id	sid	tid	token	lemma	pos
cord-292093-6pp9l4j2	1	1	key	key	JJ
cord-292093-6pp9l4j2	1	2	:	:	:
cord-292093-6pp9l4j2	1	3	cord-292093	cord-292093	NNP
cord-292093-6pp9l4j2	1	4	-	-	HYPH
cord-292093-6pp9l4j2	1	5	6pp9l4j2	6pp9l4j2	CD
cord-292093-6pp9l4j2	1	6	authors	author	NNS
cord-292093-6pp9l4j2	1	7	:	:	:
cord-292093-6pp9l4j2	1	8	Li	Li	NNP
cord-292093-6pp9l4j2	1	9	,	,	,
cord-292093-6pp9l4j2	1	10	Yan	Yan	NNP
cord-292093-6pp9l4j2	1	11	;	;	:
cord-292093-6pp9l4j2	1	12	Liang	Liang	NNP
cord-292093-6pp9l4j2	1	13	,	,	,
cord-292093-6pp9l4j2	1	14	Chao	Chao	NNP
cord-292093-6pp9l4j2	1	15	;	;	:
cord-292093-6pp9l4j2	1	16	Ma	Ma	NNP
cord-292093-6pp9l4j2	1	17	,	,	,
cord-292093-6pp9l4j2	1	18	Feng	Feng	NNP
cord-292093-6pp9l4j2	1	19	;	;	:
cord-292093-6pp9l4j2	1	20	Wang	Wang	NNP
cord-292093-6pp9l4j2	1	21	,	,	,
cord-292093-6pp9l4j2	1	22	Jiqian	jiqian	JJ
cord-292093-6pp9l4j2	1	23	title	title	NN
cord-292093-6pp9l4j2	1	24	:	:	:
cord-292093-6pp9l4j2	1	25	The	the	DT
cord-292093-6pp9l4j2	1	26	role	role	NN
cord-292093-6pp9l4j2	1	27	of	of	IN
cord-292093-6pp9l4j2	1	28	the	the	DT
cord-292093-6pp9l4j2	1	29	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	1	30	in	in	IN
cord-292093-6pp9l4j2	1	31	predicting	predict	VBG
cord-292093-6pp9l4j2	1	32	European	european	JJ
cord-292093-6pp9l4j2	1	33	stock	stock	NN
cord-292093-6pp9l4j2	1	34	market	market	NN
cord-292093-6pp9l4j2	1	35	volatility	volatility	NN
cord-292093-6pp9l4j2	1	36	during	during	IN
cord-292093-6pp9l4j2	1	37	the	the	DT
cord-292093-6pp9l4j2	1	38	COVID-19	COVID-19	NNP
cord-292093-6pp9l4j2	1	39	pandemic	pandemic	NN
cord-292093-6pp9l4j2	1	40	date	date	NN
cord-292093-6pp9l4j2	1	41	:	:	:
cord-292093-6pp9l4j2	1	42	2020	2020	CD
cord-292093-6pp9l4j2	1	43	-	-	HYPH
cord-292093-6pp9l4j2	1	44	09	09	CD
cord-292093-6pp9l4j2	1	45	-	-	HYPH
cord-292093-6pp9l4j2	1	46	03	03	CD
cord-292093-6pp9l4j2	1	47	journal	journal	NN
cord-292093-6pp9l4j2	1	48	:	:	:
cord-292093-6pp9l4j2	2	1	Financ	Financ	NNP
cord-292093-6pp9l4j2	2	2	Res	Res	NNP
cord-292093-6pp9l4j2	2	3	Lett	Lett	NNP
cord-292093-6pp9l4j2	2	4	DOI	DOI	NNP
cord-292093-6pp9l4j2	2	5	:	:	:
cord-292093-6pp9l4j2	2	6	10.1016	10.1016	CD
cord-292093-6pp9l4j2	2	7	/	/	SYM
cord-292093-6pp9l4j2	2	8	j.frl.2020.101749	j.frl.2020.101749	NN
cord-292093-6pp9l4j2	2	9	sha	sha	NNP
cord-292093-6pp9l4j2	2	10	:	:	:
cord-292093-6pp9l4j2	2	11	760794dbd2fe257ccbdb5e16e0ce35da575b855b	760794dbd2fe257ccbdb5e16e0ce35da575b855b	NNP
cord-292093-6pp9l4j2	2	12	doc_id	doc_id	CD
cord-292093-6pp9l4j2	2	13	:	:	:
cord-292093-6pp9l4j2	3	1	292093	292093	CD
cord-292093-6pp9l4j2	3	2	cord_uid	cord_uid	NNS
cord-292093-6pp9l4j2	3	3	:	:	:
cord-292093-6pp9l4j2	3	4	6pp9l4j2	6pp9l4j2	CD
cord-292093-6pp9l4j2	4	1	The	the	DT
cord-292093-6pp9l4j2	4	2	main	main	JJ
cord-292093-6pp9l4j2	4	3	purpose	purpose	NN
cord-292093-6pp9l4j2	4	4	of	of	IN
cord-292093-6pp9l4j2	4	5	this	this	DT
cord-292093-6pp9l4j2	4	6	paper	paper	NN
cord-292093-6pp9l4j2	4	7	is	be	VBZ
cord-292093-6pp9l4j2	4	8	to	to	TO
cord-292093-6pp9l4j2	4	9	investigate	investigate	VB
cord-292093-6pp9l4j2	4	10	whether	whether	IN
cord-292093-6pp9l4j2	4	11	the	the	DT
cord-292093-6pp9l4j2	4	12	Infectious	Infectious	NNP
cord-292093-6pp9l4j2	4	13	Disease	Disease	NNP
cord-292093-6pp9l4j2	4	14	EMV	EMV	NNP
cord-292093-6pp9l4j2	4	15	tracker	tracker	NN
cord-292093-6pp9l4j2	4	16	(	(	-LRB-
cord-292093-6pp9l4j2	4	17	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	4	18	)	)	-RRB-
cord-292093-6pp9l4j2	4	19	proposed	propose	VBN
cord-292093-6pp9l4j2	4	20	by	by	IN
cord-292093-6pp9l4j2	4	21	Baker	Baker	NNP
cord-292093-6pp9l4j2	4	22	et	et	NNP
cord-292093-6pp9l4j2	4	23	al	al	NNP
cord-292093-6pp9l4j2	4	24	.	.	.
cord-292093-6pp9l4j2	5	1	(	(	-LRB-
cord-292093-6pp9l4j2	5	2	2020	2020	CD
cord-292093-6pp9l4j2	5	3	)	)	-RRB-
cord-292093-6pp9l4j2	5	4	has	have	VBZ
cord-292093-6pp9l4j2	5	5	additional	additional	JJ
cord-292093-6pp9l4j2	5	6	predictive	predictive	JJ
cord-292093-6pp9l4j2	5	7	ability	ability	NN
cord-292093-6pp9l4j2	5	8	for	for	IN
cord-292093-6pp9l4j2	5	9	European	european	JJ
cord-292093-6pp9l4j2	5	10	stock	stock	NN
cord-292093-6pp9l4j2	5	11	market	market	NN
cord-292093-6pp9l4j2	5	12	volatility	volatility	NN
cord-292093-6pp9l4j2	5	13	during	during	IN
cord-292093-6pp9l4j2	5	14	the	the	DT
cord-292093-6pp9l4j2	5	15	COVID-19	COVID-19	NNP
cord-292093-6pp9l4j2	5	16	pandemic	pandemic	NN
cord-292093-6pp9l4j2	5	17	.	.	.
cord-292093-6pp9l4j2	6	1	The	the	DT
cord-292093-6pp9l4j2	6	2	three	three	CD
cord-292093-6pp9l4j2	6	3	European	european	JJ
cord-292093-6pp9l4j2	6	4	stock	stock	NN
cord-292093-6pp9l4j2	6	5	markets	market	NNS
cord-292093-6pp9l4j2	6	6	we	-PRON-	PRP
cord-292093-6pp9l4j2	6	7	consider	consider	VBP
cord-292093-6pp9l4j2	6	8	are	be	VBP
cord-292093-6pp9l4j2	6	9	France	France	NNP
cord-292093-6pp9l4j2	6	10	,	,	,
cord-292093-6pp9l4j2	6	11	UK	UK	NNP
cord-292093-6pp9l4j2	6	12	and	and	CC
cord-292093-6pp9l4j2	6	13	Germany	Germany	NNP
cord-292093-6pp9l4j2	6	14	.	.	.
cord-292093-6pp9l4j2	7	1	Our	-PRON-	PRP$
cord-292093-6pp9l4j2	7	2	investigation	investigation	NN
cord-292093-6pp9l4j2	7	3	is	be	VBZ
cord-292093-6pp9l4j2	7	4	based	base	VBN
cord-292093-6pp9l4j2	7	5	on	on	IN
cord-292093-6pp9l4j2	7	6	the	the	DT
cord-292093-6pp9l4j2	7	7	HAR	har	NN
cord-292093-6pp9l4j2	7	8	and	and	CC
cord-292093-6pp9l4j2	7	9	its	-PRON-	PRP$
cord-292093-6pp9l4j2	7	10	augmented	augment	VBN
cord-292093-6pp9l4j2	7	11	models	model	NNS
cord-292093-6pp9l4j2	7	12	.	.	.
cord-292093-6pp9l4j2	8	1	We	-PRON-	PRP
cord-292093-6pp9l4j2	8	2	find	find	VBP
cord-292093-6pp9l4j2	8	3	that	that	IN
cord-292093-6pp9l4j2	8	4	the	the	DT
cord-292093-6pp9l4j2	8	5	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	8	6	has	have	VBZ
cord-292093-6pp9l4j2	8	7	stronger	strong	JJR
cord-292093-6pp9l4j2	8	8	predictive	predictive	JJ
cord-292093-6pp9l4j2	8	9	power	power	NN
cord-292093-6pp9l4j2	8	10	for	for	IN
cord-292093-6pp9l4j2	8	11	the	the	DT
cord-292093-6pp9l4j2	8	12	France	France	NNP
cord-292093-6pp9l4j2	8	13	and	and	CC
cord-292093-6pp9l4j2	8	14	UK	UK	NNP
cord-292093-6pp9l4j2	8	15	stock	stock	NN
cord-292093-6pp9l4j2	8	16	markets	market	NNS
cord-292093-6pp9l4j2	8	17	volatilities	volatility	NNS
cord-292093-6pp9l4j2	8	18	during	during	IN
cord-292093-6pp9l4j2	8	19	the	the	DT
cord-292093-6pp9l4j2	8	20	global	global	JJ
cord-292093-6pp9l4j2	8	21	pandemic	pandemic	NN
cord-292093-6pp9l4j2	8	22	,	,	,
cord-292093-6pp9l4j2	8	23	and	and	CC
cord-292093-6pp9l4j2	8	24	the	the	DT
cord-292093-6pp9l4j2	8	25	VIX	VIX	NNP
cord-292093-6pp9l4j2	8	26	has	have	VBZ
cord-292093-6pp9l4j2	8	27	also	also	RB
cord-292093-6pp9l4j2	8	28	superior	superior	JJ
cord-292093-6pp9l4j2	8	29	predictive	predictive	JJ
cord-292093-6pp9l4j2	8	30	ability	ability	NN
cord-292093-6pp9l4j2	8	31	for	for	IN
cord-292093-6pp9l4j2	8	32	the	the	DT
cord-292093-6pp9l4j2	8	33	three	three	CD
cord-292093-6pp9l4j2	8	34	European	european	JJ
cord-292093-6pp9l4j2	8	35	stock	stock	NN
cord-292093-6pp9l4j2	8	36	markets	market	NNS
cord-292093-6pp9l4j2	8	37	during	during	IN
cord-292093-6pp9l4j2	8	38	this	this	DT
cord-292093-6pp9l4j2	8	39	period	period	NN
cord-292093-6pp9l4j2	8	40	.	.	.
cord-292093-6pp9l4j2	9	1	The	the	DT
cord-292093-6pp9l4j2	9	2	World	World	NNP
cord-292093-6pp9l4j2	9	3	Health	Health	NNP
cord-292093-6pp9l4j2	9	4	Organization	Organization	NNP
cord-292093-6pp9l4j2	9	5	(	(	-LRB-
cord-292093-6pp9l4j2	9	6	WHO	who	WP
cord-292093-6pp9l4j2	9	7	)	)	-RRB-
cord-292093-6pp9l4j2	9	8	officially	officially	RB
cord-292093-6pp9l4j2	9	9	announced	announce	VBD
cord-292093-6pp9l4j2	9	10	the	the	DT
cord-292093-6pp9l4j2	9	11	outbreak	outbreak	NN
cord-292093-6pp9l4j2	9	12	of	of	IN
cord-292093-6pp9l4j2	9	13	coronavirus	coronavirus	NN
cord-292093-6pp9l4j2	9	14	as	as	IN
cord-292093-6pp9l4j2	9	15	a	a	DT
cord-292093-6pp9l4j2	9	16	global	global	JJ
cord-292093-6pp9l4j2	9	17	pandemic	pandemic	NN
cord-292093-6pp9l4j2	9	18	on	on	IN
cord-292093-6pp9l4j2	9	19	March	March	NNP
cord-292093-6pp9l4j2	9	20	11	11	CD
cord-292093-6pp9l4j2	9	21	,	,	,
cord-292093-6pp9l4j2	9	22	2020	2020	CD
cord-292093-6pp9l4j2	9	23	.	.	.
cord-292093-6pp9l4j2	10	1	Its	-PRON-	PRP$
cord-292093-6pp9l4j2	10	2	outstanding	outstanding	JJ
cord-292093-6pp9l4j2	10	3	characteristics	characteristic	NNS
cord-292093-6pp9l4j2	10	4	are	be	VBP
cord-292093-6pp9l4j2	10	5	manifested	manifest	VBN
cord-292093-6pp9l4j2	10	6	as	as	IN
cord-292093-6pp9l4j2	10	7	unknown	unknown	JJ
cord-292093-6pp9l4j2	10	8	etiology	etiology	NN
cord-292093-6pp9l4j2	10	9	,	,	,
cord-292093-6pp9l4j2	10	10	no	no	DT
cord-292093-6pp9l4j2	10	11	targeted	target	VBN
cord-292093-6pp9l4j2	10	12	drugs	drug	NNS
cord-292093-6pp9l4j2	10	13	,	,	,
cord-292093-6pp9l4j2	10	14	and	and	CC
cord-292093-6pp9l4j2	10	15	lack	lack	NN
cord-292093-6pp9l4j2	10	16	of	of	IN
cord-292093-6pp9l4j2	10	17	sufficient	sufficient	JJ
cord-292093-6pp9l4j2	10	18	experience	experience	NN
cord-292093-6pp9l4j2	10	19	reserves	reserve	NNS
cord-292093-6pp9l4j2	10	20	for	for	IN
cord-292093-6pp9l4j2	10	21	treatment	treatment	NN
cord-292093-6pp9l4j2	10	22	methods	method	NNS
cord-292093-6pp9l4j2	10	23	.	.	.
cord-292093-6pp9l4j2	11	1	All	all	DT
cord-292093-6pp9l4j2	11	2	countries	country	NNS
cord-292093-6pp9l4j2	11	3	are	be	VBP
cord-292093-6pp9l4j2	11	4	responding	respond	VBG
cord-292093-6pp9l4j2	11	5	to	to	IN
cord-292093-6pp9l4j2	11	6	this	this	DT
cord-292093-6pp9l4j2	11	7	epidemic	epidemic	NN
cord-292093-6pp9l4j2	11	8	in	in	IN
cord-292093-6pp9l4j2	11	9	groping	grope	VBG
cord-292093-6pp9l4j2	11	10	.	.	.
cord-292093-6pp9l4j2	12	1	It	-PRON-	PRP
cord-292093-6pp9l4j2	12	2	has	have	VBZ
cord-292093-6pp9l4j2	12	3	caused	cause	VBN
cord-292093-6pp9l4j2	12	4	considerable	considerable	JJ
cord-292093-6pp9l4j2	12	5	losses	loss	NNS
cord-292093-6pp9l4j2	12	6	to	to	IN
cord-292093-6pp9l4j2	12	7	the	the	DT
cord-292093-6pp9l4j2	12	8	global	global	JJ
cord-292093-6pp9l4j2	12	9	economy	economy	NN
cord-292093-6pp9l4j2	12	10	.	.	.
cord-292093-6pp9l4j2	13	1	Therefore	therefore	RB
cord-292093-6pp9l4j2	13	2	,	,	,
cord-292093-6pp9l4j2	13	3	how	how	WRB
cord-292093-6pp9l4j2	13	4	to	to	TO
cord-292093-6pp9l4j2	13	5	deal	deal	VB
cord-292093-6pp9l4j2	13	6	with	with	IN
cord-292093-6pp9l4j2	13	7	the	the	DT
cord-292093-6pp9l4j2	13	8	impact	impact	NN
cord-292093-6pp9l4j2	13	9	of	of	IN
cord-292093-6pp9l4j2	13	10	the	the	DT
cord-292093-6pp9l4j2	13	11	epidemic	epidemic	NN
cord-292093-6pp9l4j2	13	12	on	on	IN
cord-292093-6pp9l4j2	13	13	the	the	DT
cord-292093-6pp9l4j2	13	14	global	global	JJ
cord-292093-6pp9l4j2	13	15	economy	economy	NN
cord-292093-6pp9l4j2	13	16	is	be	VBZ
cord-292093-6pp9l4j2	13	17	a	a	DT
cord-292093-6pp9l4j2	13	18	hot	hot	JJ
cord-292093-6pp9l4j2	13	19	topic	topic	NN
cord-292093-6pp9l4j2	13	20	that	that	WDT
cord-292093-6pp9l4j2	13	21	has	have	VBZ
cord-292093-6pp9l4j2	13	22	been	be	VBN
cord-292093-6pp9l4j2	13	23	concerned	concern	VBN
cord-292093-6pp9l4j2	13	24	recently	recently	RB
cord-292093-6pp9l4j2	13	25	(	(	-LRB-
cord-292093-6pp9l4j2	13	26	see	see	UH
cord-292093-6pp9l4j2	13	27	,	,	,
cord-292093-6pp9l4j2	13	28	e.g.	e.g.	RB
cord-292093-6pp9l4j2	13	29	,	,	,
cord-292093-6pp9l4j2	13	30	Ashraf	Ashraf	NNP
cord-292093-6pp9l4j2	13	31	,	,	,
cord-292093-6pp9l4j2	13	32	2020	2020	CD
cord-292093-6pp9l4j2	13	33	;	;	:
cord-292093-6pp9l4j2	13	34	Corbet	Corbet	NNP
cord-292093-6pp9l4j2	13	35	et	et	NNP
cord-292093-6pp9l4j2	13	36	al	al	NNP
cord-292093-6pp9l4j2	13	37	.	.	.
