id	sid	tid	token	lemma	pos
fueconorg-562	1	1	plane	plane	NOUN
fueconorg-562	1	2	thermoelastic	thermoelastic	ADJ
fueconorg-562	1	3	waves	wave	NOUN
fueconorg-562	1	4	in	in	ADP
fueconorg-562	1	5	infinite	infinite	ADJ
fueconorg-562	1	6	half	half	ADJ
fueconorg-562	1	7	-	-	PUNCT
fueconorg-562	1	8	space	space	NOUN
fueconorg-562	1	9	caused	cause	VERB
fueconorg-562	1	10	facta	facta	PROPN
fueconorg-562	1	11	universitatis	universitatis	PROPN
fueconorg-562	1	12	series	series	NOUN
fueconorg-562	1	13	:	:	PUNCT
fueconorg-562	1	14	economics	economic	NOUN
fueconorg-562	1	15	and	and	CCONJ
fueconorg-562	1	16	organization	organization	NOUN
fueconorg-562	1	17	vol	vol	NOUN
fueconorg-562	1	18	.	.	PROPN
fueconorg-562	2	1	11	11	NUM
fueconorg-562	2	2	,	,	PUNCT
fueconorg-562	2	3	no	no	DET
fueconorg-562	2	4	2	2	NUM
fueconorg-562	2	5	,	,	PUNCT
fueconorg-562	2	6	2014	2014	NUM
fueconorg-562	2	7	,	,	PUNCT
fueconorg-562	2	8	pp	pp	ADV
fueconorg-562	2	9	.	.	PUNCT
fueconorg-562	3	1	175	175	NUM
fueconorg-562	3	2	189	189	NUM
fueconorg-562	3	3	review	review	NOUN
fueconorg-562	3	4	paper	paper	NOUN
fueconorg-562	3	5	value	value	NOUN
fueconorg-562	3	6	at	at	ADP
fueconorg-562	3	7	risk	risk	NOUN
fueconorg-562	3	8	measuring	measuring	NOUN
fueconorg-562	3	9	and	and	CCONJ
fueconorg-562	3	10	extreme	extreme	ADJ
fueconorg-562	3	11	value	value	NOUN
fueconorg-562	3	12	theory	theory	NOUN
fueconorg-562	3	13	:	:	PUNCT
fueconorg-562	3	14	evidence	evidence	NOUN
fueconorg-562	3	15	from	from	ADP
fueconorg-562	3	16	montenegro	montenegro	PROPN
fueconorg-562	3	17			PROPN
fueconorg-562	3	18	udc	udc	NOUN
fueconorg-562	3	19	330.131.7(497.16	330.131.7(497.16	NOUN
fueconorg-562	3	20	)	)	PUNCT
fueconorg-562	3	21	julija	julija	NOUN
fueconorg-562	3	22	cerović	cerović	NOUN
fueconorg-562	3	23	faculty	faculty	NOUN
fueconorg-562	3	24	of	of	ADP
fueconorg-562	3	25	economics	economic	NOUN
fueconorg-562	3	26	,	,	PUNCT
fueconorg-562	3	27	university	university	NOUN
fueconorg-562	3	28	of	of	ADP
fueconorg-562	3	29	montenegro	montenegro	PROPN
fueconorg-562	3	30	abstract	abstract	PROPN
fueconorg-562	3	31	.	.	PUNCT
fueconorg-562	4	1	the	the	DET
fueconorg-562	4	2	concept	concept	NOUN
fueconorg-562	4	3	of	of	ADP
fueconorg-562	4	4	value	value	NOUN
fueconorg-562	4	5	at	at	ADP
fueconorg-562	4	6	risk	risk	NOUN
fueconorg-562	4	7	(	(	PUNCT
fueconorg-562	4	8	var	var	NOUN
fueconorg-562	4	9	)	)	PUNCT
fueconorg-562	4	10	is	be	AUX
fueconorg-562	4	11	a	a	DET
fueconorg-562	4	12	measure	measure	NOUN
fueconorg-562	4	13	that	that	PRON
fueconorg-562	4	14	is	be	AUX
fueconorg-562	4	15	increasingly	increasingly	ADV
fueconorg-562	4	16	used	use	VERB
fueconorg-562	4	17	for	for	ADP
fueconorg-562	4	18	estimation	estimation	NOUN
fueconorg-562	4	19	of	of	ADP
fueconorg-562	4	20	the	the	DET
fueconorg-562	4	21	maximum	maximum	ADJ
fueconorg-562	4	22	loss	loss	NOUN
fueconorg-562	4	23	of	of	ADP
fueconorg-562	4	24	financial	financial	ADJ
fueconorg-562	4	25	position	position	NOUN
fueconorg-562	4	26	at	at	ADP
fueconorg-562	4	27	a	a	DET
fueconorg-562	4	28	given	give	VERB
fueconorg-562	4	29	time	time	NOUN
fueconorg-562	4	30	for	for	ADP
fueconorg-562	4	31	a	a	DET
fueconorg-562	4	32	given	give	VERB
fueconorg-562	4	33	probability	probability	NOUN
fueconorg-562	4	34	.	.	PUNCT
fueconorg-562	5	1	the	the	DET
fueconorg-562	5	2	aim	aim	NOUN
fueconorg-562	5	3	of	of	ADP
fueconorg-562	5	4	this	this	DET
fueconorg-562	5	5	manuscript	manuscript	NOUN
fueconorg-562	5	6	is	be	AUX
fueconorg-562	5	7	to	to	PART
fueconorg-562	5	8	show	show	VERB
fueconorg-562	5	9	the	the	DET
fueconorg-562	5	10	most	most	ADV
fueconorg-562	5	11	recent	recent	ADJ
fueconorg-562	5	12	approaches	approach	NOUN
fueconorg-562	5	13	for	for	ADP
fueconorg-562	5	14	quantifying	quantify	VERB
fueconorg-562	5	15	market	market	NOUN
fueconorg-562	5	16	risk	risk	NOUN
fueconorg-562	5	17	.	.	PUNCT
fueconorg-562	6	1	in	in	ADP
fueconorg-562	6	2	particular	particular	ADJ
fueconorg-562	6	3	,	,	PUNCT
fueconorg-562	6	4	the	the	DET
fueconorg-562	6	5	manuscript	manuscript	NOUN
fueconorg-562	6	6	investigates	investigate	VERB
fueconorg-562	6	7	whether	whether	SCONJ
fueconorg-562	6	8	extreme	extreme	ADJ
fueconorg-562	6	9	value	value	NOUN
fueconorg-562	6	10	theory	theory	NOUN
fueconorg-562	6	11	outperforms	outperform	VERB
fueconorg-562	6	12	econometric	econometric	ADJ
fueconorg-562	6	13	calculation	calculation	NOUN
fueconorg-562	6	14	of	of	ADP
fueconorg-562	6	15	var	var	NOUN
fueconorg-562	6	16	in	in	ADP
fueconorg-562	6	17	emerging	emerge	VERB
fueconorg-562	6	18	stock	stock	NOUN
fueconorg-562	6	19	markets	market	NOUN
fueconorg-562	6	20	such	such	ADJ
fueconorg-562	6	21	as	as	ADP
fueconorg-562	6	22	montenegrin	montenegrin	NOUN
fueconorg-562	6	23	market	market	NOUN
fueconorg-562	6	24	.	.	PUNCT
fueconorg-562	7	1	the	the	DET
fueconorg-562	7	2	paper	paper	NOUN
fueconorg-562	7	3	is	be	AUX
fueconorg-562	7	4	motivated	motivate	VERB
fueconorg-562	7	5	by	by	ADP
fueconorg-562	7	6	the	the	DET
fueconorg-562	7	7	desire	desire	NOUN
fueconorg-562	7	8	that	that	PRON
fueconorg-562	7	9	necessary	necessary	ADJ
fueconorg-562	7	10	attention	attention	NOUN
fueconorg-562	7	11	is	be	AUX
fueconorg-562	7	12	given	give	VERB
fueconorg-562	7	13	to	to	ADP
fueconorg-562	7	14	risks	risk	NOUN
fueconorg-562	7	15	in	in	ADP
fueconorg-562	7	16	montenegro	montenegro	PROPN
fueconorg-562	7	17	.	.	PUNCT
fueconorg-562	8	1	daily	daily	ADJ
fueconorg-562	8	2	return	return	NOUN
fueconorg-562	8	3	of	of	ADP
fueconorg-562	8	4	highly	highly	ADV
fueconorg-562	8	5	volatile	volatile	ADJ
fueconorg-562	8	6	stock	stock	NOUN
fueconorg-562	8	7	epcg	epcg	NOUN
fueconorg-562	8	8	(	(	PUNCT
fueconorg-562	8	9	elektroprivreda	elektroprivreda	PROPN
fueconorg-562	8	10	crne	crne	PROPN
fueconorg-562	8	11	gore	gore	PROPN
fueconorg-562	8	12	)	)	PUNCT
fueconorg-562	8	13	from	from	ADP
fueconorg-562	8	14	montenegrin	montenegrin	PROPN
fueconorg-562	8	15	stock	stock	NOUN
fueconorg-562	8	16	exchange	exchange	NOUN
fueconorg-562	8	17	is	be	AUX
fueconorg-562	8	18	analysed	analyse	VERB
fueconorg-562	8	19	for	for	ADP
fueconorg-562	8	20	the	the	DET
fueconorg-562	8	21	period	period	NOUN
fueconorg-562	8	22	from	from	ADP
fueconorg-562	8	23	january	january	PROPN
fueconorg-562	8	24	,	,	PUNCT
fueconorg-562	8	25	2004	2004	NUM
fueconorg-562	8	26	–	–	PUNCT
fueconorg-562	8	27	june	june	PROPN
fueconorg-562	8	28	,	,	PUNCT
fueconorg-562	8	29	2013	2013	NUM
fueconorg-562	8	30	.	.	PUNCT
fueconorg-562	9	1	the	the	DET
fueconorg-562	9	2	sample	sample	NOUN
fueconorg-562	9	3	of	of	ADP
fueconorg-562	9	4	this	this	DET
fueconorg-562	9	5	structure	structure	NOUN
fueconorg-562	9	6	and	and	CCONJ
fueconorg-562	9	7	time	time	NOUN
fueconorg-562	9	8	dimension	dimension	NOUN
fueconorg-562	9	9	has	have	AUX
fueconorg-562	9	10	not	not	PART
fueconorg-562	9	11	been	be	AUX
fueconorg-562	9	12	discussed	discuss	VERB
fueconorg-562	9	13	in	in	ADP
fueconorg-562	9	14	empirical	empirical	ADJ
fueconorg-562	9	15	literature	literature	NOUN
fueconorg-562	9	16	.	.	PUNCT
fueconorg-562	10	1	therefore	therefore	ADV
fueconorg-562	10	2	,	,	PUNCT
fueconorg-562	10	3	it	it	PRON
fueconorg-562	10	4	is	be	AUX
fueconorg-562	10	5	necessary	necessary	ADJ
fueconorg-562	10	6	to	to	PART
fueconorg-562	10	7	use	use	VERB
fueconorg-562	10	8	the	the	DET
fueconorg-562	10	9	experience	experience	NOUN
fueconorg-562	10	10	of	of	ADP
fueconorg-562	10	11	the	the	DET
fueconorg-562	10	12	developed	developed	ADJ
fueconorg-562	10	13	world	world	NOUN
fueconorg-562	10	14	's	's	PART
fueconorg-562	10	15	financial	financial	ADJ
fueconorg-562	10	16	institutions	institution	NOUN
fueconorg-562	10	17	which	which	PRON
fueconorg-562	10	18	have	have	VERB
fueconorg-562	10	19	studious	studious	ADJ
fueconorg-562	10	20	approach	approach	NOUN
fueconorg-562	10	21	to	to	ADP
fueconorg-562	10	22	risk	risk	NOUN
fueconorg-562	10	23	management	management	NOUN
fueconorg-562	10	24	,	,	PUNCT
fueconorg-562	10	25	as	as	ADV
fueconorg-562	10	26	well	well	ADV
fueconorg-562	10	27	as	as	ADP
fueconorg-562	10	28	the	the	DET
fueconorg-562	10	29	latest	late	ADJ
fueconorg-562	10	30	theoretical	theoretical	ADJ
fueconorg-562	10	31	knowledge	knowledge	NOUN
fueconorg-562	10	32	.	.	PUNCT
fueconorg-562	11	1	key	key	ADJ
fueconorg-562	11	2	words	word	NOUN
fueconorg-562	11	3	:	:	PUNCT
fueconorg-562	11	4	extreme	extreme	ADJ
fueconorg-562	11	5	value	value	NOUN
fueconorg-562	11	6	theory	theory	NOUN
fueconorg-562	11	7	,	,	PUNCT
fueconorg-562	11	8	value	value	NOUN
fueconorg-562	11	9	at	at	ADP
fueconorg-562	11	10	risk	risk	NOUN
fueconorg-562	11	11	,	,	PUNCT
fueconorg-562	11	12	fat	fat	ADJ
fueconorg-562	11	13	tails	tail	NOUN
fueconorg-562	11	14	,	,	PUNCT
fueconorg-562	11	15	garch	garch	NOUN
fueconorg-562	11	16	model	model	NOUN
fueconorg-562	11	17	,	,	PUNCT
fueconorg-562	11	18	peak	peak	NOUN
fueconorg-562	11	19	over	over	ADP
fueconorg-562	11	20	threshold	threshold	NOUN
fueconorg-562	11	21	,	,	PUNCT
fueconorg-562	11	22	generalized	generalize	VERB
fueconorg-562	11	23	pareto	pareto	ADJ
fueconorg-562	11	24	distribution	distribution	NOUN
fueconorg-562	11	25	introduction	introduction	NOUN
fueconorg-562	11	26	the	the	DET
fueconorg-562	11	27	risk	risk	NOUN
fueconorg-562	11	28	from	from	ADP
fueconorg-562	11	29	extreme	extreme	ADJ
fueconorg-562	11	30	events	event	NOUN
fueconorg-562	11	31	is	be	AUX
fueconorg-562	11	32	present	present	ADJ
fueconorg-562	11	33	in	in	ADP
fueconorg-562	11	34	all	all	DET
fueconorg-562	11	35	fields	field	NOUN
fueconorg-562	11	36	of	of	ADP
fueconorg-562	11	37	risk	risk	NOUN
fueconorg-562	11	38	management	management	NOUN
fueconorg-562	11	39	.	.	PUNCT
fueconorg-562	12	1	methodology	methodology	NOUN
fueconorg-562	12	2	used	use	VERB
fueconorg-562	12	3	for	for	ADP
fueconorg-562	12	4	the	the	DET
fueconorg-562	12	5	assessment	assessment	NOUN
fueconorg-562	12	6	of	of	ADP
fueconorg-562	12	7	financial	financial	ADJ
fueconorg-562	12	8	markets	market	NOUN
fueconorg-562	12	9	participants	participant	NOUN
fueconorg-562	12	10	’	'	PUNCT
fueconorg-562	12	11	rate	rate	NOUN
fueconorg-562	12	12	of	of	ADP
fueconorg-562	12	13	exposition	exposition	NOUN
fueconorg-562	12	14	to	to	ADP
fueconorg-562	12	15	risk	risk	NOUN
fueconorg-562	12	16	,	,	PUNCT
fueconorg-562	12	17	gives	give	VERB
fueconorg-562	12	18	the	the	DET
fueconorg-562	12	19	estimation	estimation	NOUN
fueconorg-562	12	20	of	of	ADP
fueconorg-562	12	21	value	value	NOUN
fueconorg-562	12	22	at	at	ADP
fueconorg-562	12	23	risk	risk	NOUN
fueconorg-562	12	24	.	.	PUNCT
fueconorg-562	13	1	value	value	NOUN
fueconorg-562	13	2	at	at	ADP
fueconorg-562	13	3	risk	risk	NOUN
fueconorg-562	13	4	(	(	PUNCT
fueconorg-562	13	5	value	value	NOUN
fueconorg-562	13	6	-	-	PUNCT
fueconorg-562	13	7	at	at	ADP
fueconorg-562	13	8	-	-	PUNCT
fueconorg-562	13	9	risk	risk	NOUN
fueconorg-562	13	10	,	,	PUNCT
fueconorg-562	13	11	or	or	CCONJ
fueconorg-562	13	12	abbreviated	abbreviate	VERB
fueconorg-562	13	13	var	var	NOUN
fueconorg-562	13	14	)	)	PUNCT
fueconorg-562	13	15	is	be	AUX
fueconorg-562	13	16	the	the	DET
fueconorg-562	13	17	maximum	maximum	ADJ
fueconorg-562	13	18	loss	loss	NOUN
fueconorg-562	13	19	of	of	ADP
fueconorg-562	13	20	financial	financial	ADJ
fueconorg-562	13	21	position	position	NOUN
fueconorg-562	13	22	over	over	ADP
fueconorg-562	13	23	a	a	DET
fueconorg-562	13	24	given	give	VERB
fueconorg-562	13	25	time	time	NOUN
fueconorg-562	13	26	period	period	NOUN
fueconorg-562	13	27	at	at	ADP
fueconorg-562	13	28	a	a	DET
fueconorg-562	13	29	given	give	VERB
fueconorg-562	13	30	confidence	confidence	NOUN
fueconorg-562	13	31	interval	interval	NOUN
fueconorg-562	13	32	.	.	PUNCT
fueconorg-562	14	1	it	it	PRON
fueconorg-562	14	2	includes	include	VERB
fueconorg-562	14	3	all	all	DET
fueconorg-562	14	4	types	type	NOUN
fueconorg-562	14	5	of	of	ADP
fueconorg-562	14	6	financial	financial	ADJ
fueconorg-562	14	7	risk	risk	NOUN
fueconorg-562	14	8	and	and	CCONJ
fueconorg-562	14	9	the	the	DET
fueconorg-562	14	10	application	application	NOUN
fueconorg-562	14	11	in	in	ADP
fueconorg-562	14	12	the	the	DET
fueconorg-562	14	13	analysis	analysis	NOUN
fueconorg-562	14	14	of	of	ADP
fueconorg-562	14	15	market	market	NOUN
fueconorg-562	14	16	risk	risk	NOUN
fueconorg-562	14	17	is	be	AUX
fueconorg-562	14	18	to	to	PART
fueconorg-562	14	19	be	be	AUX
fueconorg-562	14	20	presented	present	VERB
fueconorg-562	14	21	in	in	ADP
fueconorg-562	14	22	this	this	DET
fueconorg-562	14	23	manuscript	manuscript	NOUN
fueconorg-562	14	24	.	.	PUNCT
fueconorg-562	15	1	it	it	PRON
fueconorg-562	15	2	is	be	AUX
fueconorg-562	15	3	intended	intend	VERB
fueconorg-562	15	4	to	to	PART
fueconorg-562	15	5	show	show	VERB
fueconorg-562	15	6	the	the	DET
fueconorg-562	15	7	latest	late	ADJ
fueconorg-562	15	8	approaches	approach	NOUN
fueconorg-562	15	9	to	to	ADP
fueconorg-562	15	10	quantification	quantification	NOUN
fueconorg-562	15	11	of	of	ADP
fueconorg-562	15	12	market	market	NOUN
fueconorg-562	15	13	risk	risk	NOUN
fueconorg-562	15	14	in	in	ADP
fueconorg-562	15	15	this	this	DET
fueconorg-562	15	16	paper	paper	NOUN
fueconorg-562	15	17	,	,	PUNCT
fueconorg-562	15	18	in	in	ADP
fueconorg-562	15	19	a	a	DET
fueconorg-562	15	20	theoretical	theoretical	ADJ
fueconorg-562	15	21	and	and	CCONJ
fueconorg-562	15	22	practical	practical	ADJ
fueconorg-562	15	23	context	context	NOUN
fueconorg-562	15	24	.	.	PUNCT
fueconorg-562	16	1	the	the	DET
fueconorg-562	16	2	aim	aim	NOUN
fueconorg-562	16	3	of	of	ADP
fueconorg-562	16	4	this	this	DET
fueconorg-562	16	5	manuscript	manuscript	NOUN
fueconorg-562	16	6	is	be	AUX
fueconorg-562	16	7	to	to	PART
fueconorg-562	16	8	present	present	VERB
fueconorg-562	16	9	the	the	DET
fueconorg-562	16	10			NUM
fueconorg-562	16	11	received	receive	VERB
fueconorg-562	16	12	january	january	PROPN
fueconorg-562	16	13	21	21	NUM
fueconorg-562	16	14	,	,	PUNCT
fueconorg-562	16	15	2014	2014	NUM
fueconorg-562	16	16	/	/	SYM
fueconorg-562	16	17	accepted	accept	VERB
fueconorg-562	16	18	june	june	PROPN
fueconorg-562	16	19	25	25	NUM
fueconorg-562	16	20	,	,	PUNCT
fueconorg-562	16	21	2014	2014	NUM
fueconorg-562	16	22	corresponding	correspond	VERB
fueconorg-562	16	23	author	author	NOUN
fueconorg-562	16	24	:	:	PUNCT
fueconorg-562	16	25	julija	julija	NOUN
fueconorg-562	16	26	cerović	cerović	NOUN
fueconorg-562	16	27	faculty	faculty	NOUN
fueconorg-562	16	28	of	of	ADP
fueconorg-562	16	29	economics	economic	NOUN
fueconorg-562	16	30	,	,	PUNCT
fueconorg-562	16	31	university	university	NOUN
fueconorg-562	16	32	of	of	ADP
fueconorg-562	16	33	montenegro	montenegro	PROPN
fueconorg-562	16	34	,	,	PUNCT
fueconorg-562	16	35	jovana	jovana	PROPN
fueconorg-562	16	36	tomaševića	tomaševića	NOUN
fueconorg-562	16	37	37	37	NUM
fueconorg-562	16	38	,	,	PUNCT
fueconorg-562	16	39	81000	81000	NUM
fueconorg-562	16	40	podgorica	podgorica	NOUN
fueconorg-562	16	41	,	,	PUNCT
fueconorg-562	16	42	montenegro	montenegro	PROPN
fueconorg-562	16	43	tel	tel	PROPN
fueconorg-562	16	44	:	:	PUNCT
fueconorg-562	16	45	+382	+382	PROPN
fueconorg-562	16	46	78	78	NUM
fueconorg-562	16	47	113	113	NUM
fueconorg-562	16	48	324	324	NUM
fueconorg-562	16	49			NOUN
fueconorg-562	17	1	e	e	NOUN
fueconorg-562	17	2	-	-	NOUN
fueconorg-562	17	3	mail	mail	NOUN
fueconorg-562	17	4	:	:	PUNCT
fueconorg-562	17	5	julija@ac.me	julija@ac.me	PROPN
fueconorg-562	17	6	j.	j.	PROPN
fueconorg-562	17	7	cerović	cerović	VERB
fueconorg-562	17	8	176	176	NUM
fueconorg-562	17	9	estimation	estimation	NOUN
fueconorg-562	17	10	of	of	ADP
fueconorg-562	17	11	var	var	NOUN
fueconorg-562	17	12	based	base	VERB
fueconorg-562	17	13	on	on	ADP
fueconorg-562	17	14	the	the	DET
fueconorg-562	17	15	analysis	analysis	NOUN
fueconorg-562	17	16	of	of	ADP
fueconorg-562	17	17	specificities	specificity	NOUN
fueconorg-562	17	18	of	of	ADP
fueconorg-562	17	19	financial	financial	ADJ
fueconorg-562	17	20	time	time	NOUN
fueconorg-562	17	21	series	series	NOUN
fueconorg-562	17	22	,	,	PUNCT
fueconorg-562	17	23	and	and	CCONJ
fueconorg-562	17	24	to	to	PART
fueconorg-562	17	25	give	give	VERB
fueconorg-562	17	26	empirical	empirical	ADJ
fueconorg-562	17	27	results	result	NOUN
fueconorg-562	17	28	of	of	ADP
fueconorg-562	17	29	measuring	measure	VERB
fueconorg-562	17	30	value	value	NOUN
fueconorg-562	17	31	at	at	ADP
fueconorg-562	17	32	risk	risk	NOUN
fueconorg-562	17	33	in	in	ADP
fueconorg-562	17	34	montenegrin	montenegrin	NOUN
fueconorg-562	17	35	financial	financial	ADJ
fueconorg-562	17	36	market	market	NOUN
fueconorg-562	17	37	that	that	PRON
fueconorg-562	17	38	is	be	AUX
fueconorg-562	17	39	still	still	ADV
fueconorg-562	17	40	developing	develop	VERB
fueconorg-562	17	41	.	.	PUNCT
fueconorg-562	18	1	these	these	PRON
fueconorg-562	18	2	include	include	VERB
fueconorg-562	18	3	econometric	econometric	ADJ
fueconorg-562	18	4	evaluation	evaluation	NOUN
fueconorg-562	18	5	,	,	PUNCT
fueconorg-562	18	6	riskmetrics	riskmetric	NOUN
fueconorg-562	18	7	methodology	methodology	NOUN
fueconorg-562	18	8	,	,	PUNCT
fueconorg-562	18	9	quantile	quantile	ADJ
fueconorg-562	18	10	estimation	estimation	NOUN
fueconorg-562	18	11	and	and	CCONJ
fueconorg-562	18	12	estimation	estimation	NOUN
fueconorg-562	18	13	based	base	VERB
fueconorg-562	18	14	on	on	ADP
fueconorg-562	18	15	extreme	extreme	ADJ
fueconorg-562	18	16	value	value	NOUN
fueconorg-562	18	17	theory	theory	NOUN
fueconorg-562	18	18	.	.	PUNCT
fueconorg-562	19	1	econometric	econometric	ADJ
fueconorg-562	19	2	evaluation	evaluation	NOUN
fueconorg-562	19	3	is	be	AUX
fueconorg-562	19	4	derived	derive	VERB
fueconorg-562	19	5	from	from	ADP
fueconorg-562	19	6	garch	garch	NOUN
fueconorg-562	19	7	model	model	NOUN
fueconorg-562	19	8	,	,	PUNCT
fueconorg-562	19	9	while	while	SCONJ
fueconorg-562	19	10	riskmetrics	riskmetric	NOUN
fueconorg-562	19	11	methodology	methodology	NOUN
fueconorg-562	19	12	uses	use	VERB
fueconorg-562	19	13	igarch	igarch	NOUN
fueconorg-562	19	14	model	model	NOUN
fueconorg-562	19	15	.	.	PUNCT
fueconorg-562	20	1	there	there	PRON
fueconorg-562	20	2	is	be	VERB
fueconorg-562	20	3	a	a	DET
fueconorg-562	20	4	general	general	ADJ
fueconorg-562	20	5	opinion	opinion	NOUN
fueconorg-562	20	6	in	in	ADP
fueconorg-562	20	7	literature	literature	NOUN
fueconorg-562	20	8	data	datum	NOUN
fueconorg-562	20	9	that	that	SCONJ
fueconorg-562	20	10	there	there	PRON
fueconorg-562	20	11	is	be	VERB
fueconorg-562	20	12	no	no	DET
fueconorg-562	20	13	universal	universal	ADJ
fueconorg-562	20	14	model	model	NOUN
fueconorg-562	20	15	giving	give	VERB
fueconorg-562	20	16	the	the	DET
fueconorg-562	20	17	best	good	ADJ
fueconorg-562	20	18	estimation	estimation	NOUN
fueconorg-562	20	19	and	and	CCONJ
fueconorg-562	20	20	forecast	forecast	NOUN
fueconorg-562	20	21	of	of	ADP
fueconorg-562	20	22	var	var	NOUN
fueconorg-562	20	23	.	.	PUNCT
fueconorg-562	21	1	numerous	numerous	ADJ
fueconorg-562	21	2	papers	paper	NOUN
fueconorg-562	21	3	observing	observe	VERB
fueconorg-562	21	4	the	the	DET
fueconorg-562	21	5	application	application	NOUN
fueconorg-562	21	6	of	of	ADP
fueconorg-562	21	7	different	different	ADJ
fueconorg-562	21	8	approaches	approach	NOUN
fueconorg-562	21	9	in	in	ADP
fueconorg-562	21	10	developed	develop	VERB
fueconorg-562	21	11	financial	financial	ADJ
fueconorg-562	21	12	markets	market	NOUN
fueconorg-562	21	13	confirm	confirm	VERB
fueconorg-562	21	14	this	this	PRON
fueconorg-562	21	15	–	–	PUNCT
fueconorg-562	21	16	caporin	caporin	NOUN
fueconorg-562	21	17	(	(	PUNCT
fueconorg-562	21	18	2003	2003	NUM
fueconorg-562	21	19	)	)	PUNCT
fueconorg-562	21	20	,	,	PUNCT
fueconorg-562	21	21	christoffersen	christoffersen	VERB
fueconorg-562	21	22	,	,	PUNCT
fueconorg-562	21	23	et	et	PROPN
fueconorg-562	21	24	al	al	PROPN
fueconorg-562	21	25	.	.	PUNCT
fueconorg-562	22	1	(	(	PUNCT
fueconorg-562	22	2	2001	2001	NUM
fueconorg-562	22	3	)	)	PUNCT
fueconorg-562	22	4	,	,	PUNCT
fueconorg-562	22	5	angelidis	angelidi	NOUN
fueconorg-562	22	6	,	,	PUNCT
fueconorg-562	22	7	et	et	PROPN
fueconorg-562	22	8	al	al	PROPN
fueconorg-562	22	9	.	.	PROPN
fueconorg-562	22	10	(	(	PUNCT
fueconorg-562	22	11	2004	2004	NUM
fueconorg-562	22	12	)	)	PUNCT
fueconorg-562	22	13	,	,	PUNCT
fueconorg-562	22	14	wong	wong	PROPN
fueconorg-562	22	15	,	,	PUNCT
fueconorg-562	22	16	et	et	PROPN
fueconorg-562	22	17	al	al	PROPN
fueconorg-562	22	18	.	.	PUNCT
fueconorg-562	22	19	(	(	PUNCT
fueconorg-562	22	20	2002	2002	NUM
fueconorg-562	22	21	)	)	PUNCT
fueconorg-562	22	22	,	,	PUNCT
fueconorg-562	22	23	alexander	alexander	NOUN
fueconorg-562	22	24	and	and	CCONJ
fueconorg-562	22	25	leigh	leigh	PROPN
fueconorg-562	22	26	(	(	PUNCT
fueconorg-562	22	27	1997	1997	NUM
fueconorg-562	22	28	)	)	PUNCT
fueconorg-562	22	29	,	,	PUNCT
fueconorg-562	22	30	harimantzis	harimantzi	NOUN
fueconorg-562	22	31	,	,	PUNCT
fueconorg-562	22	32	et	et	PROPN
fueconorg-562	22	33	al	al	PROPN
fueconorg-562	22	34	.	.	PUNCT
fueconorg-562	22	35	(	(	PUNCT
fueconorg-562	22	36	2006	2006	NUM
fueconorg-562	22	37	)	)	PUNCT
fueconorg-562	22	38	,	,	PUNCT
fueconorg-562	22	39	peters	peters	PROPN
fueconorg-562	22	40	(	(	PUNCT
fueconorg-562	22	41	2001	2001	NUM
fueconorg-562	22	42	)	)	PUNCT
fueconorg-562	22	43	,	,	PUNCT
fueconorg-562	22	44	embrechts	embrecht	NOUN
fueconorg-562	22	45	,	,	PUNCT
fueconorg-562	22	46	et	et	PROPN
fueconorg-562	22	47	al	al	PROPN
fueconorg-562	22	48	.	.	PUNCT
fueconorg-562	22	49	(	(	PUNCT
fueconorg-562	22	50	1999	1999	NUM
fueconorg-562	22	51	)	)	PUNCT
fueconorg-562	22	52	,	,	PUNCT
fueconorg-562	22	53	mcneil	mcneil	PROPN
fueconorg-562	22	54	,	,	PUNCT
fueconorg-562	22	55	et	et	PROPN
fueconorg-562	22	56	al	al	PROPN
fueconorg-562	22	57	.	.	PUNCT
fueconorg-562	22	58	(	(	PUNCT
fueconorg-562	22	59	2000	2000	NUM
fueconorg-562	22	60	)	)	PUNCT
fueconorg-562	22	61	,	,	PUNCT
fueconorg-562	22	62	guermat	guermat	NOUN
fueconorg-562	22	63	and	and	CCONJ
fueconorg-562	22	64	harris	harris	PROPN
fueconorg-562	22	65	(	(	PUNCT
fueconorg-562	22	66	2002	2002	NUM
fueconorg-562	22	67	)	)	PUNCT
fueconorg-562	22	68	,	,	PUNCT
fueconorg-562	22	69	so	so	ADV
fueconorg-562	22	70	and	and	CCONJ
fueconorg-562	22	71	yu	yu	PROPN
fueconorg-562	22	72	(	(	PUNCT
fueconorg-562	22	73	2006	2006	NUM
fueconorg-562	22	74	)	)	PUNCT
fueconorg-562	22	75	.	.	PUNCT
fueconorg-562	23	1	on	on	ADP
fueconorg-562	23	2	the	the	DET
fueconorg-562	23	3	other	other	ADJ
fueconorg-562	23	4	hand	hand	NOUN
fueconorg-562	23	5	,	,	PUNCT
fueconorg-562	23	6	there	there	PRON
fueconorg-562	23	7	are	be	VERB
fueconorg-562	23	8	very	very	ADV
fueconorg-562	23	9	few	few	ADJ
fueconorg-562	23	10	papers	paper	NOUN
fueconorg-562	23	11	observing	observe	VERB
fueconorg-562	23	12	the	the	DET
fueconorg-562	23	13	comparison	comparison	NOUN
fueconorg-562	23	14	of	of	ADP
fueconorg-562	23	15	var	var	NOUN
fueconorg-562	23	16	models	model	NOUN
fueconorg-562	23	17	in	in	ADP
fueconorg-562	23	18	developing	develop	VERB
fueconorg-562	23	19	financial	financial	ADJ
fueconorg-562	23	20	markets	market	NOUN
fueconorg-562	23	21	.	.	PUNCT
fueconorg-562	24	1	gençay	gençay	ADJ
fueconorg-562	24	2	and	and	CCONJ
fueconorg-562	24	3	selçuk	selçuk	NOUN
fueconorg-562	24	4	(	(	PUNCT
fueconorg-562	24	5	2004	2004	NUM
fueconorg-562	24	6	)	)	PUNCT
fueconorg-562	24	7	analized	analize	VERB
fueconorg-562	24	8	parameter	parameter	NOUN
fueconorg-562	24	9	models	model	NOUN
fueconorg-562	24	10	and	and	CCONJ
fueconorg-562	24	11	quantile	quantile	ADJ
fueconorg-562	24	12	estimation	estimation	NOUN
fueconorg-562	24	13	of	of	ADP
fueconorg-562	24	14	var	var	NOUN
fueconorg-562	24	15	of	of	ADP
fueconorg-562	24	16	stock	stock	NOUN
fueconorg-562	24	17	exchange	exchange	NOUN
fueconorg-562	24	18	indices	index	NOUN
fueconorg-562	24	19	in	in	ADP
fueconorg-562	24	20	developing	develop	VERB
fueconorg-562	24	21	central	central	ADJ
fueconorg-562	24	22	and	and	CCONJ
fueconorg-562	24	23	eastern	eastern	ADJ
fueconorg-562	24	24	european	european	ADJ
fueconorg-562	24	25	countries	country	NOUN
fueconorg-562	24	26	.	.	PUNCT
fueconorg-562	25	1	these	these	DET
fueconorg-562	25	2	results	result	NOUN
fueconorg-562	25	3	show	show	VERB
fueconorg-562	25	4	that	that	SCONJ
fueconorg-562	25	5	generalized	generalize	VERB
fueconorg-562	25	6	pareto	pareto	ADJ
fueconorg-562	25	7	distribution	distribution	NOUN
fueconorg-562	25	8	and	and	CCONJ
fueconorg-562	25	9	extreme	extreme	ADJ
fueconorg-562	25	10	value	value	NOUN
fueconorg-562	25	11	theory	theory	NOUN
fueconorg-562	25	12	are	be	AUX
fueconorg-562	25	13	basic	basic	ADJ
fueconorg-562	25	14	tools	tool	NOUN
fueconorg-562	25	15	in	in	ADP
fueconorg-562	25	16	risk	risk	NOUN
fueconorg-562	25	17	management	management	NOUN
fueconorg-562	25	18	in	in	ADP
fueconorg-562	25	19	developing	develop	VERB
fueconorg-562	25	20	countries	country	NOUN
fueconorg-562	25	21	.	.	PUNCT
fueconorg-562	26	1	živković	živković	PROPN
fueconorg-562	26	2	(	(	PUNCT
fueconorg-562	26	3	2007	2007	NUM
fueconorg-562	26	4	)	)	PUNCT
fueconorg-562	26	5	observed	observe	VERB
fueconorg-562	26	6	different	different	ADJ
fueconorg-562	26	7	approaches	approach	NOUN
fueconorg-562	26	8	to	to	ADP
fueconorg-562	26	9	var	var	NOUN
fueconorg-562	26	10	measuring	measure	VERB
fueconorg-562	26	11	on	on	ADP
fueconorg-562	26	12	the	the	DET
fueconorg-562	26	13	example	example	NOUN
fueconorg-562	26	14	of	of	ADP
fueconorg-562	26	15	new	new	ADJ
fueconorg-562	26	16	members	member	NOUN
fueconorg-562	26	17	and	and	CCONJ
fueconorg-562	26	18	candidate	candidate	NOUN
fueconorg-562	26	19	countries	country	NOUN
fueconorg-562	26	20	for	for	ADP
fueconorg-562	26	21	eu	eu	PROPN
fueconorg-562	26	22	membership	membership	PROPN
fueconorg-562	26	23	(	(	PUNCT
fueconorg-562	26	24	bulgaria	bulgaria	PROPN
fueconorg-562	26	25	,	,	PUNCT
fueconorg-562	26	26	romania	romania	PROPN
fueconorg-562	26	27	,	,	PUNCT
fueconorg-562	26	28	croatia	croatia	PROPN
fueconorg-562	26	29	and	and	CCONJ
fueconorg-562	26	30	turkey	turkey	PROPN
fueconorg-562	26	31	)	)	PUNCT
fueconorg-562	26	32	.	.	PUNCT
fueconorg-562	27	1	the	the	DET
fueconorg-562	27	2	conclusion	conclusion	NOUN
fueconorg-562	27	3	of	of	ADP
fueconorg-562	27	4	this	this	DET
fueconorg-562	27	5	research	research	NOUN
fueconorg-562	27	6	is	be	AUX
fueconorg-562	27	7	that	that	SCONJ
fueconorg-562	27	8	application	application	NOUN
fueconorg-562	27	9	of	of	ADP
fueconorg-562	27	10	var	var	NOUN
fueconorg-562	27	11	models	model	NOUN
fueconorg-562	27	12	is	be	AUX
fueconorg-562	27	13	not	not	PART
fueconorg-562	27	14	successful	successful	ADJ
fueconorg-562	27	15	enough	enough	ADV
fueconorg-562	27	16	in	in	ADP
fueconorg-562	27	17	financial	financial	ADJ
fueconorg-562	27	18	markets	market	NOUN
fueconorg-562	27	19	of	of	ADP
fueconorg-562	27	20	these	these	DET
fueconorg-562	27	21	countries	country	NOUN
fueconorg-562	27	22	because	because	SCONJ
fueconorg-562	27	23	the	the	DET
fueconorg-562	27	24	returns	return	NOUN
fueconorg-562	27	25	show	show	VERB
fueconorg-562	27	26	the	the	DET
fueconorg-562	27	27	existence	existence	NOUN
fueconorg-562	27	28	of	of	ADP
fueconorg-562	27	29	heavy	heavy	ADJ
fueconorg-562	27	30	tails	tail	NOUN
fueconorg-562	27	31	,	,	PUNCT
fueconorg-562	27	32	asymmetry	asymmetry	NOUN
fueconorg-562	27	33	and	and	CCONJ
fueconorg-562	27	34	heteroscedasticity	heteroscedasticity	NOUN
fueconorg-562	27	35	.	.	PUNCT
fueconorg-562	28	1	further	further	ADJ
fueconorg-562	28	2	researches	research	NOUN
fueconorg-562	28	3	followed	follow	VERB
fueconorg-562	28	4	in	in	ADP
fueconorg-562	28	5	2009	2009	NUM
fueconorg-562	28	6	,	,	PUNCT
fueconorg-562	28	7	where	where	SCONJ
fueconorg-562	28	8	živković	živković	NOUN
fueconorg-562	28	9	and	and	CCONJ
fueconorg-562	28	10	aktan	aktan	ADJ
fueconorg-562	28	11	analized	analize	VERB
fueconorg-562	28	12	var	var	NOUN
fueconorg-562	28	13	models	model	NOUN
fueconorg-562	28	14	of	of	ADP
fueconorg-562	28	15	the	the	DET
fueconorg-562	28	16	returns	return	NOUN
fueconorg-562	28	17	of	of	ADP
fueconorg-562	28	18	turkish	turkish	ADJ
fueconorg-562	28	19	and	and	CCONJ
fueconorg-562	28	20	croatian	croatian	ADJ
fueconorg-562	28	21	stock	stock	NOUN
fueconorg-562	28	22	-	-	PUNCT
fueconorg-562	28	23	exchange	exchange	NOUN
fueconorg-562	28	24	indices	index	NOUN
fueconorg-562	28	25	with	with	ADP
fueconorg-562	28	26	the	the	DET
fueconorg-562	28	27	onset	onset	NOUN
fueconorg-562	28	28	of	of	ADP
fueconorg-562	28	29	global	global	ADJ
fueconorg-562	28	30	financial	financial	ADJ
fueconorg-562	28	31	crisis	crisis	NOUN
fueconorg-562	28	32	.	.	PUNCT
fueconorg-562	29	1	it	it	PRON
fueconorg-562	29	2	was	be	AUX
fueconorg-562	29	3	concluded	conclude	VERB
fueconorg-562	29	4	in	in	ADP
fueconorg-562	29	5	this	this	DET
fueconorg-562	29	6	paper	paper	NOUN
fueconorg-562	29	7	that	that	DET
fueconorg-562	29	8	extreme	extreme	ADJ
fueconorg-562	29	9	value	value	NOUN
fueconorg-562	29	10	theory	theory	NOUN
fueconorg-562	29	11	and	and	CCONJ
fueconorg-562	29	12	hybrid	hybrid	ADJ
fueconorg-562	29	13	historical	historical	ADJ
fueconorg-562	29	14	simulation	simulation	NOUN
fueconorg-562	29	15	are	be	AUX
fueconorg-562	29	16	the	the	DET
fueconorg-562	29	17	best	good	ADJ
fueconorg-562	29	18	,	,	PUNCT
fueconorg-562	29	19	while	while	SCONJ
fueconorg-562	29	20	other	other	ADJ
fueconorg-562	29	21	models	model	NOUN
fueconorg-562	29	22	underestimate	underestimate	VERB
fueconorg-562	29	23	the	the	DET
fueconorg-562	29	24	level	level	NOUN
fueconorg-562	29	25	of	of	ADP
fueconorg-562	29	26	risk	risk	NOUN
fueconorg-562	29	27	.	.	PUNCT
fueconorg-562	30	1	anđelić	anđelić	NOUN
fueconorg-562	30	2	,	,	PUNCT
fueconorg-562	30	3	djoković	djoković	NOUN
fueconorg-562	30	4	and	and	CCONJ
fueconorg-562	30	5	radišić	radišić	ADJ
fueconorg-562	30	6	(	(	PUNCT
fueconorg-562	30	7	2010	2010	NUM
fueconorg-562	30	8	)	)	PUNCT
fueconorg-562	30	9	observed	observed	ADJ
fueconorg-562	30	10	slovenian	slovenian	ADJ
fueconorg-562	30	11	,	,	PUNCT
fueconorg-562	30	12	croatian	croatian	ADJ
fueconorg-562	30	13	,	,	PUNCT
fueconorg-562	30	14	serbian	serbian	ADJ
fueconorg-562	30	15	and	and	CCONJ
fueconorg-562	30	16	hungarian	hungarian	ADJ
fueconorg-562	30	17	markets	market	NOUN
fueconorg-562	31	1	and	and	CCONJ
fueconorg-562	31	2	concluded	conclude	VERB
fueconorg-562	31	3	that	that	SCONJ
fueconorg-562	31	4	under	under	ADP
fueconorg-562	31	5	stable	stable	ADJ
fueconorg-562	31	6	market	market	NOUN
fueconorg-562	31	7	conditions	condition	NOUN
fueconorg-562	31	8	,	,	PUNCT
fueconorg-562	31	9	the	the	DET
fueconorg-562	31	10	analized	analize	VERB
fueconorg-562	31	11	models	model	NOUN
fueconorg-562	31	12	give	give	VERB
fueconorg-562	31	13	good	good	ADJ
fueconorg-562	31	14	forecasts	forecast	NOUN
fueconorg-562	31	15	of	of	ADP
fueconorg-562	31	16	var	var	NOUN
fueconorg-562	31	17	estimations	estimation	NOUN
fueconorg-562	31	18	with	with	ADP
fueconorg-562	31	19	5	5	NUM
fueconorg-562	31	20	%	%	NOUN
fueconorg-562	31	21	level	level	NOUN
fueconorg-562	31	22	of	of	ADP
fueconorg-562	31	23	significance	significance	NOUN
fueconorg-562	31	24	,	,	PUNCT
fueconorg-562	31	25	while	while	SCONJ
fueconorg-562	31	26	under	under	ADP
fueconorg-562	31	27	the	the	DET
fueconorg-562	31	28	conditions	condition	NOUN
fueconorg-562	31	29	of	of	ADP
fueconorg-562	31	30	market	market	NOUN
fueconorg-562	31	31	volatility	volatility	NOUN
fueconorg-562	31	32	analized	analize	VERB
fueconorg-562	31	33	models	model	NOUN
fueconorg-562	31	34	give	give	VERB
fueconorg-562	31	35	good	good	ADJ
fueconorg-562	31	36	estimations	estimation	NOUN
fueconorg-562	31	37	of	of	ADP
fueconorg-562	31	38	var	var	NOUN
fueconorg-562	31	39	parameters	parameter	NOUN
fueconorg-562	31	40	with	with	ADP
fueconorg-562	31	41	1	1	NUM
fueconorg-562	31	42	%	%	NOUN
fueconorg-562	31	43	level	level	NOUN
fueconorg-562	31	44	of	of	ADP
fueconorg-562	31	45	significance	significance	NOUN
fueconorg-562	31	46	.	.	PUNCT
fueconorg-562	32	1	nikolić	nikolić	NOUN
fueconorg-562	32	2	-	-	PUNCT
fueconorg-562	32	3	đorić	đorić	NOUN
fueconorg-562	32	4	and	and	CCONJ
fueconorg-562	32	5	đorić	đorić	NOUN
fueconorg-562	32	6	(	(	PUNCT
fueconorg-562	32	7	2011	2011	NUM
fueconorg-562	32	8	)	)	PUNCT
fueconorg-562	32	9	observed	observe	VERB
fueconorg-562	32	10	the	the	DET
fueconorg-562	32	11	movement	movement	NOUN
fueconorg-562	32	12	of	of	ADP
fueconorg-562	32	13	stock	stock	NOUN
fueconorg-562	32	14	-	-	PUNCT
fueconorg-562	32	15	exchange	exchange	NOUN
fueconorg-562	32	16	index	index	NOUN
fueconorg-562	32	17	in	in	ADP
fueconorg-562	32	18	serbian	serbian	ADJ
fueconorg-562	32	19	financial	financial	ADJ
fueconorg-562	32	20	market	market	NOUN
fueconorg-562	32	21	and	and	CCONJ
fueconorg-562	32	22	concluded	conclude	VERB
fueconorg-562	32	23	that	that	SCONJ
fueconorg-562	32	24	garch	garch	NOUN
fueconorg-562	32	25	models	model	NOUN
fueconorg-562	32	26	combined	combine	VERB
fueconorg-562	32	27	with	with	ADP
fueconorg-562	32	28	extreme	extreme	ADJ
fueconorg-562	32	29	value	value	NOUN
fueconorg-562	32	30	theory	theory	NOUN
fueconorg-562	32	31	–	–	PUNCT
fueconorg-562	32	32	peaks	peak	NOUN
fueconorg-562	32	33	over	over	ADP
fueconorg-562	32	34	threshold	threshold	NOUN
fueconorg-562	32	35	method	method	NOUN
fueconorg-562	32	36	,	,	PUNCT
fueconorg-562	32	37	decrease	decrease	VERB
fueconorg-562	32	38	the	the	DET
fueconorg-562	32	39	mean	mean	ADJ
fueconorg-562	32	40	value	value	NOUN
fueconorg-562	32	41	of	of	ADP
fueconorg-562	32	42	var	var	NOUN
fueconorg-562	32	43	,	,	PUNCT
fueconorg-562	32	44	as	as	ADV
fueconorg-562	32	45	well	well	ADV
fueconorg-562	32	46	as	as	ADP
fueconorg-562	32	47	that	that	DET
fueconorg-562	32	48	given	give	VERB
fueconorg-562	32	49	models	model	NOUN
fueconorg-562	32	50	are	be	AUX
fueconorg-562	32	51	better	well	ADJ
fueconorg-562	32	52	than	than	ADP
fueconorg-562	32	53	riskmetrics	riskmetric	NOUN
fueconorg-562	32	54	method	method	NOUN
fueconorg-562	32	55	and	and	CCONJ
fueconorg-562	32	56	igarch	igarch	NOUN
fueconorg-562	32	57	model	model	NOUN
fueconorg-562	32	58	.	.	PUNCT
fueconorg-562	33	1	also	also	ADV
fueconorg-562	33	2	,	,	PUNCT
fueconorg-562	33	3	mladenović	mladenović	NOUN
fueconorg-562	33	4	,	,	PUNCT
fueconorg-562	33	5	miletić	miletić	NOUN
fueconorg-562	33	6	and	and	CCONJ
fueconorg-562	33	7	miletić	miletić	NOUN
fueconorg-562	33	8	(	(	PUNCT
