationship	NOUN
easat-6554	166	6	between	between	ADP
easat-6554	166	7	returns	return	NOUN
easat-6554	166	8	and	and	CCONJ
easat-6554	166	9	volatility	volatility	NOUN
easat-6554	166	10	for	for	ADP
easat-6554	166	11	these	these	DET
easat-6554	166	12	two	two	NUM
easat-6554	166	13	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	166	14	may	may	AUX
easat-6554	166	15	be	be	AUX
easat-6554	166	16	more	more	ADV
easat-6554	166	17	nuanced	nuanced	ADJ
easat-6554	166	18	and	and	CCONJ
easat-6554	166	19	dependent	dependent	ADJ
easat-6554	166	20	on	on	ADP
easat-6554	166	21	the	the	DET
easat-6554	166	22	specific	specific	ADJ
easat-6554	166	23	model	model	NOUN
easat-6554	166	24	used	use	VERB
easat-6554	166	25	.	.	PUNCT
easat-6554	167	1	usdc	usdc	ADJ
easat-6554	167	2	shows	show	VERB
easat-6554	167	3	no	no	DET
easat-6554	167	4	clear	clear	ADJ
easat-6554	167	5	evidence	evidence	NOUN
easat-6554	167	6	of	of	ADP
easat-6554	167	7	positive	positive	ADJ
easat-6554	167	8	asymmetry	asymmetry	NOUN
easat-6554	167	9	or	or	CCONJ
easat-6554	167	10	inverse	inverse	NOUN
easat-6554	167	11	leverage	leverage	NOUN
easat-6554	167	12	.	.	PUNCT
easat-6554	168	1	sol	sol	NOUN
easat-6554	168	2	showed	show	VERB
easat-6554	168	3	the	the	DET
easat-6554	168	4	highest	high	ADJ
easat-6554	168	5	volatility	volatility	NOUN
easat-6554	168	6	among	among	ADP
easat-6554	168	7	the	the	DET
easat-6554	168	8	ten	ten	NUM
easat-6554	168	9	coins	coin	NOUN
easat-6554	168	10	,	,	PUNCT
easat-6554	168	11	consistently	consistently	ADV
easat-6554	168	12	across	across	ADP
easat-6554	168	13	all	all	DET
easat-6554	168	14	models	model	NOUN
easat-6554	168	15	.	.	PUNCT
easat-6554	169	1	eth	eth	PROPN
easat-6554	169	2	showed	show	VERB
easat-6554	169	3	moderate	moderate	ADJ
easat-6554	169	4	volatility	volatility	NOUN
easat-6554	169	5	,	,	PUNCT
easat-6554	169	6	while	while	SCONJ
easat-6554	169	7	usdt	usdt	NOUN
easat-6554	169	8	and	and	CCONJ
easat-6554	169	9	usdc	usdc	ADJ
easat-6554	169	10	showed	show	VERB
easat-6554	169	11	relatively	relatively	ADV
easat-6554	169	12	lower	low	ADJ
easat-6554	169	13	volatility	volatility	NOUN
easat-6554	169	14	.	.	PUNCT
easat-6554	170	1	trx	trx	PROPN
easat-6554	170	2	,	,	PUNCT
easat-6554	170	3	ada	ada	PROPN
easat-6554	170	4	,	,	PUNCT
easat-6554	170	5	bnb	bnb	PROPN
easat-6554	170	6	,	,	PUNCT
easat-6554	170	7	and	and	CCONJ
easat-6554	170	8	xrp	xrp	PROPN
easat-6554	170	9	were	be	AUX
easat-6554	170	10	somewhere	somewhere	ADV
easat-6554	170	11	in	in	ADP
easat-6554	170	12	between	between	ADP
easat-6554	170	13	,	,	PUNCT
easat-6554	170	14	showing	show	VERB
easat-6554	170	15	moderate	moderate	ADJ
easat-6554	170	16	levels	level	NOUN
easat-6554	170	17	of	of	ADP
easat-6554	170	18	volatility	volatility	NOUN
easat-6554	170	19	but	but	CCONJ
easat-6554	170	20	xrp	xrp	PROPN
easat-6554	170	21	at	at	ADP
easat-6554	170	22	the	the	DET
easat-6554	170	23	end	end	NOUN
easat-6554	170	24	of	of	ADP
easat-6554	170	25	the	the	DET
easat-6554	170	26	quarter	quarter	NOUN
easat-6554	170	27	showed	show	VERB
easat-6554	170	28	its	its	PRON
easat-6554	170	29	volatility	volatility	NOUN
easat-6554	170	30	.	.	PUNCT
easat-6554	171	1	doge	doge	PROPN
easat-6554	171	2	showed	show	VERB
easat-6554	171	3	more	more	ADJ
easat-6554	171	4	fluctuating	fluctuate	VERB
easat-6554	171	5	volatility	volatility	NOUN
easat-6554	171	6	,	,	PUNCT
easat-6554	171	7	indicating	indicate	VERB
easat-6554	171	8	greater	great	ADJ
easat-6554	171	9	sensitivity	sensitivity	NOUN
easat-6554	171	10	to	to	ADP
easat-6554	171	11	market	market	NOUN
easat-6554	171	12	changes	change	NOUN
easat-6554	171	13	.	.	PUNCT
easat-6554	172	1	based	base	VERB
easat-6554	172	2	on	on	ADP
easat-6554	172	3	the	the	DET
easat-6554	172	4	behavior	behavior	NOUN
easat-6554	172	5	of	of	ADP
easat-6554	172	6	the	the	DET
easat-6554	172	7	average	average	ADJ
easat-6554	172	8	and	and	CCONJ
easat-6554	172	9	standard	standard	ADJ
easat-6554	172	10	deviation	deviation	NOUN
easat-6554	172	11	across	across	ADP
easat-6554	172	12	models	model	NOUN
easat-6554	172	13	,	,	PUNCT
easat-6554	172	14	these	these	DET
easat-6554	172	15	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	172	16	could	could	AUX
easat-6554	172	17	be	be	AUX
easat-6554	172	18	split	split	VERB
easat-6554	172	19	into	into	ADP
easat-6554	172	20	some	some	DET
easat-6554	172	21	categories	category	NOUN
easat-6554	172	22	.	.	PUNCT
easat-6554	173	1	btc	btc	PROPN
easat-6554	173	2	and	and	CCONJ
easat-6554	173	3	eth	eth	NOUN
easat-6554	173	4	fall	fall	VERB
easat-6554	173	5	into	into	ADP
easat-6554	173	6	a	a	DET
easat-6554	173	7	group	group	NOUN
easat-6554	173	8	that	that	PRON
easat-6554	173	9	has	have	VERB
easat-6554	173	10	relatively	relatively	ADV
easat-6554	173	11	consistent	consistent	ADJ
easat-6554	173	12	averages	average	NOUN
easat-6554	173	13	and	and	CCONJ
easat-6554	173	14	standard	standard	ADJ
easat-6554	173	15	deviations	deviation	NOUN
easat-6554	173	16	across	across	ADP
easat-6554	173	17	different	different	ADJ
easat-6554	173	18	model	model	NOUN
easat-6554	173	19	specifications	specification	NOUN
easat-6554	173	20	.	.	PUNCT
easat-6554	174	1	usdt	usdt	NOUN
easat-6554	174	2	and	and	CCONJ
easat-6554	174	3	usdc	usdc	ADJ
easat-6554	174	4	also	also	ADV
easat-6554	174	5	show	show	VERB
easat-6554	174	6	stability	stability	NOUN
easat-6554	174	7	.	.	PUNCT
easat-6554	175	1	trx	trx	PROPN
easat-6554	175	2	,	,	PUNCT
easat-6554	175	3	sol	sol	PROPN
easat-6554	175	4	,	,	PUNCT
easat-6554	175	5	ada	ada	PROPN
easat-6554	175	6	,	,	PUNCT
easat-6554	175	7	bnb	bnb	PROPN
easat-6554	175	8	,	,	PUNCT
easat-6554	175	9	and	and	CCONJ
easat-6554	175	10	xrp	xrp	PROPN
easat-6554	175	11	show	show	VERB
easat-6554	175	12	some	some	DET
easat-6554	175	13	variation	variation	NOUN
easat-6554	175	14	in	in	ADP
easat-6554	175	15	mean	mean	ADJ
easat-6554	175	16	and	and	CCONJ
easat-6554	175	17	standard	standard	ADJ
easat-6554	175	18	deviation	deviation	NOUN
easat-6554	175	19	depending	depend	VERB
easat-6554	175	20	on	on	ADP
easat-6554	175	21	the	the	DET
easat-6554	175	22	model	model	NOUN
easat-6554	175	23	used	use	VERB
easat-6554	175	24	.	.	PUNCT
easat-6554	176	1	generally	generally	ADV
easat-6554	176	2	,	,	PUNCT
easat-6554	176	3	these	these	DET
easat-6554	176	4	ten	ten	NUM
easat-6554	176	5	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	176	6	have	have	VERB
easat-6554	176	7	higher	high	ADJ
easat-6554	176	8	mean	mean	NOUN
easat-6554	176	9	than	than	ADP
easat-6554	176	10	the	the	DET
easat-6554	176	11	standard	standard	ADJ
easat-6554	176	12	deviation	deviation	NOUN
easat-6554	176	13	,	,	PUNCT
easat-6554	176	14	indicating	indicate	VERB
easat-6554	176	15	positive	positive	ADJ
easat-6554	176	16	average	average	ADJ
easat-6554	176	17	return	return	NOUN
easat-6554	176	18	.	.	PUNCT
easat-6554	177	1	however	however	ADV
easat-6554	177	2	,	,	PUNCT
easat-6554	177	3	we	we	PRON
easat-6554	177	4	observed	observe	VERB
easat-6554	177	5	instances	instance	NOUN
easat-6554	177	6	where	where	SCONJ
easat-6554	177	7	the	the	DET
easat-6554	177	8	standard	standard	ADJ
easat-6554	177	9	2402	2402	NUM
easat-6554	177	10	edelweiss	edelweiss	PROPN
easat-6554	177	11	applied	apply	VERB
easat-6554	177	12	science	science	NOUN
easat-6554	177	13	and	and	CCONJ
easat-6554	177	14	technology	technology	NOUN
easat-6554	177	15	issn	issn	PROPN
easat-6554	177	16	:	:	PUNCT
easat-6554	177	17	2576	2576	NUM
easat-6554	177	18	-	-	SYM
easat-6554	177	19	8484	8484	NUM
easat-6554	177	20	vol	vol	NOUN
easat-6554	177	21	.	.	PROPN
easat-6554	178	1	9	9	NUM
easat-6554	178	2	,	,	PUNCT
easat-6554	178	3	no	no	INTJ
easat-6554	178	4	.	.	NOUN
easat-6554	178	5	4	4	NUM
easat-6554	178	6	:	:	SYM
easat-6554	178	7	2395	2395	NUM
easat-6554	178	8	-	-	SYM
easat-6554	178	9	2404	2404	NUM
easat-6554	178	10	,	,	PUNCT
easat-6554	178	11	2025	2025	NUM
easat-6554	178	12	doi	doi	NOUN
easat-6554	178	13	:	:	PUNCT
easat-6554	178	14	10.55214/25768484.v9i4.6554	10.55214/25768484.v9i4.6554	NUM
easat-6554	178	15	©	©	ADP
easat-6554	178	16	2025	2025	NUM
easat-6554	178	17	by	by	ADP
easat-6554	178	18	the	the	DET
easat-6554	178	19	authors	author	NOUN
easat-6554	178	20	;	;	PUNCT
easat-6554	178	21	licensee	licensee	PROPN
easat-6554	178	22	learning	learn	VERB
easat-6554	178	23	gate	gate	NOUN
easat-6554	178	24	deviation	deviation	NOUN
easat-6554	178	25	was	be	AUX
easat-6554	178	26	higher	high	ADJ
easat-6554	178	27	than	than	ADP
easat-6554	178	28	the	the	DET
easat-6554	178	29	mean	mean	NOUN
easat-6554	178	30	for	for	ADP
easat-6554	178	31	doge	doge	PROPN
easat-6554	178	32	indicating	indicate	VERB
easat-6554	178	33	periods	period	NOUN
easat-6554	178	34	of	of	ADP
easat-6554	178	35	significant	significant	ADJ
easat-6554	178	36	price	price	NOUN
easat-6554	178	37	fluctuations	fluctuation	NOUN
easat-6554	178	38	and	and	CCONJ
easat-6554	178	39	potentially	potentially	ADV
easat-6554	178	40	negative	negative	ADJ
easat-6554	178	41	average	average	ADJ
easat-6554	178	42	returns	return	NOUN
easat-6554	178	43	over	over	ADP
easat-6554	178	44	the	the	DET
easat-6554	178	45	observed	observed	ADJ
easat-6554	178	46	period	period	NOUN
easat-6554	178	47	.	.	PUNCT
easat-6554	179	1	for	for	ADP
easat-6554	179	2	out	out	ADV
easat-6554	179	3	-	-	PUNCT
easat-6554	179	4	of	of	ADP
easat-6554	179	5	-	-	PUNCT
easat-6554	179	6	sample	sample	NOUN
easat-6554	179	7	we	we	PRON
easat-6554	179	8	examine	examine	VERB
easat-6554	179	9	the	the	DET
easat-6554	179	10	one	one	NUM
easat-6554	179	11	-	-	PUNCT
easat-6554	179	12	day	day	NOUN
easat-6554	179	13	forward	forward	ADV
easat-6554	179	14	conditional	conditional	ADJ
easat-6554	179	15	volatility	volatility	NOUN
easat-6554	179	16	and	and	CCONJ
easat-6554	179	17	(	(	PUNCT
easat-6554	179	18	var	var	NOUN
easat-6554	179	19	)	)	PUNCT
easat-6554	179	20	estimates	estimate	NOUN
easat-6554	179	21	.	.	PUNCT
easat-6554	180	1	by	by	ADP
easat-6554	180	2	using	use	VERB
easat-6554	180	3	mse	mse	PROPN
easat-6554	180	4	and	and	CCONJ
easat-6554	180	5	mae	mae	PROPN
easat-6554	180	6	for	for	ADP
easat-6554	180	7	volatility	volatility	NOUN
easat-6554	180	8	forecasts	forecast	NOUN
easat-6554	180	9	,	,	PUNCT
easat-6554	180	10	we	we	PRON
easat-6554	180	11	find	find	VERB
easat-6554	180	12	that	that	SCONJ
easat-6554	180	13	single	single	ADJ
easat-6554	180	14	-	-	PUNCT
easat-6554	180	15	regime	regime	NOUN
easat-6554	180	16	models	model	NOUN
easat-6554	180	17	generally	generally	ADV
easat-6554	180	18	outperform	outperform	VERB
easat-6554	180	19	twoand	twoand	CCONJ
easat-6554	180	20	three	three	NUM
easat-6554	180	21	-	-	PUNCT
easat-6554	180	22	regime	regime	NOUN
easat-6554	180	23	models	model	NOUN
easat-6554	180	24	.	.	PUNCT
easat-6554	181	1	particularly	particularly	ADV
easat-6554	181	2	for	for	ADP
easat-6554	181	3	btc	btc	NOUN
easat-6554	181	4	and	and	CCONJ
easat-6554	181	5	bnb	bnb	NOUN
easat-6554	181	6	,	,	PUNCT
easat-6554	181	7	the	the	DET
easat-6554	181	8	tgarch	tgarch	NOUN
easat-6554	181	9	model	model	NOUN
easat-6554	181	10	with	with	ADP
easat-6554	181	11	student	student	NOUN
easat-6554	181	12	's	's	PART
easat-6554	181	13	tdistribution	tdistribution	NOUN
easat-6554	181	14	provides	provide	VERB
easat-6554	181	15	the	the	DET
easat-6554	181	16	most	most	ADV
easat-6554	181	17	accurate	accurate	ADJ
easat-6554	181	18	volatility	volatility	NOUN
easat-6554	181	19	forecasts	forecast	NOUN
easat-6554	181	20	.	.	PUNCT
easat-6554	182	1	ada	ada	PROPN
easat-6554	182	2	and	and	CCONJ
easat-6554	182	3	sol	sol	NOUN
easat-6554	182	4	are	be	AUX
easat-6554	182	5	best	well	ADV
easat-6554	182	6	modeled	model	VERB
easat-6554	182	7	with	with	ADP
easat-6554	182	8	a	a	DET
easat-6554	182	9	tworegime	tworegime	ADJ
easat-6554	182	10	garch	garch	NOUN
easat-6554	182	11	model	model	NOUN
easat-6554	182	12	with	with	ADP
easat-6554	182	13	the	the	DET
easat-6554	182	14	common	common	ADJ
easat-6554	182	15	error	error	NOUN
easat-6554	182	16	distribution	distribution	NOUN
easat-6554	182	17	.	.	PUNCT
easat-6554	183	1	doge	doge	PROPN
easat-6554	183	2	,	,	PUNCT
easat-6554	183	3	and	and	CCONJ
easat-6554	183	4	eth	eth	PROPN
easat-6554	183	5	performed	perform	VERB
easat-6554	183	6	better	well	ADV
easat-6554	183	7	with	with	ADP
easat-6554	183	8	the	the	DET
easat-6554	183	9	egarch	egarch	NOUN
easat-6554	183	10	model	model	NOUN
easat-6554	183	11	,	,	PUNCT
easat-6554	183	12	while	while	SCONJ
easat-6554	183	13	usdt	usdt	NOUN
easat-6554	183	14	best	well	ADV
easat-6554	183	15	fit	fit	VERB
easat-6554	183	16	the	the	DET
easat-6554	183	17	one	one	NUM
easat-6554	183	18	-	-	PUNCT
easat-6554	183	19	regime	regime	NOUN
easat-6554	183	20	sgarch	sgarch	NOUN
easat-6554	183	21	.	.	PUNCT
easat-6554	184	1	for	for	ADP
easat-6554	184	2	forecasting	forecasting	NOUN
easat-6554	184	3	var	var	NOUN
easat-6554	184	4	,	,	PUNCT
easat-6554	184	5	christoffersen	christoffersen	VERB
easat-6554	184	6	's	's	PART
easat-6554	184	7	cc	cc	NOUN
easat-6554	184	8	test	test	NOUN
easat-6554	184	9	indicates	indicate	VERB
