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 1 1 47 0 3 7 204
Mixed-Frequency Macro-Financial Spillovers 3 7 18 444 8 13 40 1,044
Mixed-frequency macro-financial spillovers 0 0 3 56 0 0 8 377
Stochastic Spanning 0 0 0 10 0 0 3 75
Stochastic Spanning 0 0 0 29 0 0 1 144
Total Working Papers 3 8 22 586 8 16 59 1,844


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 1 62
Macro-financial spillovers 0 1 3 14 0 4 11 41
Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data 0 0 0 13 2 2 4 47
Statistical tests of distributional scaling properties for financial return series 0 0 0 3 0 0 0 15
Stochastic Spanning 0 0 1 4 0 0 3 25
Total Journal Articles 0 1 4 47 2 6 19 190


Statistics updated 2025-11-08