Submitted on: 24 August 2023.
Revised on: 03 December 2023.
Accepted on: 24 December 2023.
___________________Journal of Financial Econometrics
Submitted on: 11 October 1999.
Revised on: 24 December 1999.
Accepted on: 14 January 2000.
___________________Journal of Financial Econometrics
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Submitted on: 09 January 2008.
Revised on: 13 March 2008.
Accepted on: 21 April 2008.
___________________Journal of Financial Econometrics
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