Author(s)

Hira Aftab^1,2*, Rabiul Alam Beg¹, Sizhong Sun¹, Zhangyue Zhou¹

¹College of Business, Law and Governance, James Cook University, Townsville, Australia.
²Institute of Business & Information Technology, University of the Punjab, Lahore, Pakistan.

The original online version of this article (Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach” [Theoretical Economics Letters, 2019, 9, 83-99]. https://doi.org/10.4236/tel.2019.91008) unfortunately contains some mistakes. The author wishes to correct the errors.

Diagonal BEKK, QMLE, Diversification, Spillovers, Partial Co-Volatility, Bond Market, Stock Market, Money Market

Aftab, H. , Beg, R. , Sun, S. and Zhou, Z. (2019) Erratum to “Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach” [Theoretical Economics Letters, 2019, 9, 83-99]. Theoretical Economics Letters, 9, 1393-1410. doi: 10.4236/tel.2019.95090.