fueconorg-562	33	9	2012	2012	NUM
fueconorg-562	33	10	)	)	PUNCT
fueconorg-562	33	11	,	,	PUNCT
fueconorg-562	33	12	based	base	VERB
fueconorg-562	33	13	on	on	ADP
fueconorg-562	33	14	analysis	analysis	NOUN
fueconorg-562	33	15	of	of	ADP
fueconorg-562	33	16	stock	stock	NOUN
fueconorg-562	33	17	-	-	PUNCT
fueconorg-562	33	18	exchange	exchange	NOUN
fueconorg-562	33	19	indices	index	NOUN
fueconorg-562	33	20	in	in	ADP
fueconorg-562	33	21	central	central	ADJ
fueconorg-562	33	22	and	and	CCONJ
fueconorg-562	33	23	eastern	eastern	ADJ
fueconorg-562	33	24	european	european	ADJ
fueconorg-562	33	25	countries	country	NOUN
fueconorg-562	33	26	(	(	PUNCT
fueconorg-562	33	27	bulgaria	bulgaria	PROPN
fueconorg-562	33	28	,	,	PUNCT
fueconorg-562	33	29	czech	czech	PROPN
fueconorg-562	33	30	republic	republic	NOUN
fueconorg-562	33	31	,	,	PUNCT
fueconorg-562	33	32	hungary	hungary	PROPN
fueconorg-562	33	33	,	,	PUNCT
fueconorg-562	33	34	croatia	croatia	PROPN
fueconorg-562	33	35	,	,	PUNCT
fueconorg-562	33	36	romania	romania	PROPN
fueconorg-562	33	37	and	and	CCONJ
fueconorg-562	33	38	serbia	serbia	PROPN
fueconorg-562	33	39	)	)	PUNCT
fueconorg-562	33	40	,	,	PUNCT
fueconorg-562	33	41	came	come	VERB
fueconorg-562	33	42	to	to	PART
fueconorg-562	33	43	conclusion	conclusion	NOUN
fueconorg-562	33	44	that	that	SCONJ
fueconorg-562	33	45	the	the	DET
fueconorg-562	33	46	methodology	methodology	NOUN
fueconorg-562	33	47	of	of	ADP
fueconorg-562	33	48	extreme	extreme	ADJ
fueconorg-562	33	49	value	value	NOUN
fueconorg-562	33	50	theory	theory	NOUN
fueconorg-562	33	51	is	be	AUX
fueconorg-562	33	52	slightly	slightly	ADV
fueconorg-562	33	53	better	well	ADJ
fueconorg-562	33	54	than	than	ADP
fueconorg-562	33	55	garch	garch	NOUN
fueconorg-562	33	56	model	model	NOUN
fueconorg-562	33	57	regarding	regard	VERB
fueconorg-562	33	58	the	the	DET
fueconorg-562	33	59	calculation	calculation	NOUN
fueconorg-562	33	60	of	of	ADP
fueconorg-562	33	61	var	var	NOUN
fueconorg-562	33	62	,	,	PUNCT
fueconorg-562	33	63	but	but	CCONJ
fueconorg-562	33	64	general	general	ADJ
fueconorg-562	33	65	suggestion	suggestion	NOUN
fueconorg-562	33	66	is	be	AUX
fueconorg-562	33	67	to	to	PART
fueconorg-562	33	68	use	use	VERB
fueconorg-562	33	69	both	both	DET
fueconorg-562	33	70	approaches	approach	NOUN
fueconorg-562	33	71	for	for	ADP
fueconorg-562	33	72	better	well	ADJ
fueconorg-562	33	73	measuring	measuring	NOUN
fueconorg-562	33	74	of	of	ADP
fueconorg-562	33	75	market	market	NOUN
fueconorg-562	33	76	risk	risk	NOUN
fueconorg-562	33	77	.	.	PUNCT
fueconorg-562	34	1	the	the	DET
fueconorg-562	34	2	purpose	purpose	NOUN
fueconorg-562	34	3	of	of	ADP
fueconorg-562	34	4	this	this	DET
fueconorg-562	34	5	paper	paper	NOUN
fueconorg-562	34	6	is	be	AUX
fueconorg-562	34	7	to	to	PART
fueconorg-562	34	8	compare	compare	VERB
fueconorg-562	34	9	performance	performance	NOUN
fueconorg-562	34	10	of	of	ADP
fueconorg-562	34	11	econometric	econometric	ADJ
fueconorg-562	34	12	models	model	NOUN
fueconorg-562	34	13	,	,	PUNCT
fueconorg-562	34	14	quantile	quantile	ADJ
fueconorg-562	34	15	estimation	estimation	NOUN
fueconorg-562	34	16	and	and	CCONJ
fueconorg-562	34	17	extreme	extreme	ADJ
fueconorg-562	34	18	value	value	NOUN
fueconorg-562	34	19	theory	theory	NOUN
fueconorg-562	34	20	in	in	ADP
fueconorg-562	34	21	evaluting	evalute	VERB
fueconorg-562	34	22	value	value	NOUN
fueconorg-562	34	23	-	-	PUNCT
fueconorg-562	34	24	at	at	ADP
fueconorg-562	34	25	-	-	PUNCT
fueconorg-562	34	26	risk	risk	NOUN
fueconorg-562	34	27	in	in	ADP
fueconorg-562	34	28	montenegrin	montenegrin	PROPN
fueconorg-562	34	29	stock	stock	NOUN
fueconorg-562	34	30	exchange	exchange	PROPN
fueconorg-562	34	31	over	over	ADP
fueconorg-562	34	32	long	long	ADJ
fueconorg-562	34	33	period	period	NOUN
fueconorg-562	34	34	that	that	PRON
fueconorg-562	34	35	includes	include	VERB
fueconorg-562	34	36	years	year	NOUN
fueconorg-562	34	37	of	of	ADP
fueconorg-562	34	38	financial	financial	ADJ
fueconorg-562	34	39	crisis	crisis	NOUN
fueconorg-562	34	40	.	.	PUNCT
fueconorg-562	35	1	results	result	NOUN
fueconorg-562	35	2	will	will	AUX
fueconorg-562	35	3	be	be	AUX
fueconorg-562	35	4	interesting	interesting	ADJ
fueconorg-562	35	5	given	give	VERB
fueconorg-562	35	6	the	the	DET
fueconorg-562	35	7	recession	recession	NOUN
fueconorg-562	35	8	period	period	NOUN
fueconorg-562	35	9	is	be	AUX
fueconorg-562	35	10	included	include	VERB
fueconorg-562	35	11	,	,	PUNCT
fueconorg-562	35	12	and	and	CCONJ
fueconorg-562	35	13	are	be	AUX
fueconorg-562	35	14	relevant	relevant	ADJ
fueconorg-562	35	15	on	on	ADP
fueconorg-562	35	16	micro	micro	ADJ
fueconorg-562	35	17	and	and	CCONJ
fueconorg-562	35	18	macroeconomic	macroeconomic	ADJ
fueconorg-562	35	19	level	level	NOUN
fueconorg-562	35	20	.	.	PUNCT
fueconorg-562	36	1	in	in	ADP
fueconorg-562	36	2	particular	particular	ADJ
fueconorg-562	36	3	,	,	PUNCT
fueconorg-562	36	4	the	the	DET
fueconorg-562	36	5	manuscript	manuscript	NOUN
fueconorg-562	36	6	investigates	investigate	VERB
fueconorg-562	36	7	whether	whether	SCONJ
fueconorg-562	36	8	extreme	extreme	ADJ
fueconorg-562	36	9	value	value	NOUN
fueconorg-562	36	10	theory	theory	NOUN
fueconorg-562	36	11	can	can	AUX
fueconorg-562	36	12	outperform	outperform	VERB
fueconorg-562	36	13	econometric	econometric	ADJ
fueconorg-562	36	14	calculation	calculation	NOUN
fueconorg-562	36	15	of	of	ADP
fueconorg-562	36	16	var	var	NOUN
fueconorg-562	36	17	in	in	ADP
fueconorg-562	36	18	emerging	emerge	VERB
fueconorg-562	36	19	stock	stock	NOUN
fueconorg-562	36	20	markets	market	NOUN
fueconorg-562	36	21	,	,	PUNCT
fueconorg-562	36	22	and	and	CCONJ
fueconorg-562	36	23	,	,	PUNCT
fueconorg-562	36	24	in	in	ADP
fueconorg-562	36	25	particular	particular	ADJ
fueconorg-562	36	26	,	,	PUNCT
fueconorg-562	36	27	montenegrin	montenegrin	NOUN
fueconorg-562	36	28	stock	stock	NOUN
fueconorg-562	36	29	market	market	NOUN
fueconorg-562	36	30	has	have	AUX
fueconorg-562	36	31	not	not	PART
fueconorg-562	36	32	been	be	AUX
fueconorg-562	36	33	discussed	discuss	VERB
fueconorg-562	36	34	in	in	ADP
fueconorg-562	36	35	empirical	empirical	ADJ
fueconorg-562	36	36	literature	literature	NOUN
fueconorg-562	36	37	.	.	PUNCT
fueconorg-562	37	1	now	now	ADV
fueconorg-562	37	2	we	we	PRON
fueconorg-562	37	3	are	be	AUX
fueconorg-562	37	4	going	go	VERB
fueconorg-562	37	5	to	to	PART
fueconorg-562	37	6	observe	observe	VERB
fueconorg-562	37	7	a	a	DET
fueconorg-562	37	8	portfolio	portfolio	NOUN
fueconorg-562	37	9	of	of	ADP
fueconorg-562	37	10	some	some	DET
fueconorg-562	37	11	risky	risky	ADJ
fueconorg-562	37	12	assets	asset	NOUN
fueconorg-562	37	13	and	and	CCONJ
fueconorg-562	37	14	determine	determine	VERB
fueconorg-562	37	15	portfolio	portfolio	NOUN
fueconorg-562	37	16	value	value	NOUN
fueconorg-562	37	17	as	as	ADP
fueconorg-562	37	18	vt	vt	PROPN
fueconorg-562	37	19	at	at	ADP
fueconorg-562	37	20	a	a	DET
fueconorg-562	37	21	moment	moment	NOUN
fueconorg-562	37	22	in	in	ADP
fueconorg-562	37	23	time	time	NOUN
fueconorg-562	37	24	t.	t.	PROPN
fueconorg-562	37	25	let	let	VERB
fueconorg-562	37	26	us	we	PRON
fueconorg-562	37	27	assume	assume	VERB
fueconorg-562	37	28	that	that	SCONJ
fueconorg-562	37	29	we	we	PRON
fueconorg-562	37	30	want	want	VERB
fueconorg-562	37	31	to	to	PART
fueconorg-562	37	32	determine	determine	VERB
fueconorg-562	37	33	the	the	DET
fueconorg-562	37	34	level	level	NOUN
fueconorg-562	37	35	of	of	ADP
fueconorg-562	37	36	value	value	NOUN
fueconorg-562	37	37	at	at	ADP
fueconorg-562	37	38	risk	risk	NOUN
fueconorg-562	37	39	measuring	measuring	NOUN
fueconorg-562	37	40	and	and	CCONJ
fueconorg-562	37	41	extreme	extreme	ADJ
fueconorg-562	37	42	value	value	NOUN
fueconorg-562	37	43	theory	theory	NOUN
fueconorg-562	37	44	:	:	PUNCT
fueconorg-562	37	45	evidence	evidence	NOUN
fueconorg-562	37	46	from	from	ADP
fueconorg-562	37	47	montenegro	montenegro	PROPN
fueconorg-562	37	48	177	177	NUM
fueconorg-562	37	49	risk	risk	NOUN
fueconorg-562	37	50	over	over	ADP
fueconorg-562	37	51	the	the	DET
fueconorg-562	37	52	period	period	NOUN
fueconorg-562	37	53	[	[	X
fueconorg-562	37	54	t	t	X
fueconorg-562	37	55	,	,	PUNCT
fueconorg-562	37	56	t+h	t+h	X
fueconorg-562	37	57	]	]	PUNCT
fueconorg-562	37	58	.	.	PUNCT
fueconorg-562	38	1	we	we	PRON
fueconorg-562	38	2	mark	mark	VERB
fueconorg-562	38	3	the	the	DET
fueconorg-562	38	4	random	random	ADJ
fueconorg-562	38	5	variable	variable	NOUN
fueconorg-562	38	6	of	of	ADP
fueconorg-562	38	7	portfolio	portfolio	NOUN
fueconorg-562	38	8	loss	loss	NOUN
fueconorg-562	38	9	as	as	ADP
fueconorg-562	38	10	(	(	PUNCT
fueconorg-562	38	11	)	)	PUNCT
fueconorg-562	38	12	(	(	PUNCT
fueconorg-562	38	13	)	)	PUNCT
fueconorg-562	38	14	t	t	PROPN
fueconorg-562	38	15	h	h	NOUN
fueconorg-562	38	16	t	t	PROPN
fueconorg-562	38	17	h	h	NOUN
fueconorg-562	39	1	tl	tl	PROPN
fueconorg-562	39	2	v	v	ADP
fueconorg-562	39	3	v	v	NUM
fueconorg-562	39	4	v	v	ADP
fueconorg-562	39	5	h	h	PROPN
fueconorg-562	39	6			PROPN
fueconorg-562	39	7			PROPN
fueconorg-562	39	8			PROPN
fueconorg-562	39	9			PROPN
fueconorg-562	39	10			NOUN
fueconorg-562	39	11	.	.	PUNCT
fueconorg-562	40	1	cummulative	cummulative	ADJ
fueconorg-562	40	2	function	function	NOUN
fueconorg-562	40	3	of	of	ADP
fueconorg-562	40	4	loss	loss	NOUN
fueconorg-562	40	5	distribution	distribution	NOUN
fueconorg-562	40	6	is	be	AUX
fueconorg-562	40	7	marked	mark	VERB
fueconorg-562	40	8	as	as	ADP
fueconorg-562	40	9	fl	fl	NUM
fueconorg-562	40	10	where	where	SCONJ
fueconorg-562	40	11	(	(	PUNCT
fueconorg-562	40	12	)	)	PUNCT
fueconorg-562	40	13	(	(	PUNCT
fueconorg-562	40	14	)	)	PUNCT
fueconorg-562	40	15	lf	lf	NOUN
fueconorg-562	40	16	x	x	PUNCT
fueconorg-562	40	17	p	p	PROPN
fueconorg-562	40	18	l	l	X
fueconorg-562	40	19	x	x	PUNCT
fueconorg-562	40	20			NOUN
fueconorg-562	40	21	.	.	PUNCT
fueconorg-562	41	1	in	in	ADP
fueconorg-562	41	2	this	this	DET
fueconorg-562	41	3	case	case	NOUN
fueconorg-562	41	4	,	,	PUNCT
fueconorg-562	41	5	var	var	NOUN
fueconorg-562	41	6	at	at	ADP
fueconorg-562	41	7	significance	significance	NOUN
fueconorg-562	41	8	level	level	NOUN
fueconorg-562	41	9	α	α	NOUN
fueconorg-562	41	10	(	(	PUNCT
fueconorg-562	41	11	α	α	PROPN
fueconorg-562	41	12			PROPN
fueconorg-562	41	13	(	(	PUNCT
fueconorg-562	41	14	0,1	0,1	NOUN
fueconorg-562	41	15	)	)	PUNCT
fueconorg-562	41	16	most	most	ADV
fueconorg-562	41	17	often	often	ADV
fueconorg-562	41	18	α	α	X
fueconorg-562	41	19	=	=	NOUN
fueconorg-562	42	1	0.01	0.01	NUM
fueconorg-562	42	2	or	or	CCONJ
fueconorg-562	42	3	α	α	NOUN
fueconorg-562	42	4	=	=	NOUN
fueconorg-562	42	5	0.05	0.05	NUM
fueconorg-562	42	6	,	,	PUNCT
fueconorg-562	42	7	i.e.	i.e.	X
fueconorg-562	42	8	1	1	NUM
fueconorg-562	42	9	%	%	NOUN
fueconorg-562	42	10	and	and	CCONJ
fueconorg-562	42	11	5	5	NUM
fueconorg-562	42	12	%	%	NOUN
fueconorg-562	42	13	)	)	PUNCT
fueconorg-562	42	14	is	be	AUX
fueconorg-562	42	15	actually	actually	ADV
fueconorg-562	42	16	an	an	DET
fueconorg-562	42	17	α	α	NOUN
fueconorg-562	42	18	-	-	NOUN
fueconorg-562	42	19	quantile	quantile	NOUN
fueconorg-562	42	20	of	of	ADP
fueconorg-562	42	21	distribution	distribution	NOUN
fueconorg-562	42	22	function	function	NOUN
fueconorg-562	42	23	fl	fl	NOUN
fueconorg-562	42	24	and	and	CCONJ
fueconorg-562	42	25	represents	represent	VERB
fueconorg-562	42	26	the	the	DET
fueconorg-562	42	27	smallest	small	ADJ
fueconorg-562	42	28	real	real	ADJ
fueconorg-562	42	29	number	number	NOUN
fueconorg-562	42	30	satisfying	satisfy	VERB
fueconorg-562	42	31	the	the	DET
fueconorg-562	42	32	inequation	inequation	NOUN
fueconorg-562	42	33	)(xfl	)(xfl	NUM
fueconorg-562	42	34	,	,	PUNCT
fueconorg-562	42	35	i.e.	i.e.	X
fueconorg-562	42	36	:	:	PUNCT
fueconorg-562	42	37	inf	inf	ADJ
fueconorg-562	42	38	(	(	PUNCT
fueconorg-562	42	39	(	(	PUNCT
fueconorg-562	42	40	)	)	PUNCT
fueconorg-562	42	41	)	)	PUNCT
fueconorg-562	42	42	.lvar	.lvar	X
fueconorg-562	43	1	x	x	X
fueconorg-562	43	2	f	f	X
fueconorg-562	43	3	x	x	PROPN
fueconorg-562	43	4			PROPN
fueconorg-562	43	5			NUM
fueconorg-562	43	6	(	(	PUNCT
fueconorg-562	43	7	1	1	X
fueconorg-562	43	8	)	)	PUNCT
fueconorg-562	43	9	expected	expect	VERB
fueconorg-562	43	10	shortfall	shortfall	NOUN
fueconorg-562	43	11	(	(	PUNCT
fueconorg-562	43	12	es	es	NOUN
fueconorg-562	43	13	)	)	PUNCT
fueconorg-562	43	14	is	be	AUX
fueconorg-562	43	15	a	a	DET
fueconorg-562	43	16	measure	measure	NOUN
fueconorg-562	43	17	closely	closely	ADV
fueconorg-562	43	18	related	relate	VERB
fueconorg-562	43	19	to	to	ADP
fueconorg-562	43	20	var	var	NOUN
fueconorg-562	43	21	and	and	CCONJ
fueconorg-562	43	22	practically	practically	ADV
fueconorg-562	43	23	often	often	ADV
fueconorg-562	43	24	indicated	indicate	VERB
fueconorg-562	43	25	as	as	ADP
fueconorg-562	43	26	a	a	DET
fueconorg-562	43	27	measure	measure	NOUN
fueconorg-562	43	28	overcoming	overcome	VERB
fueconorg-562	43	29	conceptual	conceptual	ADJ
fueconorg-562	43	30	disadventages	disadventage	NOUN
fueconorg-562	43	31	of	of	ADP
fueconorg-562	43	32	var	var	NOUN
fueconorg-562	43	33	.	.	PUNCT
fueconorg-562	44	1	for	for	ADP
fueconorg-562	44	2	loss	loss	NOUN
fueconorg-562	44	3	l	l	NOUN
fueconorg-562	44	4	,	,	PUNCT
fueconorg-562	44	5	with	with	ADP
fueconorg-562	44	6	its	its	PRON
fueconorg-562	44	7	expected	expect	VERB
fueconorg-562	44	8	absolute	absolute	ADJ
fueconorg-562	44	9	value	value	NOUN
fueconorg-562	44	10	being	be	AUX
fueconorg-562	44	11	definite	definite	ADJ
fueconorg-562	44	12	,	,	PUNCT
fueconorg-562	44	13	expected	expect	VERB
fueconorg-562	44	14	shortfall	shortfall	NOUN
fueconorg-562	44	15	at	at	ADP
fueconorg-562	44	16	significance	significance	NOUN
fueconorg-562	44	17	level	level	NOUN
fueconorg-562	44	18	α	α	NOUN
fueconorg-562	44	19	is	be	AUX
fueconorg-562	44	20	defined	define	VERB
fueconorg-562	44	21	as	as	ADP
fueconorg-562	44	22	1	1	NUM
fueconorg-562	44	23	1	1	NUM
fueconorg-562	44	24	(	(	PUNCT
fueconorg-562	44	25	)	)	PUNCT
fueconorg-562	44	26	,	,	PUNCT
fueconorg-562	44	27	1	1	NUM
fueconorg-562	44	28	u	u	NOUN
fueconorg-562	44	29	les	les	PROPN
fueconorg-562	44	30	q	q	PROPN
fueconorg-562	44	31	f	f	PROPN
fueconorg-562	44	32	du	du	ADV
fueconorg-562	44	33			NOUN
fueconorg-562	44	34			X
fueconorg-562	44	35			PROPN
fueconorg-562	44	36			NOUN
fueconorg-562	44	37			SYM
fueconorg-562	44	38	(	(	PUNCT
fueconorg-562	44	39	2	2	X
fueconorg-562	44	40	)	)	PUNCT
fueconorg-562	44	41	where	where	SCONJ
fueconorg-562	44	42	qu(fl	qu(fl	PROPN
fueconorg-562	44	43	)	)	PUNCT
fueconorg-562	44	44	is	be	AUX
fueconorg-562	44	45	the	the	DET
fueconorg-562	44	46	quantile	quantile	ADJ
fueconorg-562	44	47	function	function	NOUN
fueconorg-562	44	48	of	of	ADP
fueconorg-562	44	49	distribution	distribution	NOUN
fueconorg-562	44	50	function	function	NOUN
fueconorg-562	44	51	fl	fl	NOUN
fueconorg-562	44	52	.	.	PUNCT
fueconorg-562	45	1	it	it	PRON
fueconorg-562	45	2	is	be	AUX
fueconorg-562	45	3	obvious	obvious	ADJ
fueconorg-562	45	4	that	that	SCONJ
fueconorg-562	45	5	measure	measure	NOUN
fueconorg-562	45	6	es	es	NOUN
fueconorg-562	45	7	depends	depend	VERB
fueconorg-562	45	8	only	only	ADV
fueconorg-562	45	9	on	on	ADP
fueconorg-562	45	10	loss	loss	NOUN
fueconorg-562	45	11	distribution	distribution	NOUN
fueconorg-562	45	12	,	,	PUNCT
fueconorg-562	45	13	and	and	CCONJ
fueconorg-562	45	14	es	es	NOUN
fueconorg-562	45	15			NUM
fueconorg-562	45	16	var.	var.	NOUN
fueconorg-562	45	17	therefore	therefore	ADV
fueconorg-562	45	18	,	,	PUNCT
fueconorg-562	45	19	this	this	DET
fueconorg-562	45	20	measure	measure	NOUN
fueconorg-562	45	21	represents	represents	AUX
fueconorg-562	45	22	expected	expect	VERB
fueconorg-562	45	23	return	return	NOUN
fueconorg-562	45	24	value	value	NOUN
fueconorg-562	45	25	in	in	ADP
fueconorg-562	45	26	case	case	NOUN
fueconorg-562	45	27	a	a	DET
fueconorg-562	45	28	marginal	marginal	ADJ
fueconorg-562	45	29	value	value	NOUN
fueconorg-562	45	30	(	(	PUNCT
fueconorg-562	45	31	usually	usually	ADV
fueconorg-562	45	32	var	var	NOUN
fueconorg-562	45	33	)	)	PUNCT
fueconorg-562	45	34	is	be	AUX
fueconorg-562	45	35	exceeded	exceed	VERB
fueconorg-562	45	36	.	.	PUNCT
fueconorg-562	46	1	1	1	X
fueconorg-562	46	2	.	.	X
fueconorg-562	46	3	methodologies	methodology	NOUN
fueconorg-562	46	4	of	of	ADP
fueconorg-562	46	5	var	var	NOUN
fueconorg-562	46	6	the	the	DET
fueconorg-562	46	7	type	type	NOUN
fueconorg-562	46	8	of	of	ADP
fueconorg-562	46	9	value	value	NOUN
fueconorg-562	46	10	at	at	ADP
fueconorg-562	46	11	risk	risk	NOUN
fueconorg-562	46	12	estimation	estimation	NOUN
fueconorg-562	46	13	can	can	AUX
fueconorg-562	46	14	be	be	AUX
fueconorg-562	46	15	:	:	PUNCT
fueconorg-562	46	16	1	1	X
fueconorg-562	46	17	.	.	X
fueconorg-562	46	18	quantile	quantile	ADJ
fueconorg-562	46	19	estimation	estimation	NOUN
fueconorg-562	46	20	(	(	PUNCT
fueconorg-562	46	21	historical	historical	ADJ
fueconorg-562	46	22	simulation	simulation	NOUN
fueconorg-562	46	23	)	)	PUNCT
fueconorg-562	46	24	,	,	PUNCT
fueconorg-562	46	25	2	2	X
fueconorg-562	46	26	.	.	NUM
fueconorg-562	46	27	econometric	econometric	ADJ
fueconorg-562	46	28	evaluation	evaluation	NOUN
fueconorg-562	46	29	(	(	PUNCT
fueconorg-562	46	30	garch	garch	NOUN
fueconorg-562	46	31	models	model	NOUN
fueconorg-562	46	32	)	)	PUNCT
fueconorg-562	46	33	and	and	CCONJ
fueconorg-562	46	34	3	3	X
fueconorg-562	46	35	.	.	X
fueconorg-562	46	36	estimation	estimation	NOUN
fueconorg-562	46	37	based	base	VERB
fueconorg-562	46	38	on	on	ADP
fueconorg-562	46	39	extreme	extreme	ADJ
fueconorg-562	46	40	value	value	NOUN
fueconorg-562	46	41	theory	theory	NOUN
fueconorg-562	46	42	.	.	PUNCT
fueconorg-562	47	1	1.1	1.1	NUM
fueconorg-562	47	2	.	.	PUNCT
fueconorg-562	47	3	garch	garch	NOUN
fueconorg-562	47	4	model	model	NOUN
fueconorg-562	47	5	generalized	generalize	VERB
fueconorg-562	47	6	autoregressive	autoregressive	ADJ
fueconorg-562	47	7	conditional	conditional	ADJ
fueconorg-562	47	8	heteroscedasticity	heteroscedasticity	NOUN
fueconorg-562	47	9	(	(	PUNCT
fueconorg-562	47	10	garch	garch	NOUN
fueconorg-562	47	11	)	)	PUNCT
fueconorg-562	47	12	model	model	NOUN
fueconorg-562	47	13	,	,	PUNCT
fueconorg-562	47	14	introduced	introduce	VERB
fueconorg-562	47	15	by	by	ADP
fueconorg-562	47	16	bollersev	bollersev	NOUN
fueconorg-562	47	17	(	(	PUNCT
fueconorg-562	47	18	1986	1986	NUM
fueconorg-562	47	19	)	)	PUNCT
fueconorg-562	47	20	and	and	CCONJ
fueconorg-562	47	21	taylor	taylor	PROPN
fueconorg-562	47	22	(	(	PUNCT
fueconorg-562	47	23	1986	1986	NUM
fueconorg-562	47	24	)	)	PUNCT
fueconorg-562	47	25	,	,	PUNCT
fueconorg-562	47	26	represents	represent	VERB
fueconorg-562	47	27	the	the	DET
fueconorg-562	47	28	generalization	generalization	NOUN
fueconorg-562	47	29	of	of	ADP
fueconorg-562	47	30	autoregressive	autoregressive	ADJ
fueconorg-562	47	31	conditional	conditional	ADJ
fueconorg-562	47	32	heteroscedasticity	heteroscedasticity	NOUN
fueconorg-562	47	33	model	model	NOUN
fueconorg-562	47	34	–	–	PUNCT
fueconorg-562	47	35	arch	arch	ADJ
fueconorg-562	47	36	,	,	PUNCT
fueconorg-562	47	37	developed	develop	VERB
fueconorg-562	47	38	by	by	ADP
fueconorg-562	47	39	engle	engle	NOUN
fueconorg-562	47	40	in	in	ADP
fueconorg-562	47	41	1982	1982	NUM
fueconorg-562	47	42	.	.	PUNCT
fueconorg-562	48	1	log	log	NOUN
fueconorg-562	48	2	returns	return	NOUN
fueconorg-562	48	3	,	,	PUNCT
fueconorg-562	48	4	usually	usually	ADV
fueconorg-562	48	5	expressed	express	VERB
fueconorg-562	48	6	in	in	ADP
fueconorg-562	48	7	percents	percent	NOUN
fueconorg-562	48	8	,	,	PUNCT
fueconorg-562	48	9	are	be	AUX
fueconorg-562	48	10	marked	mark	VERB
fueconorg-562	48	11	as	as	ADP
fueconorg-562	48	12	rt	rt	PROPN
fueconorg-562	48	13	.	.	PROPN
fueconorg-562	48	14	innovation	innovation	NOUN
fueconorg-562	48	15	at	at	ADP
fueconorg-562	48	16	moment	moment	NOUN
fueconorg-562	48	17	t	t	PROPN
fueconorg-562	48	18	is	be	AUX
fueconorg-562	48	19	ttt	ttt	PROPN
fueconorg-562	48	20	ra	ra	PROPN
fueconorg-562	48	21			NOUN
fueconorg-562	48	22	.	.	PUNCT
fueconorg-562	49	1	then	then	ADV
fueconorg-562	49	2	,	,	PUNCT
fueconorg-562	49	3	the	the	DET
fueconorg-562	49	4	model	model	NOUN
fueconorg-562	49	5	can	can	AUX
fueconorg-562	49	6	be	be	AUX
fueconorg-562	49	7	presented	present	VERB
fueconorg-562	49	8	as	as	SCONJ
fueconorg-562	49	9	follows	follow	VERB
fueconorg-562	49	10	(	(	PUNCT
fueconorg-562	49	11	tsay	tsay	PROPN
fueconorg-562	49	12	,	,	PUNCT
fueconorg-562	49	13	2010	2010	NUM
fueconorg-562	49	14	):	):	PUNCT
fueconorg-562	49	15	0	0	NUM
fueconorg-562	49	16	1	1	NUM
fueconorg-562	49	17	1	1	NUM
fueconorg-562	49	18	p	p	NOUN
fueconorg-562	50	1	q	q	NOUN
fueconorg-562	50	2	t	t	NOUN
fueconorg-562	51	1	i	i	PRON
fueconorg-562	51	2	t	t	X
fueconorg-562	52	1	i	i	PRON
fueconorg-562	52	2	t	t	PROPN
fueconorg-562	53	1	j	j	PROPN
fueconorg-562	54	1	t	t	PROPN
fueconorg-562	54	2	j	j	PROPN
fueconorg-562	55	1	i	i	PRON
fueconorg-562	55	2	j	j	PROPN
fueconorg-562	56	1	t	t	PROPN
fueconorg-562	56	2	t	t	PROPN
fueconorg-562	56	3	t	t	NOUN
fueconorg-562	56	4	r	r	NOUN
fueconorg-562	56	5	r	r	NOUN
fueconorg-562	56	6	a	a	DET
fueconorg-562	56	7	a	a	DET
fueconorg-562	56	8	a	a	DET
fueconorg-562	56	9			NOUN
fueconorg-562	56	10			NOUN
fueconorg-562	56	11			X
fueconorg-562	56	12			PROPN
fueconorg-562	56	13			PROPN
fueconorg-562	56	14			PROPN
fueconorg-562	56	15			VERB
fueconorg-562	56	16			PROPN
fueconorg-562	56	17			NUM
fueconorg-562	56	18			PROPN
fueconorg-562	56	19			ADV
fueconorg-562	56	20			VERB
fueconorg-562	56	21			PROPN
fueconorg-562	56	22			PROPN
fueconorg-562	56	23			X
fueconorg-562	56	24			X
fueconorg-562	56	25	(	(	PUNCT
fueconorg-562	56	26	3	3	X
fueconorg-562	56	27	)	)	SYM
fueconorg-562	56	28	2	2	NUM
fueconorg-562	56	29	2	2	NUM
fueconorg-562	56	30	2	2	NUM
fueconorg-562	56	31	0	0	NUM
fueconorg-562	56	32	1	1	NUM
fueconorg-562	56	33	1	1	NUM
fueconorg-562	56	34	.	.	PUNCT
fueconorg-562	57	1	u	u	NOUN
fueconorg-562	57	2	t	t	NOUN
fueconorg-562	58	1	i	i	PRON
fueconorg-562	58	2	t	t	VERB
fueconorg-562	59	1	i	i	PRON
fueconorg-562	59	2	j	j	PROPN
fueconorg-562	60	1	t	t	PROPN
fueconorg-562	60	2	j	j	PROPN
fueconorg-562	61	1	i	i	PRON
fueconorg-562	61	2	j	j	PROPN
fueconorg-562	62	1	a	a	DET
fueconorg-562	62	2			NUM
fueconorg-562	62	3			X
fueconorg-562	62	4			NOUN
fueconorg-562	62	5			NUM
fueconorg-562	62	6			PROPN
fueconorg-562	62	7			PROPN
fueconorg-562	62	8			PROPN
fueconorg-562	62	9			PROPN
fueconorg-562	62	10			NUM
fueconorg-562	62	11			PROPN
fueconorg-562	62	12			ADJ
fueconorg-562	62	13			X
fueconorg-562	62	14			X
fueconorg-562	62	15	(	(	PUNCT
fueconorg-562	62	16	4	4	X
fueconorg-562	62	17	)	)	PUNCT
fueconorg-562	62	18	parameters	parameter	NOUN
fueconorg-562	62	19	of	of	ADP
fueconorg-562	62	20	equation	equation	NOUN
fueconorg-562	62	21	(	(	PUNCT
fueconorg-562	62	22	3	3	X
fueconorg-562	62	23	)	)	PUNCT
fueconorg-562	62	24	representing	represent	VERB
fueconorg-562	62	25	autoregressive	autoregressive	ADJ
fueconorg-562	62	26	moving	move	VERB
fueconorg-562	62	27	-	-	PUNCT
fueconorg-562	62	28	average	average	ADJ
fueconorg-562	62	29	model	model	NOUN
fueconorg-562	62	30	(	(	PUNCT
fueconorg-562	62	31	arma	arma	PROPN
fueconorg-562	62	32	)	)	PUNCT
fueconorg-562	62	33	of	of	ADP
fueconorg-562	62	34	orders	order	NOUN
fueconorg-562	62	35	p	p	NOUN
fueconorg-562	62	36	and	and	CCONJ
fueconorg-562	62	37	q	q	NOUN
fueconorg-562	62	38	,	,	PUNCT
fueconorg-562	62	39	arma	arma	PROPN
fueconorg-562	62	40	(	(	PUNCT
fueconorg-562	62	41	p	p	X
fueconorg-562	62	42	,	,	PUNCT
fueconorg-562	62	43	q	q	NOUN
fueconorg-562	62	44	)	)	PUNCT
fueconorg-562	62	45	,	,	PUNCT
fueconorg-562	62	46	are	be	AUX
fueconorg-562	62	47	marked	mark	VERB
fueconorg-562	62	48	as	as	ADP
fueconorg-562	62	49	0	0	NUM
fueconorg-562	62	50	1	1	NUM
fueconorg-562	62	51	1	1	NUM
fueconorg-562	62	52	,	,	PUNCT
fueconorg-562	62	53	,	,	PUNCT
fueconorg-562	62	54	...	...	PUNCT
fueconorg-562	62	55	,	,	PUNCT
fueconorg-562	62	56	,	,	PUNCT
fueconorg-562	62	57	,	,	PUNCT
fueconorg-562	62	58	...	...	PUNCT
fueconorg-562	62	59	,	,	PUNCT
fueconorg-562	62	60	p	p	PRON
fueconorg-562	62	61	q	q	VERB
fueconorg-562	62	62			NOUN
fueconorg-562	62	63			NOUN
fueconorg-562	62	64			X
fueconorg-562	62	65			X
fueconorg-562	62	66	.	.	PUNCT
fueconorg-562	63	1	the	the	DET
fueconorg-562	63	2	random	random	ADJ
fueconorg-562	63	3	member	member	NOUN
fueconorg-562	63	4	of	of	ADP
fueconorg-562	63	5	the	the	DET
fueconorg-562	63	6	model	model	NOUN
fueconorg-562	63	7	,	,	PUNCT
fueconorg-562	63	8	at	at	ADP
fueconorg-562	63	9	,	,	PUNCT
fueconorg-562	63	10	is	be	AUX
fueconorg-562	63	11	the	the	DET
fueconorg-562	63	12	function	function	NOUN
fueconorg-562	63	13	of	of	ADP
fueconorg-562	63	14	t	t	PROPN
fueconorg-562	63	15	series	series	PROPN
fueconorg-562	63	16	of	of	ADP
fueconorg-562	63	17	independent	independent	ADJ
fueconorg-562	63	18	and	and	CCONJ
fueconorg-562	63	19	identically	identically	ADV
fueconorg-562	63	20	distributed	distribute	VERB
fueconorg-562	63	21	random	random	ADJ
fueconorg-562	63	22	variables	variable	NOUN
fueconorg-562	63	23	having	have	VERB
fueconorg-562	63	24	a	a	DET
fueconorg-562	63	25	normal	normal	ADJ
fueconorg-562	63	26	or	or	CCONJ
fueconorg-562	63	27	t	t	NOUN
fueconorg-562	63	28	-	-	PUNCT
fueconorg-562	63	29	distribution	distribution	NOUN
fueconorg-562	63	30	with	with	ADP
fueconorg-562	63	31	zero	zero	NUM
fueconorg-562	63	32	mean	mean	NOUN
fueconorg-562	63	33	and	and	CCONJ
fueconorg-562	63	34	variance	variance	NOUN
fueconorg-562	63	35	equal	equal	ADJ
fueconorg-562	63	36	to	to	ADP
fueconorg-562	63	37	1	1	NUM
fueconorg-562	63	38	.	.	PUNCT
fueconorg-562	64	1	by	by	ADP
fueconorg-562	64	2	the	the	DET
fueconorg-562	64	3	second	second	ADJ
fueconorg-562	64	4	equation	equation	NOUN
fueconorg-562	64	5	in	in	ADP
fueconorg-562	64	6	the	the	DET
fueconorg-562	64	7	model	model	NOUN
fueconorg-562	64	8	(	(	PUNCT
fueconorg-562	64	9	4	4	NUM
fueconorg-562	64	10	)	)	PUNCT
fueconorg-562	64	11	,	,	PUNCT
fueconorg-562	64	12	conditional	conditional	ADJ
fueconorg-562	64	13	variance	variance	NOUN
fueconorg-562	64	14	j.	j.	PROPN
fueconorg-562	64	15	cerović	cerović	PROPN
fueconorg-562	64	16	178	178	NUM
fueconorg-562	64	17	of	of	ADP
fueconorg-562	64	18	returns	return	NOUN
fueconorg-562	64	19	rt	rt	PROPN
fueconorg-562	64	20	is	be	AUX
fueconorg-562	64	21	modeled	model	VERB
fueconorg-562	64	22	,	,	PUNCT
fueconorg-562	64	23	2	2	NUM
fueconorg-562	64	24	2	2	NUM
fueconorg-562	64	25	1	1	NUM
fueconorg-562	64	26	(	(	PUNCT
fueconorg-562	64	27	(	(	PUNCT
fueconorg-562	64	28	(	(	PUNCT
fueconorg-562	64	29	)	)	PUNCT
fueconorg-562	64	30	)	)	PUNCT
fueconorg-562	64	31	)	)	PUNCT
fueconorg-562	65	1	t	t	PROPN
fueconorg-562	65	2	t	t	PROPN
fueconorg-562	65	3	t	t	X
fueconorg-562	65	4	te	te	INTJ
fueconorg-562	65	5	r	r	NOUN
fueconorg-562	65	6	e	e	NOUN
fueconorg-562	65	7	r	r	VERB
fueconorg-562	65	8			ADJ
fueconorg-562	65	9			PROPN
fueconorg-562	65	10			PROPN
fueconorg-562	65	11	,	,	PUNCT
fueconorg-562	65	12	where	where	SCONJ
fueconorg-562	65	13	t1	t1	NOUN
fueconorg-562	65	14	is	be	AUX
fueconorg-562	65	15	available	available	ADJ
fueconorg-562	65	16	data	datum	NOUN
fueconorg-562	65	17	set	set	VERB
fueconorg-562	65	18	with	with	ADP
fueconorg-562	65	19	moment	moment	NOUN
fueconorg-562	65	20	t-1	t-1	PROPN
fueconorg-562	65	21	inclusive	inclusive	PROPN
fueconorg-562	65	22	.	.	PUNCT
fueconorg-562	66	1	in	in	ADP
fueconorg-562	66	2	other	other	ADJ
fueconorg-562	66	3	words	word	NOUN
fueconorg-562	66	4	,	,	PUNCT
fueconorg-562	66	5	conditional	conditional	ADJ
fueconorg-562	66	6	variance	variance	NOUN
fueconorg-562	66	7	(	(	PUNCT
fueconorg-562	66	8	volatility	volatility	NOUN
fueconorg-562	66	9	)	)	PUNCT
fueconorg-562	66	10	is	be	AUX
fueconorg-562	66	11	expected	expect	VERB
fueconorg-562	66	12	squared	square	VERB
fueconorg-562	66	13	deviation	deviation	NOUN
fueconorg-562	66	14	of	of	ADP
fueconorg-562	66	15	observations	observation	NOUN
fueconorg-562	66	16	from	from	ADP
fueconorg-562	66	17	the	the	DET
fueconorg-562	66	18	mean	mean	NOUN
fueconorg-562	66	19	given	give	VERB
fueconorg-562	66	20	the	the	DET
fueconorg-562	66	21	available	available	ADJ
fueconorg-562	66	22	data	datum	NOUN
fueconorg-562	66	23	set	set	VERB
fueconorg-562	66	24	.	.	PUNCT
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fueconorg-562	67	2	0	0	NUM
fueconorg-562	67	3	1	1	NUM
fueconorg-562	67	4	1	1	NUM
fueconorg-562	67	5	,	,	PUNCT
fueconorg-562	67	6	,	,	PUNCT
fueconorg-562	67	7	...	...	PUNCT
fueconorg-562	67	8	,	,	PUNCT
fueconorg-562	67	9	,	,	PUNCT
fueconorg-562	67	10	,	,	PUNCT
fueconorg-562	67	11	...	...	PUNCT
fueconorg-562	67	12	,	,	PUNCT
fueconorg-562	67	13	u	u	PROPN
fueconorg-562	67	14			PROPN
fueconorg-562	67	15			VERB
fueconorg-562	67	16			X
fueconorg-562	67	17			PROPN
fueconorg-562	67	18			PROPN
fueconorg-562	67	19	of	of	ADP
fueconorg-562	67	20	conditional	conditional	ADJ
fueconorg-562	67	21	variance	variance	NOUN
fueconorg-562	67	22	equation	equation	NOUN
fueconorg-562	67	23	satisfy	satisfy	VERB
fueconorg-562	67	24	the	the	DET
fueconorg-562	67	25	conditions	condition	NOUN
fueconorg-562	67	26	0	0	PUNCT
fueconorg-562	68	1	0,	0,	PROPN
fueconorg-562	68	2			ADJ
fueconorg-562	68	3	1	1	NUM
fueconorg-562	68	4	,	,	PUNCT
fueconorg-562	68	5	...	...	PUNCT
fueconorg-562	68	6	,	,	PUNCT
fueconorg-562	69	1	0,u	0,u	NUM
fueconorg-562	69	2			X
fueconorg-562	69	3			X
fueconorg-562	69	4	1	1	NUM
fueconorg-562	69	5	,	,	PUNCT
fueconorg-562	69	6	...	...	PUNCT
fueconorg-562	69	7	,	,	PUNCT
fueconorg-562	70	1	0,	0,	PROPN
fueconorg-562	70	2			PROPN
fueconorg-562	70	3			NUM
fueconorg-562	70	4	max	max	PROPN
fueconorg-562	70	5	(	(	PUNCT
fueconorg-562	70	6	,	,	PUNCT
fueconorg-562	70	7	)	)	PUNCT
fueconorg-562	70	8	1	1	NUM
fueconorg-562	70	9	(	(	PUNCT
fueconorg-562	70	10	)	)	PUNCT
fueconorg-562	70	11	1	1	NUM
fueconorg-562	70	12	u	u	NOUN
fueconorg-562	71	1	i	i	PRON
fueconorg-562	71	2	i	i	PRON
fueconorg-562	72	1	i	i	VERB
fueconorg-562	72	2			PRON
fueconorg-562	72	3			X
fueconorg-562	72	4			PROPN
fueconorg-562	72	5			PROPN
fueconorg-562	72	6			ADV
fueconorg-562	72	7			PROPN
fueconorg-562	72	8	.	.	PUNCT
fueconorg-562	73	1	if	if	SCONJ
fueconorg-562	73	2	the	the	DET
fueconorg-562	73	3	series	series	PROPN
fueconorg-562	73	4	t	t	PROPN
fueconorg-562	73	5	is	be	AUX
fueconorg-562	73	6	a	a	DET
fueconorg-562	73	7	random	random	ADJ
fueconorg-562	73	8	variable	variable	NOUN
fueconorg-562	73	9	with	with	ADP
fueconorg-562	73	10	standardized	standardized	ADJ
fueconorg-562	73	11	normal	normal	ADJ
fueconorg-562	73	12	distribution	distribution	NOUN
fueconorg-562	73	13	,	,	PUNCT
fueconorg-562	73	14	i.e.	i.e.	X
fueconorg-562	73	15	t	t	X
fueconorg-562	73	16	:	:	PUNCT
fueconorg-562	73	17	n(0,1	n(0,1	X
fueconorg-562	73	18	)	)	PUNCT
fueconorg-562	73	19	then	then	ADV
fueconorg-562	73	20	conditional	conditional	ADJ
fueconorg-562	73	21	distribution	distribution	NOUN
fueconorg-562	73	22	of	of	ADP
fueconorg-562	73	23	random	random	ADJ
fueconorg-562	73	24	variable	variable	ADJ
fueconorg-562	73	25	rh+1	rh+1	NOUN
fueconorg-562	73	26	for	for	ADP
fueconorg-562	73	27	available	available	ADJ
fueconorg-562	73	28	data	datum	NOUN
fueconorg-562	73	29	with	with	ADP
fueconorg-562	73	30	the	the	DET
fueconorg-562	73	31	moment	moment	NOUN
fueconorg-562	73	32	h	h	PROPN
fueconorg-562	73	33	inclusive	inclusive	NOUN
fueconorg-562	73	34	,	,	PUNCT
fueconorg-562	73	35	also	also	ADV
fueconorg-562	73	36	has	have	VERB
fueconorg-562	73	37	a	a	DET
fueconorg-562	73	38	normal	normal	ADJ
fueconorg-562	73	39	distribution	distribution	NOUN
fueconorg-562	73	40	with	with	ADP
fueconorg-562	73	41	mean	mean	NOUN
fueconorg-562	73	42	ˆ	ˆ	PROPN
fueconorg-562	73	43	(	(	PUNCT
fueconorg-562	73	44	1)hr	1)hr	NUM
fueconorg-562	73	45	and	and	CCONJ
fueconorg-562	73	46	variance	variance	NOUN
fueconorg-562	73	47	2ˆ	2ˆ	NOUN
fueconorg-562	73	48	(	(	PUNCT
fueconorg-562	73	49	1)h	1)h	NUM
fueconorg-562	73	50	.	.	PUNCT
fueconorg-562	74	1	then	then	ADV
fueconorg-562	74	2	,	,	PUNCT
fueconorg-562	74	3	5%-quantile	5%-quantile	NUM
fueconorg-562	74	4	of	of	ADP
fueconorg-562	74	5	conditional	conditional	ADJ
fueconorg-562	74	6	distribution	distribution	NOUN
fueconorg-562	74	7	,	,	PUNCT
fueconorg-562	74	8	representing	represent	VERB
fueconorg-562	74	9	the	the	DET
fueconorg-562	74	10	estimation	estimation	NOUN
fueconorg-562	74	11	of	of	ADP
fueconorg-562	74	12	var	var	NOUN
fueconorg-562	74	13	at	at	ADP
fueconorg-562	74	14	95	95	NUM
fueconorg-562	74	15	%	%	NOUN
fueconorg-562	74	16	confidence	confidence	NOUN
fueconorg-562	74	17	level	level	NOUN
fueconorg-562	74	18	and	and	CCONJ
fueconorg-562	74	19	for	for	ADP
fueconorg-562	74	20	forecast	forecast	NOUN
fueconorg-562	74	21	horizon	horizon	NOUN
fueconorg-562	74	22	1	1	NUM
fueconorg-562	74	23	step	step	NOUN
fueconorg-562	74	24	ahead	ahead	ADV
fueconorg-562	74	25	,	,	PUNCT
fueconorg-562	74	26	is	be	AUX
fueconorg-562	74	27	computed	compute	VERB
fueconorg-562	74	28	as	as	ADP
fueconorg-562	74	29	:	:	PUNCT
fueconorg-562	74	30	ˆ	ˆ	X
fueconorg-562	74	31	ˆ(1	ˆ(1	PROPN
fueconorg-562	74	32	)	)	PUNCT
fueconorg-562	74	33	1,65	1,65	NUM
fueconorg-562	74	34	(	(	PUNCT
fueconorg-562	74	35	1).h	1).h	NUM
fueconorg-562	74	36	hr	hr	NOUN
fueconorg-562	74	37			NOUN
fueconorg-562	74	38	(	(	PUNCT
fueconorg-562	74	39	5	5	NUM
fueconorg-562	74	40	)	)	PUNCT
fueconorg-562	74	41	if	if	SCONJ
fueconorg-562	74	42	random	random	ADJ
fueconorg-562	74	43	variable	variable	NOUN
fueconorg-562	74	44	t	t	NOUN
fueconorg-562	74	45	has	have	VERB
fueconorg-562	74	46	student	student	NOUN
fueconorg-562	74	47	’s	’s	PART
fueconorg-562	74	48	t	t	NOUN
fueconorg-562	74	49	distribution	distribution	NOUN
fueconorg-562	74	50	,	,	PUNCT
fueconorg-562	74	51	with	with	ADP
fueconorg-562	74	52	υ	υ	PROPN
fueconorg-562	74	53	degrees	degree	NOUN
fueconorg-562	74	54	of	of	ADP
fueconorg-562	74	55	freedom	freedom	NOUN
fueconorg-562	74	56	,	,	PUNCT
fueconorg-562	74	57	then	then	ADV
fueconorg-562	74	58	the	the	DET
fueconorg-562	74	59	5%-quantile	5%-quantile	NUM
fueconorg-562	74	60	of	of	ADP
fueconorg-562	74	61	conditional	conditional	ADJ
fueconorg-562	74	62	distribution	distribution	NOUN
fueconorg-562	74	63	is	be	AUX
fueconorg-562	74	64	computed	compute	VERB
fueconorg-562	74	65	as	as	SCONJ
fueconorg-562	74	66	follows	follow	VERB
