id	sid	eid	entity	type
framr-1741	1	1	1	CARDINAL
framr-1741	1	2	2021	CARDINAL
framr-1741	3	1	kingsley onyekachi onyele1	ORG
framr-1741	4	1	1michael okpara	CARDINAL
framr-1741	4	2	university of agriculture	ORG
framr-1741	4	3	umuahia	GPE
framr-1741	4	4	abia state	GPE
framr-1741	4	5	nigeria	GPE
framr-1741	5	1	2federal	CARDINAL
framr-1741	5	2	nigeria	GPE
framr-1741	6	1	2	CARDINAL
framr-1741	6	2	november 2020	DATE
framr-1741	6	3	4 december 2020	DATE
framr-1741	6	4	21 december 2020	DATE
framr-1741	6	5	11	CARDINAL
framr-1741	7	1	jel classification	ORG
framr-1741	7	2	g10	ORG
framr-1741	7	3	l16	ORG
framr-1741	8	1	1200	CARDINAL
framr-1741	8	2	1st september, 2010 to 30th september, 2020	DATE
framr-1741	9	1	seven	CARDINAL
framr-1741	9	2	7	CARDINAL
framr-1741	9	3	approximately 70%	PERCENT
framr-1741	11	1	1,1	CARDINAL
framr-1741	11	2	1,1	CARDINAL
framr-1741	14	1	2020	DATE
framr-1741	14	2	covid-19	PERSON
framr-1741	17	1	1200	CARDINAL
framr-1741	18	1	first	ORDINAL
framr-1741	19	1	1	CARDINAL
framr-1741	21	1	engle & patton	ORG
framr-1741	21	2	2001	DATE
framr-1741	22	1	banumathy & azhagaiah	ORG
framr-1741	22	2	2015	DATE
framr-1741	23	1	2021	CARDINAL
framr-1741	24	1	7	CARDINAL
framr-1741	24	2	1	CARDINAL
framr-1741	25	1	1-15	CARDINAL
framr-1741	26	1	2411-6408	DATE
framr-1741	26	2	2412-3404	DATE
framr-1741	26	3	10.18488	CARDINAL
framr-1741	26	4	2021	CARDINAL
framr-1741	28	1	2021	CARDINAL
framr-1741	28	2	7(1	DATE
framr-1741	28	3	1-15 2	QUANTITY
framr-1741	28	4	2021	CARDINAL
framr-1741	30	1	bello	ORG
framr-1741	30	2	2020	DATE
framr-1741	30	3	chiang & doong	ORG
framr-1741	30	4	2014	DATE
framr-1741	30	5	wang & yang	ORG
framr-1741	30	6	2017	DATE
framr-1741	31	1	2017	DATE
framr-1741	32	1	2020	DATE
framr-1741	33	1	daily	DATE
framr-1741	34	1	ho & hung	ORG
framr-1741	34	2	2012	DATE
framr-1741	35	1	2015	DATE
framr-1741	36	1	edem & ogbonna	ORG
framr-1741	36	2	2020	DATE
framr-1741	37	1	brealey & meyers	ORG
framr-1741	37	2	2003	DATE
framr-1741	39	1	2020	DATE
framr-1741	39	2	2020	DATE
framr-1741	41	1	the united states	GPE
framr-1741	41	2	united kingdom	GPE
framr-1741	41	3	japan	GPE
framr-1741	42	1	china	GPE
framr-1741	42	2	india	GPE
framr-1741	42	3	2015	DATE
framr-1741	42	4	2019	DATE
framr-1741	42	5	2008	DATE
framr-1741	42	6	lai	ORG
framr-1741	42	7	cheong, & lee	ORG
framr-1741	42	8	2019	DATE
framr-1741	42	9	wei	PERSON
framr-1741	42	10	2009	DATE
framr-1741	44	1	africa	LOC
framr-1741	44	2	nigeria	GPE
framr-1741	44	3	south africa	GPE
framr-1741	44	4	kenya	GPE
framr-1741	44	5	morocco	GPE
framr-1741	44	6	egypt	GPE
framr-1741	45	1	bello	ORG
framr-1741	45	2	2020	DATE
framr-1741	45	3	2017	CARDINAL
framr-1741	45	4	kuhe	GPE
framr-1741	45	5	2018	DATE
framr-1741	45	6	2019	DATE
framr-1741	46	1	100	CARDINAL
framr-1741	47	1	1200	CARDINAL
framr-1741	47	2	seven	CARDINAL
framr-1741	47	3	7	CARDINAL
framr-1741	47	4	approximately 70%	PERCENT
framr-1741	48	1	1200	CARDINAL
framr-1741	49	1	section 2	LAW
framr-1741	50	1	3	CARDINAL
framr-1741	50	2	section 4	LAW
framr-1741	51	1	section 5	DATE
framr-1741	51	2	2	CARDINAL
framr-1741	51	3	2.1	CARDINAL
framr-1741	55	1	2021	CARDINAL
framr-1741	55	2	7(1	DATE
framr-1741	55	3	1-15 3	TIME
framr-1741	55	4	2021	CARDINAL
framr-1741	57	1	1995	DATE
framr-1741	57	2	mandelbrot	GPE
framr-1741	57	3	1963	DATE
framr-1741	58	1	fourth	ORDINAL
framr-1741	58	2	3	CARDINAL
framr-1741	60	1	1995	DATE
framr-1741	60	2	mandelbrot	GPE
framr-1741	60	3	1963	DATE
framr-1741	61	1	arouri	GPE
framr-1741	61	2	lévy, & nguyen	ORG
framr-1741	61	3	2012	DATE
framr-1741	62	1	cong	ORG
framr-1741	62	2	2017	DATE
framr-1741	63	1	owidi & mugo-waweru	ORG
framr-1741	63	2	2016	DATE
framr-1741	65	1	today	DATE
framr-1741	68	1	engle & patton	ORG
framr-1741	68	2	2001	DATE
framr-1741	69	1	2020	DATE
framr-1741	69	2	owidi & mugo-waweru	ORG
