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Correction to: Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios

The Original Article was published on 03 December 2020

Correction to: Demirel and Unal Financial Innovation (2020) 6:50 https://doi.org/10.1186/s40854-020-00203-3

After publication of this article (Demirel and Unal 2020), it is noticed that Table 7 contained an error. The heading ‘Long Term Bond Portfolio’ should be replaced by two sub-headings “MV-Optimal Portfolios Average (Short-Term)” and “MV-Optimal Portfolios Average (Long-Term)”.

The correct Table 7 is listed below.

Table 7 Sample portfolios

The original article has been updated.

Reference

  1. Demirel M, Unal G (2020) Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios. Financ Innov 6:50. https://doi.org/10.1186/s40854-020-00203-3

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Correspondence to Gazanfer Unal.

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Demirel, M., Unal, G. Correction to: Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios. Financ Innov 7, 2 (2021). https://doi.org/10.1186/s40854-020-00225-x

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