Items where Author is "Hallam, Mark"

Article

Arvanitis, Stelios and Hallam, Mark and Post, Thierry and Topaloglou, Nikolas (2019) Stochastic Spanning. Journal of Business and Economic Statistics, 37 (4). pp. 573-585. DOI https://doi.org/10.1080/07350015.2017.1391099

Hallam, Mark and Olmo, Jose (2018) Statistical Tests of Distributional Scaling Properties for Financial Return Series. Quantitative Finance, 18 (7). pp. 1211-1232. DOI https://doi.org/10.1080/14697688.2017.1298832

Hallam, Mark and Olmo, Jose (2014) Forecasting daily return densities from intraday data: A multifractal approach. International Journal of Forecasting, 30 (4). pp. 863-881. DOI https://doi.org/10.1016/j.ijforecast.2014.01.007