framr-1741	69	3	2016	DATE
framr-1741	70	1	one	CARDINAL
framr-1741	71	1	1,1	CARDINAL
framr-1741	72	1	wei	ORG
framr-1741	72	2	2009	DATE
framr-1741	73	1	engle & patton	ORG
framr-1741	73	2	2001	DATE
framr-1741	75	1	2.2	CARDINAL
framr-1741	76	1	1970	DATE
framr-1741	77	1	emh	PERSON
framr-1741	78	1	1970	DATE
framr-1741	79	1	fauzel & fauzel	ORG
framr-1741	79	2	2016	DATE
framr-1741	81	1	bowlin, & macdonald, 1987	ORG
framr-1741	81	2	lo & mackinlay	ORG
framr-1741	81	3	1988	DATE
framr-1741	82	1	bohl & henke	ORG
framr-1741	82	2	2003	DATE
framr-1741	82	3	2021	CARDINAL
framr-1741	82	4	7(1	DATE
framr-1741	82	5	1-15 4	TIME
framr-1741	82	6	2021	CARDINAL
framr-1741	84	1	1991	DATE
framr-1741	86	1	1	CARDINAL
framr-1741	86	2	1	CARDINAL
framr-1741	88	1	zero	CARDINAL
framr-1741	89	1	1	CARDINAL
framr-1741	91	1	three	CARDINAL
framr-1741	91	2	1970	DATE
framr-1741	96	1	2.3	CARDINAL
framr-1741	97	1	the 1980s	DATE
framr-1741	98	1	first	ORDINAL
framr-1741	100	1	second	ORDINAL
framr-1741	102	1	chou	PERSON
framr-1741	102	2	1992	DATE
framr-1741	102	3	1986	DATE
framr-1741	102	4	granger	PERSON
framr-1741	102	5	1993	DATE
framr-1741	103	1	engle	PERSON
framr-1741	103	2	1982	DATE
framr-1741	105	1	1200	CARDINAL
framr-1741	105	2	1	CARDINAL
framr-1741	105	3	section 3	LAW
framr-1741	106	1	2021	CARDINAL
framr-1741	106	2	7(1	DATE
framr-1741	106	3	1-15 5	TIME
framr-1741	106	4	2021	CARDINAL
framr-1741	108	1	bello	ORG
framr-1741	108	2	2020	DATE
framr-1741	108	3	daily	DATE
framr-1741	108	4	2008-2018	DATE
framr-1741	108	5	nigerian	NORP
framr-1741	109	1	2020	DATE
framr-1741	109	2	nigerian	NORP
framr-1741	109	3	1987	DATE
framr-1741	109	4	2019	DATE
framr-1741	110	1	asia	LOC
framr-1741	110	2	iqbal, saeed	PERSON
framr-1741	110	3	2020	DATE
framr-1741	110	4	daily	DATE
framr-1741	110	5	2007	DATE
framr-1741	110	6	2019	DATE
framr-1741	111	1	daily	DATE
framr-1741	111	2	1999	DATE
framr-1741	111	3	2016	DATE
framr-1741	111	4	edem	ORG
framr-1741	111	5	2020	DATE
framr-1741	111	6	nigerian	NORP
framr-1741	112	1	malaysia	GPE
framr-1741	112	2	lai et al	PERSON
framr-1741	112	3	2019	DATE
framr-1741	112	4	daily	DATE
framr-1741	112	5	1996	DATE
framr-1741	112	6	2016	DATE
framr-1741	112	7	1,1	CARDINAL
framr-1741	113	1	kenya	GPE
framr-1741	114	1	2019	DATE
framr-1741	114	2	nairobi	GPE
framr-1741	114	3	2010	DATE
framr-1741	114	4	2017	CARDINAL
framr-1741	115	1	1997	DATE
framr-1741	116	1	2019	DATE
framr-1741	116	2	korean	NORP
framr-1741	117	1	america	GPE
framr-1741	117	2	europe	LOC
framr-1741	117	3	far east	LOC
framr-1741	117	4	brics	GPE
framr-1741	117	5	1997 to 2008	DATE
framr-1741	117	6	2018	DATE
framr-1741	118	1	1,1	CARDINAL
framr-1741	118	2	daily	DATE
framr-1741	118	3	1997 to 2008	DATE
framr-1741	118	4	de gaetano	PERSON
framr-1741	118	5	2018	DATE
framr-1741	118	6	brics	GPE
framr-1741	119	1	2018	DATE
framr-1741	119	2	daily	DATE
framr-1741	119	3	2005	DATE
framr-1741	119	4	2015	DATE
framr-1741	120	1	kuhe	GPE
framr-1741	120	2	2018	DATE
framr-1741	120	3	1999	DATE
framr-1741	120	4	2017	CARDINAL
framr-1741	121	1	2017	CARDINAL
framr-1741	121	2	moroccan	NORP
framr-1741	121	3	1993	DATE
framr-1741	121	4	2017	CARDINAL
framr-1741	122	1	wang	PERSON
framr-1741	122	2	yang	PERSON
framr-1741	122	3	2017	DATE
framr-1741	122	4	the shanghai stock exchange	ORG
framr-1741	122	5	china	GPE
framr-1741	123	1	2016	DATE
framr-1741	123	2	owidi	ORG
framr-1741	123	3	2016	DATE
framr-1741	123	4	ndwiga	PERSON
framr-1741	123	5	muriu	GPE
framr-1741	123	6	2016	CARDINAL
framr-1741	123	7	nigeria	GPE
framr-1741	123	8	kenya	GPE
framr-1741	124	1	ahmad	PERSON
framr-1741	124	2	ahmed	GPE
framr-1741	124	3	2016	DATE
framr-1741	124	4	gupta	GPE
framr-1741	124	5	owusu	GPE
framr-1741	124	6	2010	DATE
framr-1741	124	7	2010	DATE
framr-1741	124	8	asian	NORP
framr-1741	124	9	south african	NORP
