Access Statistics for Mark Hallam

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macro-Financial Spillovers 0 0 0 46 2 3 6 200
Mixed-Frequency Macro-Financial Spillovers 1 4 22 431 1 6 51 1,013
Mixed-frequency macro-financial spillovers 0 2 2 55 0 4 7 373
Stochastic Spanning 0 0 0 29 0 1 1 144
Stochastic Spanning 0 0 0 10 1 1 2 73
Total Working Papers 1 6 24 571 4 15 67 1,803


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting daily return densities from intraday data: A multifractal approach 0 0 0 13 0 0 0 61
Macro-financial spillovers 0 0 4 11 0 1 8 32
Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data 0 0 2 13 1 2 6 45
Statistical tests of distributional scaling properties for financial return series 0 0 0 3 0 0 1 15
Stochastic Spanning 0 0 1 3 0 0 1 22
Total Journal Articles 0 0 7 43 1 3 16 175


Statistics updated 2025-03-03