• No results found

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

N/A
N/A
Protected

Academic year: 2020

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

Copied!
18
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Table 1. Basic statistics of the return series from 4 April 2006 to 20 June 2016.
Figure 1. Time plot of daily log returns in percentage from 4 April 2006 to 20 December 2016 (x-axis representing the time di-mension and y-axis representing the percentage log returns)
Figure 2. Time plot of the squared return series.
Table 2. Stationarity/non stationarity tests of the return series from 4 April 2006 to 20 June 2016
+4

References

Related documents

coordinate with OPNAV (N96) to implement the responsibilities of the CNO with regard to the determination of CBRN survivability capabilities of amphibious and mine warfare ships

The population of interest will be derived from primary care, through the clinical practice research data-link (CPRD, n=10M) and the student will use electronic linkage to

The Centre for Sustainable International Development (hereafter referred to as the Centre) provides the University with a mechanism to support countries in honouring

Minjary National Park contains significant intact remnants of South West Slopes forest and woodland communities and their associated fauna species, including White Box Grassy

The Meeting received information on the stability of residues of dimethomorph in a range of raw agricultural commodities, processed fractions, mik, animal tissues

As part of the analysis to help the Advisory Committee and the public with the review and planning for student assignment policy, the technical team consolidated data about the

She holds an undergraduate degree in elementary education , a master's degree in guidance and counseling , and a specialist degree in Education Administration from Minnesota

Basically, consecutive constructions involve two or more verbs that express related events which may occur in succession or simultaneously, while serial verb constructions involve