framr-1741	125	1	1,1	CARDINAL
framr-1741	125	2	adewale	GPE
framr-1741	125	3	olufemi	GPE
framr-1741	125	4	2016	CARDINAL
framr-1741	125	5	nigeria	GPE
framr-1741	126	1	banumathy	PERSON
framr-1741	126	2	2015	CARDINAL
framr-1741	126	3	2012	DATE
framr-1741	126	4	2008	DATE
framr-1741	126	5	india	GPE
framr-1741	126	6	sri lanka	GPE
framr-1741	126	7	thailand	GPE
framr-1741	126	8	uae	GPE
framr-1741	127	1	wang	GPE
framr-1741	127	2	huang	PERSON
framr-1741	127	3	2015	DATE
framr-1741	127	4	the united states	GPE
framr-1741	128	1	da cruz	PERSON
framr-1741	128	2	2010	DATE
framr-1741	128	3	germany	GPE
framr-1741	128	4	italy	GPE
framr-1741	128	5	france	GPE
framr-1741	128	6	japan	GPE
framr-1741	129	1	african	NORP
framr-1741	129	2	2009	DATE
framr-1741	130	1	chiang	PERSON
framr-1741	130	2	doong	GPE
framr-1741	130	3	2001	DATE
framr-1741	130	4	asian	NORP
framr-1741	131	1	2001	DATE
framr-1741	131	2	the united states	GPE
framr-1741	131	3	wednesday	DATE
framr-1741	131	4	monday	DATE
framr-1741	132	1	japan	GPE
framr-1741	132	2	bekaert	PERSON
framr-1741	132	3	wu	PERSON
framr-1741	132	4	2000	DATE
framr-1741	133	1	3	CARDINAL
framr-1741	133	2	3.1	CARDINAL
framr-1741	134	1	1982	DATE
framr-1741	134	2	2010	DATE
framr-1741	135	1	three	CARDINAL
framr-1741	136	1	2021	CARDINAL
framr-1741	136	2	7(1	DATE
framr-1741	136	3	1-15 6	TIME
framr-1741	136	4	2021	CARDINAL
framr-1741	138	1	2005	DATE
framr-1741	140	1	1986	DATE
framr-1741	140	2	2020	DATE
framr-1741	141	1	2019	DATE
framr-1741	141	2	2015	CARDINAL
framr-1741	144	1	approximately one	CARDINAL
framr-1741	144	2	1	CARDINAL
framr-1741	145	1	2	CARDINAL
framr-1741	145	2	3	CARDINAL
framr-1741	152	1	4	CARDINAL
framr-1741	152	2	5	CARDINAL
framr-1741	156	1	nelson	PERSON
framr-1741	156	2	1991	DATE
framr-1741	157	1	2021	CARDINAL
framr-1741	157	2	7(1	DATE
framr-1741	157	3	1-15 7	DATE
framr-1741	157	4	2021	CARDINAL
framr-1741	160	1	6	CARDINAL
framr-1741	161	1	zakoian	NORP
framr-1741	161	2	1994	DATE
framr-1741	161	3	7	CARDINAL
framr-1741	165	1	daily	DATE
framr-1741	165	2	1200	CARDINAL
framr-1741	166	1	one	CARDINAL
framr-1741	166	2	philips-perron	ORG
framr-1741	166	3	dickey & fuller	ORG
framr-1741	166	4	1979	DATE
framr-1741	166	5	phillips & perron	ORG
framr-1741	166	6	1988	DATE
framr-1741	167	1	3.2	CARDINAL
framr-1741	167	2	daily	DATE
framr-1741	167	3	1200	CARDINAL
framr-1741	167	4	the trading days	DATE
framr-1741	167	5	sept.	GPE
framr-1741	167	6	2010	DATE
framr-1741	167	7	sept.	GPE
framr-1741	167	8	2020	DATE
framr-1741	168	1	spg daily	ORG
framr-1741	169	1	first	ORDINAL
framr-1741	169	2	daily	DATE
framr-1741	170	1	8	CARDINAL
framr-1741	171	1	2021	CARDINAL
framr-1741	171	2	7(1	DATE
framr-1741	171	3	1-15 8	TIME
framr-1741	171	4	2021	CARDINAL
framr-1741	174	1	1200	CARDINAL
framr-1741	175	1	hong kong	GPE
framr-1741	175	2	singapore	GPE
framr-1741	175	3	south korea	GPE
framr-1741	175	4	taiwan s&p asia 50	ORG
framr-1741	175	5	s&p/asx	ORG
framr-1741	175	6	50	CARDINAL
framr-1741	175	7	denmark	GPE
framr-1741	175	8	norway	GPE
framr-1741	175	9	sweden	GPE
framr-1741	175	10	switzerland	GPE
framr-1741	175	11	uk s&p europe 350	ORG
framr-1741	175	12	brazil	GPE
framr-1741	175	13	chile	GPE
framr-1741	175	14	colombia	GPE
framr-1741	175	15	mexico	GPE
framr-1741	175	16	peru	GPE
framr-1741	175	17	japan	GPE
framr-1741	175	18	150	CARDINAL
framr-1741	175	19	60	CARDINAL
framr-1741	175	20	1	CARDINAL
framr-1741	175	21	1200	CARDINAL
framr-1741	175	22	thirty-one	CARDINAL
framr-1741	175	23	31	CARDINAL
framr-1741	175	24	seven	CARDINAL
framr-1741	175	25	7	CARDINAL
framr-1741	175	26	about 70%	PERCENT
framr-1741	175	27	ten	CARDINAL
framr-1741	176	1	4	CARDINAL
framr-1741	176	2	1200	CARDINAL
framr-1741	176	3	sept.	GPE
framr-1741	176	4	2010	DATE
framr-1741	176	5	sept.	GPE
framr-1741	176	6	2020	DATE