fueconorg-562	74	67	:	:	PUNCT
fueconorg-562	74	68	(	(	PUNCT
fueconorg-562	74	69	1	1	X
fueconorg-562	74	70	)	)	PUNCT
fueconorg-562	74	71	ˆ	ˆ	NOUN
fueconorg-562	74	72	ˆ(1	ˆ(1	PROPN
fueconorg-562	74	73	)	)	PUNCT
fueconorg-562	74	74	(	(	PUNCT
fueconorg-562	74	75	1	1	NUM
fueconorg-562	74	76	)	)	PUNCT
fueconorg-562	74	77	,	,	PUNCT
fueconorg-562	75	1	2	2	NUM
fueconorg-562	75	2	h	h	NOUN
fueconorg-562	75	3	h	h	NOUN
fueconorg-562	75	4	t	t	NOUN
fueconorg-562	75	5	p	p	NOUN
fueconorg-562	75	6	r	r	NOUN
fueconorg-562	75	7			NUM
fueconorg-562	75	8			PROPN
fueconorg-562	75	9			PRON
fueconorg-562	75	10			PROPN
fueconorg-562	75	11			NOUN
fueconorg-562	75	12			VERB
fueconorg-562	75	13			NOUN
fueconorg-562	75	14	(	(	PUNCT
fueconorg-562	75	15	6	6	NUM
fueconorg-562	75	16	)	)	PUNCT
fueconorg-562	75	17	where	where	SCONJ
fueconorg-562	75	18	(	(	PUNCT
fueconorg-562	75	19	1	1	X
fueconorg-562	75	20	)	)	PUNCT
fueconorg-562	75	21	t	t	NOUN
fueconorg-562	75	22	p	p	PROPN
fueconorg-562	75	23			NOUN
fueconorg-562	75	24	is	be	AUX
fueconorg-562	75	25	the	the	DET
fueconorg-562	75	26	corresponding	corresponding	ADJ
fueconorg-562	75	27	critical	critical	ADJ
fueconorg-562	75	28	value	value	NOUN
fueconorg-562	75	29	of	of	ADP
fueconorg-562	75	30	(	(	PUNCT
fueconorg-562	75	31	1	1	NUM
fueconorg-562	75	32			NOUN
fueconorg-562	75	33	p	p	NOUN
fueconorg-562	75	34	)	)	PUNCT
fueconorg-562	75	35	quantile	quantile	NOUN
fueconorg-562	75	36	from	from	ADP
fueconorg-562	75	37	t	t	PROPN
fueconorg-562	75	38	distribution	distribution	NOUN
fueconorg-562	75	39	with	with	ADP
fueconorg-562	75	40	υ	υ	PROPN
fueconorg-562	75	41	degrees	degree	NOUN
fueconorg-562	75	42	of	of	ADP
fueconorg-562	75	43	freedom	freedom	NOUN
fueconorg-562	75	44	.	.	PUNCT
fueconorg-562	76	1	garch(1,1	garch(1,1	NOUN
fueconorg-562	76	2	)	)	PUNCT
fueconorg-562	76	3	model	model	NOUN
fueconorg-562	76	4	has	have	VERB
fueconorg-562	76	5	the	the	DET
fueconorg-562	76	6	following	follow	VERB
fueconorg-562	76	7	form	form	NOUN
fueconorg-562	76	8	:	:	PUNCT
fueconorg-562	76	9	0	0	NUM
fueconorg-562	76	10	1	1	NUM
fueconorg-562	76	11	1	1	NUM
fueconorg-562	76	12	,	,	PUNCT
fueconorg-562	76	13	:	:	PUNCT
fueconorg-562	76	14	(	(	PUNCT
fueconorg-562	76	15	0,1	0,1	NUM
fueconorg-562	76	16	)	)	PUNCT
fueconorg-562	76	17	p	p	X
fueconorg-562	77	1	q	q	X
fueconorg-562	77	2	t	t	NOUN
fueconorg-562	78	1	i	i	PRON
fueconorg-562	78	2	t	t	X
fueconorg-562	79	1	i	i	PRON
fueconorg-562	79	2	t	t	PROPN
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fueconorg-562	81	1	t	t	PROPN
fueconorg-562	81	2	j	j	PROPN
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fueconorg-562	82	2	j	j	PROPN
fueconorg-562	83	1	t	t	PROPN
fueconorg-562	83	2	t	t	PROPN
fueconorg-562	83	3	t	t	PROPN
fueconorg-562	83	4	t	t	NOUN
fueconorg-562	83	5	r	r	NOUN
fueconorg-562	83	6	r	r	NOUN
fueconorg-562	83	7	a	a	DET
fueconorg-562	83	8	a	a	DET
fueconorg-562	83	9	a	a	DET
fueconorg-562	83	10	n	n	CCONJ
fueconorg-562	83	11			NOUN
fueconorg-562	83	12			NOUN
fueconorg-562	83	13			X
fueconorg-562	83	14			PROPN
fueconorg-562	83	15			PROPN
fueconorg-562	83	16			PROPN
fueconorg-562	83	17			PROPN
fueconorg-562	83	18			VERB
fueconorg-562	83	19			PROPN
fueconorg-562	83	20			NUM
fueconorg-562	84	1			PROPN
fueconorg-562	84	2			ADV
fueconorg-562	84	3			VERB
fueconorg-562	84	4			PROPN
fueconorg-562	84	5			PROPN
fueconorg-562	84	6			X
fueconorg-562	84	7			X
fueconorg-562	84	8	(	(	PUNCT
fueconorg-562	84	9	7	7	X
fueconorg-562	84	10	)	)	SYM
fueconorg-562	84	11	2	2	NUM
fueconorg-562	84	12	2	2	NUM
fueconorg-562	84	13	2	2	NUM
fueconorg-562	84	14	0	0	NUM
fueconorg-562	84	15	1	1	NUM
fueconorg-562	84	16	1	1	NUM
fueconorg-562	84	17	1	1	NUM
fueconorg-562	84	18	1.t	1.t	NUM
fueconorg-562	84	19	t	t	NOUN
fueconorg-562	84	20	ta	ta	NOUN
fueconorg-562	84	21			X
fueconorg-562	84	22			X
fueconorg-562	84	23			PROPN
fueconorg-562	84	24			PROPN
fueconorg-562	84	25			PROPN
fueconorg-562	84	26			PUNCT
fueconorg-562	84	27			X
fueconorg-562	84	28	(	(	PUNCT
fueconorg-562	84	29	8)	8)	NUM
fueconorg-562	84	30	if	if	SCONJ
fueconorg-562	84	31	the	the	DET
fueconorg-562	84	32	model	model	NOUN
fueconorg-562	84	33	garch(1,1	garch(1,1	NOUN
fueconorg-562	84	34	)	)	PUNCT
fueconorg-562	84	35	satisfies	satisfy	VERB
fueconorg-562	84	36	the	the	DET
fueconorg-562	84	37	parameters	parameter	NOUN
fueconorg-562	84	38	sum	sum	VERB
fueconorg-562	84	39	1	1	PUNCT
fueconorg-562	84	40	+	+	NUM
fueconorg-562	84	41	1	1	NOUN
fueconorg-562	84	42	=	=	SYM
fueconorg-562	84	43	1	1	NUM
fueconorg-562	84	44	,	,	PUNCT
fueconorg-562	84	45	then	then	ADV
fueconorg-562	84	46	the	the	DET
fueconorg-562	84	47	model	model	NOUN
fueconorg-562	84	48	describes	describe	VERB
fueconorg-562	84	49	the	the	DET
fueconorg-562	84	50	process	process	NOUN
fueconorg-562	84	51	of	of	ADP
fueconorg-562	84	52	unlimited	unlimited	ADJ
fueconorg-562	84	53	growth	growth	NOUN
fueconorg-562	84	54	of	of	ADP
fueconorg-562	84	55	conditional	conditional	ADJ
fueconorg-562	84	56	variability	variability	NOUN
fueconorg-562	84	57	.	.	PUNCT
fueconorg-562	85	1	such	such	DET
fueconorg-562	85	2	a	a	DET
fueconorg-562	85	3	model	model	NOUN
fueconorg-562	85	4	is	be	AUX
fueconorg-562	85	5	known	know	VERB
fueconorg-562	85	6	as	as	ADP
fueconorg-562	85	7	integrated	integrated	ADJ
fueconorg-562	85	8	garch	garch	NOUN
fueconorg-562	85	9	model	model	NOUN
fueconorg-562	85	10	–	–	PUNCT
fueconorg-562	85	11	igarch(1,1	igarch(1,1	NOUN
fueconorg-562	85	12	)	)	PUNCT
fueconorg-562	85	13	.	.	PUNCT
fueconorg-562	86	1	it	it	PRON
fueconorg-562	86	2	is	be	AUX
fueconorg-562	86	3	in	in	ADP
fueconorg-562	86	4	the	the	DET
fueconorg-562	86	5	basis	basis	NOUN
fueconorg-562	86	6	of	of	ADP
fueconorg-562	86	7	var	var	PROPN
fueconorg-562	86	8	estimation	estimation	NOUN
fueconorg-562	86	9	,	,	PUNCT
fueconorg-562	86	10	representing	represent	VERB
fueconorg-562	86	11	the	the	DET
fueconorg-562	86	12	standard	standard	ADJ
fueconorg-562	86	13	approach	approach	NOUN
fueconorg-562	86	14	to	to	ADP
fueconorg-562	86	15	risk	risk	NOUN
fueconorg-562	86	16	measuring	measure	VERB
fueconorg-562	86	17	–	–	PUNCT
fueconorg-562	86	18	riskmetrics	riskmetric	NOUN
fueconorg-562	86	19	.	.	PUNCT
fueconorg-562	87	1	this	this	DET
fueconorg-562	87	2	methodology	methodology	NOUN
fueconorg-562	87	3	was	be	AUX
fueconorg-562	87	4	developed	develop	VERB
fueconorg-562	87	5	by	by	ADP
fueconorg-562	87	6	company	company	NOUN
fueconorg-562	87	7	j.	j.	PROPN
fueconorg-562	87	8	p.	p.	PROPN
fueconorg-562	87	9	morgan	morgan	PROPN
fueconorg-562	87	10	(	(	PUNCT
fueconorg-562	87	11	longerstaey	longerstaey	PROPN
fueconorg-562	87	12	,	,	PUNCT
fueconorg-562	87	13	1995	1995	NUM
fueconorg-562	87	14	)	)	PUNCT
fueconorg-562	87	15	,	,	PUNCT
fueconorg-562	87	16	and	and	CCONJ
fueconorg-562	87	17	it	it	PRON
fueconorg-562	87	18	implies	imply	VERB
fueconorg-562	87	19	that	that	SCONJ
fueconorg-562	87	20	conditional	conditional	ADJ
fueconorg-562	87	21	distribution	distribution	NOUN
fueconorg-562	87	22	of	of	ADP
fueconorg-562	87	23	the	the	DET
fueconorg-562	87	24	series	series	NOUN
fueconorg-562	87	25	of	of	ADP
fueconorg-562	87	26	log	log	PROPN
fueconorg-562	87	27	daily	daily	ADJ
fueconorg-562	87	28	returns	return	NOUN
fueconorg-562	87	29	is	be	AUX
fueconorg-562	87	30	2	2	NUM
fueconorg-562	87	31	1	1	NUM
fueconorg-562	87	32	:	:	PUNCT
fueconorg-562	87	33	(	(	PUNCT
fueconorg-562	87	34	,	,	PUNCT
fueconorg-562	87	35	)	)	PUNCT
fueconorg-562	87	36	t	t	PROPN
fueconorg-562	87	37	t	t	PROPN
fueconorg-562	87	38	t	t	PROPN
fueconorg-562	87	39	tr	tr	NOUN
fueconorg-562	87	40	n	n	NOUN
fueconorg-562	87	41			NOUN
fueconorg-562	87	42			NOUN
fueconorg-562	87	43	,	,	PUNCT
fueconorg-562	87	44	where	where	SCONJ
fueconorg-562	87	45	t	t	PROPN
fueconorg-562	87	46	is	be	AUX
fueconorg-562	87	47	conditional	conditional	ADJ
fueconorg-562	87	48	mean	mean	NOUN
fueconorg-562	87	49	,	,	PUNCT
fueconorg-562	87	50	and	and	CCONJ
fueconorg-562	87	51	t	t	PRON
fueconorg-562	87	52	2	2	NUM
fueconorg-562	87	53	is	be	AUX
fueconorg-562	87	54	conditional	conditional	ADJ
fueconorg-562	87	55	variance	variance	NOUN
fueconorg-562	87	56	of	of	ADP
fueconorg-562	87	57	series	series	PROPN
fueconorg-562	87	58	rt	rt	PROPN
fueconorg-562	87	59	.	.	PUNCT
fueconorg-562	88	1	the	the	DET
fueconorg-562	88	2	following	follow	VERB
fueconorg-562	88	3	relations	relation	NOUN
fueconorg-562	88	4	are	be	AUX
fueconorg-562	88	5	valid	valid	ADJ
fueconorg-562	88	6	for	for	ADP
fueconorg-562	88	7	them	they	PRON
fueconorg-562	88	8	:	:	PUNCT
fueconorg-562	88	9	2	2	NUM
fueconorg-562	88	10	2	2	NUM
fueconorg-562	88	11	2	2	NUM
fueconorg-562	88	12	1	1	NUM
fueconorg-562	88	13	10	10	NUM
fueconorg-562	88	14	,	,	PUNCT
fueconorg-562	88	15	(	(	PUNCT
fueconorg-562	88	16	1	1	NUM
fueconorg-562	88	17	)	)	PUNCT
fueconorg-562	88	18	,	,	PUNCT
fueconorg-562	88	19	0	0	NUM
fueconorg-562	88	20	1.t	1.t	NUM
fueconorg-562	88	21	t	t	NOUN
fueconorg-562	88	22	t	t	NOUN
fueconorg-562	88	23	tr	tr	PROPN
fueconorg-562	88	24			PROPN
fueconorg-562	88	25			ADV
fueconorg-562	88	26			NOUN
fueconorg-562	88	27			CCONJ
fueconorg-562	88	28			PROPN
fueconorg-562	88	29			ADJ
fueconorg-562	88	30			ADJ
fueconorg-562	88	31			PROPN
fueconorg-562	88	32			PROPN
fueconorg-562	88	33			PROPN
fueconorg-562	88	34	(	(	PUNCT
fueconorg-562	88	35	9	9	X
fueconorg-562	88	36	)	)	PUNCT
fueconorg-562	88	37	volatility	volatility	NOUN
fueconorg-562	88	38	forecast	forecast	NOUN
fueconorg-562	88	39	for	for	ADP
fueconorg-562	88	40	one	one	NUM
fueconorg-562	88	41	period	period	NOUN
fueconorg-562	88	42	ahead	ahead	ADV
fueconorg-562	88	43	in	in	ADP
fueconorg-562	88	44	time	time	NOUN
fueconorg-562	88	45	shows	show	VERB
fueconorg-562	88	46	that	that	SCONJ
fueconorg-562	88	47	2	2	NUM
fueconorg-562	88	48	2	2	NUM
fueconorg-562	88	49	2	2	NUM
fueconorg-562	88	50	1	1	NUM
fueconorg-562	88	51	(	(	PUNCT
fueconorg-562	88	52	1	1	X
fueconorg-562	88	53	)	)	PUNCT
fueconorg-562	88	54	.t	.t	PROPN
fueconorg-562	88	55	t	t	PROPN
fueconorg-562	88	56	tr	tr	PROPN
fueconorg-562	88	57			ADV
fueconorg-562	88	58			VERB
fueconorg-562	88	59			NUM
fueconorg-562	88	60			ADV
fueconorg-562	88	61			VERB
fueconorg-562	88	62	the	the	DET
fueconorg-562	88	63	previous	previous	ADJ
fueconorg-562	88	64	relation	relation	NOUN
fueconorg-562	88	65	indicates	indicate	VERB
fueconorg-562	88	66	that	that	SCONJ
fueconorg-562	88	67	2	2	NUM
fueconorg-562	88	68	1	1	NUM
fueconorg-562	88	69	(	(	PUNCT
fueconorg-562	88	70	)	)	PUNCT
fueconorg-562	88	71	t	t	NOUN
fueconorg-562	88	72	i	i	PRON
fueconorg-562	88	73	t	t	PROPN
fueconorg-562	88	74	tvar	tvar	NOUN
fueconorg-562	88	75	r	r	NOUN
fueconorg-562	88	76			NOUN
fueconorg-562	88	77			ADV
fueconorg-562	88	78			NOUN
fueconorg-562	88	79	for	for	ADP
fueconorg-562	88	80	i	i	PRON
fueconorg-562	88	81			NUM
fueconorg-562	88	82	1	1	NUM
fueconorg-562	88	83	,	,	PUNCT
fueconorg-562	88	84	and	and	CCONJ
fueconorg-562	88	85	therefore	therefore	ADV
fueconorg-562	88	86	,	,	PUNCT
fueconorg-562	88	87	2	2	NUM
fueconorg-562	88	88	2	2	NUM
fueconorg-562	88	89	1	1	NUM
fueconorg-562	88	90	[	[	PUNCT
fueconorg-562	88	91	]	]	X
fueconorg-562	88	92	t	t	X
fueconorg-562	88	93	tk	tk	PROPN
fueconorg-562	88	94	k	k	PROPN
fueconorg-562	88	95			PROPN
fueconorg-562	88	96			ADJ
fueconorg-562	88	97	.	.	PUNCT
fueconorg-562	89	1	if	if	SCONJ
fueconorg-562	89	2	the	the	DET
fueconorg-562	89	3	significance	significance	NOUN
fueconorg-562	89	4	level	level	NOUN
fueconorg-562	89	5	is	be	AUX
fueconorg-562	89	6	5	5	NUM
fueconorg-562	89	7	%	%	NOUN
fueconorg-562	89	8	,	,	PUNCT
fueconorg-562	89	9	portfolio	portfolio	NOUN
fueconorg-562	89	10	risk	risk	NOUN
fueconorg-562	89	11	according	accord	VERB
fueconorg-562	89	12	to	to	ADP
fueconorg-562	89	13	riskmetrics	riskmetric	NOUN
fueconorg-562	89	14	methodology	methodology	NOUN
fueconorg-562	89	15	is	be	AUX
fueconorg-562	89	16	computed	compute	VERB
fueconorg-562	89	17	using	use	VERB
fueconorg-562	89	18	formula	formula	NOUN
fueconorg-562	89	19	1,65t+1	1,65t+1	NUM
fueconorg-562	89	20	,	,	PUNCT
fueconorg-562	89	21	i.e.	i.e.	X
fueconorg-562	89	22	daily	daily	ADJ
fueconorg-562	89	23	var	var	NOUN
fueconorg-562	89	24	value	value	NOUN
fueconorg-562	89	25	of	of	ADP
fueconorg-562	89	26	the	the	DET
fueconorg-562	89	27	portfolio	portfolio	NOUN
fueconorg-562	89	28	is	be	AUX
fueconorg-562	89	29	11,65	11,65	NUM
fueconorg-562	89	30	.tvar	.tvar	ADV
fueconorg-562	89	31	valueof	valueof	ADV
fueconorg-562	89	32	financial	financial	ADJ
fueconorg-562	89	33	position	position	NOUN
fueconorg-562	89	34			PROPN
fueconorg-562	89	35			ADJ
fueconorg-562	89	36			NOUN
fueconorg-562	89	37	(	(	PUNCT
fueconorg-562	89	38	10	10	NUM
fueconorg-562	89	39	)	)	PUNCT
fueconorg-562	89	40	value	value	NOUN
fueconorg-562	89	41	at	at	ADP
fueconorg-562	89	42	risk	risk	NOUN
fueconorg-562	89	43	measuring	measuring	NOUN
fueconorg-562	89	44	and	and	CCONJ
fueconorg-562	89	45	extreme	extreme	ADJ
fueconorg-562	89	46	value	value	NOUN
fueconorg-562	89	47	theory	theory	NOUN
fueconorg-562	89	48	:	:	PUNCT
fueconorg-562	89	49	evidence	evidence	NOUN
fueconorg-562	89	50	from	from	ADP
fueconorg-562	89	51	montenegro	montenegro	PROPN
fueconorg-562	89	52	179	179	NUM
fueconorg-562	89	53	1.2	1.2	NUM
fueconorg-562	89	54	.	.	PUNCT
fueconorg-562	90	1	quantile	quantile	ADJ
fueconorg-562	90	2	estimation	estimation	NOUN
fueconorg-562	90	3	(	(	PUNCT
fueconorg-562	90	4	historical	historical	ADJ
fueconorg-562	90	5	simulation	simulation	NOUN
fueconorg-562	90	6	)	)	PUNCT
fueconorg-562	90	7	historical	historical	ADJ
fueconorg-562	90	8	simulation	simulation	NOUN
fueconorg-562	90	9	begins	begin	VERB
fueconorg-562	90	10	from	from	ADP
fueconorg-562	90	11	the	the	DET
fueconorg-562	90	12	assumption	assumption	NOUN
fueconorg-562	90	13	that	that	PRON
fueconorg-562	90	14	return	return	VERB
fueconorg-562	90	15	distribution	distribution	NOUN
fueconorg-562	90	16	in	in	ADP
fueconorg-562	90	17	the	the	DET
fueconorg-562	90	18	forecast	forecast	NOUN
fueconorg-562	90	19	period	period	NOUN
fueconorg-562	90	20	is	be	AUX
fueconorg-562	90	21	the	the	DET
fueconorg-562	90	22	same	same	ADJ
fueconorg-562	90	23	as	as	ADP
fueconorg-562	90	24	in	in	ADP
fueconorg-562	90	25	the	the	DET
fueconorg-562	90	26	sampling	sampling	NOUN
fueconorg-562	90	27	period	period	NOUN
fueconorg-562	90	28	.	.	PUNCT
fueconorg-562	91	1	thus	thus	ADV
fueconorg-562	91	2	,	,	PUNCT
fueconorg-562	91	3	the	the	DET
fueconorg-562	91	4	given	give	VERB
fueconorg-562	91	5	return	return	NOUN
fueconorg-562	91	6	values	value	NOUN
fueconorg-562	91	7	of	of	ADP
fueconorg-562	91	8	the	the	DET
fueconorg-562	91	9	sample	sample	NOUN
fueconorg-562	91	10	are	be	AUX
fueconorg-562	91	11	arranged	arrange	VERB
fueconorg-562	91	12	according	accord	VERB
fueconorg-562	91	13	to	to	ADP
fueconorg-562	91	14	size	size	NOUN
fueconorg-562	91	15	into	into	ADP
fueconorg-562	91	16	a	a	DET
fueconorg-562	91	17	growing	grow	VERB
fueconorg-562	91	18	series	series	NOUN
fueconorg-562	91	19	in	in	ADP
fueconorg-562	91	20	the	the	DET
fueconorg-562	91	21	form	form	NOUN
fueconorg-562	91	22	(	(	PUNCT
fueconorg-562	91	23	1	1	NUM
fueconorg-562	91	24	)	)	PUNCT
fueconorg-562	91	25	(	(	PUNCT
fueconorg-562	91	26	2	2	NUM
fueconorg-562	91	27	)	)	PUNCT
fueconorg-562	91	28	(	(	PUNCT
fueconorg-562	91	29	)	)	PUNCT
fueconorg-562	91	30	...	...	PUNCT
fueconorg-562	92	1	nr	nr	PRON
fueconorg-562	92	2	r	r	NOUN
fueconorg-562	92	3	r	r	VERB
fueconorg-562	92	4			NOUN
fueconorg-562	92	5			NOUN
fueconorg-562	92	6	with	with	ADP
fueconorg-562	92	7	the	the	DET
fueconorg-562	92	8	first	first	ADJ
fueconorg-562	92	9	minimal	minimal	ADJ
fueconorg-562	92	10	and	and	CCONJ
fueconorg-562	92	11	last	last	ADJ
fueconorg-562	92	12	maximal	maximal	ADJ
fueconorg-562	92	13	value	value	NOUN
fueconorg-562	92	14	.	.	PUNCT
fueconorg-562	93	1	let	let	VERB
fueconorg-562	93	2	us	we	PRON
fueconorg-562	93	3	assume	assume	VERB
fueconorg-562	93	4	that	that	SCONJ
fueconorg-562	93	5	returns	return	NOUN
fueconorg-562	93	6	are	be	AUX
fueconorg-562	93	7	independent	independent	ADJ
fueconorg-562	93	8	and	and	CCONJ
fueconorg-562	93	9	identically	identically	ADV
fueconorg-562	93	10	distributed	distribute	VERB
fueconorg-562	93	11	random	random	ADJ
fueconorg-562	93	12	variables	variable	NOUN
fueconorg-562	93	13	with	with	ADP
fueconorg-562	93	14	constant	constant	ADJ
fueconorg-562	93	15	distribution	distribution	NOUN
fueconorg-562	93	16	whose	whose	DET
fueconorg-562	93	17	probability	probability	NOUN
fueconorg-562	93	18	density	density	NOUN
fueconorg-562	93	19	function	function	NOUN
fueconorg-562	93	20	is	be	AUX
fueconorg-562	93	21	f(x	f(x	PROPN
fueconorg-562	93	22	)	)	PUNCT
fueconorg-562	93	23	,	,	PUNCT
fueconorg-562	93	24	and	and	CCONJ
fueconorg-562	93	25	corresponding	correspond	VERB
fueconorg-562	93	26	function	function	NOUN
fueconorg-562	93	27	of	of	ADP
fueconorg-562	93	28	cumulative	cumulative	ADJ
fueconorg-562	93	29	distribution	distribution	NOUN
fueconorg-562	93	30	f(x	f(x	PROPN
fueconorg-562	93	31	)	)	PUNCT
fueconorg-562	93	32	.	.	PUNCT
fueconorg-562	94	1	let	let	VERB
fueconorg-562	94	2	xp	xp	INTJ
fueconorg-562	94	3	be	be	AUX
fueconorg-562	94	4	p	p	NOUN
fueconorg-562	94	5	-	-	NOUN
fueconorg-562	94	6	quantile	quantile	NOUN
fueconorg-562	94	7	of	of	ADP
fueconorg-562	94	8	the	the	DET
fueconorg-562	94	9	function	function	NOUN
fueconorg-562	94	10	f(x	f(x	PROPN
fueconorg-562	94	11	)	)	PUNCT
fueconorg-562	94	12	.	.	PUNCT
fueconorg-562	95	1	if	if	SCONJ
fueconorg-562	95	2	f(xp	f(xp	NOUN
fueconorg-562	95	3	)	)	PUNCT
fueconorg-562	95	4			NOUN
fueconorg-562	95	5	0	0	NUM
fueconorg-562	95	6	,	,	PUNCT
fueconorg-562	95	7	then	then	ADV
fueconorg-562	95	8	the	the	DET
fueconorg-562	95	9	statistic	statistic	NOUN
fueconorg-562	95	10	r(l	r(l	NOUN
fueconorg-562	95	11	)	)	PUNCT
fueconorg-562	95	12	,	,	PUNCT
fueconorg-562	95	13	where	where	SCONJ
fueconorg-562	95	14	l	l	NOUN
fueconorg-562	95	15	=	=	SYM
fueconorg-562	95	16	np	np	PROPN
fueconorg-562	95	17	,	,	PUNCT
fueconorg-562	95	18	0	0	PUNCT
fueconorg-562	95	19	<	<	X
fueconorg-562	95	20	p	p	X
fueconorg-562	95	21	<	<	X
fueconorg-562	95	22	1	1	NUM
fueconorg-562	95	23	,	,	PUNCT
fueconorg-562	95	24	has	have	VERB
fueconorg-562	95	25	approximately	approximately	ADV
fueconorg-562	95	26	normal	normal	ADJ
fueconorg-562	95	27	distribution	distribution	NOUN
fueconorg-562	95	28	with	with	ADP
fueconorg-562	95	29	mean	mean	ADJ
fueconorg-562	95	30	value	value	NOUN
fueconorg-562	95	31	xp	xp	NOUN
fueconorg-562	95	32	and	and	CCONJ
fueconorg-562	95	33	variance	variance	VERB
fueconorg-562	95	34	2(1	2(1	NUM
fueconorg-562	95	35	)	)	PUNCT
fueconorg-562	95	36	/	/	PUNCT
fueconorg-562	96	1	[	[	PUNCT
fueconorg-562	96	2	(	(	PUNCT
fueconorg-562	96	3	)	)	PUNCT
fueconorg-562	96	4	]	]	X
fueconorg-562	96	5	pp	pp	PROPN
fueconorg-562	96	6	p	p	PROPN
fueconorg-562	96	7	n	n	PROPN
fueconorg-562	96	8	f	f	PROPN
fueconorg-562	96	9	x	x	PROPN
fueconorg-562	96	10	,	,	PUNCT
fueconorg-562	96	11	i.e.	i.e.	X
fueconorg-562	96	12	(	(	PUNCT
fueconorg-562	96	13	)	)	PUNCT
fueconorg-562	96	14	2	2	NUM
fueconorg-562	96	15	(	(	PUNCT
fueconorg-562	96	16	1	1	NUM
fueconorg-562	96	17	)	)	PUNCT
fueconorg-562	96	18	:	:	PUNCT
fueconorg-562	96	19	(	(	PUNCT
fueconorg-562	96	20	,	,	PUNCT
fueconorg-562	96	21	)	)	PUNCT
fueconorg-562	96	22	,	,	PUNCT
fueconorg-562	96	23	.	.	PUNCT
fueconorg-562	97	1	(	(	PUNCT
fueconorg-562	97	2	)	)	PUNCT
fueconorg-562	97	3	l	l	NOUN
fueconorg-562	98	1	p	p	NOUN
fueconorg-562	98	2	p	p	X
fueconorg-562	98	3	p	p	X
fueconorg-562	98	4	p	p	NOUN
fueconorg-562	98	5	r	r	NOUN
fueconorg-562	98	6	n	n	NOUN
fueconorg-562	98	7	x	x	NOUN
fueconorg-562	98	8	l	l	NOUN
fueconorg-562	98	9	np	np	INTJ
fueconorg-562	98	10	nf	nf	INTJ
fueconorg-562	98	11	x	x	PUNCT
fueconorg-562	98	12			NOUN
fueconorg-562	98	13			NUM
fueconorg-562	98	14	(	(	PUNCT
fueconorg-562	98	15	11	11	NUM
fueconorg-562	98	16	)	)	PUNCT
fueconorg-562	98	17	1.3	1.3	NUM
fueconorg-562	98	18	.	.	PUNCT
fueconorg-562	99	1	extreme	extreme	ADJ
fueconorg-562	99	2	value	value	NOUN
fueconorg-562	99	3	theory	theory	NOUN
fueconorg-562	99	4	–	–	PUNCT
fueconorg-562	99	5	peak	peak	NOUN
fueconorg-562	99	6	over	over	ADP
fueconorg-562	99	7	threshold	threshold	NOUN
fueconorg-562	99	8	method	method	NOUN
fueconorg-562	99	9	(	(	PUNCT
fueconorg-562	99	10	pot	pot	NOUN
fueconorg-562	99	11	)	)	PUNCT
fueconorg-562	99	12	the	the	DET
fueconorg-562	99	13	extreme	extreme	ADJ
fueconorg-562	99	14	value	value	NOUN
fueconorg-562	99	15	theory	theory	NOUN
fueconorg-562	99	16	is	be	AUX
fueconorg-562	99	17	a	a	DET
fueconorg-562	99	18	very	very	ADV
fueconorg-562	99	19	good	good	ADJ
fueconorg-562	99	20	methodological	methodological	ADJ
fueconorg-562	99	21	frame	frame	NOUN
fueconorg-562	99	22	for	for	ADP
fueconorg-562	99	23	the	the	DET
fueconorg-562	99	24	research	research	NOUN
fueconorg-562	99	25	of	of	ADP
fueconorg-562	99	26	the	the	DET
fueconorg-562	99	27	trend	trend	NOUN
fueconorg-562	99	28	of	of	ADP
fueconorg-562	99	29	distribution	distribution	NOUN
fueconorg-562	99	30	tail	tail	NOUN
fueconorg-562	99	31	.	.	PUNCT
fueconorg-562	100	1	if	if	SCONJ
fueconorg-562	100	2	we	we	PRON
fueconorg-562	100	3	consider	consider	VERB
fueconorg-562	100	4	the	the	DET
fueconorg-562	100	5	problem	problem	NOUN
fueconorg-562	100	6	of	of	ADP
fueconorg-562	100	7	sample	sample	NOUN
fueconorg-562	100	8	maximum	maximum	NOUN
fueconorg-562	100	9	,	,	PUNCT
fueconorg-562	100	10	we	we	PRON
fueconorg-562	100	11	come	come	VERB
fueconorg-562	100	12	to	to	ADP
fueconorg-562	100	13	the	the	DET
fueconorg-562	100	14	main	main	ADJ
fueconorg-562	100	15	mathematical	mathematical	ADJ
fueconorg-562	100	16	problem	problem	NOUN
fueconorg-562	100	17	which	which	PRON
fueconorg-562	100	18	is	be	AUX
fueconorg-562	100	19	in	in	ADP
fueconorg-562	100	20	the	the	DET
fueconorg-562	100	21	basis	basis	NOUN
fueconorg-562	100	22	of	of	ADP
fueconorg-562	100	23	the	the	DET
fueconorg-562	100	24	extreme	extreme	ADJ
fueconorg-562	100	25	value	value	NOUN
fueconorg-562	100	26	theory	theory	NOUN
fueconorg-562	100	27	.	.	PUNCT
fueconorg-562	101	1	let	let	VERB
fueconorg-562	101	2	x1	x1	NUM
fueconorg-562	101	3	,	,	PUNCT
fueconorg-562	101	4	x2	x2	PROPN
fueconorg-562	101	5	,	,	PUNCT
fueconorg-562	101	6	...	...	PUNCT
fueconorg-562	101	7	be	be	AUX
fueconorg-562	101	8	the	the	DET
fueconorg-562	101	9	series	series	NOUN
fueconorg-562	101	10	of	of	ADP
fueconorg-562	101	11	independent	independent	ADJ
fueconorg-562	101	12	,	,	PUNCT
fueconorg-562	101	13	non	non	ADJ
fueconorg-562	101	14	-	-	ADJ
fueconorg-562	101	15	degenerate	degenerate	ADJ
fueconorg-562	101	16	random	random	ADJ
fueconorg-562	101	17	variables	variable	NOUN
fueconorg-562	101	18	having	have	VERB
fueconorg-562	101	19	an	an	DET
fueconorg-562	101	20	even	even	ADJ
fueconorg-562	101	21	distribution	distribution	NOUN
fueconorg-562	101	22	,	,	PUNCT
fueconorg-562	101	23	with	with	ADP
fueconorg-562	101	24	the	the	DET
fueconorg-562	101	25	common	common	ADJ
fueconorg-562	101	26	distribution	distribution	NOUN
fueconorg-562	101	27	function	function	NOUN
fueconorg-562	101	28	f.	f.	PROPN
fueconorg-562	101	29	let	let	VERB
fueconorg-562	101	30	us	we	PRON
fueconorg-562	101	31	observe	observe	VERB
fueconorg-562	101	32	the	the	DET
fueconorg-562	101	33	maximum	maximum	ADJ
fueconorg-562	101	34	values	value	NOUN
fueconorg-562	101	35	of	of	ADP
fueconorg-562	101	36	variables	variable	NOUN
fueconorg-562	101	37	(	(	PUNCT
fueconorg-562	101	38	m1	m1	PROPN
fueconorg-562	101	39	=	=	SYM
fueconorg-562	101	40	x1	x1	PROPN
fueconorg-562	101	41	)	)	PUNCT
fueconorg-562	101	42	1max	1max	NUM
fueconorg-562	101	43	(	(	PUNCT
fueconorg-562	101	44	,	,	PUNCT
fueconorg-562	101	45	...	...	PUNCT
fueconorg-562	101	46	,	,	PUNCT
fueconorg-562	101	47	)	)	PUNCT
fueconorg-562	101	48	,	,	PUNCT
fueconorg-562	101	49	n	n	PRON
fueconorg-562	101	50	nm	nm	NOUN
fueconorg-562	101	51	x	x	X
fueconorg-562	101	52	x	x	X
fueconorg-562	101	53	(	(	PUNCT
fueconorg-562	101	54	12	12	NUM
fueconorg-562	101	55	)	)	PUNCT
fueconorg-562	101	56	where	where	SCONJ
fueconorg-562	101	57	2n	2n	ADJ
fueconorg-562	101	58			NUM
fueconorg-562	101	59	.	.	PUNCT
fueconorg-562	102	1	for	for	ADP
fueconorg-562	102	2	the	the	DET
fueconorg-562	102	3	joint	joint	ADJ
fueconorg-562	102	4	limiting	limit	VERB
fueconorg-562	102	5	distribution	distribution	NOUN
fueconorg-562	102	6	function	function	NOUN
fueconorg-562	102	7	of	of	ADP
fueconorg-562	102	8	maxima	maxima	PROPN
fueconorg-562	102	9	mn	mn	PROPN
fueconorg-562	102	10	,	,	PUNCT
fueconorg-562	102	11	based	base	VERB
fueconorg-562	102	12	on	on	ADP
fueconorg-562	102	13	the	the	DET
fueconorg-562	102	14	character	character	NOUN
fueconorg-562	102	15	of	of	ADP
fueconorg-562	102	16	their	their	PRON
fueconorg-562	102	17	independence	independence	NOUN
fueconorg-562	102	18	,	,	PUNCT
fueconorg-562	102	19	it	it	PRON
fueconorg-562	102	20	is	be	AUX
fueconorg-562	102	21	:	:	PUNCT
fueconorg-562	102	22	1	1	NUM
fueconorg-562	102	23	1	1	NUM
fueconorg-562	102	24	1	1	NUM
fueconorg-562	102	25	(	(	PUNCT
fueconorg-562	102	26	)	)	PUNCT
fueconorg-562	102	27	(	(	PUNCT
fueconorg-562	102	28	,	,	PUNCT
fueconorg-562	102	29	...	...	PUNCT
fueconorg-562	102	30	,	,	PUNCT
fueconorg-562	102	31	)	)	PUNCT
fueconorg-562	102	32	(	(	PUNCT
fueconorg-562	102	33	)	)	PUNCT
fueconorg-562	102	34	(	(	PUNCT
fueconorg-562	102	35	)	)	PUNCT
fueconorg-562	102	36	(	(	PUNCT
fueconorg-562	102	37	)	)	PUNCT
fueconorg-562	102	38	.	.	PUNCT
fueconorg-562	103	1	n	n	CCONJ
fueconorg-562	103	2	n	n	CCONJ
fueconorg-562	103	3	n	n	CCONJ
fueconorg-562	103	4	n	n	CCONJ
fueconorg-562	103	5	n	n	NOUN
fueconorg-562	104	1	i	i	PRON
fueconorg-562	104	2	i	i	PRON
fueconorg-562	104	3	i	i	PRON
fueconorg-562	104	4	p	p	VERB
fueconorg-562	104	5	m	m	VERB
fueconorg-562	104	6	x	x	X
fueconorg-562	104	7	p	p	X
fueconorg-562	104	8	x	x	X
fueconorg-562	104	9	x	x	PUNCT
fueconorg-562	104	10	x	x	X
fueconorg-562	104	11	x	x	X
fueconorg-562	104	12	p	p	X
fueconorg-562	104	13	x	x	X
fueconorg-562	104	14	x	x	X
fueconorg-562	104	15	f	f	NOUN
fueconorg-562	104	16	x	x	SYM
fueconorg-562	104	17	f	f	NOUN
fueconorg-562	104	18	x	x	X
fueconorg-562	104	19			NUM
fueconorg-562	104	20			NUM
fueconorg-562	104	21			NUM
fueconorg-562	104	22			NUM
fueconorg-562	104	23			NUM
fueconorg-562	104	24			NOUN
fueconorg-562	104	25			NUM
fueconorg-562	104	26			NUM
fueconorg-562	104	27			NUM
fueconorg-562	104	28			ADJ
fueconorg-562	104	29			PROPN
fueconorg-562	104	30	(	(	PUNCT
fueconorg-562	104	31	13	13	NUM
fueconorg-562	104	32	)	)	PUNCT
fueconorg-562	104	33	we	we	PRON
fueconorg-562	104	34	will	will	AUX
fueconorg-562	104	35	mark	mark	VERB
fueconorg-562	104	36	the	the	DET
fueconorg-562	104	37	right	right	ADJ
fueconorg-562	104	38	end	end	NOUN
fueconorg-562	104	39	of	of	ADP
fueconorg-562	104	40	distribution	distribution	NOUN
fueconorg-562	104	41	f	f	PROPN
fueconorg-562	104	42	with	with	ADP
fueconorg-562	104	43	sup	sup	PROPN
fueconorg-562	104	44	(	(	PUNCT
fueconorg-562	104	45	:	:	PUNCT
fueconorg-562	104	46	(	(	PUNCT
fueconorg-562	104	47	)	)	PUNCT
fueconorg-562	104	48	1).fx	1).fx	NUM
fueconorg-562	104	49	x	x	SYM
fueconorg-562	104	50	r	r	NOUN
fueconorg-562	104	51	f	f	PROPN
fueconorg-562	104	52	x	x	PROPN
fueconorg-562	105	1			PROPN
fueconorg-562	105	2			PROPN
fueconorg-562	105	3	(	(	PUNCT
fueconorg-562	105	4	14	14	NUM
fueconorg-562	105	5	)	)	PUNCT
fueconorg-562	105	6	then	then	ADV
fueconorg-562	105	7	,	,	PUNCT
fueconorg-562	105	8	for	for	ADP
fueconorg-562	105	9	every	every	DET
fueconorg-562	105	10	fx	fx	NOUN
fueconorg-562	105	11	x	x	INTJ
fueconorg-562	105	12	,	,	PUNCT
fueconorg-562	105	13	(	(	PUNCT
fueconorg-562	105	14	)	)	PUNCT
fueconorg-562	105	15	(	(	PUNCT
fueconorg-562	105	16	)	)	PUNCT
fueconorg-562	105	17	0	0	NUM
fueconorg-562	105	18	,	,	PUNCT
fueconorg-562	105	19	,	,	PUNCT
fueconorg-562	105	20	n	n	CCONJ
fueconorg-562	105	21	np	np	INTJ
fueconorg-562	105	22	m	m	NOUN
fueconorg-562	105	23	x	x	X
fueconorg-562	105	24	f	f	X
fueconorg-562	105	25	x	x	SYM
fueconorg-562	105	26	n	n	PROPN
fueconorg-562	105	27			PROPN
fueconorg-562	105	28			NOUN
fueconorg-562	105	29			NOUN
fueconorg-562	105	30	(	(	PUNCT
fueconorg-562	105	31	15	15	NUM
fueconorg-562	105	32	)	)	PUNCT
fueconorg-562	105	33	and	and	CCONJ
fueconorg-562	105	34	,	,	PUNCT
fueconorg-562	105	35	if	if	SCONJ
fueconorg-562	105	36	fx	fx	ADP
fueconorg-562	105	37			PROPN
fueconorg-562	105	38			VERB
fueconorg-562	105	39	,	,	PUNCT
fueconorg-562	105	40	for	for	ADP
fueconorg-562	105	41	fx	fx	PROPN
fueconorg-562	105	42	x	x	PROPN
fueconorg-562	105	43	(	(	PUNCT
fueconorg-562	105	44	)	)	PUNCT
fueconorg-562	105	45	(	(	PUNCT
fueconorg-562	105	46	)	)	PUNCT
fueconorg-562	105	47	1.n	1.n	NUM
fueconorg-562	106	1	np	np	INTJ
fueconorg-562	106	2	m	m	NOUN
fueconorg-562	106	3	x	x	NOUN
fueconorg-562	107	1	f	f	PROPN
fueconorg-562	107	2	x	x	PROPN
fueconorg-562	108	1			NUM
fueconorg-562	109	1			NOUN
fueconorg-562	109	2	(	(	PUNCT
fueconorg-562	109	3	16	16	NUM
fueconorg-562	109	4	)	)	PUNCT
fueconorg-562	109	5	therefore	therefore	ADV
fueconorg-562	109	6	,	,	PUNCT
fueconorg-562	109	7	distribution	distribution	NOUN
fueconorg-562	109	8	function	function	NOUN
fueconorg-562	109	9	,	,	PUNCT
fueconorg-562	109	10	as	as	ADP
fueconorg-562	109	11	n	n	ADJ
fueconorg-562	109	12	,	,	PUNCT
fueconorg-562	109	13	becomes	become	VERB
fueconorg-562	109	14	degenerate	degenerate	ADJ
fueconorg-562	109	15	.	.	PUNCT
fueconorg-562	110	1	in	in	ADP
fueconorg-562	110	2	order	order	NOUN
fueconorg-562	110	3	to	to	PART
fueconorg-562	110	4	obtain	obtain	VERB
fueconorg-562	110	5	non	non	ADJ
fueconorg-562	110	6	-	-	ADJ
fueconorg-562	110	7	degenerate	degenerate	ADJ
fueconorg-562	110	8	marginal	marginal	ADJ
fueconorg-562	110	9	distribution	distribution	NOUN
fueconorg-562	110	10	,	,	PUNCT
fueconorg-562	110	11	it	it	PRON
fueconorg-562	110	12	is	be	AUX
fueconorg-562	110	13	necessary	necessary	ADJ
fueconorg-562	110	14	to	to	PART
fueconorg-562	110	15	carry	carry	VERB
fueconorg-562	110	16	out	out	ADP
fueconorg-562	110	17	normalization	normalization	NOUN
fueconorg-562	110	18	(	(	PUNCT
fueconorg-562	110	19	de	de	X
fueconorg-562	110	20	haan	haan	PROPN
fueconorg-562	110	21	&	&	CCONJ
fueconorg-562	110	22	ferreira	ferreira	PROPN
fueconorg-562	110	23	,	,	PUNCT
fueconorg-562	110	24	2006	2006	NUM
fueconorg-562	110	25	)	)	PUNCT
fueconorg-562	110	26	.	.	PUNCT
fueconorg-562	111	1	the	the	DET
fueconorg-562	111	2	problem	problem	NOUN
fueconorg-562	111	3	comes	come	VERB
fueconorg-562	111	4	to	to	ADP
fueconorg-562	111	5	the	the	DET
fueconorg-562	111	6	determination	determination	NOUN
fueconorg-562	111	7	of	of	ADP
fueconorg-562	111	8	real	real	ADJ
fueconorg-562	111	9	constants	constant	NOUN
fueconorg-562	111	10	an	an	DET
fueconorg-562	111	11	>	>	X
fueconorg-562	111	12	0	0	NUM
fueconorg-562	111	13	and	and	CCONJ
fueconorg-562	111	14	bn	bn	NOUN
fueconorg-562	111	15	,	,	PUNCT
fueconorg-562	111	16	so	so	ADV
fueconorg-562	111	17	the	the	DET
fueconorg-562	111	18	variable	variable	NOUN
fueconorg-562	111	19	(	(	PUNCT
fueconorg-562	111	20	mn	mn	PROPN
fueconorg-562	111	21			PROPN
fueconorg-562	111	22	bn	bn	NUM
fueconorg-562	111	23	)	)	PUNCT
fueconorg-562	111	24	/	/	PUNCT
fueconorg-562	111	25	an	an	PRON
fueconorg-562	111	26	has	have	VERB
fueconorg-562	111	27	non	non	ADJ
fueconorg-562	111	28	-	-	ADJ
fueconorg-562	111	29	degenerate	degenerate	ADJ
fueconorg-562	111	30	marginal	marginal	ADJ
fueconorg-562	111	31	distribution	distribution	NOUN
fueconorg-562	111	32	,	,	PUNCT
fueconorg-562	111	33	as	as	ADP
fueconorg-562	111	34	n	n	PRON
fueconorg-562	111	35			NOUN
fueconorg-562	111	36	,	,	PUNCT
fueconorg-562	111	37	i.e.	i.e.	X
fueconorg-562	111	38	lim	lim	PROPN
fueconorg-562	111	39	(	(	PUNCT
fueconorg-562	111	40	)	)	PUNCT
fueconorg-562	111	41	(	(	PUNCT
fueconorg-562	111	42	)	)	PUNCT
fueconorg-562	111	43	n	n	CCONJ
fueconorg-562	111	44	n	n	CCONJ
fueconorg-562	111	45	n	n	CCONJ
fueconorg-562	111	46	n	n	NOUN
fueconorg-562	111	47	f	f	PROPN
fueconorg-562	111	48	a	a	DET
fueconorg-562	111	49	x	x	X
fueconorg-562	111	50	b	b	PROPN
fueconorg-562	111	51	g	g	PROPN
fueconorg-562	111	52	x	x	SYM
fueconorg-562	111	53			NOUN
fueconorg-562	111	54			ADV
fueconorg-562	111	55			NOUN
fueconorg-562	111	56	.	.	PUNCT
fueconorg-562	112	1	g	g	PROPN
fueconorg-562	112	2	represents	represent	VERB
fueconorg-562	112	3	the	the	DET
fueconorg-562	112	4	non	non	ADJ
fueconorg-562	112	5	-	-	ADJ
fueconorg-562	112	6	degenerate	degenerate	ADJ
fueconorg-562	112	7	distribution	distribution	NOUN
fueconorg-562	112	8	function	function	NOUN
fueconorg-562	112	9	and	and	CCONJ
fueconorg-562	112	10	such	such	ADJ
fueconorg-562	112	11	distributions	distribution	NOUN
fueconorg-562	112	12	are	be	AUX
fueconorg-562	112	13	called	call	VERB
fueconorg-562	112	14	extreme	extreme	ADJ
fueconorg-562	112	15	value	value	NOUN
fueconorg-562	112	16	distributions	distribution	NOUN
fueconorg-562	112	17	.	.	PUNCT
fueconorg-562	113	1	j.	j.	PROPN
fueconorg-562	113	2	cerović	cerović	PROPN
fueconorg-562	113	3	180	180	NUM
fueconorg-562	113	4	let	let	VERB
fueconorg-562	113	5	the	the	DET
fueconorg-562	113	6	real	real	ADJ
fueconorg-562	113	7	constants	constant	NOUN
fueconorg-562	113	8	be	be	VERB
fueconorg-562	113	9	an	an	PRON
fueconorg-562	113	10	and	and	CCONJ
fueconorg-562	113	11	bn	bn	NOUN
fueconorg-562	113	12	(	(	PUNCT
fueconorg-562	113	13	an	an	PRON
fueconorg-562	113	14	>	>	X
fueconorg-562	113	15	0	0	NUM
fueconorg-562	113	16	)	)	PUNCT
fueconorg-562	113	17	,	,	PUNCT
fueconorg-562	113	18	so	so	SCONJ
fueconorg-562	113	19	for	for	SCONJ
fueconorg-562	113	20	every	every	DET
fueconorg-562	113	21	n	n	NOUN
fueconorg-562	113	22	applies	apply	VERB
fueconorg-562	113	23	lim	lim	PROPN
fueconorg-562	113	24	{	{	PUNCT
fueconorg-562	113	25	(	(	PUNCT
fueconorg-562	113	26	)	)	PUNCT
fueconorg-562	113	27	/	/	SYM
fueconorg-562	113	28	}	}	PUNCT
fueconorg-562	113	29	lim	lim	NOUN
fueconorg-562	113	30	(	(	PUNCT
fueconorg-562	113	31	)	)	PUNCT
fueconorg-562	113	32	(	(	PUNCT
fueconorg-562	113	33	)	)	PUNCT
fueconorg-562	113	34	,	,	PUNCT
fueconorg-562	113	35	n	n	CCONJ
fueconorg-562	113	36	n	n	CCONJ
fueconorg-562	113	37	n	n	CCONJ
fueconorg-562	113	38	n	n	CCONJ
fueconorg-562	113	39	n	n	CCONJ