cord-292093-6pp9l4j2	14	1	,	,	,
cord-292093-6pp9l4j2	14	2	2020	2020	CD
cord-292093-6pp9l4j2	14	3	;	;	:
cord-292093-6pp9l4j2	14	4	Goodell	Goodell	NNP
cord-292093-6pp9l4j2	14	5	,	,	,
cord-292093-6pp9l4j2	14	6	2020	2020	CD
cord-292093-6pp9l4j2	14	7	;	;	:
cord-292093-6pp9l4j2	14	8	Sharif	Sharif	NNP
cord-292093-6pp9l4j2	14	9	et	et	NNP
cord-292093-6pp9l4j2	14	10	al	al	NNP
cord-292093-6pp9l4j2	14	11	.	.	NNP
cord-292093-6pp9l4j2	14	12	,	,	,
cord-292093-6pp9l4j2	14	13	2020	2020	CD
cord-292093-6pp9l4j2	14	14	;	;	:
cord-292093-6pp9l4j2	14	15	Wagner	Wagner	NNP
cord-292093-6pp9l4j2	14	16	,	,	,
cord-292093-6pp9l4j2	14	17	2020	2020	CD
cord-292093-6pp9l4j2	14	18	;	;	:
cord-292093-6pp9l4j2	14	19	Zhang	Zhang	NNP
cord-292093-6pp9l4j2	14	20	et	et	NNP
cord-292093-6pp9l4j2	14	21	al	al	NNP
cord-292093-6pp9l4j2	14	22	.	.	NNP
cord-292093-6pp9l4j2	14	23	,	,	,
cord-292093-6pp9l4j2	14	24	2020a	2020a	CD
cord-292093-6pp9l4j2	14	25	)	)	-RRB-
cord-292093-6pp9l4j2	14	26	.	.	.
cord-292093-6pp9l4j2	15	1	The	the	DT
cord-292093-6pp9l4j2	15	2	modeling	modeling	NN
cord-292093-6pp9l4j2	15	3	and	and	CC
cord-292093-6pp9l4j2	15	4	forecasting	forecasting	NN
cord-292093-6pp9l4j2	15	5	of	of	IN
cord-292093-6pp9l4j2	15	6	stock	stock	NN
cord-292093-6pp9l4j2	15	7	market	market	NN
cord-292093-6pp9l4j2	15	8	volatility	volatility	NN
cord-292093-6pp9l4j2	15	9	has	have	VBZ
cord-292093-6pp9l4j2	15	10	always	always	RB
cord-292093-6pp9l4j2	15	11	been	be	VBN
cord-292093-6pp9l4j2	15	12	a	a	DT
cord-292093-6pp9l4j2	15	13	hotspot	hotspot	NN
cord-292093-6pp9l4j2	15	14	and	and	CC
cord-292093-6pp9l4j2	15	15	difficulty	difficulty	NN
cord-292093-6pp9l4j2	15	16	in	in	IN
cord-292093-6pp9l4j2	15	17	academic	academic	JJ
cord-292093-6pp9l4j2	15	18	research	research	NN
cord-292093-6pp9l4j2	15	19	(	(	-LRB-
cord-292093-6pp9l4j2	15	20	see	see	VB
cord-292093-6pp9l4j2	15	21	,	,	,
cord-292093-6pp9l4j2	15	22	e.g.	e.g.	RB
cord-292093-6pp9l4j2	15	23	,	,	,
cord-292093-6pp9l4j2	16	1	Wei	Wei	NNP
cord-292093-6pp9l4j2	16	2	et	et	NNP
cord-292093-6pp9l4j2	16	3	al	al	NNP
cord-292093-6pp9l4j2	16	4	.	.	NNP
cord-292093-6pp9l4j2	16	5	,	,	,
cord-292093-6pp9l4j2	16	6	2010	2010	CD
cord-292093-6pp9l4j2	17	1	;	;	:
cord-292093-6pp9l4j2	17	2	Wen	Wen	NNP
cord-292093-6pp9l4j2	17	3	et	et	NNP
cord-292093-6pp9l4j2	17	4	al	al	NNP
cord-292093-6pp9l4j2	17	5	.	.	.
cord-292093-6pp9l4j2	18	1	,	,	,
cord-292093-6pp9l4j2	18	2	2016	2016	CD
cord-292093-6pp9l4j2	18	3	;	;	:
cord-292093-6pp9l4j2	18	4	Hong	Hong	NNP
cord-292093-6pp9l4j2	18	5	and	and	CC
cord-292093-6pp9l4j2	18	6	Lee	Lee	NNP
cord-292093-6pp9l4j2	18	7	,	,	,
cord-292093-6pp9l4j2	18	8	2017	2017	CD
cord-292093-6pp9l4j2	18	9	;	;	:
cord-292093-6pp9l4j2	18	10	Ma	Ma	NNP
cord-292093-6pp9l4j2	18	11	et	et	NNP
cord-292093-6pp9l4j2	18	12	al	al	NNP
cord-292093-6pp9l4j2	18	13	.	.	NNP
cord-292093-6pp9l4j2	18	14	,	,	,
cord-292093-6pp9l4j2	18	15	2019	2019	CD
cord-292093-6pp9l4j2	19	1	;	;	:
cord-292093-6pp9l4j2	19	2	Liang	Liang	NNP
cord-292093-6pp9l4j2	19	3	et	et	NNP
cord-292093-6pp9l4j2	19	4	al	al	NNP
cord-292093-6pp9l4j2	19	5	.	.	.
cord-292093-6pp9l4j2	20	1	,	,	,
cord-292093-6pp9l4j2	20	2	2020a	2020a	CD
cord-292093-6pp9l4j2	20	3	;	;	:
cord-292093-6pp9l4j2	20	4	Liang	Liang	NNP
cord-292093-6pp9l4j2	20	5	et	et	NNP
cord-292093-6pp9l4j2	20	6	al	al	NNP
cord-292093-6pp9l4j2	20	7	.	.	NNP
cord-292093-6pp9l4j2	20	8	,	,	,
cord-292093-6pp9l4j2	20	9	2020b	2020b	CD
cord-292093-6pp9l4j2	20	10	;	;	:
cord-292093-6pp9l4j2	20	11	Zhang	Zhang	NNP
cord-292093-6pp9l4j2	20	12	et	et	NNP
cord-292093-6pp9l4j2	20	13	al	al	NNP
cord-292093-6pp9l4j2	20	14	.	.	NNP
cord-292093-6pp9l4j2	20	15	,	,	,
cord-292093-6pp9l4j2	20	16	2020b	2020b	CD
cord-292093-6pp9l4j2	20	17	)	)	-RRB-
cord-292093-6pp9l4j2	20	18	.	.	.
cord-292093-6pp9l4j2	21	1	At	at	IN
cord-292093-6pp9l4j2	21	2	the	the	DT
cord-292093-6pp9l4j2	21	3	same	same	JJ
cord-292093-6pp9l4j2	21	4	time	time	NN
cord-292093-6pp9l4j2	21	5	,	,	,
cord-292093-6pp9l4j2	21	6	it	-PRON-	PRP
cord-292093-6pp9l4j2	21	7	is	be	VBZ
cord-292093-6pp9l4j2	21	8	very	very	RB
cord-292093-6pp9l4j2	21	9	important	important	JJ
cord-292093-6pp9l4j2	21	10	for	for	IN
cord-292093-6pp9l4j2	21	11	risk	risk	NN
cord-292093-6pp9l4j2	21	12	management	management	NN
cord-292093-6pp9l4j2	21	13	and	and	CC
cord-292093-6pp9l4j2	21	14	option	option	NN
cord-292093-6pp9l4j2	21	15	pricing	pricing	NN
cord-292093-6pp9l4j2	21	16	in	in	IN
cord-292093-6pp9l4j2	21	17	practical	practical	JJ
cord-292093-6pp9l4j2	21	18	applications	application	NNS
cord-292093-6pp9l4j2	21	19	.	.	.
cord-292093-6pp9l4j2	22	1	Baker	Baker	NNP
cord-292093-6pp9l4j2	22	2	et	et	NNP
cord-292093-6pp9l4j2	22	3	al	al	NNP
cord-292093-6pp9l4j2	22	4	.	.	.
cord-292093-6pp9l4j2	23	1	(	(	-LRB-
cord-292093-6pp9l4j2	23	2	2020	2020	CD
cord-292093-6pp9l4j2	23	3	)	)	-RRB-
cord-292093-6pp9l4j2	23	4	design	design	NN
cord-292093-6pp9l4j2	23	5	the	the	DT
cord-292093-6pp9l4j2	23	6	Infectious	Infectious	NNP
cord-292093-6pp9l4j2	23	7	Disease	Disease	NNP
cord-292093-6pp9l4j2	23	8	EMV	EMV	NNP
cord-292093-6pp9l4j2	23	9	tracker	tracker	NN
cord-292093-6pp9l4j2	23	10	to	to	TO
cord-292093-6pp9l4j2	23	11	study	study	VB
cord-292093-6pp9l4j2	23	12	the	the	DT
cord-292093-6pp9l4j2	23	13	US	US	NNP
cord-292093-6pp9l4j2	23	14	stock	stock	NN
cord-292093-6pp9l4j2	23	15	market	market	NN
cord-292093-6pp9l4j2	23	16	volatility	volatility	NN
cord-292093-6pp9l4j2	23	17	during	during	IN
cord-292093-6pp9l4j2	23	18	the	the	DT
cord-292093-6pp9l4j2	23	19	global	global	JJ
cord-292093-6pp9l4j2	23	20	pandemic	pandemic	NN
cord-292093-6pp9l4j2	23	21	.	.	.
cord-292093-6pp9l4j2	24	1	1	1	LS
cord-292093-6pp9l4j2	25	1	In	in	IN
cord-292093-6pp9l4j2	25	2	addition	addition	NN
cord-292093-6pp9l4j2	25	3	,	,	,
cord-292093-6pp9l4j2	25	4	an	an	DT
cord-292093-6pp9l4j2	25	5	influential	influential	JJ
cord-292093-6pp9l4j2	25	6	study	study	NN
cord-292093-6pp9l4j2	25	7	of	of	IN
cord-292093-6pp9l4j2	25	8	Buncic	Buncic	NNP
cord-292093-6pp9l4j2	25	9	and	and	CC
cord-292093-6pp9l4j2	25	10	Gisler	Gisler	NNP
cord-292093-6pp9l4j2	25	11	(	(	-LRB-
cord-292093-6pp9l4j2	25	12	2016	2016	CD
cord-292093-6pp9l4j2	25	13	)	)	-RRB-
cord-292093-6pp9l4j2	25	14	shows	show	VBZ
cord-292093-6pp9l4j2	25	15	that	that	IN
cord-292093-6pp9l4j2	25	16	US	US	NNP
cord-292093-6pp9l4j2	25	17	stock	stock	NN
cord-292093-6pp9l4j2	25	18	market	market	NN
cord-292093-6pp9l4j2	25	19	information	information	NN
cord-292093-6pp9l4j2	25	20	has	have	VBZ
cord-292093-6pp9l4j2	25	21	a	a	DT
cord-292093-6pp9l4j2	25	22	superior	superior	JJ
cord-292093-6pp9l4j2	25	23	predictive	predictive	JJ
cord-292093-6pp9l4j2	25	24	ability	ability	NN
cord-292093-6pp9l4j2	25	25	for	for	IN
cord-292093-6pp9l4j2	25	26	the	the	DT
cord-292093-6pp9l4j2	25	27	volatility	volatility	NN
cord-292093-6pp9l4j2	25	28	of	of	IN
cord-292093-6pp9l4j2	25	29	international	international	JJ
cord-292093-6pp9l4j2	25	30	stock	stock	NN
cord-292093-6pp9l4j2	25	31	markets	market	NNS
cord-292093-6pp9l4j2	25	32	.	.	.
cord-292093-6pp9l4j2	26	1	Our	-PRON-	PRP$
cord-292093-6pp9l4j2	26	2	motivation	motivation	NN
cord-292093-6pp9l4j2	26	3	comes	come	VBZ
cord-292093-6pp9l4j2	26	4	from	from	IN
cord-292093-6pp9l4j2	26	5	this	this	DT
cord-292093-6pp9l4j2	26	6	.	.	.
cord-292093-6pp9l4j2	27	1	The	the	DT
cord-292093-6pp9l4j2	27	2	main	main	JJ
cord-292093-6pp9l4j2	27	3	purpose	purpose	NN
cord-292093-6pp9l4j2	27	4	of	of	IN
cord-292093-6pp9l4j2	27	5	this	this	DT
cord-292093-6pp9l4j2	27	6	paper	paper	NN
cord-292093-6pp9l4j2	27	7	is	be	VBZ
cord-292093-6pp9l4j2	27	8	to	to	TO
cord-292093-6pp9l4j2	27	9	explore	explore	VB
cord-292093-6pp9l4j2	27	10	whether	whether	IN
cord-292093-6pp9l4j2	27	11	the	the	DT
cord-292093-6pp9l4j2	27	12	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	27	13	has	have	VBZ
cord-292093-6pp9l4j2	27	14	additional	additional	JJ
cord-292093-6pp9l4j2	27	15	predictive	predictive	JJ
cord-292093-6pp9l4j2	27	16	ability	ability	NN
cord-292093-6pp9l4j2	27	17	for	for	IN
cord-292093-6pp9l4j2	27	18	European	european	JJ
cord-292093-6pp9l4j2	27	19	stock	stock	NN
cord-292093-6pp9l4j2	27	20	market	market	NN
cord-292093-6pp9l4j2	27	21	realized	realize	VBD
cord-292093-6pp9l4j2	27	22	volatility	volatility	NN
cord-292093-6pp9l4j2	27	23	(	(	-LRB-
cord-292093-6pp9l4j2	27	24	RV	RV	NNP
cord-292093-6pp9l4j2	27	25	)	)	-RRB-
cord-292093-6pp9l4j2	27	26	during	during	IN
cord-292093-6pp9l4j2	27	27	the	the	DT
cord-292093-6pp9l4j2	27	28	global	global	JJ
cord-292093-6pp9l4j2	27	29	pandemic	pandemic	NN
cord-292093-6pp9l4j2	27	30	.	.	.
cord-292093-6pp9l4j2	28	1	The	the	DT
cord-292093-6pp9l4j2	28	2	three	three	CD
cord-292093-6pp9l4j2	28	3	European	european	JJ
cord-292093-6pp9l4j2	28	4	stock	stock	NN
cord-292093-6pp9l4j2	28	5	indices	index	NNS
cord-292093-6pp9l4j2	28	6	we	-PRON-	PRP
cord-292093-6pp9l4j2	28	7	consider	consider	VBP
cord-292093-6pp9l4j2	28	8	are	be	VBP
cord-292093-6pp9l4j2	28	9	the	the	DT
cord-292093-6pp9l4j2	28	10	CAC	CAC	NNP
cord-292093-6pp9l4j2	28	11	40	40	CD
cord-292093-6pp9l4j2	28	12	(	(	-LRB-
cord-292093-6pp9l4j2	28	13	FCHI	FCHI	NNP
cord-292093-6pp9l4j2	28	14	)	)	-RRB-
cord-292093-6pp9l4j2	28	15	,	,	,
cord-292093-6pp9l4j2	28	16	the	the	DT
cord-292093-6pp9l4j2	28	17	FTSE	FTSE	NNP
cord-292093-6pp9l4j2	28	18	100	100	CD
cord-292093-6pp9l4j2	28	19	(	(	-LRB-
cord-292093-6pp9l4j2	28	20	FTSE	FTSE	NNP
cord-292093-6pp9l4j2	28	21	)	)	-RRB-
cord-292093-6pp9l4j2	28	22	,	,	,
cord-292093-6pp9l4j2	28	23	the	the	DT
cord-292093-6pp9l4j2	28	24	DAX	DAX	NNP
cord-292093-6pp9l4j2	28	25	(	(	-LRB-
cord-292093-6pp9l4j2	28	26	GDAXI	GDAXI	NNP
cord-292093-6pp9l4j2	28	27	)	)	-RRB-
cord-292093-6pp9l4j2	28	28	.	.	.
cord-292093-6pp9l4j2	29	1	We	-PRON-	PRP
cord-292093-6pp9l4j2	29	2	use	use	VBP
cord-292093-6pp9l4j2	29	3	the	the	DT
cord-292093-6pp9l4j2	29	4	HAR	har	NN
cord-292093-6pp9l4j2	29	5	model	model	NN
cord-292093-6pp9l4j2	29	6	as	as	IN
cord-292093-6pp9l4j2	29	7	the	the	DT
cord-292093-6pp9l4j2	29	8	baseline	baseline	JJ
cord-292093-6pp9l4j2	29	9	model	model	NN
cord-292093-6pp9l4j2	29	10	,	,	,
cord-292093-6pp9l4j2	29	11	which	which	WDT
cord-292093-6pp9l4j2	29	12	is	be	VBZ
cord-292093-6pp9l4j2	29	13	consistent	consistent	JJ
cord-292093-6pp9l4j2	29	14	with	with	IN
cord-292093-6pp9l4j2	29	15	Buncic	Buncic	NNP
cord-292093-6pp9l4j2	29	16	and	and	CC
cord-292093-6pp9l4j2	29	17	1	1	CD
cord-292093-6pp9l4j2	29	18	For	for	IN
cord-292093-6pp9l4j2	29	19	more	more	RBR
cord-292093-6pp9l4j2	29	20	detailed	detailed	JJ
cord-292093-6pp9l4j2	29	21	introduction	introduction	NN
cord-292093-6pp9l4j2	29	22	,	,	,
cord-292093-6pp9l4j2	29	23	please	please	UH
cord-292093-6pp9l4j2	29	24	refer	refer	VB
cord-292093-6pp9l4j2	29	25	to	to	IN
cord-292093-6pp9l4j2	29	26	Baker	Baker	NNP
cord-292093-6pp9l4j2	29	27	et	et	NNP
cord-292093-6pp9l4j2	29	28	al	al	NNP
cord-292093-6pp9l4j2	29	29	.	.	.
cord-292093-6pp9l4j2	30	1	(	(	-LRB-
cord-292093-6pp9l4j2	30	2	2020	2020	CD
cord-292093-6pp9l4j2	30	3	)	)	-RRB-
cord-292093-6pp9l4j2	30	4	.	.	.
cord-292093-6pp9l4j2	31	1	4	4	LS
cord-292093-6pp9l4j2	31	2	Gisler	Gisler	NNP
cord-292093-6pp9l4j2	31	3	(	(	-LRB-
cord-292093-6pp9l4j2	31	4	2016	2016	CD
cord-292093-6pp9l4j2	31	5	.	.	.