easat-6554	184	10	that	that	SCONJ
easat-6554	184	11	the	the	DET
easat-6554	184	12	two	two	NUM
easat-6554	184	13	-	-	PUNCT
easat-6554	184	14	regime	regime	NOUN
easat-6554	184	15	tgarch	tgarch	NOUN
easat-6554	184	16	model	model	NOUN
easat-6554	184	17	with	with	ADP
easat-6554	184	18	a	a	DET
easat-6554	184	19	normal	normal	ADJ
easat-6554	184	20	distribution	distribution	NOUN
easat-6554	184	21	is	be	AUX
easat-6554	184	22	the	the	DET
easat-6554	184	23	most	most	ADV
easat-6554	184	24	efficient	efficient	ADJ
easat-6554	184	25	for	for	ADP
easat-6554	184	26	bnb	bnb	PROPN
easat-6554	184	27	and	and	CCONJ
easat-6554	184	28	ada	ada	PROPN
easat-6554	184	29	.	.	PUNCT
easat-6554	185	1	in	in	ADP
easat-6554	185	2	contrast	contrast	NOUN
easat-6554	185	3	,	,	PUNCT
easat-6554	185	4	sol	sol	NOUN
easat-6554	185	5	and	and	CCONJ
easat-6554	185	6	eth	eth	NOUN
easat-6554	185	7	are	be	AUX
easat-6554	185	8	best	well	ADV
easat-6554	185	9	represented	represent	VERB
easat-6554	185	10	by	by	ADP
easat-6554	185	11	a	a	DET
easat-6554	185	12	two	two	NUM
easat-6554	185	13	-	-	PUNCT
easat-6554	185	14	regime	regime	NOUN
easat-6554	185	15	garch	garch	NOUN
easat-6554	185	16	model	model	NOUN
easat-6554	185	17	.	.	PUNCT
easat-6554	186	1	trx	trx	PROPN
easat-6554	186	2	and	and	CCONJ
easat-6554	186	3	doge	doge	PROPN
easat-6554	186	4	fit	fit	ADJ
easat-6554	186	5	best	good	ADJ
easat-6554	186	6	with	with	ADP
easat-6554	186	7	a	a	DET
easat-6554	186	8	single	single	ADJ
easat-6554	186	9	-	-	PUNCT
easat-6554	186	10	regime	regime	NOUN
easat-6554	186	11	garch	garch	NOUN
easat-6554	186	12	model	model	NOUN
easat-6554	186	13	,	,	PUNCT
easat-6554	186	14	while	while	SCONJ
easat-6554	186	15	usdt	usdt	NOUN
easat-6554	186	16	and	and	CCONJ
easat-6554	186	17	usdc	usdc	ADJ
easat-6554	186	18	demonstrated	demonstrate	VERB
easat-6554	186	19	the	the	DET
easat-6554	186	20	highest	high	ADJ
easat-6554	186	21	var	var	NOUN
easat-6554	186	22	forecasting	forecasting	NOUN
easat-6554	186	23	accuracy	accuracy	NOUN
easat-6554	186	24	using	use	VERB
easat-6554	186	25	the	the	DET
easat-6554	186	26	egarch	egarch	NOUN
easat-6554	186	27	model	model	NOUN
easat-6554	186	28	.	.	PUNCT
easat-6554	187	1	xrp	xrp	PROPN
easat-6554	187	2	is	be	AUX
easat-6554	187	3	ideally	ideally	ADV
easat-6554	187	4	modeled	model	VERB
easat-6554	187	5	with	with	ADP
easat-6554	187	6	a	a	DET
easat-6554	187	7	three	three	NUM
easat-6554	187	8	-	-	PUNCT
easat-6554	187	9	regime	regime	NOUN
easat-6554	187	10	garch	garch	NOUN
easat-6554	187	11	using	use	VERB
easat-6554	187	12	a	a	DET
easat-6554	187	13	general	general	ADJ
easat-6554	187	14	error	error	NOUN
easat-6554	187	15	distribution	distribution	NOUN
easat-6554	187	16	.	.	PUNCT
easat-6554	188	1	the	the	DET
easat-6554	188	2	dq	dq	PROPN
easat-6554	188	3	test	test	NOUN
easat-6554	188	4	yielded	yield	VERB
easat-6554	188	5	somewhat	somewhat	ADV
easat-6554	188	6	different	different	ADJ
easat-6554	188	7	results	result	NOUN
easat-6554	188	8	,	,	PUNCT
easat-6554	188	9	often	often	ADV
easat-6554	188	10	favoring	favor	VERB
easat-6554	188	11	models	model	NOUN
easat-6554	188	12	with	with	ADP
easat-6554	188	13	fewer	few	ADJ
easat-6554	188	14	regimes	regime	NOUN
easat-6554	188	15	,	,	PUNCT
easat-6554	188	16	yet	yet	CCONJ
easat-6554	188	17	it	it	PRON
easat-6554	188	18	generally	generally	ADV
easat-6554	188	19	aligned	align	VERB
easat-6554	188	20	with	with	ADP
easat-6554	188	21	the	the	DET
easat-6554	188	22	best	good	ADJ
easat-6554	188	23	performing	performing	NOUN
easat-6554	188	24	model	model	NOUN
easat-6554	188	25	type	type	NOUN
easat-6554	188	26	for	for	ADP
easat-6554	188	27	each	each	DET
easat-6554	188	28	cryptocurrency	cryptocurrency	NOUN
easat-6554	188	29	.	.	PUNCT
easat-6554	189	1	overall	overall	ADJ
easat-6554	189	2	,	,	PUNCT
easat-6554	189	3	while	while	SCONJ
easat-6554	189	4	msgarch	msgarch	NOUN
easat-6554	189	5	models	model	NOUN
easat-6554	189	6	tend	tend	VERB
easat-6554	189	7	to	to	PART
easat-6554	189	8	perform	perform	VERB
easat-6554	189	9	better	well	ADV
easat-6554	189	10	than	than	ADP
easat-6554	189	11	single	single	ADJ
easat-6554	189	12	-	-	PUNCT
easat-6554	189	13	regime	regime	NOUN
easat-6554	189	14	models	model	NOUN
easat-6554	189	15	,	,	PUNCT
easat-6554	189	16	no	no	DET
easat-6554	189	17	model	model	NOUN
easat-6554	189	18	can	can	AUX
easat-6554	189	19	be	be	AUX
easat-6554	189	20	said	say	VERB
easat-6554	189	21	to	to	PART
easat-6554	189	22	be	be	AUX
easat-6554	189	23	the	the	DET
easat-6554	189	24	best	good	ADJ
easat-6554	189	25	across	across	ADP
easat-6554	189	26	all	all	DET
easat-6554	189	27	ten	ten	NUM
easat-6554	189	28	cryptos	crypto	NOUN
easat-6554	189	29	.	.	PUNCT
easat-6554	190	1	asymmetric	asymmetric	ADJ
easat-6554	190	2	models	model	NOUN
easat-6554	190	3	were	be	AUX
easat-6554	190	4	often	often	ADV
easat-6554	190	5	preferred	prefer	VERB
easat-6554	190	6	,	,	PUNCT
easat-6554	190	7	especially	especially	ADV
easat-6554	190	8	for	for	ADP
easat-6554	190	9	more	more	ADV
easat-6554	190	10	volatile	volatile	ADJ
easat-6554	190	11	cryptos	crypto	NOUN
easat-6554	190	12	.	.	PUNCT
easat-6554	191	1	optimal	optimal	ADJ
easat-6554	191	2	models	model	NOUN
easat-6554	191	3	for	for	ADP
easat-6554	191	4	volatility	volatility	NOUN
easat-6554	191	5	and	and	CCONJ
easat-6554	191	6	var	var	NOUN
easat-6554	191	7	forecasting	forecasting	NOUN
easat-6554	191	8	varied	varied	ADJ
easat-6554	191	9	widely	widely	ADV
easat-6554	191	10	,	,	PUNCT
easat-6554	191	11	highlighting	highlight	VERB
easat-6554	191	12	the	the	DET
easat-6554	191	13	importance	importance	NOUN
easat-6554	191	14	of	of	ADP
easat-6554	191	15	considering	consider	VERB
easat-6554	191	16	individual	individual	ADJ
easat-6554	191	17	cryptocurrency	cryptocurrency	NOUN
easat-6554	191	18	characteristics	characteristic	NOUN
easat-6554	191	19	.	.	PUNCT
easat-6554	192	1	in	in	ADP
easat-6554	192	2	our	our	PRON
easat-6554	192	3	value	value	NOUN
easat-6554	192	4	-	-	PUNCT
easat-6554	192	5	at	at	ADP
easat-6554	192	6	-	-	PUNCT
easat-6554	192	7	risk	risk	NOUN
easat-6554	192	8	(	(	PUNCT
easat-6554	192	9	var	var	NOUN
easat-6554	192	10	)	)	PUNCT
easat-6554	192	11	forecasting	forecasting	NOUN
easat-6554	192	12	,	,	PUNCT
easat-6554	192	13	the	the	DET
easat-6554	192	14	traditional	traditional	ADJ
easat-6554	192	15	garch	garch	NOUN
easat-6554	192	16	model	model	NOUN
easat-6554	192	17	proved	prove	VERB
easat-6554	192	18	to	to	PART
easat-6554	192	19	be	be	AUX
easat-6554	192	20	the	the	DET
easat-6554	192	21	best	good	ADJ
easat-6554	192	22	fit	fit	NOUN
easat-6554	192	23	for	for	ADP
easat-6554	192	24	eth	eth	NOUN
easat-6554	192	25	and	and	CCONJ
easat-6554	192	26	usdt	usdt	NOUN
easat-6554	192	27	.	.	PUNCT
easat-6554	193	1	however	however	ADV
easat-6554	193	2	,	,	PUNCT
easat-6554	193	3	for	for	ADP
easat-6554	193	4	most	most	ADJ
easat-6554	193	5	other	other	ADJ
easat-6554	193	6	leading	lead	VERB
easat-6554	193	7	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	193	8	,	,	PUNCT
easat-6554	193	9	the	the	DET
easat-6554	193	10	asymmetric	asymmetric	ADJ
easat-6554	193	11	tgarch	tgarch	NOUN
easat-6554	193	12	model	model	NOUN
easat-6554	193	13	is	be	AUX
easat-6554	193	14	preferred	prefer	VERB
easat-6554	193	15	(	(	PUNCT
easat-6554	193	16	see	see	VERB
easat-6554	193	17	table	table	NOUN
easat-6554	193	18	7	7	NUM
easat-6554	193	19	for	for	ADP
easat-6554	193	20	a	a	DET
easat-6554	193	21	summary	summary	NOUN
easat-6554	193	22	of	of	ADP
easat-6554	193	23	inand	inand	ADJ
easat-6554	193	24	out	out	ADP
easat-6554	193	25	-	-	PUNCT
easat-6554	193	26	of	of	ADP
easat-6554	193	27	-	-	PUNCT
easat-6554	193	28	sample	sample	NOUN
easat-6554	193	29	findings	finding	NOUN
easat-6554	193	30	across	across	ADP
easat-6554	193	31	the	the	DET
easat-6554	193	32	ten	ten	NUM
easat-6554	193	33	major	major	ADJ
easat-6554	193	34	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	193	35	)	)	PUNCT
easat-6554	193	36	.	.	PUNCT
easat-6554	194	1	6	6	X
easat-6554	194	2	.	.	X
easat-6554	194	3	conclusions	conclusion	NOUN
easat-6554	194	4	overall	overall	ADV
easat-6554	194	5	,	,	PUNCT
easat-6554	194	6	this	this	DET
easat-6554	194	7	research	research	NOUN
easat-6554	194	8	shows	show	VERB
easat-6554	194	9	that	that	SCONJ
easat-6554	194	10	there	there	PRON
easat-6554	194	11	is	be	VERB
easat-6554	194	12	no	no	DET
easat-6554	194	13	model	model	NOUN
easat-6554	194	14	that	that	PRON
easat-6554	194	15	can	can	AUX
easat-6554	194	16	universally	universally	ADV
easat-6554	194	17	capture	capture	VERB
easat-6554	194	18	the	the	DET
easat-6554	194	19	volatility	volatility	NOUN
easat-6554	194	20	patterns	pattern	NOUN
easat-6554	194	21	of	of	ADP
easat-6554	194	22	all	all	DET
easat-6554	194	23	cryptos	crypto	NOUN
easat-6554	194	24	.	.	PUNCT
easat-6554	195	1	each	each	DET
easat-6554	195	2	asset	asset	NOUN
easat-6554	195	3	has	have	VERB
easat-6554	195	4	unique	unique	ADJ
easat-6554	195	5	characteristics	characteristic	NOUN
easat-6554	195	6	,	,	PUNCT
easat-6554	195	7	affecting	affect	VERB
easat-6554	195	8	the	the	DET
easat-6554	195	9	selection	selection	NOUN
easat-6554	195	10	.	.	PUNCT
easat-6554	196	1	garch	garch	NOUN
easat-6554	196	2	-	-	PUNCT
easat-6554	196	3	based	base	VERB
easat-6554	196	4	models	model	NOUN
easat-6554	196	5	,	,	PUNCT
easat-6554	196	6	especially	especially	ADV
easat-6554	196	7	tgarch	tgarch	NOUN
easat-6554	196	8	and	and	CCONJ
easat-6554	196	9	egarch	egarch	NOUN
easat-6554	196	10	,	,	PUNCT
easat-6554	196	11	are	be	AUX
easat-6554	196	12	often	often	ADV
easat-6554	196	13	superior	superior	ADJ
easat-6554	196	14	in	in	ADP
easat-6554	196	15	capturing	capture	VERB
easat-6554	196	16	the	the	DET
easat-6554	196	17	complex	complex	ADJ
easat-6554	196	18	nature	nature	NOUN
easat-6554	196	19	of	of	ADP
easat-6554	196	20	volatility	volatility	NOUN
easat-6554	196	21	,	,	PUNCT
easat-6554	196	22	especially	especially	ADV
easat-6554	196	23	for	for	ADP
easat-6554	196	24	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	196	25	with	with	ADP
easat-6554	196	26	high	high	ADJ
easat-6554	196	27	price	price	NOUN
easat-6554	196	28	fluctuations	fluctuation	NOUN
easat-6554	196	29	such	such	ADJ
easat-6554	196	30	as	as	ADP
easat-6554	196	31	btc	btc	NOUN
easat-6554	196	32	,	,	PUNCT
easat-6554	196	33	eth	eth	NOUN
easat-6554	196	34	,	,	PUNCT
easat-6554	196	35	and	and	CCONJ
easat-6554	196	36	sol	sol	NOUN
easat-6554	196	37	.	.	PUNCT
easat-6554	197	1	in	in	ADP
easat-6554	197	2	addition	addition	NOUN
easat-6554	197	3	,	,	PUNCT
easat-6554	197	4	asymmetry	asymmetry	NOUN
easat-6554	197	5	effects	effect	NOUN
easat-6554	197	6	in	in	ADP
easat-6554	197	7	volatility	volatility	NOUN
easat-6554	197	8	were	be	AUX
easat-6554	197	9	found	find	VERB
easat-6554	197	10	for	for	ADP
easat-6554	197	11	most	most	ADJ
easat-6554	197	12	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	197	13	,	,	PUNCT
easat-6554	197	14	with	with	ADP
easat-6554	197	15	some	some	PRON
easat-6554	197	16	exhibiting	exhibit	VERB
easat-6554	197	17	positive	positive	ADJ
easat-6554	197	18	asymmetry	asymmetry	NOUN
easat-6554	197	19	,	,	PUNCT
easat-6554	197	20	where	where	SCONJ
easat-6554	197	21	volatility	volatility	NOUN
easat-6554	197	22	is	be	AUX
easat-6554	197	23	more	more	ADV
easat-6554	197	24	responsive	responsive	ADJ
easat-6554	197	25	to	to	ADP
easat-6554	197	26	price	price	NOUN
easat-6554	197	27	increases	increase	NOUN
easat-6554	197	28	than	than	ADP
easat-6554	197	29	price	price	NOUN
easat-6554	197	30	decreases	decrease	NOUN
easat-6554	197	31	.	.	PUNCT
easat-6554	198	1	however	however	ADV
easat-6554	198	2	,	,	PUNCT
easat-6554	198	3	usdt	usdt	NOUN
easat-6554	198	4	showed	show	VERB
easat-6554	198	5	an	an	DET
easat-6554	198	6	inverse	inverse	NOUN
easat-6554	198	7	leverage	leverage	NOUN
easat-6554	198	8	effect	effect	NOUN
easat-6554	198	9	,	,	PUNCT
easat-6554	198	10	meaning	mean	VERB
easat-6554	198	11	its	its	PRON
easat-6554	198	12	volatility	volatility	NOUN
easat-6554	198	13	was	be	AUX
easat-6554	198	14	more	more	ADV
easat-6554	198	15	affected	affect	VERB
easat-6554	198	16	by	by	ADP
easat-6554	198	17	positive	positive	ADJ
easat-6554	198	18	than	than	ADP
easat-6554	198	19	negative	negative	ADJ
easat-6554	198	20	returns	return	NOUN
easat-6554	198	21	which	which	PRON
easat-6554	198	22	is	be	AUX
easat-6554	198	23	an	an	DET
easat-6554	198	24	unusual	unusual	ADJ
easat-6554	198	25	finding	finding	NOUN
easat-6554	198	26	in	in	ADP
easat-6554	198	27	financial	financial	ADJ
easat-6554	198	28	assets	asset	NOUN
easat-6554	198	29	.	.	PUNCT
easat-6554	199	1	in	in	ADP
easat-6554	199	2	the	the	DET
easat-6554	199	3	context	context	NOUN
easat-6554	199	4	of	of	ADP
easat-6554	199	5	value	value	NOUN
easat-6554	199	6	-	-	PUNCT
easat-6554	199	7	at	at	ADP
easat-6554	199	8	-	-	PUNCT
easat-6554	199	9	risk	risk	NOUN
easat-6554	199	10	(	(	PUNCT
easat-6554	199	11	var	var	NOUN
easat-6554	199	12	)	)	PUNCT
easat-6554	199	13	forecasting	forecasting	NOUN