fueconorg-562	113	40	n	n	CCONJ
fueconorg-562	113	41	n	n	CCONJ
fueconorg-562	113	42	n	n	PROPN
fueconorg-562	113	43	p	p	NOUN
fueconorg-562	113	44	m	m	PROPN
fueconorg-562	113	45	b	b	NOUN
fueconorg-562	113	46	a	a	X
fueconorg-562	113	47	x	x	X
fueconorg-562	113	48	f	f	PROPN
fueconorg-562	113	49	a	a	DET
fueconorg-562	113	50	x	x	X
fueconorg-562	113	51	b	b	PROPN
fueconorg-562	113	52	g	g	PROPN
fueconorg-562	113	53	x	x	SYM
fueconorg-562	113	54			NOUN
fueconorg-562	113	55			NOUN
fueconorg-562	113	56			PROPN
fueconorg-562	113	57			NOUN
fueconorg-562	113	58			NUM
fueconorg-562	113	59			ADV
fueconorg-562	113	60			NUM
fueconorg-562	113	61	(	(	PUNCT
fueconorg-562	113	62	17	17	NUM
fueconorg-562	113	63	)	)	PUNCT
fueconorg-562	113	64	for	for	ADP
fueconorg-562	113	65	non	non	ADJ
fueconorg-562	113	66	-	-	ADJ
fueconorg-562	113	67	degenerate	degenerate	ADJ
fueconorg-562	113	68	distribution	distribution	NOUN
fueconorg-562	113	69	function	function	NOUN
fueconorg-562	113	70	g(x	g(x	NOUN
fueconorg-562	113	71	)	)	PUNCT
fueconorg-562	113	72	.	.	PUNCT
fueconorg-562	114	1	if	if	SCONJ
fueconorg-562	114	2	this	this	DET
fueconorg-562	114	3	condition	condition	NOUN
fueconorg-562	114	4	applies	apply	VERB
fueconorg-562	114	5	,	,	PUNCT
fueconorg-562	114	6	it	it	PRON
fueconorg-562	114	7	is	be	AUX
fueconorg-562	114	8	said	say	VERB
fueconorg-562	114	9	that	that	SCONJ
fueconorg-562	114	10	f	f	PROPN
fueconorg-562	114	11	is	be	AUX
fueconorg-562	114	12	in	in	ADP
fueconorg-562	114	13	the	the	DET
fueconorg-562	114	14	domain	domain	NOUN
fueconorg-562	114	15	of	of	ADP
fueconorg-562	114	16	attraction	attraction	NOUN
fueconorg-562	114	17	of	of	ADP
fueconorg-562	114	18	maxima	maxima	NOUN
fueconorg-562	114	19	from	from	ADP
fueconorg-562	114	20	g	g	PROPN
fueconorg-562	114	21	,	,	PUNCT
fueconorg-562	114	22	i.e.	i.e.	X
fueconorg-562	114	23	(	(	PUNCT
fueconorg-562	114	24	)	)	PUNCT
fueconorg-562	114	25	f	f	PROPN
fueconorg-562	114	26	d	d	X
fueconorg-562	114	27	g	g	PROPN
fueconorg-562	114	28	.	.	PUNCT
fueconorg-562	115	1	extreme	extreme	ADJ
fueconorg-562	115	2	value	value	NOUN
fueconorg-562	115	3	distribution	distribution	NOUN
fueconorg-562	115	4	includes	include	VERB
fueconorg-562	115	5	three	three	NUM
fueconorg-562	115	6	parameters	parameter	NOUN
fueconorg-562	115	7			PRON
fueconorg-562	115	8	shape	shape	NOUN
fueconorg-562	115	9	parameter	parameter	NOUN
fueconorg-562	115	10	,	,	PUNCT
fueconorg-562	115	11	n	n	NUM
fueconorg-562	115	12	location	location	NOUN
fueconorg-562	115	13	parameter	parameter	NOUN
fueconorg-562	115	14	,	,	PUNCT
fueconorg-562	115	15	and	and	CCONJ
fueconorg-562	115	16	n	n	ADP
fueconorg-562	115	17	>	>	X
fueconorg-562	115	18	0	0	NUM
fueconorg-562	115	19	is	be	AUX
fueconorg-562	115	20	scale	scale	NOUN
fueconorg-562	115	21	parameter	parameter	NOUN
fueconorg-562	115	22	.	.	PUNCT
fueconorg-562	116	1	they	they	PRON
fueconorg-562	116	2	can	can	AUX
fueconorg-562	116	3	be	be	AUX
fueconorg-562	116	4	assessed	assess	VERB
fueconorg-562	116	5	in	in	ADP
fueconorg-562	116	6	two	two	NUM
fueconorg-562	116	7	ways	way	NOUN
fueconorg-562	116	8	:	:	PUNCT
fueconorg-562	116	9	using	use	VERB
fueconorg-562	116	10	parametric	parametric	ADJ
fueconorg-562	116	11	or	or	CCONJ
fueconorg-562	116	12	non	non	ADJ
fueconorg-562	116	13	-	-	ADJ
fueconorg-562	116	14	parametric	parametric	ADJ
fueconorg-562	116	15	methods	method	NOUN
fueconorg-562	116	16	.	.	PUNCT
fueconorg-562	117	1	traditional	traditional	ADJ
fueconorg-562	117	2	approach	approach	NOUN
fueconorg-562	117	3	–	–	PUNCT
fueconorg-562	117	4	block	block	NOUN
fueconorg-562	117	5	maxima	maxima	NOUN
fueconorg-562	117	6	method	method	NOUN
fueconorg-562	117	7	largely	largely	ADV
fueconorg-562	117	8	dissipates	dissipate	VERB
fueconorg-562	117	9	data	datum	NOUN
fueconorg-562	117	10	because	because	SCONJ
fueconorg-562	117	11	only	only	ADV
fueconorg-562	117	12	maximum	maximum	ADJ
fueconorg-562	117	13	values	value	NOUN
fueconorg-562	117	14	from	from	ADP
fueconorg-562	117	15	great	great	ADJ
fueconorg-562	117	16	blocks	block	NOUN
fueconorg-562	117	17	are	be	AUX
fueconorg-562	117	18	used	use	VERB
fueconorg-562	117	19	.	.	PUNCT
fueconorg-562	118	1	this	this	PRON
fueconorg-562	118	2	is	be	AUX
fueconorg-562	118	3	reported	report	VERB
fueconorg-562	118	4	as	as	ADP
fueconorg-562	118	5	the	the	DET
fueconorg-562	118	6	biggest	big	ADJ
fueconorg-562	118	7	disadvantage	disadvantage	NOUN
fueconorg-562	118	8	of	of	ADP
fueconorg-562	118	9	this	this	DET
fueconorg-562	118	10	model	model	NOUN
fueconorg-562	118	11	,	,	PUNCT
fueconorg-562	118	12	so	so	SCONJ
fueconorg-562	118	13	in	in	ADP
fueconorg-562	118	14	practice	practice	NOUN
fueconorg-562	118	15	it	it	PRON
fueconorg-562	118	16	is	be	AUX
fueconorg-562	118	17	increasingly	increasingly	ADV
fueconorg-562	118	18	being	be	AUX
fueconorg-562	118	19	replaced	replace	VERB
fueconorg-562	118	20	with	with	ADP
fueconorg-562	118	21	the	the	DET
fueconorg-562	118	22	method	method	NOUN
fueconorg-562	118	23	based	base	VERB
fueconorg-562	118	24	on	on	ADP
fueconorg-562	118	25	peaks	peak	NOUN
fueconorg-562	118	26	over	over	ADP
fueconorg-562	118	27	threshold	threshold	NOUN
fueconorg-562	118	28	,	,	PUNCT
fueconorg-562	118	29	where	where	SCONJ
fueconorg-562	118	30	all	all	DET
fueconorg-562	118	31	data	datum	NOUN
fueconorg-562	118	32	representing	represent	VERB
fueconorg-562	118	33	extremes	extreme	NOUN
fueconorg-562	118	34	are	be	AUX
fueconorg-562	118	35	used	use	VERB
fueconorg-562	118	36	,	,	PUNCT
fueconorg-562	118	37	in	in	ADP
fueconorg-562	118	38	the	the	DET
fueconorg-562	118	39	context	context	NOUN
fueconorg-562	118	40	of	of	ADP
fueconorg-562	118	41	exceeding	exceed	VERB
fueconorg-562	118	42	some	some	DET
fueconorg-562	118	43	high	high	ADJ
fueconorg-562	118	44	level	level	NOUN
fueconorg-562	118	45	.	.	PUNCT
fueconorg-562	119	1	the	the	DET
fueconorg-562	119	2	given	give	VERB
fueconorg-562	119	3	method	method	NOUN
fueconorg-562	119	4	is	be	AUX
fueconorg-562	119	5	to	to	PART
fueconorg-562	119	6	be	be	AUX
fueconorg-562	119	7	exposed	expose	VERB
fueconorg-562	119	8	as	as	SCONJ
fueconorg-562	119	9	follows	follow	VERB
fueconorg-562	119	10	.	.	PUNCT
fueconorg-562	120	1	if	if	SCONJ
fueconorg-562	120	2	we	we	PRON
fueconorg-562	120	3	mark	mark	VERB
fueconorg-562	120	4	a	a	DET
fueconorg-562	120	5	certain	certain	ADJ
fueconorg-562	120	6	threshold	threshold	NOUN
fueconorg-562	120	7	as	as	ADP
fueconorg-562	120	8	u	u	NOUN
fueconorg-562	120	9	,	,	PUNCT
fueconorg-562	120	10	and	and	CCONJ
fueconorg-562	120	11	we	we	PRON
fueconorg-562	120	12	observe	observe	VERB
fueconorg-562	120	13	the	the	DET
fueconorg-562	120	14	series	series	NOUN
fueconorg-562	120	15	of	of	ADP
fueconorg-562	120	16	daily	daily	ADJ
fueconorg-562	120	17	log	log	NOUN
fueconorg-562	120	18	returns	return	NOUN
fueconorg-562	120	19	rt	rt	INTJ
fueconorg-562	120	20	,	,	PUNCT
fueconorg-562	120	21	then	then	ADV
fueconorg-562	120	22	if	if	SCONJ
fueconorg-562	120	23	i	i	PRON
fueconorg-562	120	24	th	th	VERB
fueconorg-562	120	25	excess	excess	NOUN
fueconorg-562	120	26	happens	happen	VERB
fueconorg-562	120	27	on	on	ADP
fueconorg-562	120	28	the	the	DET
fueconorg-562	120	29	i	i	PROPN
fueconorg-562	120	30	th	th	X
fueconorg-562	120	31	day	day	NOUN
fueconorg-562	120	32	,	,	PUNCT
fueconorg-562	120	33	this	this	DET
fueconorg-562	120	34	model	model	NOUN
fueconorg-562	120	35	is	be	AUX
fueconorg-562	120	36	focused	focus	VERB
fueconorg-562	120	37	on	on	ADP
fueconorg-562	120	38	the	the	DET
fueconorg-562	120	39	data	datum	NOUN
fueconorg-562	120	40	(	(	PUNCT
fueconorg-562	120	41	ti	ti	NOUN
fueconorg-562	120	42	,	,	PUNCT
fueconorg-562	120	43	rti	rti	PROPN
fueconorg-562	120	44			PROPN
fueconorg-562	120	45	u	u	NOUN
fueconorg-562	120	46	)	)	PUNCT
fueconorg-562	120	47	.	.	PUNCT
fueconorg-562	121	1	the	the	DET
fueconorg-562	121	2	basic	basic	ADJ
fueconorg-562	121	3	theory	theory	NOUN
fueconorg-562	121	4	of	of	ADP
fueconorg-562	121	5	this	this	DET
fueconorg-562	121	6	new	new	ADJ
fueconorg-562	121	7	approach	approach	NOUN
fueconorg-562	121	8	observes	observe	VERB
fueconorg-562	121	9	conditional	conditional	ADJ
fueconorg-562	121	10	distribution	distribution	NOUN
fueconorg-562	121	11	from	from	ADP
fueconorg-562	121	12	r	r	NOUN
fueconorg-562	121	13	=	=	PUNCT
fueconorg-562	121	14	x	x	SYM
fueconorg-562	121	15	+	+	PUNCT
fueconorg-562	121	16	u	u	NOUN
fueconorg-562	121	17	which	which	PRON
fueconorg-562	121	18	is	be	AUX
fueconorg-562	121	19	for	for	ADP
fueconorg-562	121	20	r	r	NOUN
fueconorg-562	121	21			NOUN
fueconorg-562	121	22	x	x	PUNCT
fueconorg-562	122	1	+	+	NUM
fueconorg-562	122	2	u	u	NOUN
fueconorg-562	122	3	given	give	VERB
fueconorg-562	122	4	that	that	DET
fueconorg-562	122	5	threshold	threshold	NOUN
fueconorg-562	122	6	is	be	AUX
fueconorg-562	122	7	exceeded	exceed	VERB
fueconorg-562	122	8	,	,	PUNCT
fueconorg-562	122	9	r	r	NOUN
fueconorg-562	122	10	>	>	X
fueconorg-562	122	11	u	u	NOUN
fueconorg-562	122	12	:	:	PUNCT
fueconorg-562	122	13	(	(	PUNCT
fueconorg-562	122	14	)	)	PUNCT
fueconorg-562	122	15	(	(	PUNCT
fueconorg-562	122	16	)	)	PUNCT
fueconorg-562	122	17	(	(	PUNCT
fueconorg-562	122	18	)	)	PUNCT
fueconorg-562	122	19	(	(	PUNCT
fueconorg-562	122	20	)	)	PUNCT
fueconorg-562	122	21	.	.	PUNCT
fueconorg-562	123	1	(	(	PUNCT
fueconorg-562	123	2	)	)	PUNCT
fueconorg-562	123	3	1	1	NUM
fueconorg-562	123	4	(	(	PUNCT
fueconorg-562	123	5	)	)	PUNCT
fueconorg-562	123	6	p	p	NOUN
fueconorg-562	123	7	u	u	NOUN
fueconorg-562	123	8	r	r	NOUN
fueconorg-562	123	9	x	x	PUNCT
fueconorg-562	123	10	u	u	NOUN
fueconorg-562	123	11	p	p	NOUN
fueconorg-562	123	12	r	r	NOUN
fueconorg-562	123	13	x	x	PUNCT
fueconorg-562	123	14	u	u	NOUN
fueconorg-562	123	15	p	p	NOUN
fueconorg-562	123	16	r	r	NOUN
fueconorg-562	123	17	u	u	NOUN
fueconorg-562	123	18	p	p	NOUN
fueconorg-562	123	19	r	r	NOUN
fueconorg-562	123	20	x	x	PUNCT
fueconorg-562	123	21	u	u	NOUN
fueconorg-562	123	22	r	r	NOUN
fueconorg-562	123	23	u	u	NOUN
fueconorg-562	123	24	p	p	NOUN
fueconorg-562	123	25	r	r	NOUN
fueconorg-562	123	26	u	u	NOUN
fueconorg-562	123	27	p	p	NOUN
fueconorg-562	123	28	r	r	NOUN
fueconorg-562	123	29	u	u	NOUN
fueconorg-562	123	30			NOUN
fueconorg-562	123	31			NOUN
fueconorg-562	123	32			PART
fueconorg-562	123	33			NOUN
fueconorg-562	123	34			VERB
fueconorg-562	123	35			VERB
fueconorg-562	123	36			NOUN
fueconorg-562	123	37			NOUN
fueconorg-562	123	38			VERB
fueconorg-562	123	39			VERB
fueconorg-562	124	1			PROPN
fueconorg-562	124	2			PROPN
fueconorg-562	124	3			ADJ
fueconorg-562	124	4			PROPN
fueconorg-562	124	5			NOUN
fueconorg-562	124	6	(	(	PUNCT
fueconorg-562	124	7	18	18	NUM
fueconorg-562	124	8	)	)	PUNCT
fueconorg-562	124	9	the	the	DET
fueconorg-562	124	10	main	main	ADJ
fueconorg-562	124	11	distribution	distribution	NOUN
fueconorg-562	124	12	used	use	VERB
fueconorg-562	124	13	for	for	ADP
fueconorg-562	124	14	the	the	DET
fueconorg-562	124	15	modeling	modeling	NOUN
fueconorg-562	124	16	of	of	ADP
fueconorg-562	124	17	excess	excess	NOUN
fueconorg-562	124	18	over	over	ADP
fueconorg-562	124	19	the	the	DET
fueconorg-562	124	20	threshold	threshold	NOUN
fueconorg-562	124	21	is	be	AUX
fueconorg-562	124	22	generalized	generalize	VERB
fueconorg-562	124	23	pareto	pareto	ADJ
fueconorg-562	124	24	distribution	distribution	NOUN
fueconorg-562	124	25	,	,	PUNCT
fueconorg-562	124	26	defined	define	VERB
fueconorg-562	124	27	in	in	ADP
fueconorg-562	124	28	the	the	DET
fueconorg-562	124	29	following	following	ADJ
fueconorg-562	124	30	way	way	NOUN
fueconorg-562	124	31	:	:	PUNCT
fueconorg-562	124	32	1/	1/	NUM
fueconorg-562	124	33	,	,	PUNCT
fueconorg-562	124	34	(	(	PUNCT
fueconorg-562	124	35	)	)	PUNCT
fueconorg-562	124	36	1	1	NUM
fueconorg-562	124	37	(	(	PUNCT
fueconorg-562	124	38	1	1	NUM
fueconorg-562	124	39	)	)	PUNCT
fueconorg-562	124	40	,	,	PUNCT
fueconorg-562	124	41	0	0	NUM
fueconorg-562	124	42	,	,	PUNCT
fueconorg-562	124	43	(	(	PUNCT
fueconorg-562	124	44	)	)	PUNCT
fueconorg-562	124	45	(	(	PUNCT
fueconorg-562	124	46	)	)	PUNCT
fueconorg-562	124	47	1	1	NUM
fueconorg-562	124	48	exp	exp	NOUN
fueconorg-562	124	49	(	(	PUNCT
fueconorg-562	124	50	)	)	PUNCT
fueconorg-562	124	51	,	,	PUNCT
fueconorg-562	124	52	0	0	NUM
fueconorg-562	124	53	,	,	PUNCT
fueconorg-562	124	54	(	(	PUNCT
fueconorg-562	124	55	)	)	PUNCT
fueconorg-562	124	56	u	u	NOUN
fueconorg-562	124	57	x	x	X
fueconorg-562	124	58	u	u	NOUN
fueconorg-562	124	59	g	g	PROPN
fueconorg-562	124	60	x	x	SYM
fueconorg-562	124	61	x	x	SYM
fueconorg-562	124	62	u	u	NOUN
fueconorg-562	124	63			NUM
fueconorg-562	124	64			NUM
fueconorg-562	124	65			NOUN
fueconorg-562	124	66			NUM
fueconorg-562	124	67			NUM
fueconorg-562	124	68			NOUN
fueconorg-562	124	69			NUM
fueconorg-562	124	70			PROPN
fueconorg-562	124	71			PROPN
fueconorg-562	124	72			PROPN
fueconorg-562	124	73			CCONJ
fueconorg-562	124	74			NOUN
fueconorg-562	125	1			NUM
fueconorg-562	125	2			NOUN
fueconorg-562	125	3			NUM
fueconorg-562	125	4			NUM
fueconorg-562	125	5			PROPN
fueconorg-562	125	6			PROPN
fueconorg-562	125	7			PROPN
fueconorg-562	125	8			NOUN
fueconorg-562	125	9	(	(	PUNCT
fueconorg-562	125	10	19	19	NUM
fueconorg-562	125	11	)	)	PUNCT
fueconorg-562	125	12	where	where	SCONJ
fueconorg-562	125	13			NOUN
fueconorg-562	125	14	(	(	PUNCT
fueconorg-562	125	15	u	u	NOUN
fueconorg-562	125	16	)	)	PUNCT
fueconorg-562	125	17	>	>	X
fueconorg-562	125	18	0	0	PUNCT
fueconorg-562	125	19	and	and	CCONJ
fueconorg-562	125	20	0x	0x	NUM
fueconorg-562	125	21			NUM
fueconorg-562	125	22	for	for	ADP
fueconorg-562	125	23	0	0	NOUN
fueconorg-562	125	24			NUM
fueconorg-562	125	25	,	,	PUNCT
fueconorg-562	125	26	and	and	CCONJ
fueconorg-562	125	27	0	0	NUM
fueconorg-562	125	28	(	(	PUNCT
fueconorg-562	125	29	)	)	PUNCT
fueconorg-562	125	30	/x	/x	PUNCT
fueconorg-562	126	1	u	u	PROPN
fueconorg-562	126	2			X
fueconorg-562	127	1			NOUN
fueconorg-562	127	2			VERB
fueconorg-562	127	3	when	when	SCONJ
fueconorg-562	127	4			ADP
fueconorg-562	127	5	<	<	X
fueconorg-562	127	6	0	0	X
fueconorg-562	127	7	.	.	PUNCT
fueconorg-562	128	1	therefore	therefore	ADV
fueconorg-562	128	2	,	,	PUNCT
fueconorg-562	128	3	we	we	PRON
fueconorg-562	128	4	conclude	conclude	VERB
fueconorg-562	128	5	that	that	SCONJ
fueconorg-562	128	6	conditional	conditional	ADJ
fueconorg-562	128	7	distribution	distribution	NOUN
fueconorg-562	128	8	from	from	ADP
fueconorg-562	128	9	r	r	NOUN
fueconorg-562	128	10	,	,	PUNCT
fueconorg-562	128	11	if	if	SCONJ
fueconorg-562	128	12	r	r	NOUN
fueconorg-562	128	13	>	>	X
fueconorg-562	128	14	u	u	NOUN
fueconorg-562	128	15	,	,	PUNCT
fueconorg-562	128	16	approximates	approximate	VERB
fueconorg-562	128	17	well	well	ADV
fueconorg-562	128	18	with	with	ADP
fueconorg-562	128	19	generalized	generalized	ADJ
fueconorg-562	128	20	pareto	pareto	ADJ
fueconorg-562	128	21	distribution	distribution	NOUN
fueconorg-562	128	22	with	with	ADP
fueconorg-562	128	23	parameters	parameter	NOUN
fueconorg-562	128	24			PRON
fueconorg-562	128	25	and	and	CCONJ
fueconorg-562	128	26			NOUN
fueconorg-562	128	27	(	(	PUNCT
fueconorg-562	128	28	u	u	NOUN
fueconorg-562	128	29	)	)	PUNCT
fueconorg-562	128	30	=	=	SYM
fueconorg-562	128	31			NOUN
fueconorg-562	128	32	+	+	NUM
fueconorg-562	128	33			NUM
fueconorg-562	128	34	(	(	PUNCT
fueconorg-562	128	35	u	u	PROPN
fueconorg-562	128	36			PROPN
fueconorg-562	128	37			PROPN
fueconorg-562	128	38	)	)	PUNCT
fueconorg-562	128	39	.	.	PUNCT
fueconorg-562	129	1	parameter	parameter	PROPN
fueconorg-562	129	2			NOUN
fueconorg-562	129	3	(	(	PUNCT
fueconorg-562	129	4	u	u	NOUN
fueconorg-562	129	5	)	)	PUNCT
fueconorg-562	129	6	is	be	AUX
fueconorg-562	129	7	called	call	VERB
fueconorg-562	129	8	scale	scale	NOUN
fueconorg-562	129	9	parameter	parameter	NOUN
fueconorg-562	129	10	,	,	PUNCT
fueconorg-562	129	11	and	and	CCONJ
fueconorg-562	129	12			PROPN
fueconorg-562	129	13	is	be	AUX
fueconorg-562	129	14	shape	shape	NOUN
fueconorg-562	129	15	parameter	parameter	NOUN
fueconorg-562	129	16	.	.	PUNCT
fueconorg-562	130	1	generalized	generalize	VERB
fueconorg-562	130	2	pareto	pareto	ADJ
fueconorg-562	130	3	distribution	distribution	NOUN
fueconorg-562	130	4	has	have	VERB
fueconorg-562	130	5	a	a	DET
fueconorg-562	130	6	very	very	ADV
fueconorg-562	130	7	significant	significant	ADJ
fueconorg-562	130	8	feature	feature	NOUN
fueconorg-562	130	9	.	.	PUNCT
fueconorg-562	131	1	if	if	SCONJ
fueconorg-562	131	2	the	the	DET
fueconorg-562	131	3	excess	excess	ADJ
fueconorg-562	131	4	distribution	distribution	NOUN
fueconorg-562	131	5	from	from	ADP
fueconorg-562	131	6	r	r	NOUN
fueconorg-562	131	7	with	with	ADP
fueconorg-562	131	8	the	the	DET
fueconorg-562	131	9	given	give	VERB
fueconorg-562	131	10	threshold	threshold	NOUN
fueconorg-562	131	11	u0	u0	NOUN
fueconorg-562	131	12	is	be	AUX
fueconorg-562	131	13	generalized	generalize	VERB
fueconorg-562	131	14	pareto	pareto	ADJ
fueconorg-562	131	15	distribution	distribution	NOUN
fueconorg-562	131	16	with	with	ADP
fueconorg-562	131	17	shape	shape	NOUN
fueconorg-562	131	18	parameter	parameter	NOUN
fueconorg-562	131	19			PUNCT
fueconorg-562	131	20	and	and	CCONJ
fueconorg-562	131	21	scale	scale	NOUN
fueconorg-562	131	22	parameter	parameter	NOUN
fueconorg-562	131	23			NOUN
fueconorg-562	131	24	(	(	PUNCT
fueconorg-562	131	25	u0	u0	PROPN
fueconorg-562	131	26	)	)	PUNCT
fueconorg-562	131	27	,	,	PUNCT
fueconorg-562	131	28	then	then	ADV
fueconorg-562	131	29	for	for	ADP
fueconorg-562	131	30	arbitrary	arbitrary	ADJ
fueconorg-562	131	31	threshold	threshold	NOUN
fueconorg-562	131	32	u	u	PROPN
fueconorg-562	131	33	>	>	X
fueconorg-562	131	34	u0	u0	PROPN
fueconorg-562	131	35	,	,	PUNCT
fueconorg-562	131	36	the	the	DET
fueconorg-562	131	37	given	give	VERB
fueconorg-562	131	38	excess	excess	ADJ
fueconorg-562	131	39	distribution	distribution	NOUN
fueconorg-562	131	40	for	for	ADP
fueconorg-562	131	41	threshold	threshold	NOUN
fueconorg-562	131	42	u	u	NOUN
fueconorg-562	131	43	is	be	AUX
fueconorg-562	131	44	also	also	ADV
fueconorg-562	131	45	generalized	generalize	VERB
fueconorg-562	131	46	pareto	pareto	ADJ
fueconorg-562	131	47	distribution	distribution	NOUN
fueconorg-562	131	48	with	with	ADP
fueconorg-562	131	49	shape	shape	NOUN
fueconorg-562	131	50	parameter	parameter	NOUN
fueconorg-562	131	51			PUNCT
fueconorg-562	131	52	and	and	CCONJ
fueconorg-562	131	53	scale	scale	NOUN
fueconorg-562	131	54	parameter	parameter	NOUN
fueconorg-562	131	55	0	0	NUM
fueconorg-562	131	56	0	0	NUM
fueconorg-562	131	57	(	(	PUNCT
fueconorg-562	131	58	)	)	PUNCT
fueconorg-562	131	59	(	(	PUNCT
fueconorg-562	131	60	)	)	PUNCT
fueconorg-562	131	61	(	(	PUNCT
fueconorg-562	131	62	)	)	PUNCT
fueconorg-562	131	63	u	u	NOUN
fueconorg-562	131	64	u	u	NOUN
fueconorg-562	131	65	u	u	NOUN
fueconorg-562	132	1	u	u	PROPN
fueconorg-562	132	2			PROPN
fueconorg-562	132	3			PROPN
fueconorg-562	132	4			ADV
fueconorg-562	132	5			PROPN
fueconorg-562	132	6	.	.	PUNCT
fueconorg-562	133	1	when	when	SCONJ
fueconorg-562	133	2	the	the	DET
fueconorg-562	133	3	parameter	parameter	NOUN
fueconorg-562	133	4			NUM
fueconorg-562	133	5	=	=	SYM
fueconorg-562	133	6	0	0	NUM
fueconorg-562	133	7	,	,	PUNCT
fueconorg-562	133	8	then	then	ADV
fueconorg-562	133	9	generalized	generalize	VERB
fueconorg-562	133	10	pareto	pareto	ADJ
fueconorg-562	133	11	distribution	distribution	NOUN
fueconorg-562	133	12	is	be	AUX
fueconorg-562	133	13	exponential	exponential	ADJ
fueconorg-562	133	14	distribution	distribution	NOUN
fueconorg-562	133	15	.	.	PUNCT
fueconorg-562	134	1	therefore	therefore	ADV
fueconorg-562	134	2	,	,	PUNCT
fueconorg-562	134	3	it	it	PRON
fueconorg-562	134	4	is	be	AUX
fueconorg-562	134	5	suggested	suggest	VERB
fueconorg-562	134	6	to	to	PART
fueconorg-562	134	7	carry	carry	VERB
fueconorg-562	134	8	out	out	ADP
fueconorg-562	134	9	a	a	DET
fueconorg-562	134	10	graphic	graphic	ADJ
fueconorg-562	134	11	examination	examination	NOUN
fueconorg-562	134	12	of	of	ADP
fueconorg-562	134	13	the	the	DET
fueconorg-562	134	14	tail	tail	NOUN
fueconorg-562	134	15	behaviour	behaviour	NOUN
fueconorg-562	134	16	using	use	VERB
fueconorg-562	134	17	qq	qq	PROPN
fueconorg-562	134	18	plot	plot	NOUN
fueconorg-562	134	19	.	.	PUNCT
fueconorg-562	135	1	if	if	SCONJ
fueconorg-562	135	2			NUM
fueconorg-562	135	3	=	=	SYM
fueconorg-562	135	4	0	0	NUM
fueconorg-562	135	5	,	,	PUNCT
fueconorg-562	135	6	then	then	ADV
fueconorg-562	135	7	the	the	DET
fueconorg-562	135	8	graph	graph	NOUN
fueconorg-562	135	9	of	of	ADP
fueconorg-562	135	10	the	the	DET
fueconorg-562	135	11	excess	excess	NOUN
fueconorg-562	135	12	is	be	AUX
fueconorg-562	135	13	linear	linear	ADJ
fueconorg-562	135	14	.	.	PUNCT
fueconorg-562	136	1	peaks	peak	NOUN
fueconorg-562	136	2	over	over	ADP
fueconorg-562	136	3	thresholds	threshold	NOUN
fueconorg-562	136	4	model	model	NOUN
fueconorg-562	136	5	has	have	VERB
fueconorg-562	136	6	a	a	DET
fueconorg-562	136	7	problem	problem	NOUN
fueconorg-562	136	8	regarding	regard	VERB
fueconorg-562	136	9	the	the	DET
fueconorg-562	136	10	choice	choice	NOUN
fueconorg-562	136	11	of	of	ADP
fueconorg-562	136	12	an	an	DET
fueconorg-562	136	13	adequate	adequate	ADJ
fueconorg-562	136	14	threshold	threshold	NOUN
fueconorg-562	136	15	.	.	PUNCT
fueconorg-562	137	1	this	this	PRON
fueconorg-562	137	2	is	be	AUX
fueconorg-562	137	3	how	how	SCONJ
fueconorg-562	137	4	the	the	DET
fueconorg-562	137	5	given	give	VERB
fueconorg-562	137	6	problem	problem	NOUN
fueconorg-562	137	7	is	be	AUX
fueconorg-562	137	8	usually	usually	ADV
fueconorg-562	137	9	solved	solve	VERB
fueconorg-562	137	10	in	in	ADP
fueconorg-562	137	11	practice	practice	NOUN
fueconorg-562	137	12	.	.	PUNCT
fueconorg-562	138	1	value	value	NOUN
fueconorg-562	138	2	at	at	ADP
fueconorg-562	138	3	risk	risk	NOUN
fueconorg-562	138	4	measuring	measuring	NOUN
fueconorg-562	138	5	and	and	CCONJ
fueconorg-562	138	6	extreme	extreme	ADJ
fueconorg-562	138	7	value	value	NOUN
fueconorg-562	138	8	theory	theory	NOUN
fueconorg-562	138	9	:	:	PUNCT
fueconorg-562	138	10	evidence	evidence	NOUN
fueconorg-562	138	11	from	from	ADP
fueconorg-562	138	12	montenegro	montenegro	PROPN
fueconorg-562	138	13	181	181	NUM
fueconorg-562	138	14	for	for	ADP
fueconorg-562	138	15	the	the	DET
fueconorg-562	138	16	given	give	VERB
fueconorg-562	138	17	high	high	ADJ
fueconorg-562	138	18	threshold	threshold	NOUN
fueconorg-562	138	19	u0	u0	ADJ
fueconorg-562	138	20	,	,	PUNCT
fueconorg-562	138	21	let	let	VERB
fueconorg-562	138	22	the	the	DET
fueconorg-562	138	23	excess	excess	ADJ
fueconorg-562	138	24	r	r	NOUN
fueconorg-562	138	25			NOUN
fueconorg-562	138	26	u0	u0	NOUN
fueconorg-562	138	27	follow	follow	VERB
fueconorg-562	138	28	generalized	generalize	VERB
fueconorg-562	138	29	pareto	pareto	ADJ
fueconorg-562	138	30	distribution	distribution	NOUN
fueconorg-562	138	31	with	with	ADP
fueconorg-562	138	32	parameters	parameter	NOUN
fueconorg-562	138	33			PRON
fueconorg-562	138	34	and	and	CCONJ
fueconorg-562	138	35			NOUN
fueconorg-562	138	36	(	(	PUNCT
fueconorg-562	138	37	u0	u0	PROPN
fueconorg-562	138	38	)	)	PUNCT
fueconorg-562	138	39	,	,	PUNCT
fueconorg-562	138	40	where	where	SCONJ
fueconorg-562	138	41	0	0	PUNCT
fueconorg-562	138	42	<	<	X
fueconorg-562	138	43			NUM
fueconorg-562	138	44	<	<	X
fueconorg-562	138	45	1	1	NUM
fueconorg-562	138	46	.	.	PUNCT
fueconorg-562	139	1	then	then	ADV
fueconorg-562	139	2	,	,	PUNCT
fueconorg-562	139	3	the	the	DET
fueconorg-562	139	4	mean	mean	ADJ
fueconorg-562	139	5	excess	excess	NOUN
fueconorg-562	139	6	over	over	ADP
fueconorg-562	139	7	the	the	DET
fueconorg-562	139	8	threshold	threshold	NOUN
fueconorg-562	139	9	u0	u0	ADJ
fueconorg-562	139	10	:	:	PUNCT
fueconorg-562	139	11	0	0	NUM
fueconorg-562	139	12	0	0	NUM
fueconorg-562	139	13	0	0	NUM
fueconorg-562	139	14	(	(	PUNCT
fueconorg-562	139	15	)	)	PUNCT
fueconorg-562	139	16	(	(	PUNCT
fueconorg-562	139	17	)	)	PUNCT
fueconorg-562	139	18	.	.	PUNCT
fueconorg-562	140	1	1	1	NUM
fueconorg-562	140	2	u	u	NOUN
fueconorg-562	140	3	e	e	NOUN
fueconorg-562	140	4	r	r	NOUN
fueconorg-562	140	5	u	u	NOUN
fueconorg-562	140	6	r	r	NOUN
fueconorg-562	140	7	u	u	NOUN
fueconorg-562	140	8			PROPN
fueconorg-562	140	9			NUM
fueconorg-562	140	10			PROPN
fueconorg-562	140	11			VERB
fueconorg-562	140	12			PROPN
fueconorg-562	140	13			PROPN
fueconorg-562	140	14	(	(	PUNCT
fueconorg-562	140	15	20	20	NUM
fueconorg-562	140	16	)	)	PUNCT
fueconorg-562	140	17	the	the	DET
fueconorg-562	140	18	mean	mean	ADJ
fueconorg-562	140	19	excess	excess	ADJ
fueconorg-562	140	20	function	function	NOUN
fueconorg-562	140	21	in	in	ADP
fueconorg-562	140	22	the	the	DET
fueconorg-562	140	23	mark	mark	NOUN
fueconorg-562	140	24	e(u	e(u	PROPN
fueconorg-562	140	25	)	)	PUNCT
fueconorg-562	140	26	is	be	AUX
fueconorg-562	140	27	defined	define	VERB
fueconorg-562	140	28	,	,	PUNCT
fueconorg-562	140	29	for	for	ADP
fueconorg-562	140	30	every	every	DET
fueconorg-562	140	31	0uu	0uu	ADJ
fueconorg-562	140	32			INTJ
fueconorg-562	140	33	,	,	PUNCT
fueconorg-562	140	34	as	as	ADP
fueconorg-562	140	35	:	:	PUNCT
fueconorg-562	140	36	0	0	NUM
fueconorg-562	140	37	0	0	NUM
fueconorg-562	140	38	(	(	PUNCT
fueconorg-562	140	39	)	)	PUNCT
fueconorg-562	140	40	(	(	PUNCT
fueconorg-562	140	41	)	)	PUNCT
fueconorg-562	140	42	(	(	PUNCT
fueconorg-562	140	43	)	)	PUNCT
fueconorg-562	140	44	(	(	PUNCT
fueconorg-562	140	45	)	)	PUNCT
fueconorg-562	140	46	.	.	PUNCT
fueconorg-562	141	1	1	1	NUM
fueconorg-562	141	2	u	u	SYM
fueconorg-562	141	3	u	u	X
fueconorg-562	141	4	u	u	NOUN
fueconorg-562	141	5	e	e	X
fueconorg-562	141	6	u	u	NOUN
fueconorg-562	141	7	e	e	PROPN
fueconorg-562	141	8	r	r	NOUN
fueconorg-562	141	9	u	u	NOUN
fueconorg-562	141	10	r	r	NOUN
fueconorg-562	141	11	u	u	NOUN
fueconorg-562	141	12			NOUN
fueconorg-562	141	13			NUM
fueconorg-562	141	14			NUM
fueconorg-562	141	15			PUNCT
fueconorg-562	141	16			PROPN
fueconorg-562	141	17			PROPN
fueconorg-562	141	18			PROPN
fueconorg-562	141	19			VERB
fueconorg-562	141	20			PROPN
fueconorg-562	141	21			PROPN
fueconorg-562	141	22	(	(	PUNCT
fueconorg-562	141	23	21	21	NUM
fueconorg-562	141	24	)	)	PUNCT
fueconorg-562	141	25	therefore	therefore	ADV
fueconorg-562	141	26	,	,	PUNCT
fueconorg-562	141	27	for	for	ADP
fueconorg-562	141	28	the	the	DET
fueconorg-562	141	29	given	give	VERB
fueconorg-562	141	30	value	value	NOUN
fueconorg-562	141	31			NUM
fueconorg-562	141	32	,	,	PUNCT
fueconorg-562	141	33	the	the	DET
fueconorg-562	141	34	mean	mean	ADJ
fueconorg-562	141	35	excess	excess	ADJ
fueconorg-562	141	36	function	function	NOUN
fueconorg-562	141	37	is	be	AUX
fueconorg-562	141	38	the	the	DET
fueconorg-562	141	39	linear	linear	ADJ
fueconorg-562	141	40	function	function	NOUN
fueconorg-562	141	41	of	of	ADP
fueconorg-562	141	42	excess	excess	ADJ
fueconorg-562	141	43	u	u	NOUN
fueconorg-562	141	44			NOUN
fueconorg-562	141	45	u0	u0	ADJ
fueconorg-562	141	46	.	.	PUNCT
fueconorg-562	142	1	hence	hence	ADV
fueconorg-562	142	2	,	,	PUNCT
fueconorg-562	142	3	for	for	ADP
fueconorg-562	142	4	the	the	DET
fueconorg-562	142	5	determination	determination	NOUN
fueconorg-562	142	6	of	of	ADP
fueconorg-562	142	7	the	the	DET
fueconorg-562	142	8	given	give	VERB
fueconorg-562	142	9	threshold	threshold	NOUN
fueconorg-562	142	10	u0	u0	PROPN
fueconorg-562	142	11	,	,	PUNCT
fueconorg-562	142	12	a	a	DET
fueconorg-562	142	13	simple	simple	ADJ
fueconorg-562	142	14	graphic	graphic	ADJ
fueconorg-562	142	15	model	model	NOUN
fueconorg-562	142	16	is	be	AUX
fueconorg-562	142	17	used	use	VERB
fueconorg-562	142	18	,	,	PUNCT
fueconorg-562	142	19	forming	form	VERB
fueconorg-562	142	20	the	the	DET
fueconorg-562	142	21	empirical	empirical	ADJ
fueconorg-562	142	22	mean	mean	ADJ
fueconorg-562	142	23	excess	excess	ADJ
fueconorg-562	142	24	function	function	NOUN
fueconorg-562	142	25	as	as	ADP
fueconorg-562	142	26	1	1	NUM
fueconorg-562	142	27	1	1	NUM
fueconorg-562	142	28	(	(	PUNCT
fueconorg-562	142	29	)	)	PUNCT
fueconorg-562	142	30	(	(	PUNCT
fueconorg-562	142	31	)	)	PUNCT
fueconorg-562	142	32	,	,	PUNCT
fueconorg-562	142	33	u	u	NOUN
fueconorg-562	143	1	i	i	PRON
fueconorg-562	143	2	n	n	VERB
fueconorg-562	143	3	t	t	X
fueconorg-562	143	4	t	t	X
fueconorg-562	143	5	iu	iu	ADP
fueconorg-562	143	6	e	e	PROPN
fueconorg-562	143	7	u	u	NOUN
fueconorg-562	143	8	r	r	NOUN
fueconorg-562	143	9	u	u	NOUN
fueconorg-562	143	10	n	n	CCONJ
fueconorg-562	143	11			NOUN
fueconorg-562	143	12			NUM
fueconorg-562	144	1			X
fueconorg-562	144	2	(	(	PUNCT
fueconorg-562	144	3	22	22	NUM
fueconorg-562	144	4	)	)	PUNCT
fueconorg-562	144	5	where	where	SCONJ
fueconorg-562	144	6	nu	nu	PROPN
fueconorg-562	144	7	is	be	AUX
fueconorg-562	144	8	the	the	DET
fueconorg-562	144	9	number	number	NOUN
fueconorg-562	144	10	of	of	ADP
fueconorg-562	144	11	returns	return	NOUN
fueconorg-562	144	12	exceeding	exceed	VERB
fueconorg-562	144	13	the	the	DET
fueconorg-562	144	14	threshold	threshold	NOUN
fueconorg-562	144	15	u	u	NOUN
fueconorg-562	144	16	,	,	PUNCT
fueconorg-562	144	17	and	and	CCONJ
fueconorg-562	144	18	rt	rt	PROPN
fueconorg-562	144	19	i	i	PRON
fueconorg-562	144	20	are	be	AUX
fueconorg-562	144	21	the	the	DET
fueconorg-562	144	22	values	value	NOUN
fueconorg-562	144	23	of	of	ADP
fueconorg-562	144	24	given	give	VERB
fueconorg-562	144	25	returns	return	NOUN
fueconorg-562	144	26	.	.	PUNCT
fueconorg-562	145	1	threshold	threshold	NOUN
fueconorg-562	145	2	u	u	NOUN
fueconorg-562	145	3	is	be	AUX
fueconorg-562	145	4	chosen	choose	VERB
fueconorg-562	145	5	so	so	SCONJ
fueconorg-562	145	6	the	the	DET
fueconorg-562	145	7	empirical	empirical	ADJ
fueconorg-562	145	8	mean	mean	NOUN
fueconorg-562	145	9	excess	excess	ADJ
fueconorg-562	145	10	function	function	NOUN
fueconorg-562	145	11	is	be	AUX
fueconorg-562	145	12	approximately	approximately	ADV
fueconorg-562	145	13	linear	linear	ADJ
fueconorg-562	145	14	for	for	ADP
fueconorg-562	145	15	r	r	NOUN
fueconorg-562	145	16	>	>	X
fueconorg-562	145	17	u.	u.	NOUN
fueconorg-562	145	18	for	for	ADP
fueconorg-562	145	19	the	the	DET
fueconorg-562	145	20	given	give	VERB
fueconorg-562	145	21	probability	probability	NOUN
fueconorg-562	145	22	p	p	NOUN
fueconorg-562	145	23	in	in	ADP
fueconorg-562	145	24	the	the	DET
fueconorg-562	145	25	upper	upper	ADJ
fueconorg-562	145	26	tail	tail	NOUN
fueconorg-562	145	27	,	,	PUNCT
fueconorg-562	145	28	(	(	PUNCT
fueconorg-562	145	29	1	1	NUM
fueconorg-562	145	30	-	-	PUNCT
fueconorg-562	145	31	p)-quantile	p)-quantile	PUNCT
fueconorg-562	145	32	of	of	ADP
fueconorg-562	145	33	log	log	NOUN
fueconorg-562	145	34	return	return	NOUN
fueconorg-562	145	35	rt	rt	PROPN
fueconorg-562	145	36	is	be	AUX
fueconorg-562	145	37	{	{	PUNCT
fueconorg-562	145	38	1	1	NUM
fueconorg-562	145	39	[	[	PUNCT
fueconorg-562	145	40	ln(1	ln(1	NOUN
fueconorg-562	145	41	)	)	PUNCT
fueconorg-562	145	42	]	]	PUNCT
fueconorg-562	145	43	}	}	PUNCT
fueconorg-562	145	44	0	0	NUM
fueconorg-562	145	45	,	,	PUNCT
fueconorg-562	145	46	ln	ln	ADJ
fueconorg-562	145	47	[	[	PUNCT
fueconorg-562	145	48	ln(1	ln(1	NOUN
fueconorg-562	145	49	)	)	PUNCT
fueconorg-562	145	50	]	]	PUNCT
fueconorg-562	146	1	0	0	X
fueconorg-562	146	2	.	.	PUNCT
fueconorg-562	147	1	d	d	X
fueconorg-562	147	2	p	p	NOUN
fueconorg-562	147	3	var	var	NOUN
fueconorg-562	147	4	d	d	X
fueconorg-562	147	5	p	p	NOUN
fueconorg-562	147	6			NOUN
fueconorg-562	147	7			PROPN
fueconorg-562	147	8			NUM
fueconorg-562	147	9			NUM
fueconorg-562	147	10			NOUN
fueconorg-562	147	11			PROPN
fueconorg-562	147	12			NUM
fueconorg-562	147	13			PROPN
fueconorg-562	147	14			PROPN
fueconorg-562	147	15			PROPN
fueconorg-562	147	16			PROPN
fueconorg-562	147	17			NOUN
fueconorg-562	147	18			NOUN
fueconorg-562	147	19			ADJ
fueconorg-562	147	20			NUM
fueconorg-562	147	21			NUM
fueconorg-562	147	22			PROPN
fueconorg-562	147	23			PROPN
fueconorg-562	147	24			PROPN
fueconorg-562	147	25			NOUN
fueconorg-562	147	26	(	(	PUNCT
fueconorg-562	147	27	23	23	NUM
fueconorg-562	147	28	)	)	PUNCT
fueconorg-562	147	29	var	var	NOUN
fueconorg-562	147	30	evaluation	evaluation	NOUN
fueconorg-562	147	31	is	be	AUX
fueconorg-562	147	32	much	much	ADV
fueconorg-562	147	33	more	more	ADV
fueconorg-562	147	34	stable	stable	ADJ
fueconorg-562	147	35	using	use	VERB
fueconorg-562	147	36	the	the	DET
fueconorg-562	147	37	peaks	peak	NOUN
fueconorg-562	147	38	over	over	ADP
fueconorg-562	147	39	thresholds	threshold	NOUN
fueconorg-562	147	40	method	method	NOUN
fueconorg-562	147	41	because	because	SCONJ
fueconorg-562	147	42	with	with	ADP
fueconorg-562	147	43	the	the	DET
fueconorg-562	147	44	traditional	traditional	ADJ
fueconorg-562	147	45	approach	approach	NOUN
fueconorg-562	147	46	,	,	PUNCT
fueconorg-562	147	47	var	var	NOUN
fueconorg-562	147	48	is	be	AUX
fueconorg-562	147	49	very	very	ADV
fueconorg-562	147	50	sensitive	sensitive	ADJ
fueconorg-562	147	51	to	to	ADP
fueconorg-562	147	52	changes	change	NOUN
fueconorg-562	147	53	in	in	ADP
fueconorg-562	147	54	the	the	DET
fueconorg-562	147	55	size	size	NOUN
fueconorg-562	147	56	of	of	ADP
fueconorg-562	147	57	blocks	block	NOUN
fueconorg-562	147	58	n.	n.	VERB
fueconorg-562	147	59	the	the	DET
fueconorg-562	147	60	measure	measure	NOUN
fueconorg-562	147	61	of	of	ADP
fueconorg-562	147	62	expected	expect	VERB
fueconorg-562	147	63	shortfall	shortfall	NOUN
fueconorg-562	147	64	,	,	PUNCT
fueconorg-562	147	65	as	as	ADP
fueconorg-562	147	66	an	an	DET
fueconorg-562	147	67	expected	expected	ADJ
fueconorg-562	147	68	loss	loss	NOUN
fueconorg-562	147	69	if	if	SCONJ
fueconorg-562	147	70	var	var	NOUN
fueconorg-562	147	71	is	be	AUX
fueconorg-562	147	72	exceeded	exceed	VERB
fueconorg-562	147	73	,	,	PUNCT
fueconorg-562	147	74	then	then	ADV
fueconorg-562	147	75	can	can	AUX
fueconorg-562	147	76	be	be	AUX
fueconorg-562	147	77	defined	define	VERB
fueconorg-562	147	78	as	as	ADP
fueconorg-562	147	79	(	(	PUNCT
fueconorg-562	147	80	)	)	PUNCT
fueconorg-562	147	81	(	(	PUNCT
fueconorg-562	147	82	)	)	PUNCT
fueconorg-562	147	83	,	,	PUNCT
fueconorg-562	147	84	q	q	PRON
fueconorg-562	147	85	q	q	X
fueconorg-562	147	86	q	q	X
fueconorg-562	147	87	q	q	X
fueconorg-562	147	88	qes	qes	NOUN
fueconorg-562	147	89	e	e	NOUN
fueconorg-562	147	90	r	r	NOUN
fueconorg-562	147	91	r	r	NOUN
fueconorg-562	147	92	var	var	NOUN