cord-292093-6pp9l4j2	32	1	In	in	IN
cord-292093-6pp9l4j2	32	2	addition	addition	NN
cord-292093-6pp9l4j2	32	3	to	to	IN
cord-292093-6pp9l4j2	32	4	the	the	DT
cord-292093-6pp9l4j2	32	5	HAR	HAR	NNP
cord-292093-6pp9l4j2	32	6	extension	extension	NN
cord-292093-6pp9l4j2	32	7	models	model	NNS
cord-292093-6pp9l4j2	32	8	used	use	VBN
cord-292093-6pp9l4j2	32	9	by	by	IN
cord-292093-6pp9l4j2	32	10	Buncic	Buncic	NNP
cord-292093-6pp9l4j2	32	11	and	and	CC
cord-292093-6pp9l4j2	32	12	Gisler	Gisler	NNP
cord-292093-6pp9l4j2	32	13	(	(	-LRB-
cord-292093-6pp9l4j2	32	14	2016	2016	CD
cord-292093-6pp9l4j2	32	15	)	)	-RRB-
cord-292093-6pp9l4j2	32	16	,	,	,
cord-292093-6pp9l4j2	32	17	we	-PRON-	PRP
cord-292093-6pp9l4j2	32	18	also	also	RB
cord-292093-6pp9l4j2	32	19	consider	consider	VBP
cord-292093-6pp9l4j2	32	20	two	two	CD
cord-292093-6pp9l4j2	32	21	competitive	competitive	JJ
cord-292093-6pp9l4j2	32	22	models	model	NNS
cord-292093-6pp9l4j2	32	23	(	(	-LRB-
cord-292093-6pp9l4j2	32	24	i.e.	i.e.	FW
cord-292093-6pp9l4j2	32	25	,	,	,
cord-292093-6pp9l4j2	32	26	HAR	HAR	NNP
cord-292093-6pp9l4j2	32	27	-	-	HYPH
cord-292093-6pp9l4j2	32	28	USRV	USRV	NNP
cord-292093-6pp9l4j2	32	29	-	-	HYPH
cord-292093-6pp9l4j2	32	30	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	32	31	and	and	CC
cord-292093-6pp9l4j2	32	32	HAR	HAR	NNP
cord-292093-6pp9l4j2	32	33	-	-	HYPH
cord-292093-6pp9l4j2	32	34	ALL	ALL	NNP
cord-292093-6pp9l4j2	32	35	)	)	-RRB-
cord-292093-6pp9l4j2	32	36	to	to	TO
cord-292093-6pp9l4j2	32	37	examine	examine	VB
cord-292093-6pp9l4j2	32	38	the	the	DT
cord-292093-6pp9l4j2	32	39	predictive	predictive	JJ
cord-292093-6pp9l4j2	32	40	ability	ability	NN
cord-292093-6pp9l4j2	32	41	of	of	IN
cord-292093-6pp9l4j2	32	42	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	32	43	for	for	IN
cord-292093-6pp9l4j2	32	44	the	the	DT
cord-292093-6pp9l4j2	32	45	three	three	CD
cord-292093-6pp9l4j2	32	46	European	european	JJ
cord-292093-6pp9l4j2	32	47	stock	stock	NN
cord-292093-6pp9l4j2	32	48	markets	market	NNS
cord-292093-6pp9l4j2	32	49	.	.	.
cord-292093-6pp9l4j2	33	1	The	the	DT
cord-292093-6pp9l4j2	33	2	out	out	JJ
cord-292093-6pp9l4j2	33	3	-	-	HYPH
cord-292093-6pp9l4j2	33	4	of	of	IN
cord-292093-6pp9l4j2	33	5	-	-	HYPH
cord-292093-6pp9l4j2	33	6	sample	sample	NN
cord-292093-6pp9l4j2	33	7	results	result	NNS
cord-292093-6pp9l4j2	33	8	suggest	suggest	VBP
cord-292093-6pp9l4j2	33	9	that	that	IN
cord-292093-6pp9l4j2	33	10	the	the	DT
cord-292093-6pp9l4j2	33	11	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	33	12	contains	contain	VBZ
cord-292093-6pp9l4j2	33	13	useful	useful	JJ
cord-292093-6pp9l4j2	33	14	information	information	NN
cord-292093-6pp9l4j2	33	15	in	in	IN
cord-292093-6pp9l4j2	33	16	predicting	predict	VBG
cord-292093-6pp9l4j2	33	17	the	the	DT
cord-292093-6pp9l4j2	33	18	RVs	rv	NNS
cord-292093-6pp9l4j2	33	19	of	of	IN
cord-292093-6pp9l4j2	33	20	the	the	DT
cord-292093-6pp9l4j2	33	21	FCHI	FCHI	NNP
cord-292093-6pp9l4j2	33	22	and	and	CC
cord-292093-6pp9l4j2	33	23	FTSE	FTSE	NNP
cord-292093-6pp9l4j2	33	24	indices	index	NNS
cord-292093-6pp9l4j2	33	25	during	during	IN
cord-292093-6pp9l4j2	33	26	the	the	DT
cord-292093-6pp9l4j2	33	27	global	global	JJ
cord-292093-6pp9l4j2	33	28	pandemic	pandemic	NN
cord-292093-6pp9l4j2	33	29	,	,	,
cord-292093-6pp9l4j2	33	30	while	while	IN
cord-292093-6pp9l4j2	33	31	ineffective	ineffective	JJ
cord-292093-6pp9l4j2	33	32	for	for	IN
cord-292093-6pp9l4j2	33	33	German	german	JJ
cord-292093-6pp9l4j2	33	34	stock	stock	NN
cord-292093-6pp9l4j2	33	35	market	market	NN
cord-292093-6pp9l4j2	33	36	.	.	.
cord-292093-6pp9l4j2	34	1	Furthermore	furthermore	RB
cord-292093-6pp9l4j2	34	2	,	,	,
cord-292093-6pp9l4j2	34	3	as	as	IN
cord-292093-6pp9l4j2	34	4	supposed	suppose	VBN
cord-292093-6pp9l4j2	34	5	to	to	IN
cord-292093-6pp9l4j2	34	6	the	the	DT
cord-292093-6pp9l4j2	34	7	whole	whole	JJ
cord-292093-6pp9l4j2	34	8	out	out	JJ
cord-292093-6pp9l4j2	34	9	-	-	HYPH
cord-292093-6pp9l4j2	34	10	of	of	IN
cord-292093-6pp9l4j2	34	11	-	-	HYPH
cord-292093-6pp9l4j2	34	12	sample	sample	NN
cord-292093-6pp9l4j2	34	13	periods	period	NNS
cord-292093-6pp9l4j2	34	14	,	,	,
cord-292093-6pp9l4j2	34	15	the	the	DT
cord-292093-6pp9l4j2	34	16	VIX	VIX	NNP
cord-292093-6pp9l4j2	34	17	has	have	VBZ
cord-292093-6pp9l4j2	34	18	stronger	strong	JJR
cord-292093-6pp9l4j2	34	19	predictive	predictive	JJ
cord-292093-6pp9l4j2	34	20	ability	ability	NN
cord-292093-6pp9l4j2	34	21	for	for	IN
cord-292093-6pp9l4j2	34	22	the	the	DT
cord-292093-6pp9l4j2	34	23	three	three	CD
cord-292093-6pp9l4j2	34	24	European	european	JJ
cord-292093-6pp9l4j2	34	25	stock	stock	NN
cord-292093-6pp9l4j2	34	26	indices	index	NNS
cord-292093-6pp9l4j2	34	27	during	during	IN
cord-292093-6pp9l4j2	34	28	the	the	DT
cord-292093-6pp9l4j2	34	29	COVID-19	COVID-19	NNP
cord-292093-6pp9l4j2	34	30	,	,	,
cord-292093-6pp9l4j2	34	31	implying	imply	VBG
cord-292093-6pp9l4j2	34	32	that	that	IN
cord-292093-6pp9l4j2	34	33	the	the	DT
cord-292093-6pp9l4j2	34	34	information	information	NN
cord-292093-6pp9l4j2	34	35	in	in	IN
cord-292093-6pp9l4j2	34	36	the	the	DT
cord-292093-6pp9l4j2	34	37	US	US	NNP
cord-292093-6pp9l4j2	34	38	stock	stock	NN
cord-292093-6pp9l4j2	34	39	market	market	NN
cord-292093-6pp9l4j2	34	40	still	still	RB
cord-292093-6pp9l4j2	34	41	has	have	VBZ
cord-292093-6pp9l4j2	34	42	a	a	DT
cord-292093-6pp9l4j2	34	43	leading	lead	VBG
cord-292093-6pp9l4j2	34	44	position	position	NN
cord-292093-6pp9l4j2	34	45	during	during	IN
cord-292093-6pp9l4j2	34	46	this	this	DT
cord-292093-6pp9l4j2	34	47	period	period	NN
cord-292093-6pp9l4j2	34	48	.	.	.
cord-292093-6pp9l4j2	35	1	Finally	finally	RB
cord-292093-6pp9l4j2	35	2	,	,	,
cord-292093-6pp9l4j2	35	3	we	-PRON-	PRP
cord-292093-6pp9l4j2	35	4	check	check	VBP
cord-292093-6pp9l4j2	35	5	the	the	DT
cord-292093-6pp9l4j2	35	6	model	model	NN
cord-292093-6pp9l4j2	35	7	's	's	POS
cord-292093-6pp9l4j2	35	8	predicted	predict	VBN
cord-292093-6pp9l4j2	35	9	performance	performance	NN
cord-292093-6pp9l4j2	35	10	each	each	DT
cord-292093-6pp9l4j2	35	11	month	month	NN
cord-292093-6pp9l4j2	35	12	during	during	IN
cord-292093-6pp9l4j2	35	13	the	the	DT
cord-292093-6pp9l4j2	35	14	global	global	JJ
cord-292093-6pp9l4j2	35	15	pandemic	pandemic	NN
cord-292093-6pp9l4j2	35	16	,	,	,
cord-292093-6pp9l4j2	35	17	and	and	CC
cord-292093-6pp9l4j2	35	18	find	find	VB
cord-292093-6pp9l4j2	35	19	that	that	IN
cord-292093-6pp9l4j2	35	20	the	the	DT
cord-292093-6pp9l4j2	35	21	results	result	NNS
cord-292093-6pp9l4j2	35	22	are	be	VBP
cord-292093-6pp9l4j2	35	23	robust	robust	JJ
cord-292093-6pp9l4j2	35	24	.	.	.
cord-292093-6pp9l4j2	36	1	This	this	DT
cord-292093-6pp9l4j2	36	2	research	research	NN
cord-292093-6pp9l4j2	36	3	is	be	VBZ
cord-292093-6pp9l4j2	36	4	closely	closely	RB
cord-292093-6pp9l4j2	36	5	related	relate	VBN
cord-292093-6pp9l4j2	36	6	to	to	IN
cord-292093-6pp9l4j2	36	7	Buncic	Buncic	NNP
cord-292093-6pp9l4j2	36	8	and	and	CC
cord-292093-6pp9l4j2	36	9	Gisler	Gisler	NNP
cord-292093-6pp9l4j2	36	10	(	(	-LRB-
cord-292093-6pp9l4j2	36	11	2016	2016	CD
cord-292093-6pp9l4j2	36	12	)	)	-RRB-
cord-292093-6pp9l4j2	36	13	and	and	CC
cord-292093-6pp9l4j2	36	14	Baker	Baker	NNP
cord-292093-6pp9l4j2	36	15	et	et	NNP
cord-292093-6pp9l4j2	36	16	al	al	NNP
cord-292093-6pp9l4j2	36	17	.	.	.
cord-292093-6pp9l4j2	37	1	(	(	-LRB-
cord-292093-6pp9l4j2	37	2	2020	2020	CD
cord-292093-6pp9l4j2	37	3	)	)	-RRB-
cord-292093-6pp9l4j2	37	4	.	.	.
cord-292093-6pp9l4j2	38	1	Our	-PRON-	PRP$
cord-292093-6pp9l4j2	38	2	contribution	contribution	NN
cord-292093-6pp9l4j2	38	3	and	and	CC
cord-292093-6pp9l4j2	38	4	the	the	DT
cord-292093-6pp9l4j2	38	5	biggest	big	JJS
cord-292093-6pp9l4j2	38	6	difference	difference	NN
cord-292093-6pp9l4j2	38	7	are	be	VBP
cord-292093-6pp9l4j2	38	8	as	as	IN
cord-292093-6pp9l4j2	38	9	follows	follow	VBZ
cord-292093-6pp9l4j2	38	10	.	.	.
cord-292093-6pp9l4j2	39	1	First	first	RB
cord-292093-6pp9l4j2	39	2	,	,	,
cord-292093-6pp9l4j2	39	3	we	-PRON-	PRP
cord-292093-6pp9l4j2	39	4	examine	examine	VBP
cord-292093-6pp9l4j2	39	5	the	the	DT
cord-292093-6pp9l4j2	39	6	impact	impact	NN
cord-292093-6pp9l4j2	39	7	of	of	IN
cord-292093-6pp9l4j2	39	8	U.S.	U.S.	NNP
cord-292093-6pp9l4j2	39	9	stock	stock	NN
cord-292093-6pp9l4j2	39	10	market	market	NN
cord-292093-6pp9l4j2	39	11	information	information	NN
cord-292093-6pp9l4j2	39	12	on	on	IN
cord-292093-6pp9l4j2	39	13	European	european	JJ
cord-292093-6pp9l4j2	39	14	stock	stock	NN
cord-292093-6pp9l4j2	39	15	market	market	NN
cord-292093-6pp9l4j2	39	16	volatility	volatility	NN
cord-292093-6pp9l4j2	39	17	during	during	IN
cord-292093-6pp9l4j2	39	18	the	the	DT
cord-292093-6pp9l4j2	39	19	global	global	JJ
cord-292093-6pp9l4j2	39	20	pandemic	pandemic	NN
cord-292093-6pp9l4j2	39	21	.	.	.
cord-292093-6pp9l4j2	40	1	Second	second	RB
cord-292093-6pp9l4j2	40	2	,	,	,
cord-292093-6pp9l4j2	40	3	we	-PRON-	PRP
cord-292093-6pp9l4j2	40	4	use	use	VBP
cord-292093-6pp9l4j2	40	5	the	the	DT
cord-292093-6pp9l4j2	40	6	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	40	7	to	to	TO
cord-292093-6pp9l4j2	40	8	predict	predict	VB
cord-292093-6pp9l4j2	40	9	the	the	DT
cord-292093-6pp9l4j2	40	10	RVs	rv	NNS
cord-292093-6pp9l4j2	40	11	of	of	IN
cord-292093-6pp9l4j2	40	12	the	the	DT
cord-292093-6pp9l4j2	40	13	European	european	JJ
cord-292093-6pp9l4j2	40	14	stock	stock	NN
cord-292093-6pp9l4j2	40	15	markets	market	NNS
cord-292093-6pp9l4j2	40	16	and	and	CC
cord-292093-6pp9l4j2	40	17	observe	observe	VBP
cord-292093-6pp9l4j2	40	18	that	that	IN
cord-292093-6pp9l4j2	40	19	the	the	DT
cord-292093-6pp9l4j2	40	20	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	40	21	has	have	VBZ
cord-292093-6pp9l4j2	40	22	superior	superior	JJ
cord-292093-6pp9l4j2	40	23	predictive	predictive	JJ
cord-292093-6pp9l4j2	40	24	power	power	NN
cord-292093-6pp9l4j2	40	25	for	for	IN
cord-292093-6pp9l4j2	40	26	the	the	DT
cord-292093-6pp9l4j2	40	27	FCHI	FCHI	NNP
cord-292093-6pp9l4j2	40	28	and	and	CC
cord-292093-6pp9l4j2	40	29	FTST	FTST	NNP
cord-292093-6pp9l4j2	40	30	indices	index	NNS
cord-292093-6pp9l4j2	40	31	during	during	IN
cord-292093-6pp9l4j2	40	32	the	the	DT
cord-292093-6pp9l4j2	40	33	global	global	JJ
cord-292093-6pp9l4j2	40	34	pandemic	pandemic	NN
cord-292093-6pp9l4j2	40	35	.	.	.
cord-292093-6pp9l4j2	41	1	Third	third	RB
cord-292093-6pp9l4j2	41	2	,	,	,
cord-292093-6pp9l4j2	41	3	the	the	DT
cord-292093-6pp9l4j2	41	4	VIX	vix	NN
cord-292093-6pp9l4j2	41	5	is	be	VBZ
cord-292093-6pp9l4j2	41	6	more	more	RBR
cord-292093-6pp9l4j2	41	7	predictive	predictive	JJ
cord-292093-6pp9l4j2	41	8	for	for	IN
cord-292093-6pp9l4j2	41	9	the	the	DT
cord-292093-6pp9l4j2	41	10	three	three	CD
cord-292093-6pp9l4j2	41	11	European	european	JJ
cord-292093-6pp9l4j2	41	12	stock	stock	NN
cord-292093-6pp9l4j2	41	13	indices	index	NNS
cord-292093-6pp9l4j2	41	14	during	during	IN
cord-292093-6pp9l4j2	41	15	the	the	DT
cord-292093-6pp9l4j2	41	16	global	global	JJ
cord-292093-6pp9l4j2	41	17	pandemic	pandemic	NN
cord-292093-6pp9l4j2	41	18	.	.	.
cord-292093-6pp9l4j2	42	1	Thus	thus	RB
cord-292093-6pp9l4j2	42	2	,	,	,
cord-292093-6pp9l4j2	42	3	our	-PRON-	PRP$
cord-292093-6pp9l4j2	42	4	study	study	NN
cord-292093-6pp9l4j2	42	5	complements	complement	VBZ
cord-292093-6pp9l4j2	42	6	the	the	DT
cord-292093-6pp9l4j2	42	7	research	research	NN
cord-292093-6pp9l4j2	42	8	on	on	IN
cord-292093-6pp9l4j2	42	9	European	european	JJ
cord-292093-6pp9l4j2	42	10	stock	stock	NN
cord-292093-6pp9l4j2	42	11	market	market	NN
cord-292093-6pp9l4j2	42	12	volatility	volatility	NN
cord-292093-6pp9l4j2	42	13	during	during	IN
cord-292093-6pp9l4j2	42	14	the	the	DT
cord-292093-6pp9l4j2	42	15	global	global	JJ
cord-292093-6pp9l4j2	42	16	pandemic	pandemic	NN
cord-292093-6pp9l4j2	42	17	,	,	,
cord-292093-6pp9l4j2	42	18	and	and	CC
cord-292093-6pp9l4j2	42	19	is	be	VBZ
cord-292093-6pp9l4j2	42	20	of	of	IN
cord-292093-6pp9l4j2	42	21	some	some	DT
cord-292093-6pp9l4j2	42	22	help	help	NN
cord-292093-6pp9l4j2	42	23	to	to	TO
cord-292093-6pp9l4j2	42	24	market	market	NN
cord-292093-6pp9l4j2	42	25	participants	participant	NNS
cord-292093-6pp9l4j2	42	26	and	and	CC
cord-292093-6pp9l4j2	42	27	policy	policy	NN
cord-292093-6pp9l4j2	42	28	makers	maker	NNS
cord-292093-6pp9l4j2	42	29	.	.	.
cord-292093-6pp9l4j2	43	1	The	the	DT
cord-292093-6pp9l4j2	43	2	remainder	remainder	NN
cord-292093-6pp9l4j2	43	3	of	of	IN
cord-292093-6pp9l4j2	43	4	the	the	DT
cord-292093-6pp9l4j2	43	5	paper	paper	NN
cord-292093-6pp9l4j2	43	6	is	be	VBZ
cord-292093-6pp9l4j2	43	7	organized	organize	VBN
cord-292093-6pp9l4j2	43	8	as	as	IN
cord-292093-6pp9l4j2	43	9	follows	follow	NNS
cord-292093-6pp9l4j2	43	10	.	.	.