framr-1741	176	7	1	CARDINAL
framr-1741	176	8	1200	CARDINAL
framr-1741	177	1	daily	DATE
framr-1741	177	2	8	CARDINAL
framr-1741	177	3	2	CARDINAL
framr-1741	177	4	1st	ORDINAL
framr-1741	177	5	sept.	GPE
framr-1741	177	6	2010	DATE
framr-1741	177	7	sept.	GPE
framr-1741	177	8	2020	DATE
framr-1741	178	1	the trading days	DATE
framr-1741	178	2	2011	DATE
framr-1741	178	3	2020	DATE
framr-1741	178	4	european	NORP
framr-1741	178	5	covid-19	PRODUCT
framr-1741	179	1	3	CARDINAL
framr-1741	179	2	19.35118	CARDINAL
framr-1741	179	3	3	CARDINAL
framr-1741	179	4	0.0000	CARDINAL
framr-1741	181	1	2011 2012	DATE
framr-1741	181	2	2013 2014	DATE
framr-1741	181	3	2020	DATE
framr-1741	181	4	2021	CARDINAL
framr-1741	181	5	7(1	DATE
framr-1741	181	6	1-15 9	TIME
framr-1741	181	7	2021	CARDINAL
framr-1741	184	1	200	CARDINAL
framr-1741	184	2	0.5 1.0	CARDINAL
framr-1741	184	3	9/01/2010 9/30/2020	CARDINAL
framr-1741	184	4	2624	CARDINAL
framr-1741	184	5	0.003703 median	MONEY
framr-1741	184	6	0.007905 maximum	PRODUCT
framr-1741	184	7	1.105218	CARDINAL
framr-1741	186	1	0.125186	CARDINAL
framr-1741	186	2	19.35118	CARDINAL
framr-1741	186	3	jarque	NORP
framr-1741	186	4	29780.08	CARDINAL
framr-1741	186	5	0.000000	PRODUCT
framr-1741	188	1	philip-perron	ORG
framr-1741	191	1	2	CARDINAL
framr-1741	192	1	less than 0.05	CARDINAL
framr-1741	193	1	0.05	CARDINAL
framr-1741	195	1	table-2	PERSON
framr-1741	196	1	0.0000 -50.50163 0.0001	CARDINAL
framr-1741	196	2	1%	PERCENT
framr-1741	197	1	5%	PERCENT
framr-1741	197	2	10%	PERCENT
framr-1741	197	3	290.1747	CARDINAL
framr-1741	198	1	0.0000	CARDINAL
framr-1741	198	2	261.4407	CARDINAL
framr-1741	199	1	chi-square(1	PERSON
framr-1741	199	2	0.0000 4.1	CARDINAL
framr-1741	200	1	aic	PERSON
framr-1741	200	2	1982	DATE
framr-1741	202	1	aic	PERSON
framr-1741	203	1	1,1	CARDINAL
framr-1741	203	2	asymmetric tgarch	PERSON
framr-1741	203	3	1,1	CARDINAL
framr-1741	204	1	3	CARDINAL
framr-1741	204	2	2021	CARDINAL
framr-1741	204	3	7(1	DATE
framr-1741	204	4	1-15 10	TIME
framr-1741	204	5	2021	CARDINAL
framr-1741	207	1	1,1	CARDINAL
framr-1741	207	2	1,1	CARDINAL
framr-1741	208	1	1,1	CARDINAL
framr-1741	208	2	0.007780{0.0000	CARDINAL
framr-1741	208	3	0.006100	CARDINAL
framr-1741	208	4	0.0028	CARDINAL
framr-1741	208	5	0.2066	CARDINAL
framr-1741	208	6	0.000367{0.0000	CARDINAL
framr-1741	208	7	0.000368{0.0000	CARDINAL
framr-1741	208	8	0.187895{0.0000	CARDINAL
framr-1741	208	9	0.187645{0.0000	CARDINAL
framr-1741	208	10	0.796539{0.0000	CARDINAL
framr-1741	208	11	0.796632{0.0000	CARDINAL
framr-1741	208	12	0.984434 0.984277	CARDINAL
framr-1741	208	13	2429.474	CARDINAL
framr-1741	208	14	2430.389 aic -1.848627	QUANTITY
framr-1741	209	1	0.05	CARDINAL
framr-1741	210	1	0.05	CARDINAL
framr-1741	210	2	0.612562	CARDINAL
framr-1741	210	3	0.4339}	MONEY
framr-1741	210	4	0.534893	CARDINAL
framr-1741	210	5	0.4646	CARDINAL
framr-1741	210	6	5%	PERCENT
framr-1741	210	7	1 %	PERCENT
framr-1741	212	1	3	CARDINAL
framr-1741	212	2	aic	PERSON
framr-1741	212	3	1,1	CARDINAL
framr-1741	212	4	1,1	CARDINAL
framr-1741	214	1	1,1	CARDINAL
framr-1741	214	2	0.984442	MONEY
framr-1741	217	1	bello	ORG
framr-1741	217	2	2020	DATE
framr-1741	218	1	2017	CARDINAL
framr-1741	218	2	wang	PERSON
framr-1741	218	3	yang	PERSON
framr-1741	218	4	2017	DATE
framr-1741	218	5	ahmad et al	PERSON
framr-1741	219	1	2016	DATE
framr-1741	219	2	wang et al	PERSON
framr-1741	220	1	2015	DATE
framr-1741	220	2	nigeria	GPE
framr-1741	220	3	morocco	GPE
framr-1741	220	4	china	GPE
framr-1741	220	5	asian	NORP
framr-1741	220	6	united states	GPE
framr-1741	220	7	india	GPE
framr-1741	222	1	2019	DATE
framr-1741	223	1	2019	DATE
framr-1741	223	2	2016	DATE
framr-1741	223	3	2001	DATE
framr-1741	226	1	2019	DATE
framr-1741	226	2	ndwiga	PERSON
framr-1741	226	3	muriu	LOC