fueconorg-562	147	93	var	var	NOUN
fueconorg-562	147	94	e	e	NOUN
fueconorg-562	147	95	r	r	NOUN
fueconorg-562	147	96	var	var	NOUN
fueconorg-562	147	97	r	r	NOUN
fueconorg-562	147	98	var	var	NOUN
fueconorg-562	147	99			PROPN
fueconorg-562	147	100			PROPN
fueconorg-562	147	101			ADV
fueconorg-562	147	102			PROPN
fueconorg-562	147	103			PROPN
fueconorg-562	147	104	(	(	PUNCT
fueconorg-562	147	105	24	24	NUM
fueconorg-562	147	106	)	)	PUNCT
fueconorg-562	147	107	i.e.	i.e.	X
fueconorg-562	147	108	(	(	PUNCT
fueconorg-562	147	109	)	)	PUNCT
fueconorg-562	147	110	.	.	PUNCT
fueconorg-562	148	1	1	1	NUM
fueconorg-562	148	2	1	1	NUM
fueconorg-562	148	3	q	q	NOUN
fueconorg-562	148	4	q	q	NOUN
fueconorg-562	148	5	var	var	NOUN
fueconorg-562	148	6	u	u	X
fueconorg-562	148	7	u	u	NOUN
fueconorg-562	148	8	es	es	ADP
fueconorg-562	148	9			NOUN
fueconorg-562	148	10			NUM
fueconorg-562	148	11			NUM
fueconorg-562	148	12			NUM
fueconorg-562	148	13			PROPN
fueconorg-562	148	14			NUM
fueconorg-562	148	15			PUNCT
fueconorg-562	148	16			PROPN
fueconorg-562	148	17			PROPN
fueconorg-562	148	18	(	(	PUNCT
fueconorg-562	148	19	25	25	NUM
fueconorg-562	148	20	)	)	PUNCT
fueconorg-562	148	21	2	2	NUM
fueconorg-562	148	22	.	.	PUNCT
fueconorg-562	148	23	empirical	empirical	ADJ
fueconorg-562	148	24	results	result	NOUN
fueconorg-562	148	25	the	the	DET
fueconorg-562	148	26	purpose	purpose	NOUN
fueconorg-562	148	27	of	of	ADP
fueconorg-562	148	28	empirical	empirical	ADJ
fueconorg-562	148	29	analysis	analysis	NOUN
fueconorg-562	148	30	is	be	AUX
fueconorg-562	148	31	the	the	DET
fueconorg-562	148	32	evaluation	evaluation	NOUN
fueconorg-562	148	33	of	of	ADP
fueconorg-562	148	34	risk	risk	NOUN
fueconorg-562	148	35	measures	measure	NOUN
fueconorg-562	148	36	for	for	ADP
fueconorg-562	148	37	daily	daily	ADJ
fueconorg-562	148	38	returns	return	NOUN
fueconorg-562	148	39	,	,	PUNCT
fueconorg-562	148	40	for	for	ADP
fueconorg-562	148	41	one	one	NUM
fueconorg-562	148	42	stock	stock	NOUN
fueconorg-562	148	43	in	in	ADP
fueconorg-562	148	44	montenegrin	montenegrin	NOUN
fueconorg-562	148	45	stock	stock	NOUN
fueconorg-562	148	46	market	market	NOUN
fueconorg-562	148	47	.	.	PUNCT
fueconorg-562	149	1	the	the	DET
fueconorg-562	149	2	best	good	ADJ
fueconorg-562	149	3	way	way	NOUN
fueconorg-562	149	4	is	be	AUX
fueconorg-562	149	5	to	to	PART
fueconorg-562	149	6	choose	choose	VERB
fueconorg-562	149	7	a	a	DET
fueconorg-562	149	8	stock	stock	NOUN
fueconorg-562	149	9	having	having	AUX
fueconorg-562	149	10	showed	show	VERB
fueconorg-562	149	11	a	a	DET
fueconorg-562	149	12	pronounced	pronounced	ADJ
fueconorg-562	149	13	volatility	volatility	NOUN
fueconorg-562	149	14	in	in	ADP
fueconorg-562	149	15	the	the	DET
fueconorg-562	149	16	previous	previous	ADJ
fueconorg-562	149	17	period	period	NOUN
fueconorg-562	149	18	,	,	PUNCT
fueconorg-562	149	19	able	able	ADJ
fueconorg-562	149	20	to	to	PART
fueconorg-562	149	21	illustrate	illustrate	VERB
fueconorg-562	149	22	advantages	advantage	NOUN
fueconorg-562	149	23	and	and	CCONJ
fueconorg-562	149	24	disadvantages	disadvantage	NOUN
fueconorg-562	149	25	of	of	ADP
fueconorg-562	149	26	each	each	DET
fueconorg-562	149	27	model	model	NOUN
fueconorg-562	149	28	.	.	PUNCT
fueconorg-562	150	1	for	for	ADP
fueconorg-562	150	2	these	these	DET
fueconorg-562	150	3	reasons	reason	NOUN
fueconorg-562	150	4	,	,	PUNCT
fueconorg-562	150	5	a	a	DET
fueconorg-562	150	6	stock	stock	NOUN
fueconorg-562	150	7	of	of	ADP
fueconorg-562	150	8	elektroprivreda	elektroprivreda	PROPN
fueconorg-562	150	9	crne	crne	PROPN
fueconorg-562	150	10	gore	gore	PROPN
fueconorg-562	150	11	(	(	PUNCT
fueconorg-562	150	12	epcg	epcg	PROPN
fueconorg-562	150	13	)	)	PUNCT
fueconorg-562	150	14	was	be	AUX
fueconorg-562	150	15	chosen	choose	VERB
fueconorg-562	150	16	,	,	PUNCT
fueconorg-562	150	17	illustrating	illustrate	VERB
fueconorg-562	150	18	models	model	NOUN
fueconorg-562	150	19	of	of	ADP
fueconorg-562	150	20	var	var	NOUN
fueconorg-562	150	21	calculation	calculation	NOUN
fueconorg-562	150	22	.	.	PUNCT
fueconorg-562	151	1	time	time	NOUN
fueconorg-562	151	2	series	series	PROPN
fueconorg-562	151	3	of	of	ADP
fueconorg-562	151	4	logarithmic	logarithmic	ADJ
fueconorg-562	151	5	returns	return	NOUN
fueconorg-562	151	6	of	of	ADP
fueconorg-562	151	7	epcg	epcg	NOUN
fueconorg-562	151	8	’s	’s	PART
fueconorg-562	151	9	stock	stock	NOUN
fueconorg-562	151	10	,	,	PUNCT
fueconorg-562	151	11	were	be	AUX
fueconorg-562	151	12	observed	observe	VERB
fueconorg-562	151	13	on	on	ADP
fueconorg-562	151	14	daily	daily	ADJ
fueconorg-562	151	15	basis	basis	NOUN
fueconorg-562	151	16	in	in	ADP
fueconorg-562	151	17	the	the	DET
fueconorg-562	151	18	period	period	NOUN
fueconorg-562	151	19	from	from	ADP
fueconorg-562	151	20	9	9	NUM
fueconorg-562	151	21	th	th	NUM
fueconorg-562	151	22	january	january	PROPN
fueconorg-562	151	23	of	of	ADP
fueconorg-562	151	24	j.	j.	PROPN
fueconorg-562	151	25	cerović	cerović	PROPN
fueconorg-562	151	26	182	182	NUM
fueconorg-562	151	27	2004	2004	NUM
fueconorg-562	151	28	until	until	ADP
fueconorg-562	151	29	18	18	NUM
fueconorg-562	151	30	th	th	NUM
fueconorg-562	151	31	june	june	PROPN
fueconorg-562	151	32	of	of	ADP
fueconorg-562	151	33	2013	2013	NUM
fueconorg-562	151	34	(	(	PUNCT
fueconorg-562	151	35	2338	2338	NUM
fueconorg-562	151	36	data	datum	NOUN
fueconorg-562	151	37	in	in	ADP
fueconorg-562	151	38	total	total	NOUN
fueconorg-562	151	39	)	)	PUNCT
fueconorg-562	151	40	.	.	PUNCT
fueconorg-562	152	1	log	log	VERB
fueconorg-562	152	2	daily	daily	ADJ
fueconorg-562	152	3	returns	return	NOUN
fueconorg-562	152	4	(	(	PUNCT
fueconorg-562	152	5	or	or	CCONJ
fueconorg-562	152	6	continuously	continuously	ADV
fueconorg-562	152	7	compounded	compound	VERB
fueconorg-562	152	8	returns	return	NOUN
fueconorg-562	152	9	)	)	PUNCT
fueconorg-562	152	10	,	,	PUNCT
fueconorg-562	152	11	represent	represent	VERB
fueconorg-562	152	12	the	the	DET
fueconorg-562	152	13	difference	difference	NOUN
fueconorg-562	152	14	between	between	ADP
fueconorg-562	152	15	logarithmic	logarithmic	ADJ
fueconorg-562	152	16	levels	level	NOUN
fueconorg-562	152	17	of	of	ADP
fueconorg-562	152	18	prices	price	NOUN
fueconorg-562	152	19	in	in	ADP
fueconorg-562	152	20	two	two	NUM
fueconorg-562	152	21	successive	successive	ADJ
fueconorg-562	152	22	days	day	NOUN
fueconorg-562	152	23	.	.	PUNCT
fueconorg-562	153	1	it	it	PRON
fueconorg-562	153	2	can	can	AUX
fueconorg-562	153	3	also	also	ADV
fueconorg-562	153	4	be	be	AUX
fueconorg-562	153	5	expressed	express	VERB
fueconorg-562	153	6	in	in	ADP
fueconorg-562	153	7	percents	percent	NOUN
fueconorg-562	153	8	,	,	PUNCT
fueconorg-562	153	9	when	when	SCONJ
fueconorg-562	153	10	these	these	DET
fueconorg-562	153	11	differences	difference	NOUN
fueconorg-562	153	12	are	be	AUX
fueconorg-562	153	13	multiplied	multiply	VERB
fueconorg-562	153	14	by	by	ADP
fueconorg-562	153	15	100	100	NUM
fueconorg-562	153	16	.	.	PUNCT
fueconorg-562	154	1	the	the	DET
fueconorg-562	154	2	data	datum	NOUN
fueconorg-562	154	3	are	be	AUX
fueconorg-562	154	4	taken	take	VERB
fueconorg-562	154	5	from	from	ADP
fueconorg-562	154	6	the	the	DET
fueconorg-562	154	7	website	website	NOUN
fueconorg-562	154	8	of	of	ADP
fueconorg-562	154	9	montenegro	montenegro	PROPN
fueconorg-562	154	10	berza	berza	PROPN
fueconorg-562	154	11	ad	ad	NOUN
fueconorg-562	154	12	podgorica	podgorica	NOUN
fueconorg-562	154	13	,	,	PUNCT
fueconorg-562	154	14	retrieved	retrieve	VERB
fueconorg-562	154	15	from	from	ADP
fueconorg-562	154	16	http://www.montenegroberza.com	http://www.montenegroberza.com	PROPN
fueconorg-562	154	17	.	.	PUNCT
fueconorg-562	155	1	empirical	empirical	ADJ
fueconorg-562	155	2	results	result	NOUN
fueconorg-562	155	3	are	be	AUX
fueconorg-562	155	4	obtained	obtain	VERB
fueconorg-562	155	5	using	use	VERB
fueconorg-562	155	6	program	program	NOUN
fueconorg-562	155	7	package	package	NOUN
fueconorg-562	155	8	r.	r.	PROPN
fueconorg-562	155	9	daily	daily	PROPN
fueconorg-562	155	10	return	return	NOUN
fueconorg-562	155	11	of	of	ADP
fueconorg-562	155	12	the	the	DET
fueconorg-562	155	13	epcg	epcg	ADJ
fueconorg-562	155	14	stock	stock	NOUN
fueconorg-562	155	15	is	be	AUX
fueconorg-562	155	16	stationary	stationary	ADJ
fueconorg-562	155	17	(	(	PUNCT
fueconorg-562	155	18	fig	fig	NOUN
fueconorg-562	155	19	.	.	NOUN
fueconorg-562	156	1	1	1	NUM
fueconorg-562	156	2	)	)	PUNCT
fueconorg-562	156	3	.	.	PUNCT
fueconorg-562	157	1	its	its	PRON
fueconorg-562	157	2	empirical	empirical	ADJ
fueconorg-562	157	3	distribution	distribution	NOUN
fueconorg-562	157	4	differs	differ	VERB
fueconorg-562	157	5	from	from	ADP
fueconorg-562	157	6	normal	normal	ADJ
fueconorg-562	157	7	distribution	distribution	NOUN
fueconorg-562	157	8	,	,	PUNCT
fueconorg-562	157	9	which	which	PRON
fueconorg-562	157	10	is	be	AUX
fueconorg-562	157	11	indicated	indicate	VERB
fueconorg-562	157	12	by	by	ADP
fueconorg-562	157	13	the	the	DET
fueconorg-562	157	14	skewness	skewness	NOUN
fueconorg-562	157	15	and	and	CCONJ
fueconorg-562	157	16	curtosis	curtosis	NOUN
fueconorg-562	157	17	,	,	PUNCT
fueconorg-562	157	18	as	as	ADV
fueconorg-562	157	19	well	well	ADV
fueconorg-562	157	20	as	as	ADP
fueconorg-562	157	21	the	the	DET
fueconorg-562	157	22	joint	joint	ADJ
fueconorg-562	157	23	indicator	indicator	NOUN
fueconorg-562	157	24	of	of	ADP
fueconorg-562	157	25	normality	normality	NOUN
fueconorg-562	157	26	–	–	PUNCT
fueconorg-562	157	27	jarque	jarque	NOUN
fueconorg-562	157	28	-	-	PUNCT
fueconorg-562	157	29	bera	bera	NOUN
fueconorg-562	157	30	test	test	NOUN
fueconorg-562	157	31	-	-	PUNCT
fueconorg-562	157	32	statistic	statistic	NOUN
fueconorg-562	157	33	(	(	PUNCT
fueconorg-562	157	34	jb	jb	PROPN
fueconorg-562	157	35	)	)	PUNCT
fueconorg-562	157	36	.	.	PUNCT
fueconorg-562	158	1	these	these	DET
fueconorg-562	158	2	descriptive	descriptive	ADJ
fueconorg-562	158	3	statistics	statistic	NOUN
fueconorg-562	158	4	are	be	AUX
fueconorg-562	158	5	shown	show	VERB
fueconorg-562	158	6	in	in	ADP
fueconorg-562	158	7	table	table	NOUN
fueconorg-562	158	8	1	1	NUM
fueconorg-562	158	9	.	.	PUNCT
fueconorg-562	159	1	the	the	DET
fueconorg-562	159	2	value	value	NOUN
fueconorg-562	159	3	in	in	ADP
fueconorg-562	159	4	parenthesis	parenthesis	NOUN
fueconorg-562	159	5	next	next	ADV
fueconorg-562	159	6	to	to	ADP
fueconorg-562	159	7	the	the	DET
fueconorg-562	159	8	value	value	NOUN
fueconorg-562	159	9	of	of	ADP
fueconorg-562	159	10	test	test	NOUN
fueconorg-562	159	11	-	-	PUNCT
fueconorg-562	159	12	statistic	statistic	NOUN
fueconorg-562	159	13	is	be	AUX
fueconorg-562	159	14	the	the	DET
fueconorg-562	159	15	corresponding	corresponding	ADJ
fueconorg-562	159	16	p	p	NOUN
fueconorg-562	159	17	-	-	PUNCT
fueconorg-562	159	18	value	value	NOUN
fueconorg-562	159	19	.	.	PUNCT
fueconorg-562	160	1	table	table	NOUN
fueconorg-562	160	2	1	1	NUM
fueconorg-562	160	3	basic	basic	ADJ
fueconorg-562	160	4	descriptive	descriptive	ADJ
fueconorg-562	160	5	statistics	statistic	NOUN
fueconorg-562	160	6	of	of	ADP
fueconorg-562	160	7	daily	daily	ADJ
fueconorg-562	160	8	return	return	NOUN
fueconorg-562	160	9	for	for	ADP
fueconorg-562	160	10	epcg	epcg	ADJ
fueconorg-562	160	11	variance	variance	NOUN
fueconorg-562	160	12	skewness	skewness	NOUN
fueconorg-562	160	13	curtosis	curtosis	PROPN
fueconorg-562	160	14	jb	jb	PROPN
fueconorg-562	160	15	box	box	PROPN
fueconorg-562	160	16	-	-	PUNCT
fueconorg-562	160	17	ljung	ljung	PROPN
fueconorg-562	160	18	(	(	PUNCT
fueconorg-562	160	19	m=8	m=8	NOUN
fueconorg-562	160	20	)	)	PUNCT
fueconorg-562	160	21	box	box	NOUN
fueconorg-562	160	22	-	-	PUNCT
fueconorg-562	160	23	ljung	ljung	PROPN
fueconorg-562	160	24	(	(	PUNCT
fueconorg-562	160	25	at	at	ADP
fueconorg-562	160	26	2	2	NUM
fueconorg-562	160	27	)	)	PUNCT
fueconorg-562	160	28	23.96	23.96	NUM
fueconorg-562	160	29	0.6	0.6	NUM
fueconorg-562	160	30	19.88	19.88	NUM
fueconorg-562	160	31	38709.92	38709.92	NUM
fueconorg-562	160	32	(	(	PUNCT
fueconorg-562	160	33	<	<	X
fueconorg-562	160	34	2.2e-16	2.2e-16	NUM
fueconorg-562	160	35	)	)	PUNCT
fueconorg-562	160	36	101.76	101.76	NUM
fueconorg-562	160	37	(	(	PUNCT
fueconorg-562	160	38	<	<	NOUN
fueconorg-562	160	39	2.2e-16	2.2e-16	NUM
fueconorg-562	160	40	)	)	PUNCT
fueconorg-562	160	41	1032.92	1032.92	NUM
fueconorg-562	160	42	(	(	PUNCT
fueconorg-562	160	43	<	<	X
fueconorg-562	160	44	2.2e-16	2.2e-16	NUM
fueconorg-562	160	45	)	)	PUNCT
fueconorg-562	160	46	the	the	DET
fueconorg-562	160	47	given	give	VERB
fueconorg-562	160	48	return	return	NOUN
fueconorg-562	160	49	series	series	NOUN
fueconorg-562	160	50	is	be	AUX
fueconorg-562	160	51	not	not	PART
fueconorg-562	160	52	too	too	ADV
fueconorg-562	160	53	asymmetric	asymmetric	ADJ
fueconorg-562	160	54	,	,	PUNCT
fueconorg-562	160	55	which	which	PRON
fueconorg-562	160	56	can	can	AUX
fueconorg-562	160	57	be	be	AUX
fueconorg-562	160	58	seen	see	VERB
fueconorg-562	160	59	from	from	ADP
fueconorg-562	160	60	the	the	DET
fueconorg-562	160	61	skewness	skewness	NOUN
fueconorg-562	160	62	indicator	indicator	NOUN
fueconorg-562	160	63	,	,	PUNCT
fueconorg-562	160	64	but	but	CCONJ
fueconorg-562	160	65	the	the	DET
fueconorg-562	160	66	high	high	ADJ
fueconorg-562	160	67	curtosis	curtosis	NOUN
fueconorg-562	160	68	indicates	indicate	VERB
fueconorg-562	160	69	that	that	SCONJ
fueconorg-562	160	70	the	the	DET
fueconorg-562	160	71	it	it	PRON
fueconorg-562	160	72	is	be	AUX
fueconorg-562	160	73	above	above	ADP
fueconorg-562	160	74	normal	normal	ADJ
fueconorg-562	160	75	,	,	PUNCT
fueconorg-562	160	76	i.e.	i.e.	X
fueconorg-562	160	77	there	there	PRON
fueconorg-562	160	78	are	be	VERB
fueconorg-562	160	79	“	"	PUNCT
fueconorg-562	160	80	heavy	heavy	ADJ
fueconorg-562	160	81	tails	tail	NOUN
fueconorg-562	160	82	”	"	PUNCT
fueconorg-562	160	83	–	–	PUNCT
fueconorg-562	160	84	tails	tail	NOUN
fueconorg-562	160	85	are	be	AUX
fueconorg-562	160	86	heavier	heavy	ADJ
fueconorg-562	160	87	than	than	ADP
fueconorg-562	160	88	those	those	PRON
fueconorg-562	160	89	in	in	ADP
fueconorg-562	160	90	normal	normal	ADJ
fueconorg-562	160	91	distribution	distribution	NOUN
fueconorg-562	160	92	.	.	PUNCT
fueconorg-562	161	1	jarque	jarque	NOUN
fueconorg-562	161	2	-	-	PUNCT
fueconorg-562	161	3	bera	bera	NOUN
fueconorg-562	161	4	(	(	PUNCT
fueconorg-562	161	5	jb	jb	PROPN
fueconorg-562	161	6	)	)	PUNCT
fueconorg-562	161	7	normality	normality	NOUN
fueconorg-562	161	8	test	test	NOUN
fueconorg-562	161	9	shows	show	VERB
fueconorg-562	161	10	that	that	SCONJ
fueconorg-562	161	11	the	the	DET
fueconorg-562	161	12	hypothesis	hypothesis	NOUN
fueconorg-562	161	13	of	of	ADP
fueconorg-562	161	14	normality	normality	NOUN
fueconorg-562	161	15	of	of	ADP
fueconorg-562	161	16	returns	return	NOUN
fueconorg-562	161	17	can	can	AUX
fueconorg-562	161	18	be	be	AUX
fueconorg-562	161	19	abandoned	abandon	VERB
fueconorg-562	161	20	even	even	ADV
fueconorg-562	161	21	when	when	SCONJ
fueconorg-562	161	22	the	the	DET
fueconorg-562	161	23	level	level	NOUN
fueconorg-562	161	24	of	of	ADP
fueconorg-562	161	25	significance	significance	NOUN
fueconorg-562	161	26	is	be	AUX
fueconorg-562	161	27	1	1	NUM
fueconorg-562	161	28	%	%	NOUN
fueconorg-562	161	29	.	.	PUNCT
fueconorg-562	162	1	jb	jb	PROPN
fueconorg-562	162	2	test	test	NOUN
fueconorg-562	162	3	-	-	PUNCT
fueconorg-562	162	4	statistic	statistic	NOUN
fueconorg-562	162	5	has	have	VERB
fueconorg-562	162	6	an	an	DET
fueconorg-562	162	7	asymptotic	asymptotic	ADJ
fueconorg-562	162	8	2	2	NOUN
fueconorg-562	162	9	distribution	distribution	NOUN
fueconorg-562	162	10	with	with	ADP
fueconorg-562	162	11	two	two	NUM
fueconorg-562	162	12	degrees	degree	NOUN
fueconorg-562	162	13	of	of	ADP
fueconorg-562	162	14	freedom	freedom	NOUN
fueconorg-562	162	15	.	.	PUNCT
fueconorg-562	163	1	the	the	DET
fueconorg-562	163	2	next	next	ADJ
fueconorg-562	163	3	in	in	ADP
fueconorg-562	163	4	table	table	NOUN
fueconorg-562	163	5	1	1	NUM
fueconorg-562	163	6	.	.	PUNCT
fueconorg-562	163	7	is	be	AUX
fueconorg-562	163	8	box	box	NOUN
fueconorg-562	163	9	-	-	PUNCT
fueconorg-562	163	10	ljung	ljung	ADJ
fueconorg-562	163	11	test	test	NOUN
fueconorg-562	163	12	-	-	PUNCT
fueconorg-562	163	13	statistic	statistic	NOUN
fueconorg-562	163	14	(	(	PUNCT
fueconorg-562	163	15	box	box	NOUN
fueconorg-562	163	16	-	-	PUNCT
fueconorg-562	163	17	ljung	ljung	PROPN
fueconorg-562	163	18	)	)	PUNCT
fueconorg-562	163	19	.	.	PUNCT
fueconorg-562	164	1	it	it	PRON
fueconorg-562	164	2	is	be	AUX
fueconorg-562	164	3	used	use	VERB
fueconorg-562	164	4	for	for	ADP
fueconorg-562	164	5	the	the	DET
fueconorg-562	164	6	determination	determination	NOUN
fueconorg-562	164	7	of	of	ADP
fueconorg-562	164	8	autocorrelation	autocorrelation	NOUN
fueconorg-562	164	9	of	of	ADP
fueconorg-562	164	10	order	order	NOUN
fueconorg-562	164	11	m	m	VERB
fueconorg-562	164	12	between	between	ADP
fueconorg-562	164	13	squared	square	VERB
fueconorg-562	164	14	data	datum	NOUN
fueconorg-562	164	15	and	and	CCONJ
fueconorg-562	164	16	has	have	VERB
fueconorg-562	164	17	asymptotic	asymptotic	ADJ
fueconorg-562	164	18	2	2	NOUN
fueconorg-562	164	19	distribution	distribution	NOUN
fueconorg-562	164	20	with	with	ADP
fueconorg-562	164	21	m	m	PROPN
fueconorg-562	164	22	degrees	degree	NOUN
fueconorg-562	164	23	of	of	ADP
fueconorg-562	164	24	freedom	freedom	NOUN
fueconorg-562	164	25	.	.	PUNCT
fueconorg-562	165	1	null	null	ADJ
fueconorg-562	165	2	hypothesis	hypothesis	NOUN
fueconorg-562	165	3	in	in	ADP
fueconorg-562	165	4	this	this	DET
fueconorg-562	165	5	test	test	NOUN
fueconorg-562	165	6	implies	imply	VERB
fueconorg-562	165	7	that	that	SCONJ
fueconorg-562	165	8	the	the	DET
fueconorg-562	165	9	first	first	ADJ
fueconorg-562	165	10	m	m	NOUN
fueconorg-562	165	11	autocorrelation	autocorrelation	NOUN
fueconorg-562	165	12	coefficients	coefficient	NOUN
fueconorg-562	165	13	of	of	ADP
fueconorg-562	165	14	squared	square	VERB
fueconorg-562	165	15	data	datum	NOUN
fueconorg-562	165	16	are	be	AUX
fueconorg-562	165	17	zero	zero	NUM
fueconorg-562	165	18	and	and	CCONJ
fueconorg-562	165	19	it	it	PRON
fueconorg-562	165	20	is	be	AUX
fueconorg-562	165	21	abondoned	abondone	VERB
fueconorg-562	165	22	here	here	ADV
fueconorg-562	165	23	.	.	PUNCT
fueconorg-562	166	1	value	value	NOUN
fueconorg-562	166	2	m	m	VERB
fueconorg-562	166	3	is	be	AUX
fueconorg-562	166	4	chosen	choose	VERB
fueconorg-562	166	5	in	in	ADP
fueconorg-562	166	6	several	several	ADJ
fueconorg-562	166	7	ways	way	NOUN
fueconorg-562	166	8	and	and	CCONJ
fueconorg-562	166	9	in	in	ADP
fueconorg-562	166	10	practice	practice	NOUN
fueconorg-562	166	11	the	the	DET
fueconorg-562	166	12	best	good	ADJ
fueconorg-562	166	13	form	form	NOUN
fueconorg-562	166	14	is	be	AUX
fueconorg-562	166	15	m	m	NOUN
fueconorg-562	166	16			NOUN
fueconorg-562	166	17	ln(t	ln(t	PUNCT
fueconorg-562	166	18	)	)	PUNCT
fueconorg-562	166	19	,	,	PUNCT
fueconorg-562	166	20	where	where	SCONJ
fueconorg-562	166	21	t	t	PROPN
fueconorg-562	166	22	is	be	AUX
fueconorg-562	166	23	the	the	DET
fueconorg-562	166	24	number	number	NOUN
fueconorg-562	166	25	of	of	ADP
fueconorg-562	166	26	data	datum	NOUN
fueconorg-562	166	27	of	of	ADP
fueconorg-562	166	28	the	the	DET
fueconorg-562	166	29	observed	observe	VERB
fueconorg-562	166	30	variable	variable	NOUN
fueconorg-562	166	31	(	(	PUNCT
fueconorg-562	166	32	tsay	tsay	PROPN
fueconorg-562	166	33	,	,	PUNCT
fueconorg-562	166	34	2010	2010	NUM
fueconorg-562	166	35	)	)	PUNCT
fueconorg-562	166	36	.	.	PUNCT
fueconorg-562	167	1	in	in	ADP
fueconorg-562	167	2	our	our	PRON
fueconorg-562	167	3	case	case	NOUN
fueconorg-562	167	4	,	,	PUNCT
fueconorg-562	167	5	for	for	ADP
fueconorg-562	167	6	m	m	PRON
fueconorg-562	167	7	this	this	DET
fueconorg-562	167	8	value	value	NOUN
fueconorg-562	167	9	is	be	AUX
fueconorg-562	167	10	8	8	NUM
fueconorg-562	167	11	.	.	PUNCT
fueconorg-562	167	12	fig	fig	NOUN
fueconorg-562	167	13	.	.	PUNCT
fueconorg-562	168	1	1	1	NUM
fueconorg-562	168	2	daily	daily	ADJ
fueconorg-562	168	3	return	return	NOUN
fueconorg-562	168	4	of	of	ADP
fueconorg-562	168	5	epcg	epcg	ADJ
fueconorg-562	168	6	stock	stock	NOUN
fueconorg-562	168	7	0	0	NUM
fueconorg-562	168	8	500	500	NUM
fueconorg-562	168	9	1000	1000	NUM
fueconorg-562	168	10	1500	1500	NUM
fueconorg-562	168	11	2000	2000	NUM
fueconorg-562	168	12	-0	-0	PUNCT
fueconorg-562	169	1	.4	.4	NUM
fueconorg-562	169	2	0	0	NUM
fueconorg-562	169	3	.2	.2	NUM
fueconorg-562	169	4	index	index	NOUN
fueconorg-562	169	5	e	e	NOUN
fueconorg-562	169	6	p	p	NOUN
fueconorg-562	169	7	c	c	PROPN
fueconorg-562	169	8	g	g	NOUN
fueconorg-562	169	9	time	time	NOUN
fueconorg-562	170	1	e	e	X
fueconorg-562	170	2	p	p	NOUN
fueconorg-562	170	3	c	c	PROPN
fueconorg-562	170	4	g	g	PROPN
fueconorg-562	170	5	1	1	NUM
fueconorg-562	170	6	2004	2004	NUM
fueconorg-562	170	7	2006	2006	NUM
fueconorg-562	170	8	2008	2008	NUM
fueconorg-562	170	9	2010	2010	NUM
fueconorg-562	170	10	2012	2012	NUM
fueconorg-562	170	11	-0	-0	PUNCT
fueconorg-562	170	12	.4	.4	NUM
fueconorg-562	170	13	0	0	NUM
fueconorg-562	170	14	.2	.2	NUM
fueconorg-562	170	15	value	value	NOUN
fueconorg-562	170	16	at	at	ADP
fueconorg-562	170	17	risk	risk	NOUN
fueconorg-562	170	18	measuring	measuring	NOUN
fueconorg-562	170	19	and	and	CCONJ
fueconorg-562	170	20	extreme	extreme	ADJ
fueconorg-562	170	21	value	value	NOUN
fueconorg-562	170	22	theory	theory	NOUN
fueconorg-562	170	23	:	:	PUNCT
fueconorg-562	170	24	evidence	evidence	NOUN
fueconorg-562	170	25	from	from	ADP
fueconorg-562	170	26	montenegro	montenegro	PROPN
fueconorg-562	170	27	183	183	NUM
fueconorg-562	170	28	fig	fig	NOUN
fueconorg-562	170	29	.	.	PUNCT
fueconorg-562	171	1	2	2	NUM
fueconorg-562	171	2	autocorrelation	autocorrelation	NOUN
fueconorg-562	171	3	functions	function	NOUN
fueconorg-562	171	4	(	(	PUNCT
fueconorg-562	171	5	acf	acf	PROPN
fueconorg-562	171	6	)	)	PUNCT
fueconorg-562	171	7	and	and	CCONJ
fueconorg-562	171	8	partial	partial	ADJ
fueconorg-562	171	9	autocorrelations	autocorrelation	NOUN
fueconorg-562	171	10	for	for	ADP
fueconorg-562	171	11	epcg	epcg	PROPN
fueconorg-562	171	12	series	series	NOUN
fueconorg-562	171	13	to	to	PART
fueconorg-562	171	14	determine	determine	VERB
fueconorg-562	171	15	the	the	DET
fueconorg-562	171	16	existence	existence	NOUN
fueconorg-562	171	17	of	of	ADP
fueconorg-562	171	18	time	time	NOUN
fueconorg-562	171	19	-	-	PUNCT
fueconorg-562	171	20	changing	change	VERB
fueconorg-562	171	21	variability	variability	NOUN
fueconorg-562	171	22	,	,	PUNCT
fueconorg-562	171	23	the	the	DET
fueconorg-562	171	24	same	same	ADJ
fueconorg-562	171	25	box	box	NOUN
fueconorg-562	171	26	-	-	PUNCT
fueconorg-562	171	27	ljung	ljung	VERB
fueconorg-562	171	28	teststatistic	teststatistic	NOUN
fueconorg-562	171	29	is	be	AUX
fueconorg-562	171	30	used	use	VERB
fueconorg-562	171	31	,	,	PUNCT
fueconorg-562	171	32	but	but	CCONJ
fueconorg-562	171	33	for	for	ADP
fueconorg-562	171	34	squared	square	VERB
fueconorg-562	171	35	residual	residual	ADJ
fueconorg-562	171	36	series	series	NOUN
fueconorg-562	171	37	(	(	PUNCT
fueconorg-562	171	38	mcleod	mcleod	PROPN
fueconorg-562	171	39	and	and	CCONJ
fueconorg-562	171	40	li	li	PROPN
fueconorg-562	171	41	,	,	PUNCT
fueconorg-562	171	42	1983	1983	NUM
fueconorg-562	171	43	,	,	PUNCT
fueconorg-562	171	44	tsay	tsay	NOUN
fueconorg-562	171	45	2010	2010	NUM
fueconorg-562	171	46	)	)	PUNCT
fueconorg-562	171	47	.	.	PUNCT
fueconorg-562	172	1	return	return	VERB
fueconorg-562	172	2	residual	residual	ADJ
fueconorg-562	172	3	is	be	AUX
fueconorg-562	172	4	defined	define	VERB
fueconorg-562	172	5	as	as	ADP
fueconorg-562	172	6	the	the	DET
fueconorg-562	172	7	difference	difference	NOUN
fueconorg-562	172	8	between	between	ADP
fueconorg-562	172	9	return	return	NOUN
fueconorg-562	172	10	level	level	NOUN
fueconorg-562	172	11	and	and	CCONJ
fueconorg-562	172	12	mean	mean	NOUN
fueconorg-562	172	13	of	of	ADP
fueconorg-562	172	14	the	the	DET
fueconorg-562	172	15	return	return	NOUN
fueconorg-562	172	16	,	,	PUNCT
fueconorg-562	172	17	i.e.	i.e.	X
fueconorg-562	172	18	.t	.t	PROPN
fueconorg-562	172	19	t	t	NOUN
fueconorg-562	172	20	ta	ta	NOUN
fueconorg-562	172	21	r	r	NOUN
fueconorg-562	172	22			NOUN
fueconorg-562	172	23			NOUN
fueconorg-562	172	24	for	for	ADP
fueconorg-562	172	25	the	the	DET
fueconorg-562	172	26	return	return	NOUN
fueconorg-562	172	27	of	of	ADP
fueconorg-562	172	28	epcg	epcg	NOUN
fueconorg-562	172	29	,	,	PUNCT
fueconorg-562	172	30	first	first	ADV
fueconorg-562	172	31	the	the	DET
fueconorg-562	172	32	serial	serial	ADJ
fueconorg-562	172	33	correlation	correlation	NOUN
fueconorg-562	172	34	was	be	AUX
fueconorg-562	172	35	determined	determine	VERB
fueconorg-562	172	36	according	accord	VERB
fueconorg-562	172	37	to	to	ADP
fueconorg-562	172	38	box	box	NOUN
fueconorg-562	172	39	-	-	PUNCT
fueconorg-562	172	40	ljung	ljung	VERB
fueconorg-562	172	41	test	test	NOUN
fueconorg-562	172	42	-	-	PUNCT
fueconorg-562	172	43	statistic	statistic	NOUN
fueconorg-562	172	44	for	for	ADP
fueconorg-562	172	45	the	the	DET
fueconorg-562	172	46	return	return	NOUN
fueconorg-562	172	47	data	datum	NOUN
fueconorg-562	172	48	,	,	PUNCT
fueconorg-562	172	49	and	and	CCONJ
fueconorg-562	172	50	the	the	DET
fueconorg-562	172	51	same	same	ADJ
fueconorg-562	172	52	statistic	statistic	NOUN
fueconorg-562	172	53	for	for	ADP
fueconorg-562	172	54	squared	square	VERB
fueconorg-562	172	55	residuals	residual	NOUN
fueconorg-562	172	56	also	also	ADV
fueconorg-562	172	57	shows	show	VERB
fueconorg-562	172	58	high	high	ADJ
fueconorg-562	172	59	volatility	volatility	NOUN
fueconorg-562	172	60	.	.	PUNCT
fueconorg-562	173	1	as	as	SCONJ
fueconorg-562	173	2	daily	daily	ADJ
fueconorg-562	173	3	return	return	NOUN
fueconorg-562	173	4	rate	rate	NOUN
fueconorg-562	173	5	of	of	ADP
fueconorg-562	173	6	epcg	epcg	ADJ
fueconorg-562	173	7	stocks	stock	NOUN
fueconorg-562	173	8	has	have	VERB
fueconorg-562	173	9	an	an	DET
fueconorg-562	173	10	unstable	unstable	ADJ
fueconorg-562	173	11	variance	variance	NOUN
fueconorg-562	173	12	,	,	PUNCT
fueconorg-562	173	13	its	its	PRON
fueconorg-562	173	14	dynamic	dynamic	NOUN
fueconorg-562	173	15	is	be	AUX
fueconorg-562	173	16	evaluated	evaluate	VERB
fueconorg-562	173	17	using	use	VERB
fueconorg-562	173	18	garch	garch	NOUN
fueconorg-562	173	19	model	model	NOUN
fueconorg-562	173	20	.	.	PUNCT
fueconorg-562	174	1	based	base	VERB
fueconorg-562	174	2	on	on	ADP
fueconorg-562	174	3	the	the	DET
fueconorg-562	174	4	specification	specification	NOUN
fueconorg-562	174	5	analysis	analysis	NOUN
fueconorg-562	174	6	–	–	PUNCT
fueconorg-562	174	7	sample	sample	NOUN
fueconorg-562	174	8	functions	function	NOUN
fueconorg-562	174	9	of	of	ADP
fueconorg-562	174	10	autocorrelation	autocorrelation	NOUN
fueconorg-562	174	11	and	and	CCONJ
fueconorg-562	174	12	partial	partial	ADJ
fueconorg-562	174	13	correlation	correlation	NOUN
fueconorg-562	174	14	(	(	PUNCT
fueconorg-562	174	15	fig	fig	NOUN
fueconorg-562	174	16	.	.	NOUN
fueconorg-562	174	17	2	2	NUM
fueconorg-562	174	18	)	)	PUNCT
fueconorg-562	174	19	–	–	PUNCT
fueconorg-562	174	20	it	it	PRON
fueconorg-562	174	21	is	be	AUX
fueconorg-562	174	22	estimated	estimate	VERB
fueconorg-562	174	23	that	that	SCONJ
fueconorg-562	174	24	the	the	DET
fueconorg-562	174	25	best	good	ADJ
fueconorg-562	174	26	model	model	NOUN
fueconorg-562	174	27	is	be	AUX
fueconorg-562	174	28	arma(1,3	arma(1,3	NOUN
fueconorg-562	174	29	)	)	PUNCT
fueconorg-562	174	30	.	.	PUNCT
fueconorg-562	175	1	volatility	volatility	NOUN
fueconorg-562	175	2	movement	movement	NOUN
fueconorg-562	175	3	is	be	AUX
fueconorg-562	175	4	well	well	ADV
fueconorg-562	175	5	described	describe	VERB
fueconorg-562	175	6	by	by	ADP
fueconorg-562	175	7	model	model	NOUN
fueconorg-562	175	8	garch(1,1	garch(1,1	NOUN
fueconorg-562	175	9	)	)	PUNCT
fueconorg-562	175	10	.	.	PUNCT
fueconorg-562	176	1	jointly	jointly	ADV
fueconorg-562	176	2	estimated	estimate	VERB
fueconorg-562	176	3	arma(1,3)-garch(1,1	arma(1,3)-garch(1,1	NOUN
fueconorg-562	176	4	)	)	PUNCT
fueconorg-562	176	5	model	model	NOUN
fueconorg-562	176	6	is	be	AUX
fueconorg-562	176	7	:	:	PUNCT
fueconorg-562	176	8	1	1	NUM
fueconorg-562	176	9	1	1	NUM
fueconorg-562	176	10	2	2	NUM
fueconorg-562	176	11	3	3	NUM
fueconorg-562	176	12	2	2	NUM
fueconorg-562	176	13	2	2	NUM
fueconorg-562	176	14	2	2	NUM
fueconorg-562	176	15	1	1	NUM
fueconorg-562	176	16	1	1	NUM
fueconorg-562	176	17	0.000016929	0.000016929	NUM
fueconorg-562	176	18	0.99696	0.99696	NUM
fueconorg-562	176	19	0,87183	0,87183	NOUN
fueconorg-562	176	20	0.17137	0.17137	NUM
fueconorg-562	176	21	0.051543	0.051543	NUM
fueconorg-562	176	22	,	,	PUNCT
fueconorg-562	176	23	0.00018531	0.00018531	NUM
fueconorg-562	176	24	0.17587	0.17587	NUM
fueconorg-562	176	25	0.74366	0.74366	NUM
fueconorg-562	176	26	.	.	PUNCT
fueconorg-562	177	1	t	t	PROPN
fueconorg-562	177	2	t	t	PROPN
fueconorg-562	177	3	t	t	PROPN
fueconorg-562	177	4	t	t	PROPN
fueconorg-562	177	5	t	t	PROPN
fueconorg-562	177	6	t	t	PROPN
fueconorg-562	177	7	t	t	PROPN
fueconorg-562	177	8	t	t	PROPN
fueconorg-562	177	9	t	t	NOUN
fueconorg-562	177	10	r	r	NOUN
fueconorg-562	177	11	r	r	NOUN
fueconorg-562	177	12	a	a	DET
fueconorg-562	177	13	a	a	DET
fueconorg-562	177	14	a	a	DET
fueconorg-562	177	15	a	a	DET
fueconorg-562	177	16	a	a	ADJ
fueconorg-562	177	17			PROPN
fueconorg-562	177	18			PROPN
fueconorg-562	177	19			PROPN
fueconorg-562	177	20			PROPN
fueconorg-562	177	21			PROPN
fueconorg-562	177	22			PROPN
fueconorg-562	177	23			PROPN
fueconorg-562	177	24			PROPN
fueconorg-562	177	25			PROPN
fueconorg-562	177	26			PUNCT
fueconorg-562	177	27			CCONJ
fueconorg-562	177	28			PUNCT
fueconorg-562	177	29			PUNCT
fueconorg-562	177	30			PROPN
fueconorg-562	177	31			PROPN
fueconorg-562	177	32			ADV
fueconorg-562	177	33			VERB
fueconorg-562	177	34	all	all	DET
fueconorg-562	177	35	model	model	NOUN
fueconorg-562	177	36	coefficients	coefficient	NOUN
fueconorg-562	177	37	are	be	AUX
fueconorg-562	177	38	already	already	ADV
fueconorg-562	177	39	significant	significant	ADJ
fueconorg-562	177	40	at	at	ADP
fueconorg-562	177	41	significance	significance	NOUN
fueconorg-562	177	42	level	level	NOUN
fueconorg-562	177	43	1	1	NUM
fueconorg-562	177	44	%	%	NOUN
fueconorg-562	177	45	,	,	PUNCT
fueconorg-562	177	46	except	except	SCONJ
fueconorg-562	177	47	free	free	ADJ
fueconorg-562	177	48	members	member	NOUN
fueconorg-562	177	49	in	in	ADP
fueconorg-562	177	50	both	both	DET
fueconorg-562	177	51	equations	equation	NOUN
fueconorg-562	177	52	,	,	PUNCT
fueconorg-562	177	53	which	which	PRON
fueconorg-562	177	54	are	be	AUX
fueconorg-562	177	55	significant	significant	ADJ
fueconorg-562	177	56	at	at	ADP
fueconorg-562	177	57	level	level	NOUN
fueconorg-562	177	58	10	10	NUM
fueconorg-562	177	59	%	%	NOUN
fueconorg-562	177	60	.	.	PUNCT
fueconorg-562	178	1	the	the	DET
fueconorg-562	178	2	tests	test	NOUN
fueconorg-562	178	3	of	of	ADP
fueconorg-562	178	4	residual	residual	ADJ
fueconorg-562	178	5	normality	normality	NOUN
fueconorg-562	178	6	,	,	PUNCT
fueconorg-562	178	7	autocorrelation	autocorrelation	NOUN
fueconorg-562	178	8	and	and	CCONJ
fueconorg-562	178	9	conditional	conditional	ADJ
fueconorg-562	178	10	heteroscedasticity	heteroscedasticity	NOUN
fueconorg-562	178	11	are	be	AUX
fueconorg-562	178	12	given	give	VERB
fueconorg-562	178	13	in	in	ADP
fueconorg-562	178	14	table	table	NOUN
fueconorg-562	178	15	2	2	NUM
fueconorg-562	178	16	.	.	PUNCT
fueconorg-562	179	1	therefore	therefore	ADV
fueconorg-562	179	2	,	,	PUNCT
fueconorg-562	179	3	it	it	PRON
fueconorg-562	179	4	can	can	AUX
fueconorg-562	179	5	be	be	AUX
fueconorg-562	179	6	observed	observe	VERB
fueconorg-562	179	7	that	that	SCONJ
fueconorg-562	179	8	the	the	DET
fueconorg-562	179	9	chosen	choose	VERB
fueconorg-562	179	10	model	model	NOUN
fueconorg-562	179	11	,	,	PUNCT
fueconorg-562	179	12	which	which	PRON
fueconorg-562	179	13	was	be	AUX
fueconorg-562	179	14	the	the	DET
fueconorg-562	179	15	best	good	ADJ
fueconorg-562	179	16	of	of	ADP
fueconorg-562	179	17	all	all	DET
fueconorg-562	179	18	econometric	econometric	ADJ
fueconorg-562	179	19	models	model	NOUN
fueconorg-562	179	20	(	(	PUNCT
fueconorg-562	179	21	not	not	PART
fueconorg-562	179	22	all	all	DET
fueconorg-562	179	23	parameters	parameter	NOUN
fueconorg-562	179	24	were	be	AUX
fueconorg-562	179	25	significant	significant	ADJ
fueconorg-562	179	26	within	within	ADP
fueconorg-562	179	27	other	other	ADJ
fueconorg-562	179	28	models	model	NOUN
fueconorg-562	179	29	)	)	PUNCT
fueconorg-562	179	30	,	,	PUNCT
fueconorg-562	179	31	describes	describe	VERB
fueconorg-562	179	32	volatility	volatility	NOUN
fueconorg-562	179	33	really	really	ADV
fueconorg-562	179	34	well	well	ADV
fueconorg-562	179	35	.	.	PUNCT
fueconorg-562	180	1	however	however	ADV
fueconorg-562	180	2	,	,	PUNCT
fueconorg-562	180	3	garch	garch	NOUN
fueconorg-562	180	4	model	model	NOUN
fueconorg-562	180	5	did	do	AUX
fueconorg-562	180	6	not	not	PART
fueconorg-562	180	7	remove	remove	VERB
fueconorg-562	180	8	autocorrelation	autocorrelation	NOUN
fueconorg-562	180	9	successfully	successfully	ADV
fueconorg-562	180	10	,	,	PUNCT
fueconorg-562	180	11	which	which	PRON
fueconorg-562	180	12	can	can	AUX
fueconorg-562	180	13	be	be	AUX
fueconorg-562	180	14	seen	see	VERB
fueconorg-562	180	15	from	from	ADP
fueconorg-562	180	16	box	box	NOUN
fueconorg-562	180	17	-	-	PUNCT
fueconorg-562	180	18	ljung	ljung	PROPN
fueconorg-562	180	19	test	test	NOUN
fueconorg-562	180	20	.	.	PUNCT
fueconorg-562	181	1	autocorrelation	autocorrelation	NOUN
fueconorg-562	181	2	was	be	AUX
fueconorg-562	181	3	reduced	reduce	VERB
fueconorg-562	181	4	enough	enough	ADV
fueconorg-562	181	5	,	,	PUNCT
fueconorg-562	181	6	which	which	PRON
fueconorg-562	181	7	can	can	AUX
fueconorg-562	181	8	be	be	AUX
fueconorg-562	181	9	concluded	conclude	VERB
fueconorg-562	181	10	based	base	VERB
fueconorg-562	181	11	on	on	ADP
fueconorg-562	181	12	the	the	DET
fueconorg-562	181	13	autocorrelation	autocorrelation	NOUN
fueconorg-562	181	14	of	of	ADP
fueconorg-562	181	15	standardized	standardized	ADJ
fueconorg-562	181	16	residuals	residual	NOUN
fueconorg-562	181	17	function	function	NOUN
fueconorg-562	181	18	,	,	PUNCT
fueconorg-562	181	19	figure	figure	NOUN