cord-292093-6pp9l4j2	44	1	Section	section	NN
cord-292093-6pp9l4j2	44	2	2	2	CD
cord-292093-6pp9l4j2	44	3	provides	provide	VBZ
cord-292093-6pp9l4j2	44	4	econometric	econometric	JJ
cord-292093-6pp9l4j2	44	5	models	model	NNS
cord-292093-6pp9l4j2	44	6	and	and	CC
cord-292093-6pp9l4j2	44	7	data	datum	NNS
cord-292093-6pp9l4j2	44	8	.	.	.
cord-292093-6pp9l4j2	45	1	We	-PRON-	PRP
cord-292093-6pp9l4j2	45	2	present	present	VBP
cord-292093-6pp9l4j2	45	3	the	the	DT
cord-292093-6pp9l4j2	45	4	out	out	JJ
cord-292093-6pp9l4j2	45	5	-	-	HYPH
cord-292093-6pp9l4j2	45	6	of	of	IN
cord-292093-6pp9l4j2	45	7	-	-	HYPH
cord-292093-6pp9l4j2	45	8	sample	sample	NN
cord-292093-6pp9l4j2	45	9	assessment	assessment	NN
cord-292093-6pp9l4j2	45	10	results	result	NNS
cord-292093-6pp9l4j2	45	11	in	in	IN
cord-292093-6pp9l4j2	45	12	Section	section	NN
cord-292093-6pp9l4j2	45	13	3	3	CD
cord-292093-6pp9l4j2	45	14	.	.	.
cord-292093-6pp9l4j2	46	1	Finally	finally	RB
cord-292093-6pp9l4j2	46	2	,	,	,
cord-292093-6pp9l4j2	46	3	Section	section	NN
cord-292093-6pp9l4j2	46	4	4	4	CD
cord-292093-6pp9l4j2	46	5	concludes	conclude	VBZ
cord-292093-6pp9l4j2	46	6	.	.	.
cord-292093-6pp9l4j2	47	1	5	5	LS
cord-292093-6pp9l4j2	47	2	2	2	CD
cord-292093-6pp9l4j2	47	3	Methodology	methodology	NN
cord-292093-6pp9l4j2	47	4	and	and	CC
cord-292093-6pp9l4j2	47	5	data	datum	NNS
cord-292093-6pp9l4j2	48	1	The	the	DT
cord-292093-6pp9l4j2	48	2	focus	focus	NN
cord-292093-6pp9l4j2	48	3	of	of	IN
cord-292093-6pp9l4j2	48	4	this	this	DT
cord-292093-6pp9l4j2	48	5	study	study	NN
cord-292093-6pp9l4j2	48	6	is	be	VBZ
cord-292093-6pp9l4j2	48	7	European	european	JJ
cord-292093-6pp9l4j2	48	8	stock	stock	NN
cord-292093-6pp9l4j2	48	9	markets	market	NNS
cord-292093-6pp9l4j2	48	10	realized	realize	VBD
cord-292093-6pp9l4j2	48	11	volatility	volatility	NN
cord-292093-6pp9l4j2	48	12	predictions	prediction	NNS
cord-292093-6pp9l4j2	48	13	.	.	.
cord-292093-6pp9l4j2	49	1	The	the	DT
cord-292093-6pp9l4j2	49	2	related	related	JJ
cord-292093-6pp9l4j2	49	3	theory	theory	NN
cord-292093-6pp9l4j2	49	4	of	of	IN
cord-292093-6pp9l4j2	49	5	the	the	DT
cord-292093-6pp9l4j2	49	6	realized	realize	VBN
cord-292093-6pp9l4j2	49	7	variance	variance	NN
cord-292093-6pp9l4j2	49	8	(	(	-LRB-
cord-292093-6pp9l4j2	49	9	volatility	volatility	NN
cord-292093-6pp9l4j2	49	10	)	)	-RRB-
cord-292093-6pp9l4j2	49	11	can	can	MD
cord-292093-6pp9l4j2	49	12	be	be	VB
cord-292093-6pp9l4j2	49	13	found	find	VBN
cord-292093-6pp9l4j2	49	14	in	in	IN
cord-292093-6pp9l4j2	49	15	the	the	DT
cord-292093-6pp9l4j2	49	16	original	original	JJ
cord-292093-6pp9l4j2	49	17	studies	study	NNS
cord-292093-6pp9l4j2	49	18	of	of	IN
cord-292093-6pp9l4j2	49	19	Andersen	Andersen	NNP
cord-292093-6pp9l4j2	49	20	and	and	CC
cord-292093-6pp9l4j2	49	21	Bollerslev	Bollerslev	NNP
cord-292093-6pp9l4j2	49	22	(	(	-LRB-
cord-292093-6pp9l4j2	49	23	1998	1998	CD
cord-292093-6pp9l4j2	49	24	)	)	-RRB-
cord-292093-6pp9l4j2	49	25	and	and	CC
cord-292093-6pp9l4j2	49	26	Andersen	Andersen	NNP
cord-292093-6pp9l4j2	49	27	et	et	NNP
cord-292093-6pp9l4j2	49	28	al	al	NNP
cord-292093-6pp9l4j2	49	29	.	.	.
cord-292093-6pp9l4j2	50	1	(	(	-LRB-
cord-292093-6pp9l4j2	50	2	2003	2003	CD
cord-292093-6pp9l4j2	50	3	)	)	-RRB-
cord-292093-6pp9l4j2	50	4	.	.	.
cord-292093-6pp9l4j2	51	1	The	the	DT
cord-292093-6pp9l4j2	51	2	definition	definition	NN
cord-292093-6pp9l4j2	51	3	of	of	IN
cord-292093-6pp9l4j2	51	4	RV	RV	NNP
cord-292093-6pp9l4j2	51	5	is	be	VBZ
cord-292093-6pp9l4j2	51	6	the	the	DT
cord-292093-6pp9l4j2	51	7	summation	summation	NN
cord-292093-6pp9l4j2	51	8	of	of	IN
cord-292093-6pp9l4j2	51	9	the	the	DT
cord-292093-6pp9l4j2	51	10	intraday	intraday	NN
cord-292093-6pp9l4j2	51	11	squared	squared	JJ
cord-292093-6pp9l4j2	51	12	returns	return	NNS
cord-292093-6pp9l4j2	51	13	,	,	,
cord-292093-6pp9l4j2	51	14	which	which	WDT
cord-292093-6pp9l4j2	51	15	is	be	VBZ
cord-292093-6pp9l4j2	51	16	given	give	VBN
cord-292093-6pp9l4j2	51	17	by	by	IN
cord-292093-6pp9l4j2	51	18	where	where	WRB
cord-292093-6pp9l4j2	51	19	p	p	NN
cord-292093-6pp9l4j2	51	20	t	t	NN
cord-292093-6pp9l4j2	51	21	,	,	,
cord-292093-6pp9l4j2	51	22	k	k	NNP
cord-292093-6pp9l4j2	51	23	denotes	denote	VBZ
cord-292093-6pp9l4j2	51	24	the	the	DT
cord-292093-6pp9l4j2	51	25	kth	kth	JJ
cord-292093-6pp9l4j2	51	26	intraday	intraday	NN
cord-292093-6pp9l4j2	51	27	price	price	NN
cord-292093-6pp9l4j2	51	28	,	,	,
cord-292093-6pp9l4j2	51	29	r	r	NNP
cord-292093-6pp9l4j2	51	30	t	t	NNP
cord-292093-6pp9l4j2	51	31	,	,	,
cord-292093-6pp9l4j2	51	32	k	k	NNP
cord-292093-6pp9l4j2	51	33	denotes	denote	VBZ
cord-292093-6pp9l4j2	51	34	the	the	DT
cord-292093-6pp9l4j2	51	35	kth	kth	JJ
cord-292093-6pp9l4j2	51	36	intraday	intraday	NN
cord-292093-6pp9l4j2	51	37	return	return	NN
cord-292093-6pp9l4j2	51	38	,	,	,
cord-292093-6pp9l4j2	51	39	and	and	CC
cord-292093-6pp9l4j2	51	40	F	F	NNP
cord-292093-6pp9l4j2	51	41	is	be	VBZ
cord-292093-6pp9l4j2	51	42	the	the	DT
cord-292093-6pp9l4j2	51	43	total	total	JJ
cord-292093-6pp9l4j2	51	44	number	number	NN
cord-292093-6pp9l4j2	51	45	of	of	IN
cord-292093-6pp9l4j2	51	46	fixed	fix	VBN
cord-292093-6pp9l4j2	51	47	frequencies	frequency	NNS
cord-292093-6pp9l4j2	51	48	during	during	IN
cord-292093-6pp9l4j2	51	49	the	the	DT
cord-292093-6pp9l4j2	51	50	trading	trading	NN
cord-292093-6pp9l4j2	51	51	day	day	NN
cord-292093-6pp9l4j2	51	52	.	.	.
cord-292093-6pp9l4j2	52	1	We	-PRON-	PRP
cord-292093-6pp9l4j2	52	2	employ	employ	VBP
cord-292093-6pp9l4j2	52	3	the	the	DT
cord-292093-6pp9l4j2	52	4	standard	standard	JJ
cord-292093-6pp9l4j2	52	5	HAR	HAR	NNP
cord-292093-6pp9l4j2	52	6	-	-	HYPH
cord-292093-6pp9l4j2	52	7	RV	RV	NNP
cord-292093-6pp9l4j2	52	8	model	model	NN
cord-292093-6pp9l4j2	52	9	of	of	IN
cord-292093-6pp9l4j2	52	10	Corsi	Corsi	NNP
cord-292093-6pp9l4j2	52	11	(	(	-LRB-
cord-292093-6pp9l4j2	52	12	2009	2009	CD
cord-292093-6pp9l4j2	52	13	)	)	-RRB-
cord-292093-6pp9l4j2	52	14	as	as	IN
cord-292093-6pp9l4j2	52	15	our	-PRON-	PRP$
cord-292093-6pp9l4j2	52	16	benchmark	benchmark	NN
cord-292093-6pp9l4j2	52	17	model	model	NN
cord-292093-6pp9l4j2	52	18	,	,	,
cord-292093-6pp9l4j2	52	19	the	the	DT
cord-292093-6pp9l4j2	52	20	most	most	RBS
cord-292093-6pp9l4j2	52	21	important	important	JJ
cord-292093-6pp9l4j2	52	22	features	feature	NNS
cord-292093-6pp9l4j2	52	23	of	of	IN
cord-292093-6pp9l4j2	52	24	the	the	DT
cord-292093-6pp9l4j2	52	25	HAR	HAR	NNP
cord-292093-6pp9l4j2	52	26	-	-	HYPH
cord-292093-6pp9l4j2	52	27	RV	RV	NNP
cord-292093-6pp9l4j2	52	28	model	model	NN
cord-292093-6pp9l4j2	52	29	are	be	VBP
cord-292093-6pp9l4j2	52	30	that	that	IN
cord-292093-6pp9l4j2	52	31	it	-PRON-	PRP
cord-292093-6pp9l4j2	52	32	effectively	effectively	RB
cord-292093-6pp9l4j2	52	33	captures	capture	VBZ
cord-292093-6pp9l4j2	52	34	the	the	DT
cord-292093-6pp9l4j2	52	35	characteristics	characteristic	NNS
cord-292093-6pp9l4j2	52	36	of	of	IN
cord-292093-6pp9l4j2	52	37	volatility	volatility	NN
cord-292093-6pp9l4j2	52	38	and	and	CC
cord-292093-6pp9l4j2	52	39	it	-PRON-	PRP
cord-292093-6pp9l4j2	52	40	is	be	VBZ
cord-292093-6pp9l4j2	52	41	easy	easy	JJ
cord-292093-6pp9l4j2	52	42	to	to	TO
cord-292093-6pp9l4j2	52	43	implement	implement	VB
cord-292093-6pp9l4j2	52	44	and	and	CC
cord-292093-6pp9l4j2	52	45	can	can	MD
cord-292093-6pp9l4j2	52	46	be	be	VB
cord-292093-6pp9l4j2	52	47	estimated	estimate	VBN
cord-292093-6pp9l4j2	52	48	with	with	IN
cord-292093-6pp9l4j2	52	49	OLS	OLS	NNP
cord-292093-6pp9l4j2	52	50	.	.	.
cord-292093-6pp9l4j2	53	1	The	the	DT
cord-292093-6pp9l4j2	53	2	HAR	HAR	NNP
cord-292093-6pp9l4j2	53	3	-	-	HYPH
cord-292093-6pp9l4j2	53	4	RV	RV	NNP
cord-292093-6pp9l4j2	53	5	model	model	NN
cord-292093-6pp9l4j2	53	6	can	can	MD
cord-292093-6pp9l4j2	53	7	be	be	VB
cord-292093-6pp9l4j2	53	8	written	write	VBN
cord-292093-6pp9l4j2	53	9	as	as	IN
cord-292093-6pp9l4j2	53	10	where	where	WRB
cord-292093-6pp9l4j2	53	11	RV	RV	NNP
cord-292093-6pp9l4j2	53	12	t	t	NN
cord-292093-6pp9l4j2	53	13	,	,	,
cord-292093-6pp9l4j2	53	14	RV	RV	NNP
cord-292093-6pp9l4j2	53	15	w	w	NNP
cord-292093-6pp9l4j2	53	16	,	,	,
cord-292093-6pp9l4j2	53	17	t	t	NNP
cord-292093-6pp9l4j2	53	18	,	,	,
cord-292093-6pp9l4j2	53	19	and	and	CC
cord-292093-6pp9l4j2	53	20	RV	RV	NNP
cord-292093-6pp9l4j2	53	21	m	m	NNP
cord-292093-6pp9l4j2	53	22	,	,	,
cord-292093-6pp9l4j2	53	23	t	t	NNP
cord-292093-6pp9l4j2	53	24	,	,	,
cord-292093-6pp9l4j2	53	25	represent	represent	VBP
cord-292093-6pp9l4j2	53	26	daily	daily	RB
cord-292093-6pp9l4j2	53	27	,	,	,
cord-292093-6pp9l4j2	53	28	weekly	weekly	JJ
cord-292093-6pp9l4j2	53	29	,	,	,
cord-292093-6pp9l4j2	53	30	and	and	CC
cord-292093-6pp9l4j2	53	31	monthly	monthly	JJ
cord-292093-6pp9l4j2	53	32	RV	RV	NNP
cord-292093-6pp9l4j2	53	33	,	,	,
cord-292093-6pp9l4j2	53	34	respectively	respectively	RB
cord-292093-6pp9l4j2	53	35	.	.	.
cord-292093-6pp9l4j2	54	1	Following	follow	VBG
cord-292093-6pp9l4j2	54	2	Buncic	Buncic	NNP
cord-292093-6pp9l4j2	54	3	and	and	CC
cord-292093-6pp9l4j2	54	4	Gisler	Gisler	NNP
cord-292093-6pp9l4j2	54	5	(	(	-LRB-
cord-292093-6pp9l4j2	54	6	2016	2016	CD
cord-292093-6pp9l4j2	54	7	)	)	-RRB-
cord-292093-6pp9l4j2	54	8	,	,	,
cord-292093-6pp9l4j2	54	9	we	-PRON-	PRP
cord-292093-6pp9l4j2	54	10	add	add	VBP
cord-292093-6pp9l4j2	54	11	the	the	DT
cord-292093-6pp9l4j2	54	12	US	US	NNP
cord-292093-6pp9l4j2	54	13	stock	stock	NN
cord-292093-6pp9l4j2	54	14	market	market	NN
cord-292093-6pp9l4j2	54	15	information	information	NN
cord-292093-6pp9l4j2	54	16	to	to	IN
cord-292093-6pp9l4j2	54	17	the	the	DT
cord-292093-6pp9l4j2	54	18	baseline	baseline	JJ
cord-292093-6pp9l4j2	54	19	model	model	NN
cord-292093-6pp9l4j2	54	20	,	,	,
cord-292093-6pp9l4j2	55	1	that	that	DT
cord-292093-6pp9l4j2	55	2	is	is	RB
cord-292093-6pp9l4j2	55	3	,	,	,
cord-292093-6pp9l4j2	55	4	HAR	HAR	NNP
cord-292093-6pp9l4j2	55	5	-	-	HYPH
cord-292093-6pp9l4j2	55	6	USRV	USRV	NNP
cord-292093-6pp9l4j2	55	7	-	-	HYPH
cord-292093-6pp9l4j2	55	8	VIX	VIX	NNP
cord-292093-6pp9l4j2	55	9	model	model	NN
cord-292093-6pp9l4j2	55	10	,	,	,
cord-292093-6pp9l4j2	55	11	which	which	WDT
cord-292093-6pp9l4j2	55	12	is	be	VBZ
cord-292093-6pp9l4j2	55	13	given	give	VBN
cord-292093-6pp9l4j2	55	14	by	by	IN
cord-292093-6pp9l4j2	55	15	 	 	_SP
cord-292093-6pp9l4j2	55	16	where	where	WRB
cord-292093-6pp9l4j2	55	17	,	,	,
cord-292093-6pp9l4j2	55	18	,	,	,
cord-292093-6pp9l4j2	55	19	,	,	,
cord-292093-6pp9l4j2	55	20	and	and	CC
cord-292093-6pp9l4j2	55	21	,	,	,
cord-292093-6pp9l4j2	55	22	indicate	indicate	VBP
cord-292093-6pp9l4j2	55	23	daily	daily	RB
cord-292093-6pp9l4j2	55	24	,	,	,
cord-292093-6pp9l4j2	55	25	weekly	weekly	JJ
cord-292093-6pp9l4j2	55	26	,	,	,
cord-292093-6pp9l4j2	55	27	and	and	CC
cord-292093-6pp9l4j2	55	28	monthly	monthly	VB
cord-292093-6pp9l4j2	55	29	US	US	NNP
cord-292093-6pp9l4j2	55	30	stock	stock	NN
cord-292093-6pp9l4j2	55	31	RV	RV	NNP
cord-292093-6pp9l4j2	55	32	,	,	,
cord-292093-6pp9l4j2	55	33	6	6	CD
cord-292093-6pp9l4j2	55	34	respectively	respectively	RB
cord-292093-6pp9l4j2	55	35	.	.	.
cord-292093-6pp9l4j2	56	1	And	and	CC
cord-292093-6pp9l4j2	56	2	,	,	,
cord-292093-6pp9l4j2	56	3	and	and	CC
cord-292093-6pp9l4j2	56	4	,	,	,
cord-292093-6pp9l4j2	56	5	represent	represent	VBP
cord-292093-6pp9l4j2	56	6	weekly	weekly	JJ
cord-292093-6pp9l4j2	56	7	and	and	CC
cord-292093-6pp9l4j2	56	8	monthly	monthly	JJ
cord-292093-6pp9l4j2	56	9	VIX	vix	NN
cord-292093-6pp9l4j2	56	10	.	.	.
