I searched on Bing, Yahoo and Google and found few manual tricks, but all manual tricks are failing. Then, I went through alternate solution, i.e. Recoveryfix for MBOX to PST.
No doubt, it is a paid tool, but did entire migration process in few mouse clicks. Before availing its full version, you can try the free trial version from: http://www.recoveryfix.com/mbox-to-pst-converter/