id	sid	eid	entity	type
fbem-26943	1	1	2766-824x	QUANTITY
fbem-26943	1	2	17	CARDINAL
fbem-26943	1	3	1	CARDINAL
fbem-26943	1	4	2024 353	DATE
fbem-26943	1	5	xiaohan zhao	PERSON
fbem-26943	1	6	anhui university of finance	ORG
fbem-26943	1	7	233030	DATE
fbem-26943	1	8	china	GPE
fbem-26943	1	9	xiaohan zhao	PERSON
fbem-26943	4	1	monte carlo	ORG
fbem-26943	6	1	daily	DATE
fbem-26943	9	1	500	CARDINAL
fbem-26943	10	1	1	CARDINAL
fbem-26943	10	2	recent decades	DATE
fbem-26943	10	3	1-3	CARDINAL
fbem-26943	12	1	scholes	PERSON
fbem-26943	12	2	4	CARDINAL
fbem-26943	15	1	5	CARDINAL
fbem-26943	18	1	8	CARDINAL
fbem-26943	20	1	nonnormal	NORP
fbem-26943	22	1	nelson	PERSON
fbem-26943	23	1	9	CARDINAL
fbem-26943	24	1	engle	PERSON
fbem-26943	25	1	10	CARDINAL
fbem-26943	26	1	glosten et al	PERSON
fbem-26943	27	1	11	CARDINAL
fbem-26943	29	1	daily	DATE
fbem-26943	31	1	coris et al	GPE
fbem-26943	32	1	12	CARDINAL
fbem-26943	33	1	13	CARDINAL
fbem-26943	34	1	hansen	PERSON
fbem-26943	34	2	huang	PERSON
fbem-26943	35	1	14	CARDINAL
fbem-26943	36	1	hansen et al	PERSON
fbem-26943	37	1	15	CARDINAL
fbem-26943	37	2	vix	DATE
fbem-26943	41	1	daily	DATE
fbem-26943	42	1	a fraction of the day	DATE
fbem-26943	44	1	354	PRODUCT
fbem-26943	47	1	daily	DATE
fbem-26943	47	2	the day	DATE
fbem-26943	50	1	january 2, 2019 to december 31	DATE
fbem-26943	50	2	2023	CARDINAL
fbem-26943	54	1	non-affine	NORP
fbem-26943	55	1	january 2, 2019,	DATE
fbem-26943	55	2	december 31	DATE
fbem-26943	55	3	2023	CARDINAL
fbem-26943	59	1	non-affine	NORP
fbem-26943	60	1	section 2	LAW
fbem-26943	60	2	section 3	LAW
fbem-26943	60	3	section 5	LAW
fbem-26943	61	1	2	CARDINAL
fbem-26943	61	2	2.1	CARDINAL
fbem-26943	62	1	1 1 1 1 1 1	QUANTITY
fbem-26943	62	2	1	CARDINAL
fbem-26943	62	3	2	CARDINAL
fbem-26943	63	1	s r h h h z	ORG
fbem-26943	66	1	  	ORG
fbem-26943	66	2		GPE
fbem-26943	66	3	1	CARDINAL
fbem-26943	66	4	1	CARDINAL
fbem-26943	67	1	   	PERSON
fbem-26943	69	1	2	CARDINAL
fbem-26943	69	2	1	CARDINAL
fbem-26943	69	3	1	CARDINAL
fbem-26943	74	1	3	CARDINAL
fbem-26943	74	2	1	CARDINAL
fbem-26943	74	3	day 1t +	DATE
fbem-26943	76	1	1	CARDINAL
fbem-26943	79	1	0,1	CARDINAL
fbem-26943	83	1	0,1	CARDINAL
fbem-26943	86	1	0	CARDINAL
fbem-26943	88	1	2	CARDINAL
fbem-26943	88	2	1	CARDINAL
fbem-26943	88	3	2 1 2	QUANTITY
fbem-26943	88	4	1	CARDINAL
fbem-26943	90	1	two	CARDINAL
fbem-26943	90	2	first	ORDINAL
fbem-26943	91	1	second	ORDINAL
fbem-26943	92	1	2.2	CARDINAL
fbem-26943	94	1	16	CARDINAL
fbem-26943	94	2	huang et al	PERSON
fbem-26943	95	1	17	CARDINAL
