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Erratum to “Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach” [Theoretical Economics Letters, 2019, 9, 83-99]
(Articles)
Hira Aftab
,
Rabiul Alam Beg
,
Sizhong Sun
,
Zhangyue Zhou
Theoretical Economics Letters
Vol.9 No.5
,June 14, 2019
DOI:
10.4236/tel.2019.95090
735
Downloads
1,361
Views
Citations
Estimation and Application of GARCH-X Model Based on High-Frequency Data
(Articles)
Zefang Song
,
Lingjun Chen
,
Wenlin Huang
American Journal of Industrial and Business Management
Vol.15 No.2
,February 20, 2025
DOI:
10.4236/ajibm.2025.152012
56
Downloads
281
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Citations
This article belongs to the Special Issue on
Business, Finance and Investment
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