cord-292093-6pp9l4j2	57	1	To	to	TO
cord-292093-6pp9l4j2	57	2	investigate	investigate	VB
cord-292093-6pp9l4j2	57	3	the	the	DT
cord-292093-6pp9l4j2	57	4	role	role	NN
cord-292093-6pp9l4j2	57	5	of	of	IN
cord-292093-6pp9l4j2	57	6	the	the	DT
cord-292093-6pp9l4j2	57	7	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	57	8	,	,	,
cord-292093-6pp9l4j2	57	9	we	-PRON-	PRP
cord-292093-6pp9l4j2	57	10	replace	replace	VBP
cord-292093-6pp9l4j2	57	11	the	the	DT
cord-292093-6pp9l4j2	57	12	HAR	har	NN
cord-292093-6pp9l4j2	57	13	components	component	NNS
cord-292093-6pp9l4j2	57	14	of	of	IN
cord-292093-6pp9l4j2	57	15	VIX	vix	NN
cord-292093-6pp9l4j2	57	16	in	in	IN
cord-292093-6pp9l4j2	57	17	the	the	DT
cord-292093-6pp9l4j2	57	18	HAR	HAR	NNP
cord-292093-6pp9l4j2	57	19	-	-	HYPH
cord-292093-6pp9l4j2	57	20	USRV	USRV	NNP
cord-292093-6pp9l4j2	57	21	-	-	HYPH
cord-292093-6pp9l4j2	57	22	VIX	VIX	NNP
cord-292093-6pp9l4j2	57	23	model	model	NN
cord-292093-6pp9l4j2	57	24	with	with	IN
cord-292093-6pp9l4j2	57	25	the	the	DT
cord-292093-6pp9l4j2	57	26	HAR	HAR	NNP
cord-292093-6pp9l4j2	57	27	components	component	NNS
cord-292093-6pp9l4j2	57	28	of	of	IN
cord-292093-6pp9l4j2	57	29	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	57	30	.	.	.
cord-292093-6pp9l4j2	58	1	Thus	thus	RB
cord-292093-6pp9l4j2	58	2	,	,	,
cord-292093-6pp9l4j2	58	3	we	-PRON-	PRP
cord-292093-6pp9l4j2	58	4	obtain	obtain	VBP
cord-292093-6pp9l4j2	58	5	HAR	har	NN
cord-292093-6pp9l4j2	58	6	-	-	HYPH
cord-292093-6pp9l4j2	58	7	USRV	USRV	NNP
cord-292093-6pp9l4j2	58	8	-	-	HYPH
cord-292093-6pp9l4j2	58	9	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	58	10	model	model	NN
cord-292093-6pp9l4j2	58	11	,	,	,
cord-292093-6pp9l4j2	58	12	which	which	WDT
cord-292093-6pp9l4j2	58	13	is	be	VBZ
cord-292093-6pp9l4j2	58	14	expressed	express	VBN
cord-292093-6pp9l4j2	58	15	as	as	IN
cord-292093-6pp9l4j2	58	16	where	where	WRB
cord-292093-6pp9l4j2	58	17	,	,	,
cord-292093-6pp9l4j2	58	18	and	and	CC
cord-292093-6pp9l4j2	58	19	,	,	,
cord-292093-6pp9l4j2	58	20	represent	represent	VBP
cord-292093-6pp9l4j2	58	21	weekly	weekly	JJ
cord-292093-6pp9l4j2	58	22	and	and	CC
cord-292093-6pp9l4j2	58	23	monthly	monthly	JJ
cord-292093-6pp9l4j2	58	24	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	58	25	.	.	.
cord-292093-6pp9l4j2	59	1	In	in	IN
cord-292093-6pp9l4j2	59	2	addition	addition	NN
cord-292093-6pp9l4j2	59	3	,	,	,
cord-292093-6pp9l4j2	59	4	we	-PRON-	PRP
cord-292093-6pp9l4j2	59	5	consider	consider	VBP
cord-292093-6pp9l4j2	59	6	both	both	CC
cord-292093-6pp9l4j2	59	7	VIX	VIX	NNP
cord-292093-6pp9l4j2	59	8	and	and	CC
cord-292093-6pp9l4j2	59	9	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	59	10	,	,	,
cord-292093-6pp9l4j2	59	11	namely	namely	RB
cord-292093-6pp9l4j2	59	12	,	,	,
cord-292093-6pp9l4j2	59	13	HAR	HAR	NNP
cord-292093-6pp9l4j2	59	14	-	-	HYPH
cord-292093-6pp9l4j2	59	15	ALL	all	DT
cord-292093-6pp9l4j2	59	16	model	model	NN
cord-292093-6pp9l4j2	59	17	,	,	,
cord-292093-6pp9l4j2	59	18	which	which	WDT
cord-292093-6pp9l4j2	59	19	is	be	VBZ
cord-292093-6pp9l4j2	59	20	written	write	VBN
cord-292093-6pp9l4j2	59	21	as	as	IN
cord-292093-6pp9l4j2	59	22	,	,	,
cord-292093-6pp9l4j2	59	23	In	in	IN
cord-292093-6pp9l4j2	59	24	this	this	DT
cord-292093-6pp9l4j2	59	25	study	study	NN
cord-292093-6pp9l4j2	59	26	,	,	,
cord-292093-6pp9l4j2	59	27	we	-PRON-	PRP
cord-292093-6pp9l4j2	59	28	employ	employ	VBP
cord-292093-6pp9l4j2	59	29	daily	daily	RB
cord-292093-6pp9l4j2	59	30	realized	realize	VBN
cord-292093-6pp9l4j2	59	31	variance	variance	NN
cord-292093-6pp9l4j2	59	32	to	to	TO
cord-292093-6pp9l4j2	59	33	measure	measure	VB
cord-292093-6pp9l4j2	59	34	European	european	JJ
cord-292093-6pp9l4j2	59	35	stock	stock	NN
cord-292093-6pp9l4j2	59	36	markets	market	NNS
cord-292093-6pp9l4j2	59	37	volatilities	volatility	NNS
cord-292093-6pp9l4j2	59	38	.	.	.
cord-292093-6pp9l4j2	60	1	We	-PRON-	PRP
cord-292093-6pp9l4j2	60	2	use	use	VBP
cord-292093-6pp9l4j2	60	3	the	the	DT
cord-292093-6pp9l4j2	60	4	5-minute	5-minute	JJ
cord-292093-6pp9l4j2	60	5	sampling	sampling	NN
cord-292093-6pp9l4j2	60	6	frequency	frequency	NN
cord-292093-6pp9l4j2	60	7	to	to	TO
cord-292093-6pp9l4j2	60	8	compute	compute	VB
cord-292093-6pp9l4j2	60	9	the	the	DT
cord-292093-6pp9l4j2	60	10	RV	RV	NNP
cord-292093-6pp9l4j2	60	11	,	,	,
cord-292093-6pp9l4j2	60	12	because	because	IN
cord-292093-6pp9l4j2	60	13	the	the	DT
cord-292093-6pp9l4j2	60	14	5-minute	5-minute	JJ
cord-292093-6pp9l4j2	60	15	sampling	sampling	NN
cord-292093-6pp9l4j2	60	16	frequency	frequency	NN
cord-292093-6pp9l4j2	60	17	is	be	VBZ
cord-292093-6pp9l4j2	60	18	widely	widely	RB
cord-292093-6pp9l4j2	60	19	used	use	VBN
cord-292093-6pp9l4j2	60	20	in	in	IN
cord-292093-6pp9l4j2	60	21	volatility	volatility	NN
cord-292093-6pp9l4j2	60	22	-	-	HYPH
cord-292093-6pp9l4j2	60	23	related	relate	VBN
cord-292093-6pp9l4j2	60	24	research	research	NN
cord-292093-6pp9l4j2	60	25	and	and	CC
cord-292093-6pp9l4j2	60	26	is	be	VBZ
cord-292093-6pp9l4j2	60	27	superior	superior	JJ
cord-292093-6pp9l4j2	60	28	to	to	IN
cord-292093-6pp9l4j2	60	29	other	other	JJ
cord-292093-6pp9l4j2	60	30	sampling	sampling	NN
cord-292093-6pp9l4j2	60	31	frequencies	frequency	NNS
cord-292093-6pp9l4j2	61	1	Lin	Lin	NNP
cord-292093-6pp9l4j2	61	2	,	,	,
cord-292093-6pp9l4j2	61	3	2017	2017	CD
cord-292093-6pp9l4j2	61	4	,	,	,
cord-292093-6pp9l4j2	61	5	2018	2018	CD
cord-292093-6pp9l4j2	61	6	;	;	.
cord-292093-6pp9l4j2	62	1	Mei	Mei	NNP
cord-292093-6pp9l4j2	62	2	et	et	NNP
cord-292093-6pp9l4j2	62	3	al	al	NNP
cord-292093-6pp9l4j2	62	4	.	.	.
cord-292093-6pp9l4j2	63	1	,	,	,
cord-292093-6pp9l4j2	63	2	2018	2018	CD
cord-292093-6pp9l4j2	64	1	We	-PRON-	PRP
cord-292093-6pp9l4j2	64	2	turn	turn	VBP
cord-292093-6pp9l4j2	64	3	all	all	DT
cord-292093-6pp9l4j2	64	4	international	international	RB
cord-292093-6pp9l4j2	64	5	realized	realize	VBD
cord-292093-6pp9l4j2	64	6	variances	variance	NNS
cord-292093-6pp9l4j2	64	7	into	into	IN
cord-292093-6pp9l4j2	64	8	annualised	annualised	JJ
cord-292093-6pp9l4j2	64	9	realized	realize	VBN
cord-292093-6pp9l4j2	64	10	volatilities	volatility	NNS
cord-292093-6pp9l4j2	64	11	.	.	.
cord-292093-6pp9l4j2	65	1	7	7	CD
cord-292093-6pp9l4j2	66	1	In	in	IN
cord-292093-6pp9l4j2	66	2	this	this	DT
cord-292093-6pp9l4j2	66	3	section	section	NN
cord-292093-6pp9l4j2	66	4	,	,	,
cord-292093-6pp9l4j2	66	5	we	-PRON-	PRP
cord-292093-6pp9l4j2	66	6	only	only	RB
cord-292093-6pp9l4j2	66	7	report	report	VBP
cord-292093-6pp9l4j2	66	8	the	the	DT
cord-292093-6pp9l4j2	66	9	out	out	JJ
cord-292093-6pp9l4j2	66	10	-	-	HYPH
cord-292093-6pp9l4j2	66	11	of	of	IN
cord-292093-6pp9l4j2	66	12	-	-	HYPH
cord-292093-6pp9l4j2	66	13	sample	sample	NN
cord-292093-6pp9l4j2	66	14	predicted	predict	VBN
cord-292093-6pp9l4j2	66	15	performance	performance	NN
cord-292093-6pp9l4j2	66	16	,	,	,
cord-292093-6pp9l4j2	66	17	because	because	IN
cord-292093-6pp9l4j2	66	18	investors	investor	NNS
cord-292093-6pp9l4j2	66	19	and	and	CC
cord-292093-6pp9l4j2	66	20	policy	policy	NN
cord-292093-6pp9l4j2	66	21	makers	maker	NNS
cord-292093-6pp9l4j2	66	22	are	be	VBP
cord-292093-6pp9l4j2	66	23	most	most	RBS
cord-292093-6pp9l4j2	66	24	concerned	concerned	JJ
cord-292093-6pp9l4j2	66	25	about	about	IN
cord-292093-6pp9l4j2	66	26	the	the	DT
cord-292093-6pp9l4j2	66	27	out	out	JJ
cord-292093-6pp9l4j2	66	28	-	-	HYPH
cord-292093-6pp9l4j2	66	29	of	of	IN
cord-292093-6pp9l4j2	66	30	-	-	HYPH
cord-292093-6pp9l4j2	66	31	sample	sample	NN
cord-292093-6pp9l4j2	66	32	results	result	NNS
cord-292093-6pp9l4j2	66	33	.	.	.
cord-292093-6pp9l4j2	67	1	3	3	LS
cord-292093-6pp9l4j2	67	2	We	-PRON-	PRP
cord-292093-6pp9l4j2	67	3	use	use	VBP
cord-292093-6pp9l4j2	67	4	the	the	DT
cord-292093-6pp9l4j2	67	5	rolling	roll	VBG
cord-292093-6pp9l4j2	67	6	window	window	NN
cord-292093-6pp9l4j2	67	7	method	method	NN
cord-292093-6pp9l4j2	67	8	to	to	TO
cord-292093-6pp9l4j2	67	9	generate	generate	VB
cord-292093-6pp9l4j2	67	10	the	the	DT
cord-292093-6pp9l4j2	67	11	out	out	JJ
cord-292093-6pp9l4j2	67	12	-	-	HYPH
cord-292093-6pp9l4j2	67	13	of	of	IN
cord-292093-6pp9l4j2	67	14	-	-	HYPH
cord-292093-6pp9l4j2	67	15	sample	sample	NN
cord-292093-6pp9l4j2	67	16	predictions	prediction	NNS
cord-292093-6pp9l4j2	67	17	,	,	,
cord-292093-6pp9l4j2	67	18	and	and	CC
cord-292093-6pp9l4j2	67	19	the	the	DT
cord-292093-6pp9l4j2	67	20	rolling	roll	VBG
cord-292093-6pp9l4j2	67	21	window	window	NN
cord-292093-6pp9l4j2	67	22	length	length	NN
cord-292093-6pp9l4j2	67	23	is	be	VBZ
cord-292093-6pp9l4j2	67	24	500	500	CD
cord-292093-6pp9l4j2	67	25	.	.	.
cord-292093-6pp9l4j2	68	1	First	first	RB
cord-292093-6pp9l4j2	68	2	,	,	,
cord-292093-6pp9l4j2	68	3	to	to	TO
cord-292093-6pp9l4j2	68	4	quantitatively	quantitatively	RB
cord-292093-6pp9l4j2	68	5	evaluate	evaluate	VB
cord-292093-6pp9l4j2	68	6	the	the	DT
cord-292093-6pp9l4j2	68	7	forecasting	forecasting	NN
cord-292093-6pp9l4j2	68	8	accuracy	accuracy	NN
cord-292093-6pp9l4j2	68	9	,	,	,
cord-292093-6pp9l4j2	68	10	we	-PRON-	PRP
cord-292093-6pp9l4j2	68	11	employ	employ	VBP
cord-292093-6pp9l4j2	68	12	two	two	CD
cord-292093-6pp9l4j2	68	13	robust	robust	JJ
cord-292093-6pp9l4j2	68	14	loss	loss	NN
cord-292093-6pp9l4j2	68	15	functions	function	NNS
cord-292093-6pp9l4j2	68	16	of	of	IN
cord-292093-6pp9l4j2	68	17	QLIKE	QLIKE	NNP
cord-292093-6pp9l4j2	68	18	and	and	CC
cord-292093-6pp9l4j2	68	19	MSE	MSE	NNP
cord-292093-6pp9l4j2	68	20	,	,	,
cord-292093-6pp9l4j2	68	21	which	which	WDT
cord-292093-6pp9l4j2	68	22	are	be	VBP
cord-292093-6pp9l4j2	68	23	widely	widely	RB
cord-292093-6pp9l4j2	68	24	used	use	VBN
cord-292093-6pp9l4j2	68	25	in	in	IN
cord-292093-6pp9l4j2	68	26	various	various	JJ
cord-292093-6pp9l4j2	68	27	volatility	volatility	NN
cord-292093-6pp9l4j2	68	28	prediction	prediction	NN
cord-292093-6pp9l4j2	68	29	studies	study	NNS
cord-292093-6pp9l4j2	68	30	.	.	.
cord-292093-6pp9l4j2	69	1	The	the	DT
cord-292093-6pp9l4j2	69	2	definition	definition	NN
cord-292093-6pp9l4j2	69	3	of	of	IN
cord-292093-6pp9l4j2	69	4	the	the	DT
cord-292093-6pp9l4j2	69	5	two	two	CD
cord-292093-6pp9l4j2	69	6	loss	loss	NN
cord-292093-6pp9l4j2	69	7	criteria	criterion	NNS
cord-292093-6pp9l4j2	69	8	are	be	VBP
cord-292093-6pp9l4j2	69	9	where	where	WRB
cord-292093-6pp9l4j2	69	10	t	t	NNP
cord-292093-6pp9l4j2	69	11	RV	RV	NNP
cord-292093-6pp9l4j2	69	12	is	be	VBZ
cord-292093-6pp9l4j2	69	13	actual	actual	JJ
cord-292093-6pp9l4j2	69	14	RV	rv	NN
cord-292093-6pp9l4j2	69	15	on	on	IN
cord-292093-6pp9l4j2	69	16	trading	trading	NN
cord-292093-6pp9l4j2	69	17	day	day	NN
cord-292093-6pp9l4j2	69	18	t	t	NN
cord-292093-6pp9l4j2	69	19	,	,	,
cord-292093-6pp9l4j2	69	20	t	t	NNP
cord-292093-6pp9l4j2	69	21	RV	RV	NNP
cord-292093-6pp9l4j2	69	22	represents	represent	VBZ
cord-292093-6pp9l4j2	69	23	the	the	DT
cord-292093-6pp9l4j2	69	24	RV	RV	NNP
cord-292093-6pp9l4j2	69	25	forecasts	forecast	NNS
cord-292093-6pp9l4j2	69	26	generated	generate	VBN
cord-292093-6pp9l4j2	69	27	by	by	IN
cord-292093-6pp9l4j2	69	28	prediction	prediction	NN
cord-292093-6pp9l4j2	69	29	models	model	NNS
cord-292093-6pp9l4j2	69	30	,	,	,
cord-292093-6pp9l4j2	69	31	m	m	NNP
cord-292093-6pp9l4j2	69	32	and	and	CC
cord-292093-6pp9l4j2	69	33	q	q	NNP
cord-292093-6pp9l4j2	69	34	denote	denote	VB
cord-292093-6pp9l4j2	69	35	the	the	DT
cord-292093-6pp9l4j2	69	36	length	length	NN
cord-292093-6pp9l4j2	69	37	of	of	IN
cord-292093-6pp9l4j2	69	38	in	in	IN
cord-292093-6pp9l4j2	69	39	-	-	HYPH
cord-292093-6pp9l4j2	69	40	sample	sample	NN
cord-292093-6pp9l4j2	69	41	estimation	estimation	NN
cord-292093-6pp9l4j2	69	42	period	period	NN
cord-292093-6pp9l4j2	69	43	and	and	CC
cord-292093-6pp9l4j2	69	44	out	out	RB
cord-292093-6pp9l4j2	69	45	-	-	HYPH
cord-292093-6pp9l4j2	69	46	of	of	IN
cord-292093-6pp9l4j2	69	47	-	-	HYPH
cord-292093-6pp9l4j2	69	48	sample	sample	NN
cord-292093-6pp9l4j2	69	49	evaluation	evaluation	NN
cord-292093-6pp9l4j2	69	50	period	period	NN
cord-292093-6pp9l4j2	69	51	,	,	,
cord-292093-6pp9l4j2	69	52	respectively	respectively	RB
cord-292093-6pp9l4j2	69	53	.	.	.