fueconorg-562	181	20	3	3	NUM
fueconorg-562	181	21	.	.	NOUN
fueconorg-562	181	22	0	0	NUM
fueconorg-562	181	23	5	5	NUM
fueconorg-562	181	24	10	10	NUM
fueconorg-562	181	25	15	15	NUM
fueconorg-562	181	26	20	20	NUM
fueconorg-562	181	27	25	25	NUM
fueconorg-562	181	28	30	30	NUM
fueconorg-562	181	29	0	0	NUM
fueconorg-562	181	30	.0	.0	NUM
fueconorg-562	181	31	0	0	NUM
fueconorg-562	181	32	.8	.8	PROPN
fueconorg-562	181	33	lag	lag	VERB
fueconorg-562	181	34	a	a	DET
fueconorg-562	181	35	c	c	NOUN
fueconorg-562	181	36	f	f	PROPN
fueconorg-562	181	37	series	series	PROPN
fueconorg-562	181	38	epcg	epcg	PROPN
fueconorg-562	181	39	0	0	NUM
fueconorg-562	181	40	5	5	NUM
fueconorg-562	181	41	10	10	NUM
fueconorg-562	181	42	15	15	NUM
fueconorg-562	181	43	20	20	NUM
fueconorg-562	181	44	25	25	NUM
fueconorg-562	181	45	30	30	NUM
fueconorg-562	181	46	-0	-0	SYM
fueconorg-562	181	47	.1	.1	NUM
fueconorg-562	181	48	0	0	NUM
fueconorg-562	182	1	lag	lag	PROPN
fueconorg-562	182	2	p	p	PROPN
fueconorg-562	182	3	a	a	DET
fueconorg-562	182	4	rt	rt	PROPN
fueconorg-562	182	5	ia	ia	PROPN
fueconorg-562	182	6	l	l	PROPN
fueconorg-562	182	7	a	a	PROPN
fueconorg-562	182	8	c	c	PROPN
fueconorg-562	182	9	f	f	PROPN
fueconorg-562	182	10	series	series	PROPN
fueconorg-562	182	11	epcg	epcg	PROPN
fueconorg-562	182	12	j.	j.	PROPN
fueconorg-562	182	13	cerović	cerović	PROPN
fueconorg-562	182	14	184	184	NUM
fueconorg-562	182	15	fig	fig	NOUN
fueconorg-562	182	16	.	.	PUNCT
fueconorg-562	183	1	3	3	NUM
fueconorg-562	183	2	autocorrelation	autocorrelation	NOUN
fueconorg-562	183	3	of	of	ADP
fueconorg-562	183	4	standardized	standardized	ADJ
fueconorg-562	183	5	residuals	residual	NOUN
fueconorg-562	183	6	function	function	NOUN
fueconorg-562	183	7	of	of	ADP
fueconorg-562	183	8	model	model	NOUN
fueconorg-562	183	9	arma(1,3)-garch(1,1	arma(1,3)-garch(1,1	NOUN
fueconorg-562	183	10	)	)	PUNCT
fueconorg-562	183	11	table	table	NOUN
fueconorg-562	183	12	2	2	NUM
fueconorg-562	183	13	tests	test	NOUN
fueconorg-562	183	14	of	of	ADP
fueconorg-562	183	15	arma(1,3)-garch(1,1	arma(1,3)-garch(1,1	NOUN
fueconorg-562	183	16	)	)	PUNCT
fueconorg-562	183	17	models	model	NOUN
fueconorg-562	183	18	:	:	PUNCT
fueconorg-562	183	19	test	test	NOUN
fueconorg-562	183	20	-	-	PUNCT
fueconorg-562	183	21	statistic	statistic	NOUN
fueconorg-562	183	22	and	and	CCONJ
fueconorg-562	183	23	p	p	NOUN
fueconorg-562	183	24	-	-	PUNCT
fueconorg-562	183	25	value	value	NOUN
fueconorg-562	183	26	jb	jb	PROPN
fueconorg-562	183	27	box	box	PROPN
fueconorg-562	183	28	-	-	PUNCT
fueconorg-562	183	29	ljung	ljung	PROPN
fueconorg-562	183	30	q(10	q(10	PROPN
fueconorg-562	183	31	)	)	PUNCT
fueconorg-562	183	32	box	box	NOUN
fueconorg-562	183	33	-	-	PUNCT
fueconorg-562	183	34	ljung	ljung	PROPN
fueconorg-562	183	35	(	(	PUNCT
fueconorg-562	183	36	at	at	ADP
fueconorg-562	183	37	2	2	NUM
fueconorg-562	183	38	)	)	PUNCT
fueconorg-562	183	39	lm	lm	CCONJ
fueconorg-562	183	40	arch	arch	ADJ
fueconorg-562	183	41	test	test	NOUN
fueconorg-562	183	42	75584.7	75584.7	NUM
fueconorg-562	183	43	(	(	PUNCT
fueconorg-562	183	44	0	0	NUM
fueconorg-562	183	45	)	)	PUNCT
fueconorg-562	183	46	37.75	37.75	NUM
fueconorg-562	183	47	(	(	PUNCT
fueconorg-562	183	48	4,2e-05	4,2e-05	NUM
fueconorg-562	183	49	)	)	PUNCT
fueconorg-562	183	50	4.2146	4.2146	NUM
fueconorg-562	183	51	(	(	PUNCT
fueconorg-562	183	52	0.937	0.937	NUM
fueconorg-562	183	53	)	)	PUNCT
fueconorg-562	183	54	5.46	5.46	NUM
fueconorg-562	183	55	(	(	PUNCT
fueconorg-562	183	56	0.94	0.94	NUM
fueconorg-562	183	57	)	)	PUNCT
fueconorg-562	183	58	table	table	NOUN
fueconorg-562	183	59	3	3	NUM
fueconorg-562	183	60	.	.	PUNCT
fueconorg-562	183	61	forecasts	forecast	NOUN
fueconorg-562	183	62	levels	level	NOUN
fueconorg-562	183	63	of	of	ADP
fueconorg-562	183	64	return	return	NOUN
fueconorg-562	183	65	and	and	CCONJ
fueconorg-562	183	66	volatility	volatility	NOUN
fueconorg-562	183	67	(	(	PUNCT
fueconorg-562	183	68	conditional	conditional	ADJ
fueconorg-562	183	69	standard	standard	ADJ
fueconorg-562	183	70	deviations	deviation	NOUN
fueconorg-562	183	71	)	)	PUNCT
fueconorg-562	183	72	for	for	ADP
fueconorg-562	183	73	one	one	NUM
fueconorg-562	183	74	day	day	NOUN
fueconorg-562	183	75	time	time	NOUN
fueconorg-562	183	76	horizon	horizon	NOUN
fueconorg-562	183	77	,	,	PUNCT
fueconorg-562	183	78	which	which	PRON
fueconorg-562	183	79	are	be	AUX
fueconorg-562	183	80	used	use	VERB
fueconorg-562	183	81	for	for	ADP
fueconorg-562	183	82	the	the	DET
fueconorg-562	183	83	assessment	assessment	NOUN
fueconorg-562	183	84	of	of	ADP
fueconorg-562	183	85	var	var	NOUN
fueconorg-562	183	86	.	.	PUNCT
fueconorg-562	184	1	the	the	DET
fueconorg-562	184	2	assessments	assessment	NOUN
fueconorg-562	184	3	are	be	AUX
fueconorg-562	184	4	computed	compute	VERB
fueconorg-562	184	5	for	for	ADP
fueconorg-562	184	6	level	level	NOUN
fueconorg-562	184	7	of	of	ADP
fueconorg-562	184	8	confidence	confidence	NOUN
fueconorg-562	184	9	95	95	NUM
fueconorg-562	184	10	%	%	NOUN
fueconorg-562	184	11	and	and	CCONJ
fueconorg-562	184	12	99	99	NUM
fueconorg-562	184	13	%	%	NOUN
fueconorg-562	184	14	.	.	PUNCT
fueconorg-562	185	1	interpretation	interpretation	NOUN
fueconorg-562	185	2	of	of	ADP
fueconorg-562	185	3	the	the	DET
fueconorg-562	185	4	obtained	obtain	VERB
fueconorg-562	185	5	result	result	NOUN
fueconorg-562	185	6	for	for	ADP
fueconorg-562	185	7	var	var	NOUN
fueconorg-562	185	8	is	be	AUX
fueconorg-562	185	9	as	as	SCONJ
fueconorg-562	185	10	follows	follow	VERB
fueconorg-562	185	11	:	:	PUNCT
fueconorg-562	185	12	if	if	SCONJ
fueconorg-562	185	13	one	one	PRON
fueconorg-562	185	14	possesses	possess	VERB
fueconorg-562	185	15	some	some	DET
fueconorg-562	185	16	value	value	NOUN
fueconorg-562	185	17	of	of	ADP
fueconorg-562	185	18	epcg	epcg	ADJ
fueconorg-562	185	19	stocks	stock	NOUN
fueconorg-562	185	20	(	(	PUNCT
fueconorg-562	185	21	for	for	ADP
fueconorg-562	185	22	example	example	NOUN
fueconorg-562	185	23	,	,	PUNCT
fueconorg-562	185	24	1000	1000	NUM
fueconorg-562	185	25	€	€	NUM
fueconorg-562	185	26	)	)	PUNCT
fueconorg-562	185	27	,	,	PUNCT
fueconorg-562	185	28	then	then	ADV
fueconorg-562	185	29	the	the	DET
fueconorg-562	185	30	possible	possible	ADJ
fueconorg-562	185	31	loss	loss	NOUN
fueconorg-562	185	32	for	for	ADP
fueconorg-562	185	33	the	the	DET
fueconorg-562	185	34	owner	owner	NOUN
fueconorg-562	185	35	of	of	ADP
fueconorg-562	185	36	stocks	stock	NOUN
fueconorg-562	185	37	for	for	ADP
fueconorg-562	185	38	a	a	DET
fueconorg-562	185	39	one	one	NUM
fueconorg-562	185	40	-	-	PUNCT
fueconorg-562	185	41	day	day	NOUN
fueconorg-562	185	42	period	period	NOUN
fueconorg-562	185	43	does	do	AUX
fueconorg-562	185	44	not	not	PART
fueconorg-562	185	45	exceed	exceed	VERB
fueconorg-562	185	46	7.483	7.483	NUM
fueconorg-562	185	47	%	%	NOUN
fueconorg-562	185	48	of	of	ADP
fueconorg-562	185	49	the	the	DET
fueconorg-562	185	50	value	value	NOUN
fueconorg-562	185	51	(	(	PUNCT
fueconorg-562	185	52	74.83	74.83	NUM
fueconorg-562	185	53	€	€	NUM
fueconorg-562	185	54	)	)	PUNCT
fueconorg-562	185	55	with	with	ADP
fueconorg-562	185	56	probability	probability	NOUN
fueconorg-562	185	57	95	95	NUM
fueconorg-562	185	58	%	%	NOUN
fueconorg-562	185	59	.	.	PUNCT
fueconorg-562	186	1	with	with	ADP
fueconorg-562	186	2	the	the	DET
fueconorg-562	186	3	99	99	NUM
fueconorg-562	186	4	%	%	NOUN
fueconorg-562	186	5	probability	probability	NOUN
fueconorg-562	186	6	,	,	PUNCT
fueconorg-562	186	7	the	the	DET
fueconorg-562	186	8	estimation	estimation	NOUN
fueconorg-562	186	9	of	of	ADP
fueconorg-562	186	10	the	the	DET
fueconorg-562	186	11	maximum	maximum	ADJ
fueconorg-562	186	12	loss	loss	NOUN
fueconorg-562	186	13	is	be	AUX
fueconorg-562	186	14	10.65	10.65	NUM
fueconorg-562	186	15	%	%	NOUN
fueconorg-562	186	16	of	of	ADP
fueconorg-562	186	17	the	the	DET
fueconorg-562	186	18	value	value	NOUN
fueconorg-562	186	19	(	(	PUNCT
fueconorg-562	186	20	106.5	106.5	NUM
fueconorg-562	186	21	€	€	NUM
fueconorg-562	186	22	)	)	PUNCT
fueconorg-562	186	23	.	.	PUNCT
fueconorg-562	187	1	table	table	NOUN
fueconorg-562	187	2	3	3	NUM
fueconorg-562	187	3	econometric	econometric	ADJ
fueconorg-562	187	4	evaluation	evaluation	NOUN
fueconorg-562	187	5	of	of	ADP
fueconorg-562	187	6	var	var	NOUN
fueconorg-562	187	7	for	for	ADP
fueconorg-562	187	8	a	a	DET
fueconorg-562	187	9	one	one	NUM
fueconorg-562	187	10	-	-	PUNCT
fueconorg-562	187	11	day	day	NOUN
fueconorg-562	187	12	period	period	NOUN
fueconorg-562	187	13	(	(	PUNCT
fueconorg-562	187	14	epcg	epcg	NOUN
fueconorg-562	187	15	return	return	NOUN
fueconorg-562	187	16	)	)	PUNCT
fueconorg-562	187	17	return	return	NOUN
fueconorg-562	187	18	forecast	forecast	NOUN
fueconorg-562	187	19	forecast	forecast	NOUN
fueconorg-562	187	20	of	of	ADP
fueconorg-562	187	21	conditional	conditional	PROPN
fueconorg-562	187	22	st	st	PROPN
fueconorg-562	187	23	.	.	PROPN
fueconorg-562	187	24	dev	dev	PROPN
fueconorg-562	187	25	.	.	PROPN
fueconorg-562	187	26	var	var	PROPN
fueconorg-562	187	27	(	(	PUNCT
fueconorg-562	187	28	95	95	NUM
fueconorg-562	187	29	%	%	NOUN
fueconorg-562	187	30	)	)	PUNCT
fueconorg-562	187	31	var	var	NOUN
fueconorg-562	187	32	(	(	PUNCT
fueconorg-562	187	33	99	99	NUM
fueconorg-562	187	34	%	%	NOUN
fueconorg-562	187	35	)	)	PUNCT
fueconorg-562	187	36	-0.00092457	-0.00092457	PROPN
fueconorg-562	187	37	0.04619341	0.04619341	NUM
fueconorg-562	187	38	7.483	7.483	NUM
fueconorg-562	187	39	%	%	NOUN
fueconorg-562	187	40	10.65	10.65	NUM
fueconorg-562	187	41	%	%	NOUN
fueconorg-562	187	42	riskmetrics	riskmetric	NOUN
fueconorg-562	187	43	method	method	NOUN
fueconorg-562	187	44	for	for	ADP
fueconorg-562	187	45	the	the	DET
fueconorg-562	187	46	calculation	calculation	NOUN
fueconorg-562	187	47	of	of	ADP
fueconorg-562	187	48	var	var	NOUN
fueconorg-562	187	49	assumes	assume	VERB
fueconorg-562	187	50	that	that	SCONJ
fueconorg-562	187	51	conditional	conditional	ADJ
fueconorg-562	187	52	mean	mean	NOUN
fueconorg-562	187	53	value	value	NOUN
fueconorg-562	187	54	is	be	AUX
fueconorg-562	187	55	zero	zero	NUM
fueconorg-562	187	56	and	and	CCONJ
fueconorg-562	187	57	that	that	PRON
fueconorg-562	187	58	return	return	NOUN
fueconorg-562	187	59	volatility	volatility	NOUN
fueconorg-562	187	60	follows	follow	VERB
fueconorg-562	187	61	igarch(1,1	igarch(1,1	NOUN
fueconorg-562	187	62	)	)	PUNCT
fueconorg-562	187	63	model	model	NOUN
fueconorg-562	187	64	.	.	PUNCT
fueconorg-562	188	1	the	the	DET
fueconorg-562	188	2	adjusted	adjusted	ADJ
fueconorg-562	188	3	model	model	NOUN
fueconorg-562	188	4	is	be	AUX
fueconorg-562	188	5	2	2	NUM
fueconorg-562	188	6	2	2	NUM
fueconorg-562	188	7	2	2	NUM
fueconorg-562	188	8	1	1	NUM
fueconorg-562	188	9	1	1	NUM
fueconorg-562	188	10	,	,	PUNCT
fueconorg-562	188	11	,	,	PUNCT
fueconorg-562	188	12	0.041657	0.041657	NUM
fueconorg-562	188	13	(	(	PUNCT
fueconorg-562	188	14	1	1	NUM
fueconorg-562	188	15	0.041657	0.041657	NUM
fueconorg-562	188	16	)	)	PUNCT
fueconorg-562	188	17	,	,	PUNCT
fueconorg-562	188	18	t	t	PROPN
fueconorg-562	188	19	t	t	PROPN
fueconorg-562	188	20	t	t	PROPN
fueconorg-562	188	21	t	t	PROPN
fueconorg-562	188	22	t	t	PROPN
fueconorg-562	188	23	t	t	PROPN
fueconorg-562	188	24	t	t	PROPN
fueconorg-562	188	25	tr	tr	VERB
fueconorg-562	188	26	a	a	DET
fueconorg-562	188	27	a	a	DET
fueconorg-562	188	28	a	a	ADJ
fueconorg-562	188	29			PROPN
fueconorg-562	188	30			X
fueconorg-562	188	31			X
fueconorg-562	188	32			NOUN
fueconorg-562	188	33			NOUN
fueconorg-562	188	34			PROPN
fueconorg-562	188	35			PROPN
fueconorg-562	188	36			PUNCT
fueconorg-562	188	37			X
fueconorg-562	188	38	where	where	SCONJ
fueconorg-562	188	39	t	t	X
fueconorg-562	188	40	is	be	AUX
fueconorg-562	188	41	standard	standard	ADJ
fueconorg-562	188	42	gaussian	gaussian	ADJ
fueconorg-562	188	43	series	series	NOUN
fueconorg-562	188	44	of	of	ADP
fueconorg-562	188	45	white	white	ADJ
fueconorg-562	188	46	noise	noise	NOUN
fueconorg-562	188	47	.	.	PUNCT
fueconorg-562	189	1	q	q	PROPN
fueconorg-562	189	2	statistic	statistic	NOUN
fueconorg-562	189	3	for	for	ADP
fueconorg-562	189	4	squared	square	VERB
fueconorg-562	189	5	standardized	standardized	ADJ
fueconorg-562	189	6	residuals	residual	NOUN
fueconorg-562	189	7	is	be	AUX
fueconorg-562	189	8	rather	rather	ADV
fueconorg-562	189	9	low	low	ADJ
fueconorg-562	189	10	(	(	PUNCT
fueconorg-562	189	11	0.0005967	0.0005967	NUM
fueconorg-562	189	12	)	)	PUNCT
fueconorg-562	189	13	,	,	PUNCT
fueconorg-562	189	14	but	but	CCONJ
fueconorg-562	189	15	not	not	PART
fueconorg-562	189	16	statistically	statistically	ADV
fueconorg-562	189	17	significant	significant	ADJ
fueconorg-562	189	18	.	.	PUNCT
fueconorg-562	190	1	according	accord	VERB
fueconorg-562	190	2	to	to	ADP
fueconorg-562	190	3	the	the	DET
fueconorg-562	190	4	adjusted	adjusted	ADJ
fueconorg-562	190	5	model	model	NOUN
fueconorg-562	190	6	,	,	PUNCT
fueconorg-562	190	7	volatility	volatility	NOUN
fueconorg-562	190	8	forecast	forecast	NOUN
fueconorg-562	190	9	for	for	ADP
fueconorg-562	190	10	one	one	NUM
fueconorg-562	190	11	period	period	NOUN
fueconorg-562	190	12	in	in	ADP
fueconorg-562	190	13	advance	advance	NOUN
fueconorg-562	190	14	is	be	AUX
fueconorg-562	190	15	ˆ(1	ˆ(1	PROPN
fueconorg-562	190	16	)	)	PUNCT
fueconorg-562	190	17	0.04951,	0.04951,	NUM
fueconorg-562	191	1			NUM
fueconorg-562	192	1	so	so	ADV
fueconorg-562	192	2	95	95	NUM
fueconorg-562	192	3	%	%	NOUN
fueconorg-562	192	4	quantile	quantile	NOUN
fueconorg-562	192	5	of	of	ADP
fueconorg-562	192	6	conditional	conditional	ADJ
fueconorg-562	192	7	distribution	distribution	NOUN
fueconorg-562	192	8	is	be	AUX
fueconorg-562	192	9	1.65	1.65	NUM
fueconorg-562	192	10	0.04951	0.04951	NUM
fueconorg-562	192	11	0.0816915.	0.0816915.	NOUN
fueconorg-562	192	12			PROPN
fueconorg-562	192	13	var	var	NOUN
fueconorg-562	192	14	for	for	ADP
fueconorg-562	192	15	95	95	NUM
fueconorg-562	192	16	%	%	NOUN
fueconorg-562	192	17	probability	probability	NOUN
fueconorg-562	192	18	,	,	PUNCT
fueconorg-562	192	19	one	one	NUM
fueconorg-562	192	20	period	period	NOUN
fueconorg-562	192	21	in	in	ADP
fueconorg-562	192	22	advance	advance	NOUN
fueconorg-562	192	23	,	,	PUNCT
fueconorg-562	192	24	for	for	ADP
fueconorg-562	192	25	the	the	DET
fueconorg-562	192	26	position	position	NOUN
fueconorg-562	192	27	of	of	ADP
fueconorg-562	192	28	,	,	PUNCT
fueconorg-562	192	29	for	for	ADP
fueconorg-562	192	30	example	example	NOUN
fueconorg-562	192	31	,	,	PUNCT
fueconorg-562	192	32	1000	1000	NUM
fueconorg-562	192	33	€	€	NOUN
fueconorg-562	192	34	,	,	PUNCT
fueconorg-562	192	35	will	will	AUX
fueconorg-562	192	36	be	be	AUX
fueconorg-562	192	37	0	0	NUM
fueconorg-562	192	38	5	5	NUM
fueconorg-562	192	39	10	10	NUM
fueconorg-562	192	40	15	15	NUM
fueconorg-562	192	41	20	20	NUM
fueconorg-562	192	42	25	25	NUM
fueconorg-562	192	43	30	30	NUM
fueconorg-562	192	44	0	0	NUM
fueconorg-562	193	1	.0	.0	NUM
fueconorg-562	193	2	0	0	NUM
fueconorg-562	194	1	.2	.2	NUM
fueconorg-562	194	2	0	0	NUM
fueconorg-562	195	1	.4	.4	NUM
fueconorg-562	195	2	0	0	NUM
fueconorg-562	196	1	.6	.6	NUM
fueconorg-562	196	2	0	0	NUM
fueconorg-562	196	3	.8	.8	NUM
fueconorg-562	196	4	1	1	NUM
fueconorg-562	196	5	.0	.0	PROPN
fueconorg-562	196	6	lag	lag	NOUN
fueconorg-562	196	7	a	a	DET
fueconorg-562	196	8	c	c	NOUN
fueconorg-562	196	9	f	f	PROPN
fueconorg-562	196	10	series	series	PROPN
fueconorg-562	196	11	stresi	stresi	PROPN
fueconorg-562	196	12	value	value	NOUN
fueconorg-562	196	13	at	at	ADP
fueconorg-562	196	14	risk	risk	NOUN
fueconorg-562	196	15	measuring	measuring	NOUN
fueconorg-562	196	16	and	and	CCONJ
fueconorg-562	196	17	extreme	extreme	ADJ
fueconorg-562	196	18	value	value	NOUN
fueconorg-562	196	19	theory	theory	NOUN
fueconorg-562	196	20	:	:	PUNCT
fueconorg-562	196	21	evidence	evidence	NOUN
fueconorg-562	196	22	from	from	ADP
fueconorg-562	196	23	montenegro	montenegro	PROPN
fueconorg-562	196	24	185	185	NUM
fueconorg-562	196	25	1000	1000	NUM
fueconorg-562	196	26	€	€	NUM
fueconorg-562	196	27	0.0816915	0.0816915	NUM
fueconorg-562	196	28	81.6915€.var	81.6915€.var	NOUN
fueconorg-562	196	29			NUM
fueconorg-562	196	30			NOUN
fueconorg-562	196	31			NUM
fueconorg-562	196	32	according	accord	VERB
fueconorg-562	196	33	to	to	ADP
fueconorg-562	196	34	the	the	DET
fueconorg-562	196	35	same	same	ADJ
fueconorg-562	196	36	principle	principle	NOUN
fueconorg-562	196	37	,	,	PUNCT
fueconorg-562	196	38	99	99	NUM
fueconorg-562	196	39	%	%	NOUN
fueconorg-562	196	40	quantile	quantile	NOUN
fueconorg-562	196	41	is	be	AUX
fueconorg-562	196	42	2.326	2.326	NUM
fueconorg-562	196	43	0.04951	0.04951	NUM
fueconorg-562	196	44	0.11516026,	0.11516026,	PUNCT
fueconorg-562	197	1			NUM
fueconorg-562	197	2	so	so	ADV
fueconorg-562	197	3	var	var	NOUN
fueconorg-562	197	4	,	,	PUNCT
fueconorg-562	197	5	for	for	ADP
fueconorg-562	197	6	the	the	DET
fueconorg-562	197	7	given	give	VERB
fueconorg-562	197	8	probability	probability	NOUN
fueconorg-562	197	9	is	be	AUX
fueconorg-562	197	10	approximately	approximately	ADV
fueconorg-562	197	11	115.16€.	115.16€.	NUM
fueconorg-562	197	12	quantile	quantile	ADJ
fueconorg-562	197	13	assessment	assessment	NOUN
fueconorg-562	197	14	of	of	ADP
fueconorg-562	197	15	var	var	NOUN
fueconorg-562	197	16	is	be	AUX
fueconorg-562	197	17	obtained	obtain	VERB
fueconorg-562	197	18	as	as	ADP
fueconorg-562	197	19	empirical	empirical	ADJ
fueconorg-562	197	20	99	99	NUM
fueconorg-562	197	21	%	%	NOUN
fueconorg-562	197	22	quantile	quantile	NOUN
fueconorg-562	197	23	,	,	PUNCT
fueconorg-562	197	24	with	with	SCONJ
fueconorg-562	197	25	the	the	DET
fueconorg-562	197	26	value	value	NOUN
fueconorg-562	197	27	of	of	ADP
fueconorg-562	197	28	daily	daily	ADJ
fueconorg-562	197	29	return	return	NOUN
fueconorg-562	197	30	for	for	ADP
fueconorg-562	197	31	epcg	epcg	NOUN
fueconorg-562	197	32	is	be	AUX
fueconorg-562	197	33	14.64244	14.64244	NUM
fueconorg-562	197	34	%	%	NOUN
fueconorg-562	197	35	,	,	PUNCT
fueconorg-562	197	36	which	which	PRON
fueconorg-562	197	37	means	mean	VERB
fueconorg-562	197	38	if	if	SCONJ
fueconorg-562	197	39	we	we	PRON
fueconorg-562	197	40	possess	possess	VERB
fueconorg-562	197	41	1000	1000	NUM
fueconorg-562	197	42	€	€	NOUN
fueconorg-562	197	43	worth	worth	ADJ
fueconorg-562	197	44	epcg	epcg	PROPN
fueconorg-562	197	45	stocks	stock	NOUN
fueconorg-562	197	46	,	,	PUNCT
fueconorg-562	197	47	the	the	DET
fueconorg-562	197	48	loss	loss	NOUN
fueconorg-562	197	49	in	in	ADP
fueconorg-562	197	50	one	one	NUM
fueconorg-562	197	51	-	-	PUNCT
fueconorg-562	197	52	day	day	NOUN
fueconorg-562	197	53	period	period	NOUN
fueconorg-562	197	54	does	do	AUX
fueconorg-562	197	55	not	not	PART
fueconorg-562	197	56	exceed	exceed	VERB
fueconorg-562	197	57	146.4244	146.4244	NUM
fueconorg-562	197	58	€	€	NOUN
fueconorg-562	197	59	,	,	PUNCT
fueconorg-562	197	60	with	with	ADP
fueconorg-562	197	61	99	99	NUM
fueconorg-562	197	62	%	%	NOUN
fueconorg-562	197	63	probability	probability	NOUN
fueconorg-562	197	64	.	.	PUNCT
fueconorg-562	198	1	the	the	DET
fueconorg-562	198	2	measure	measure	NOUN
fueconorg-562	198	3	of	of	ADP
fueconorg-562	198	4	expected	expect	VERB
fueconorg-562	198	5	shortfall	shortfall	NOUN
fueconorg-562	198	6	for	for	ADP
fueconorg-562	198	7	the	the	DET
fueconorg-562	198	8	same	same	ADJ
fueconorg-562	198	9	probability	probability	NOUN
fueconorg-562	198	10	is	be	AUX
fueconorg-562	198	11	23.19685	23.19685	NUM
fueconorg-562	198	12	%	%	NOUN
fueconorg-562	198	13	,	,	PUNCT
fueconorg-562	198	14	which	which	PRON
fueconorg-562	198	15	means	mean	VERB
fueconorg-562	198	16	that	that	SCONJ
fueconorg-562	198	17	if	if	SCONJ
fueconorg-562	198	18	var	var	NOUN
fueconorg-562	198	19	is	be	AUX
fueconorg-562	198	20	exceeded	exceed	VERB
fueconorg-562	198	21	,	,	PUNCT
fueconorg-562	198	22	for	for	ADP
fueconorg-562	198	23	the	the	DET
fueconorg-562	198	24	same	same	ADJ
fueconorg-562	198	25	possession	possession	NOUN
fueconorg-562	198	26	of	of	ADP
fueconorg-562	198	27	1000	1000	NUM
fueconorg-562	198	28	€	€	NOUN
fueconorg-562	198	29	worth	worth	ADJ
fueconorg-562	198	30	epcg	epcg	PROPN
fueconorg-562	198	31	stocks	stock	NOUN
fueconorg-562	198	32	,	,	PUNCT
fueconorg-562	198	33	the	the	DET
fueconorg-562	198	34	loss	loss	NOUN
fueconorg-562	198	35	expected	expect	VERB
fueconorg-562	198	36	in	in	ADP
fueconorg-562	198	37	one	one	NUM
fueconorg-562	198	38	-	-	PUNCT
fueconorg-562	198	39	day	day	NOUN
fueconorg-562	198	40	period	period	NOUN
fueconorg-562	198	41	is	be	AUX
fueconorg-562	198	42	231.97	231.97	NUM
fueconorg-562	198	43	€	€	NOUN
fueconorg-562	198	44	.	.	PUNCT
fueconorg-562	199	1	with	with	ADP
fueconorg-562	199	2	confidence	confidence	NOUN
fueconorg-562	199	3	level	level	NOUN
fueconorg-562	199	4	95	95	NUM
fueconorg-562	199	5	%	%	NOUN
fueconorg-562	199	6	,	,	PUNCT
fueconorg-562	199	7	var	var	PROPN
fueconorg-562	199	8	amounts	amount	VERB
fueconorg-562	199	9	to	to	ADP
fueconorg-562	199	10	5.395	5.395	NUM
fueconorg-562	199	11	%	%	NOUN
fueconorg-562	199	12	,	,	PUNCT
fueconorg-562	199	13	and	and	CCONJ
fueconorg-562	199	14	the	the	DET
fueconorg-562	199	15	measure	measure	NOUN
fueconorg-562	199	16	of	of	ADP
fueconorg-562	199	17	expected	expect	VERB
fueconorg-562	199	18	shortfall	shortfall	NOUN
fueconorg-562	199	19	is	be	AUX
fueconorg-562	199	20	11.69	11.69	NUM
fueconorg-562	199	21	%	%	NOUN
fueconorg-562	199	22	.	.	PUNCT
fueconorg-562	200	1	the	the	DET
fueconorg-562	200	2	following	follow	VERB
fueconorg-562	200	3	is	be	AUX
fueconorg-562	200	4	the	the	DET
fueconorg-562	200	5	evaluation	evaluation	NOUN
fueconorg-562	200	6	of	of	ADP
fueconorg-562	200	7	var	var	NOUN
fueconorg-562	200	8	based	base	VERB
fueconorg-562	200	9	on	on	ADP
fueconorg-562	200	10	the	the	DET
fueconorg-562	200	11	new	new	ADJ
fueconorg-562	200	12	approach	approach	NOUN
fueconorg-562	200	13	of	of	ADP
fueconorg-562	200	14	extreme	extreme	ADJ
fueconorg-562	200	15	value	value	NOUN
fueconorg-562	200	16	theory	theory	NOUN
fueconorg-562	200	17	–	–	PUNCT
fueconorg-562	200	18	peaks	peak	NOUN
fueconorg-562	200	19	over	over	ADP
fueconorg-562	200	20	threshold	threshold	NOUN
fueconorg-562	200	21	method	method	NOUN
fueconorg-562	200	22	.	.	PUNCT
fueconorg-562	201	1	negative	negative	ADJ
fueconorg-562	201	2	logarithmic	logarithmic	ADJ
fueconorg-562	201	3	returns	return	NOUN
fueconorg-562	201	4	of	of	ADP
fueconorg-562	201	5	epcg	epcg	ADJ
fueconorg-562	201	6	stocks	stock	NOUN
fueconorg-562	201	7	are	be	AUX
fueconorg-562	201	8	observed	observe	VERB
fueconorg-562	201	9	,	,	PUNCT
fueconorg-562	201	10	and	and	CCONJ
fueconorg-562	201	11	according	accord	VERB
fueconorg-562	201	12	to	to	ADP
fueconorg-562	201	13	literature	literature	NOUN
fueconorg-562	201	14	for	for	ADP
fueconorg-562	201	15	the	the	DET
fueconorg-562	201	16	series	series	NOUN
fueconorg-562	201	17	of	of	ADP
fueconorg-562	201	18	stable	stable	ADJ
fueconorg-562	201	19	returns	return	NOUN
fueconorg-562	201	20	,	,	PUNCT
fueconorg-562	201	21	we	we	PRON
fueconorg-562	201	22	usually	usually	ADV
fueconorg-562	201	23	choose	choose	VERB
fueconorg-562	201	24	2.5	2.5	NUM
fueconorg-562	201	25	%	%	NOUN
fueconorg-562	201	26	for	for	ADP
fueconorg-562	201	27	threshold	threshold	NOUN
fueconorg-562	201	28	u.	u.	PROPN
fueconorg-562	201	29	fig	fig	PROPN
fueconorg-562	201	30	.	.	PUNCT
fueconorg-562	202	1	4	4	NUM
fueconorg-562	202	2	shows	show	NOUN
fueconorg-562	202	3	,	,	PUNCT
fueconorg-562	202	4	based	base	VERB
fueconorg-562	202	5	on	on	ADP
fueconorg-562	202	6	q	q	ADJ
fueconorg-562	202	7	-	-	PUNCT
fueconorg-562	202	8	q	q	NOUN
fueconorg-562	202	9	plot	plot	NOUN
fueconorg-562	202	10	,	,	PUNCT
fueconorg-562	202	11	that	that	SCONJ
fueconorg-562	202	12	the	the	DET
fueconorg-562	202	13	given	give	VERB
fueconorg-562	202	14	returns	return	NOUN
fueconorg-562	202	15	derogate	derogate	VERB
fueconorg-562	202	16	from	from	ADP
fueconorg-562	202	17	normal	normal	ADJ
fueconorg-562	202	18	distribution	distribution	NOUN
fueconorg-562	202	19	,	,	PUNCT
fueconorg-562	202	20	so	so	CCONJ
fueconorg-562	202	21	it	it	PRON
fueconorg-562	202	22	is	be	AUX
fueconorg-562	202	23	concluded	conclude	VERB
fueconorg-562	202	24	that	that	SCONJ
fueconorg-562	202	25	coefficient	coefficient	NOUN
fueconorg-562	202	26			NUM
fueconorg-562	202	27			PROPN
fueconorg-562	202	28	0	0	NUM
fueconorg-562	202	29	.	.	PUNCT
fueconorg-562	203	1	also	also	ADV
fueconorg-562	203	2	,	,	PUNCT
fueconorg-562	203	3	the	the	DET
fueconorg-562	203	4	graph	graph	NOUN
fueconorg-562	203	5	of	of	ADP
fueconorg-562	203	6	mean	mean	ADJ
fueconorg-562	203	7	excess	excess	ADJ
fueconorg-562	203	8	function	function	NOUN
fueconorg-562	203	9	is	be	AUX
fueconorg-562	203	10	linear	linear	ADJ
fueconorg-562	203	11	up	up	ADP
fueconorg-562	203	12	to	to	ADP
fueconorg-562	203	13	threshold	threshold	NOUN
fueconorg-562	203	14	level	level	NOUN
fueconorg-562	203	15	3	3	NUM
fueconorg-562	203	16	%	%	NOUN
fueconorg-562	203	17	.	.	PUNCT
fueconorg-562	204	1	fig	fig	NOUN
fueconorg-562	204	2	.	.	PUNCT
fueconorg-562	205	1	4	4	NUM
fueconorg-562	205	2	q	q	NOUN
fueconorg-562	205	3	-	-	PUNCT
fueconorg-562	205	4	q	q	NOUN
fueconorg-562	205	5	plot	plot	NOUN
fueconorg-562	205	6	of	of	ADP
fueconorg-562	205	7	excess	excess	ADJ
fueconorg-562	205	8	over	over	ADP
fueconorg-562	205	9	2.5	2.5	NUM
fueconorg-562	205	10	%	%	NOUN
fueconorg-562	205	11	threshold	threshold	NOUN
fueconorg-562	205	12	and	and	CCONJ
fueconorg-562	205	13	mean	mean	VERB
fueconorg-562	205	14	excess	excess	ADJ
fueconorg-562	205	15	function	function	NOUN
fueconorg-562	205	16	plot	plot	NOUN
fueconorg-562	205	17	table	table	NOUN
fueconorg-562	205	18	4	4	NUM
fueconorg-562	205	19	result	result	NOUN
fueconorg-562	205	20	assessments	assessment	NOUN
fueconorg-562	205	21	of	of	ADP
fueconorg-562	205	22	two	two	NUM
fueconorg-562	205	23	-	-	PUNCT
fueconorg-562	205	24	dimensional	dimensional	ADJ
fueconorg-562	205	25	poisson	poisson	NOUN
fueconorg-562	205	26	model	model	NOUN
fueconorg-562	205	27	of	of	ADP
fueconorg-562	205	28	epcg	epcg	PROPN
fueconorg-562	205	29	daily	daily	ADJ
fueconorg-562	205	30	negative	negative	ADJ
fueconorg-562	205	31	log	log	NOUN
fueconorg-562	205	32	returns	return	NOUN
fueconorg-562	205	33	1	1	NUM
fueconorg-562	205	34	threshold	threshold	NOUN
fueconorg-562	205	35	exceeding	exceed	VERB
fueconorg-562	205	36	n	n	ADJ
fueconorg-562	205	37	n	n	ADP
fueconorg-562	205	38	n	n	NUM
fueconorg-562	205	39	3	3	NUM
fueconorg-562	205	40	%	%	NOUN
fueconorg-562	205	41	213	213	NUM
fueconorg-562	205	42	0.271	0.271	NUM
fueconorg-562	205	43	(	(	PUNCT
fueconorg-562	205	44	0.084	0.084	NUM
fueconorg-562	205	45	)	)	PUNCT
fueconorg-562	205	46	0.02	0.02	NUM
fueconorg-562	205	47	(	(	PUNCT
fueconorg-562	205	48	0.0056	0.0056	NUM
fueconorg-562	205	49	)	)	PUNCT
fueconorg-562	205	50	-0.0383	-0.0383	NOUN
fueconorg-562	205	51	(	(	PUNCT
fueconorg-562	205	52	0.012	0.012	NUM
fueconorg-562	205	53	)	)	PUNCT
fueconorg-562	205	54	2.5	2.5	NUM
fueconorg-562	205	55	%	%	NOUN
fueconorg-562	205	56	251	251	NUM
fueconorg-562	205	57	0.31	0.31	NUM
fueconorg-562	205	58	(	(	PUNCT
fueconorg-562	205	59	0.078	0.078	NUM
fueconorg-562	205	60	)	)	PUNCT
fueconorg-562	205	61	0.017	0.017	NUM
fueconorg-562	205	62	(	(	PUNCT
fueconorg-562	205	63	0.04	0.04	NUM
fueconorg-562	205	64	)	)	PUNCT
fueconorg-562	205	65	-0.03058	-0.03058	NOUN
fueconorg-562	205	66	(	(	PUNCT
fueconorg-562	205	67	0.008	0.008	NUM
fueconorg-562	205	68	)	)	PUNCT
fueconorg-562	205	69	2	2	NUM
fueconorg-562	205	70	%	%	NOUN
fueconorg-562	205	71	315	315	NUM
fueconorg-562	205	72	0.437	0.437	NUM
fueconorg-562	205	73	(	(	PUNCT
fueconorg-562	205	74	0.072	0.072	NUM
fueconorg-562	205	75	)	)	PUNCT
fueconorg-562	205	76	0.0109	0.0109	NUM
fueconorg-562	205	77	(	(	PUNCT
fueconorg-562	205	78	0.002	0.002	NUM
fueconorg-562	205	79	)	)	PUNCT
fueconorg-562	205	80	-0.015	-0.015	PUNCT
fueconorg-562	205	81	(	(	PUNCT
fueconorg-562	205	82	0.0045	0.0045	NUM
fueconorg-562	205	83	)	)	PUNCT
fueconorg-562	205	84	1	1	NUM
fueconorg-562	205	85	standard	standard	ADJ
fueconorg-562	205	86	assessment	assessment	NOUN
fueconorg-562	205	87	errors	error	NOUN
fueconorg-562	205	88	are	be	AUX
fueconorg-562	205	89	given	give	VERB
fueconorg-562	205	90	in	in	ADP
fueconorg-562	205	91	parentheses	parenthesis	NOUN
fueconorg-562	205	92	.	.	PUNCT
fueconorg-562	206	1	the	the	DET
fueconorg-562	206	2	set	set	NOUN
fueconorg-562	206	3	of	of	ADP
fueconorg-562	206	4	extreme	extreme	ADJ
fueconorg-562	206	5	events	event	NOUN
fueconorg-562	206	6	exceeding	exceed	VERB
fueconorg-562	206	7	the	the	DET
fueconorg-562	206	8	2.5	2.5	NUM
fueconorg-562	206	9	%	%	NOUN
fueconorg-562	206	10	threshold	threshold	NOUN
fueconorg-562	206	11	has	have	VERB
fueconorg-562	206	12	251	251	NUM
fueconorg-562	206	13	data	datum	NOUN
fueconorg-562	206	14	.	.	PUNCT
fueconorg-562	207	1	based	base	VERB
fueconorg-562	207	2	on	on	ADP
fueconorg-562	207	3	this	this	DET
fueconorg-562	207	4	data	datum	NOUN
fueconorg-562	207	5	set	set	VERB
fueconorg-562	207	6	,	,	PUNCT
fueconorg-562	207	7	the	the	DET
fueconorg-562	207	8	distribution	distribution	NOUN
fueconorg-562	207	9	of	of	ADP
fueconorg-562	207	10	maximal	maximal	ADJ
fueconorg-562	207	11	negative	negative	ADJ
fueconorg-562	207	12	logarithmic	logarithmic	ADJ
fueconorg-562	207	13	returns	return	NOUN
fueconorg-562	207	14	for	for	ADP
fueconorg-562	207	15	epcg	epcg	ADJ
fueconorg-562	207	16	stocks	stock	NOUN
fueconorg-562	207	17	is	be	AUX
fueconorg-562	207	18	0.1	0.1	NUM
fueconorg-562	207	19	0.2	0.2	NUM
fueconorg-562	207	20	0.3	0.3	NUM
fueconorg-562	207	21	0.4	0.4	NUM
fueconorg-562	207	22	0	0	NUM
fueconorg-562	207	23	3	3	NUM
fueconorg-562	207	24	6	6	NUM
fueconorg-562	207	25	negative	negative	ADJ
fueconorg-562	207	26	daily	daily	ADJ
fueconorg-562	207	27	epcg	epcg	ADJ
fueconorg-562	207	28	log	log	NOUN
fueconorg-562	207	29	returns	return	NOUN
fueconorg-562	207	30	ordered	order	VERB
fueconorg-562	207	31	data	datum	NOUN
fueconorg-562	207	32	e	e	NOUN
fueconorg-562	207	33	x	x	SYM
fueconorg-562	207	34	p	p	X
fueconorg-562	207	35	o	o	X
fueconorg-562	207	36	n	n	ADP
fueconorg-562	207	37	e	e	NOUN
fueconorg-562	207	38	n	n	X
fueconorg-562	207	39	ti	ti	NOUN
fueconorg-562	207	40	a	a	DET
fueconorg-562	207	41	l	l	NOUN
fueconorg-562	207	42	q	q	X
fueconorg-562	207	43	u	u	NOUN
fueconorg-562	207	44	a	a	DET
fueconorg-562	207	45	n	n	NOUN
fueconorg-562	207	46	ti	ti	X
fueconorg-562	208	1	le	le	X
fueconorg-562	208	2	s	s	PROPN
fueconorg-562	208	3	-0.4	-0.4	PROPN
fueconorg-562	208	4	-0.3	-0.3	PROPN
fueconorg-562	208	5	-0.2	-0.2	PROPN
fueconorg-562	208	6	-0.1	-0.1	PROPN
fueconorg-562	208	7	0.0	0.0	NUM
fueconorg-562	208	8	0.1	0.1	NUM
fueconorg-562	208	9	0.2	0.2	NUM
fueconorg-562	208	10	0.3	0.3	NUM
fueconorg-562	208	11	0	0	NUM
fueconorg-562	209	1	.0	.0	NUM
fueconorg-562	209	2	0	0	NUM
fueconorg-562	209	3	.3	.3	NUM
fueconorg-562	209	4	threshold	threshold	NOUN
fueconorg-562	209	5	m	m	PROPN
fueconorg-562	209	6	e	e	NOUN
fueconorg-562	209	7	a	a	DET
fueconorg-562	209	8	n	n	X
fueconorg-562	209	9	e	e	NOUN
fueconorg-562	209	10	x	x	PUNCT
fueconorg-562	209	11	c	c	X
fueconorg-562	209	12	e	e	X
fueconorg-562	209	13	s	s	NOUN
fueconorg-562	209	14	s	s	NOUN
fueconorg-562	209	15	mean	mean	ADJ
fueconorg-562	209	16	excess	excess	ADJ
fueconorg-562	209	17	plot	plot	NOUN
fueconorg-562	209	18	j.	j.	PROPN
fueconorg-562	209	19	cerović	cerović	PROPN
fueconorg-562	209	20	186	186	NUM
fueconorg-562	209	21	modeled	model	VERB
fueconorg-562	209	22	.	.	PUNCT
fueconorg-562	210	1	table	table	NOUN
fueconorg-562	210	2	4	4	NUM
fueconorg-562	210	3	contains	contain	VERB
fueconorg-562	210	4	the	the	DET
fueconorg-562	210	5	estimation	estimation	NOUN
fueconorg-562	210	6	of	of	ADP
fueconorg-562	210	7	parameters	parameter	NOUN
fueconorg-562	210	8			NUM
fueconorg-562	210	9	,	,	PUNCT
fueconorg-562	210	10			X
fueconorg-562	210	11	and	and	CCONJ
fueconorg-562	210	12			NOUN
fueconorg-562	210	13	for	for	ADP
fueconorg-562	210	14	the	the	DET
fueconorg-562	210	15	given	give	VERB
fueconorg-562	210	16	data	datum	NOUN
fueconorg-562	210	17	set	set	VERB
fueconorg-562	210	18	,	,	PUNCT
fueconorg-562	210	19	with	with	ADP
fueconorg-562	210	20	the	the	DET
fueconorg-562	210	21	variation	variation	NOUN
fueconorg-562	210	22	of	of	ADP
fueconorg-562	210	23	threshold	threshold	NOUN
fueconorg-562	210	24	from	from	ADP
fueconorg-562	210	25	2	2	NUM
fueconorg-562	210	26	%	%	NOUN
fueconorg-562	210	27	to	to	PART
fueconorg-562	210	28	3	3	NUM
fueconorg-562	210	29	%	%	NOUN
fueconorg-562	210	30	.	.	PUNCT
fueconorg-562	211	1	given	give	VERB
fueconorg-562	211	2	parameters	parameter	NOUN
fueconorg-562	211	3	are	be	AUX
fueconorg-562	211	4	used	use	VERB
fueconorg-562	211	5	for	for	ADP
fueconorg-562	211	6	the	the	DET
fueconorg-562	211	7	calculation	calculation	NOUN
fueconorg-562	211	8	of	of	ADP
fueconorg-562	211	9	var	var	NOUN
fueconorg-562	211	10	and	and	CCONJ
fueconorg-562	211	11	the	the	DET
fueconorg-562	211	12	adequacy	adequacy	NOUN
fueconorg-562	211	13	of	of	ADP
fueconorg-562	211	14	the	the	DET
fueconorg-562	211	15	given	give	VERB
fueconorg-562	211	16	model	model	NOUN
fueconorg-562	211	17	can	can	AUX
fueconorg-562	211	18	be	be	AUX
fueconorg-562	211	19	based	base	VERB
fueconorg-562	211	20	on	on	ADP
fueconorg-562	211	21	plots	plot	NOUN
fueconorg-562	211	22	which	which	PRON
fueconorg-562	211	23	can	can	AUX
fueconorg-562	211	24	be	be	AUX
fueconorg-562	211	25	seen	see	VERB
fueconorg-562	211	26	in	in	ADP
fueconorg-562	211	27	fig	fig	NOUN
fueconorg-562	211	28	.	.	PUNCT
fueconorg-562	212	1	5	5	X
fueconorg-562	212	2	.	.	PUNCT
fueconorg-562	212	3	the	the	DET
fueconorg-562	212	4	four	four	NUM
fueconorg-562	212	5	plots	plot	NOUN
fueconorg-562	212	6	show	show	VERB
fueconorg-562	212	7	good	good	ADJ
fueconorg-562	212	8	accomodation	accomodation	NOUN
fueconorg-562	212	9	of	of	ADP
fueconorg-562	212	10	generalized	generalized	ADJ
fueconorg-562	212	11	pareto	pareto	ADJ
fueconorg-562	212	12	distribution	distribution	NOUN
fueconorg-562	212	13	to	to	ADP
fueconorg-562	212	14	the	the	DET
fueconorg-562	212	15	data	datum	NOUN
fueconorg-562	212	16	.	.	PUNCT
fueconorg-562	213	1	q	q	X
fueconorg-562	213	2	-	-	PUNCT
fueconorg-562	213	3	q	q	ADJ
fueconorg-562	213	4	plot	plot	NOUN
fueconorg-562	213	5	(	(	PUNCT
