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McAleer, M., Chan, F., Hoti, S. and Lieberman, O. (2008) Generalized Autoregressive Conditional Correlation. Econometric Theory, 24, 1554-1583.
https://doi.org/10.1017/S0266466608080614

has been cited by the following article:

• 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.