ABSTRACT 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.
Cite this paper
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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