Mark Hallam
Names
| first: | Mark |
| last: | Hallam |
Identifer
| RePEc Short-ID: | pha1151 |
Contact
| homepage: | https://sites.google.com/view/markhallam |
Affiliations
-
University of York
/ Department of Economics and Related Studies
- EDIRC entry
- location:
Research profile
author of:
- Stochastic Spanning (RePEc:aeb:wpaper:201510:y:2015)
by Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou - Forecasting daily return densities from intraday data: A multifractal approach (RePEc:eee:intfor:v:30:y:2014:i:4:p:863-881)
by Hallam, Mark & Olmo, Jose - Stochastic Spanning (RePEc:koc:wpaper:1505)
by Stelios Arvanitis & Mark Hallam & Thierry Post - Mixed-Frequency Macro-Financial Spillovers (RePEc:koc:wpaper:1704)
by John Cotter & Mark Hallam & Kamil Yilmaz - Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data (RePEc:oup:jfinec:v:12:y:2014:i:2:p:408-432.)
by Mark Hallam & Jose Olmo - Stochastic Spanning (RePEc:taf:jnlbes:v:37:y:2019:i:4:p:573-585)
by Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou - Statistical tests of distributional scaling properties for financial return series (RePEc:taf:quantf:v:18:y:2018:i:7:p:1211-1232)
by Mark Hallam & Jose Olmo - Mixed-frequency macro-financial spillovers (RePEc:ucd:wpaper:201704)
by John Cotter & Mark Hallam & Kamil Yilmaz - Macro-Financial Spillovers (RePEc:ucd:wpaper:202005)
by John Cotter & Mark Hallam & Kamil Yilmaz