framr-1741	226	4	2016	DATE
framr-1741	226	5	2009	DATE
framr-1741	226	6	kenya	GPE
framr-1741	226	7	african	NORP
framr-1741	227	1	4	CARDINAL
framr-1741	227	2	the trading days	DATE
framr-1741	227	3	late-2011	DATE
framr-1741	227	4	early 2012	DATE
framr-1741	227	5	us	GPE
framr-1741	227	6	european	NORP
framr-1741	228	1	the trading days	DATE
framr-1741	228	2	the third quarter of 2015	DATE
framr-1741	228	3	the end of the fourth quarter of the same year	DATE
framr-1741	229	1	the trading days	DATE
framr-1741	229	2	the second quarter of 2016	DATE
framr-1741	230	1	the trading days	DATE
framr-1741	230	2	the first and fourth quarters of 2018	DATE
framr-1741	230	3	2021	CARDINAL
framr-1741	230	4	7(1	DATE
framr-1741	230	5	1-15 11	TIME
framr-1741	230	6	2021	CARDINAL
framr-1741	232	1	wang	PERSON
framr-1741	232	2	2020	DATE
framr-1741	233	1	the trading days	DATE
framr-1741	233	2	the first and second quarters of 2020	DATE
framr-1741	233	3	the trading days	DATE
framr-1741	233	4	the third quarter	DATE
framr-1741	233	5	covid-19	PRODUCT
framr-1741	234	1	the trading days	DATE
framr-1741	234	2	the third quarter of 2020	DATE
framr-1741	234	3	covid-19	PRODUCT
framr-1741	240	1	2010 2011 2012	DATE
framr-1741	240	2	2013 2014	DATE
framr-1741	240	3	2020	DATE
framr-1741	242	1	4	CARDINAL
framr-1741	244	1	1,1	CARDINAL
framr-1741	244	2	1,1	CARDINAL
framr-1741	245	1	1,1	CARDINAL
framr-1741	247	1	0.003613	CARDINAL
framr-1741	247	2	0.0180	CARDINAL
framr-1741	247	3	0.004534	CARDINAL
framr-1741	247	4	0.0056	CARDINAL
framr-1741	247	5	0.0000	CARDINAL
framr-1741	247	6	0.000353	CARDINAL
framr-1741	247	7	0.0000	CARDINAL
framr-1741	247	8	0.247916	CARDINAL
framr-1741	247	9	0.0000	CARDINAL
framr-1741	247	10	0.075499	CARDINAL
framr-1741	247	11	0.0000	CARDINAL
framr-1741	247	12	0.0000	CARDINAL
framr-1741	247	13	0.192600	CARDINAL
framr-1741	247	14	0.0000	CARDINAL
framr-1741	247	15	0.965908	CARDINAL
framr-1741	247	16	0.0000	CARDINAL
framr-1741	247	17	0.810012	CARDINAL
framr-1741	247	18	0.0000	CARDINAL
framr-1741	247	19	1.213824	CARDINAL
framr-1741	247	20	0.985511	MONEY
framr-1741	247	21	2474.041	CARDINAL
framr-1741	247	22	2459.418	CARDINAL
framr-1741	248	1	0.05	CARDINAL
framr-1741	249	1	0.05	CARDINAL
framr-1741	249	2	0.037119	CARDINAL
framr-1741	249	3	0.8472	CARDINAL
framr-1741	249	4	0.831677	CARDINAL
framr-1741	249	5	0.3619	CARDINAL
framr-1741	249	6	5%	PERCENT
framr-1741	249	7	1 %	PERCENT
framr-1741	251	1	2021	CARDINAL
framr-1741	251	2	7(1	DATE
framr-1741	251	3	1-15 12	DATE
framr-1741	251	4	2021	CARDINAL
framr-1741	253	1	4	CARDINAL
framr-1741	253	2	aic	PERSON
framr-1741	255	1	1%	PERCENT
framr-1741	256	1	0.985511	GPE
framr-1741	256	2	1	CARDINAL
framr-1741	257	1	1%	PERCENT
framr-1741	259	1	edem	ORG
framr-1741	259	2	2020	DATE
framr-1741	260	1	2019	DATE
framr-1741	260	2	2018	DATE
framr-1741	260	3	2015	CARDINAL
framr-1741	260	4	adewale et al	PERSON
framr-1741	261	1	2016	DATE
framr-1741	261	2	nigerian	NORP
framr-1741	262	1	5	CARDINAL
framr-1741	262	2	the period 1st	DATE
framr-1741	262	3	sept.	GPE
framr-1741	262	4	2010	DATE
framr-1741	262	5	sept.	GPE
framr-1741	262	6	2020	DATE
framr-1741	263	1	1200	CARDINAL
framr-1741	263	2	1	CARDINAL
framr-1741	264	1	1,1	CARDINAL
framr-1741	264	2	1,1	CARDINAL
framr-1741	264	3	1,1	CARDINAL
framr-1741	264	4	1,1	CARDINAL
framr-1741	265	1	1,1	CARDINAL
framr-1741	265	2	asymmetric tgarch	PERSON
framr-1741	265	3	1,1	CARDINAL
framr-1741	267	1	1,1	CARDINAL
framr-1741	268	1	1,1	CARDINAL
framr-1741	269	1	the trading days	DATE
framr-1741	269	2	2020	DATE
framr-1741	269	3	covid-19	ORG
framr-1741	276	1	e., & hallara	ORG
framr-1741	276	2	s.	PERSON
framr-1741	276	3	2018	DATE
framr-1741	278	1	international journal of business and risk management	ORG
framr-1741	278	2	1(1	CARDINAL
framr-1741	278	3	2021	CARDINAL
