Submitted on: 25 September 2006.
Revised on: 10 January 2007.
Accepted on: 02 March 2007.
___________________Journal of Financial Econometrics
Submitted on: 25 June 2007.
Revised on: 29 September 2007.
Accepted on: 12 October 2007.
___________________Journal of Financial Econometrics
Submitted on: 16 August 2014.
Revised on: 09 September 2014.
Accepted on: 29 September 2014.
___________________Journal of Financial Econometrics
Submitted on: 14 May 2024.
Revised on: 31 July 2024.
Accepted on: 13 September 2024.
___________________Journal of Financial Econometrics
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Submitted on: 27 November 2019.
Revised on: 21 February 2020.
Accepted on: 23 March 2020.
___________________Journal of Financial Econometrics