Mark Hallam : Citation Profile


Are you Mark Hallam?

University of Essex

3

H index

0

i10 index

19

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   3 years (2014 - 2017). See details.
   Cites by year: 6
   Journals where Mark Hallam has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 1 (5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha1151
   Updated: 2020-10-17    RAS profile: 2017-05-01    
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Relations with other researchers


Works with:

cotter, john (2)

Yilmaz, Kamil (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Hallam.

Is cited by:

Dovern, Jonas (5)

Scaillet, Olivier (3)

Topaloglou, Nikolas (2)

Poon, Aubrey (2)

Koop, Gary (2)

Gefang, Deborah (2)

Thiem, Christopher (1)

Stengos, Thanasis (1)

Leiva-Leon, Danilo (1)

Mikaliunaite, Ieva (1)

Pinar, Mehmet (1)

Cites to:

Diebold, Francis (7)

Calvet, Laurent (5)

Fisher, Adlai (4)

Yilmaz, Kamil (4)

Andersen, Torben (3)

Harvey, Campbell (3)

Bollerslev, Tim (3)

Bekaert, Geert (3)

Claessens, Stijn (3)

Jondeau, Eric (2)

Schorfheide, Frank (2)

Main data


Where Mark Hallam has published?


Working Papers Series with more than one paper published# docs
Koç University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum2

Recent works citing Mark Hallam (2020 and 2019)


YearTitle of citing document
2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020Macro-financial interactions in a changing world. (2020). Leiva-Leon, Danilo ; Gerba, Eddie. In: Working Papers. RePEc:bde:wpaper:2018.

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2020Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

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2020Computationally efficient inference in large Bayesian mixed frequency VARs. (2020). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301014.

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2020Spanning tests for Markowitz stochastic dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:291-311.

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2020Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs. (2020). Poon, Aubrey ; Gefang, Deborah ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-07.

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2020Order‐invariant tests for proper calibration of multivariate density forecasts. (2020). Dovern, Jonas ; Manner, Hans. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:440-456.

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2019How Informative is High-Frequency data for Tail Risk Estimation and Forecasting?. (2019). Dimitriadis, Timo ; Halbleib, Roxana. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203669.

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2020On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty. (2020). Stengos, Thanasis ; Pinar, Mehmet ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:415-427.

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Works by Mark Hallam:


YearTitleTypeCited
2015Stochastic Spanning In: Working Papers.
[Full Text][Citation analysis]
paper5
2015Stochastic Spanning.(2015) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2014Forecasting daily return densities from intraday data: A multifractal approach In: International Journal of Forecasting.
[Full Text][Citation analysis]
article2
2017Mixed-Frequency Macro-Financial Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper5
2017Mixed-frequency macro-financial spillovers.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2014Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team