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

2026-03-01Carta Acesso aberto
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dc.contributor.authorCampos-Martins, Susana
dc.contributor.authorAmado, Cristina
dc.date.accessioned2026-03-23T10:56:37Z
dc.date.available2026-03-23T10:56:37Z
dc.date.issued2026-03-01
dc.description.abstractThe 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.eng
dc.identifier.citationCampos-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
dc.identifier.doi10.1016/j.irfa.2026.105147
dc.identifier.eid105031936452
dc.identifier.issn1057-5219
dc.identifier.otherb0644d5a-d0da-4045-9bcb-35de21da6648
dc.identifier.urihttp://hdl.handle.net/10400.14/57414
dc.language.isoeng
dc.peerreviewedno
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.titleCorrigendum to ‘Modelling time-varying volatility interactions’ (International Review of Financial Analysis, (2026), 111, C, (105098), (S1057521926000256), 10.1016/j.irfa.2026.105098)eng
dc.typeletter
dspace.entity.typePublication
oaire.citation.titleInternational Review of Financial Analysis
oaire.versionhttp://purl.org/coar/version/c_970fb48d4fbd8a85

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