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

Financial Innovation volume 7, Article number: 2 (2021) Cite this article

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
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The original article has been updated.

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Authors and Affiliations

  1. Treasury Department, Isbank AG, 60313, Frankfurt am Main, Germany

    Mustafa Demirel

  2. Financial Economics Department, Yeditepe University, 34755, Istanbul, Turkey

    Mustafa Demirel

  3. Administrative Sciences, Bahcesehir University, 34349, Istanbul, Turkey

    Gazanfer Unal

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  1. Mustafa Demirel
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  2. Gazanfer Unal
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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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  • DOI: https://doi.org/10.1186/s40854-020-00225-x