Submitted on: 21 July 2007.
Revised on: 08 November 2007.
Accepted on: 11 December 2007.
___________________Journal of Financial Econometrics
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Submitted on: 16 July 2002.
Revised on: 13 September 2002.
Accepted on: 30 September 2002.
___________________Journal of Financial Econometrics
Submitted on: 04 November 2010.
Revised on: 04 March 2011.
Accepted on: 16 March 2011.
___________________Journal of Financial Econometrics
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Submitted on: 18 March 2004.
Revised on: 09 June 2004.
Accepted on: 02 August 2004.
___________________Journal of Financial Econometrics
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Submitted on: 24 March 1998.
Revised on: 11 July 1998.
Accepted on: 07 August 1998.
___________________Journal of Financial Econometrics