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 3 7 24 225
Mixed-Frequency Macro-Financial Spillovers 0 2 14 448 3 13 47 1,071
Mixed-frequency macro-financial spillovers 0 1 3 58 0 2 12 387
Stochastic Spanning 0 0 0 10 1 3 9 82
Stochastic Spanning 0 0 0 29 0 1 6 150
Total Working Papers 0 3 18 592 7 26 98 1,915


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 1 14 0 6 13 74
Macro-financial spillovers 0 0 4 15 1 5 23 55
Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data 0 0 0 13 0 3 12 57
Statistical tests of distributional scaling properties for financial return series 0 0 0 3 0 1 4 19
Stochastic Spanning 0 0 0 4 0 2 9 32
Total Journal Articles 0 0 5 49 1 17 61 237


Statistics updated 2026-06-04