fbem-26943	95	2	affine	ORG
fbem-26943	95	3	1	CARDINAL
fbem-26943	95	4	1 2	CARDINAL
fbem-26943	95	5	2	DATE
fbem-26943	95	6	1 2	CARDINAL
fbem-26943	95	7	1 2	CARDINAL
fbem-26943	96	1	2 2	CARDINAL
fbem-26943	96	2	u z	ORG
fbem-26943	101	1	4	CARDINAL
fbem-26943	101	2	1,t 	CARDINAL
fbem-26943	101	3	2,t	CARDINAL
fbem-26943	102	1	1 exp	CARDINAL
fbem-26943	102	2	5	CARDINAL
fbem-26943	102	3	1 1 1 1 1	QUANTITY
fbem-26943	106	1	6	CARDINAL
fbem-26943	106	2	1	CARDINAL
fbem-26943	108	1	7	CARDINAL
fbem-26943	108	2	2,t	CARDINAL
fbem-26943	109	1	2,t	CARDINAL
fbem-26943	111	1	two	CARDINAL
fbem-26943	111	2	355	CARDINAL
fbem-26943	111	3	2 exp	MONEY
fbem-26943	116	1	1 1	DATE
fbem-26943	116	2	9	CARDINAL
fbem-26943	116	3	1 1	DATE
fbem-26943	118	1	10	CARDINAL
fbem-26943	118	2	1 1 1 1 1 2	QUANTITY
fbem-26943	121	1	11	CARDINAL
fbem-26943	121	2	1 1	CARDINAL
fbem-26943	121	3	2	CARDINAL
fbem-26943	121	4	2	CARDINAL
fbem-26943	121	5	1	CARDINAL
fbem-26943	126	1	12	CARDINAL
fbem-26943	127	1	1 1	CARDINAL
fbem-26943	127	2	2	CARDINAL
fbem-26943	127	3	2	CARDINAL
fbem-26943	128	1	l 1 o	DATE
fbem-26943	133	1	13	CARDINAL
fbem-26943	135	1	1 1 1 1 1 2	QUANTITY
fbem-26943	138	1	14	CARDINAL
fbem-26943	139	1	1 1	CARDINAL
fbem-26943	139	2	2	CARDINAL
fbem-26943	139	3	2	CARDINAL
fbem-26943	139	4	log lo	PERSON
fbem-26943	139	5	1	CARDINAL
fbem-26943	140	1	   	PERSON
fbem-26943	143	1	15	CARDINAL
fbem-26943	144	1	1 1	CARDINAL
fbem-26943	144	2	2	CARDINAL
fbem-26943	144	3	2	CARDINAL
fbem-26943	144	4	1	CARDINAL
fbem-26943	148	1	16	CARDINAL
fbem-26943	148	2	2	CARDINAL
fbem-26943	148	3	17	CARDINAL
fbem-26943	148	4	2	CARDINAL
fbem-26943	149	1	−− + (18	DATE
fbem-26943	149	2	1 1 2 2	QUANTITY
fbem-26943	149	3	19	CARDINAL
fbem-26943	149	4	1 1 2 2	QUANTITY
fbem-26943	150	1	20	CARDINAL
fbem-26943	150	2	2.3	CARDINAL
fbem-26943	151	1	ngarch	PERSON
fbem-26943	152	1	2.3.1	CARDINAL
fbem-26943	152	2	nelson	PERSON
fbem-26943	153	1	9	CARDINAL
fbem-26943	153	2	1 1 1 1 1 1 2	QUANTITY
fbem-26943	155	1	++ (21	DATE
fbem-26943	155	2	2	CARDINAL
fbem-26943	155	3	2	CARDINAL
fbem-26943	161	1	+ +   −	DATE
fbem-26943	161	2	22	CARDINAL
fbem-26943	162	1	0,1	CARDINAL
fbem-26943	164	1	1 2	CARDINAL
fbem-26943	166	1	1 1 1 1 2	QUANTITY
fbem-26943	166	2	1	CARDINAL
fbem-26943	170	1	23	CARDINAL
fbem-26943	170	2	2	CARDINAL
fbem-26943	176	1	24	CARDINAL
fbem-26943	176	2	two	CARDINAL
fbem-26943	177	1	2.3.2	CARDINAL
fbem-26943	178	1	10	CARDINAL
fbem-26943	178	2	1 1 1 1 1 1 2	TIME
fbem-26943	181	1	25	CARDINAL
fbem-26943	181	2	2	CARDINAL
fbem-26943	184	1	26	CARDINAL
