Corrigendum to "Rescaled variance and related tests for long memory in volatility and levels": [J. Econom. 112 (2003) 265-294]

Corrigendum to ‘‘Rescaled variance and related tests for long memory in volatility and levels’’ [J. Econom. 112 (2003) 265–294] Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus , Gilles Teyssière University of York, Department of Mathematics and Economics, Heslington, York YO10 5DD, UK Department of Mathematics and Statistics, Utah State University, 3900 Old Main Hill, UT 84322-3900, USA Department of Mathematics and Informatics, Vilnius University, Naugarduko 24, 03225 Vilnius, Lithuania GREQAM & CORE, Centre de la Vieille Charité, 2 rue de la Charité, F-13002 Marseille, France