Institute of Business & Information Technology, University of the Punjab, Lahore, Pakistan
College of Business, Law and Governance, James Cook University, Townsville, Australia
College of Business, Law and Governance, James Cook University, Townsville, Australia
College of Business, Law and Governance, James Cook University, Townsville, Australia
Copyright © 2019 Hira Aftab, Rabiul Alam Beg, Sizhong Sun, Zhangyue Zhou et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Aftab, H. , Beg, R. , Sun, S. and Zhou, Z. (2019) Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach.
Theoretical Economics Letters,
9, 83-99. doi:
10.4236/tel.2019.91008.