Erratum to “Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach” [Theoretical Economics Letters, 2019, 9, 83-99]

DOI: 10.4236/tel.2019.95090   PDF   HTML   XML   299 Downloads   465 Views  


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

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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.

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