easat-6554	199	14	,	,	PUNCT
easat-6554	199	15	tgarch	tgarch	NOUN
easat-6554	199	16	and	and	CCONJ
easat-6554	199	17	egarch	egarch	NOUN
easat-6554	199	18	models	model	NOUN
easat-6554	199	19	are	be	AUX
easat-6554	199	20	often	often	ADV
easat-6554	199	21	superior	superior	ADJ
easat-6554	199	22	to	to	ADP
easat-6554	199	23	the	the	DET
easat-6554	199	24	standard	standard	ADJ
easat-6554	199	25	garch	garch	NOUN
easat-6554	199	26	model	model	NOUN
easat-6554	199	27	,	,	PUNCT
easat-6554	199	28	especially	especially	ADV
easat-6554	199	29	in	in	ADP
easat-6554	199	30	capturing	capture	VERB
easat-6554	199	31	short	short	ADJ
easat-6554	199	32	-	-	PUNCT
easat-6554	199	33	term	term	NOUN
easat-6554	199	34	volatility	volatility	NOUN
easat-6554	199	35	risk	risk	NOUN
easat-6554	199	36	.	.	PUNCT
easat-6554	200	1	however	however	ADV
easat-6554	200	2	,	,	PUNCT
easat-6554	200	3	the	the	DET
easat-6554	200	4	msgarch	msgarch	NOUN
easat-6554	200	5	model	model	NOUN
easat-6554	200	6	with	with	ADP
easat-6554	200	7	a	a	DET
easat-6554	200	8	multi	multi	ADJ
easat-6554	200	9	regime	regime	NOUN
easat-6554	200	10	approach	approach	NOUN
easat-6554	200	11	shows	show	VERB
easat-6554	200	12	great	great	ADJ
easat-6554	200	13	potential	potential	NOUN
easat-6554	200	14	in	in	ADP
easat-6554	200	15	adjusting	adjust	VERB
easat-6554	200	16	to	to	ADP
easat-6554	200	17	changes	change	NOUN
easat-6554	200	18	in	in	ADP
easat-6554	200	19	market	market	NOUN
easat-6554	200	20	structure	structure	NOUN
easat-6554	200	21	,	,	PUNCT
easat-6554	200	22	although	although	SCONJ
easat-6554	200	23	the	the	DET
easat-6554	200	24	optimal	optimal	ADJ
easat-6554	200	25	results	result	NOUN
easat-6554	200	26	still	still	ADV
easat-6554	200	27	depend	depend	VERB
easat-6554	200	28	on	on	ADP
easat-6554	200	29	the	the	DET
easat-6554	200	30	specifics	specific	NOUN
easat-6554	200	31	of	of	ADP
easat-6554	200	32	the	the	DET
easat-6554	200	33	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	200	34	analyzed	analyze	VERB
easat-6554	200	35	.	.	PUNCT
easat-6554	201	1	this	this	DET
easat-6554	201	2	study	study	NOUN
easat-6554	201	3	confirms	confirm	VERB
easat-6554	201	4	that	that	SCONJ
easat-6554	201	5	the	the	DET
easat-6554	201	6	selection	selection	NOUN
easat-6554	201	7	of	of	ADP
easat-6554	201	8	volatility	volatility	NOUN
easat-6554	201	9	models	model	NOUN
easat-6554	201	10	can	can	AUX
easat-6554	201	11	not	not	PART
easat-6554	201	12	be	be	AUX
easat-6554	201	13	generalized	generalize	VERB
easat-6554	201	14	for	for	ADP
easat-6554	201	15	all	all	DET
easat-6554	201	16	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	201	17	.	.	PUNCT
easat-6554	202	1	instead	instead	ADV
easat-6554	202	2	,	,	PUNCT
easat-6554	202	3	a	a	DET
easat-6554	202	4	more	more	ADV
easat-6554	202	5	flexible	flexible	ADJ
easat-6554	202	6	approach	approach	NOUN
easat-6554	202	7	tailored	tailor	VERB
easat-6554	202	8	to	to	ADP
easat-6554	202	9	the	the	DET
easat-6554	202	10	specific	specific	ADJ
easat-6554	202	11	characteristics	characteristic	NOUN
easat-6554	202	12	of	of	ADP
easat-6554	202	13	each	each	DET
easat-6554	202	14	digital	digital	ADJ
easat-6554	202	15	asset	asset	NOUN
easat-6554	202	16	is	be	AUX
easat-6554	202	17	required	require	VERB
easat-6554	202	18	,	,	PUNCT
easat-6554	202	19	taking	take	VERB
easat-6554	202	20	into	into	ADP
easat-6554	202	21	account	account	NOUN
easat-6554	202	22	factors	factor	NOUN
easat-6554	202	23	such	such	ADJ
easat-6554	202	24	as	as	ADP
easat-6554	202	25	asymmetry	asymmetry	NOUN
easat-6554	202	26	effects	effect	NOUN
easat-6554	202	27	,	,	PUNCT
easat-6554	202	28	volatility	volatility	NOUN
easat-6554	202	29	regime	regime	NOUN
easat-6554	202	30	changes	change	NOUN
easat-6554	202	31	,	,	PUNCT
easat-6554	202	32	and	and	CCONJ
easat-6554	202	33	the	the	DET
easat-6554	202	34	corresponding	corresponding	ADJ
easat-6554	202	35	return	return	NOUN
easat-6554	202	36	distribution	distribution	NOUN
easat-6554	202	37	.	.	PUNCT
easat-6554	203	1	transparency	transparency	NOUN
easat-6554	203	2	:	:	PUNCT
easat-6554	203	3	the	the	DET
easat-6554	203	4	authors	author	NOUN
easat-6554	203	5	confirm	confirm	VERB
easat-6554	203	6	that	that	SCONJ
easat-6554	203	7	the	the	DET
easat-6554	203	8	manuscript	manuscript	NOUN
easat-6554	203	9	is	be	AUX
easat-6554	203	10	an	an	DET
easat-6554	203	11	honest	honest	ADJ
easat-6554	203	12	,	,	PUNCT
easat-6554	203	13	accurate	accurate	ADJ
easat-6554	203	14	,	,	PUNCT
easat-6554	203	15	and	and	CCONJ
easat-6554	203	16	transparent	transparent	ADJ
easat-6554	203	17	account	account	NOUN
easat-6554	203	18	of	of	ADP
easat-6554	203	19	the	the	DET
easat-6554	203	20	study	study	NOUN
easat-6554	203	21	;	;	PUNCT
easat-6554	203	22	that	that	SCONJ
easat-6554	203	23	no	no	DET
easat-6554	203	24	vital	vital	ADJ
easat-6554	203	25	features	feature	NOUN
easat-6554	203	26	of	of	ADP
easat-6554	203	27	the	the	DET
easat-6554	203	28	study	study	NOUN
easat-6554	203	29	have	have	AUX
easat-6554	203	30	been	be	AUX
easat-6554	203	31	omitted	omit	VERB
easat-6554	203	32	;	;	PUNCT
easat-6554	203	33	and	and	CCONJ
easat-6554	203	34	that	that	SCONJ
easat-6554	203	35	any	any	DET
easat-6554	203	36	discrepancies	discrepancy	NOUN
easat-6554	203	37	from	from	ADP
easat-6554	203	38	the	the	DET
easat-6554	203	39	study	study	NOUN
easat-6554	203	40	as	as	SCONJ
easat-6554	203	41	planned	plan	VERB
easat-6554	203	42	have	have	AUX
easat-6554	203	43	been	be	AUX
easat-6554	203	44	explained	explain	VERB
easat-6554	203	45	.	.	PUNCT
easat-6554	204	1	this	this	DET
easat-6554	204	2	study	study	NOUN
easat-6554	204	3	followed	follow	VERB
easat-6554	204	4	all	all	DET
easat-6554	204	5	ethical	ethical	ADJ
easat-6554	204	6	practices	practice	NOUN
easat-6554	204	7	during	during	ADP
easat-6554	204	8	writing	writing	NOUN
easat-6554	204	9	.	.	PUNCT
easat-6554	205	1	copyright	copyright	NOUN
easat-6554	205	2	:	:	PUNCT
easat-6554	205	3	©	©	PROPN
easat-6554	205	4	2025	2025	NUM
easat-6554	205	5	by	by	ADP
easat-6554	205	6	the	the	DET
easat-6554	205	7	authors	author	NOUN
easat-6554	205	8	.	.	PUNCT
easat-6554	206	1	this	this	DET
easat-6554	206	2	open	open	ADJ
easat-6554	206	3	-	-	PUNCT
easat-6554	206	4	access	access	NOUN
easat-6554	206	5	article	article	NOUN
easat-6554	206	6	is	be	AUX
easat-6554	206	7	distributed	distribute	VERB
easat-6554	206	8	under	under	ADP
easat-6554	206	9	the	the	DET
easat-6554	206	10	terms	term	NOUN
easat-6554	206	11	and	and	CCONJ
easat-6554	206	12	conditions	condition	NOUN
easat-6554	206	13	of	of	ADP
easat-6554	206	14	the	the	DET
easat-6554	206	15	creative	creative	ADJ
easat-6554	206	16	commons	common	NOUN
easat-6554	206	17	attribution	attribution	NOUN
easat-6554	206	18	(	(	PUNCT
easat-6554	206	19	cc	cc	NOUN
easat-6554	206	20	by	by	ADP
easat-6554	206	21	)	)	PUNCT
easat-6554	206	22	license	license	NOUN
easat-6554	206	23	(	(	PUNCT
easat-6554	206	24	https://creativecommons.org/licenses/by/4.0/	https://creativecommons.org/licenses/by/4.0/	PROPN
easat-6554	206	25	)	)	PUNCT
easat-6554	206	26	.	.	PUNCT
easat-6554	207	1	https://creativecommons.org/licenses/by/4.0/	https://creativecommons.org/licenses/by/4.0/	PROPN
easat-6554	207	2	2403	2403	NUM
easat-6554	207	3	edelweiss	edelweiss	PROPN
easat-6554	207	4	applied	apply	VERB
easat-6554	207	5	science	science	NOUN
easat-6554	207	6	and	and	CCONJ
easat-6554	207	7	technology	technology	NOUN
easat-6554	207	8	issn	issn	PROPN
easat-6554	207	9	:	:	PUNCT
easat-6554	207	10	2576	2576	NUM
easat-6554	207	11	-	-	SYM
easat-6554	207	12	8484	8484	NUM
easat-6554	207	13	vol	vol	NOUN
easat-6554	207	14	.	.	PROPN
easat-6554	208	1	9	9	NUM
easat-6554	208	2	,	,	PUNCT
easat-6554	208	3	no	no	INTJ
easat-6554	208	4	.	.	NOUN
easat-6554	208	5	4	4	NUM
easat-6554	208	6	:	:	SYM
easat-6554	208	7	2395	2395	NUM
easat-6554	208	8	-	-	SYM
easat-6554	208	9	2404	2404	NUM
easat-6554	208	10	,	,	PUNCT
easat-6554	208	11	2025	2025	NUM
easat-6554	208	12	doi	doi	NOUN
easat-6554	208	13	:	:	PUNCT
easat-6554	208	14	10.55214/25768484.v9i4.6554	10.55214/25768484.v9i4.6554	NUM
easat-6554	208	15	©	©	ADP
easat-6554	208	16	2025	2025	NUM
easat-6554	208	17	by	by	ADP
easat-6554	208	18	the	the	DET
easat-6554	208	19	authors	author	NOUN
easat-6554	208	20	;	;	PUNCT
easat-6554	208	21	licensee	licensee	PROPN
easat-6554	208	22	learning	learn	VERB
easat-6554	208	23	gate	gate	NOUN
easat-6554	208	24	references	reference	NOUN
easat-6554	208	25	[	[	X
easat-6554	208	26	1	1	NUM
easat-6554	208	27	]	]	X
easat-6554	208	28	g.	g.	PROPN
easat-6554	208	29	osório	osório	PROPN
easat-6554	208	30	,	,	PUNCT
easat-6554	208	31	"	"	PUNCT
easat-6554	208	32	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	208	33	—	—	PUNCT
easat-6554	208	34	advantages	advantage	NOUN
easat-6554	208	35	and	and	CCONJ
easat-6554	208	36	risks	risk	NOUN
easat-6554	208	37	of	of	ADP
easat-6554	208	38	digital	digital	ADJ
easat-6554	208	39	money	money	NOUN
easat-6554	208	40	,	,	PUNCT
easat-6554	208	41	"	"	PUNCT
easat-6554	208	42	crc	crc	NOUN
easat-6554	208	43	press	press	NOUN
easat-6554	208	44	ebooks	ebook	NOUN
easat-6554	208	45	,	,	PUNCT
easat-6554	208	46	2024	2024	NUM
easat-6554	208	47	,	,	PUNCT
easat-6554	208	48	pp	pp	ADV
easat-6554	208	49	.	.	PUNCT
easat-6554	209	1	160–196	160–196	NUM
easat-6554	209	2	.	.	PUNCT
easat-6554	210	1	[	[	X
easat-6554	210	2	2	2	NUM
easat-6554	210	3	]	]	PUNCT
easat-6554	210	4	a.	a.	NOUN
easat-6554	210	5	tripathi	tripathi	PROPN
easat-6554	210	6	,	,	PUNCT
easat-6554	210	7	a.	a.	PROPN
easat-6554	210	8	choudhary	choudhary	PROPN
easat-6554	210	9	,	,	PUNCT
easat-6554	210	10	s.	s.	PROPN
easat-6554	210	11	k.	k.	PROPN
easat-6554	210	12	arora	arora	PROPN
easat-6554	210	13	,	,	PUNCT
easat-6554	210	14	g.	g.	PROPN
easat-6554	210	15	arora	arora	PROPN
easat-6554	210	16	,	,	PUNCT
easat-6554	210	17	g.	g.	PROPN
easat-6554	210	18	shakya	shakya	PROPN
easat-6554	210	19	,	,	PUNCT
easat-6554	210	20	and	and	CCONJ
easat-6554	210	21	b.	b.	PROPN
easat-6554	210	22	rajwanshi	rajwanshi	PROPN
easat-6554	210	23	,	,	PUNCT
easat-6554	210	24	"	"	PUNCT
easat-6554	210	25	crypto	crypto	X
easat-6554	210	26	bank	bank	NOUN
easat-6554	210	27	:	:	PUNCT
easat-6554	210	28	cryptocurrency	cryptocurrency	NOUN
easat-6554	210	29	wallet	wallet	NOUN
easat-6554	210	30	based	base	VERB
easat-6554	210	31	on	on	ADP
easat-6554	210	32	blockchain	blockchain	PROPN
easat-6554	210	33	,	,	PUNCT
easat-6554	210	34	"	"	PUNCT
easat-6554	210	35	in	in	ADP
easat-6554	210	36	in	in	ADP
easat-6554	210	37	international	international	ADJ
easat-6554	210	38	conference	conference	NOUN
easat-6554	210	39	on	on	ADP
easat-6554	210	40	recent	recent	ADJ
easat-6554	210	41	trends	trend	NOUN
easat-6554	210	42	in	in	ADP
easat-6554	210	43	image	image	NOUN
easat-6554	210	44	processing	processing	NOUN
easat-6554	210	45	and	and	CCONJ
easat-6554	210	46	pattern	pattern	NOUN
easat-6554	210	47	recognition	recognition	NOUN
easat-6554	210	48	(	(	PUNCT
easat-6554	210	49	pp	pp	ADJ
easat-6554	210	50	.	.	PUNCT
easat-6554	210	51	223	223	NUM
easat-6554	210	52	-	-	SYM
easat-6554	210	53	236	236	NUM
easat-6554	210	54	)	)	PUNCT
easat-6554	210	55	.	.	PUNCT
easat-6554	211	1	cham	cham	PROPN
easat-6554	211	2	:	:	PUNCT
easat-6554	211	3	springer	springer	NOUN
easat-6554	211	4	nature	nature	PROPN
easat-6554	211	5	switzerland	switzerland	PROPN
easat-6554	211	6	,	,	PUNCT
easat-6554	211	7	2023	2023	NUM
easat-6554	211	8	.	.	PUNCT
easat-6554	212	1	[	[	X
easat-6554	212	2	3	3	X
easat-6554	212	3	]	]	X
easat-6554	212	4	s.	s.	PROPN
easat-6554	212	5	m.	m.	PROPN
easat-6554	212	6	thornton	thornton	PROPN
easat-6554	212	7	,	,	PUNCT
easat-6554	212	8	p.	p.	PROPN
easat-6554	212	9	k.	k.	PROPN
easat-6554	212	10	attaluri	attaluri	PROPN
easat-6554	212	11	,	,	PUNCT
easat-6554	212	12	e.	e.	PROPN
easat-6554	212	13	c.	c.	PROPN
easat-6554	212	14	shaffrey	shaffrey	PROPN
easat-6554	212	15	,	,	PUNCT
easat-6554	212	16	p.	p.	PROPN
easat-6554	212	17	j.	j.	PROPN
easat-6554	212	18	wirth	wirth	PROPN
easat-6554	212	19	,	,	PUNCT
easat-6554	212	20	a.	a.	PROPN
easat-6554	212	21	j.	j.	PROPN
easat-6554	212	22	rao	rao	PROPN
easat-6554	212	23	,	,	PUNCT
easat-6554	212	24	and	and	CCONJ
easat-6554	212	25	v.	v.	PROPN
easat-6554	212	26	k.	k.	PROPN
easat-6554	212	27	rao	rao	PROPN
easat-6554	212	28	,	,	PUNCT
easat-6554	212	29	"	"	PUNCT
easat-6554	212	30	plastic	plastic	ADJ
easat-6554	212	31	surgery	surgery	NOUN
easat-6554	212	32	and	and	CCONJ
easat-6554	212	33	cryptocurrency	cryptocurrency	NOUN
easat-6554	212	34	:	:	PUNCT
easat-6554	212	35	a	a	DET
easat-6554	212	36	2024	2024	NUM
easat-6554	212	37	update	update	NOUN
easat-6554	212	38	,	,	PUNCT
easat-6554	212	39	"	"	PUNCT
easat-6554	212	40	plastic	plastic	ADJ
easat-6554	212	41	and	and	CCONJ
easat-6554	212	42	reconstructive	reconstructive	ADJ
easat-6554	212	43	surgery	surgery	NOUN
easat-6554	212	44	–	–	PUNCT
easat-6554	212	45	global	global	ADJ
easat-6554	212	46	open	open	ADJ
easat-6554	212	47	,	,	PUNCT
easat-6554	212	48	vol	vol	NOUN
easat-6554	212	49	.	.	PROPN