cord-292093-6pp9l4j2	70	1	Second	second	RB
cord-292093-6pp9l4j2	70	2	,	,	,
cord-292093-6pp9l4j2	70	3	we	-PRON-	PRP
cord-292093-6pp9l4j2	70	4	utilize	utilize	VBP
cord-292093-6pp9l4j2	70	5	the	the	DT
cord-292093-6pp9l4j2	70	6	Model	Model	NNP
cord-292093-6pp9l4j2	70	7	confidence	confidence	NN
cord-292093-6pp9l4j2	70	8	Set	Set	NNP
cord-292093-6pp9l4j2	70	9	(	(	-LRB-
cord-292093-6pp9l4j2	70	10	MCS	MCS	NNP
cord-292093-6pp9l4j2	70	11	)	)	-RRB-
cord-292093-6pp9l4j2	70	12	test	test	NN
cord-292093-6pp9l4j2	70	13	proposed	propose	VBN
cord-292093-6pp9l4j2	70	14	by	by	IN
cord-292093-6pp9l4j2	70	15	Hansen	Hansen	NNP
cord-292093-6pp9l4j2	70	16	et	et	NNP
cord-292093-6pp9l4j2	70	17	al	al	NNP
cord-292093-6pp9l4j2	70	18	.	.	.
cord-292093-6pp9l4j2	71	1	(	(	-LRB-
cord-292093-6pp9l4j2	71	2	2011	2011	CD
cord-292093-6pp9l4j2	71	3	)	)	-RRB-
cord-292093-6pp9l4j2	71	4	to	to	TO
cord-292093-6pp9l4j2	71	5	assess	assess	VB
cord-292093-6pp9l4j2	71	6	the	the	DT
cord-292093-6pp9l4j2	71	7	out	out	RB
cord-292093-6pp9l4j2	71	8	-	-	HYPH
cord-292093-6pp9l4j2	71	9	of	of	IN
cord-292093-6pp9l4j2	71	10	-	-	HYPH
cord-292093-6pp9l4j2	71	11	sample	sample	NN
cord-292093-6pp9l4j2	71	12	results	result	NNS
cord-292093-6pp9l4j2	71	13	and	and	CC
cord-292093-6pp9l4j2	71	14	determine	determine	VBP
cord-292093-6pp9l4j2	71	15	whether	whether	IN
cord-292093-6pp9l4j2	71	16	the	the	DT
cord-292093-6pp9l4j2	71	17	prediction	prediction	NN
cord-292093-6pp9l4j2	71	18	models	model	NNS
cord-292093-6pp9l4j2	71	19	used	use	VBN
cord-292093-6pp9l4j2	71	20	have	have	VBP
cord-292093-6pp9l4j2	71	21	statistically	statistically	RB
cord-292093-6pp9l4j2	71	22	significant	significant	JJ
cord-292093-6pp9l4j2	71	23	differences	difference	NNS
cord-292093-6pp9l4j2	71	24	in	in	IN
cord-292093-6pp9l4j2	71	25	out	out	IN
cord-292093-6pp9l4j2	71	26	-	-	HYPH
cord-292093-6pp9l4j2	71	27	of	of	IN
cord-292093-6pp9l4j2	71	28	-	-	HYPH
cord-292093-6pp9l4j2	71	29	sample	sample	NN
cord-292093-6pp9l4j2	71	30	forecasting	forecasting	NN
cord-292093-6pp9l4j2	71	31	performance	performance	NN
cord-292093-6pp9l4j2	71	32	.	.	.
cord-292093-6pp9l4j2	72	1	4	4	LS
cord-292093-6pp9l4j2	73	1	A	a	DT
cord-292093-6pp9l4j2	73	2	MCS	MCS	NNP
cord-292093-6pp9l4j2	73	3	is	be	VBZ
cord-292093-6pp9l4j2	73	4	a	a	DT
cord-292093-6pp9l4j2	73	5	subset	subset	NN
cord-292093-6pp9l4j2	73	6	of	of	IN
cord-292093-6pp9l4j2	73	7	models	model	NNS
cord-292093-6pp9l4j2	73	8	that	that	WDT
cord-292093-6pp9l4j2	73	9	contains	contain	VBZ
cord-292093-6pp9l4j2	73	10	the	the	DT
cord-292093-6pp9l4j2	73	11	best	good	JJS
cord-292093-6pp9l4j2	73	12	model	model	NN
cord-292093-6pp9l4j2	73	13	with	with	IN
cord-292093-6pp9l4j2	73	14	a	a	DT
cord-292093-6pp9l4j2	73	15	given	give	VBN
cord-292093-6pp9l4j2	73	16	level	level	NN
cord-292093-6pp9l4j2	73	17	of	of	IN
cord-292093-6pp9l4j2	73	18	confidence	confidence	NN
cord-292093-6pp9l4j2	73	19	.	.	.
cord-292093-6pp9l4j2	74	1	The	the	DT
cord-292093-6pp9l4j2	74	2	significance	significance	NN
cord-292093-6pp9l4j2	74	3	level	level	NN
cord-292093-6pp9l4j2	74	4	of	of	IN
cord-292093-6pp9l4j2	74	5	MCS	MCS	NNP
cord-292093-6pp9l4j2	74	6	we	-PRON-	PRP
cord-292093-6pp9l4j2	74	7	choose	choose	VBP
cord-292093-6pp9l4j2	74	8	is	be	VBZ
cord-292093-6pp9l4j2	74	9	10	10	CD
cord-292093-6pp9l4j2	74	10	%	%	NN
cord-292093-6pp9l4j2	74	11	.	.	.
cord-292093-6pp9l4j2	75	1	Evidently	evidently	RB
cord-292093-6pp9l4j2	75	2	,	,	,
cord-292093-6pp9l4j2	75	3	the	the	DT
cord-292093-6pp9l4j2	75	4	larger	large	JJR
cord-292093-6pp9l4j2	75	5	the	the	DT
cord-292093-6pp9l4j2	75	6	MCS	MCS	NNP
cord-292093-6pp9l4j2	75	7	p	p	NN
cord-292093-6pp9l4j2	75	8	-	-	HYPH
cord-292093-6pp9l4j2	75	9	value	value	NN
cord-292093-6pp9l4j2	75	10	,	,	,
cord-292093-6pp9l4j2	75	11	the	the	DT
cord-292093-6pp9l4j2	75	12	better	well	JJR
cord-292093-6pp9l4j2	75	13	the	the	DT
cord-292093-6pp9l4j2	75	14	prediction	prediction	NN
cord-292093-6pp9l4j2	75	15	ability	ability	NN
cord-292093-6pp9l4j2	75	16	of	of	IN
cord-292093-6pp9l4j2	75	17	the	the	DT
cord-292093-6pp9l4j2	75	18	corresponding	corresponding	JJ
cord-292093-6pp9l4j2	75	19	model	model	NN
cord-292093-6pp9l4j2	75	20	.	.	.
cord-292093-6pp9l4j2	76	1	In	in	IN
cord-292093-6pp9l4j2	76	2	addition	addition	NN
cord-292093-6pp9l4j2	76	3	to	to	IN
cord-292093-6pp9l4j2	76	4	the	the	DT
cord-292093-6pp9l4j2	76	5	MCS	MCS	NNP
cord-292093-6pp9l4j2	76	6	test	test	NN
cord-292093-6pp9l4j2	76	7	,	,	,
cord-292093-6pp9l4j2	76	8	we	-PRON-	PRP
cord-292093-6pp9l4j2	76	9	also	also	RB
cord-292093-6pp9l4j2	76	10	employ	employ	VBP
cord-292093-6pp9l4j2	76	11	out	out	RP
cord-292093-6pp9l4j2	76	12	-	-	HYPH
cord-292093-6pp9l4j2	76	13	of	of	IN
cord-292093-6pp9l4j2	76	14	-	-	HYPH
cord-292093-6pp9l4j2	76	15	sample	sample	NN
cord-292093-6pp9l4j2	76	16	R	r	NN
cord-292093-6pp9l4j2	76	17	2	2	CD
cord-292093-6pp9l4j2	76	18	(	(	-LRB-
cord-292093-6pp9l4j2	76	19	2	2	CD
cord-292093-6pp9l4j2	76	20	)	)	-RRB-
cord-292093-6pp9l4j2	76	21	to	to	TO
cord-292093-6pp9l4j2	76	22	assess	assess	VB
cord-292093-6pp9l4j2	76	23	prediction	prediction	NN
cord-292093-6pp9l4j2	76	24	quality	quality	NN
cord-292093-6pp9l4j2	76	25	,	,	,
cord-292093-6pp9l4j2	76	26	which	which	WDT
cord-292093-6pp9l4j2	76	27	is	be	VBZ
cord-292093-6pp9l4j2	76	28	defined	define	VBN
cord-292093-6pp9l4j2	76	29	as	as	IN
cord-292093-6pp9l4j2	76	30	3	3	CD
cord-292093-6pp9l4j2	76	31	The	the	DT
cord-292093-6pp9l4j2	76	32	in	in	IN
cord-292093-6pp9l4j2	76	33	-	-	HYPH
cord-292093-6pp9l4j2	76	34	sample	sample	NN
cord-292093-6pp9l4j2	76	35	estimation	estimation	NN
cord-292093-6pp9l4j2	76	36	results	result	NNS
cord-292093-6pp9l4j2	76	37	are	be	VBP
cord-292093-6pp9l4j2	76	38	available	available	JJ
cord-292093-6pp9l4j2	76	39	upon	upon	IN
cord-292093-6pp9l4j2	76	40	request	request	NN
cord-292093-6pp9l4j2	76	41	.	.	.
cord-292093-6pp9l4j2	77	1	4	4	LS
cord-292093-6pp9l4j2	78	1	For	for	IN
cord-292093-6pp9l4j2	78	2	more	more	RBR
cord-292093-6pp9l4j2	78	3	detailed	detailed	JJ
cord-292093-6pp9l4j2	78	4	introduction	introduction	NN
cord-292093-6pp9l4j2	78	5	about	about	IN
cord-292093-6pp9l4j2	78	6	MCS	MCS	NNP
cord-292093-6pp9l4j2	78	7	technology	technology	NN
cord-292093-6pp9l4j2	78	8	,	,	,
cord-292093-6pp9l4j2	78	9	please	please	UH
cord-292093-6pp9l4j2	78	10	refer	refer	VB
cord-292093-6pp9l4j2	78	11	to	to	IN
cord-292093-6pp9l4j2	78	12	Hansen	Hansen	NNP
cord-292093-6pp9l4j2	78	13	et	et	NNP
cord-292093-6pp9l4j2	78	14	al	al	NNP
cord-292093-6pp9l4j2	78	15	.	.	.
cord-292093-6pp9l4j2	79	1	(	(	-LRB-
cord-292093-6pp9l4j2	79	2	2011	2011	CD
cord-292093-6pp9l4j2	79	3	)	)	-RRB-
cord-292093-6pp9l4j2	79	4	.	.	.
cord-292093-6pp9l4j2	80	1	are	be	VBP
cord-292093-6pp9l4j2	80	2	,	,	,
cord-292093-6pp9l4j2	80	3	respectively	respectively	RB
cord-292093-6pp9l4j2	80	4	,	,	,
cord-292093-6pp9l4j2	80	5	the	the	DT
cord-292093-6pp9l4j2	80	6	actual	actual	JJ
cord-292093-6pp9l4j2	80	7	RV	rv	NN
cord-292093-6pp9l4j2	80	8	,	,	,
cord-292093-6pp9l4j2	80	9	forecast	forecast	NN
cord-292093-6pp9l4j2	80	10	RV	rv	NN
cord-292093-6pp9l4j2	80	11	,	,	,
cord-292093-6pp9l4j2	80	12	and	and	CC
cord-292093-6pp9l4j2	80	13	benchmark	benchmark	JJ
cord-292093-6pp9l4j2	80	14	RV	RV	NNP
cord-292093-6pp9l4j2	80	15	on	on	IN
cord-292093-6pp9l4j2	80	16	day	day	NN
cord-292093-6pp9l4j2	80	17	m+k	m+k	NNP
cord-292093-6pp9l4j2	80	18	,	,	,
cord-292093-6pp9l4j2	80	19	and	and	CC
cord-292093-6pp9l4j2	81	1	m	m	NNP
cord-292093-6pp9l4j2	81	2	and	and	CC
cord-292093-6pp9l4j2	81	3	q	q	NNP
cord-292093-6pp9l4j2	81	4	represent	represent	VB
cord-292093-6pp9l4j2	81	5	the	the	DT
cord-292093-6pp9l4j2	81	6	lengths	length	NNS
cord-292093-6pp9l4j2	81	7	of	of	IN
cord-292093-6pp9l4j2	81	8	the	the	DT
cord-292093-6pp9l4j2	81	9	initial	initial	JJ
cord-292093-6pp9l4j2	81	10	in	in	IN
cord-292093-6pp9l4j2	81	11	-	-	HYPH
cord-292093-6pp9l4j2	81	12	sample	sample	NN
cord-292093-6pp9l4j2	81	13	period	period	NN
cord-292093-6pp9l4j2	81	14	and	and	CC
cord-292093-6pp9l4j2	81	15	out	out	RB
cord-292093-6pp9l4j2	81	16	-	-	HYPH
cord-292093-6pp9l4j2	81	17	of	of	IN
cord-292093-6pp9l4j2	81	18	-	-	HYPH
cord-292093-6pp9l4j2	81	19	sample	sample	NN
cord-292093-6pp9l4j2	81	20	period	period	NN
cord-292093-6pp9l4j2	81	21	,	,	,
cord-292093-6pp9l4j2	81	22	respectively	respectively	RB
cord-292093-6pp9l4j2	81	23	.	.	.
cord-292093-6pp9l4j2	82	1	Obviously	obviously	RB
cord-292093-6pp9l4j2	82	2	,	,	,
cord-292093-6pp9l4j2	82	3	if	if	IN
cord-292093-6pp9l4j2	82	4	the	the	DT
cord-292093-6pp9l4j2	82	5	value	value	NN
cord-292093-6pp9l4j2	82	6	of	of	IN
cord-292093-6pp9l4j2	82	7	2	2	CD
cord-292093-6pp9l4j2	82	8	is	be	VBZ
cord-292093-6pp9l4j2	82	9	greater	great	JJR
cord-292093-6pp9l4j2	82	10	than	than	IN
cord-292093-6pp9l4j2	82	11	0	0	CD
cord-292093-6pp9l4j2	82	12	,	,	,
cord-292093-6pp9l4j2	82	13	the	the	DT
cord-292093-6pp9l4j2	82	14	forecast	forecast	NN
cord-292093-6pp9l4j2	82	15	from	from	IN
cord-292093-6pp9l4j2	82	16	the	the	DT
cord-292093-6pp9l4j2	82	17	model	model	NN
cord-292093-6pp9l4j2	82	18	of	of	IN
cord-292093-6pp9l4j2	82	19	interest	interest	NN
cord-292093-6pp9l4j2	82	20	is	be	VBZ
cord-292093-6pp9l4j2	82	21	better	well	JJR
cord-292093-6pp9l4j2	82	22	than	than	IN
cord-292093-6pp9l4j2	82	23	the	the	DT
cord-292093-6pp9l4j2	82	24	benchmark	benchmark	JJ
cord-292093-6pp9l4j2	82	25	model	model	NN
cord-292093-6pp9l4j2	82	26	.	.	.
cord-292093-6pp9l4j2	83	1	Insert	Insert	NNP
cord-292093-6pp9l4j2	83	2	Table	Table	NNP
cord-292093-6pp9l4j2	83	3	1	1	CD
cord-292093-6pp9l4j2	83	4	about	about	IN
cord-292093-6pp9l4j2	83	5	here	here	RB
cord-292093-6pp9l4j2	83	6	  	  	_SP
cord-292093-6pp9l4j2	83	7	Table	table	NN
cord-292093-6pp9l4j2	83	8	2	2	CD
cord-292093-6pp9l4j2	83	9	shows	show	VBZ
cord-292093-6pp9l4j2	83	10	the	the	DT
cord-292093-6pp9l4j2	83	11	predicted	predict	VBN
cord-292093-6pp9l4j2	83	12	performance	performance	NN
cord-292093-6pp9l4j2	83	13	for	for	IN
cord-292093-6pp9l4j2	83	14	the	the	DT
cord-292093-6pp9l4j2	83	15	FCHI	FCHI	NNP
cord-292093-6pp9l4j2	83	16	in	in	IN
cord-292093-6pp9l4j2	83	17	January	January	NNP
cord-292093-6pp9l4j2	83	18	,	,	,
cord-292093-6pp9l4j2	83	19	February	February	NNP
cord-292093-6pp9l4j2	83	20	and	and	CC
cord-292093-6pp9l4j2	83	21	March	March	NNP
cord-292093-6pp9l4j2	83	22	2020	2020	CD
cord-292093-6pp9l4j2	83	23	.	.	.
cord-292093-6pp9l4j2	84	1	Obviously	obviously	RB
cord-292093-6pp9l4j2	84	2	,	,	,
cord-292093-6pp9l4j2	84	3	the	the	DT
cord-292093-6pp9l4j2	84	4	HAR	HAR	NNP
cord-292093-6pp9l4j2	84	5	-	-	HYPH
cord-292093-6pp9l4j2	84	6	USRV	USRV	NNP
cord-292093-6pp9l4j2	84	7	-	-	HYPH
cord-292093-6pp9l4j2	84	8	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	84	9	model	model	NN
cord-292093-6pp9l4j2	84	10	can	can	MD
cord-292093-6pp9l4j2	84	11	produce	produce	VB
cord-292093-6pp9l4j2	84	12	significantly	significantly	RB
cord-292093-6pp9l4j2	84	13	positive	positive	JJ
cord-292093-6pp9l4j2	84	14	2	2	CD
cord-292093-6pp9l4j2	84	15	values	value	NNS
cord-292093-6pp9l4j2	84	16	in	in	IN
cord-292093-6pp9l4j2	84	17	January	January	NNP
cord-292093-6pp9l4j2	84	18	,	,	,
cord-292093-6pp9l4j2	84	19	February	February	NNP
cord-292093-6pp9l4j2	84	20	and	and	CC
cord-292093-6pp9l4j2	84	21	March	March	NNP
cord-292093-6pp9l4j2	84	22	2020	2020	CD
cord-292093-6pp9l4j2	84	23	,	,	,
cord-292093-6pp9l4j2	84	24	which	which	WDT
cord-292093-6pp9l4j2	84	25	are	be	VBP
cord-292093-6pp9l4j2	84	26	10.600	10.600	CD
cord-292093-6pp9l4j2	84	27	%	%	NN
cord-292093-6pp9l4j2	84	28	,	,	,
cord-292093-6pp9l4j2	84	29	48.987	48.987	CD
cord-292093-6pp9l4j2	84	30	%	%	NN
cord-292093-6pp9l4j2	84	31	,	,	,
cord-292093-6pp9l4j2	84	32	and	and	CC
cord-292093-6pp9l4j2	84	33	38.681	38.681	CD
cord-292093-6pp9l4j2	84	34	%	%	NN
cord-292093-6pp9l4j2	84	35	.	.	.
