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

ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.net/journal/tel
E-mail: [email protected]

Citations

"Erratum to “Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach” [Theoretical Economics Letters, 2019, 9, 83-99]"
written by Hira Aftab, Rabiul Alam Beg, Sizhong Sun, Zhangyue Zhou,
published by Theoretical Economics Letters, Vol.9 No.5, 2019

has been cited by the following article(s):

[1]	Modelling and forecasting financial asset return and volatility spillovers: theory and applications
	2019