easat-6554	212	50	12	12	NUM
easat-6554	212	51	,	,	PUNCT
easat-6554	212	52	no	no	INTJ
easat-6554	212	53	.	.	NOUN
easat-6554	212	54	7	7	NUM
easat-6554	212	55	,	,	PUNCT
easat-6554	212	56	p.	p.	NOUN
easat-6554	212	57	e6006	e6006	PROPN
easat-6554	212	58	,	,	PUNCT
easat-6554	212	59	2024	2024	NUM
easat-6554	212	60	.	.	PUNCT
easat-6554	213	1	https://doi.org/10.1097/gox.0000000000006006	https://doi.org/10.1097/gox.0000000000006006	PROPN
easat-6554	214	1	[	[	X
easat-6554	214	2	4	4	X
easat-6554	214	3	]	]	PUNCT
easat-6554	214	4	s.	s.	PROPN
easat-6554	214	5	corbet	corbet	PROPN
easat-6554	214	6	and	and	CCONJ
easat-6554	214	7	l.	l.	PROPN
easat-6554	214	8	oxley	oxley	PROPN
easat-6554	214	9	,	,	PUNCT
easat-6554	214	10	"	"	PUNCT
easat-6554	214	11	investigating	investigate	VERB
easat-6554	214	12	the	the	DET
easat-6554	214	13	academic	academic	ADJ
easat-6554	214	14	response	response	NOUN
easat-6554	214	15	to	to	ADP
easat-6554	214	16	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	214	17	:	:	PUNCT
easat-6554	214	18	insights	insight	NOUN
easat-6554	214	19	from	from	ADP
easat-6554	214	20	research	research	NOUN
easat-6554	214	21	diversification	diversification	NOUN
easat-6554	214	22	as	as	SCONJ
easat-6554	214	23	separated	separate	VERB
easat-6554	214	24	by	by	ADP
easat-6554	214	25	journal	journal	PROPN
easat-6554	214	26	ranking	ranking	NOUN
easat-6554	214	27	,	,	PUNCT
easat-6554	214	28	"	"	PUNCT
easat-6554	214	29	review	review	NOUN
easat-6554	214	30	of	of	ADP
easat-6554	214	31	corporate	corporate	ADJ
easat-6554	214	32	finance	finance	NOUN
easat-6554	214	33	,	,	PUNCT
easat-6554	214	34	vol	vol	NOUN
easat-6554	214	35	.	.	PROPN
easat-6554	214	36	3	3	NUM
easat-6554	214	37	,	,	PUNCT
easat-6554	214	38	no	no	INTJ
easat-6554	214	39	.	.	NOUN
easat-6554	214	40	4	4	NUM
easat-6554	214	41	,	,	PUNCT
easat-6554	214	42	2023	2023	NUM
easat-6554	214	43	.	.	PUNCT
easat-6554	215	1	https://doi.org/10.2139/ssrn.4425965	https://doi.org/10.2139/ssrn.4425965	NOUN
easat-6554	216	1	[	[	X
easat-6554	216	2	5	5	X
easat-6554	216	3	]	]	PUNCT
easat-6554	216	4	s.	s.	PROPN
easat-6554	216	5	kumar	kumar	PROPN
easat-6554	216	6	,	,	PUNCT
easat-6554	216	7	s.	s.	PROPN
easat-6554	216	8	k.	k.	PROPN
easat-6554	216	9	patra	patra	PROPN
easat-6554	216	10	,	,	PUNCT
easat-6554	216	11	a.	a.	PROPN
easat-6554	216	12	kumar	kumar	PROPN
easat-6554	216	13	,	,	PUNCT
easat-6554	216	14	k.	k.	PROPN
easat-6554	216	15	u.	u.	PROPN
easat-6554	216	16	singh	singh	PROPN
easat-6554	216	17	,	,	PUNCT
easat-6554	216	18	and	and	CCONJ
easat-6554	216	19	s.	s.	PROPN
easat-6554	216	20	varshneya	varshneya	PROPN
easat-6554	216	21	,	,	PUNCT
easat-6554	216	22	"	"	PUNCT
easat-6554	216	23	enablers	enabler	NOUN
easat-6554	216	24	for	for	ADP
easat-6554	216	25	growth	growth	NOUN
easat-6554	216	26	of	of	ADP
easat-6554	216	27	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	216	28	:	:	PUNCT
easat-6554	216	29	a	a	DET
easat-6554	216	30	fuzzy	fuzzy	ADJ
easat-6554	216	31	–	–	PUNCT
easat-6554	216	32	ism	ism	NOUN
easat-6554	216	33	benchmarking	benchmarking	NOUN
easat-6554	216	34	,	,	PUNCT
easat-6554	216	35	"	"	PUNCT
easat-6554	216	36	journal	journal	NOUN
easat-6554	216	37	of	of	ADP
easat-6554	216	38	risk	risk	NOUN
easat-6554	216	39	and	and	CCONJ
easat-6554	216	40	financial	financial	ADJ
easat-6554	216	41	management	management	NOUN
easat-6554	216	42	,	,	PUNCT
easat-6554	216	43	vol	vol	NOUN
easat-6554	216	44	.	.	PROPN
easat-6554	216	45	16	16	NUM
easat-6554	216	46	,	,	PUNCT
easat-6554	216	47	no	no	INTJ
easat-6554	216	48	.	.	NOUN
easat-6554	216	49	3	3	NUM
easat-6554	216	50	,	,	PUNCT
easat-6554	216	51	p.	p.	NOUN
easat-6554	216	52	149	149	NUM
easat-6554	216	53	,	,	PUNCT
easat-6554	216	54	2023	2023	NUM
easat-6554	216	55	.	.	PUNCT
easat-6554	217	1	https://doi.org/10.3390/jrfm16030149	https://doi.org/10.3390/jrfm16030149	NOUN
easat-6554	217	2	[	[	X
easat-6554	217	3	6	6	NUM
easat-6554	217	4	]	]	X
easat-6554	217	5	c.	c.	PROPN
easat-6554	217	6	miglietti	miglietti	PROPN
easat-6554	217	7	,	,	PUNCT
easat-6554	217	8	z.	z.	PROPN
easat-6554	217	9	kubosova	kubosova	PROPN
easat-6554	217	10	,	,	PUNCT
easat-6554	217	11	and	and	CCONJ
easat-6554	217	12	n.	n.	PROPN
easat-6554	217	13	skulanova	skulanova	PROPN
easat-6554	217	14	,	,	PUNCT
easat-6554	217	15	"	"	PUNCT
easat-6554	217	16	bitcoin	bitcoin	ADJ
easat-6554	217	17	,	,	PUNCT
easat-6554	217	18	litecoin	litecoin	VERB
easat-6554	217	19	,	,	PUNCT
easat-6554	217	20	and	and	CCONJ
easat-6554	217	21	the	the	DET
easat-6554	217	22	euro	euro	NOUN
easat-6554	217	23	:	:	PUNCT
easat-6554	217	24	an	an	DET
easat-6554	217	25	annualized	annualize	VERB
easat-6554	217	26	volatility	volatility	NOUN
easat-6554	217	27	analysis	analysis	NOUN
easat-6554	217	28	,	,	PUNCT
easat-6554	217	29	"	"	PUNCT
easat-6554	217	30	studies	study	NOUN
easat-6554	217	31	in	in	ADP
easat-6554	217	32	economics	economic	NOUN
easat-6554	217	33	and	and	CCONJ
easat-6554	217	34	finance	finance	NOUN
easat-6554	217	35	,	,	PUNCT
easat-6554	217	36	vol	vol	NOUN
easat-6554	217	37	.	.	PROPN
easat-6554	218	1	37	37	NUM
easat-6554	218	2	,	,	PUNCT
easat-6554	218	3	no	no	INTJ
easat-6554	218	4	.	.	NOUN
easat-6554	218	5	2	2	NUM
easat-6554	218	6	,	,	PUNCT
easat-6554	218	7	pp	pp	ADJ
easat-6554	218	8	.	.	PUNCT
easat-6554	219	1	229	229	NUM
easat-6554	219	2	-	-	SYM
easat-6554	219	3	242	242	NUM
easat-6554	219	4	,	,	PUNCT
easat-6554	219	5	2020	2020	NUM
easat-6554	219	6	.	.	PUNCT
easat-6554	220	1	[	[	X
easat-6554	220	2	7	7	X
easat-6554	220	3	]	]	PUNCT
easat-6554	220	4	p.	p.	PROPN
easat-6554	220	5	zhang	zhang	PROPN
easat-6554	220	6	,	,	PUNCT
easat-6554	220	7	k.	k.	PROPN
easat-6554	220	8	xu	xu	PROPN
easat-6554	220	9	,	,	PUNCT
easat-6554	220	10	and	and	CCONJ
easat-6554	220	11	j.	j.	PROPN
easat-6554	220	12	qi	qi	PROPN
easat-6554	220	13	,	,	PUNCT
easat-6554	220	14	"	"	PUNCT
easat-6554	220	15	the	the	DET
easat-6554	220	16	impact	impact	NOUN
easat-6554	220	17	of	of	ADP
easat-6554	220	18	regulation	regulation	NOUN
easat-6554	220	19	on	on	ADP
easat-6554	220	20	cryptocurrency	cryptocurrency	NOUN
easat-6554	220	21	market	market	NOUN
easat-6554	220	22	volatility	volatility	NOUN
easat-6554	220	23	in	in	ADP
easat-6554	220	24	the	the	DET
easat-6554	220	25	context	context	NOUN
easat-6554	220	26	of	of	ADP
easat-6554	220	27	the	the	DET
easat-6554	220	28	covid-19	covid-19	PROPN
easat-6554	220	29	pandemic	pandemic	ADJ
easat-6554	220	30	—	—	PUNCT
easat-6554	220	31	evidence	evidence	NOUN
easat-6554	220	32	from	from	ADP
easat-6554	220	33	china	china	PROPN
easat-6554	220	34	,	,	PUNCT
easat-6554	220	35	"	"	PUNCT
easat-6554	220	36	economic	economic	ADJ
easat-6554	220	37	analysis	analysis	NOUN
easat-6554	220	38	and	and	CCONJ
easat-6554	220	39	policy	policy	NOUN
easat-6554	220	40	,	,	PUNCT
easat-6554	220	41	vol	vol	NOUN
easat-6554	220	42	.	.	PROPN
easat-6554	220	43	80	80	NUM
easat-6554	220	44	,	,	PUNCT
easat-6554	220	45	pp	pp	ADJ
easat-6554	220	46	.	.	PUNCT
easat-6554	221	1	222	222	NUM
easat-6554	221	2	-	-	SYM
easat-6554	221	3	246	246	NUM
easat-6554	221	4	,	,	PUNCT
easat-6554	221	5	2023	2023	NUM
easat-6554	221	6	.	.	PUNCT
easat-6554	222	1	https://doi.org/10.1016/j.eap.2023.08.015	https://doi.org/10.1016/j.eap.2023.08.015	X
easat-6554	223	1	[	[	X
easat-6554	223	2	8	8	NUM
easat-6554	223	3	]	]	X
easat-6554	223	4	h.	h.	PROPN
easat-6554	223	5	gupta	gupta	PROPN
easat-6554	223	6	and	and	CCONJ
easat-6554	223	7	r.	r.	PROPN
easat-6554	223	8	chaudhary	chaudhary	PROPN
easat-6554	223	9	,	,	PUNCT
easat-6554	223	10	"	"	PUNCT
easat-6554	223	11	an	an	DET
easat-6554	223	12	empirical	empirical	ADJ
easat-6554	223	13	study	study	NOUN
easat-6554	223	14	of	of	ADP
easat-6554	223	15	volatility	volatility	NOUN
easat-6554	223	16	in	in	ADP
easat-6554	223	17	cryptocurrency	cryptocurrency	NOUN
easat-6554	223	18	market	market	NOUN
easat-6554	223	19	,	,	PUNCT
easat-6554	223	20	"	"	PUNCT
easat-6554	223	21	journal	journal	NOUN
easat-6554	223	22	of	of	ADP
easat-6554	223	23	risk	risk	NOUN
easat-6554	223	24	and	and	CCONJ
easat-6554	223	25	financial	financial	ADJ
easat-6554	223	26	management	management	NOUN
easat-6554	223	27	,	,	PUNCT
easat-6554	223	28	vol	vol	NOUN
easat-6554	223	29	.	.	PROPN
easat-6554	223	30	15	15	NUM
easat-6554	223	31	,	,	PUNCT
easat-6554	223	32	no	no	INTJ
easat-6554	223	33	.	.	NOUN
easat-6554	223	34	11	11	NUM
easat-6554	223	35	,	,	PUNCT
easat-6554	223	36	p.	p.	NOUN
easat-6554	223	37	513	513	NUM
easat-6554	223	38	,	,	PUNCT
easat-6554	223	39	2022	2022	NUM
easat-6554	223	40	.	.	PUNCT
easat-6554	224	1	https://doi.org/10.3390/jrfm15110513	https://doi.org/10.3390/jrfm15110513	NOUN
easat-6554	225	1	[	[	X
easat-6554	225	2	9	9	X
easat-6554	225	3	]	]	PUNCT
easat-6554	225	4	p.	p.	NOUN
easat-6554	225	5	foroutan	foroutan	PROPN
easat-6554	225	6	and	and	CCONJ
easat-6554	225	7	s.	s.	PROPN
easat-6554	225	8	lahmiri	lahmiri	PROPN
easat-6554	225	9	,	,	PUNCT
easat-6554	225	10	"	"	PUNCT
easat-6554	225	11	the	the	DET
easat-6554	225	12	effect	effect	NOUN
easat-6554	225	13	of	of	ADP
easat-6554	225	14	covid-19	covid-19	PROPN
easat-6554	225	15	pandemic	pandemic	ADJ
easat-6554	225	16	on	on	ADP
easat-6554	225	17	return	return	NOUN
easat-6554	225	18	-	-	PUNCT
easat-6554	225	19	volume	volume	NOUN
easat-6554	225	20	and	and	CCONJ
easat-6554	225	21	return	return	NOUN
easat-6554	225	22	-	-	PUNCT
easat-6554	225	23	volatility	volatility	NOUN
easat-6554	225	24	relationships	relationship	NOUN
easat-6554	225	25	in	in	ADP
easat-6554	225	26	cryptocurrency	cryptocurrency	NOUN
easat-6554	225	27	markets	market	NOUN
easat-6554	225	28	,	,	PUNCT
easat-6554	225	29	"	"	PUNCT
easat-6554	225	30	chaos	chaos	NOUN
easat-6554	225	31	,	,	PUNCT
easat-6554	225	32	solitons	soliton	NOUN
easat-6554	225	33	&	&	CCONJ
easat-6554	225	34	fractals	fractal	NOUN
easat-6554	225	35	,	,	PUNCT
easat-6554	225	36	vol	vol	NOUN
easat-6554	225	37	.	.	PROPN
easat-6554	225	38	162	162	NUM
easat-6554	225	39	,	,	PUNCT
easat-6554	225	40	p.	p.	NOUN
easat-6554	225	41	112443	112443	NUM
easat-6554	225	42	,	,	PUNCT
easat-6554	225	43	2022	2022	NUM
easat-6554	225	44	.	.	PUNCT
easat-6554	226	1	[	[	X
easat-6554	226	2	10	10	NUM
easat-6554	226	3	]	]	X
easat-6554	226	4	f.	f.	PROPN
easat-6554	226	5	t.	t.	PROPN
easat-6554	226	6	kristanti	kristanti	PROPN
easat-6554	226	7	,	,	PUNCT
easat-6554	226	8	m.	m.	PROPN
easat-6554	226	9	y.	y.	PROPN
easat-6554	226	10	febrianta	febrianta	PROPN
easat-6554	226	11	,	,	PUNCT
easat-6554	226	12	d.	d.	PROPN
easat-6554	226	13	f.	f.	PROPN
easat-6554	226	14	salim	salim	PROPN
easat-6554	226	15	,	,	PUNCT
easat-6554	226	16	h.	h.	PROPN
easat-6554	226	17	a.	a.	PROPN
easat-6554	226	18	riyadh	riyadh	PROPN
easat-6554	226	19	,	,	PUNCT
easat-6554	226	20	and	and	CCONJ
easat-6554	226	21	b.	b.	PROPN
easat-6554	226	22	a.	a.	PROPN
easat-6554	226	23	h.	h.	PROPN
easat-6554	226	24	beshr	beshr	PROPN
easat-6554	226	25	,	,	PUNCT
easat-6554	226	26	"	"	PUNCT
easat-6554	226	27	predicting	predict	VERB
easat-6554	226	28	financial	financial	ADJ
easat-6554	226	29	distress	distress	NOUN
easat-6554	226	30	in	in	ADP
easat-6554	226	31	indonesian	indonesian	ADJ
easat-6554	226	32	companies	company	NOUN
easat-6554	226	33	using	use	VERB
easat-6554	226	34	machine	machine	NOUN
easat-6554	226	35	learning	learning	NOUN
easat-6554	226	36	,	,	PUNCT
easat-6554	226	37	"	"	PUNCT
easat-6554	226	38	engineering	engineering	NOUN
easat-6554	226	39	,	,	PUNCT
easat-6554	226	40	technology	technology	NOUN
easat-6554	226	41	&	&	CCONJ
easat-6554	226	42	applied	apply	VERB
easat-6554	226	43	science	science	NOUN
easat-6554	226	44	research	research	NOUN
easat-6554	226	45	,	,	PUNCT
easat-6554	226	46	vol	vol	NOUN
easat-6554	226	47	.	.	PROPN
easat-6554	226	48	14	14	NUM
easat-6554	226	49	,	,	PUNCT
easat-6554	226	50	no	no	INTJ
easat-6554	226	51	.	.	NOUN
easat-6554	226	52	6	6	NUM
easat-6554	226	53	,	,	PUNCT
easat-6554	226	54	pp	pp	ADJ
easat-6554	226	55	.	.	PUNCT
easat-6554	226	56	17644	17644	NUM
easat-6554	226	57	-	-	SYM
easat-6554	226	58	17649	17649	NUM
easat-6554	226	59	,	,	PUNCT
easat-6554	226	60	2024	2024	NUM
easat-6554	226	61	.	.	PUNCT
easat-6554	227	1	[	[	X
easat-6554	227	2	11	11	NUM
easat-6554	227	3	]	]	PUNCT
easat-6554	227	4	j.	j.	PROPN
easat-6554	227	5	jonathan	jonathan	PROPN
easat-6554	227	6	,	,	PUNCT
easat-6554	227	7	p.	p.	NOUN
easat-6554	227	8	a.	a.	NOUN
easat-6554	227	9	purnama	purnama	PROPN
easat-6554	227	10	,	,	PUNCT
easat-6554	227	11	r.	r.	PROPN
easat-6554	227	12	aditya	aditya	PROPN
easat-6554	227	13	kristamtomo	kristamtomo	PROPN
easat-6554	227	14	putra	putra	PROPN
easat-6554	227	15	,	,	PUNCT
easat-6554	227	16	and	and	CCONJ
easat-6554	227	17	d.	d.	PROPN
easat-6554	227	18	h.	h.	PROPN
easat-6554	227	19	syahchari	syahchari	PROPN
easat-6554	227	20	,	,	PUNCT
easat-6554	227	21	"	"	PUNCT
easat-6554	227	22	evaluating	evaluate	VERB
easat-6554	227	23	value	value	NOUN
easat-6554	227	24	at	at	ADP
easat-6554	227	25	risk	risk	NOUN
easat-6554	227	26	in	in	ADP
easat-6554	227	27	firstlayer	firstlayer	NOUN
