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McAleer, M. (2019) What They Did Not Tell You about Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. Journal of Risk and Financial Management, 12, 66.
https://doi.org/10.3390/jrfm12020066

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.