framr-1741	278	4	7(1	DATE
framr-1741	278	5	1-15 13	DATE
framr-1741	278	6	2021	CARDINAL
framr-1741	280	1	adewale, a. o.	PERSON
framr-1741	280	2	olufemi	GPE
framr-1741	280	3	a. p., & oseko	PERSON
framr-1741	280	4	m. s.	PERSON
framr-1741	280	5	2016	DATE
framr-1741	281	1	nigerian	NORP
framr-1741	282	1	journal of economics	ORG
framr-1741	282	2	8(6	CARDINAL
framr-1741	282	3	n. a.	PERSON
framr-1741	282	4	2016	DATE
framr-1741	283	1	the nigerian stock exchange	ORG
framr-1741	284	1	international journal of economics	ORG
framr-1741	284	2	4(5	DATE
framr-1741	285	1	ahmad	PERSON
framr-1741	285	2	m., ahmed	PERSON
framr-1741	285	3	r. r.	PERSON
framr-1741	285	4	vveinhardt	GPE
framr-1741	285	5	j., & streimikiene	ORG
framr-1741	285	6	2016	DATE
framr-1741	286	1	asian	NORP
framr-1741	287	1	22(6	CARDINAL
framr-1741	287	2	808–829.available	CARDINAL
framr-1741	287	3	https://doi:10.3846/20294913.2016.1213204	PRODUCT
framr-1741	288	1	2009	DATE
framr-1741	289	1	africa	LOC
framr-1741	291	1	arouri	GPE
framr-1741	291	2	m. e. h., lahiani, a.	PERSON
framr-1741	291	3	lévy, a., & nguyen	PERSON
framr-1741	291	4	d. k.	PERSON
framr-1741	291	5	2012	DATE
framr-1741	293	1	34(1	CARDINAL
framr-1741	293	2	a.,	PERSON
framr-1741	293	3	gupta	GPE
framr-1741	293	4	r., & owusu-sekyere	ORG
framr-1741	293	5	e.	PERSON
framr-1741	293	6	2010	DATE
framr-1741	294	1	south africa	GPE
framr-1741	295	1	29(6	CARDINAL
framr-1741	295	2	10.1016	CARDINAL
framr-1741	296	1	banumathy	PERSON
framr-1741	296	2	k., & azhagaiah	ORG
framr-1741	296	3	r.	NORP
framr-1741	296	4	2015	DATE
framr-1741	297	1	india	GPE
framr-1741	298	1	13(1	CARDINAL
framr-1741	298	2	27	CARDINAL
framr-1741	299	1	bekaert	PERSON
framr-1741	299	2	2000	DATE
framr-1741	301	1	13(1	CARDINAL
framr-1741	302	1	bello	PERSON
framr-1741	302	2	a. i.	PERSON
framr-1741	302	3	2020	DATE
framr-1741	303	1	nigerian	NORP
framr-1741	304	1	10(2	DATE
framr-1741	304	2	34-40	CARDINAL
framr-1741	305	1	bentes	ORG
framr-1741	305	2	s. r., & da cruz	PERSON
framr-1741	305	3	m. m.	PERSON
framr-1741	305	4	2010	DATE
framr-1741	308	1	physica	ORG
framr-1741	308	2	32(5	CARDINAL
framr-1741	308	3	3826-3830	CARDINAL
framr-1741	309	1	berument, h., & kiymaz	ORG
framr-1741	310	1	the day of the week	DATE
framr-1741	311	1	journal of economics	ORG
framr-1741	311	2	25(2	CARDINAL
framr-1741	311	3	181	CARDINAL
framr-1741	312	1	bohl	PERSON
framr-1741	312	2	m. t.	PERSON
framr-1741	312	3	2003	DATE
framr-1741	313	1	polish	NORP
framr-1741	314	1	12(5	CARDINAL
framr-1741	314	2	https://doi.org/10.1016/s1057-5219(03)00066-8	ORG
framr-1741	315	1	bollerslev	PERSON
framr-1741	315	2	t.,	GPE
framr-1741	315	3	chou	GPE
framr-1741	315	4	r. y.	PERSON
framr-1741	315	5	k. f. (	PERSON
framr-1741	315	6	1992	DATE
framr-1741	317	1	52(1-2	CARDINAL
framr-1741	317	2	5	CARDINAL
framr-1741	317	3	1986	DATE
framr-1741	319	1	31(3	CARDINAL
framr-1741	320	1	brealey	ORG
framr-1741	320	2	r. a.	PERSON
framr-1741	320	3	s. c.	PERSON
framr-1741	320	4	2003	DATE
framr-1741	322	1	new york	GPE
framr-1741	322	2	mcgraw-hill	ORG
framr-1741	323	1	caporale	PERSON
framr-1741	323	2	g. m.	PERSON
framr-1741	323	3	karanasos	PERSON
framr-1741	323	4	m.	PERSON
framr-1741	323	5	yfanti	PERSON
framr-1741	323	6	s., & kartsaklas	ORG
framr-1741	323	7	m.	PERSON
framr-1741	323	8	2019	DATE
framr-1741	324	1	the korean stock exchange	ORG
framr-1741	326	1	chiang	PERSON
framr-1741	326	2	t. c.	GPE
framr-1741	326	3	s.	GPE
framr-1741	326	4	2014	DATE
framr-1741	327	1	seven	CARDINAL
framr-1741	327	2	asian	NORP
framr-1741	328	1	17(1	CARDINAL
framr-1741	328	2	301–318.available	CARDINAL
framr-1741	328	3	10.1023	CARDINAL
framr-1741	329	1	chiang	PERSON
framr-1741	329	2	t. c.	GPE
framr-1741	330	1	2001	DATE
framr-1741	331	1	seven	CARDINAL
framr-1741	331	2	asian	NORP
framr-1741	332	1	17(3	CARDINAL
