TITLE:
Erratum to “Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach” [Theoretical Economics Letters, 2019, 9, 83-99]
AUTHORS:
Hira Aftab, Rabiul Alam Beg, Sizhong Sun, Zhangyue Zhou
KEYWORDS:
Diagonal BEKK, QMLE, Diversification, Spillovers, Partial Co-Volatility, Bond Market, Stock Market, Money Market
JOURNAL NAME:
Theoretical Economics Letters,
Vol.9 No.5,
June
14,
2019
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.