4
H index
1
i10 index
36
Citations
Mark Hallam : Citation Profile
University of York | RESEARCH PRODUCTION: 4 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
6 years (2014 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Hallam. | Is cited by:
| Cites to:
|
Main data
Where Mark Hallam has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Geary Institute, University College Dublin | 2 |
| Koç University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum | 2 |
Recent works citing Mark Hallam (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Incomplete risk-preference information in portfolio decision analysis. (2023). Argyris, Nikolaos ; Kallio, Markku ; Liesio, Juuso. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1084-1098. Full description at Econpapers || Download paper |
| 2023 | Inflation and systemic risk: A network econometric model. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004762. Full description at Econpapers || Download paper |
| 2023 | A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score. (2023). Li, Handong ; Song, Shijia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:203-214. Full description at Econpapers || Download paper |
| 2023 | Robust reward-risk performance measures with weakly second-order stochastic dominance constraints. (2023). Kouaissah, Noureddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:53-62. Full description at Econpapers || Download paper |
Works by Mark Hallam:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Stochastic Spanning In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2015 | Stochastic Spanning.(2015) In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2019 | Stochastic Spanning.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2014 | Forecasting daily return densities from intraday data: A multifractal approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2017 | Mixed-Frequency Macro-Financial Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2017 | Mixed-frequency macro-financial spillovers.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2014 | Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2018 | Statistical tests of distributional scaling properties for financial return series In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Macro-Financial Spillovers In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team