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Submitted on: 07 November 2006.
Revised on: 24 January 2007.
Accepted on: 07 March 2007.
___________________Journal of Financial Econometrics
Submitted on: 19 August 2021.
Revised on: 23 October 2021.
Accepted on: 28 November 2021.
___________________Journal of Financial Econometrics
Submitted on: 15 October 2017.
Revised on: 13 November 2017.
Accepted on: 12 December 2017.
___________________Journal of Financial Econometrics
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