TELTheoretical Economics Letters2162-2078Scientific Research Publishing10.4236/tel.2019.95090TEL-93021ArticlesBusiness&Economics Erratum to “Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach” [Theoretical Economics Letters, 2019, 9, 83-99] HiraAftab1*RabiulAlam Beg2SizhongSun2ZhangyueZhou2Institute of Business & Information Technology, University of the Punjab, Lahore, PakistanCollege of Business, Law and Governance, James Cook University, Townsville, Australia0705201909051393141024, October 201826, January 2019 29, January 2019© Copyright 2014 by authors and Scientific Research Publishing Inc. 2014This work is licensed under the Creative Commons Attribution International License (CC BY). http://creativecommons.org/licenses/by/4.0/

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.

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