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 1 47 1 1 8 205
Mixed-Frequency Macro-Financial Spillovers 0 3 15 444 4 15 41 1,051
Mixed-frequency macro-financial spillovers 1 1 3 57 3 4 9 381
Stochastic Spanning 0 0 0 29 1 2 2 146
Stochastic Spanning 0 0 0 10 3 4 7 79
Total Working Papers 1 4 19 587 12 26 67 1,862


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 1 1 2 63
Macro-financial spillovers 0 1 4 15 2 4 14 45
Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data 0 0 0 13 2 4 6 49
Statistical tests of distributional scaling properties for financial return series 0 0 0 3 1 1 1 16
Stochastic Spanning 0 0 1 4 0 1 4 26
Total Journal Articles 0 1 5 48 6 11 27 199


Statistics updated 2026-01-09