easat-6554	227	28	cryptocurrency	cryptocurrency	NOUN
easat-6554	227	29	token	token	VERB
easat-6554	227	30	investments	investment	NOUN
easat-6554	227	31	via	via	ADP
easat-6554	227	32	monte	monte	PROPN
easat-6554	227	33	carlo	carlo	PROPN
easat-6554	227	34	simulation	simulation	PROPN
easat-6554	227	35	,	,	PUNCT
easat-6554	227	36	"	"	PUNCT
easat-6554	227	37	presented	present	VERB
easat-6554	227	38	at	at	ADP
easat-6554	227	39	the	the	DET
easat-6554	227	40	international	international	ADJ
easat-6554	227	41	conference	conference	NOUN
easat-6554	227	42	on	on	ADP
easat-6554	227	43	creative	creative	ADJ
easat-6554	227	44	communication	communication	NOUN
easat-6554	227	45	and	and	CCONJ
easat-6554	227	46	innovative	innovative	ADJ
easat-6554	227	47	technology	technology	NOUN
easat-6554	227	48	(	(	PUNCT
easat-6554	227	49	iccit	iccit	NOUN
easat-6554	227	50	)	)	PUNCT
easat-6554	227	51	,	,	PUNCT
easat-6554	227	52	pp	pp	PROPN
easat-6554	227	53	.	.	PUNCT
easat-6554	228	1	1–7	1–7	X
easat-6554	228	2	.	.	PUNCT
easat-6554	228	3	https://doi.org/10.1109/iccit62134.2024.10701121	https://doi.org/10.1109/iccit62134.2024.10701121	PROPN
easat-6554	228	4	,	,	PUNCT
easat-6554	228	5	2024	2024	NUM
easat-6554	228	6	.	.	PUNCT
easat-6554	229	1	[	[	X
easat-6554	229	2	12	12	NUM
easat-6554	229	3	]	]	PUNCT
easat-6554	229	4	b.	b.	PROPN
easat-6554	229	5	n.	n.	PROPN
easat-6554	229	6	s.	s.	PROPN
easat-6554	229	7	s.	s.	PROPN
easat-6554	229	8	kiranmai	kiranmai	PROPN
easat-6554	229	9	and	and	CCONJ
easat-6554	229	10	v.	v.	ADP
easat-6554	229	11	thangaraj	thangaraj	NOUN
easat-6554	229	12	,	,	PUNCT
easat-6554	229	13	"	"	PUNCT
easat-6554	229	14	modeling	model	VERB
easat-6554	229	15	volatility	volatility	NOUN
easat-6554	229	16	of	of	ADP
easat-6554	229	17	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	229	18	:	:	PUNCT
easat-6554	229	19	garch	garch	NOUN
easat-6554	229	20	approach	approach	NOUN
easat-6554	229	21	,	,	PUNCT
easat-6554	229	22	"	"	PUNCT
easat-6554	229	23	presented	present	VERB
easat-6554	229	24	at	at	ADP
easat-6554	229	25	the	the	PRON
easat-6554	229	26	in	in	ADP
easat-6554	229	27	congress	congress	PROPN
easat-6554	229	28	on	on	ADP
easat-6554	229	29	intelligent	intelligent	ADJ
easat-6554	229	30	systems	system	NOUN
easat-6554	229	31	(	(	PUNCT
easat-6554	229	32	pp	pp	ADJ
easat-6554	229	33	.	.	PUNCT
easat-6554	230	1	237	237	NUM
easat-6554	230	2	-	-	SYM
easat-6554	230	3	251	251	NUM
easat-6554	230	4	)	)	PUNCT
easat-6554	230	5	.	.	PUNCT
easat-6554	231	1	singapore	singapore	PROPN
easat-6554	231	2	:	:	PUNCT
easat-6554	231	3	springer	springer	NOUN
easat-6554	231	4	nature	nature	PROPN
easat-6554	231	5	singapore	singapore	PROPN
easat-6554	231	6	,	,	PUNCT
easat-6554	231	7	2022	2022	NUM
easat-6554	231	8	.	.	PUNCT
easat-6554	232	1	[	[	X
easat-6554	232	2	13	13	NUM
easat-6554	232	3	]	]	PUNCT
easat-6554	232	4	m.	m.	NOUN
easat-6554	232	5	mahmud	mahmud	PROPN
easat-6554	232	6	and	and	CCONJ
easat-6554	232	7	n.	n.	PROPN
easat-6554	232	8	mirza	mirza	PROPN
easat-6554	232	9	,	,	PUNCT
easat-6554	232	10	"	"	PUNCT
easat-6554	232	11	volatility	volatility	NOUN
easat-6554	232	12	dynamics	dynamic	NOUN
easat-6554	232	13	in	in	ADP
easat-6554	232	14	an	an	DET
easat-6554	232	15	emerging	emerge	VERB
easat-6554	232	16	economy	economy	NOUN
easat-6554	232	17	:	:	PUNCT
easat-6554	232	18	case	case	NOUN
easat-6554	232	19	of	of	ADP
easat-6554	232	20	karachi	karachi	PROPN
easat-6554	232	21	stock	stock	PROPN
easat-6554	232	22	exchange	exchange	PROPN
easat-6554	232	23	,	,	PUNCT
easat-6554	232	24	"	"	PUNCT
easat-6554	232	25	economic	economic	ADJ
easat-6554	232	26	research	research	NOUN
easat-6554	232	27	,	,	PUNCT
easat-6554	232	28	vol	vol	NOUN
easat-6554	232	29	.	.	PROPN
easat-6554	232	30	24	24	NUM
easat-6554	232	31	,	,	PUNCT
easat-6554	232	32	no	no	INTJ
easat-6554	232	33	.	.	NOUN
easat-6554	232	34	4	4	NUM
easat-6554	232	35	,	,	PUNCT
easat-6554	232	36	pp	pp	ADJ
easat-6554	232	37	.	.	PUNCT
easat-6554	233	1	51	51	NUM
easat-6554	233	2	-	-	SYM
easat-6554	233	3	64	64	NUM
easat-6554	233	4	,	,	PUNCT
easat-6554	233	5	2011	2011	NUM
easat-6554	233	6	.	.	PUNCT
easat-6554	234	1	https://doi.org/10.1080/1331677x.2011.11517480	https://doi.org/10.1080/1331677x.2011.11517480	X
easat-6554	235	1	[	[	X
easat-6554	235	2	14	14	NUM
easat-6554	235	3	]	]	X
easat-6554	235	4	t.	t.	PROPN
easat-6554	235	5	tungtrakul	tungtrakul	PROPN
easat-6554	235	6	,	,	PUNCT
easat-6554	235	7	n.	n.	PROPN
easat-6554	235	8	kingnetr	kingnetr	PROPN
easat-6554	235	9	,	,	PUNCT
easat-6554	235	10	and	and	CCONJ
easat-6554	235	11	s.	s.	PROPN
easat-6554	235	12	sriboonchitta	sriboonchitta	PROPN
easat-6554	235	13	,	,	PUNCT
easat-6554	235	14	"	"	PUNCT
easat-6554	235	15	do	do	AUX
easat-6554	235	16	we	we	PRON
easat-6554	235	17	have	have	VERB
easat-6554	235	18	robust	robust	ADJ
easat-6554	235	19	garch	garch	NOUN
easat-6554	235	20	models	model	NOUN
easat-6554	235	21	under	under	ADP
easat-6554	235	22	different	different	ADJ
easat-6554	235	23	mean	mean	NOUN
easat-6554	235	24	equations	equation	NOUN
easat-6554	235	25	:	:	PUNCT
easat-6554	235	26	evidence	evidence	NOUN
easat-6554	235	27	from	from	ADP
easat-6554	235	28	exchange	exchange	NOUN
easat-6554	235	29	rates	rate	NOUN
easat-6554	235	30	of	of	ADP
easat-6554	235	31	thailand	thailand	PROPN
easat-6554	235	32	?	?	PUNCT
easat-6554	235	33	,	,	PUNCT
easat-6554	235	34	"	"	PUNCT
easat-6554	235	35	robustness	robustness	NOUN
easat-6554	235	36	in	in	ADP
easat-6554	235	37	econometrics	econometric	NOUN
easat-6554	235	38	,	,	PUNCT
easat-6554	235	39	pp	pp	ADP
easat-6554	235	40	.	.	PUNCT
easat-6554	236	1	599	599	NUM
easat-6554	236	2	-	-	SYM
easat-6554	236	3	613	613	NUM
easat-6554	236	4	,	,	PUNCT
easat-6554	236	5	2017	2017	NUM
easat-6554	236	6	.	.	PUNCT
easat-6554	237	1	https://doi.org/10.1007/978-3-319-50742-2_37	https://doi.org/10.1007/978-3-319-50742-2_37	X
easat-6554	238	1	[	[	X
easat-6554	238	2	15	15	NUM
easat-6554	238	3	]	]	X
easat-6554	238	4	c.-y	c.-y	NOUN
easat-6554	238	5	.	.	PUNCT
easat-6554	239	1	tan	tan	PROPN
easat-6554	239	2	,	,	PUNCT
easat-6554	239	3	y.-b	y.-b	PROPN
easat-6554	239	4	.	.	PUNCT
easat-6554	240	1	koh	koh	PROPN
easat-6554	240	2	,	,	PUNCT
easat-6554	240	3	k.-h	k.-h	PROPN
easat-6554	240	4	.	.	PUNCT
easat-6554	241	1	ng	ng	PROPN
easat-6554	241	2	,	,	PUNCT
easat-6554	241	3	and	and	CCONJ
easat-6554	241	4	k.-h	k.-h	NOUN
easat-6554	241	5	.	.	PUNCT
easat-6554	242	1	ng	ng	PROPN
easat-6554	242	2	,	,	PUNCT
easat-6554	242	3	"	"	PUNCT
easat-6554	242	4	dynamic	dynamic	ADJ
easat-6554	242	5	volatility	volatility	NOUN
easat-6554	242	6	modelling	modelling	NOUN
easat-6554	242	7	of	of	ADP
easat-6554	242	8	bitcoin	bitcoin	NOUN
easat-6554	242	9	using	use	VERB
easat-6554	242	10	time	time	NOUN
easat-6554	242	11	-	-	PUNCT
easat-6554	242	12	varying	vary	VERB
easat-6554	242	13	transition	transition	NOUN
easat-6554	242	14	probability	probability	NOUN
easat-6554	242	15	markov	markov	NOUN
easat-6554	242	16	-	-	PUNCT
easat-6554	242	17	switching	switch	VERB
easat-6554	242	18	garch	garch	NOUN
easat-6554	242	19	model	model	NOUN
easat-6554	242	20	,	,	PUNCT
easat-6554	242	21	"	"	PUNCT
easat-6554	242	22	the	the	DET
easat-6554	242	23	north	north	ADJ
easat-6554	242	24	american	american	ADJ
easat-6554	242	25	journal	journal	PROPN
easat-6554	242	26	of	of	ADP
easat-6554	242	27	economics	economic	NOUN
easat-6554	242	28	and	and	CCONJ
easat-6554	242	29	finance	finance	NOUN
easat-6554	242	30	,	,	PUNCT
easat-6554	242	31	vol	vol	NOUN
easat-6554	242	32	.	.	PROPN
easat-6554	242	33	56	56	NUM
easat-6554	242	34	,	,	PUNCT
easat-6554	242	35	p.	p.	NOUN
easat-6554	242	36	101377	101377	NUM
easat-6554	242	37	,	,	PUNCT
easat-6554	242	38	2021	2021	NUM
easat-6554	242	39	.	.	PUNCT
easat-6554	243	1	https://doi.org/10.1016/j.najef.2021.101377	https://doi.org/10.1016/j.najef.2021.101377	PROPN
easat-6554	243	2	[	[	X
easat-6554	243	3	16	16	NUM
easat-6554	243	4	]	]	X
easat-6554	243	5	d.	d.	PROPN
easat-6554	243	6	ardia	ardia	PROPN
easat-6554	243	7	,	,	PUNCT
easat-6554	243	8	k.	k.	PROPN
easat-6554	243	9	bluteau	bluteau	PROPN
easat-6554	243	10	,	,	PUNCT
easat-6554	243	11	and	and	CCONJ
easat-6554	243	12	m.	m.	NOUN
easat-6554	243	13	rüede	rüede	NOUN
easat-6554	243	14	,	,	PUNCT
easat-6554	243	15	"	"	PUNCT
easat-6554	243	16	regime	regime	NOUN
easat-6554	243	17	changes	change	NOUN
easat-6554	243	18	in	in	ADP
easat-6554	243	19	bitcoin	bitcoin	ADJ
easat-6554	243	20	garch	garch	NOUN
easat-6554	243	21	volatility	volatility	NOUN
easat-6554	243	22	dynamics	dynamic	NOUN
easat-6554	243	23	,	,	PUNCT
easat-6554	243	24	"	"	PUNCT
easat-6554	243	25	finance	finance	NOUN
easat-6554	243	26	research	research	NOUN
easat-6554	243	27	letters	letter	NOUN
easat-6554	243	28	,	,	PUNCT
easat-6554	243	29	vol	vol	NOUN
easat-6554	243	30	.	.	PROPN
easat-6554	243	31	29	29	NUM
easat-6554	243	32	,	,	PUNCT
easat-6554	243	33	pp	pp	ADJ
easat-6554	243	34	.	.	PUNCT
easat-6554	243	35	266	266	NUM
easat-6554	243	36	-	-	SYM
easat-6554	243	37	271	271	NUM
easat-6554	243	38	,	,	PUNCT
easat-6554	243	39	2019	2019	NUM
easat-6554	243	40	.	.	PUNCT
easat-6554	244	1	https://doi.org/10.1016/j.frl.2018.08.009	https://doi.org/10.1016/j.frl.2018.08.009	PRON
easat-6554	244	2	[	[	X
easat-6554	244	3	17	17	NUM
easat-6554	244	4	]	]	PUNCT
easat-6554	244	5	s.	s.	PROPN
easat-6554	244	6	salamat	salamat	PROPN
easat-6554	244	7	,	,	PUNCT
easat-6554	244	8	n.	n.	PROPN
easat-6554	244	9	lixia	lixia	PROPN
easat-6554	244	10	,	,	PUNCT
easat-6554	244	11	s.	s.	PROPN
easat-6554	244	12	naseem	naseem	PROPN
easat-6554	244	13	,	,	PUNCT
easat-6554	244	14	m.	m.	NOUN
easat-6554	244	15	mohsin	mohsin	PROPN
easat-6554	244	16	,	,	PUNCT
easat-6554	244	17	m.	m.	PROPN
easat-6554	244	18	zia	zia	PROPN
easat-6554	244	19	-	-	PROPN
easat-6554	244	20	ur	ur	INTJ
easat-6554	244	21	-	-	NOUN
easat-6554	244	22	rehman	rehman	ADJ
easat-6554	244	23	,	,	PUNCT
easat-6554	244	24	and	and	CCONJ
easat-6554	244	25	s.	s.	PROPN
easat-6554	244	26	a.	a.	PROPN
easat-6554	244	27	baig	baig	PROPN
easat-6554	244	28	,	,	PUNCT
easat-6554	244	29	"	"	PUNCT
easat-6554	244	30	modeling	model	VERB
easat-6554	244	31	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	244	32	volatility	volatility	NOUN
easat-6554	244	33	using	use	VERB
easat-6554	244	34	garch	garch	NOUN
easat-6554	244	35	models	model	NOUN
easat-6554	244	36	:	:	PUNCT
easat-6554	244	37	a	a	DET
easat-6554	244	38	comparison	comparison	NOUN
easat-6554	244	39	based	base	VERB
easat-6554	244	40	on	on	ADP
easat-6554	244	41	normal	normal	ADJ
easat-6554	244	42	and	and	CCONJ
easat-6554	244	43	student	student	NOUN
easat-6554	244	44	’s	’s	PART
easat-6554	244	45	t	t	PROPN
easat-6554	244	46	-	-	PUNCT
easat-6554	244	47	error	error	NOUN
easat-6554	244	48	distribution	distribution	NOUN
easat-6554	244	49	,	,	PUNCT
easat-6554	244	50	"	"	PUNCT
easat-6554	244	51	entrepreneurship	entrepreneurship	NOUN
easat-6554	244	52	and	and	CCONJ
easat-6554	244	53	sustainability	sustainability	NOUN
easat-6554	244	54	issues	issue	NOUN
easat-6554	244	55	,	,	PUNCT
easat-6554	244	56	vol	vol	NOUN
easat-6554	244	57	.	.	PROPN
easat-6554	245	1	7	7	NUM
easat-6554	245	2	,	,	PUNCT
easat-6554	245	3	no	no	INTJ
easat-6554	245	4	.	.	NOUN
easat-6554	245	5	3	3	NUM
easat-6554	245	6	,	,	PUNCT
easat-6554	245	7	pp	pp	ADJ
easat-6554	245	8	.	.	PUNCT
easat-6554	246	1	1580–1596	1580–1596	NUM
easat-6554	246	2	,	,	PUNCT
easat-6554	246	3	2020	2020	NUM
easat-6554	246	4	.	.	PUNCT
easat-6554	247	1	https://doi.org/10.9770/jesi.2020.7.3(11	https://doi.org/10.9770/jesi.2020.7.3(11	X
easat-6554	247	2	)	)	PUNCT
easat-6554	248	1	[	[	X
easat-6554	248	2	18	18	NUM
easat-6554	248	3	]	]	PUNCT
easat-6554	248	4	m.	m.	NOUN
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easat-6554	248	6	and	and	CCONJ
easat-6554	248	7	m.	m.	NOUN
easat-6554	248	8	chlebus	chlebus	NOUN
easat-6554	248	9	,	,	PUNCT
easat-6554	248	10	"	"	PUNCT
easat-6554	248	11	old	old	ADJ
easat-6554	248	12	-	-	PUNCT
easat-6554	248	13	fashioned	fashioned	ADJ
easat-6554	248	14	parametric	parametric	NOUN
easat-6554	248	15	models	model	NOUN
easat-6554	248	16	are	be	AUX
easat-6554	248	17	still	still	ADV
easat-6554	248	18	the	the	DET
easat-6554	248	19	best	good	ADJ
easat-6554	248	20	:	:	PUNCT
easat-6554	248	21	a	a	DET
easat-6554	248	22	comparison	comparison	NOUN
easat-6554	248	23	of	of	ADP
easat-6554	248	24	value	value	NOUN
easat-6554	248	25	-	-	PUNCT
easat-6554	248	26	at	at	ADP
easat-6554	248	27	-	-	PUNCT
easat-6554	248	28	risk	risk	NOUN
easat-6554	248	29	approaches	approach	NOUN
easat-6554	248	30	in	in	ADP
easat-6554	248	31	several	several	ADJ
easat-6554	248	32	volatility	volatility	NOUN
easat-6554	248	33	states	state	NOUN
easat-6554	248	34	,	,	PUNCT
easat-6554	248	35	"	"	PUNCT
easat-6554	248	36	journal	journal	NOUN
easat-6554	248	37	of	of	ADP
easat-6554	248	38	risk	risk	NOUN
easat-6554	248	39	model	model	NOUN
easat-6554	248	40	validation	validation	NOUN
easat-6554	248	41	,	,	PUNCT
easat-6554	248	42	vol	vol	NOUN
easat-6554	248	43	.	.	PROPN
