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 14 18 218
Mixed-Frequency Macro-Financial Spillovers 1 2 15 446 1 11 45 1,058
Mixed-frequency macro-financial spillovers 0 1 2 57 0 7 12 385
Stochastic Spanning 0 0 0 10 0 3 6 79
Stochastic Spanning 0 0 0 29 0 4 5 149
Total Working Papers 1 3 18 589 2 39 86 1,889


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 1 1 1 14 2 6 7 68
Macro-financial spillovers 0 0 4 15 1 7 18 50
Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data 0 0 0 13 1 7 9 54
Statistical tests of distributional scaling properties for financial return series 0 0 0 3 0 3 3 18
Stochastic Spanning 0 0 1 4 0 4 8 30
Total Journal Articles 1 1 6 49 4 27 45 220


Statistics updated 2026-03-04