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Items where Author is "Hallam, Mark"

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Article

Arvanitis, Stelios and Hallam, Mark and Post, Thierry and Topaloglou, Nikolas (2019) 'Stochastic Spanning.' Journal of Business and Economic Statistics, 37 (4). 573 - 585. ISSN 0735-0015

Hallam, Mark and Olmo, Jose (2018) 'Statistical Tests of Distributional Scaling Properties for Financial Return Series.' Quantitative Finance, 18 (7). 1211 - 1232. ISSN 1469-7688

Hallam, Mark and Olmo, Jose (2014) 'Forecasting daily return densities from intraday data: A multifractal approach.' International Journal of Forecasting, 30 (4). 863 - 881. ISSN 0169-2070

This list was generated on Thu Oct 29 06:10:19 2020 GMT.