easat-6554	248	44	14	14	NUM
easat-6554	248	45	,	,	PUNCT
easat-6554	248	46	no	no	INTJ
easat-6554	248	47	.	.	NOUN
easat-6554	248	48	2	2	NUM
easat-6554	248	49	,	,	PUNCT
easat-6554	248	50	2019	2019	NUM
easat-6554	248	51	.	.	PUNCT
easat-6554	249	1	https://doi.org/10.21314/jrmv.2020.222	https://doi.org/10.21314/jrmv.2020.222	PROPN
easat-6554	249	2	[	[	X
easat-6554	249	3	19	19	NUM
easat-6554	249	4	]	]	PUNCT
easat-6554	249	5	a.	a.	NOUN
easat-6554	249	6	mappadang	mappadang	PROPN
easat-6554	249	7	,	,	PUNCT
easat-6554	249	8	b.	b.	PROPN
easat-6554	249	9	a.	a.	NOUN
easat-6554	249	10	nugroho	nugroho	PROPN
easat-6554	249	11	,	,	PUNCT
easat-6554	249	12	s.	s.	PROPN
easat-6554	249	13	d.	d.	PROPN
easat-6554	249	14	lestari	lestari	PROPN
easat-6554	249	15	,	,	PUNCT
easat-6554	249	16	elizabeth	elizabeth	PROPN
easat-6554	249	17	,	,	PUNCT
easat-6554	249	18	and	and	CCONJ
easat-6554	249	19	t.	t.	PROPN
easat-6554	249	20	k.	k.	PROPN
easat-6554	249	21	lestari	lestari	PROPN
easat-6554	249	22	,	,	PUNCT
easat-6554	249	23	"	"	PUNCT
easat-6554	249	24	measuring	measure	VERB
easat-6554	249	25	value	value	NOUN
easat-6554	249	26	-	-	PUNCT
easat-6554	249	27	at	at	ADP
easat-6554	249	28	-	-	PUNCT
easat-6554	249	29	risk	risk	NOUN
easat-6554	249	30	and	and	CCONJ
easat-6554	249	31	expected	expect	VERB
easat-6554	249	32	shortfall	shortfall	NOUN
easat-6554	249	33	of	of	ADP
easat-6554	249	34	newer	new	ADJ
easat-6554	249	35	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	249	36	:	:	PUNCT
easat-6554	249	37	new	new	ADJ
easat-6554	249	38	insights	insight	NOUN
easat-6554	249	39	,	,	PUNCT
easat-6554	249	40	"	"	PUNCT
easat-6554	249	41	cogent	cogent	NOUN
easat-6554	249	42	business	business	NOUN
easat-6554	249	43	&	&	CCONJ
easat-6554	249	44	management	management	PROPN
easat-6554	249	45	,	,	PUNCT
easat-6554	249	46	vol	vol	NOUN
easat-6554	249	47	.	.	PROPN
easat-6554	249	48	11	11	NUM
easat-6554	249	49	,	,	PUNCT
easat-6554	249	50	no	no	INTJ
easat-6554	249	51	.	.	NOUN
easat-6554	249	52	1	1	NUM
easat-6554	249	53	,	,	PUNCT
easat-6554	249	54	p.	p.	NOUN
easat-6554	249	55	2416096	2416096	NUM
easat-6554	249	56	,	,	PUNCT
easat-6554	249	57	2024	2024	NUM
easat-6554	249	58	.	.	PUNCT
easat-6554	249	59	https://doi.org/10.1080/23311975.2024.2416096	https://doi.org/10.1080/23311975.2024.2416096	PUNCT
easat-6554	250	1	[	[	X
easat-6554	250	2	20	20	NUM
easat-6554	250	3	]	]	PUNCT
easat-6554	250	4	r.	r.	PROPN
easat-6554	250	5	g.	g.	PROPN
easat-6554	250	6	d.	d.	PROPN
easat-6554	250	7	s.	s.	PROPN
easat-6554	250	8	queiroz	queiroz	ADV
easat-6554	250	9	and	and	CCONJ
easat-6554	250	10	s.	s.	PROPN
easat-6554	250	11	a.	a.	PROPN
easat-6554	250	12	david	david	PROPN
easat-6554	250	13	,	,	PUNCT
easat-6554	250	14	"	"	PUNCT
easat-6554	250	15	does	do	AUX
easat-6554	250	16	anything	anything	PRON
easat-6554	250	17	beat	beat	VERB
easat-6554	250	18	a	a	DET
easat-6554	250	19	garch	garch	NOUN
easat-6554	250	20	(	(	PUNCT
easat-6554	250	21	1	1	NUM
easat-6554	250	22	,	,	PUNCT
easat-6554	250	23	1	1	NUM
easat-6554	250	24	)	)	PUNCT
easat-6554	250	25	?	?	PUNCT
easat-6554	251	1	evidence	evidence	NOUN
easat-6554	251	2	from	from	ADP
easat-6554	251	3	crypto	crypto	ADJ
easat-6554	251	4	markets	market	NOUN
easat-6554	251	5	,	,	PUNCT
easat-6554	251	6	"	"	PUNCT
easat-6554	251	7	presented	present	VERB
easat-6554	251	8	at	at	ADP
easat-6554	251	9	the	the	DET
easat-6554	251	10	in	in	ADP
easat-6554	251	11	international	international	ADJ
easat-6554	251	12	conference	conference	NOUN
easat-6554	251	13	on	on	ADP
easat-6554	251	14	nonlinear	nonlinear	ADJ
easat-6554	251	15	dynamics	dynamic	NOUN
easat-6554	251	16	and	and	CCONJ
easat-6554	251	17	applications	application	NOUN
easat-6554	251	18	(	(	PUNCT
easat-6554	251	19	pp	pp	ADJ
easat-6554	251	20	.	.	PUNCT
easat-6554	252	1	398	398	NUM
easat-6554	252	2	-	-	SYM
easat-6554	252	3	408	408	NUM
easat-6554	252	4	)	)	PUNCT
easat-6554	252	5	.	.	PUNCT
easat-6554	253	1	cham	cham	PROPN
easat-6554	253	2	:	:	PUNCT
easat-6554	253	3	springer	springer	NOUN
easat-6554	253	4	nature	nature	PROPN
easat-6554	253	5	switzerland	switzerland	PROPN
easat-6554	253	6	,	,	PUNCT
easat-6554	253	7	2024	2024	NUM
easat-6554	253	8	.	.	PUNCT
easat-6554	254	1	[	[	X
easat-6554	254	2	21	21	NUM
easat-6554	254	3	]	]	PUNCT
easat-6554	254	4	p.	p.	NOUN
easat-6554	254	5	chitpattanapaibul	chitpattanapaibul	PROPN
easat-6554	254	6	and	and	CCONJ
easat-6554	254	7	d.	d.	PROPN
easat-6554	254	8	wu	wu	PROPN
easat-6554	254	9	,	,	PUNCT
easat-6554	254	10	"	"	PUNCT
easat-6554	254	11	study	study	NOUN
easat-6554	254	12	on	on	ADP
easat-6554	254	13	stylized	stylize	VERB
easat-6554	254	14	stock	stock	NOUN
easat-6554	254	15	market	market	NOUN
easat-6554	254	16	volatility	volatility	NOUN
easat-6554	254	17	based	base	VERB
easat-6554	254	18	on	on	ADP
easat-6554	254	19	asymmetric	asymmetric	ADJ
easat-6554	254	20	garch	garch	NOUN
easat-6554	254	21	model	model	NOUN
easat-6554	254	22	in	in	ADP
easat-6554	254	23	the	the	DET
easat-6554	254	24	main	main	ADJ
easat-6554	254	25	area	area	NOUN
easat-6554	254	26	of	of	ADP
easat-6554	254	27	bri	bri	PROPN
easat-6554	254	28	region	region	NOUN
easat-6554	254	29	,	,	PUNCT
easat-6554	254	30	"	"	PUNCT
easat-6554	254	31	presented	present	VERB
easat-6554	254	32	at	at	ADP
easat-6554	254	33	the	the	DET
easat-6554	254	34	in	in	ADP
easat-6554	254	35	2019	2019	NUM
easat-6554	254	36	4th	4th	ADJ
easat-6554	254	37	ieee	ieee	NOUN
easat-6554	254	38	international	international	ADJ
easat-6554	254	39	conference	conference	NOUN
easat-6554	254	40	on	on	ADP
easat-6554	254	41	cybernetics	cybernetic	NOUN
easat-6554	254	42	(	(	PUNCT
easat-6554	254	43	cybconf	cybconf	PROPN
easat-6554	254	44	)	)	PUNCT
easat-6554	254	45	(	(	PUNCT
easat-6554	254	46	pp	pp	X
easat-6554	254	47	.	.	PUNCT
easat-6554	255	1	1	1	NUM
easat-6554	255	2	-	-	SYM
easat-6554	255	3	4	4	NUM
easat-6554	255	4	)	)	PUNCT
easat-6554	255	5	.	.	PUNCT
easat-6554	256	1	ieee	ieee	PROPN
easat-6554	256	2	,	,	PUNCT
easat-6554	256	3	2019	2019	NUM
easat-6554	256	4	.	.	PUNCT
easat-6554	257	1	[	[	X
easat-6554	257	2	22	22	NUM
easat-6554	257	3	]	]	PUNCT
easat-6554	257	4	t.	t.	NOUN
easat-6554	257	5	panagiotidis	panagiotidi	NOUN
easat-6554	257	6	,	,	PUNCT
easat-6554	257	7	g.	g.	PROPN
easat-6554	257	8	papapanagiotou	papapanagiotou	PROPN
easat-6554	257	9	,	,	PUNCT
easat-6554	257	10	and	and	CCONJ
easat-6554	257	11	t.	t.	PROPN
easat-6554	257	12	stengos	stengos	PROPN
easat-6554	257	13	,	,	PUNCT
easat-6554	257	14	"	"	PUNCT
easat-6554	257	15	on	on	ADP
easat-6554	257	16	the	the	DET
easat-6554	257	17	volatility	volatility	NOUN
easat-6554	257	18	of	of	ADP
easat-6554	257	19	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	257	20	,	,	PUNCT
easat-6554	257	21	"	"	PUNCT
easat-6554	257	22	research	research	NOUN
easat-6554	257	23	in	in	ADP
easat-6554	257	24	international	international	ADJ
easat-6554	257	25	business	business	NOUN
easat-6554	257	26	and	and	CCONJ
easat-6554	257	27	finance	finance	NOUN
easat-6554	257	28	,	,	PUNCT
easat-6554	257	29	vol	vol	NOUN
easat-6554	257	30	.	.	PROPN
easat-6554	257	31	62	62	NUM
easat-6554	257	32	,	,	PUNCT
easat-6554	257	33	p.	p.	NOUN
easat-6554	257	34	101724	101724	NUM
easat-6554	257	35	,	,	PUNCT
easat-6554	257	36	2022	2022	NUM
easat-6554	257	37	.	.	PUNCT
easat-6554	258	1	https://doi.org/10.1016/j.ribaf.2022.101724	https://doi.org/10.1016/j.ribaf.2022.101724	PROPN
easat-6554	258	2	https://doi.org/10.1097/gox.0000000000006006	https://doi.org/10.1097/gox.0000000000006006	PROPN
easat-6554	258	3	https://doi.org/10.2139/ssrn.4425965	https://doi.org/10.2139/ssrn.4425965	NOUN
easat-6554	258	4	https://doi.org/10.3390/jrfm16030149	https://doi.org/10.3390/jrfm16030149	NOUN
easat-6554	258	5	https://doi.org/10.1016/j.eap.2023.08.015	https://doi.org/10.1016/j.eap.2023.08.015	PROPN
easat-6554	258	6	https://doi.org/10.3390/jrfm15110513	https://doi.org/10.3390/jrfm15110513	PROPN
easat-6554	258	7	https://doi.org/10.1109/iccit62134.2024.10701121	https://doi.org/10.1109/iccit62134.2024.10701121	PROPN
easat-6554	258	8	https://doi.org/10.1080/1331677x.2011.11517480	https://doi.org/10.1080/1331677x.2011.11517480	PROPN
easat-6554	258	9	https://doi.org/10.1007/978-3-319-50742-2_37	https://doi.org/10.1007/978-3-319-50742-2_37	X
easat-6554	258	10	https://doi.org/10.1016/j.najef.2021.101377	https://doi.org/10.1016/j.najef.2021.101377	PROPN
easat-6554	258	11	https://doi.org/10.1016/j.frl.2018.08.009	https://doi.org/10.1016/j.frl.2018.08.009	PROPN
easat-6554	258	12	https://doi.org/10.9770/jesi.2020.7.3(11	https://doi.org/10.9770/jesi.2020.7.3(11	PUNCT
easat-6554	258	13	https://doi.org/10.21314/jrmv.2020.222	https://doi.org/10.21314/jrmv.2020.222	PROPN
easat-6554	258	14	https://doi.org/10.1080/23311975.2024.2416096	https://doi.org/10.1080/23311975.2024.2416096	PUNCT
easat-6554	258	15	https://doi.org/10.1016/j.ribaf.2022.101724	https://doi.org/10.1016/j.ribaf.2022.101724	PROPN
easat-6554	258	16	2404	2404	NUM
easat-6554	258	17	edelweiss	edelweiss	PROPN
easat-6554	258	18	applied	apply	VERB
easat-6554	258	19	science	science	NOUN
easat-6554	258	20	and	and	CCONJ
easat-6554	258	21	technology	technology	NOUN
easat-6554	258	22	issn	issn	PROPN
easat-6554	258	23	:	:	PUNCT
easat-6554	258	24	2576	2576	NUM
easat-6554	258	25	-	-	SYM
easat-6554	258	26	8484	8484	NUM
easat-6554	258	27	vol	vol	NOUN
easat-6554	258	28	.	.	PROPN
easat-6554	259	1	9	9	NUM
easat-6554	259	2	,	,	PUNCT
easat-6554	259	3	no	no	INTJ
easat-6554	259	4	.	.	NOUN
easat-6554	259	5	4	4	NUM
easat-6554	259	6	:	:	SYM
easat-6554	259	7	2395	2395	NUM
easat-6554	259	8	-	-	SYM
easat-6554	259	9	2404	2404	NUM
easat-6554	259	10	,	,	PUNCT
easat-6554	259	11	2025	2025	NUM
easat-6554	259	12	doi	doi	NOUN
easat-6554	259	13	:	:	PUNCT
easat-6554	259	14	10.55214/25768484.v9i4.6554	10.55214/25768484.v9i4.6554	NUM
easat-6554	259	15	©	©	ADP
easat-6554	259	16	2025	2025	NUM
easat-6554	259	17	by	by	ADP
easat-6554	259	18	the	the	DET
easat-6554	259	19	authors	author	NOUN
easat-6554	259	20	;	;	PUNCT
easat-6554	259	21	licensee	licensee	PROPN
easat-6554	259	22	learning	learning	NOUN
easat-6554	259	23	gate	gate	NOUN
easat-6554	260	1	[	[	X
easat-6554	260	2	23	23	NUM
easat-6554	260	3	]	]	PUNCT
easat-6554	260	4	l.	l.	PROPN
easat-6554	260	5	maciel	maciel	PROPN
easat-6554	260	6	,	,	PUNCT
easat-6554	260	7	"	"	PUNCT
easat-6554	260	8	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	260	9	value‐at‐risk	value‐at‐risk	NOUN
easat-6554	260	10	and	and	CCONJ
easat-6554	260	11	expected	expect	VERB
easat-6554	260	12	shortfall	shortfall	NOUN
easat-6554	260	13	:	:	PUNCT
easat-6554	260	14	do	do	AUX
easat-6554	260	15	regime‐switching	regime‐switche	VERB
easat-6554	260	16	volatility	volatility	NOUN
easat-6554	260	17	models	model	NOUN
easat-6554	260	18	improve	improve	VERB
easat-6554	260	19	forecasting	forecast	VERB
easat-6554	260	20	?	?	PUNCT
easat-6554	260	21	,	,	PUNCT
easat-6554	260	22	"	"	PUNCT
easat-6554	260	23	international	international	ADJ
easat-6554	260	24	journal	journal	NOUN
easat-6554	260	25	of	of	ADP
easat-6554	260	26	finance	finance	PROPN
easat-6554	260	27	&	&	CCONJ
easat-6554	260	28	economics	economic	NOUN
easat-6554	260	29	,	,	PUNCT
easat-6554	260	30	vol	vol	NOUN
easat-6554	260	31	.	.	PROPN
easat-6554	260	32	26	26	NUM
easat-6554	260	33	,	,	PUNCT
easat-6554	260	34	no	no	INTJ
easat-6554	260	35	.	.	NOUN
easat-6554	260	36	3	3	NUM
easat-6554	260	37	,	,	PUNCT
easat-6554	260	38	pp	pp	ADJ
easat-6554	260	39	.	.	PUNCT
easat-6554	261	1	4840	4840	NUM
easat-6554	261	2	-	-	SYM
easat-6554	261	3	4855	4855	NUM
easat-6554	261	4	,	,	PUNCT
easat-6554	261	5	2021	2021	NUM
easat-6554	261	6	.	.	PUNCT
easat-6554	262	1	https://doi.org/10.1002/ijfe.2043	https://doi.org/10.1002/ijfe.2043	NOUN
easat-6554	263	1	[	[	X
easat-6554	263	2	24	24	NUM
easat-6554	263	3	]	]	PUNCT
easat-6554	263	4	a.	a.	NOUN
easat-6554	263	5	ampountolas	ampountola	NOUN
easat-6554	263	6	,	,	PUNCT
easat-6554	263	7	"	"	PUNCT
easat-6554	263	8	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	263	9	intraday	intraday	NOUN
easat-6554	263	10	high	high	ADJ
easat-6554	263	11	-	-	PUNCT
easat-6554	263	12	frequency	frequency	NOUN
easat-6554	263	13	volatility	volatility	NOUN
easat-6554	263	14	spillover	spillover	VERB
easat-6554	263	15	effects	effect	NOUN
easat-6554	263	16	using	use	VERB
easat-6554	263	17	univariate	univariate	ADJ
easat-6554	263	18	and	and	CCONJ
easat-6554	263	19	multivariate	multivariate	NOUN
easat-6554	263	20	garch	garch	NOUN
easat-6554	263	21	models	model	NOUN
easat-6554	263	22	,	,	PUNCT
easat-6554	263	23	"	"	PUNCT
easat-6554	263	24	international	international	ADJ
easat-6554	263	25	journal	journal	NOUN
easat-6554	263	26	of	of	ADP
easat-6554	263	27	financial	financial	ADJ
easat-6554	263	28	studies	study	NOUN
easat-6554	263	29	,	,	PUNCT
easat-6554	263	30	vol	vol	NOUN
easat-6554	263	31	.	.	PROPN
easat-6554	264	1	10	10	NUM
easat-6554	264	2	,	,	PUNCT
easat-6554	264	3	no	no	INTJ
easat-6554	264	4	.	.	NOUN