fbem-26943	186	1	0,1	CARDINAL
fbem-26943	188	1	2	CARDINAL
fbem-26943	189	1	1 1 1 1 2	QUANTITY
fbem-26943	189	2	1	CARDINAL
fbem-26943	191	1	27	CARDINAL
fbem-26943	191	2	2	CARDINAL
fbem-26943	194	1	+ + (28	DATE
fbem-26943	195	1	0,1	CARDINAL
fbem-26943	200	1	2.3.3	CARDINAL
fbem-26943	200	2	glosten et al	PERSON
fbem-26943	201	1	11	CARDINAL
fbem-26943	201	2	1 1 1 1 1 1 2	TIME
fbem-26943	204	1	29	CARDINAL
fbem-26943	204	2	2	CARDINAL
fbem-26943	208	1	30	CARDINAL
fbem-26943	212	1	2	CARDINAL
fbem-26943	213	1	1 1 1 1 2	QUANTITY
fbem-26943	213	2	1	CARDINAL
fbem-26943	215	1	2	CARDINAL
fbem-26943	220	1	32	CARDINAL
fbem-26943	220	2	356	CARDINAL
fbem-26943	221	1	0,1	CARDINAL
fbem-26943	226	1	2.4	CARDINAL
fbem-26943	227	1	european	NORP
fbem-26943	228	1	max	PERSON
fbem-26943	232	1	33	CARDINAL
fbem-26943	233	1	1 1 1 exp	MONEY
fbem-26943	233	2	max	PERSON
fbem-26943	233	3	0	DATE
fbem-26943	233	4	t t	DATE
fbem-26943	237	1	− −	PERSON
fbem-26943	239	1		GPE
fbem-26943	239	2	   	LAW
fbem-26943	239	3	34	CARDINAL
fbem-26943	239	4	j t k r	PERSON
fbem-26943	241	1	18	CARDINAL
fbem-26943	242	1	european	NORP
fbem-26943	243	1	3	CARDINAL
fbem-26943	243	2	3.1	CARDINAL
fbem-26943	244	1	rv	GPE
fbem-26943	244	2	oxford	NORP
fbem-26943	245	1	january 2, 2019 to december 31	DATE
fbem-26943	245	2	2023	CARDINAL
fbem-26943	246	1	wednesday	DATE
fbem-26943	246	2	thursdays	DATE
fbem-26943	248	1	13	CARDINAL
fbem-26943	248	2	15-180 days	DATE
fbem-26943	249	1	wednesday	DATE
fbem-26943	249	2	thursday	DATE
fbem-26943	249	3	first	ORDINAL
fbem-26943	249	4	six	CARDINAL
fbem-26943	249	5	22,188	CARDINAL
fbem-26943	250	1	3.2	CARDINAL
fbem-26943	250	2	two	CARDINAL
fbem-26943	251	1	first	ORDINAL
fbem-26943	251	2	second	ORDINAL
fbem-26943	253	1	1 2	CARDINAL
fbem-26943	254	1		PERSON
fbem-26943	254	2	1	DATE
fbem-26943	254	3	2	DATE
fbem-26943	254	4	1	CARDINAL
fbem-26943	254	5	2	CARDINAL
fbem-26943	255	1	o	DATE
fbem-26943	257	1	t tx l r rv option l r l rv r l	ORG
fbem-26943	257	2	35	CARDINAL
fbem-26943	257	3	1 2 1 1 log(2	QUANTITY
fbem-26943	257	4	2	CARDINAL
fbem-26943	257	5	2	CARDINAL
fbem-26943	257	6	2	CARDINAL
fbem-26943	266	1	2	CARDINAL
fbem-26943	266	2	2 2	CARDINAL
fbem-26943	266	3	1	CARDINAL
fbem-26943	266	4	2	CARDINAL
fbem-26943	270	1		PERSON
fbem-26943	271	1	2	CARDINAL
fbem-26943	271	2	2 2	CARDINAL
fbem-26943	271	3	2	CARDINAL
fbem-26943	274	1	scholes vega	PERSON
fbem-26943	279	1	vega−	PRODUCT
fbem-26943	280	1	3.3	CARDINAL
fbem-26943	282	1	1	CARDINAL
fbem-26943	284	1	1	CARDINAL
fbem-26943	284	2	357	CARDINAL
