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 2 5 21 222
Mixed-Frequency Macro-Financial Spillovers 2 3 15 448 6 11 48 1,068
Mixed-frequency macro-financial spillovers 1 1 3 58 2 2 13 387
Stochastic Spanning 0 0 0 10 1 2 8 81
Stochastic Spanning 0 0 0 29 0 1 6 150
Total Working Papers 3 4 19 592 11 21 96 1,908


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 1 1 14 5 8 13 74
Macro-financial spillovers 0 0 4 15 3 5 22 54
Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data 0 0 0 13 2 4 12 57
Statistical tests of distributional scaling properties for financial return series 0 0 0 3 1 1 4 19
Stochastic Spanning 0 0 1 4 2 2 10 32
Total Journal Articles 0 1 6 49 13 20 61 236


Statistics updated 2026-05-06