cord-292093-6pp9l4j2	85	1	In	in	IN
cord-292093-6pp9l4j2	85	2	addition	addition	NN
cord-292093-6pp9l4j2	85	3	,	,	,
cord-292093-6pp9l4j2	85	4	we	-PRON-	PRP
cord-292093-6pp9l4j2	85	5	find	find	VBP
cord-292093-6pp9l4j2	85	6	that	that	IN
cord-292093-6pp9l4j2	85	7	the	the	DT
cord-292093-6pp9l4j2	85	8	HAR	HAR	NNP
cord-292093-6pp9l4j2	85	9	-	-	HYPH
cord-292093-6pp9l4j2	85	10	ALL	all	DT
cord-292093-6pp9l4j2	85	11	model	model	NN
cord-292093-6pp9l4j2	85	12	has	have	VBZ
cord-292093-6pp9l4j2	85	13	the	the	DT
cord-292093-6pp9l4j2	85	14	best	good	JJS
cord-292093-6pp9l4j2	85	15	predictive	predictive	JJ
cord-292093-6pp9l4j2	85	16	ability	ability	NN
cord-292093-6pp9l4j2	85	17	during	during	IN
cord-292093-6pp9l4j2	85	18	COVID-19	COVID-19	NNP
cord-292093-6pp9l4j2	85	19	pandemic	pandemic	NN
cord-292093-6pp9l4j2	85	20	.	.	.
cord-292093-6pp9l4j2	86	1	Especially	especially	RB
cord-292093-6pp9l4j2	86	2	in	in	IN
cord-292093-6pp9l4j2	86	3	March	March	NNP
cord-292093-6pp9l4j2	86	4	2020	2020	CD
cord-292093-6pp9l4j2	86	5	,	,	,
cord-292093-6pp9l4j2	86	6	the	the	DT
cord-292093-6pp9l4j2	86	7	HAR	HAR	NNP
cord-292093-6pp9l4j2	86	8	-	-	HYPH
cord-292093-6pp9l4j2	86	9	ALL	all	DT
cord-292093-6pp9l4j2	86	10	model	model	NN
cord-292093-6pp9l4j2	86	11	can	can	MD
cord-292093-6pp9l4j2	86	12	significantly	significantly	RB
cord-292093-6pp9l4j2	86	13	beat	beat	VB
cord-292093-6pp9l4j2	86	14	other	other	JJ
cord-292093-6pp9l4j2	86	15	competing	compete	VBG
cord-292093-6pp9l4j2	86	16	models	model	NNS
cord-292093-6pp9l4j2	86	17	.	.	.
cord-292093-6pp9l4j2	87	1	Table	table	NN
cord-292093-6pp9l4j2	87	2	3	3	CD
cord-292093-6pp9l4j2	87	3	presents	present	VBZ
cord-292093-6pp9l4j2	87	4	the	the	DT
cord-292093-6pp9l4j2	87	5	predicted	predict	VBN
cord-292093-6pp9l4j2	87	6	performance	performance	NN
cord-292093-6pp9l4j2	87	7	for	for	IN
cord-292093-6pp9l4j2	87	8	the	the	DT
cord-292093-6pp9l4j2	87	9	FTSE	FTSE	NNP
cord-292093-6pp9l4j2	87	10	in	in	IN
cord-292093-6pp9l4j2	87	11	January	January	NNP
cord-292093-6pp9l4j2	87	12	,	,	,
cord-292093-6pp9l4j2	87	13	February	February	NNP
cord-292093-6pp9l4j2	87	14	and	and	CC
cord-292093-6pp9l4j2	87	15	March	March	NNP
cord-292093-6pp9l4j2	87	16	2020	2020	CD
cord-292093-6pp9l4j2	87	17	.	.	.
cord-292093-6pp9l4j2	88	1	It	-PRON-	PRP
cord-292093-6pp9l4j2	88	2	is	be	VBZ
cord-292093-6pp9l4j2	88	3	evident	evident	JJ
cord-292093-6pp9l4j2	88	4	that	that	IN
cord-292093-6pp9l4j2	88	5	during	during	IN
cord-292093-6pp9l4j2	88	6	the	the	DT
cord-292093-6pp9l4j2	88	7	COVID-19	COVID-19	NNP
cord-292093-6pp9l4j2	88	8	the	the	DT
cord-292093-6pp9l4j2	88	9	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	88	10	contains	contain	VBZ
cord-292093-6pp9l4j2	88	11	useful	useful	JJ
cord-292093-6pp9l4j2	88	12	information	information	NN
cord-292093-6pp9l4j2	88	13	and	and	CC
cord-292093-6pp9l4j2	88	14	the	the	DT
cord-292093-6pp9l4j2	88	15	HAR	HAR	NNP
cord-292093-6pp9l4j2	88	16	-	-	HYPH
cord-292093-6pp9l4j2	88	17	ALL	all	DT
cord-292093-6pp9l4j2	88	18	model	model	NN
cord-292093-6pp9l4j2	88	19	has	have	VBZ
cord-292093-6pp9l4j2	88	20	the	the	DT
cord-292093-6pp9l4j2	88	21	best	good	JJS
cord-292093-6pp9l4j2	88	22	predictive	predictive	JJ
cord-292093-6pp9l4j2	88	23	ability	ability	NN
cord-292093-6pp9l4j2	88	24	.	.	.
cord-292093-6pp9l4j2	89	1	From	from	IN
cord-292093-6pp9l4j2	89	2	the	the	DT
cord-292093-6pp9l4j2	89	3	results	result	NNS
cord-292093-6pp9l4j2	89	4	of	of	IN
cord-292093-6pp9l4j2	89	5	Table	table	NN
cord-292093-6pp9l4j2	89	6	  	  	_SP
cord-292093-6pp9l4j2	89	7	4	4	CD
cord-292093-6pp9l4j2	89	8	,	,	,
cord-292093-6pp9l4j2	89	9	we	-PRON-	PRP
cord-292093-6pp9l4j2	89	10	observe	observe	VBP
cord-292093-6pp9l4j2	89	11	that	that	IN
cord-292093-6pp9l4j2	89	12	the	the	DT
cord-292093-6pp9l4j2	89	13	HAR	HAR	NNP
cord-292093-6pp9l4j2	89	14	-	-	HYPH
cord-292093-6pp9l4j2	89	15	USRV	USRV	NNP
cord-292093-6pp9l4j2	89	16	-	-	HYPH
cord-292093-6pp9l4j2	89	17	IDEMV	IDEMV	NNP
cord-292093-6pp9l4j2	89	18	model	model	NN
cord-292093-6pp9l4j2	89	19	can	can	MD
cord-292093-6pp9l4j2	89	20	pass	pass	VB
cord-292093-6pp9l4j2	89	21	the	the	DT
cord-292093-6pp9l4j2	89	22	MCS	MCS	NNP
cord-292093-6pp9l4j2	89	23	test	test	NN
cord-292093-6pp9l4j2	89	24	and	and	CC
cord-292093-6pp9l4j2	89	25	produce	produce	VBP
cord-292093-6pp9l4j2	89	26	a	a	DT
cord-292093-6pp9l4j2	89	27	significantly	significantly	RB
cord-292093-6pp9l4j2	89	28	positive	positive	JJ
cord-292093-6pp9l4j2	89	29	2	2	CD
cord-292093-6pp9l4j2	89	30	value	value	NN
cord-292093-6pp9l4j2	89	31	of	of	IN
cord-292093-6pp9l4j2	89	32	7.319	7.319	CD
cord-292093-6pp9l4j2	89	33	%	%	NN
cord-292093-6pp9l4j2	89	34	only	only	RB
cord-292093-6pp9l4j2	89	35	in	in	IN
cord-292093-6pp9l4j2	89	36	January	January	NNP
cord-292093-6pp9l4j2	89	37	2020	2020	CD
cord-292093-6pp9l4j2	89	38	,	,	,
cord-292093-6pp9l4j2	89	39	however	however	RB
cord-292093-6pp9l4j2	89	40	,	,	,
cord-292093-6pp9l4j2	89	41	the	the	DT
cord-292093-6pp9l4j2	89	42	HAR	HAR	NNP
cord-292093-6pp9l4j2	89	43	-	-	HYPH
cord-292093-6pp9l4j2	89	44	USRV	USRV	NNP
cord-292093-6pp9l4j2	89	45	-	-	HYPH
cord-292093-6pp9l4j2	89	46	VIX	vix	NN
cord-292093-6pp9l4j2	89	47	model	model	NN
cord-292093-6pp9l4j2	89	48	is	be	VBZ
cord-292093-6pp9l4j2	89	49	always	always	RB
cord-292093-6pp9l4j2	89	50	the	the	DT
cord-292093-6pp9l4j2	89	51	best	good	JJS
cord-292093-6pp9l4j2	89	52	prediction	prediction	NN
cord-292093-6pp9l4j2	89	53	model	model	NN
cord-292093-6pp9l4j2	89	54	.	.	.
cord-292093-6pp9l4j2	90	1	Thus	thus	RB
cord-292093-6pp9l4j2	90	2	,	,	,
cord-292093-6pp9l4j2	90	3	our	-PRON-	PRP$
cord-292093-6pp9l4j2	90	4	results	result	NNS
cord-292093-6pp9l4j2	90	5	are	be	VBP
cord-292093-6pp9l4j2	90	6	robust	robust	JJ
cord-292093-6pp9l4j2	90	7	.	.	.
cord-292093-6pp9l4j2	91	1	Insert	Insert	NNP
cord-292093-6pp9l4j2	91	2	Table	Table	NNP
cord-292093-6pp9l4j2	91	3	2	2	CD
cord-292093-6pp9l4j2	91	4	,	,	,
cord-292093-6pp9l4j2	91	5	Table	table	NN
cord-292093-6pp9l4j2	91	6	3	3	CD
cord-292093-6pp9l4j2	91	7	and	and	CC
cord-292093-6pp9l4j2	91	8	Table	Table	NNP
cord-292093-6pp9l4j2	91	9	4	4	CD
cord-292093-6pp9l4j2	91	10	 	 	_SP
cord-292093-6pp9l4j2	92	1	Obviously	obviously	RB
cord-292093-6pp9l4j2	92	2	,	,	,
cord-292093-6pp9l4j2	92	3	if	if	IN
cord-292093-6pp9l4j2	92	4	the	the	DT
cord-292093-6pp9l4j2	92	5	value	value	NN
cord-292093-6pp9l4j2	92	6	of	of	IN
cord-292093-6pp9l4j2	92	7	CumSFE	CumSFE	NNP
cord-292093-6pp9l4j2	92	8	is	be	VBZ
cord-292093-6pp9l4j2	92	9	less	less	JJR
cord-292093-6pp9l4j2	92	10	than	than	IN
cord-292093-6pp9l4j2	92	11	0	0	CD
cord-292093-6pp9l4j2	92	12	,	,	,
cord-292093-6pp9l4j2	92	13	implying	imply	VBG
cord-292093-6pp9l4j2	92	14	that	that	IN
cord-292093-6pp9l4j2	92	15	the	the	DT
cord-292093-6pp9l4j2	92	16	benchmark	benchmark	JJ
cord-292093-6pp9l4j2	92	17	model	model	NN
cord-292093-6pp9l4j2	92	18	performs	perform	VBZ
cord-292093-6pp9l4j2	92	19	poor	poor	JJ
cord-292093-6pp9l4j2	92	20	predictive	predictive	JJ
cord-292093-6pp9l4j2	92	21	ability	ability	NN
cord-292093-6pp9l4j2	92	22	.	.	.
cord-292093-6pp9l4j2	93	1	Figure	figure	NN
cord-292093-6pp9l4j2	93	2	1	1	CD
cord-292093-6pp9l4j2	93	3	,	,	,
cord-292093-6pp9l4j2	93	4	Figure	figure	NN
cord-292093-6pp9l4j2	93	5	2	2	CD
cord-292093-6pp9l4j2	93	6	,	,	,
cord-292093-6pp9l4j2	93	7	and	and	CC
cord-292093-6pp9l4j2	93	8	Figure	figure	NN
cord-292093-6pp9l4j2	93	9	3	3	CD
cord-292093-6pp9l4j2	93	10	show	show	VBP
cord-292093-6pp9l4j2	93	11	the	the	DT
cord-292093-6pp9l4j2	93	12	CumSFE	CumSFE	NNS
cord-292093-6pp9l4j2	93	13	for	for	IN
cord-292093-6pp9l4j2	93	14	the	the	DT
cord-292093-6pp9l4j2	93	15	FCHI	FCHI	NNP
cord-292093-6pp9l4j2	93	16	,	,	,
cord-292093-6pp9l4j2	93	17	FTSE	FTSE	NNP
cord-292093-6pp9l4j2	93	18	,	,	,
cord-292093-6pp9l4j2	93	19	and	and	CC
cord-292093-6pp9l4j2	93	20	GDAXI	GDAXI	NNP
cord-292093-6pp9l4j2	93	21	,	,	,
cord-292093-6pp9l4j2	93	22	respectively	respectively	RB
cord-292093-6pp9l4j2	93	23	.	.	.
cord-292093-6pp9l4j2	94	1	We	-PRON-	PRP
cord-292093-6pp9l4j2	94	2	find	find	VBP
cord-292093-6pp9l4j2	94	3	the	the	DT
cord-292093-6pp9l4j2	94	4	CumSFE	CumSFE	NNS
cord-292093-6pp9l4j2	94	5	values	value	NNS
cord-292093-6pp9l4j2	94	6	are	be	VBP
cord-292093-6pp9l4j2	94	7	negative	negative	JJ
cord-292093-6pp9l4j2	94	8	for	for	IN
cord-292093-6pp9l4j2	94	9	the	the	DT
cord-292093-6pp9l4j2	94	10	FCHI	FCHI	NNP
cord-292093-6pp9l4j2	94	11	and	and	CC
cord-292093-6pp9l4j2	94	12	FTSE	FTSE	NNP
cord-292093-6pp9l4j2	94	13	indices	index	NNS
cord-292093-6pp9l4j2	94	14	.	.	.
cord-292093-6pp9l4j2	95	1	However	however	RB
cord-292093-6pp9l4j2	95	2	,	,	,
cord-292093-6pp9l4j2	95	3	for	for	IN
cord-292093-6pp9l4j2	95	4	the	the	DT
cord-292093-6pp9l4j2	95	5	GDAXI	GDAXI	NNP
cord-292093-6pp9l4j2	95	6	,	,	,
cord-292093-6pp9l4j2	95	7	we	-PRON-	PRP
cord-292093-6pp9l4j2	95	8	observe	observe	VBP
cord-292093-6pp9l4j2	95	9	that	that	IN
cord-292093-6pp9l4j2	95	10	the	the	DT
cord-292093-6pp9l4j2	95	11	CumSFE	CumSFE	NNP
cord-292093-6pp9l4j2	95	12	value	value	NN
cord-292093-6pp9l4j2	95	13	is	be	VBZ
cord-292093-6pp9l4j2	95	14	10	10	CD
cord-292093-6pp9l4j2	95	15	negative	negative	JJ
cord-292093-6pp9l4j2	95	16	only	only	RB
cord-292093-6pp9l4j2	95	17	between	between	IN
cord-292093-6pp9l4j2	95	18	HAR	har	NN
cord-292093-6pp9l4j2	95	19	-	-	HYPH
cord-292093-6pp9l4j2	95	20	USRV	USRV	NNP
cord-292093-6pp9l4j2	95	21	-	-	HYPH
cord-292093-6pp9l4j2	95	22	VIX	VIX	NNP
cord-292093-6pp9l4j2	95	23	and	and	CC
cord-292093-6pp9l4j2	95	24	HAR	HAR	NNP
cord-292093-6pp9l4j2	95	25	-	-	HYPH
cord-292093-6pp9l4j2	95	26	RV	RV	NNP
cord-292093-6pp9l4j2	95	27	.	.	.
cord-292093-6pp9l4j2	96	1	Therefore	therefore	RB
cord-292093-6pp9l4j2	96	2	,	,	,
cord-292093-6pp9l4j2	96	3	our	-PRON-	PRP$
cord-292093-6pp9l4j2	96	4	results	result	NNS
cord-292093-6pp9l4j2	96	5	are	be	VBP
cord-292093-6pp9l4j2	96	6	robust	robust	JJ
cord-292093-6pp9l4j2	96	7	to	to	IN
cord-292093-6pp9l4j2	96	8	the	the	DT
cord-292093-6pp9l4j2	96	9	CumSFE	CumSFE	NNS
cord-292093-6pp9l4j2	96	10	.	.	.
cord-292093-6pp9l4j2	97	1	Insert	Insert	NNP
cord-292093-6pp9l4j2	97	2	Figure	Figure	NNP
cord-292093-6pp9l4j2	97	3	1	1	CD
cord-292093-6pp9l4j2	97	4	,	,	,
cord-292093-6pp9l4j2	97	5	Figure	figure	NN
cord-292093-6pp9l4j2	97	6	2	2	CD
cord-292093-6pp9l4j2	97	7	and	and	CC
cord-292093-6pp9l4j2	97	8	Figure	figure	NN
cord-292093-6pp9l4j2	97	9	3	3	CD
cord-292093-6pp9l4j2	97	10	 	 	_SP
cord-292093-6pp9l4j2	98	1	We	-PRON-	PRP
cord-292093-6pp9l4j2	98	2	declare	declare	VBP
cord-292093-6pp9l4j2	98	3	that	that	IN
cord-292093-6pp9l4j2	98	4	there	there	EX
cord-292093-6pp9l4j2	98	5	is	be	VBZ
cord-292093-6pp9l4j2	98	6	not	not	RB
cord-292093-6pp9l4j2	98	7	conflict	conflict	NN
cord-292093-6pp9l4j2	98	8	of	of	IN
cord-292093-6pp9l4j2	98	9	interest	interest	NN
cord-292093-6pp9l4j2	98	10	.	.	.
cord-292093-6pp9l4j2	99	1	Notes	note	NNS
cord-292093-6pp9l4j2	99	2	:	:	:
cord-292093-6pp9l4j2	100	1	The	the	DT
cord-292093-6pp9l4j2	100	2	significance	significance	NN
cord-292093-6pp9l4j2	100	3	level	level	NN
cord-292093-6pp9l4j2	100	4	of	of	IN
cord-292093-6pp9l4j2	100	5	MCS	MCS	NNP
cord-292093-6pp9l4j2	100	6	we	-PRON-	PRP
cord-292093-6pp9l4j2	100	7	choose	choose	VBP
cord-292093-6pp9l4j2	100	8	is	be	VBZ
cord-292093-6pp9l4j2	100	9	10	10	CD
cord-292093-6pp9l4j2	100	10	%	%	NN
cord-292093-6pp9l4j2	100	11	.	.	.
cord-292093-6pp9l4j2	101	1	*	*	NFP
cord-292093-6pp9l4j2	101	2	,	,	,
cord-292093-6pp9l4j2	102	1	*	*	NFP
cord-292093-6pp9l4j2	102	2	*	*	NFP
cord-292093-6pp9l4j2	102	3	,	,	,
cord-292093-6pp9l4j2	103	1	and	and	CC
cord-292093-6pp9l4j2	104	1	*	*	NFP
cord-292093-6pp9l4j2	104	2	*	*	NFP
cord-292093-6pp9l4j2	104	3	*	*	NFP
cord-292093-6pp9l4j2	104	4	indicate	indicate	VBP
cord-292093-6pp9l4j2	104	5	significant	significant	JJ
cord-292093-6pp9l4j2	104	6	at	at	IN
cord-292093-6pp9l4j2	104	7	the	the	DT
cord-292093-6pp9l4j2	104	8	10	10	CD
cord-292093-6pp9l4j2	104	9	%	%	NN
cord-292093-6pp9l4j2	104	10	,	,	,
cord-292093-6pp9l4j2	104	11	5	5	CD
cord-292093-6pp9l4j2	104	12	%	%	NN
cord-292093-6pp9l4j2	104	13	,	,	,
cord-292093-6pp9l4j2	104	14	and	and	CC
cord-292093-6pp9l4j2	104	15	1	1	CD
cord-292093-6pp9l4j2	104	16	%	%	NN
cord-292093-6pp9l4j2	104	17	levels	level	NNS
cord-292093-6pp9l4j2	104	18	,	,	,
cord-292093-6pp9l4j2	104	19	respectively	respectively	RB
cord-292093-6pp9l4j2	104	20	.	.	.