fueconorg-562	213	6	lower	low	ADJ
fueconorg-562	213	7	right	right	ADJ
fueconorg-562	213	8	graph	graph	NOUN
fueconorg-562	213	9	)	)	PUNCT
fueconorg-562	213	10	shows	show	VERB
fueconorg-562	213	11	slight	slight	ADJ
fueconorg-562	213	12	derogations	derogation	NOUN
fueconorg-562	213	13	from	from	ADP
fueconorg-562	213	14	the	the	DET
fueconorg-562	213	15	straight	straight	ADJ
fueconorg-562	213	16	line	line	NOUN
fueconorg-562	213	17	,	,	PUNCT
fueconorg-562	213	18	which	which	PRON
fueconorg-562	213	19	is	be	AUX
fueconorg-562	213	20	also	also	ADV
fueconorg-562	213	21	confirmed	confirm	VERB
fueconorg-562	213	22	by	by	ADP
fueconorg-562	213	23	tail	tail	NOUN
fueconorg-562	213	24	probability	probability	NOUN
fueconorg-562	213	25	assessment	assessment	NOUN
fueconorg-562	213	26	on	on	ADP
fueconorg-562	213	27	the	the	DET
fueconorg-562	213	28	logarithmic	logarithmic	ADJ
fueconorg-562	213	29	scale	scale	NOUN
fueconorg-562	213	30	(	(	PUNCT
fueconorg-562	213	31	lower	low	ADJ
fueconorg-562	213	32	left	left	ADJ
fueconorg-562	213	33	graph	graph	NOUN
fueconorg-562	213	34	)	)	PUNCT
fueconorg-562	213	35	,	,	PUNCT
fueconorg-562	213	36	leading	lead	VERB
fueconorg-562	213	37	to	to	ADP
fueconorg-562	213	38	conclusion	conclusion	NOUN
fueconorg-562	213	39	that	that	SCONJ
fueconorg-562	213	40	the	the	DET
fueconorg-562	213	41	modelling	modelling	NOUN
fueconorg-562	213	42	is	be	AUX
fueconorg-562	213	43	appropriate	appropriate	ADJ
fueconorg-562	213	44	.	.	PUNCT
fueconorg-562	214	1	peaks	peak	NOUN
fueconorg-562	214	2	over	over	ADP
fueconorg-562	214	3	threshold	threshold	NOUN
fueconorg-562	214	4	method	method	NOUN
fueconorg-562	214	5	gives	give	VERB
fueconorg-562	214	6	results	result	NOUN
fueconorg-562	214	7	for	for	ADP
fueconorg-562	214	8	var	var	NOUN
fueconorg-562	214	9	and	and	CCONJ
fueconorg-562	214	10	expected	expect	VERB
fueconorg-562	214	11	shortfall	shortfall	NOUN
fueconorg-562	214	12	,	,	PUNCT
fueconorg-562	214	13	summed	sum	VERB
fueconorg-562	214	14	up	up	ADP
fueconorg-562	214	15	in	in	ADP
fueconorg-562	214	16	table	table	NOUN
fueconorg-562	214	17	5	5	NUM
fueconorg-562	214	18	.	.	PUNCT
fueconorg-562	215	1	it	it	PRON
fueconorg-562	215	2	is	be	AUX
fueconorg-562	215	3	concluded	conclude	VERB
fueconorg-562	215	4	that	that	SCONJ
fueconorg-562	215	5	parameter	parameter	NOUN
fueconorg-562	215	6	results	result	NOUN
fueconorg-562	215	7	are	be	AUX
fueconorg-562	215	8	more	more	ADV
fueconorg-562	215	9	stable	stable	ADJ
fueconorg-562	215	10	compared	compare	VERB
fueconorg-562	215	11	to	to	PART
fueconorg-562	215	12	econometric	econometric	VERB
fueconorg-562	215	13	modeling	modeling	NOUN
fueconorg-562	215	14	(	(	PUNCT
fueconorg-562	215	15	garch	garch	NOUN
fueconorg-562	215	16	model	model	NOUN
fueconorg-562	215	17	and	and	CCONJ
fueconorg-562	215	18	riskmetrics	riskmetric	NOUN
fueconorg-562	215	19	)	)	PUNCT
fueconorg-562	215	20	,	,	PUNCT
fueconorg-562	215	21	which	which	PRON
fueconorg-562	215	22	shows	show	VERB
fueconorg-562	215	23	parameter	parameter	NOUN
fueconorg-562	215	24	estimation	estimation	NOUN
fueconorg-562	215	25	variations	variation	NOUN
fueconorg-562	215	26	depending	depend	VERB
fueconorg-562	215	27	on	on	ADP
fueconorg-562	215	28	the	the	DET
fueconorg-562	215	29	choice	choice	NOUN
fueconorg-562	215	30	of	of	ADP
fueconorg-562	215	31	type	type	NOUN
fueconorg-562	215	32	of	of	ADP
fueconorg-562	215	33	garch	garch	NOUN
fueconorg-562	215	34	model	model	NOUN
fueconorg-562	215	35	(	(	PUNCT
fueconorg-562	215	36	garch(1,1	garch(1,1	NOUN
fueconorg-562	215	37	)	)	PUNCT
fueconorg-562	215	38	or	or	CCONJ
fueconorg-562	215	39	igarch(1,1	igarch(1,1	NOUN
fueconorg-562	215	40	)	)	PUNCT
fueconorg-562	215	41	)	)	PUNCT
fueconorg-562	215	42	.	.	PUNCT
fueconorg-562	216	1	it	it	PRON
fueconorg-562	216	2	is	be	AUX
fueconorg-562	216	3	evident	evident	ADJ
fueconorg-562	216	4	here	here	ADV
fueconorg-562	216	5	that	that	SCONJ
fueconorg-562	216	6	results	result	VERB
fueconorg-562	216	7	of	of	ADP
fueconorg-562	216	8	var	var	NOUN
fueconorg-562	216	9	and	and	CCONJ
fueconorg-562	216	10	expected	expect	VERB
fueconorg-562	216	11	shortfall	shortfall	NOUN
fueconorg-562	216	12	differ	differ	VERB
fueconorg-562	216	13	less	less	ADV
fueconorg-562	216	14	depending	depend	VERB
fueconorg-562	216	15	on	on	ADP
fueconorg-562	216	16	different	different	ADJ
fueconorg-562	216	17	values	value	NOUN
fueconorg-562	216	18	of	of	ADP
fueconorg-562	216	19	threshold	threshold	NOUN
fueconorg-562	216	20	excess	excess	NOUN
fueconorg-562	216	21	,	,	PUNCT
fueconorg-562	216	22	and	and	CCONJ
fueconorg-562	216	23	with	with	ADP
fueconorg-562	216	24	the	the	DET
fueconorg-562	216	25	same	same	ADJ
fueconorg-562	216	26	probability	probability	NOUN
fueconorg-562	216	27	assessment	assessment	NOUN
fueconorg-562	216	28	.	.	PUNCT
fueconorg-562	217	1	general	general	ADJ
fueconorg-562	217	2	conclusion	conclusion	NOUN
fueconorg-562	217	3	is	be	AUX
fueconorg-562	217	4	that	that	SCONJ
fueconorg-562	217	5	this	this	DET
fueconorg-562	217	6	approach	approach	NOUN
fueconorg-562	217	7	is	be	AUX
fueconorg-562	217	8	superior	superior	ADJ
fueconorg-562	217	9	to	to	ADP
fueconorg-562	217	10	the	the	DET
fueconorg-562	217	11	econometric	econometric	ADJ
fueconorg-562	217	12	evaluation	evaluation	NOUN
fueconorg-562	217	13	of	of	ADP
fueconorg-562	217	14	var	var	NOUN
fueconorg-562	217	15	.	.	PUNCT
fueconorg-562	218	1	fig	fig	NOUN
fueconorg-562	218	2	.	.	PUNCT
fueconorg-562	219	1	5	5	NUM
fueconorg-562	219	2	plots	plot	NOUN
fueconorg-562	219	3	of	of	ADP
fueconorg-562	219	4	generalized	generalized	ADJ
fueconorg-562	219	5	pareto	pareto	ADJ
fueconorg-562	219	6	distribution	distribution	NOUN
fueconorg-562	219	7	adjustment	adjustment	NOUN
fueconorg-562	219	8	to	to	PART
fueconorg-562	219	9	epcg	epcg	VERB
fueconorg-562	219	10	daily	daily	ADJ
fueconorg-562	219	11	negative	negative	ADJ
fueconorg-562	219	12	log	log	NOUN
fueconorg-562	219	13	returns	return	NOUN
fueconorg-562	219	14	table	table	VERB
fueconorg-562	219	15	5	5	NUM
fueconorg-562	219	16	assessments	assessment	NOUN
fueconorg-562	219	17	of	of	ADP
fueconorg-562	219	18	results	result	NOUN
fueconorg-562	219	19	of	of	ADP
fueconorg-562	219	20	var	var	NOUN
fueconorg-562	219	21	and	and	CCONJ
fueconorg-562	219	22	expected	expect	VERB
fueconorg-562	219	23	shortfall	shortfall	NOUN
fueconorg-562	219	24	based	base	VERB
fueconorg-562	219	25	on	on	ADP
fueconorg-562	219	26	peaks	peak	NOUN
fueconorg-562	219	27	over	over	ADP
fueconorg-562	219	28	thresholds	threshold	NOUN
fueconorg-562	219	29	method	method	NOUN
fueconorg-562	219	30	threshold	threshold	NOUN
fueconorg-562	219	31	p	p	ADJ
fueconorg-562	219	32	-	-	PUNCT
fueconorg-562	219	33	value	value	NOUN
fueconorg-562	219	34	var	var	NOUN
fueconorg-562	219	35	expected	expect	VERB
fueconorg-562	219	36	shortfall	shortfall	NOUN
fueconorg-562	219	37	2.5	2.5	NUM
fueconorg-562	219	38	%	%	NOUN
fueconorg-562	219	39	0.05	0.05	NUM
fueconorg-562	219	40	0.05490012=5.49	0.05490012=5.49	NUM
fueconorg-562	219	41	%	%	NOUN
fueconorg-562	219	42	0.1185879=11.86	0.1185879=11.86	NOUN
fueconorg-562	219	43	%	%	NOUN
fueconorg-562	219	44	0.01	0.01	NUM
fueconorg-562	219	45	0.14661115=14.66	0.14661115=14.66	NOUN
fueconorg-562	219	46	%	%	NOUN
fueconorg-562	219	47	0.2514971=25.15	0.2514971=25.15	NUM
fueconorg-562	219	48	%	%	NOUN
fueconorg-562	219	49	0.001	0.001	NUM
fueconorg-562	219	50	0.389812=38.98	0.389812=38.98	NUM
fueconorg-562	219	51	%	%	NOUN
fueconorg-562	219	52	0.603948=60.39	0.603948=60.39	NOUN
fueconorg-562	219	53	%	%	NOUN
fueconorg-562	219	54	2	2	NUM
fueconorg-562	219	55	%	%	NOUN
fueconorg-562	219	56	0.05	0.05	NUM
fueconorg-562	219	57	0.0526414=5.26	0.0526414=5.26	NUM
fueconorg-562	219	58	%	%	NOUN
fueconorg-562	219	59	0.1246470=12.46	0.1246470=12.46	NUM
fueconorg-562	219	60	%	%	NOUN
fueconorg-562	219	61	0.01	0.01	NUM
fueconorg-562	219	62	0.1473389=14.73	0.1473389=14.73	NUM
fueconorg-562	219	63	%	%	NOUN
fueconorg-562	219	64	0.2927310=29.27	0.2927310=29.27	NOUN
fueconorg-562	219	65	%	%	NOUN
fueconorg-562	219	66	0.001	0.001	NUM
fueconorg-562	219	67	0.4724329=47.24	0.4724329=47.24	NUM
fueconorg-562	219	68	%	%	NOUN
fueconorg-562	219	69	0.8697588=86.98	0.8697588=86.98	NOUN
fueconorg-562	219	70	%	%	NOUN
fueconorg-562	219	71	3	3	NUM
fueconorg-562	219	72	%	%	NOUN
fueconorg-562	219	73	0.05	0.05	NUM
fueconorg-562	219	74	0.05526823=5.53	0.05526823=5.53	NOUN
fueconorg-562	219	75	%	%	NOUN
fueconorg-562	219	76	0.1179026=11.79	0.1179026=11.79	NOUN
fueconorg-562	219	77	%	%	NOUN
fueconorg-562	219	78	0.01	0.01	NUM
fueconorg-562	219	79	0.14737246=14.74	0.14737246=14.74	NOUN
fueconorg-562	219	80	%	%	NOUN
fueconorg-562	219	81	0.2443104=24.43	0.2443104=24.43	NOUN
fueconorg-562	219	82	%	%	NOUN
fueconorg-562	219	83	0.001	0.001	NUM
fueconorg-562	219	84	0.37328683=37.33	0.37328683=37.33	NOUN
fueconorg-562	219	85	%	%	NOUN
fueconorg-562	219	86	0.5543650=55.44	0.5543650=55.44	NUM
fueconorg-562	219	87	%	%	NOUN
fueconorg-562	219	88	0.05	0.05	NUM
fueconorg-562	219	89	0.10	0.10	NUM
fueconorg-562	219	90	0.20	0.20	NUM
fueconorg-562	219	91	0.50	0.50	NUM
fueconorg-562	219	92	0	0	NUM
fueconorg-562	220	1	.0	.0	NUM
fueconorg-562	220	2	0	0	NUM
fueconorg-562	221	1	.2	.2	NUM
fueconorg-562	221	2	0	0	NUM
fueconorg-562	222	1	.4	.4	NUM
fueconorg-562	222	2	0	0	NUM
fueconorg-562	223	1	.6	.6	NUM
fueconorg-562	223	2	0	0	NUM
fueconorg-562	223	3	.8	.8	NUM
fueconorg-562	223	4	1	1	NUM
fueconorg-562	223	5	.0	.0	NUM
fueconorg-562	223	6	x	x	SYM
fueconorg-562	223	7	(	(	PUNCT
fueconorg-562	223	8	on	on	ADP
fueconorg-562	223	9	log	log	NOUN
fueconorg-562	223	10	scale	scale	NOUN
fueconorg-562	223	11	)	)	PUNCT
fueconorg-562	223	12	f	f	PROPN
fueconorg-562	223	13	u	u	NOUN
fueconorg-562	223	14	(	(	PUNCT
fueconorg-562	223	15	x	x	X
fueconorg-562	223	16	-u	-u	PROPN
fueconorg-562	223	17	)	)	PUNCT
fueconorg-562	223	18	0.05	0.05	NUM
fueconorg-562	223	19	0.10	0.10	NUM
fueconorg-562	223	20	0.20	0.20	NUM
fueconorg-562	223	21	0.50	0.50	NUM
fueconorg-562	223	22	2	2	NUM
fueconorg-562	223	23	e	e	NOUN
fueconorg-562	223	24	-0	-0	X
fueconorg-562	223	25	4	4	NUM
fueconorg-562	223	26	1	1	NUM
fueconorg-562	223	27	e	e	NOUN
fueconorg-562	223	28	-0	-0	X
fueconorg-562	223	29	3	3	NUM
fueconorg-562	223	30	5	5	NUM
fueconorg-562	223	31	e	e	NOUN
fueconorg-562	223	32	-0	-0	X
fueconorg-562	223	33	3	3	NUM
fueconorg-562	223	34	5	5	NUM
fueconorg-562	223	35	e	e	NOUN
fueconorg-562	223	36	-0	-0	X
fueconorg-562	223	37	2	2	NUM
fueconorg-562	223	38	x	x	SYM
fueconorg-562	223	39	(	(	PUNCT
fueconorg-562	223	40	on	on	ADP
fueconorg-562	223	41	log	log	NOUN
fueconorg-562	223	42	scale	scale	NOUN
fueconorg-562	223	43	)	)	PUNCT
fueconorg-562	223	44	1	1	NUM
fueconorg-562	223	45	-f	-f	NUM
fueconorg-562	223	46	(	(	PUNCT
fueconorg-562	223	47	x	x	X
fueconorg-562	223	48	)	)	PUNCT
fueconorg-562	223	49	(	(	PUNCT
fueconorg-562	223	50	o	o	NOUN
fueconorg-562	223	51	n	n	X
fueconorg-562	223	52	l	l	NOUN
fueconorg-562	223	53	o	o	NOUN
fueconorg-562	223	54	g	g	NOUN
fueconorg-562	223	55	s	s	PROPN
fueconorg-562	223	56	c	c	PROPN
fueconorg-562	223	57	a	a	DET
fueconorg-562	223	58	le	le	X
fueconorg-562	223	59	)	)	PUNCT
fueconorg-562	223	60	0	0	NUM
fueconorg-562	223	61	50	50	NUM
fueconorg-562	223	62	100	100	NUM
fueconorg-562	223	63	150	150	NUM
fueconorg-562	223	64	200	200	NUM
fueconorg-562	223	65	250	250	NUM
fueconorg-562	223	66	0	0	NUM
fueconorg-562	223	67	1	1	NUM
fueconorg-562	223	68	2	2	NUM
fueconorg-562	223	69	3	3	NUM
fueconorg-562	223	70	4	4	NUM
fueconorg-562	223	71	5	5	NUM
fueconorg-562	223	72	ordering	order	VERB
fueconorg-562	223	73	r	r	NOUN
fueconorg-562	223	74	e	e	NOUN
fueconorg-562	223	75	s	s	X
fueconorg-562	223	76	i	i	PROPN
fueconorg-562	223	77	d	d	PROPN
fueconorg-562	223	78	u	u	PROPN
fueconorg-562	223	79	a	a	DET
fueconorg-562	223	80	ls	ls	ADJ
fueconorg-562	223	81	0	0	NUM
fueconorg-562	223	82	1	1	NUM
fueconorg-562	223	83	2	2	NUM
fueconorg-562	223	84	3	3	NUM
fueconorg-562	223	85	4	4	NUM
fueconorg-562	223	86	5	5	NUM
fueconorg-562	223	87	0	0	NUM
fueconorg-562	223	88	1	1	NUM
fueconorg-562	223	89	2	2	NUM
fueconorg-562	223	90	3	3	NUM
fueconorg-562	223	91	4	4	NUM
fueconorg-562	223	92	5	5	NUM
fueconorg-562	223	93	6	6	NUM
fueconorg-562	223	94	ordered	order	VERB
fueconorg-562	223	95	data	datum	NOUN
fueconorg-562	223	96	e	e	NOUN
fueconorg-562	223	97	x	x	SYM
fueconorg-562	223	98	p	p	X
fueconorg-562	223	99	o	o	X
fueconorg-562	223	100	n	n	ADP
fueconorg-562	223	101	e	e	NOUN
fueconorg-562	223	102	n	n	X
fueconorg-562	223	103	ti	ti	NOUN
fueconorg-562	223	104	a	a	DET
fueconorg-562	223	105	l	l	NOUN
fueconorg-562	223	106	q	q	X
fueconorg-562	223	107	u	u	NOUN
fueconorg-562	223	108	a	a	PRON
fueconorg-562	223	109	n	n	NOUN
fueconorg-562	223	110	ti	ti	X
fueconorg-562	223	111	le	le	X
fueconorg-562	223	112	s	s	NOUN
fueconorg-562	223	113	value	value	NOUN
fueconorg-562	223	114	at	at	ADP
fueconorg-562	223	115	risk	risk	NOUN
fueconorg-562	223	116	measuring	measuring	NOUN
fueconorg-562	223	117	and	and	CCONJ
fueconorg-562	223	118	extreme	extreme	ADJ
fueconorg-562	223	119	value	value	NOUN
fueconorg-562	223	120	theory	theory	NOUN
fueconorg-562	223	121	:	:	PUNCT
fueconorg-562	223	122	evidence	evidence	NOUN
fueconorg-562	223	123	from	from	ADP
fueconorg-562	223	124	montenegro	montenegro	PROPN
fueconorg-562	223	125	187	187	NUM
fueconorg-562	223	126	further	far	ADV
fueconorg-562	223	127	,	,	PUNCT
fueconorg-562	223	128	in	in	ADP
fueconorg-562	223	129	order	order	NOUN
fueconorg-562	223	130	to	to	PART
fueconorg-562	223	131	compare	compare	VERB
fueconorg-562	223	132	the	the	DET
fueconorg-562	223	133	results	result	NOUN
fueconorg-562	223	134	,	,	PUNCT
fueconorg-562	223	135	value	value	NOUN
fueconorg-562	223	136	at	at	ADP
fueconorg-562	223	137	risk	risk	NOUN
fueconorg-562	223	138	obtained	obtain	VERB
fueconorg-562	223	139	using	use	VERB
fueconorg-562	223	140	different	different	ADJ
fueconorg-562	223	141	calculation	calculation	NOUN
fueconorg-562	223	142	methods	method	NOUN
fueconorg-562	223	143	can	can	AUX
fueconorg-562	223	144	be	be	AUX
fueconorg-562	223	145	summed	sum	VERB
fueconorg-562	223	146	.	.	PUNCT
fueconorg-562	224	1	if	if	SCONJ
fueconorg-562	224	2	we	we	PRON
fueconorg-562	224	3	possess	possess	VERB
fueconorg-562	224	4	1000	1000	NUM
fueconorg-562	224	5	€	€	NOUN
fueconorg-562	224	6	worth	worth	ADJ
fueconorg-562	224	7	epcg	epcg	NOUN
fueconorg-562	224	8	stocks	stock	NOUN
fueconorg-562	224	9	,	,	PUNCT
fueconorg-562	224	10	with	with	ADP
fueconorg-562	224	11	5	5	NUM
fueconorg-562	224	12	%	%	NOUN
fueconorg-562	224	13	level	level	NOUN
fueconorg-562	224	14	of	of	ADP
fueconorg-562	224	15	significance	significance	NOUN
fueconorg-562	224	16	,	,	PUNCT
fueconorg-562	224	17	meaning	mean	VERB
fueconorg-562	224	18	there	there	PRON
fueconorg-562	224	19	is	be	VERB
fueconorg-562	224	20	95	95	NUM
fueconorg-562	224	21	%	%	NOUN
fueconorg-562	224	22	probability	probability	NOUN
fueconorg-562	224	23	the	the	DET
fueconorg-562	224	24	loss	loss	NOUN
fueconorg-562	224	25	would	would	AUX
fueconorg-562	224	26	be	be	AUX
fueconorg-562	224	27	lower	low	ADJ
fueconorg-562	224	28	or	or	CCONJ
fueconorg-562	224	29	the	the	DET
fueconorg-562	224	30	same	same	ADJ
fueconorg-562	224	31	as	as	ADP
fueconorg-562	224	32	var	var	NOUN
fueconorg-562	224	33	for	for	ADP
fueconorg-562	224	34	the	the	DET
fueconorg-562	224	35	following	follow	VERB
fueconorg-562	224	36	trading	trading	NOUN
fueconorg-562	224	37	day	day	NOUN
fueconorg-562	224	38	,	,	PUNCT
fueconorg-562	224	39	the	the	DET
fueconorg-562	224	40	parameter	parameter	NOUN
fueconorg-562	224	41	value	value	NOUN
fueconorg-562	224	42	is	be	AUX
fueconorg-562	224	43	:	:	PUNCT
fueconorg-562	224	44	1	1	NUM
fueconorg-562	224	45	)	)	PUNCT
fueconorg-562	224	46	74.83	74.83	NUM
fueconorg-562	224	47	€	€	NUM
fueconorg-562	224	48	applying	apply	VERB
fueconorg-562	224	49	arma(1,3)-garch(1,1	arma(1,3)-garch(1,1	NOUN
fueconorg-562	224	50	)	)	PUNCT
fueconorg-562	224	51	model	model	NOUN
fueconorg-562	224	52	;	;	PUNCT
fueconorg-562	224	53	2	2	NUM
fueconorg-562	224	54	)	)	PUNCT
fueconorg-562	224	55	81.6915	81.6915	NUM
fueconorg-562	224	56	€	€	NUM
fueconorg-562	224	57	applying	apply	VERB
fueconorg-562	224	58	riskmetrics	riskmetric	NOUN
fueconorg-562	224	59	method	method	NOUN
fueconorg-562	224	60	;	;	PUNCT
fueconorg-562	224	61	3	3	X
fueconorg-562	224	62	)	)	PUNCT
fueconorg-562	224	63	53.95	53.95	NUM
fueconorg-562	224	64	€	€	NUM
fueconorg-562	224	65	by	by	ADP
fueconorg-562	224	66	quantile	quantile	ADJ
fueconorg-562	224	67	estimation	estimation	NOUN
fueconorg-562	224	68	,	,	PUNCT
fueconorg-562	224	69	and	and	CCONJ
fueconorg-562	224	70	4	4	X
fueconorg-562	224	71	)	)	PUNCT
fueconorg-562	224	72	54.9	54.9	NUM
fueconorg-562	224	73	€	€	NUM
fueconorg-562	224	74	applying	apply	VERB
fueconorg-562	224	75	peaks	peak	NOUN
fueconorg-562	224	76	over	over	ADP
fueconorg-562	224	77	threshold	threshold	NOUN
fueconorg-562	224	78	method	method	NOUN
fueconorg-562	224	79	(	(	PUNCT
fueconorg-562	224	80	threshold	threshold	NOUN
fueconorg-562	224	81	is	be	AUX
fueconorg-562	224	82	2.5	2.5	NUM
fueconorg-562	224	83	%	%	NOUN
fueconorg-562	224	84	)	)	PUNCT
fueconorg-562	224	85	.	.	PUNCT
fueconorg-562	225	1	the	the	DET
fueconorg-562	225	2	corresponding	corresponding	ADJ
fueconorg-562	225	3	parameter	parameter	NOUN
fueconorg-562	225	4	values	value	NOUN
fueconorg-562	225	5	with	with	ADP
fueconorg-562	225	6	1	1	NUM
fueconorg-562	225	7	%	%	NOUN
fueconorg-562	225	8	probability	probability	NOUN
fueconorg-562	225	9	are	be	AUX
fueconorg-562	225	10	:	:	PUNCT
fueconorg-562	225	11	1	1	X
fueconorg-562	225	12	)	)	PUNCT
fueconorg-562	225	13	106.5	106.5	NUM
fueconorg-562	225	14	€	€	NUM
fueconorg-562	225	15	applying	apply	VERB
fueconorg-562	225	16	arma(1,3)-garch(1,1	arma(1,3)-garch(1,1	NOUN
fueconorg-562	225	17	)	)	PUNCT
fueconorg-562	225	18	model	model	NOUN
fueconorg-562	225	19	;	;	PUNCT
fueconorg-562	225	20	2	2	X
fueconorg-562	225	21	)	)	PUNCT
fueconorg-562	225	22	115.16	115.16	NUM
fueconorg-562	225	23	€	€	NUM
fueconorg-562	225	24	applying	apply	VERB
fueconorg-562	225	25	riskmetrics	riskmetric	NOUN
fueconorg-562	225	26	method	method	NOUN
fueconorg-562	225	27	;	;	PUNCT
fueconorg-562	225	28	3	3	X
fueconorg-562	225	29	)	)	PUNCT
fueconorg-562	225	30	146.4244	146.4244	NUM
fueconorg-562	225	31	€	€	NUM
fueconorg-562	225	32	by	by	ADP
fueconorg-562	225	33	quantile	quantile	ADJ
fueconorg-562	225	34	estimation	estimation	NOUN
fueconorg-562	225	35	,	,	PUNCT
fueconorg-562	225	36	and	and	CCONJ
fueconorg-562	225	37	4	4	X
fueconorg-562	225	38	)	)	PUNCT
fueconorg-562	225	39	146.6	146.6	NUM
fueconorg-562	225	40	€	€	NUM
fueconorg-562	225	41	applying	apply	VERB
fueconorg-562	225	42	peaks	peak	NOUN
fueconorg-562	225	43	over	over	ADP
fueconorg-562	225	44	threshold	threshold	NOUN
fueconorg-562	225	45	method	method	NOUN
fueconorg-562	225	46	(	(	PUNCT
fueconorg-562	225	47	threshold	threshold	NOUN
fueconorg-562	225	48	is	be	AUX
fueconorg-562	225	49	2.5	2.5	NUM
fueconorg-562	225	50	%	%	NOUN
fueconorg-562	225	51	)	)	PUNCT
fueconorg-562	225	52	.	.	PUNCT
fueconorg-562	226	1	due	due	ADP
fueconorg-562	226	2	to	to	ADP
fueconorg-562	226	3	different	different	ADJ
fueconorg-562	226	4	treatment	treatment	NOUN
fueconorg-562	226	5	in	in	ADP
fueconorg-562	226	6	the	the	DET
fueconorg-562	226	7	estimation	estimation	NOUN
fueconorg-562	226	8	of	of	ADP
fueconorg-562	226	9	statistic	statistic	ADJ
fueconorg-562	226	10	distribution	distribution	NOUN
fueconorg-562	226	11	tail	tail	NOUN
fueconorg-562	226	12	behavior	behavior	NOUN
fueconorg-562	226	13	,	,	PUNCT
fueconorg-562	226	14	there	there	PRON
fueconorg-562	226	15	are	be	VERB
fueconorg-562	226	16	different	different	ADJ
fueconorg-562	226	17	results	result	NOUN
fueconorg-562	226	18	obtained	obtain	VERB
fueconorg-562	226	19	as	as	ADV
fueconorg-562	226	20	well	well	ADV
fueconorg-562	226	21	.	.	PUNCT
fueconorg-562	227	1	the	the	DET
fueconorg-562	227	2	result	result	NOUN
fueconorg-562	227	3	of	of	ADP
fueconorg-562	227	4	econometric	econometric	ADJ
fueconorg-562	227	5	assessment	assessment	NOUN
fueconorg-562	227	6	(	(	PUNCT
fueconorg-562	227	7	armagarch	armagarch	NOUN
fueconorg-562	227	8	models	model	NOUN
fueconorg-562	227	9	and	and	CCONJ
fueconorg-562	227	10	riskmetrics	riskmetric	NOUN
fueconorg-562	227	11	)	)	PUNCT
fueconorg-562	227	12	,	,	PUNCT
fueconorg-562	227	13	in	in	ADP
fueconorg-562	227	14	case	case	NOUN
fueconorg-562	227	15	all	all	DET
fueconorg-562	227	16	assumptions	assumption	NOUN
fueconorg-562	227	17	for	for	ADP
fueconorg-562	227	18	its	its	PRON
fueconorg-562	227	19	applications	application	NOUN
fueconorg-562	227	20	are	be	AUX
fueconorg-562	227	21	accomplished	accomplish	VERB
fueconorg-562	227	22	,	,	PUNCT
fueconorg-562	227	23	depends	depend	VERB
fueconorg-562	227	24	on	on	ADP
fueconorg-562	227	25	the	the	DET
fueconorg-562	227	26	chosen	choose	VERB
fueconorg-562	227	27	model	model	NOUN
fueconorg-562	227	28	.	.	PUNCT
fueconorg-562	228	1	therefore	therefore	ADV
fueconorg-562	228	2	,	,	PUNCT
fueconorg-562	228	3	it	it	PRON
fueconorg-562	228	4	is	be	AUX
fueconorg-562	228	5	necessary	necessary	ADJ
fueconorg-562	228	6	,	,	PUNCT
fueconorg-562	228	7	as	as	SCONJ
fueconorg-562	228	8	we	we	PRON
fueconorg-562	228	9	have	have	AUX
fueconorg-562	228	10	shown	show	VERB
fueconorg-562	228	11	on	on	ADP
fueconorg-562	228	12	the	the	DET
fueconorg-562	228	13	example	example	NOUN
fueconorg-562	228	14	,	,	PUNCT
fueconorg-562	228	15	that	that	SCONJ
fueconorg-562	228	16	a	a	DET
fueconorg-562	228	17	detailed	detailed	ADJ
fueconorg-562	228	18	analysis	analysis	NOUN
fueconorg-562	228	19	of	of	ADP
fueconorg-562	228	20	the	the	DET
fueconorg-562	228	21	specification	specification	NOUN
fueconorg-562	228	22	of	of	ADP
fueconorg-562	228	23	potential	potential	ADJ
fueconorg-562	228	24	models	model	NOUN
fueconorg-562	228	25	is	be	AUX
fueconorg-562	228	26	the	the	DET
fueconorg-562	228	27	first	first	ADJ
fueconorg-562	228	28	phase	phase	NOUN
fueconorg-562	228	29	in	in	ADP
fueconorg-562	228	30	the	the	DET
fueconorg-562	228	31	performance	performance	NOUN
fueconorg-562	228	32	of	of	ADP
fueconorg-562	228	33	value	value	NOUN
fueconorg-562	228	34	at	at	ADP
fueconorg-562	228	35	risk	risk	NOUN
fueconorg-562	228	36	evaluation	evaluation	NOUN
fueconorg-562	228	37	.	.	PUNCT
fueconorg-562	229	1	it	it	PRON
fueconorg-562	229	2	can	can	AUX
fueconorg-562	229	3	be	be	AUX
fueconorg-562	229	4	concluded	conclude	VERB
fueconorg-562	229	5	that	that	SCONJ
fueconorg-562	229	6	econometric	econometric	ADJ
fueconorg-562	229	7	estimation	estimation	NOUN
fueconorg-562	229	8	proved	prove	VERB
fueconorg-562	229	9	to	to	PART
fueconorg-562	229	10	be	be	AUX
fueconorg-562	229	11	unstable	unstable	ADJ
fueconorg-562	229	12	,	,	PUNCT
fueconorg-562	229	13	as	as	SCONJ
fueconorg-562	229	14	they	they	PRON
fueconorg-562	229	15	are	be	AUX
fueconorg-562	229	16	on	on	ADP
fueconorg-562	229	17	the	the	DET
fueconorg-562	229	18	upper	upper	ADJ
fueconorg-562	229	19	bound	bind	VERB
fueconorg-562	229	20	at	at	ADP
fueconorg-562	229	21	5	5	NUM
fueconorg-562	229	22	%	%	NOUN
fueconorg-562	229	23	significance	significance	NOUN
fueconorg-562	229	24	level	level	NOUN
fueconorg-562	229	25	,	,	PUNCT
fueconorg-562	229	26	and	and	CCONJ
fueconorg-562	229	27	at	at	ADP
fueconorg-562	229	28	1	1	NUM
fueconorg-562	229	29	%	%	NOUN
fueconorg-562	229	30	significance	significance	NOUN
fueconorg-562	229	31	level	level	NOUN
fueconorg-562	229	32	they	they	PRON
fueconorg-562	229	33	are	be	AUX
fueconorg-562	229	34	on	on	ADP
fueconorg-562	229	35	the	the	DET
fueconorg-562	229	36	lower	low	ADJ
fueconorg-562	229	37	bound	bind	VERB
fueconorg-562	229	38	of	of	ADP
fueconorg-562	229	39	possible	possible	ADJ
fueconorg-562	229	40	var	var	NOUN
fueconorg-562	229	41	movement	movement	NOUN
fueconorg-562	229	42	interval	interval	NOUN
fueconorg-562	229	43	.	.	PUNCT
fueconorg-562	230	1	further	far	ADV
fueconorg-562	230	2	,	,	PUNCT
fueconorg-562	230	3	the	the	DET
fueconorg-562	230	4	choice	choice	NOUN
fueconorg-562	230	5	of	of	ADP
fueconorg-562	230	6	tail	tail	NOUN
fueconorg-562	230	7	distribution	distribution	NOUN
fueconorg-562	230	8	probability	probability	NOUN
fueconorg-562	230	9	also	also	ADV
fueconorg-562	230	10	has	have	VERB
fueconorg-562	230	11	an	an	DET
fueconorg-562	230	12	important	important	ADJ
fueconorg-562	230	13	role	role	NOUN
fueconorg-562	230	14	in	in	ADP
fueconorg-562	230	15	the	the	DET
fueconorg-562	230	16	calculation	calculation	NOUN
fueconorg-562	230	17	of	of	ADP
fueconorg-562	230	18	var	var	NOUN
fueconorg-562	230	19	.	.	PUNCT
fueconorg-562	231	1	the	the	DET
fueconorg-562	231	2	value	value	NOUN
fueconorg-562	231	3	of	of	ADP
fueconorg-562	231	4	the	the	DET
fueconorg-562	231	5	observed	observed	ADJ
fueconorg-562	231	6	sample	sample	NOUN
fueconorg-562	231	7	of	of	ADP
fueconorg-562	231	8	2338	2338	NUM
fueconorg-562	231	9	data	datum	NOUN
fueconorg-562	231	10	may	may	AUX
fueconorg-562	231	11	be	be	AUX
fueconorg-562	231	12	considered	consider	VERB
fueconorg-562	231	13	big	big	ADJ
fueconorg-562	231	14	enough	enough	ADV
fueconorg-562	231	15	for	for	ADP
fueconorg-562	231	16	empirical	empirical	ADJ
fueconorg-562	231	17	quantiles	quantile	NOUN
fueconorg-562	231	18	with	with	ADP
fueconorg-562	231	19	99	99	NUM
fueconorg-562	231	20	%	%	NOUN
fueconorg-562	231	21	and	and	CCONJ
fueconorg-562	231	22	95	95	NUM
fueconorg-562	231	23	%	%	NOUN
fueconorg-562	231	24	probability	probability	NOUN
fueconorg-562	231	25	for	for	ADP
fueconorg-562	231	26	giving	give	VERB
fueconorg-562	231	27	good	good	ADJ
fueconorg-562	231	28	parameter	parameter	NOUN
fueconorg-562	231	29	estimation	estimation	NOUN
fueconorg-562	231	30	.	.	PUNCT
fueconorg-562	232	1	for	for	ADP
fueconorg-562	232	2	both	both	DET
fueconorg-562	232	3	levels	level	NOUN
fueconorg-562	232	4	of	of	ADP
fueconorg-562	232	5	significance	significance	NOUN
fueconorg-562	232	6	,	,	PUNCT
fueconorg-562	232	7	quantile	quantile	ADJ
fueconorg-562	232	8	value	value	NOUN
fueconorg-562	232	9	at	at	ADP
fueconorg-562	232	10	risk	risk	NOUN
fueconorg-562	232	11	evaluation	evaluation	NOUN
fueconorg-562	232	12	is	be	AUX
fueconorg-562	232	13	very	very	ADV
fueconorg-562	232	14	close	close	ADJ
fueconorg-562	232	15	to	to	ADP
fueconorg-562	232	16	the	the	DET
fueconorg-562	232	17	assessment	assessment	NOUN
fueconorg-562	232	18	of	of	ADP
fueconorg-562	232	19	the	the	DET
fueconorg-562	232	20	new	new	ADJ
fueconorg-562	232	21	approach	approach	NOUN
fueconorg-562	232	22	of	of	ADP
fueconorg-562	232	23	extreme	extreme	ADJ
fueconorg-562	232	24	value	value	NOUN
fueconorg-562	232	25	theory	theory	NOUN
fueconorg-562	232	26	.	.	PUNCT
fueconorg-562	233	1	we	we	PRON
fueconorg-562	233	2	note	note	VERB
fueconorg-562	233	3	that	that	SCONJ
fueconorg-562	233	4	these	these	DET
fueconorg-562	233	5	two	two	NUM
fueconorg-562	233	6	assessments	assessment	NOUN
fueconorg-562	233	7	at	at	ADP
fueconorg-562	233	8	1	1	NUM
fueconorg-562	233	9	%	%	NOUN
fueconorg-562	233	10	significance	significance	NOUN
fueconorg-562	233	11	level	level	NOUN
fueconorg-562	233	12	are	be	AUX
fueconorg-562	233	13	on	on	ADP
fueconorg-562	233	14	the	the	DET
fueconorg-562	233	15	upper	upper	ADJ
fueconorg-562	233	16	bound	bound	NOUN
fueconorg-562	233	17	of	of	ADP
fueconorg-562	233	18	the	the	DET
fueconorg-562	233	19	possible	possible	ADJ
fueconorg-562	233	20	var	var	NOUN
fueconorg-562	233	21	parameter	parameter	PROPN
fueconorg-562	233	22	range	range	NOUN
fueconorg-562	233	23	.	.	PUNCT
fueconorg-562	234	1	also	also	ADV
fueconorg-562	234	2	,	,	PUNCT
fueconorg-562	234	3	within	within	ADP
fueconorg-562	234	4	the	the	DET
fueconorg-562	234	5	latter	latter	ADJ
fueconorg-562	234	6	approach	approach	NOUN
fueconorg-562	234	7	(	(	PUNCT
fueconorg-562	234	8	table	table	NOUN
fueconorg-562	234	9	5	5	NUM
fueconorg-562	234	10	)	)	PUNCT
fueconorg-562	234	11	,	,	PUNCT
fueconorg-562	234	12	we	we	PRON
fueconorg-562	234	13	can	can	AUX
fueconorg-562	234	14	see	see	VERB
fueconorg-562	234	15	that	that	SCONJ
fueconorg-562	234	16	using	use	VERB
fueconorg-562	234	17	a	a	DET
fueconorg-562	234	18	very	very	ADV
fueconorg-562	234	19	low	low	ADJ
fueconorg-562	234	20	0.1	0.1	NUM
fueconorg-562	234	21	%	%	NOUN
fueconorg-562	234	22	probability	probability	NOUN
fueconorg-562	234	23	,	,	PUNCT
fueconorg-562	234	24	less	less	ADV
fueconorg-562	234	25	reliable	reliable	ADJ
fueconorg-562	234	26	var	var	NOUN
fueconorg-562	234	27	evaluation	evaluation	NOUN
fueconorg-562	234	28	are	be	AUX
fueconorg-562	234	29	obtained	obtain	VERB
fueconorg-562	234	30	.	.	PUNCT
fueconorg-562	235	1	therefore	therefore	ADV
fueconorg-562	235	2	,	,	PUNCT
fueconorg-562	235	3	that	that	DET
fueconorg-562	235	4	significance	significance	NOUN
fueconorg-562	235	5	level	level	NOUN
fueconorg-562	235	6	was	be	AUX
fueconorg-562	235	7	not	not	PART
fueconorg-562	235	8	used	use	VERB
fueconorg-562	235	9	in	in	ADP
fueconorg-562	235	10	other	other	ADJ
fueconorg-562	235	11	approaches	approach	NOUN
fueconorg-562	235	12	.	.	PUNCT
fueconorg-562	236	1	conclusion	conclusion	NOUN
fueconorg-562	236	2	results	result	NOUN
fueconorg-562	236	3	of	of	ADP
fueconorg-562	236	4	empirical	empirical	ADJ
fueconorg-562	236	5	analysis	analysis	NOUN
fueconorg-562	236	6	have	have	VERB
fueconorg-562	236	7	multiple	multiple	ADJ
fueconorg-562	236	8	benefits	benefit	NOUN
fueconorg-562	236	9	.	.	PUNCT
fueconorg-562	237	1	they	they	PRON
fueconorg-562	237	2	show	show	VERB
fueconorg-562	237	3	that	that	SCONJ
fueconorg-562	237	4	the	the	DET
fueconorg-562	237	5	assessments	assessment	NOUN
fueconorg-562	237	6	of	of	ADP
fueconorg-562	237	7	value	value	NOUN
fueconorg-562	237	8	at	at	ADP
fueconorg-562	237	9	risk	risk	NOUN
fueconorg-562	237	10	based	base	VERB
fueconorg-562	237	11	on	on	ADP
fueconorg-562	237	12	extreme	extreme	ADJ
fueconorg-562	237	13	value	value	NOUN
fueconorg-562	237	14	theory	theory	NOUN
fueconorg-562	237	15	are	be	AUX
fueconorg-562	237	16	better	well	ADJ
fueconorg-562	237	17	than	than	ADP
fueconorg-562	237	18	econometric	econometric	ADJ
fueconorg-562	237	19	evaluations	evaluation	NOUN
fueconorg-562	237	20	.	.	PUNCT
fueconorg-562	238	1	it	it	PRON
fueconorg-562	238	2	is	be	AUX
fueconorg-562	238	3	obvious	obvious	ADJ
fueconorg-562	238	4	that	that	SCONJ
fueconorg-562	238	5	econometric	econometric	ADJ
fueconorg-562	238	6	evaluations	evaluation	NOUN
fueconorg-562	238	7	proved	prove	VERB
fueconorg-562	238	8	to	to	PART
fueconorg-562	238	9	be	be	AUX
fueconorg-562	238	10	very	very	ADV
fueconorg-562	238	11	unstable	unstable	ADJ
fueconorg-562	238	12	at	at	ADP
fueconorg-562	238	13	the	the	DET
fueconorg-562	238	14	assessment	assessment	NOUN
fueconorg-562	238	15	of	of	ADP
fueconorg-562	238	16	value	value	NOUN
fueconorg-562	238	17	at	at	ADP
fueconorg-562	238	18	risk	risk	NOUN
fueconorg-562	238	19	.	.	PUNCT
fueconorg-562	239	1	results	result	NOUN
fueconorg-562	239	2	showed	show	VERB
fueconorg-562	239	3	that	that	SCONJ
fueconorg-562	239	4	at	at	ADP
fueconorg-562	239	5	5	5	NUM
fueconorg-562	239	6	%	%	NOUN
fueconorg-562	239	7	significance	significance	NOUN
fueconorg-562	239	8	level	level	NOUN
fueconorg-562	239	9	,	,	PUNCT
fueconorg-562	239	10	given	give	VERB
fueconorg-562	239	11	evaluations	evaluation	NOUN
fueconorg-562	239	12	are	be	AUX
fueconorg-562	239	13	on	on	ADP
fueconorg-562	239	14	the	the	DET
fueconorg-562	239	15	upper	upper	ADJ
fueconorg-562	239	16	bound	bound	NOUN
fueconorg-562	239	17	,	,	PUNCT
fueconorg-562	239	18	and	and	CCONJ
fueconorg-562	239	19	at	at	ADP
fueconorg-562	239	20	1	1	NUM
fueconorg-562	239	21	%	%	NOUN
fueconorg-562	239	22	significance	significance	NOUN
fueconorg-562	239	23	level	level	NOUN
fueconorg-562	239	24	,	,	PUNCT
fueconorg-562	239	25	they	they	PRON
fueconorg-562	239	26	are	be	AUX
fueconorg-562	239	27	on	on	ADP
fueconorg-562	239	28	the	the	DET
fueconorg-562	239	29	lower	low	ADJ
fueconorg-562	239	30	bound	bind	VERB
fueconorg-562	239	31	of	of	ADP
fueconorg-562	239	32	possible	possible	ADJ
fueconorg-562	239	33	value	value	NOUN
fueconorg-562	239	34	at	at	ADP
fueconorg-562	239	35	risk	risk	NOUN
fueconorg-562	239	36	movements	movement	NOUN
fueconorg-562	239	37	.	.	PUNCT
fueconorg-562	240	1	therefore	therefore	ADV
fueconorg-562	240	2	,	,	PUNCT
fueconorg-562	240	3	it	it	PRON
fueconorg-562	240	4	is	be	AUX
fueconorg-562	240	5	not	not	PART
fueconorg-562	240	6	possible	possible	ADJ
fueconorg-562	240	7	to	to	PART
fueconorg-562	240	8	say	say	VERB
fueconorg-562	240	9	they	they	PRON
fueconorg-562	240	10	either	either	CCONJ
fueconorg-562	240	11	underestimate	underestimate	ADJ
fueconorg-562	240	12	or	or	CCONJ
fueconorg-562	240	13	overestimate	overestimate	VERB
fueconorg-562	240	14	the	the	DET
fueconorg-562	240	15	given	give	VERB
fueconorg-562	240	16	parameter	parameter	NOUN
fueconorg-562	240	17	,	,	PUNCT
fueconorg-562	240	18	but	but	CCONJ
fueconorg-562	240	19	the	the	DET
fueconorg-562	240	20	estimation	estimation	NOUN
fueconorg-562	240	21	significantly	significantly	ADV
fueconorg-562	240	22	changes	change	VERB
fueconorg-562	240	23	depending	depend	VERB
fueconorg-562	240	24	on	on	ADP
fueconorg-562	240	25	the	the	DET
fueconorg-562	240	26	level	level	NOUN
fueconorg-562	240	27	of	of	ADP
fueconorg-562	240	28	confidence	confidence	NOUN
fueconorg-562	240	29	.	.	PUNCT
fueconorg-562	241	1	taking	take	VERB
fueconorg-562	241	2	these	these	DET
fueconorg-562	241	3	results	result	NOUN
fueconorg-562	241	4	into	into	ADP
fueconorg-562	241	5	account	account	NOUN
fueconorg-562	241	6	,	,	PUNCT
fueconorg-562	241	7	a	a	DET
fueconorg-562	241	8	suggestion	suggestion	NOUN
fueconorg-562	241	9	can	can	AUX
fueconorg-562	241	10	be	be	AUX
fueconorg-562	241	11	given	give	VERB
fueconorg-562	241	12	to	to	ADP
fueconorg-562	241	13	financial	financial	ADJ
fueconorg-562	241	14	institutions	institution	NOUN
fueconorg-562	241	15	to	to	PART
fueconorg-562	241	16	quantify	quantify	VERB
fueconorg-562	241	17	risk	risk	NOUN
fueconorg-562	241	18	using	use	VERB
fueconorg-562	241	19	several	several	ADJ
fueconorg-562	241	20	methods	method	NOUN
fueconorg-562	241	21	:	:	PUNCT
fueconorg-562	241	22	peaks	peak	NOUN