fbem-26943	284	3	1	CARDINAL
fbem-26943	285	1	gjr-grach	ORG
fbem-26943	285	2	0.0489	ORG
fbem-26943	285	3	0.0069	CARDINAL
fbem-26943	285	4	0.0056	CARDINAL
fbem-26943	285	5	0.6739	CARDINAL
fbem-26943	285	6	0.0023	CARDINAL
fbem-26943	285	7	0.0059	CARDINAL
fbem-26943	285	8	0.0015	CARDINAL
fbem-26943	286	1	0.0018	CARDINAL
fbem-26943	286	2	0.0009	CARDINAL
fbem-26943	286	3	0.0054	CARDINAL
fbem-26943	286	4	0.0022	CARDINAL
fbem-26943	286	5	0.9746	CARDINAL
fbem-26943	286	6	0.0013	CARDINAL
fbem-26943	286	7	0.7856	CARDINAL
fbem-26943	286	8	0.0019	CARDINAL
fbem-26943	286	9	0.9532	CARDINAL
fbem-26943	286	10	0.0003	CARDINAL
fbem-26943	286	11	0.9816	CARDINAL
fbem-26943	286	12	0.0037	CARDINAL
fbem-26943	286	13	1	CARDINAL
fbem-26943	286	14	0.0012	CARDINAL
fbem-26943	286	15	0.0578	CARDINAL
fbem-26943	286	16	0.0023	CARDINAL
fbem-26943	286	17	0.0002	CARDINAL
fbem-26943	286	18	0.0000	CARDINAL
fbem-26943	286	19	0.0016	CARDINAL
fbem-26943	286	20	2	CARDINAL
fbem-26943	286	21	0.8913	CARDINAL
fbem-26943	286	22	0.0437	PERSON
fbem-26943	286	23	0.0056	CARDINAL
fbem-26943	286	24	0.0479	CARDINAL
fbem-26943	286	25	0.0046	CARDINAL
fbem-26943	286	26	0.0075	CARDINAL
fbem-26943	286	27	0.0032	CARDINAL
fbem-26943	286	28	0.0573	MONEY
fbem-26943	286	29	0.0019	CARDINAL
fbem-26943	286	30	0.1252)  0.9752	MONEY
fbem-26943	286	31	0.0235	CARDINAL
fbem-26943	286	32	1	CARDINAL
fbem-26943	286	33	0.0128) 2 d 0.3692	MONEY
fbem-26943	286	34	0.0257	CARDINAL
fbem-26943	286	35	1	CARDINAL
fbem-26943	286	36	0.0257	CARDINAL
fbem-26943	286	37	0.0232	CARDINAL
fbem-26943	286	38	0.1538	CARDINAL
fbem-26943	286	39	0.0251	ORG
fbem-26943	286	40	9842	CARDINAL
fbem-26943	286	41	39273.6	CARDINAL
fbem-26943	286	42	3374.7	CARDINAL
fbem-26943	286	43	44739.2	CARDINAL
fbem-26943	286	44	4.2383	CARDINAL
fbem-26943	286	45	2.2983	MONEY
fbem-26943	290	1	1	CARDINAL
fbem-26943	290	2	2	CARDINAL
fbem-26943	290	3	1	CARDINAL
fbem-26943	290	4	hansen et al	PERSON
fbem-26943	291	1	14	CARDINAL
fbem-26943	292	1		DATE
fbem-26943	297	1	3.4	CARDINAL
fbem-26943	297	2	ivrmse	NORP
fbem-26943	297	3	2 1 1 100	QUANTITY
fbem-26943	303	1	36	CARDINAL
fbem-26943	304	1	2	CARDINAL
fbem-26943	310	1	358	CARDINAL
fbem-26943	310	2	2	CARDINAL
fbem-26943	310	3	gjr-grach	ORG
fbem-26943	310	4	4.2738	ORG
fbem-26943	310	5	4.3984 3.3479	CARDINAL
fbem-26943	310	6	3.0328 2.8437	MONEY
fbem-26943	310	7	2.5487 0.6	QUANTITY
fbem-26943	310	8	3.4289	MONEY
fbem-26943	310	9	3.2983	CARDINAL
fbem-26943	310	10	delta	ORG
fbem-26943	310	11	4.3947	MONEY
fbem-26943	310	12	120	CARDINAL