easat-6554	264	5	3	3	NUM
easat-6554	264	6	,	,	PUNCT
easat-6554	264	7	p.	p.	NOUN
easat-6554	264	8	51	51	NUM
easat-6554	264	9	,	,	PUNCT
easat-6554	264	10	2022	2022	NUM
easat-6554	264	11	.	.	PUNCT
easat-6554	265	1	https://doi.org/10.3390/ijfs10030051	https://doi.org/10.3390/ijfs10030051	VERB
easat-6554	265	2	[	[	X
easat-6554	265	3	25	25	NUM
easat-6554	265	4	]	]	X
easat-6554	265	5	n.	n.	PROPN
easat-6554	265	6	a.	a.	NOUN
easat-6554	265	7	kyriazis	kyriazis	PROPN
easat-6554	265	8	,	,	PUNCT
easat-6554	265	9	"	"	PUNCT
easat-6554	265	10	a	a	DET
easat-6554	265	11	survey	survey	NOUN
easat-6554	265	12	on	on	ADP
easat-6554	265	13	volatility	volatility	NOUN
easat-6554	265	14	fluctuations	fluctuation	NOUN
easat-6554	265	15	in	in	ADP
easat-6554	265	16	the	the	DET
easat-6554	265	17	decentralized	decentralized	ADJ
easat-6554	265	18	cryptocurrency	cryptocurrency	NOUN
easat-6554	265	19	financial	financial	ADJ
easat-6554	265	20	assets	asset	NOUN
easat-6554	265	21	,	,	PUNCT
easat-6554	265	22	"	"	PUNCT
easat-6554	265	23	journal	journal	NOUN
easat-6554	265	24	of	of	ADP
easat-6554	265	25	risk	risk	NOUN
easat-6554	265	26	and	and	CCONJ
easat-6554	265	27	financial	financial	ADJ
easat-6554	265	28	management	management	NOUN
easat-6554	265	29	,	,	PUNCT
easat-6554	265	30	vol	vol	NOUN
easat-6554	265	31	.	.	PROPN
easat-6554	265	32	14	14	NUM
easat-6554	265	33	,	,	PUNCT
easat-6554	265	34	no	no	INTJ
easat-6554	265	35	.	.	NOUN
easat-6554	265	36	7	7	NUM
easat-6554	265	37	,	,	PUNCT
easat-6554	265	38	p.	p.	NOUN
easat-6554	265	39	293	293	NUM
easat-6554	265	40	,	,	PUNCT
easat-6554	265	41	2021	2021	NUM
easat-6554	265	42	.	.	PUNCT
easat-6554	266	1	https://doi.org/10.3390/jrfm14070293	https://doi.org/10.3390/jrfm14070293	NOUN
easat-6554	267	1	[	[	X
easat-6554	267	2	26	26	NUM
easat-6554	267	3	]	]	PUNCT
easat-6554	267	4	k.	k.	PROPN
easat-6554	267	5	yan	yan	PROPN
easat-6554	267	6	,	,	PUNCT
easat-6554	267	7	h.	h.	PROPN
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easat-6554	267	9	,	,	PUNCT
easat-6554	267	10	and	and	CCONJ
easat-6554	267	11	r.	r.	PROPN
easat-6554	267	12	gupta	gupta	PROPN
easat-6554	267	13	,	,	PUNCT
easat-6554	267	14	"	"	PUNCT
easat-6554	267	15	are	be	AUX
easat-6554	267	16	garch	garch	NOUN
easat-6554	267	17	and	and	CCONJ
easat-6554	267	18	dcc	dcc	PROPN
easat-6554	267	19	values	value	NOUN
easat-6554	267	20	of	of	ADP
easat-6554	267	21	10	10	NUM
easat-6554	267	22	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	267	23	affected	affect	VERB
easat-6554	267	24	by	by	ADP
easat-6554	267	25	covid-19	covid-19	PROPN
easat-6554	267	26	?	?	PROPN
easat-6554	267	27	,	,	PUNCT
easat-6554	267	28	"	"	PUNCT
easat-6554	267	29	journal	journal	NOUN
easat-6554	267	30	of	of	ADP
easat-6554	267	31	risk	risk	NOUN
easat-6554	267	32	and	and	CCONJ
easat-6554	267	33	financial	financial	ADJ
easat-6554	267	34	management	management	NOUN
easat-6554	267	35	,	,	PUNCT
easat-6554	267	36	vol	vol	NOUN
easat-6554	267	37	.	.	PROPN
easat-6554	267	38	15	15	NUM
easat-6554	267	39	,	,	PUNCT
easat-6554	267	40	no	no	INTJ
easat-6554	267	41	.	.	NOUN
easat-6554	267	42	3	3	NUM
easat-6554	267	43	,	,	PUNCT
easat-6554	267	44	p.	p.	NOUN
easat-6554	267	45	113	113	NUM
easat-6554	267	46	,	,	PUNCT
easat-6554	267	47	2022	2022	NUM
easat-6554	267	48	.	.	PUNCT
easat-6554	268	1	https://doi.org/10.3390/jrfm15030113	https://doi.org/10.3390/jrfm15030113	PROPN
easat-6554	268	2	[	[	X
easat-6554	268	3	27	27	NUM
easat-6554	268	4	]	]	X
easat-6554	268	5	d.	d.	PROPN
easat-6554	268	6	likitratcharoen	likitratcharoen	PROPN
easat-6554	268	7	,	,	PUNCT
easat-6554	268	8	p.	p.	NOUN
easat-6554	268	9	chudasring	chudasring	NOUN
easat-6554	268	10	,	,	PUNCT
easat-6554	268	11	c.	c.	PROPN
easat-6554	268	12	pinmanee	pinmanee	NOUN
easat-6554	268	13	,	,	PUNCT
easat-6554	268	14	and	and	CCONJ
easat-6554	268	15	k.	k.	PROPN
easat-6554	268	16	wiwattanalamphong	wiwattanalamphong	PROPN
easat-6554	268	17	,	,	PUNCT
easat-6554	268	18	"	"	PUNCT
easat-6554	268	19	the	the	DET
easat-6554	268	20	efficiency	efficiency	NOUN
easat-6554	268	21	of	of	ADP
easat-6554	268	22	value	value	NOUN
easat-6554	268	23	-	-	PUNCT
easat-6554	268	24	at	at	ADP
easat-6554	268	25	-	-	PUNCT
easat-6554	268	26	risk	risk	NOUN
easat-6554	268	27	models	model	NOUN
easat-6554	268	28	during	during	ADP
easat-6554	268	29	extreme	extreme	ADJ
easat-6554	268	30	market	market	NOUN
easat-6554	268	31	stress	stress	NOUN
easat-6554	268	32	in	in	ADP
easat-6554	268	33	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	268	34	,	,	PUNCT
easat-6554	268	35	"	"	PUNCT
easat-6554	268	36	sustainability	sustainability	NOUN
easat-6554	268	37	,	,	PUNCT
easat-6554	268	38	vol	vol	NOUN
easat-6554	268	39	.	.	PROPN
easat-6554	268	40	15	15	NUM
easat-6554	268	41	,	,	PUNCT
easat-6554	268	42	no	no	INTJ
easat-6554	268	43	.	.	NOUN
easat-6554	268	44	5	5	NUM
easat-6554	268	45	,	,	PUNCT
easat-6554	268	46	p.	p.	NOUN
easat-6554	268	47	4395	4395	NUM
easat-6554	268	48	,	,	PUNCT
easat-6554	268	49	2023	2023	NUM
easat-6554	268	50	.	.	PUNCT
easat-6554	269	1	https://doi.org/10.3390/su15054395	https://doi.org/10.3390/su15054395	X
easat-6554	270	1	[	[	X
easat-6554	270	2	28	28	NUM
easat-6554	270	3	]	]	X
easat-6554	270	4	s.	s.	PROPN
easat-6554	270	5	sarmini	sarmini	PROPN
easat-6554	270	6	,	,	PUNCT
easat-6554	270	7	c.	c.	PROPN
easat-6554	270	8	r.	r.	PROPN
easat-6554	270	9	a.	a.	PROPN
easat-6554	270	10	widiawati	widiawati	PROPN
easat-6554	270	11	,	,	PUNCT
easat-6554	270	12	d.	d.	PROPN
easat-6554	270	13	r.	r.	PROPN
easat-6554	270	14	febrianti	febrianti	PROPN
easat-6554	270	15	,	,	PUNCT
easat-6554	270	16	and	and	CCONJ
easat-6554	270	17	d.	d.	PROPN
easat-6554	270	18	yuliana	yuliana	PROPN
easat-6554	270	19	,	,	PUNCT
easat-6554	270	20	"	"	PUNCT
easat-6554	270	21	volatility	volatility	NOUN
easat-6554	270	22	analysis	analysis	NOUN
easat-6554	270	23	of	of	ADP
easat-6554	270	24	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	270	25	using	use	VERB
easat-6554	270	26	statistical	statistical	ADJ
easat-6554	270	27	approach	approach	NOUN
easat-6554	270	28	and	and	CCONJ
easat-6554	270	29	garch	garch	NOUN
easat-6554	270	30	model	model	NOUN
easat-6554	270	31	a	a	DET
easat-6554	270	32	case	case	NOUN
easat-6554	270	33	study	study	NOUN
easat-6554	270	34	on	on	ADP
easat-6554	270	35	daily	daily	ADJ
easat-6554	270	36	percentage	percentage	NOUN
easat-6554	270	37	change	change	NOUN
easat-6554	270	38	,	,	PUNCT
easat-6554	270	39	"	"	PUNCT
easat-6554	270	40	journal	journal	NOUN
easat-6554	270	41	of	of	ADP
easat-6554	270	42	applied	apply	VERB
easat-6554	270	43	data	data	NOUN
easat-6554	270	44	sciences	science	NOUN
easat-6554	270	45	,	,	PUNCT
easat-6554	270	46	vol	vol	NOUN
easat-6554	270	47	.	.	PROPN
easat-6554	270	48	5	5	NUM
easat-6554	270	49	,	,	PUNCT
easat-6554	270	50	no	no	INTJ
easat-6554	270	51	.	.	NOUN
easat-6554	270	52	3	3	NUM
easat-6554	270	53	,	,	PUNCT
easat-6554	270	54	pp	pp	PROPN
easat-6554	270	55	.	.	PUNCT
easat-6554	270	56	838	838	NUM
easat-6554	270	57	-	-	NUM
easat-6554	270	58	848	848	NUM
easat-6554	270	59	,	,	PUNCT
easat-6554	270	60	2024	2024	NUM
easat-6554	270	61	.	.	PUNCT
easat-6554	271	1	[	[	X
easat-6554	271	2	29	29	NUM
easat-6554	271	3	]	]	X
easat-6554	271	4	y.	y.	PROPN
easat-6554	271	5	huang	huang	PROPN
easat-6554	271	6	et	et	PROPN
easat-6554	271	7	al	al	PROPN
easat-6554	271	8	.	.	PROPN
easat-6554	271	9	,	,	PUNCT
easat-6554	271	10	"	"	PUNCT
easat-6554	271	11	evaluating	evaluate	VERB
easat-6554	271	12	cryptocurrency	cryptocurrency	NOUN
easat-6554	271	13	market	market	NOUN
easat-6554	271	14	risk	risk	NOUN
easat-6554	271	15	on	on	ADP
easat-6554	271	16	the	the	DET
easat-6554	271	17	blockchain	blockchain	NOUN
easat-6554	271	18	:	:	PUNCT
easat-6554	271	19	an	an	DET
easat-6554	271	20	empirical	empirical	ADJ
easat-6554	271	21	study	study	NOUN
easat-6554	271	22	using	use	VERB
easat-6554	271	23	the	the	DET
easat-6554	271	24	armagarch	armagarch	NOUN
easat-6554	271	25	-	-	PUNCT
easat-6554	271	26	var	var	NOUN
easat-6554	271	27	model	model	NOUN
easat-6554	271	28	,	,	PUNCT
easat-6554	271	29	"	"	PUNCT
easat-6554	271	30	ieee	ieee	PROPN
easat-6554	271	31	open	open	ADJ
easat-6554	271	32	journal	journal	NOUN
easat-6554	271	33	of	of	ADP
easat-6554	271	34	the	the	DET
easat-6554	271	35	computer	computer	NOUN
easat-6554	271	36	society	society	NOUN
easat-6554	271	37	,	,	PUNCT
easat-6554	271	38	vol	vol	NOUN
easat-6554	271	39	.	.	PROPN
easat-6554	271	40	5	5	NUM
easat-6554	271	41	,	,	PUNCT
easat-6554	271	42	pp	pp	ADJ
easat-6554	271	43	.	.	PUNCT
easat-6554	271	44	83–94	83–94	NUM
easat-6554	271	45	,	,	PUNCT
easat-6554	271	46	2024	2024	NUM
easat-6554	271	47	.	.	PUNCT
easat-6554	272	1	https://doi.org/10.1109/ojcs.2024.3370603	https://doi.org/10.1109/ojcs.2024.3370603	PROPN
easat-6554	273	1	[	[	X
easat-6554	273	2	30	30	NUM
easat-6554	273	3	]	]	X
easat-6554	273	4	y.	y.	PROPN
easat-6554	273	5	quan	quan	PROPN
easat-6554	273	6	,	,	PUNCT
easat-6554	273	7	t.	t.	PROPN
easat-6554	273	8	yang	yang	PROPN
easat-6554	273	9	,	,	PUNCT
easat-6554	273	10	c.	c.	PROPN
easat-6554	273	11	fei	fei	PROPN
easat-6554	273	12	,	,	PUNCT
easat-6554	273	13	c.	c.	PROPN
easat-6554	273	14	cheong	cheong	PROPN
easat-6554	273	15	,	,	PUNCT
easat-6554	273	16	and	and	CCONJ
easat-6554	273	17	l.	l.	PROPN
easat-6554	273	18	min	min	PROPN
easat-6554	273	19	,	,	PUNCT
easat-6554	273	20	"	"	PUNCT
easat-6554	273	21	asymmetric	asymmetric	ADJ
easat-6554	273	22	volatility	volatility	NOUN
easat-6554	273	23	and	and	CCONJ
easat-6554	273	24	risk	risk	NOUN
easat-6554	273	25	analysis	analysis	NOUN
easat-6554	273	26	of	of	ADP
easat-6554	273	27	bitcoin	bitcoin	ADJ
easat-6554	273	28	cryptocurrency	cryptocurrency	NOUN
easat-6554	273	29	market	market	NOUN
easat-6554	273	30	,	,	PUNCT
easat-6554	273	31	"	"	PUNCT
easat-6554	273	32	journal	journal	NOUN
easat-6554	273	33	of	of	ADP
easat-6554	273	34	quality	quality	NOUN
easat-6554	273	35	measurement	measurement	NOUN
easat-6554	273	36	and	and	CCONJ
easat-6554	273	37	analysis	analysis	NOUN
easat-6554	273	38	jqma	jqma	ADV
easat-6554	273	39	,	,	PUNCT
easat-6554	273	40	vol	vol	NOUN
easat-6554	273	41	.	.	PROPN
easat-6554	274	1	19	19	NUM
easat-6554	274	2	,	,	PUNCT
easat-6554	274	3	no	no	INTJ
easat-6554	274	4	.	.	NOUN
easat-6554	274	5	2	2	NUM
easat-6554	274	6	,	,	PUNCT
easat-6554	274	7	pp	pp	ADJ
easat-6554	274	8	.	.	PUNCT
easat-6554	275	1	73	73	NUM
easat-6554	275	2	-	-	SYM
easat-6554	275	3	79	79	NUM
easat-6554	275	4	,	,	PUNCT
easat-6554	275	5	2023	2023	NUM
easat-6554	275	6	.	.	PUNCT
easat-6554	276	1	[	[	X
easat-6554	276	2	31	31	NUM
easat-6554	276	3	]	]	PUNCT
easat-6554	276	4	m.	m.	NOUN
easat-6554	276	5	khan	khan	PROPN
easat-6554	276	6	and	and	CCONJ
easat-6554	276	7	m.	m.	PROPN
easat-6554	276	8	khan	khan	PROPN
easat-6554	276	9	,	,	PUNCT
easat-6554	276	10	"	"	PUNCT
easat-6554	276	11	cryptomarket	cryptomarket	VERB
easat-6554	276	12	volatility	volatility	NOUN
easat-6554	276	13	in	in	ADP
easat-6554	276	14	times	time	NOUN
easat-6554	276	15	of	of	ADP
easat-6554	276	16	covid-19	covid-19	PROPN
easat-6554	276	17	pandemic	pandemic	ADJ
easat-6554	276	18	:	:	PUNCT
easat-6554	276	19	application	application	NOUN
easat-6554	276	20	of	of	ADP
easat-6554	276	21	garch	garch	NOUN
easat-6554	276	22	models	model	NOUN
easat-6554	276	23	,	,	PUNCT
easat-6554	276	24	"	"	PUNCT
easat-6554	276	25	economic	economic	ADJ
easat-6554	276	26	research	research	NOUN
easat-6554	276	27	guardian	guardian	NOUN
easat-6554	276	28	,	,	PUNCT
easat-6554	276	29	vol	vol	NOUN
easat-6554	276	30	.	.	PROPN
easat-6554	276	31	11	11	NUM
easat-6554	276	32	,	,	PUNCT
easat-6554	276	33	no	no	INTJ
easat-6554	276	34	.	.	NOUN
easat-6554	276	35	2	2	NUM
easat-6554	276	36	,	,	PUNCT
easat-6554	276	37	pp	pp	ADJ
easat-6554	276	38	.	.	PUNCT
easat-6554	276	39	170	170	NUM
easat-6554	276	40	-	-	SYM
easat-6554	276	41	181	181	NUM
easat-6554	276	42	,	,	PUNCT
easat-6554	276	43	2021	2021	NUM
easat-6554	276	44	.	.	PUNCT
easat-6554	277	1	[	[	X
easat-6554	277	2	32	32	NUM
easat-6554	277	3	]	]	PUNCT
easat-6554	277	4	m.	m.	NOUN
easat-6554	277	5	ferreira	ferreira	PROPN
easat-6554	277	6	,	,	PUNCT
easat-6554	277	7	f.	f.	PROPN
easat-6554	277	8	j.	j.	PROPN
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easat-6554	277	10	,	,	PUNCT
easat-6554	277	11	and	and	CCONJ
easat-6554	277	12	g.	g.	PROPN
easat-6554	277	13	couto	couto	PROPN
easat-6554	277	14	,	,	PUNCT
easat-6554	277	15	"	"	PUNCT
easat-6554	277	16	how	how	SCONJ
easat-6554	277	17	risky	risky	ADJ
easat-6554	277	18	are	be	AUX
easat-6554	277	19	cryptocurrencies	cryptocurrencie	NOUN
easat-6554	277	20	?	?	PUNCT
easat-6554	277	21	,	,	PUNCT
easat-6554	277	22	"	"	PUNCT
easat-6554	277	23	applied	apply	VERB
easat-6554	277	24	economics	economic	NOUN
easat-6554	277	25	,	,	PUNCT
easat-6554	277	26	vol	vol	NOUN
easat-6554	277	27	.	.	PROPN
easat-6554	277	28	56	56	NUM
easat-6554	277	29	,	,	PUNCT
easat-6554	277	30	no	no	INTJ
easat-6554	277	31	.	.	NOUN
easat-6554	277	32	58	58	NUM