fueconorg-562	241	23	over	over	ADP
fueconorg-562	241	24	thresholds	threshold	NOUN
fueconorg-562	241	25	method	method	NOUN
fueconorg-562	241	26	(	(	PUNCT
fueconorg-562	241	27	the	the	DET
fueconorg-562	241	28	latest	late	ADJ
fueconorg-562	241	29	approach	approach	NOUN
fueconorg-562	241	30	of	of	ADP
fueconorg-562	241	31	extreme	extreme	ADJ
fueconorg-562	241	32	value	value	NOUN
fueconorg-562	241	33	theory	theory	NOUN
fueconorg-562	241	34	)	)	PUNCT
fueconorg-562	241	35	,	,	PUNCT
fueconorg-562	241	36	historical	historical	ADJ
fueconorg-562	241	37	evaluation	evaluation	NOUN
fueconorg-562	241	38	(	(	PUNCT
fueconorg-562	241	39	quantile	quantile	NOUN
fueconorg-562	241	40	)	)	PUNCT
fueconorg-562	241	41	–	–	PUNCT
fueconorg-562	241	42	for	for	ADP
fueconorg-562	241	43	large	large	ADJ
fueconorg-562	241	44	samples	sample	NOUN
fueconorg-562	241	45	,	,	PUNCT
fueconorg-562	241	46	and	and	CCONJ
fueconorg-562	241	47	riskmetrics	riskmetric	NOUN
fueconorg-562	241	48	method	method	NOUN
fueconorg-562	241	49	(	(	PUNCT
fueconorg-562	241	50	containing	contain	VERB
fueconorg-562	241	51	econometric	econometric	ADJ
fueconorg-562	241	52	method	method	NOUN
fueconorg-562	241	53	)	)	PUNCT
fueconorg-562	241	54	.	.	PUNCT
fueconorg-562	242	1	for	for	ADP
fueconorg-562	242	2	the	the	DET
fueconorg-562	242	3	purpose	purpose	NOUN
fueconorg-562	242	4	of	of	ADP
fueconorg-562	242	5	simplicity	simplicity	NOUN
fueconorg-562	242	6	,	,	PUNCT
fueconorg-562	242	7	risk	risk	NOUN
fueconorg-562	242	8	estimation	estimation	NOUN
fueconorg-562	242	9	can	can	AUX
fueconorg-562	242	10	be	be	AUX
fueconorg-562	242	11	focused	focus	VERB
fueconorg-562	242	12	on	on	ADP
fueconorg-562	242	13	these	these	DET
fueconorg-562	242	14	three	three	NUM
fueconorg-562	242	15	methods	method	NOUN
fueconorg-562	242	16	as	as	SCONJ
fueconorg-562	242	17	they	they	PRON
fueconorg-562	242	18	have	have	AUX
fueconorg-562	242	19	been	be	AUX
fueconorg-562	242	20	proven	prove	VERB
fueconorg-562	242	21	to	to	PART
fueconorg-562	242	22	be	be	AUX
fueconorg-562	242	23	the	the	DET
fueconorg-562	242	24	best	good	ADJ
fueconorg-562	242	25	j.	j.	NOUN
fueconorg-562	242	26	cerović	cerović	PROPN
fueconorg-562	242	27	188	188	NUM
fueconorg-562	242	28	regarding	regard	VERB
fueconorg-562	242	29	the	the	DET
fueconorg-562	242	30	range	range	NOUN
fueconorg-562	242	31	within	within	ADP
fueconorg-562	242	32	which	which	PRON
fueconorg-562	242	33	real	real	ADJ
fueconorg-562	242	34	value	value	NOUN
fueconorg-562	242	35	of	of	ADP
fueconorg-562	242	36	var	var	NOUN
fueconorg-562	242	37	parameter	parameter	NOUN
fueconorg-562	242	38	can	can	AUX
fueconorg-562	242	39	move	move	VERB
fueconorg-562	242	40	.	.	PUNCT
fueconorg-562	243	1	as	as	SCONJ
fueconorg-562	243	2	it	it	PRON
fueconorg-562	243	3	was	be	AUX
fueconorg-562	243	4	said	say	VERB
fueconorg-562	243	5	earlier	early	ADV
fueconorg-562	243	6	,	,	PUNCT
fueconorg-562	243	7	the	the	DET
fueconorg-562	243	8	real	real	ADJ
fueconorg-562	243	9	value	value	NOUN
fueconorg-562	243	10	of	of	ADP
fueconorg-562	243	11	this	this	DET
fueconorg-562	243	12	parameter	parameter	NOUN
fueconorg-562	243	13	can	can	AUX
fueconorg-562	243	14	not	not	PART
fueconorg-562	243	15	be	be	AUX
fueconorg-562	243	16	observed	observe	VERB
fueconorg-562	243	17	,	,	PUNCT
fueconorg-562	243	18	so	so	CCONJ
fueconorg-562	243	19	it	it	PRON
fueconorg-562	243	20	is	be	AUX
fueconorg-562	243	21	difficult	difficult	ADJ
fueconorg-562	243	22	to	to	PART
fueconorg-562	243	23	single	single	VERB
fueconorg-562	243	24	out	out	ADP
fueconorg-562	243	25	one	one	NUM
fueconorg-562	243	26	estimation	estimation	NOUN
fueconorg-562	243	27	method	method	NOUN
fueconorg-562	243	28	as	as	ADP
fueconorg-562	243	29	the	the	DET
fueconorg-562	243	30	best	good	ADJ
fueconorg-562	243	31	one	one	NUM
fueconorg-562	243	32	.	.	PUNCT
fueconorg-562	244	1	furthermore	furthermore	ADV
fueconorg-562	244	2	,	,	PUNCT
fueconorg-562	244	3	these	these	DET
fueconorg-562	244	4	results	result	NOUN
fueconorg-562	244	5	refer	refer	VERB
fueconorg-562	244	6	to	to	ADP
fueconorg-562	244	7	montenegrin	montenegrin	NOUN
fueconorg-562	244	8	stock	stock	NOUN
fueconorg-562	244	9	market	market	NOUN
fueconorg-562	244	10	,	,	PUNCT
fueconorg-562	244	11	that	that	PRON
fueconorg-562	244	12	is	be	AUX
fueconorg-562	244	13	small	small	ADJ
fueconorg-562	244	14	emerging	emerge	VERB
fueconorg-562	244	15	economy	economy	NOUN
fueconorg-562	244	16	and	and	CCONJ
fueconorg-562	244	17	the	the	DET
fueconorg-562	244	18	results	result	NOUN
fueconorg-562	244	19	obtained	obtain	VERB
fueconorg-562	244	20	in	in	ADP
fueconorg-562	244	21	the	the	DET
fueconorg-562	244	22	analysis	analysis	NOUN
fueconorg-562	244	23	should	should	AUX
fueconorg-562	244	24	be	be	AUX
fueconorg-562	244	25	limited	limit	VERB
fueconorg-562	244	26	on	on	ADP
fueconorg-562	244	27	emerging	emerge	VERB
fueconorg-562	244	28	economies	economy	NOUN
fueconorg-562	244	29	and	and	CCONJ
fueconorg-562	244	30	financial	financial	ADJ
fueconorg-562	244	31	markets	market	NOUN
fueconorg-562	244	32	that	that	PRON
fueconorg-562	244	33	are	be	AUX
fueconorg-562	244	34	still	still	ADV
fueconorg-562	244	35	developing	develop	VERB
fueconorg-562	244	36	.	.	PUNCT
fueconorg-562	245	1	these	these	DET
fueconorg-562	245	2	markets	market	NOUN
fueconorg-562	245	3	are	be	AUX
fueconorg-562	245	4	characterized	characterize	VERB
fueconorg-562	245	5	by	by	ADP
fueconorg-562	245	6	a	a	DET
fueconorg-562	245	7	greater	great	ADJ
fueconorg-562	245	8	influence	influence	NOUN
fueconorg-562	245	9	of	of	ADP
fueconorg-562	245	10	internal	internal	ADJ
fueconorg-562	245	11	trade	trade	NOUN
fueconorg-562	245	12	and	and	CCONJ
fueconorg-562	245	13	high	high	ADJ
fueconorg-562	245	14	volatility	volatility	NOUN
fueconorg-562	245	15	compared	compare	VERB
fueconorg-562	245	16	to	to	ADP
fueconorg-562	245	17	developed	develop	VERB
fueconorg-562	245	18	countries	country	NOUN
fueconorg-562	245	19	,	,	PUNCT
fueconorg-562	245	20	so	so	SCONJ
fueconorg-562	245	21	evaluation	evaluation	NOUN
fueconorg-562	245	22	of	of	ADP
fueconorg-562	245	23	var	var	NOUN
fueconorg-562	245	24	with	with	ADP
fueconorg-562	245	25	standard	standard	ADJ
fueconorg-562	245	26	methods	method	NOUN
fueconorg-562	245	27	that	that	PRON
fueconorg-562	245	28	assume	assume	VERB
fueconorg-562	245	29	a	a	DET
fueconorg-562	245	30	normal	normal	ADJ
fueconorg-562	245	31	distribution	distribution	NOUN
fueconorg-562	245	32	is	be	AUX
fueconorg-562	245	33	much	much	ADV
fueconorg-562	245	34	more	more	ADV
fueconorg-562	245	35	difficult	difficult	ADJ
fueconorg-562	245	36	.	.	PUNCT
fueconorg-562	246	1	also	also	ADV
fueconorg-562	246	2	,	,	PUNCT
fueconorg-562	246	3	the	the	DET
fueconorg-562	246	4	observation	observation	NOUN
fueconorg-562	246	5	period	period	NOUN
fueconorg-562	246	6	for	for	ADP
fueconorg-562	246	7	measuring	measure	VERB
fueconorg-562	246	8	value	value	NOUN
fueconorg-562	246	9	at	at	ADP
fueconorg-562	246	10	risk	risk	NOUN
fueconorg-562	246	11	includes	include	VERB
fueconorg-562	246	12	period	period	NOUN
fueconorg-562	246	13	of	of	ADP
fueconorg-562	246	14	financial	financial	ADJ
fueconorg-562	246	15	crisis	crisis	NOUN
fueconorg-562	246	16	,	,	PUNCT
fueconorg-562	246	17	so	so	SCONJ
fueconorg-562	246	18	that	that	DET
fueconorg-562	246	19	fact	fact	NOUN
fueconorg-562	246	20	should	should	AUX
fueconorg-562	246	21	be	be	AUX
fueconorg-562	246	22	taken	take	VERB
fueconorg-562	246	23	into	into	ADP
fueconorg-562	246	24	account	account	NOUN
fueconorg-562	246	25	because	because	SCONJ
fueconorg-562	246	26	of	of	ADP
fueconorg-562	246	27	possible	possible	ADJ
fueconorg-562	246	28	derogation	derogation	NOUN
fueconorg-562	246	29	of	of	ADP
fueconorg-562	246	30	parameter	parameter	NOUN
fueconorg-562	246	31	results	result	NOUN
fueconorg-562	246	32	.	.	PUNCT
fueconorg-562	247	1	references	reference	NOUN
fueconorg-562	247	2	1	1	NUM
fueconorg-562	247	3	.	.	PUNCT
fueconorg-562	248	1	danielsson	danielsson	PROPN
fueconorg-562	248	2	,	,	PUNCT
fueconorg-562	248	3	j.	j.	PROPN
fueconorg-562	248	4	,	,	PUNCT
fueconorg-562	248	5	de	de	PROPN
fueconorg-562	248	6	vries	vries	PROPN
fueconorg-562	248	7	,	,	PUNCT
fueconorg-562	248	8	c.g	c.g	PROPN
fueconorg-562	248	9	.	.	PROPN
fueconorg-562	248	10	(	(	PUNCT
fueconorg-562	248	11	1997	1997	NUM
fueconorg-562	248	12	)	)	PUNCT
fueconorg-562	248	13	.	.	PUNCT
fueconorg-562	249	1	value	value	NOUN
fueconorg-562	249	2	at	at	ADP
fueconorg-562	249	3	risk	risk	NOUN
fueconorg-562	249	4	and	and	CCONJ
fueconorg-562	249	5	extreme	extreme	ADJ
fueconorg-562	249	6	returns	return	NOUN
fueconorg-562	249	7	.	.	PUNCT
fueconorg-562	250	1	working	work	VERB
fueconorg-562	250	2	paper	paper	NOUN
fueconorg-562	250	3	,	,	PUNCT
fueconorg-562	250	4	london	london	PROPN
fueconorg-562	250	5	school	school	NOUN
fueconorg-562	250	6	of	of	ADP
fueconorg-562	250	7	economics	economic	NOUN
fueconorg-562	250	8	,	,	PUNCT
fueconorg-562	250	9	london	london	PROPN
fueconorg-562	250	10	,	,	PUNCT
fueconorg-562	250	11	uk	uk	PROPN
fueconorg-562	250	12	.	.	PROPN
fueconorg-562	250	13	2	2	NUM
fueconorg-562	250	14	.	.	X
fueconorg-562	250	15	de	de	PROPN
fueconorg-562	250	16	haan	haan	PROPN
fueconorg-562	250	17	,	,	PUNCT
fueconorg-562	250	18	l.	l.	PROPN
fueconorg-562	250	19	,	,	PUNCT
fueconorg-562	250	20	ferreira	ferreira	PROPN
fueconorg-562	250	21	,	,	PUNCT
fueconorg-562	250	22	a.	a.	NOUN
fueconorg-562	250	23	(	(	PUNCT
fueconorg-562	250	24	2006	2006	NUM
fueconorg-562	250	25	)	)	PUNCT
fueconorg-562	250	26	.	.	PUNCT
fueconorg-562	251	1	extreme	extreme	ADJ
fueconorg-562	251	2	value	value	NOUN
fueconorg-562	251	3	theory	theory	NOUN
fueconorg-562	251	4	:	:	PUNCT
fueconorg-562	251	5	an	an	DET
fueconorg-562	251	6	introduction	introduction	NOUN
fueconorg-562	251	7	.	.	PUNCT
fueconorg-562	252	1	springer	springer	NOUN
fueconorg-562	252	2	science+business	science+business	PROPN
fueconorg-562	252	3	media	medium	NOUN
fueconorg-562	252	4	llc	llc	PROPN
fueconorg-562	252	5	.	.	PUNCT
fueconorg-562	253	1	3	3	X
fueconorg-562	253	2	.	.	X
fueconorg-562	253	3	de	de	PROPN
fueconorg-562	253	4	haan	haan	PROPN
fueconorg-562	253	5	,	,	PUNCT
fueconorg-562	253	6	l.	l.	PROPN
fueconorg-562	253	7	,	,	PUNCT
fueconorg-562	253	8	resnick	resnick	PROPN
fueconorg-562	253	9	,	,	PUNCT
fueconorg-562	253	10	i.s	i.s	PROPN
fueconorg-562	253	11	.	.	PROPN
fueconorg-562	253	12	,	,	PUNCT
fueconorg-562	253	13	rootz_en	rootz_en	PROPN
fueconorg-562	253	14	,	,	PUNCT
fueconorg-562	253	15	h.	h.	PROPN
fueconorg-562	253	16	,	,	PUNCT
fueconorg-562	253	17	de	de	PROPN
fueconorg-562	253	18	vries	vries	PROPN
fueconorg-562	253	19	,	,	PUNCT
fueconorg-562	253	20	c.g	c.g	PROPN
fueconorg-562	253	21	.	.	PROPN
fueconorg-562	253	22	(	(	PUNCT
fueconorg-562	253	23	1989	1989	NUM
fueconorg-562	253	24	)	)	PUNCT
fueconorg-562	253	25	.	.	PUNCT
fueconorg-562	254	1	extremal	extremal	ADJ
fueconorg-562	254	2	behavior	behavior	NOUN
fueconorg-562	254	3	of	of	ADP
fueconorg-562	254	4	solutions	solution	NOUN
fueconorg-562	254	5	to	to	ADP
fueconorg-562	254	6	a	a	DET
fueconorg-562	254	7	stochastic	stochastic	ADJ
fueconorg-562	254	8	diference	diference	NOUN
fueconorg-562	254	9	equation	equation	NOUN
fueconorg-562	254	10	with	with	ADP
fueconorg-562	254	11	applications	application	NOUN
fueconorg-562	254	12	to	to	PART
fueconorg-562	254	13	arch	arch	ADJ
fueconorg-562	254	14	process	process	NOUN
fueconorg-562	254	15	.	.	PUNCT
fueconorg-562	255	1	stochastic	stochastic	ADJ
fueconorg-562	255	2	processes	process	NOUN
fueconorg-562	255	3	and	and	CCONJ
fueconorg-562	255	4	their	their	PRON
fueconorg-562	255	5	applications	application	NOUN
fueconorg-562	255	6	32	32	NUM
fueconorg-562	255	7	,	,	PUNCT
fueconorg-562	255	8	213±224	213±224	NUM
fueconorg-562	255	9	.	.	PUNCT
fueconorg-562	256	1	4	4	NUM
fueconorg-562	256	2	.	.	X
fueconorg-562	256	3	embrechts	embrecht	NOUN
fueconorg-562	256	4	,	,	PUNCT
fueconorg-562	256	5	p.	p.	PROPN
fueconorg-562	256	6	,	,	PUNCT
fueconorg-562	256	7	klüppelberg	klüppelberg	PROPN
fueconorg-562	256	8	,	,	PUNCT
fueconorg-562	256	9	c.	c.	PROPN
fueconorg-562	256	10	,	,	PUNCT
fueconorg-562	256	11	mikosch	mikosch	PROPN
fueconorg-562	256	12	,	,	PUNCT
fueconorg-562	256	13	t.	t.	PROPN
fueconorg-562	256	14	(	(	PUNCT
fueconorg-562	256	15	1997	1997	NUM
fueconorg-562	256	16	)	)	PUNCT
fueconorg-562	256	17	.	.	PUNCT
fueconorg-562	257	1	modelling	model	VERB
fueconorg-562	257	2	extremal	extremal	ADJ
fueconorg-562	257	3	events	event	NOUN
fueconorg-562	257	4	for	for	ADP
fueconorg-562	257	5	insurance	insurance	NOUN
fueconorg-562	257	6	and	and	CCONJ
fueconorg-562	257	7	finance	finance	NOUN
fueconorg-562	257	8	.	.	PUNCT
fueconorg-562	258	1	springer	springer	PROPN
fueconorg-562	258	2	,	,	PUNCT
fueconorg-562	258	3	berlin	berlin	PROPN
fueconorg-562	258	4	.	.	PUNCT
fueconorg-562	259	1	5	5	X
fueconorg-562	259	2	.	.	X
fueconorg-562	259	3	embrechts	embrecht	NOUN
fueconorg-562	259	4	,	,	PUNCT
fueconorg-562	259	5	p.	p.	PROPN
fueconorg-562	259	6	,	,	PUNCT
fueconorg-562	259	7	resnick	resnick	PROPN
fueconorg-562	259	8	,	,	PUNCT
fueconorg-562	259	9	s.i	s.i	PROPN
fueconorg-562	259	10	.	.	PROPN
fueconorg-562	259	11	,	,	PUNCT
fueconorg-562	259	12	samorodnitsky	samorodnitsky	PROPN
fueconorg-562	259	13	,	,	PUNCT
fueconorg-562	259	14	g.	g.	PROPN
fueconorg-562	259	15	(	(	PUNCT
fueconorg-562	259	16	1998	1998	NUM
fueconorg-562	259	17	)	)	PUNCT
fueconorg-562	259	18	.	.	PUNCT
fueconorg-562	260	1	living	live	VERB
fueconorg-562	260	2	on	on	ADP
fueconorg-562	260	3	the	the	DET
fueconorg-562	260	4	edge	edge	NOUN
fueconorg-562	260	5	.	.	PUNCT
fueconorg-562	261	1	risk	risk	NOUN
fueconorg-562	261	2	11	11	NUM
fueconorg-562	261	3	,	,	PUNCT
fueconorg-562	261	4	96±100	96±100	NOUN
fueconorg-562	261	5	.	.	PUNCT
fueconorg-562	262	1	6	6	NUM
fueconorg-562	262	2	.	.	X
fueconorg-562	262	3	gençay	gençay	PROPN
fueconorg-562	262	4	,	,	PUNCT
fueconorg-562	262	5	r.	r.	PROPN
fueconorg-562	262	6	,	,	PUNCT
fueconorg-562	262	7	selçuk	selçuk	NOUN
fueconorg-562	262	8	,	,	PUNCT
fueconorg-562	262	9	f.	f.	PROPN
fueconorg-562	262	10	(	(	PUNCT
fueconorg-562	262	11	2004	2004	NUM
fueconorg-562	262	12	)	)	PUNCT
fueconorg-562	262	13	.	.	PUNCT
fueconorg-562	263	1	extreme	extreme	ADJ
fueconorg-562	263	2	value	value	NOUN
fueconorg-562	263	3	theory	theory	NOUN
fueconorg-562	263	4	and	and	CCONJ
fueconorg-562	263	5	value	value	NOUN
fueconorg-562	263	6	-	-	PUNCT
fueconorg-562	263	7	at	at	ADP
fueconorg-562	263	8	-	-	PUNCT
fueconorg-562	263	9	risk	risk	NOUN
fueconorg-562	263	10	:	:	PUNCT
fueconorg-562	263	11	relative	relative	ADJ
fueconorg-562	263	12	performance	performance	NOUN
fueconorg-562	263	13	in	in	ADP
fueconorg-562	263	14	emerging	emerge	VERB
fueconorg-562	263	15	markets	market	NOUN
fueconorg-562	263	16	.	.	PUNCT
fueconorg-562	264	1	international	international	ADJ
fueconorg-562	264	2	journal	journal	NOUN
fueconorg-562	264	3	of	of	ADP
fueconorg-562	264	4	forecasting	forecasting	NOUN
fueconorg-562	264	5	20	20	NUM
fueconorg-562	264	6	,	,	PUNCT
fueconorg-562	264	7	287–303	287–303	NUM
fueconorg-562	264	8	.	.	PUNCT
fueconorg-562	265	1	7	7	X
fueconorg-562	265	2	.	.	X
fueconorg-562	265	3	gençay	gençay	PROPN
fueconorg-562	265	4	,	,	PUNCT
fueconorg-562	265	5	r.	r.	PROPN
fueconorg-562	265	6	,	,	PUNCT
fueconorg-562	265	7	selçuk	selçuk	PROPN
fueconorg-562	265	8	,	,	PUNCT
fueconorg-562	265	9	f.	f.	PROPN
fueconorg-562	265	10	,	,	PUNCT
fueconorg-562	265	11	ulugülyağcı	ulugülyağcı	NOUN
fueconorg-562	265	12	,	,	PUNCT
fueconorg-562	265	13	a.	a.	NOUN
fueconorg-562	265	14	(	(	PUNCT
fueconorg-562	265	15	2003	2003	NUM
fueconorg-562	265	16	)	)	PUNCT
fueconorg-562	265	17	.	.	PUNCT
fueconorg-562	266	1	high	high	ADJ
fueconorg-562	266	2	volatility	volatility	NOUN
fueconorg-562	266	3	,	,	PUNCT
fueconorg-562	266	4	thick	thick	ADJ
fueconorg-562	266	5	tails	tail	NOUN
fueconorg-562	266	6	and	and	CCONJ
fueconorg-562	266	7	extreme	extreme	ADJ
fueconorg-562	266	8	value	value	NOUN
fueconorg-562	266	9	theory	theory	NOUN
fueconorg-562	266	10	in	in	ADP
fueconorg-562	266	11	value	value	NOUN
fueconorg-562	266	12	-	-	PUNCT
fueconorg-562	266	13	atrisk	atrisk	NOUN
fueconorg-562	266	14	estimations	estimation	NOUN
fueconorg-562	266	15	.	.	PUNCT
fueconorg-562	267	1	insurance	insurance	NOUN
fueconorg-562	267	2	:	:	PUNCT
fueconorg-562	267	3	mathematics	mathematic	NOUN
fueconorg-562	267	4	and	and	CCONJ
fueconorg-562	267	5	economics	economic	NOUN
fueconorg-562	267	6	.	.	PUNCT
fueconorg-562	268	1	8	8	NUM
fueconorg-562	268	2	.	.	X
fueconorg-562	268	3	manganelli	manganelli	PROPN
fueconorg-562	268	4	,	,	PUNCT
fueconorg-562	268	5	s.	s.	PROPN
fueconorg-562	268	6	,	,	PUNCT
fueconorg-562	268	7	engle	engle	PROPN
fueconorg-562	268	8	,	,	PUNCT
fueconorg-562	268	9	r.f	r.f	PROPN
fueconorg-562	268	10	.	.	PROPN
fueconorg-562	268	11	(	(	PUNCT
fueconorg-562	268	12	2001	2001	NUM
fueconorg-562	268	13	)	)	PUNCT
fueconorg-562	268	14	.	.	PUNCT
fueconorg-562	269	1	value	value	NOUN
fueconorg-562	269	2	at	at	ADP
fueconorg-562	269	3	risk	risk	NOUN
fueconorg-562	269	4	models	model	NOUN
fueconorg-562	269	5	in	in	ADP
fueconorg-562	269	6	finance	finance	NOUN
fueconorg-562	269	7	.	.	PUNCT
fueconorg-562	270	1	european	european	PROPN
fueconorg-562	270	2	central	central	PROPN
fueconorg-562	270	3	bank	bank	PROPN
fueconorg-562	270	4	,	,	PUNCT
fueconorg-562	270	5	working	work	VERB
fueconorg-562	270	6	paper	paper	NOUN
fueconorg-562	270	7	no	no	INTJ
fueconorg-562	270	8	.	.	PROPN
fueconorg-562	271	1	75	75	NUM
fueconorg-562	271	2	.	.	NOUN
fueconorg-562	272	1	9	9	NUM
fueconorg-562	272	2	.	.	PUNCT
fueconorg-562	273	1	mcneil	mcneil	PROPN
fueconorg-562	273	2	,	,	PUNCT
fueconorg-562	273	3	a.j	a.j	PROPN
fueconorg-562	273	4	.	.	PROPN
fueconorg-562	273	5	(	(	PUNCT
fueconorg-562	273	6	1998	1998	NUM
fueconorg-562	273	7	)	)	PUNCT
fueconorg-562	273	8	.	.	PUNCT
fueconorg-562	274	1	calculating	calculate	VERB
fueconorg-562	274	2	quantile	quantile	ADJ
fueconorg-562	274	3	risk	risk	NOUN
fueconorg-562	274	4	measures	measure	NOUN
fueconorg-562	274	5	for	for	ADP
fueconorg-562	274	6	financial	financial	ADJ
fueconorg-562	274	7	return	return	NOUN
fueconorg-562	274	8	series	series	NOUN
fueconorg-562	274	9	using	use	VERB
fueconorg-562	274	10	extreme	extreme	ADJ
fueconorg-562	274	11	value	value	NOUN
fueconorg-562	274	12	theory	theory	NOUN
fueconorg-562	274	13	.	.	PUNCT
fueconorg-562	275	1	working	work	VERB
fueconorg-562	275	2	paper	paper	NOUN
fueconorg-562	275	3	,	,	PUNCT
fueconorg-562	275	4	eth	eth	PROPN
fueconorg-562	275	5	,	,	PUNCT
fueconorg-562	275	6	zürich	zürich	PROPN
fueconorg-562	275	7	,	,	PUNCT
fueconorg-562	275	8	switzerland	switzerland	PROPN
fueconorg-562	275	9	.	.	PROPN
fueconorg-562	276	1	10	10	NUM
fueconorg-562	276	2	.	.	PUNCT
fueconorg-562	277	1	mcneil	mcneil	PROPN
fueconorg-562	277	2	,	,	PUNCT
fueconorg-562	277	3	a.	a.	PROPN
fueconorg-562	277	4	j.	j.	PROPN
fueconorg-562	277	5	,	,	PUNCT
fueconorg-562	277	6	&	&	CCONJ
fueconorg-562	277	7	frey	frey	PROPN
fueconorg-562	277	8	,	,	PUNCT
fueconorg-562	277	9	r.	r.	PROPN
fueconorg-562	277	10	(	(	PUNCT
fueconorg-562	277	11	2000	2000	NUM
fueconorg-562	277	12	)	)	PUNCT
fueconorg-562	277	13	.	.	PUNCT
fueconorg-562	278	1	estimation	estimation	NOUN
fueconorg-562	278	2	of	of	ADP
fueconorg-562	278	3	tail	tail	NOUN
fueconorg-562	278	4	-	-	PUNCT
fueconorg-562	278	5	related	relate	VERB
fueconorg-562	278	6	risk	risk	NOUN
fueconorg-562	278	7	measures	measure	NOUN
fueconorg-562	278	8	for	for	ADP
fueconorg-562	278	9	heteroscedastic	heteroscedastic	ADJ
fueconorg-562	278	10	financial	financial	ADJ
fueconorg-562	278	11	time	time	NOUN
fueconorg-562	278	12	series	series	PROPN
fueconorg-562	278	13	:	:	PUNCT
fueconorg-562	278	14	an	an	DET
fueconorg-562	278	15	extreme	extreme	ADJ
fueconorg-562	278	16	value	value	NOUN
fueconorg-562	278	17	approach	approach	NOUN
fueconorg-562	278	18	.	.	PUNCT
fueconorg-562	279	1	journal	journal	NOUN
fueconorg-562	279	2	of	of	ADP
fueconorg-562	279	3	empirical	empirical	ADJ
fueconorg-562	279	4	finance	finance	NOUN
fueconorg-562	279	5	,	,	PUNCT
fueconorg-562	279	6	7	7	NUM
fueconorg-562	279	7	,	,	PUNCT
fueconorg-562	279	8	271	271	NUM
fueconorg-562	279	9	–	–	PUNCT
fueconorg-562	279	10	300	300	NUM
fueconorg-562	279	11	.	.	PUNCT
fueconorg-562	279	12	11	11	NUM
fueconorg-562	279	13	.	.	PUNCT
fueconorg-562	280	1	mcneil	mcneil	PROPN
fueconorg-562	280	2	,	,	PUNCT
fueconorg-562	280	3	a.j	a.j	PROPN
fueconorg-562	280	4	.	.	PROPN
fueconorg-562	280	5	(	(	PUNCT
fueconorg-562	280	6	1999	1999	NUM
fueconorg-562	280	7	)	)	PUNCT
fueconorg-562	280	8	.	.	PUNCT
fueconorg-562	281	1	extreme	extreme	ADJ
fueconorg-562	281	2	value	value	NOUN
fueconorg-562	281	3	theory	theory	NOUN
fueconorg-562	281	4	for	for	ADP
fueconorg-562	281	5	risk	risk	NOUN
fueconorg-562	281	6	managers	manager	NOUN
fueconorg-562	281	7	.	.	PUNCT
fueconorg-562	282	1	working	work	VERB
fueconorg-562	282	2	paper	paper	NOUN
fueconorg-562	282	3	,	,	PUNCT
fueconorg-562	282	4	eth	eth	PROPN
fueconorg-562	282	5	,	,	PUNCT
fueconorg-562	282	6	zürich	zürich	PROPN
fueconorg-562	282	7	,	,	PUNCT
fueconorg-562	282	8	switzerland	switzerland	PROPN
fueconorg-562	282	9	.	.	PROPN
fueconorg-562	283	1	12	12	NUM
fueconorg-562	283	2	.	.	PUNCT
fueconorg-562	284	1	miletić	miletić	ADJ
fueconorg-562	284	2	,	,	PUNCT
fueconorg-562	284	3	m.	m.	NOUN
fueconorg-562	284	4	,	,	PUNCT
fueconorg-562	284	5	miletić	miletić	ADJ
fueconorg-562	284	6	,	,	PUNCT
fueconorg-562	284	7	s.	s.	PROPN
fueconorg-562	284	8	(	(	PUNCT
fueconorg-562	284	9	2013	2013	NUM
fueconorg-562	284	10	)	)	PUNCT
fueconorg-562	284	11	.	.	PUNCT
fueconorg-562	285	1	measuring	measure	VERB
fueconorg-562	285	2	value	value	NOUN
fueconorg-562	285	3	at	at	ADP
fueconorg-562	285	4	risk	risk	NOUN
fueconorg-562	285	5	on	on	ADP
fueconorg-562	285	6	emerging	emerge	VERB
fueconorg-562	285	7	markets	market	NOUN
fueconorg-562	285	8	:	:	PUNCT
fueconorg-562	285	9	empirical	empirical	ADJ
fueconorg-562	285	10	evidence	evidence	NOUN
fueconorg-562	285	11	from	from	ADP
fueconorg-562	285	12	serbian	serbian	ADJ
fueconorg-562	285	13	stock	stock	NOUN
fueconorg-562	285	14	exchange	exchange	PROPN
fueconorg-562	285	15	.	.	PUNCT
fueconorg-562	286	1	facta	facta	PROPN
fueconorg-562	286	2	universitatis	universitatis	PROPN
fueconorg-562	286	3	,	,	PUNCT
fueconorg-562	286	4	series	series	NOUN
fueconorg-562	286	5	:	:	PUNCT
fueconorg-562	286	6	economics	economic	NOUN
fueconorg-562	286	7	and	and	CCONJ
fueconorg-562	286	8	organization	organization	NOUN
fueconorg-562	286	9	,	,	PUNCT
fueconorg-562	286	10	vol	vol	NOUN
fueconorg-562	286	11	.	.	PROPN
fueconorg-562	286	12	10	10	NUM
fueconorg-562	286	13	,	,	PUNCT
fueconorg-562	286	14	no	no	INTJ
fueconorg-562	286	15	.	.	NOUN
fueconorg-562	287	1	1	1	X
fueconorg-562	287	2	.	.	X
fueconorg-562	288	1	pp	pp	ADJ
fueconorg-562	288	2	.	.	PUNCT
fueconorg-562	289	1	25	25	NUM
fueconorg-562	289	2	-	-	SYM
fueconorg-562	289	3	37	37	NUM
fueconorg-562	289	4	.	.	NOUN
fueconorg-562	290	1	13	13	NUM
fueconorg-562	290	2	.	.	X
fueconorg-562	290	3	mladenović	mladenović	PROPN
fueconorg-562	290	4	,	,	PUNCT
fueconorg-562	290	5	z.	z.	PROPN
fueconorg-562	290	6	,	,	PUNCT
fueconorg-562	290	7	mladenović	mladenović	PROPN
fueconorg-562	290	8	p.	p.	PROPN
fueconorg-562	290	9	(	(	PUNCT
fueconorg-562	290	10	2007	2007	NUM
fueconorg-562	290	11	)	)	PUNCT
fueconorg-562	290	12	.	.	PUNCT
fueconorg-562	291	1	ocena	ocena	PROPN
fueconorg-562	291	2	parametra	parametra	ADJ
fueconorg-562	291	3	vrednosti	vrednosti	NOUN
fueconorg-562	291	4	pri	pri	PROPN
fueconorg-562	291	5	riziku	riziku	PROPN
fueconorg-562	291	6	:	:	PUNCT
fueconorg-562	291	7	ekonometrijska	ekonometrijska	PROPN
fueconorg-562	291	8	analiza	analiza	NOUN
fueconorg-562	291	9	i	i	PRON
fueconorg-562	292	1	pristup	pristup	PROPN
fueconorg-562	292	2	teorije	teorije	PROPN
fueconorg-562	292	3	ekstremnih	ekstremnih	PROPN
fueconorg-562	292	4	vrednosti	vrednosti	PROPN
fueconorg-562	292	5	.	.	PUNCT
fueconorg-562	293	1	ekonomski	ekonomski	PROPN
fueconorg-562	293	2	anali	anali	VERB
fueconorg-562	293	3	br	br	PROPN
fueconorg-562	293	4	.	.	PROPN
fueconorg-562	294	1	171	171	NUM
fueconorg-562	294	2	.	.	X
fueconorg-562	295	1	14	14	NUM
fueconorg-562	295	2	.	.	PUNCT
fueconorg-562	296	1	montenegroberza	montenegroberza	PROPN
fueconorg-562	296	2	ad	ad	PROPN
fueconorg-562	296	3	podgorica	podgorica	PROPN
fueconorg-562	296	4	,	,	PUNCT
fueconorg-562	296	5	www.montenegroberza.com	www.montenegroberza.com	X
fueconorg-562	296	6	(	(	PUNCT
fueconorg-562	296	7	18.06.2013	18.06.2013	NUM
fueconorg-562	296	8	)	)	PUNCT
fueconorg-562	296	9	15	15	NUM
fueconorg-562	296	10	.	.	PUNCT
fueconorg-562	297	1	reiss	reiss	PROPN
fueconorg-562	297	2	,	,	PUNCT
fueconorg-562	297	3	r.-d	r.-d	PROPN
fueconorg-562	297	4	.	.	PROPN
fueconorg-562	297	5	,	,	PUNCT
fueconorg-562	297	6	thomas	thomas	PROPN
fueconorg-562	297	7	,	,	PUNCT
fueconorg-562	297	8	m.	m.	NOUN
fueconorg-562	297	9	(	(	PUNCT
fueconorg-562	297	10	2007	2007	NUM
fueconorg-562	297	11	)	)	PUNCT
fueconorg-562	297	12	.	.	PUNCT
fueconorg-562	298	1	statistical	statistical	ADJ
fueconorg-562	298	2	analysis	analysis	NOUN
fueconorg-562	298	3	of	of	ADP
fueconorg-562	298	4	extreme	extreme	ADJ
fueconorg-562	298	5	values	value	NOUN
fueconorg-562	298	6	.	.	PUNCT
fueconorg-562	299	1	birkhäuser	birkhäuser	ADJ
fueconorg-562	299	2	,	,	PUNCT
fueconorg-562	299	3	basle	basle	PROPN
fueconorg-562	299	4	,	,	PUNCT
fueconorg-562	299	5	switzerland	switzerland	PROPN
fueconorg-562	299	6	.	.	PROPN
fueconorg-562	300	1	16	16	NUM
fueconorg-562	300	2	.	.	X
fueconorg-562	300	3	tsay	tsay	PROPN
fueconorg-562	300	4	,	,	PUNCT
fueconorg-562	300	5	ruey	ruey	PROPN
fueconorg-562	300	6	s.	s.	PROPN
fueconorg-562	300	7	(	(	PUNCT
fueconorg-562	300	8	2010	2010	NUM
fueconorg-562	300	9	)	)	PUNCT
fueconorg-562	300	10	.	.	PUNCT
fueconorg-562	301	1	analysis	analysis	NOUN
fueconorg-562	301	2	of	of	ADP
fueconorg-562	301	3	financial	financial	ADJ
fueconorg-562	301	4	time	time	NOUN
fueconorg-562	301	5	series	series	NOUN
fueconorg-562	301	6	,	,	PUNCT
fueconorg-562	301	7	third	third	ADJ
fueconorg-562	301	8	edition	edition	NOUN
fueconorg-562	301	9	.	.	PUNCT
fueconorg-562	302	1	john	john	PROPN
fueconorg-562	302	2	wiley	wiley	PROPN
fueconorg-562	302	3	&	&	CCONJ
fueconorg-562	302	4	sons	sons	PROPN
fueconorg-562	302	5	,	,	PUNCT
fueconorg-562	302	6	inc	inc	PROPN
fueconorg-562	302	7	.	.	PROPN
fueconorg-562	302	8	http://www.montenegroberza.com/	http://www.montenegroberza.com/	PROPN
fueconorg-562	302	9	value	value	NOUN
fueconorg-562	302	10	at	at	ADP
fueconorg-562	302	11	risk	risk	NOUN
fueconorg-562	302	12	measuring	measuring	NOUN
fueconorg-562	302	13	and	and	CCONJ
fueconorg-562	302	14	extreme	extreme	ADJ
fueconorg-562	302	15	value	value	NOUN
fueconorg-562	302	16	theory	theory	NOUN
fueconorg-562	302	17	:	:	PUNCT
fueconorg-562	302	18	evidence	evidence	NOUN
fueconorg-562	302	19	from	from	ADP
fueconorg-562	302	20	montenegro	montenegro	PROPN
fueconorg-562	302	21	189	189	NUM
fueconorg-562	302	22	merenje	merenje	PROPN
fueconorg-562	302	23	parametra	parametra	ADJ
fueconorg-562	302	24	vrednosti	vrednosti	NOUN
fueconorg-562	302	25	pri	pri	PROPN
fueconorg-562	302	26	riziku	riziku	PROPN
fueconorg-562	303	1	i	i	PRON
fueconorg-562	303	2	teorija	teorija	VERB
fueconorg-562	303	3	ekstremnih	ekstremnih	PROPN
fueconorg-562	303	4	vrednosti	vrednosti	PROPN
fueconorg-562	303	5	:	:	PUNCT
fueconorg-562	303	6	dokaz	dokaz	VERB
fueconorg-562	303	7	na	na	PROPN
fueconorg-562	303	8	primeru	primeru	PROPN
fueconorg-562	303	9	crne	crne	PROPN
fueconorg-562	303	10	gore	gore	PROPN
fueconorg-562	303	11	koncept	koncept	PROPN
fueconorg-562	303	12	vrednosti	vrednosti	PROPN
fueconorg-562	303	13	pri	pri	PROPN
fueconorg-562	303	14	riziku	riziku	PROPN
fueconorg-562	303	15	je	je	PROPN
fueconorg-562	303	16	mera	mera	PROPN
fueconorg-562	303	17	koja	koja	PROPN
fueconorg-562	303	18	se	se	PROPN
fueconorg-562	304	1	sve	sve	PROPN
fueconorg-562	304	2	više	više	PROPN
fueconorg-562	304	3	koristi	koristi	PROPN
fueconorg-562	304	4	za	za	PROPN
fueconorg-562	304	5	ocenu	ocenu	PROPN
fueconorg-562	304	6	maksimalnog	maksimalnog	PROPN
fueconorg-562	304	7	gubitka	gubitka	PROPN
fueconorg-562	304	8	finansijske	finansijske	PROPN
fueconorg-562	304	9	pozicije	pozicije	PROPN
fueconorg-562	304	10	u	u	PROPN
fueconorg-562	304	11	određenom	određenom	NOUN
fueconorg-562	304	12	vremenskom	vremenskom	PROPN
fueconorg-562	304	13	periodu	periodu	PROPN
fueconorg-562	304	14	za	za	PROPN
fueconorg-562	304	15	datu	datu	PROPN
fueconorg-562	304	16	verovatnoću	verovatnoću	PROPN
fueconorg-562	304	17	.	.	PUNCT
fueconorg-562	305	1	cilj	cilj	ADJ
fueconorg-562	305	2	ovog	ovog	PROPN
fueconorg-562	305	3	rada	rada	PROPN
fueconorg-562	305	4	je	je	PROPN
fueconorg-562	305	5	da	da	PROPN
fueconorg-562	305	6	pokaže	pokaže	PROPN
fueconorg-562	305	7	najnovije	najnovije	NOUN
fueconorg-562	305	8	pristupe	pristupe	VERB
fueconorg-562	305	9	merenja	merenja	ADJ
fueconorg-562	305	10	tržišnog	tržišnog	NOUN
fueconorg-562	305	11	rizika	rizika	NOUN
fueconorg-562	305	12	.	.	PUNCT
fueconorg-562	306	1	konkretno	konkretno	PROPN
fueconorg-562	306	2	,	,	PUNCT
fueconorg-562	306	3	rad	rad	PROPN
fueconorg-562	306	4	ispituje	ispituje	VERB
fueconorg-562	306	5	da	da	PROPN
fueconorg-562	306	6	li	li	PROPN
fueconorg-562	306	7	je	je	PROPN
fueconorg-562	306	8	teorija	teorija	PROPN
fueconorg-562	306	9	ekstremnih	ekstremnih	PROPN
fueconorg-562	306	10	vrednosti	vrednosti	PROPN
fueconorg-562	306	11	bolja	bolja	PROPN
fueconorg-562	306	12	od	od	X
fueconorg-562	306	13	ekonometrijskog	ekonometrijskog	VERB
fueconorg-562	306	14	računanja	računanja	PROPN
fueconorg-562	306	15	var	var	PROPN
fueconorg-562	306	16	-	-	PUNCT
fueconorg-562	306	17	a	a	PRON
fueconorg-562	307	1	na	na	X
fueconorg-562	307	2	berzanskim	berzanskim	PROPN
fueconorg-562	307	3	tržištima	tržištima	PROPN
fueconorg-562	307	4	koja	koja	PROPN
fueconorg-562	307	5	su	su	PROPN
fueconorg-562	307	6	u	u	PROPN
fueconorg-562	307	7	razvoju	razvoju	PROPN
fueconorg-562	307	8	kao	kao	PROPN
fueconorg-562	307	9	što	što	PROPN
fueconorg-562	307	10	je	je	PROPN
fueconorg-562	307	11	crnogorsko	crnogorsko	PROPN
fueconorg-562	307	12	.	.	PUNCT
fueconorg-562	308	1	rad	rad	PROPN
fueconorg-562	308	2	je	je	PROPN
fueconorg-562	308	3	motivisan	motivisan	ADJ
fueconorg-562	308	4	željom	željom	PROPN
fueconorg-562	308	5	da	da	PROPN
fueconorg-562	308	6	se	se	PROPN
fueconorg-562	309	1	riziku	riziku	PROPN
fueconorg-562	309	2	u	u	PROPN
fueconorg-562	309	3	crnoj	crnoj	VERB
fueconorg-562	309	4	gori	gori	X
fueconorg-562	309	5	posveti	posveti	PROPN
fueconorg-562	309	6	potrebna	potrebna	PROPN
fueconorg-562	309	7	pažnja	pažnja	PROPN
fueconorg-562	309	8	.	.	PUNCT
fueconorg-562	310	1	analiziran	analiziran	PROPN
fueconorg-562	310	2	je	je	PROPN
fueconorg-562	310	3	dnevni	dnevni	PROPN
fueconorg-562	310	4	prinos	prinos	PROPN
fueconorg-562	310	5	izraženo	izraženo	PROPN
fueconorg-562	310	6	volatilne	volatilne	PROPN
fueconorg-562	310	7	akcije	akcije	PROPN
fueconorg-562	310	8	epcg	epcg	PROPN
fueconorg-562	310	9	(	(	PUNCT
fueconorg-562	310	10	elektroprivreda	elektroprivreda	PROPN
fueconorg-562	310	11	crne	crne	PROPN
fueconorg-562	310	12	gore	gore	PROPN
fueconorg-562	310	13	)	)	PUNCT
fueconorg-562	310	14	sa	sa	PROPN
fueconorg-562	310	15	montenegroberze	montenegroberze	PROPN
fueconorg-562	310	16	u	u	PROPN
fueconorg-562	310	17	periodu	periodu	PROPN
fueconorg-562	310	18	od	od	PROPN
fueconorg-562	310	19	januara	januara	PROPN
fueconorg-562	310	20	2004	2004	NUM
fueconorg-562	310	21	do	do	VERB
fueconorg-562	310	22	juna	juna	PROPN
fueconorg-562	310	23	2013	2013	NUM
fueconorg-562	310	24	.	.	PUNCT
fueconorg-562	311	1	ovakav	ovakav	NOUN
fueconorg-562	311	2	uzorak	uzorak	PROPN
fueconorg-562	312	1	i	i	PRON
fueconorg-562	312	2	njegova	njegova	VERB
fueconorg-562	312	3	vremenska	vremenska	PROPN
fueconorg-562	312	4	dimenzija	dimenzija	NOUN
fueconorg-562	312	5	do	do	AUX
fueconorg-562	312	6	sada	sada	PROPN
fueconorg-562	312	7	nije	nije	PROPN
fueconorg-562	312	8	razmatrana	razmatrana	PROPN
fueconorg-562	312	9	empirijski	empirijski	PROPN
fueconorg-562	312	10	u	u	PROPN
fueconorg-562	312	11	literaturi	literaturi	PROPN
fueconorg-562	312	12	.	.	PUNCT
fueconorg-562	313	1	stoga	stoga	PROPN
fueconorg-562	313	2	,	,	PUNCT
fueconorg-562	313	3	neophodno	neophodno	PROPN
fueconorg-562	313	4	je	je	PROPN
fueconorg-562	313	5	iskoristiti	iskoristiti	PROPN
fueconorg-562	313	6	iskustva	iskustva	PROPN
fueconorg-562	313	7	razvijenih	razvijenih	PROPN
fueconorg-562	313	8	svetskih	svetskih	PROPN
fueconorg-562	313	9	finansijskih	finansijskih	PROPN
fueconorg-562	313	10	institucija	institucija	PROPN
fueconorg-562	313	11	koje	koje	PROPN
fueconorg-562	313	12	studiozno	studiozno	PROPN
fueconorg-562	313	13	pristupaju	pristupaju	PROPN
fueconorg-562	313	14	upravljanju	upravljanju	PROPN
fueconorg-562	313	15	rizikom	rizikom	PROPN
fueconorg-562	313	16	,	,	PUNCT
fueconorg-562	313	17	kao	kao	PROPN
fueconorg-562	314	1	i	i	PRON
fueconorg-562	314	2	najnovijih	najnovijih	ADV
fueconorg-562	314	3	teorijskih	teorijskih	PROPN
fueconorg-562	314	4	znanja	znanja	PROPN
fueconorg-562	314	5	.	.	PUNCT
fueconorg-562	315	1	ključne	ključne	PROPN
fueconorg-562	315	2	reči	reči	NOUN
fueconorg-562	315	3	:	:	PUNCT
fueconorg-562	315	4	teorija	teorija	PROPN
fueconorg-562	315	5	ekstremnih	ekstremnih	PROPN
fueconorg-562	315	6	vrednosti	vrednosti	PROPN
fueconorg-562	315	7	,	,	PUNCT
fueconorg-562	315	8	vrednost	vrednost	ADP
fueconorg-562	315	9	pri	pri	PROPN
fueconorg-562	315	10	riziku	riziku	PROPN
fueconorg-562	315	11	,	,	PUNCT
fueconorg-562	315	12	teški	teški	PROPN
fueconorg-562	315	13	repovi	repovi	NOUN
fueconorg-562	315	14	,	,	PUNCT
fueconorg-562	315	15	garch	garch	NOUN
fueconorg-562	315	16	model	model	NOUN
fueconorg-562	315	17	,	,	PUNCT
fueconorg-562	315	18	prekoračenje	prekoračenje	PROPN
fueconorg-562	315	19	iznad	iznad	PROPN
fueconorg-562	315	20	datog	datog	PROPN
fueconorg-562	315	21	praga	praga	NOUN
fueconorg-562	315	22	,	,	PUNCT
fueconorg-562	315	23	generalizovana	generalizovana	PROPN
fueconorg-562	315	24	pareto	pareto	ADJ
fueconorg-562	315	25	raspodela	raspodela	NOUN
fueconorg-562	315	26	.	.	PUNCT