framr-1741	332	2	301	CARDINAL
framr-1741	333	1	cong, h. (2017	ORG
framr-1741	334	1	2008	DATE
framr-1741	334	2	bric	ORG
framr-1741	335	1	tilburg university	ORG
framr-1741	335	2	netherlands	GPE
framr-1741	336	1	cont	ORG
framr-1741	336	2	r. (	GPE
framr-1741	336	3	2005	DATE
framr-1741	338	1	1-21	DATE
framr-1741	340	1	2021	CARDINAL
framr-1741	340	2	7(1	DATE
framr-1741	340	3	1-15 14	TIME
framr-1741	340	4	2021	CARDINAL
framr-1741	342	1	de gaetano	PERSON
framr-1741	342	2	2018	DATE
framr-1741	343	1	brics	GPE
framr-1741	344	1	11(64	CARDINAL
framr-1741	344	2	https://doi.org/10.3390/jrfm11040064	PERSON
framr-1741	345	1	dickey	PERSON
framr-1741	345	2	d. a., & fuller	ORG
framr-1741	345	3	w. a. (	PERSON
framr-1741	345	4	1979	DATE
framr-1741	347	1	american statistical association	ORG
framr-1741	347	2	ding, z.	PERSON
framr-1741	347	3	granger	PERSON
framr-1741	347	4	c. w.	PERSON
framr-1741	347	5	r. f.	PERSON
framr-1741	347	6	1993	DATE
framr-1741	349	1	1(1	CARDINAL
framr-1741	349	2	83	CARDINAL
framr-1741	350	1	w. p.	PERSON
framr-1741	350	2	bowlin	ORG
framr-1741	350	3	o. d., & macdonald	ORG
framr-1741	350	4	s. s.	PERSON
framr-1741	350	5	1987	DATE
framr-1741	352	1	quarterly	DATE
framr-1741	352	2	11(4	DATE
framr-1741	352	3	89	CARDINAL
framr-1741	353	1	edem	ORG
framr-1741	353	2	c. a.	PERSON
framr-1741	353	3	u. g.	PERSON
framr-1741	353	4	2020	DATE
framr-1741	354	1	nigerian	NORP
framr-1741	355	1	iosr journal of economics	ORG
framr-1741	355	2	10.9790/5933-1101061926	DATE
framr-1741	356	1	engle	PERSON
framr-1741	356	2	r. f., & patton	PERSON
framr-1741	356	3	a. j. (	PERSON
framr-1741	356	4	2001	DATE
framr-1741	358	1	1(1	CARDINAL
framr-1741	358	2	engle	PERSON
framr-1741	358	3	r. f. (	PERSON
framr-1741	358	4	1982	DATE
framr-1741	359	1	uk	GPE
framr-1741	360	1	econometrica	PERSON
framr-1741	361	1	e. f. (	PERSON
framr-1741	361	2	1995	DATE
framr-1741	363	1	51(1	CARDINAL
framr-1741	364	1	e. f. (	PERSON
framr-1741	364	2	1970	DATE
framr-1741	366	1	383–417.available	CARDINAL
framr-1741	367	1	fama	ORG
framr-1741	367	2	e. f. (	PERSON
framr-1741	367	3	1991	DATE
framr-1741	370	1	n., & fauzel	ORG
framr-1741	370	2	s.	PERSON
framr-1741	370	3	2016	DATE
framr-1741	372	1	12(1	CARDINAL
framr-1741	372	2	171	CARDINAL
framr-1741	373	1	ho	PERSON
framr-1741	373	2	j., & hung	ORG
framr-1741	374	1	2012	DATE
framr-1741	375	1	eight	CARDINAL
framr-1741	376	1	12(4	CARDINAL
framr-1741	376	2	49-65	DATE
framr-1741	377	1	iqbal	PERSON
framr-1741	377	2	h. r.	PERSON
framr-1741	377	3	saeed	PERSON
framr-1741	377	4	s. k.	PERSON
framr-1741	377	5	s. z. a.	PERSON
framr-1741	377	6	2020	DATE
framr-1741	378	1	asian	NORP
framr-1741	379	1	seisense journal of management	ORG
framr-1741	379	2	3(1	CARDINAL
framr-1741	379	3	64-77.available	CARDINAL
framr-1741	380	1	a.	PERSON
framr-1741	380	2	2017	CARDINAL
framr-1741	381	1	moroccan	NORP
framr-1741	382	1	turkish	NORP
framr-1741	382	2	4(4	CARDINAL
framr-1741	382	3	389	CARDINAL
framr-1741	383	1	jegageevan	ORG
framr-1741	383	2	s.	PERSON
framr-1741	383	3	2015	CARDINAL
framr-1741	385	1	sri lanka	GPE
framr-1741	385	2	166	CARDINAL
framr-1741	385	3	37	CARDINAL
framr-1741	386	1	khedhiri	ORG
framr-1741	386	2	s.	PERSON
framr-1741	386	3	2008	DATE
framr-1741	387	1	uae	GPE
framr-1741	388	1	250	CARDINAL
framr-1741	389	1	kuhe	GPE
framr-1741	389	2	d. a.	PERSON
framr-1741	389	3	2018	DATE
framr-1741	390	1	nigerian	NORP
framr-1741	391	1	cbn	PERSON
framr-1741	391	2	9(1	CARDINAL
framr-1741	391	3	167	CARDINAL
framr-1741	392	1	lai	ORG
framr-1741	392	2	n. g.	PERSON
framr-1741	392	3	cheong	PERSON
framr-1741	392	4	c. w.	PERSON
framr-1741	392	5	& lee	PERSON
framr-1741	392	6	c. l.	PERSON
framr-1741	392	7	2019	DATE
framr-1741	393	1	islamic	NORP
framr-1741	394	1	international journal of economics	ORG
framr-1741	394	2	13(1	CARDINAL
