Corrigendum to ‘Modelling time-varying volatility interactions’ (International Review of Financial Analysis, (2026), 111, C, (105098), (S1057521926000256), 10.1016/j.irfa.2026.105098)

Campos-Martins, Susana; Amado, Cristina

http://hdl.handle.net/10400.14/57414

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Autores

Campos-Martins, Susana

Amado, Cristina

Resumo(s)

The authors regret that in Eq. (7) the nonstationary component gt was incorrectly written asgt=??+?r=1qAr??t?r2+?s=1pBs?ht?sGt/T. The correct expression isgt=Gt/T??+?r=1qAr??t?r2+?s=1pBs?ht?s. This was a typographical error in the order of matrix-vector multiplication. This correction does not affect the results or conclusions of the paper. The authors would like to apologise for any inconvenience caused.

URI

http://hdl.handle.net/10400.14/57414

Citação

Campos-Martins, S., & Amado, C. (in press). Corrigendum to ‘Modelling time-varying volatility interactions’ (International Review of Financial Analysis, (2026), 111, C, (105098), (S1057521926000256), 10.1016/j.irfa.2026.105098). International Review of Financial Analysis, Article 105147. https://doi.org/10.1016/j.irfa.2026.105147

DOI

10.1016/j.irfa.2026.105147

Coleções

CUBE - Contribuições em Revistas Científicas / Contribution to Journals

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