fbem-26943	310	13	3.2934 3.5	CARDINAL
fbem-26943	313	1	january 8, 2021 to december 31	DATE
fbem-26943	313	2	2023	CARDINAL
fbem-26943	314	1	3	CARDINAL
fbem-26943	315	1	3	CARDINAL
fbem-26943	315	2	2	CARDINAL
fbem-26943	318	1	3	CARDINAL
fbem-26943	318	2	gjr-grach	ORG
fbem-26943	318	3	2.2873	ORG
fbem-26943	318	4	1.8725	MONEY
fbem-26943	318	5	5.2653	CARDINAL
fbem-26943	318	6	1.6534 0.3	QUANTITY
fbem-26943	318	7	2.9346	CARDINAL
fbem-26943	318	8	3.3837	MONEY
fbem-26943	318	9	1.7348	MONEY
fbem-26943	318	10	1.4837 0.6	QUANTITY
fbem-26943	318	11	delta<0.7	GPE
fbem-26943	318	12	1.8957	MONEY
fbem-26943	318	13	1.9755	MONEY
fbem-26943	318	14	dtm<30	ORG
fbem-26943	318	15	1.5434	MONEY
fbem-26943	318	16	2.8374	MONEY
fbem-26943	319	1	3.2938	CARDINAL
fbem-26943	319	2	2.3490	MONEY
fbem-26943	319	3	2.2092	ORG
fbem-26943	319	4	3.3870 1.2057 150	MONEY
fbem-26943	319	5	4.3490	CARDINAL
fbem-26943	319	6	3.5434	MONEY
fbem-26943	319	7	1.9823 4	DATE
fbem-26943	329	1	anhui university of finance	ORG
fbem-26943	330	1	acyc2022452	PERSON
fbem-26943	331	1	359	CARDINAL
fbem-26943	331	2	1	CARDINAL
fbem-26943	332	1	j. li	PERSON
fbem-26943	332	2	l. wang	PERSON
fbem-26943	332	3	2024	CARDINAL
fbem-26943	333	1	2	CARDINAL
fbem-26943	334	1	park	PERSON
fbem-26943	334	2	2023	CARDINAL
fbem-26943	335	1	3	CARDINAL
fbem-26943	335	2	m. escobar-anel	PERSON
fbem-26943	335	3	j. rastegari	PERSON
fbem-26943	335	4	l. stentoft	PERSON
fbem-26943	335	5	european journal of operational research	ORG
fbem-26943	335	6	2021	CARDINAL
fbem-26943	336	1	4	CARDINAL
fbem-26943	336	2	f. black	PERSON
fbem-26943	336	3	m. scholes	PERSON
fbem-26943	336	4	81	DATE
fbem-26943	336	5	3	CARDINAL
fbem-26943	337	1	637–654	CARDINAL
fbem-26943	337	2	may 1973	DATE
fbem-26943	338	1	5	CARDINAL
fbem-26943	338	2	s. l. heston	PERSON
fbem-26943	338	3	financ	ORG
fbem-26943	341	1	6	CARDINAL
fbem-26943	341	2	2	CARDINAL
fbem-26943	342	1	327–343	CARDINAL
fbem-26943	342	2	1993	DATE
fbem-26943	343	1	6	CARDINAL
fbem-26943	343	2	a. white	PERSON
fbem-26943	343	3	42	DATE
fbem-26943	343	4	2	CARDINAL
fbem-26943	344	1	281–300	CARDINAL
fbem-26943	344	2	1987	DATE
fbem-26943	345	1	7	CARDINAL
fbem-26943	345	2	r. kiesel	PERSON
fbem-26943	345	3	f. rahe	PERSON
fbem-26943	345	4	journal of banking & finance	ORG
fbem-26943	345	5	76	DATE
fbem-26943	346	1	120–138	TIME
fbem-26943	346	2	mar. 2017	DATE
fbem-26943	347	1	8	CARDINAL
fbem-26943	347	2	j. duan	PERSON
fbem-26943	347	3	5	CARDINAL
fbem-26943	347	4	1	CARDINAL
fbem-26943	348	1	jan. 1995	DATE
fbem-26943	349	1	9	CARDINAL