framr-1741	394	3	93	CARDINAL
framr-1741	395	1	a. w.	PERSON
framr-1741	395	2	a. c.	PERSON
framr-1741	395	3	1988	DATE
framr-1741	397	1	1(1	CARDINAL
framr-1741	397	2	41	CARDINAL
framr-1741	398	1	mandelbrot	GPE
framr-1741	398	2	b.	PERSON
framr-1741	398	3	1963	DATE
framr-1741	400	1	36(5	CARDINAL
framr-1741	400	2	394–419	CARDINAL
framr-1741	401	1	musa	PERSON
framr-1741	401	2	adamu, i., & dauran	ORG
framr-1741	401	3	m. s.	PERSON
framr-1741	401	4	2020	DATE
framr-1741	402	1	the nigeria stock	ORG
framr-1741	403	1	asian research journal	ORG
framr-1741	403	2	16(2	CARDINAL
framr-1741	403	3	https://doi:10.9734/arjom/2020/v16i230174	ORG
framr-1741	403	4	ndei	PERSON
framr-1741	403	5	c., muchina	GPE
framr-1741	403	6	s., & wawure	ORG
framr-1741	403	7	k.	PERSON
framr-1741	403	8	2019	DATE
framr-1741	404	1	nairobi securities exchange	ORG
framr-1741	404	2	kenya	GPE
framr-1741	405	1	international journal of research	ORG
framr-1741	406	1	2021	CARDINAL
framr-1741	406	2	7(1	DATE
framr-1741	406	3	1-15 15	TIME
framr-1741	406	4	2021	CARDINAL
framr-1741	408	1	ndwiga	PERSON
framr-1741	408	2	d., & muriu	ORG
framr-1741	408	3	w.	PERSON
framr-1741	409	1	2016	DATE
framr-1741	410	1	kenya	GPE
framr-1741	411	1	european scientific journal	ORG
framr-1741	411	2	12(4	CARDINAL
framr-1741	412	1	nelson	PERSON
framr-1741	412	2	d. b.	PERSON
framr-1741	412	3	1991	DATE
framr-1741	414	1	econometrica	PERSON
framr-1741	415	1	k. o.	PERSON
framr-1741	415	2	opara	GPE
framr-1741	415	3	c. c.	GPE
framr-1741	415	4	e. b.	PERSON
framr-1741	415	5	2017	CARDINAL
framr-1741	416	1	nigeria	GPE
framr-1741	417	1	international journal of economics	ORG
framr-1741	417	2	22	CARDINAL
framr-1741	418	1	k., & ikwuagwu	ORG
framr-1741	418	2	2020	DATE
framr-1741	419	1	africa	LOC
framr-1741	420	1	international journal of economics	ORG
framr-1741	420	2	7(2	CARDINAL
framr-1741	421	1	k. o.	PERSON
framr-1741	421	2	ikwuagwu	PERSON
framr-1741	421	3	e. b.	PERSON
framr-1741	421	4	2020	DATE
framr-1741	422	1	nigeria	GPE
framr-1741	423	1	7(1	CARDINAL
framr-1741	423	2	owidi	ORG
framr-1741	423	3	o. h., & mugo-waweru	ORG
framr-1741	423	4	f.	PERSON
framr-1741	423	5	2016	CARDINAL
framr-1741	424	1	the nairobi securities exchange	ORG
framr-1741	425	1	4(3	CARDINAL
framr-1741	425	2	63-73.available	CARDINAL
framr-1741	426	1	phillips	ORG
framr-1741	426	2	1988	DATE
framr-1741	428	1	biometrika	PERSON
framr-1741	428	2	https://doi.org/10.1093/biomet/75.2.335	CARDINAL
framr-1741	428	3	sansa	ORG
framr-1741	428	4	n. a.	PERSON
framr-1741	428	5	2020	DATE
framr-1741	429	1	china	GPE
framr-1741	429	2	usa.	GPE
framr-1741	429	3	social sciences	ORG
framr-1741	429	4	2(2	CARDINAL
framr-1741	429	5	29	CARDINAL
framr-1741	430	1	s.	ORG
framr-1741	430	2	2012	DATE
framr-1741	431	1	thailand	GPE
framr-1741	432	1	1(3	CARDINAL
framr-1741	432	2	113-130	CARDINAL
framr-1741	433	1	r. s.	PERSON
framr-1741	433	2	2010	DATE
framr-1741	434	1	3rd	ORDINAL
framr-1741	435	1	hoboken	PERSON
framr-1741	436	1	john wiley &	ORG
framr-1741	437	1	tsuji	PERSON
framr-1741	437	2	2018	DATE
framr-1741	440	1	wang	PERSON
framr-1741	440	2	j., & yang	ORG
framr-1741	440	3	2017	CARDINAL
framr-1741	442	1	european financial management	ORG
framr-1741	443	1	wang	PERSON
framr-1741	443	2	j.	PERSON
framr-1741	443	3	j., & bonne	ORG
framr-1741	443	4	2020	DATE
framr-1741	446	1	wang	PERSON
framr-1741	446	2	huang	GPE
framr-1741	446	3	2015	CARDINAL
framr-1741	448	1	13(2	CARDINAL
framr-1741	448	2	19-40	CARDINAL
framr-1741	449	1	wei	PERSON
framr-1741	449	2	2009	DATE
framr-1741	450	1	the taiwan institutional trading volume	ORG
framr-1741	451	1	29(2	CARDINAL
framr-1741	451	2	1264	CARDINAL
framr-1741	452	1	zakoian	NORP
framr-1741	452	2	j.-m	GPE
framr-1741	453	1	1994	DATE
framr-1741	456	1	http://dx.doi.org/10.2139/ssrn.3080693	ORG