| Stochastic spanning S Arvanitis, M Hallam, T Post, N Topaloglou Journal of Business & Economic Statistics 37 (4), 573-585, 2019 | 35 | 2019 |
| Mixed-frequency macro-financial spillovers J Cotter, M Hallam, K Yilmaz University College Dublin. Geary Institute, 2017 | 31* | 2017 |
| Semiparametric density forecasts of daily financial returns from intraday data M Hallam, J Olmo Journal of Financial Econometrics 12 (2), 408-432, 2013 | 18 | 2013 |
| Forecasting daily return densities from intraday data: A multifractal approach M Hallam, J Olmo International Journal of Forecasting 30 (4), 863-881, 2014 | 13 | 2014 |
| Statistical tests of distributional scaling properties for financial return series M Hallam, J Olmo Quantitative Finance 18 (7), 1211-1232, 2018 | 1 | 2018 |
| Stochastic Spanning S Stelios Arvanitis, M Hallam, T Post, N Topaloglou Athens University Of Economics and Business, Department of Economics, 2015 | | 2015 |
| Essays on the applications of distributional scaling in finance: Estimation, forecasting and inference M Hallam City University London, 2013 | | 2013 |