cord-292093-6pp9l4j2	105	1	The	the	DT
cord-292093-6pp9l4j2	105	2	following	follow	VBG
cord-292093-6pp9l4j2	105	3	table	table	NN
cord-292093-6pp9l4j2	105	4	is	be	VBZ
cord-292093-6pp9l4j2	105	5	also	also	RB
cord-292093-6pp9l4j2	105	6	consistent	consistent	JJ
cord-292093-6pp9l4j2	105	7	.	.	.
cord-292093-6pp9l4j2	105	8	 	 	_SP
cord-292093-6pp9l4j2	106	1	Answering	answer	VBG
cord-292093-6pp9l4j2	106	2	the	the	DT
cord-292093-6pp9l4j2	106	3	skeptics	skeptic	NNS
cord-292093-6pp9l4j2	106	4	:	:	:
cord-292093-6pp9l4j2	106	5	Yes	yes	UH
cord-292093-6pp9l4j2	106	6	,	,	,
cord-292093-6pp9l4j2	106	7	standard	standard	JJ
cord-292093-6pp9l4j2	106	8	volatility	volatility	NN
cord-292093-6pp9l4j2	106	9	models	model	NNS
cord-292093-6pp9l4j2	106	10	do	do	VBP
cord-292093-6pp9l4j2	106	11	provide	provide	VB
cord-292093-6pp9l4j2	106	12	accurate	accurate	JJ
cord-292093-6pp9l4j2	106	13	forecasts	forecast	NNS
cord-292093-6pp9l4j2	106	14	Modeling	model	VBG
cord-292093-6pp9l4j2	106	15	and	and	CC
cord-292093-6pp9l4j2	106	16	forecasting	forecasting	NN
cord-292093-6pp9l4j2	106	17	realized	realize	VBD
cord-292093-6pp9l4j2	106	18	volatility	volatility	NN
cord-292093-6pp9l4j2	106	19	Stock	Stock	NNP
cord-292093-6pp9l4j2	106	20	markets	market	NNS
cord-292093-6pp9l4j2	106	21	'	'	POS
cord-292093-6pp9l4j2	106	22	reaction	reaction	NN
cord-292093-6pp9l4j2	106	23	to	to	IN
cord-292093-6pp9l4j2	106	24	COVID-19	covid-19	VB
cord-292093-6pp9l4j2	106	25	:	:	:
cord-292093-6pp9l4j2	106	26	cases	case	NNS
cord-292093-6pp9l4j2	106	27	or	or	CC
cord-292093-6pp9l4j2	106	28	fatalities	fatality	NNS
cord-292093-6pp9l4j2	106	29	?	?	.
cord-292093-6pp9l4j2	107	1	The	the	DT
cord-292093-6pp9l4j2	107	2	unprecedented	unprecedented	JJ
cord-292093-6pp9l4j2	107	3	stock	stock	NN
cord-292093-6pp9l4j2	107	4	market	market	NN
cord-292093-6pp9l4j2	107	5	impact	impact	NN
cord-292093-6pp9l4j2	107	6	of	of	IN
cord-292093-6pp9l4j2	107	7	COVID-19	COVID-19	NNP
cord-292093-6pp9l4j2	107	8	Global	global	JJ
cord-292093-6pp9l4j2	107	9	equity	equity	NN
cord-292093-6pp9l4j2	107	10	market	market	NN
cord-292093-6pp9l4j2	107	11	volatility	volatility	NN
cord-292093-6pp9l4j2	107	12	spillovers	spillover	NNS
cord-292093-6pp9l4j2	107	13	:	:	:
cord-292093-6pp9l4j2	107	14	A	a	DT
cord-292093-6pp9l4j2	107	15	broader	broad	JJR
cord-292093-6pp9l4j2	107	16	role	role	NN
cord-292093-6pp9l4j2	107	17	for	for	IN
cord-292093-6pp9l4j2	107	18	the	the	DT
cord-292093-6pp9l4j2	107	19	United	United	NNP
cord-292093-6pp9l4j2	107	20	States	States	NNP
cord-292093-6pp9l4j2	107	21	The	the	DT
cord-292093-6pp9l4j2	107	22	contagion	contagion	NN
cord-292093-6pp9l4j2	107	23	effects	effect	NNS
cord-292093-6pp9l4j2	107	24	of	of	IN
cord-292093-6pp9l4j2	107	25	the	the	DT
cord-292093-6pp9l4j2	107	26	COVID-19	COVID-19	NNP
cord-292093-6pp9l4j2	107	27	pandemic	pandemic	NN
cord-292093-6pp9l4j2	107	28	:	:	:
cord-292093-6pp9l4j2	107	29	Evidence	evidence	NN
cord-292093-6pp9l4j2	107	30	from	from	IN
cord-292093-6pp9l4j2	107	31	Gold	Gold	NNP
cord-292093-6pp9l4j2	107	32	and	and	CC
cord-292093-6pp9l4j2	107	33	Cryptocurrencies	Cryptocurrencies	NNP
cord-292093-6pp9l4j2	108	1	A	a	DT
cord-292093-6pp9l4j2	108	2	simple	simple	JJ
cord-292093-6pp9l4j2	108	3	approximate	approximate	JJ
cord-292093-6pp9l4j2	108	4	long	long	JJ
cord-292093-6pp9l4j2	108	5	-	-	HYPH
cord-292093-6pp9l4j2	108	6	memory	memory	NN
cord-292093-6pp9l4j2	108	7	model	model	NN
cord-292093-6pp9l4j2	108	8	of	of	IN
cord-292093-6pp9l4j2	108	9	realized	realize	VBN
cord-292093-6pp9l4j2	108	10	volatility	volatility	NN
cord-292093-6pp9l4j2	108	11	Forecasting	forecast	VBG
cord-292093-6pp9l4j2	108	12	the	the	DT
cord-292093-6pp9l4j2	108	13	good	good	JJ
cord-292093-6pp9l4j2	108	14	and	and	CC
cord-292093-6pp9l4j2	108	15	bad	bad	JJ
cord-292093-6pp9l4j2	108	16	uncertainties	uncertainty	NNS
cord-292093-6pp9l4j2	108	17	of	of	IN
cord-292093-6pp9l4j2	108	18	crude	crude	JJ
cord-292093-6pp9l4j2	108	19	oil	oil	NN
cord-292093-6pp9l4j2	108	20	prices	price	NNS
cord-292093-6pp9l4j2	108	21	using	use	VBG
cord-292093-6pp9l4j2	108	22	a	a	DT
cord-292093-6pp9l4j2	108	23	HAR	har	NN
cord-292093-6pp9l4j2	108	24	framework	framework	NN
cord-292093-6pp9l4j2	108	25	The	the	DT
cord-292093-6pp9l4j2	108	26	incremental	incremental	JJ
cord-292093-6pp9l4j2	108	27	information	information	NN
cord-292093-6pp9l4j2	108	28	content	content	NN
cord-292093-6pp9l4j2	108	29	of	of	IN
cord-292093-6pp9l4j2	108	30	investor	investor	NN
cord-292093-6pp9l4j2	108	31	fear	fear	NN
cord-292093-6pp9l4j2	108	32	gauge	gauge	NN
cord-292093-6pp9l4j2	108	33	for	for	IN
cord-292093-6pp9l4j2	108	34	volatility	volatility	NN
cord-292093-6pp9l4j2	108	35	forecasting	forecasting	NN
cord-292093-6pp9l4j2	108	36	in	in	IN
cord-292093-6pp9l4j2	108	37	the	the	DT
cord-292093-6pp9l4j2	108	38	crude	crude	JJ
cord-292093-6pp9l4j2	108	39	oil	oil	NN
cord-292093-6pp9l4j2	108	40	futures	future	NNS
cord-292093-6pp9l4j2	108	41	market	market	NN
cord-292093-6pp9l4j2	108	42	COVID-19	covid-19	NN
cord-292093-6pp9l4j2	108	43	and	and	CC
cord-292093-6pp9l4j2	108	44	finance	finance	NN
cord-292093-6pp9l4j2	108	45	:	:	:
cord-292093-6pp9l4j2	108	46	Agendas	agenda	NNS
cord-292093-6pp9l4j2	108	47	for	for	IN
cord-292093-6pp9l4j2	108	48	future	future	JJ
cord-292093-6pp9l4j2	108	49	research	research	NN
cord-292093-6pp9l4j2	109	1	The	the	DT
cord-292093-6pp9l4j2	109	2	model	model	NN
cord-292093-6pp9l4j2	109	3	confidence	confidence	NN
cord-292093-6pp9l4j2	109	4	set	set	VBD
cord-292093-6pp9l4j2	109	5	A	a	DT
cord-292093-6pp9l4j2	109	6	General	General	NNP
cord-292093-6pp9l4j2	109	7	Approach	Approach	NNP
cord-292093-6pp9l4j2	109	8	to	to	IN
cord-292093-6pp9l4j2	109	9	Testing	Testing	NNP
cord-292093-6pp9l4j2	109	10	Volatility	Volatility	NNP
cord-292093-6pp9l4j2	109	11	Models	Models	NNPS
cord-292093-6pp9l4j2	109	12	in	in	IN
cord-292093-6pp9l4j2	109	13	Time	Time	NNP
cord-292093-6pp9l4j2	109	14	Series	Series	NNP
cord-292093-6pp9l4j2	109	15	Which	which	WDT
cord-292093-6pp9l4j2	109	16	sentiment	sentiment	NN
cord-292093-6pp9l4j2	109	17	index	index	NN
cord-292093-6pp9l4j2	109	18	is	be	VBZ
cord-292093-6pp9l4j2	109	19	more	more	RBR
cord-292093-6pp9l4j2	109	20	informative	informative	JJ
cord-292093-6pp9l4j2	109	21	to	to	TO
cord-292093-6pp9l4j2	109	22	forecast	forecast	VB
cord-292093-6pp9l4j2	109	23	stock	stock	NN
cord-292093-6pp9l4j2	109	24	market	market	NN
cord-292093-6pp9l4j2	109	25	volatility	volatility	NN
cord-292093-6pp9l4j2	109	26	?	?	.
cord-292093-6pp9l4j2	110	1	Evidence	evidence	NN
cord-292093-6pp9l4j2	110	2	from	from	IN
cord-292093-6pp9l4j2	110	3	China	China	NNP
cord-292093-6pp9l4j2	110	4	Is	be	VBZ
cord-292093-6pp9l4j2	110	5	implied	imply	VBN
cord-292093-6pp9l4j2	110	6	volatility	volatility	NN
cord-292093-6pp9l4j2	110	7	more	more	RBR
cord-292093-6pp9l4j2	110	8	informative	informative	JJ
cord-292093-6pp9l4j2	110	9	for	for	IN
cord-292093-6pp9l4j2	110	10	forecasting	forecasting	NN
cord-292093-6pp9l4j2	110	11	realized	realize	VBD
cord-292093-6pp9l4j2	110	12	volatility	volatility	NN
cord-292093-6pp9l4j2	110	13	:	:	:
cord-292093-6pp9l4j2	111	1	An	an	DT
cord-292093-6pp9l4j2	111	2	international	international	JJ
cord-292093-6pp9l4j2	111	3	perspective	perspective	NN
cord-292093-6pp9l4j2	111	4	Harnessing	harness	VBG
cord-292093-6pp9l4j2	111	5	jump	jump	NN
cord-292093-6pp9l4j2	111	6	component	component	NN
cord-292093-6pp9l4j2	111	7	for	for	IN
cord-292093-6pp9l4j2	111	8	crude	crude	JJ
cord-292093-6pp9l4j2	111	9	oil	oil	NN
cord-292093-6pp9l4j2	111	10	volatility	volatility	NN
cord-292093-6pp9l4j2	111	11	forecasting	forecasting	NN
cord-292093-6pp9l4j2	111	12	in	in	IN
cord-292093-6pp9l4j2	111	13	the	the	DT
cord-292093-6pp9l4j2	111	14	presence	presence	NN
cord-292093-6pp9l4j2	111	15	of	of	IN
cord-292093-6pp9l4j2	111	16	extreme	extreme	JJ
cord-292093-6pp9l4j2	111	17	shocks	shock	NNS
cord-292093-6pp9l4j2	112	1	Does	do	VBZ
cord-292093-6pp9l4j2	112	2	US	US	NNP
cord-292093-6pp9l4j2	112	3	Economic	economic	JJ
cord-292093-6pp9l4j2	112	4	Policy	Policy	NNP
cord-292093-6pp9l4j2	112	5	Uncertainty	Uncertainty	NNP
cord-292093-6pp9l4j2	112	6	matter	matter	NN
cord-292093-6pp9l4j2	112	7	for	for	IN
cord-292093-6pp9l4j2	112	8	European	european	JJ
cord-292093-6pp9l4j2	112	9	stock	stock	NN
cord-292093-6pp9l4j2	112	10	markets	market	NNS
cord-292093-6pp9l4j2	112	11	volatility	volatility	NN
cord-292093-6pp9l4j2	112	12	COVID-19	COVID-19	NNP
cord-292093-6pp9l4j2	112	13	pandemic	pandemic	NN
cord-292093-6pp9l4j2	112	14	,	,	,
cord-292093-6pp9l4j2	112	15	oil	oil	NN
cord-292093-6pp9l4j2	112	16	prices	price	NNS
cord-292093-6pp9l4j2	112	17	,	,	,
cord-292093-6pp9l4j2	112	18	stock	stock	NN
cord-292093-6pp9l4j2	112	19	market	market	NN
cord-292093-6pp9l4j2	112	20	,	,	,
cord-292093-6pp9l4j2	112	21	geopolitical	geopolitical	JJ
cord-292093-6pp9l4j2	112	22	risk	risk	NN
cord-292093-6pp9l4j2	112	23	and	and	CC
cord-292093-6pp9l4j2	112	24	policy	policy	NN
cord-292093-6pp9l4j2	112	25	uncertainty	uncertainty	NN
cord-292093-6pp9l4j2	112	26	nexus	nexus	NN
cord-292093-6pp9l4j2	112	27	in	in	IN
cord-292093-6pp9l4j2	112	28	the	the	DT
cord-292093-6pp9l4j2	112	29	US	US	NNP
cord-292093-6pp9l4j2	112	30	economy	economy	NN
cord-292093-6pp9l4j2	112	31	:	:	:
cord-292093-6pp9l4j2	113	1	Fresh	fresh	JJ
cord-292093-6pp9l4j2	113	2	evidence	evidence	NN
cord-292093-6pp9l4j2	113	3	from	from	IN
cord-292093-6pp9l4j2	113	4	the	the	DT
cord-292093-6pp9l4j2	113	5	wavelet	wavelet	NN
cord-292093-6pp9l4j2	113	6	-	-	HYPH
cord-292093-6pp9l4j2	113	7	based	base	VBN
cord-292093-6pp9l4j2	113	8	approach	approach	NN
cord-292093-6pp9l4j2	113	9	What	what	WP
cord-292093-6pp9l4j2	113	10	the	the	DT
cord-292093-6pp9l4j2	113	11	stock	stock	NN
cord-292093-6pp9l4j2	113	12	market	market	NN
cord-292093-6pp9l4j2	113	13	tells	tell	VBZ
cord-292093-6pp9l4j2	113	14	us	-PRON-	PRP
cord-292093-6pp9l4j2	113	15	about	about	IN
cord-292093-6pp9l4j2	113	16	the	the	DT
cord-292093-6pp9l4j2	113	17	post	post	JJ
cord-292093-6pp9l4j2	113	18	-	-	JJ
cord-292093-6pp9l4j2	113	19	COVID-19	covid-19	JJ
cord-292093-6pp9l4j2	113	20	world	world	NN
cord-292093-6pp9l4j2	113	21	Forecasting	Forecasting	NNP
cord-292093-6pp9l4j2	113	22	crude	crude	JJ
cord-292093-6pp9l4j2	113	23	oil	oil	NN
cord-292093-6pp9l4j2	113	24	market	market	NN
cord-292093-6pp9l4j2	113	25	volatility	volatility	NN
cord-292093-6pp9l4j2	113	26	:	:	:
cord-292093-6pp9l4j2	113	27	Further	further	JJ
cord-292093-6pp9l4j2	113	28	evidence	evidence	NN
cord-292093-6pp9l4j2	113	29	using	use	VBG
cord-292093-6pp9l4j2	113	30	GARCH	garch	NN
cord-292093-6pp9l4j2	113	31	-	-	HYPH
cord-292093-6pp9l4j2	113	32	class	class	NN
cord-292093-6pp9l4j2	113	33	models	model	NNS
cord-292093-6pp9l4j2	113	34	Forecasting	forecast	VBG
cord-292093-6pp9l4j2	113	35	the	the	DT
cord-292093-6pp9l4j2	113	36	volatility	volatility	NN
cord-292093-6pp9l4j2	113	37	of	of	IN
cord-292093-6pp9l4j2	113	38	crude	crude	JJ
cord-292093-6pp9l4j2	113	39	oil	oil	NN
cord-292093-6pp9l4j2	113	40	futures	future	NNS
cord-292093-6pp9l4j2	113	41	using	use	VBG
cord-292093-6pp9l4j2	113	42	HAR	har	NN
cord-292093-6pp9l4j2	113	43	-	-	HYPH
cord-292093-6pp9l4j2	113	44	type	type	NN
cord-292093-6pp9l4j2	113	45	models	model	NNS
cord-292093-6pp9l4j2	113	46	with	with	IN
cord-292093-6pp9l4j2	113	47	structural	structural	JJ
cord-292093-6pp9l4j2	113	48	breaks	break	NNS
cord-292093-6pp9l4j2	113	49	Financial	financial	JJ
cord-292093-6pp9l4j2	113	50	markets	market	NNS
cord-292093-6pp9l4j2	113	51	under	under	IN
cord-292093-6pp9l4j2	113	52	the	the	DT
cord-292093-6pp9l4j2	113	53	global	global	JJ
cord-292093-6pp9l4j2	113	54	pandemic	pandemic	NN
cord-292093-6pp9l4j2	113	55	of	of	IN
cord-292093-6pp9l4j2	113	56	COVID-19	COVID-19	NNP
cord-292093-6pp9l4j2	113	57	Forecasting	Forecasting	NNP
cord-292093-6pp9l4j2	113	58	global	global	JJ
cord-292093-6pp9l4j2	113	59	equity	equity	NN
cord-292093-6pp9l4j2	113	60	market	market	NN
cord-292093-6pp9l4j2	113	61	volatilities	volatility	NNS