fbem-26943	349	2	d. b. nelson	PERSON
fbem-26943	349	3	econometrica	PERSON
fbem-26943	349	4	59	DATE
fbem-26943	349	5	2	CARDINAL
fbem-26943	349	6	347	CARDINAL
fbem-26943	349	7	mar. 1991	DATE
fbem-26943	350	1	10	CARDINAL
fbem-26943	350	2	r. f. engle	PERSON
fbem-26943	350	3	v. k. ng	PERSON
fbem-26943	350	4	48	DATE
fbem-26943	350	5	5	CARDINAL
fbem-26943	351	1	1749–1778, dec. 1993	DATE
fbem-26943	352	1	11	CARDINAL
fbem-26943	352	2	l. r. glosten	PERSON
fbem-26943	352	3	r. jagannathan	PERSON
fbem-26943	352	4	d. e. runkle	PERSON
fbem-26943	352	5	48	DATE
fbem-26943	352	6	5	CARDINAL
fbem-26943	353	1	1779–1801	CARDINAL
fbem-26943	353	2	dec. 1993	DATE
fbem-26943	354	1	12	CARDINAL
fbem-26943	354	2	a. cori	PERSON
fbem-26943	354	3	n. m. ferguson	PERSON
fbem-26943	354	4	c. fraser	PERSON
fbem-26943	354	5	s. cauchemez	PERSON
fbem-26943	354	6	american journal of epidemiology	ORG
fbem-26943	354	7	178	CARDINAL
fbem-26943	354	8	9	CARDINAL
fbem-26943	354	9	1505–1512, nov. 2013	DATE
fbem-26943	355	1	13	CARDINAL
fbem-26943	355	2	k. jacobs	PERSON
fbem-26943	355	3	x. jin	PERSON
fbem-26943	355	4	30	CARDINAL
fbem-26943	355	5	3	CARDINAL
fbem-26943	356	1	807–824	CARDINAL
fbem-26943	356	2	jul. 2014	DATE
fbem-26943	357	1	14	CARDINAL
fbem-26943	357	2	r. hansen	PERSON
fbem-26943	357	3	z. huang	PERSON
fbem-26943	357	4	journal of business & economic statistics	ORG
fbem-26943	358	1	34	CARDINAL
fbem-26943	358	2	2	CARDINAL
fbem-26943	359	1	269–287	CARDINAL
fbem-26943	359	2	2016	DATE
fbem-26943	360	1	15	CARDINAL
fbem-26943	360	2	r. hansen	PERSON
fbem-26943	360	3	z. huang	PERSON
fbem-26943	360	4	c. tong	PERSON
fbem-26943	360	5	t. wang	PERSON
fbem-26943	360	6	cboe vix	ORG
fbem-26943	360	7	22	CARDINAL
fbem-26943	360	8	1	CARDINAL
fbem-26943	361	1	187–223	CARDINAL
fbem-26943	361	2	jan. 2024	DATE
fbem-26943	362	1	16	CARDINAL
fbem-26943	362	2	r. elkamhi	PERSON
fbem-26943	362	3	k. jacobs	PERSON
fbem-26943	362	4	financ	ORG
fbem-26943	365	1	23	CARDINAL
fbem-26943	365	2	5	CARDINAL
fbem-26943	366	1	2139	CARDINAL
fbem-26943	366	2	2183	CARDINAL
fbem-26943	366	3	may 2010	DATE
fbem-26943	367	1	17	CARDINAL
fbem-26943	367	2	z. huang	PERSON
fbem-26943	367	3	t. wang	PERSON
fbem-26943	367	4	r. hansen	PERSON
fbem-26943	368	1	37	DATE
fbem-26943	368	2	4	CARDINAL
fbem-26943	369	1	328	CARDINAL
fbem-26943	369	2	358	CARDINAL
fbem-26943	369	3	2017	CARDINAL
fbem-26943	370	1	18	CARDINAL
fbem-26943	371	1	duan	PERSON
fbem-26943	372	1	44	DATE
fbem-26943	372	2	9	CARDINAL
fbem-26943	373	1	sep.	DATE
fbem-26943	374	1	1998	DATE