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 1 1 1 47 2 3 7 204
Mixed-Frequency Macro-Financial Spillovers 2 5 16 441 2 8 33 1,036
Mixed-frequency macro-financial spillovers 0 1 3 56 0 2 8 377
Stochastic Spanning 0 0 0 29 0 0 1 144
Stochastic Spanning 0 0 0 10 0 1 3 75
Total Working Papers 3 7 20 583 4 14 52 1,836


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 1 3 4 14 2 8 13 41
Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data 0 0 1 13 0 0 3 45
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 2 3 25
Total Journal Articles 1 3 6 47 2 10 20 188


Statistics updated 2025-10-06