easat-6554	277	33	,	,	PUNCT
easat-6554	277	34	pp	pp	ADJ
easat-6554	277	35	.	.	PUNCT
easat-6554	277	36	83208331	83208331	NUM
easat-6554	277	37	,	,	PUNCT
easat-6554	277	38	2024	2024	NUM
easat-6554	277	39	.	.	PUNCT
easat-6554	277	40	https://doi.org/10.1080/00036846.2023.2290588	https://doi.org/10.1080/00036846.2023.2290588	PART
easat-6554	278	1	[	[	X
easat-6554	278	2	33	33	NUM
easat-6554	278	3	]	]	PUNCT
easat-6554	278	4	t.	t.	NOUN
easat-6554	278	5	bollerslev	bollerslev	NOUN
easat-6554	278	6	,	,	PUNCT
easat-6554	278	7	"	"	PUNCT
easat-6554	278	8	generalized	generalize	VERB
easat-6554	278	9	autoregressive	autoregressive	ADJ
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easat-6554	278	11	heteroskedasticity	heteroskedasticity	NOUN
easat-6554	278	12	,	,	PUNCT
easat-6554	278	13	"	"	PUNCT
easat-6554	278	14	journal	journal	NOUN
easat-6554	278	15	of	of	ADP
easat-6554	278	16	econometrics	econometric	NOUN
easat-6554	278	17	,	,	PUNCT
easat-6554	278	18	vol	vol	NOUN
easat-6554	278	19	.	.	PROPN
easat-6554	278	20	31	31	NUM
easat-6554	278	21	,	,	PUNCT
easat-6554	278	22	no	no	INTJ
easat-6554	278	23	.	.	NOUN
easat-6554	278	24	3	3	NUM
easat-6554	278	25	,	,	PUNCT
easat-6554	278	26	pp	pp	ADJ
easat-6554	278	27	.	.	PUNCT
easat-6554	279	1	307	307	NUM
easat-6554	279	2	-	-	SYM
easat-6554	279	3	327	327	NUM
easat-6554	279	4	,	,	PUNCT
easat-6554	279	5	1986	1986	NUM
easat-6554	279	6	.	.	PUNCT
easat-6554	280	1	https://doi.org/10.1016/0304-4076(86)90063-1	https://doi.org/10.1016/0304-4076(86)90063-1	PROPN
easat-6554	281	1	[	[	X
easat-6554	281	2	34	34	NUM
easat-6554	281	3	]	]	X
easat-6554	281	4	d.	d.	PROPN
easat-6554	281	5	b.	b.	PROPN
easat-6554	281	6	nelson	nelson	PROPN
easat-6554	281	7	,	,	PUNCT
easat-6554	281	8	"	"	PUNCT
easat-6554	281	9	conditional	conditional	ADJ
easat-6554	281	10	heteroskedasticity	heteroskedasticity	NOUN
easat-6554	281	11	in	in	ADP
easat-6554	281	12	asset	asset	NOUN
easat-6554	281	13	returns	return	NOUN
easat-6554	281	14	:	:	PUNCT
easat-6554	281	15	a	a	DET
easat-6554	281	16	new	new	ADJ
easat-6554	281	17	approach	approach	NOUN
easat-6554	281	18	,	,	PUNCT
easat-6554	281	19	"	"	PUNCT
easat-6554	281	20	econometrica	econometrica	PROPN
easat-6554	281	21	:	:	PUNCT
easat-6554	281	22	journal	journal	NOUN
easat-6554	281	23	of	of	ADP
easat-6554	281	24	the	the	DET
easat-6554	281	25	econometric	econometric	ADJ
easat-6554	281	26	society	society	NOUN
easat-6554	281	27	,	,	PUNCT
easat-6554	281	28	pp	pp	ADP
easat-6554	281	29	.	.	PUNCT
easat-6554	282	1	347	347	NUM
easat-6554	282	2	-	-	SYM
easat-6554	282	3	370	370	NUM
easat-6554	282	4	,	,	PUNCT
easat-6554	282	5	1991	1991	NUM
easat-6554	282	6	.	.	PUNCT
easat-6554	283	1	https://doi.org/10.1093/oso/9780198774310.003.0005	https://doi.org/10.1093/oso/9780198774310.003.0005	PRON
easat-6554	284	1	[	[	X
easat-6554	284	2	35	35	NUM
easat-6554	284	3	]	]	PUNCT
easat-6554	284	4	j.-m	j.-m	NOUN
easat-6554	284	5	.	.	PUNCT
easat-6554	285	1	zakoian	zakoian	PROPN
easat-6554	285	2	,	,	PUNCT
easat-6554	285	3	"	"	PUNCT
easat-6554	285	4	threshold	threshold	NOUN
easat-6554	285	5	heteroskedastic	heteroskedastic	ADJ
easat-6554	285	6	models	model	NOUN
easat-6554	285	7	,	,	PUNCT
easat-6554	285	8	"	"	PUNCT
easat-6554	285	9	journal	journal	NOUN
easat-6554	285	10	of	of	ADP
easat-6554	285	11	economic	economic	ADJ
easat-6554	285	12	dynamics	dynamic	NOUN
easat-6554	285	13	and	and	CCONJ
easat-6554	285	14	control	control	NOUN
easat-6554	285	15	,	,	PUNCT
easat-6554	285	16	vol	vol	NOUN
easat-6554	285	17	.	.	PROPN
easat-6554	285	18	18	18	NUM
easat-6554	285	19	,	,	PUNCT
easat-6554	285	20	no	no	INTJ
easat-6554	285	21	.	.	NOUN
easat-6554	285	22	5	5	NUM
easat-6554	285	23	,	,	PUNCT
easat-6554	285	24	pp	pp	ADJ
easat-6554	285	25	.	.	PUNCT
easat-6554	286	1	931955	931955	NUM
easat-6554	286	2	,	,	PUNCT
easat-6554	286	3	1994	1994	NUM
easat-6554	286	4	.	.	PUNCT
easat-6554	287	1	https://doi.org/10.1016/0165-1889(94)90039-6	https://doi.org/10.1016/0165-1889(94)90039-6	ADJ
easat-6554	287	2	[	[	X
easat-6554	287	3	36	36	NUM
easat-6554	287	4	]	]	X
easat-6554	287	5	d.	d.	PROPN
easat-6554	287	6	ardia	ardia	PROPN
easat-6554	287	7	,	,	PUNCT
easat-6554	287	8	k.	k.	PROPN
easat-6554	287	9	bluteau	bluteau	PROPN
easat-6554	287	10	,	,	PUNCT
easat-6554	287	11	k.	k.	PROPN
easat-6554	287	12	boudt	boudt	PROPN
easat-6554	287	13	,	,	PUNCT
easat-6554	287	14	l.	l.	PROPN
easat-6554	287	15	catania	catania	PROPN
easat-6554	287	16	,	,	PUNCT
easat-6554	287	17	and	and	CCONJ
easat-6554	287	18	d.-a	d.-a	PROPN
easat-6554	287	19	.	.	PUNCT
easat-6554	288	1	trottier	trottier	VERB
easat-6554	288	2	,	,	PUNCT
easat-6554	288	3	"	"	PUNCT
easat-6554	288	4	markov	markov	NOUN
easat-6554	288	5	-	-	PUNCT
easat-6554	288	6	switching	switch	VERB
easat-6554	288	7	garch	garch	NOUN
easat-6554	288	8	models	model	NOUN
easat-6554	288	9	in	in	ADP
easat-6554	288	10	r	r	NOUN
easat-6554	288	11	:	:	PUNCT
easat-6554	288	12	the	the	DET
easat-6554	288	13	msgarch	msgarch	NOUN
easat-6554	288	14	package	package	NOUN
easat-6554	288	15	,	,	PUNCT
easat-6554	288	16	"	"	PUNCT
easat-6554	288	17	journal	journal	NOUN
easat-6554	288	18	of	of	ADP
easat-6554	288	19	statistical	statistical	ADJ
easat-6554	288	20	software	software	NOUN
easat-6554	288	21	,	,	PUNCT
easat-6554	288	22	vol	vol	NOUN
easat-6554	288	23	.	.	PROPN
easat-6554	288	24	91	91	NUM
easat-6554	288	25	,	,	PUNCT
easat-6554	288	26	pp	pp	ADJ
easat-6554	288	27	.	.	PUNCT
easat-6554	289	1	1	1	NUM
easat-6554	289	2	-	-	SYM
easat-6554	289	3	38	38	NUM
easat-6554	289	4	,	,	PUNCT
easat-6554	289	5	2019	2019	NUM
easat-6554	289	6	.	.	PUNCT
easat-6554	290	1	https://doi.org/10.18637/jss.v091.i04	https://doi.org/10.18637/jss.v091.i04	VERB
easat-6554	291	1	[	[	X
easat-6554	291	2	37	37	NUM
easat-6554	291	3	]	]	X
easat-6554	291	4	d.	d.	PROPN
easat-6554	291	5	j.	j.	PROPN
easat-6554	291	6	spiegelhalter	spiegelhalter	PROPN
easat-6554	291	7	,	,	PUNCT
easat-6554	291	8	n.	n.	PROPN
easat-6554	291	9	g.	g.	PROPN
easat-6554	291	10	best	well	ADV
easat-6554	291	11	,	,	PUNCT
easat-6554	291	12	b.	b.	PROPN
easat-6554	291	13	p.	p.	PROPN
easat-6554	291	14	carlin	carlin	PROPN
easat-6554	291	15	,	,	PUNCT
easat-6554	291	16	and	and	CCONJ
easat-6554	291	17	a.	a.	PROPN
easat-6554	291	18	van	van	PROPN
easat-6554	291	19	der	der	PROPN
easat-6554	291	20	linde	linde	PROPN
easat-6554	291	21	,	,	PUNCT
easat-6554	291	22	"	"	PUNCT
easat-6554	291	23	bayesian	bayesian	NOUN
easat-6554	291	24	measures	measure	NOUN
easat-6554	291	25	of	of	ADP
easat-6554	291	26	model	model	NOUN
easat-6554	291	27	complexity	complexity	NOUN
easat-6554	291	28	and	and	CCONJ
easat-6554	291	29	fit	fit	ADJ
easat-6554	291	30	,	,	PUNCT
easat-6554	291	31	"	"	PUNCT
easat-6554	291	32	journal	journal	NOUN
easat-6554	291	33	of	of	ADP
easat-6554	291	34	the	the	DET
easat-6554	291	35	royal	royal	ADJ
easat-6554	291	36	statistical	statistical	ADJ
easat-6554	291	37	society	society	NOUN
easat-6554	291	38	:	:	PUNCT
easat-6554	291	39	series	series	PROPN
easat-6554	291	40	b	b	PROPN
easat-6554	291	41	(	(	PUNCT
easat-6554	291	42	statistical	statistical	ADJ
easat-6554	291	43	methodology	methodology	NOUN
easat-6554	291	44	)	)	PUNCT
easat-6554	291	45	,	,	PUNCT
easat-6554	291	46	vol	vol	NOUN
easat-6554	291	47	.	.	PROPN
easat-6554	291	48	64	64	NUM
easat-6554	291	49	,	,	PUNCT
easat-6554	291	50	no	no	INTJ
easat-6554	291	51	.	.	NOUN
easat-6554	291	52	4	4	NUM
easat-6554	291	53	,	,	PUNCT
easat-6554	291	54	pp	pp	ADJ
easat-6554	291	55	.	.	PUNCT
easat-6554	292	1	583–639	583–639	NUM
easat-6554	292	2	,	,	PUNCT
easat-6554	292	3	2002	2002	NUM
easat-6554	292	4	.	.	PUNCT
easat-6554	293	1	https://doi.org/10.1111/1467-9868.00353	https://doi.org/10.1111/1467-9868.00353	PROPN
easat-6554	294	1	[	[	X
easat-6554	294	2	38	38	NUM
easat-6554	294	3	]	]	PUNCT
easat-6554	294	4	t.	t.	PROPN
easat-6554	294	5	ando	ando	PROPN
easat-6554	294	6	,	,	PUNCT
easat-6554	294	7	"	"	PUNCT
easat-6554	294	8	bayesian	bayesian	NOUN
easat-6554	294	9	predictive	predictive	ADJ
easat-6554	294	10	information	information	NOUN
easat-6554	294	11	criterion	criterion	NOUN
easat-6554	294	12	for	for	ADP
easat-6554	294	13	the	the	DET
easat-6554	294	14	evaluation	evaluation	NOUN
easat-6554	294	15	of	of	ADP
easat-6554	294	16	hierarchical	hierarchical	ADJ
easat-6554	294	17	bayesian	bayesian	NOUN
easat-6554	294	18	and	and	CCONJ
easat-6554	294	19	empirical	empirical	ADJ
easat-6554	294	20	bayes	bayes	NOUN
easat-6554	294	21	models	model	NOUN
easat-6554	294	22	,	,	PUNCT
easat-6554	294	23	"	"	PUNCT
easat-6554	294	24	biometrika	biometrika	NOUN
easat-6554	294	25	,	,	PUNCT
easat-6554	294	26	vol	vol	NOUN
easat-6554	294	27	.	.	PROPN
easat-6554	294	28	94	94	NUM
easat-6554	294	29	,	,	PUNCT
easat-6554	294	30	no	no	INTJ
easat-6554	294	31	.	.	NOUN
easat-6554	294	32	2	2	NUM
easat-6554	294	33	,	,	PUNCT
easat-6554	294	34	pp	pp	ADJ
easat-6554	294	35	.	.	PUNCT
easat-6554	295	1	443	443	NUM
easat-6554	295	2	-	-	SYM
easat-6554	295	3	458	458	NUM
easat-6554	295	4	,	,	PUNCT
easat-6554	295	5	2007	2007	NUM
easat-6554	295	6	.	.	PUNCT
easat-6554	296	1	https://doi.org/10.1093/biomet/asm017	https://doi.org/10.1093/biomet/asm017	VERB
easat-6554	297	1	[	[	X
easat-6554	297	2	39	39	NUM
easat-6554	297	3	]	]	PUNCT
easat-6554	297	4	p.	p.	PROPN
easat-6554	297	5	f.	f.	PROPN
easat-6554	297	6	christoffersen	christoffersen	PROPN
easat-6554	297	7	,	,	PUNCT
easat-6554	297	8	"	"	PUNCT
easat-6554	297	9	evaluating	evaluate	VERB
easat-6554	297	10	interval	interval	NOUN
easat-6554	297	11	forecasts	forecast	NOUN
easat-6554	297	12	,	,	PUNCT
easat-6554	297	13	"	"	PUNCT
easat-6554	297	14	international	international	ADJ
easat-6554	297	15	economic	economic	ADJ
easat-6554	297	16	review	review	NOUN
easat-6554	297	17	,	,	PUNCT
easat-6554	297	18	pp	pp	ADP
easat-6554	297	19	.	.	PUNCT
easat-6554	298	1	841	841	NUM
easat-6554	298	2	-	-	SYM
easat-6554	298	3	862	862	NUM
easat-6554	298	4	,	,	PUNCT
easat-6554	298	5	1998	1998	NUM
easat-6554	298	6	.	.	PUNCT
easat-6554	299	1	https://doi.org/10.2307/2527341	https://doi.org/10.2307/2527341	X
easat-6554	300	1	[	[	X
easat-6554	300	2	40	40	NUM
easat-6554	300	3	]	]	PUNCT
easat-6554	300	4	r.	r.	PROPN
easat-6554	300	5	f.	f.	PROPN
easat-6554	300	6	engle	engle	PROPN
easat-6554	300	7	and	and	CCONJ
easat-6554	300	8	s.	s.	PROPN
easat-6554	300	9	manganelli	manganelli	PROPN
easat-6554	300	10	,	,	PUNCT
easat-6554	300	11	"	"	PUNCT
easat-6554	300	12	caviar	caviar	ADJ
easat-6554	300	13	:	:	PUNCT
easat-6554	300	14	conditional	conditional	ADJ
easat-6554	300	15	autoregressive	autoregressive	ADJ
easat-6554	300	16	value	value	NOUN
easat-6554	300	17	at	at	ADP
easat-6554	300	18	risk	risk	NOUN
easat-6554	300	19	by	by	ADP
easat-6554	300	20	regression	regression	NOUN
easat-6554	300	21	quantiles	quantile	NOUN
easat-6554	300	22	,	,	PUNCT
easat-6554	300	23	"	"	PUNCT
easat-6554	300	24	journal	journal	NOUN
easat-6554	300	25	of	of	ADP
easat-6554	300	26	business	business	PROPN
easat-6554	300	27	&	&	CCONJ
easat-6554	300	28	economic	economic	ADJ
easat-6554	300	29	statistics	statistic	NOUN
easat-6554	300	30	,	,	PUNCT
easat-6554	300	31	vol	vol	NOUN
easat-6554	300	32	.	.	PROPN
easat-6554	301	1	22	22	NUM
easat-6554	301	2	,	,	PUNCT
easat-6554	301	3	no	no	INTJ
easat-6554	301	4	.	.	NOUN
easat-6554	301	5	4	4	NUM
easat-6554	301	6	,	,	PUNCT
easat-6554	301	7	pp	pp	ADJ
easat-6554	301	8	.	.	PUNCT
easat-6554	302	1	367	367	NUM
easat-6554	302	2	-	-	SYM
easat-6554	302	3	381	381	NUM
easat-6554	302	4	,	,	PUNCT
easat-6554	302	5	2004	2004	NUM
easat-6554	302	6	.	.	PUNCT
easat-6554	303	1	https://doi.org/10.1002/ijfe.2043	https://doi.org/10.1002/ijfe.2043	PROPN
easat-6554	303	2	https://doi.org/10.3390/ijfs10030051	https://doi.org/10.3390/ijfs10030051	ADJ
easat-6554	303	3	https://doi.org/10.3390/jrfm14070293	https://doi.org/10.3390/jrfm14070293	NOUN
easat-6554	303	4	https://doi.org/10.3390/jrfm15030113	https://doi.org/10.3390/jrfm15030113	NOUN
easat-6554	303	5	https://doi.org/10.3390/su15054395	https://doi.org/10.3390/su15054395	X
easat-6554	304	1	https://doi.org/10.1109/ojcs.2024.3370603	https://doi.org/10.1109/ojcs.2024.3370603	PROPN
easat-6554	304	2	https://doi.org/10.1080/00036846.2023.2290588	https://doi.org/10.1080/00036846.2023.2290588	PUNCT
easat-6554	305	1	https://doi.org/10.1016/0304-4076(86)90063-1	https://doi.org/10.1016/0304-4076(86)90063-1	PROPN
easat-6554	305	2	https://doi.org/10.1093/oso/9780198774310.003.0005	https://doi.org/10.1093/oso/9780198774310.003.0005	VERB
easat-6554	305	3	https://doi.org/10.1016/0165-1889(94)90039-6	https://doi.org/10.1016/0165-1889(94)90039-6	ADJ
easat-6554	305	4	https://doi.org/10.18637/jss.v091.i04	https://doi.org/10.18637/jss.v091.i04	ADP
easat-6554	305	5	https://doi.org/10.1111/1467-9868.00353	https://doi.org/10.1111/1467-9868.00353	PROPN
easat-6554	305	6	https://doi.org/10.1093/biomet/asm017	https://doi.org/10.1093/biomet/asm017	NOUN
easat-6554	305	7	https://doi.org/10.2307/2527341	https://doi.org/10.2307/2527341	VERB
