1. University of Cambridge, College Farmhouse, 61 High Street, Barton, Cambridge CB23 7BG, UK ()
2. Monash University, Department of Econometrics, 900 Dandenong Road, Caulfield, VIC 3145, Australia()
3. Department of Economics, Lund University, and Centre for Financial Econometrics, Deakin University, Box 7082 220 07, Lund, Sweden ()