Improving Asset Price Prediction When All Models are False, Garland Durham, John Geweke
Garland Bennett Durham

Beyond Stochastic Volatility and Jumps in Returns and Volatility, Garland Durham, Yang-Ho Park
Garland Bennett Durham

A Comment on Christofferson, Jacobs, and Ornthanalia (2012), "Dynamic jump intensities and risk premiums: Evidence from S&P 500 returns and options", Garland Durham, John Geweke, Pulak Ghosh
Garland Bennett Durham

Comment on "Iterative and Recursive Estimation in Structural Nonadaptive Models Iterative and Recursive Estimation in Structural Nonadaptive Models" by S. Pastorello, V. Patilea, and E. Renault, Garland Durham, John Geweke
Garland Bennett Durham

A Comment on Christofferson, Jacobs, and Ornthanalia (2012), "Dynamic jump intensities and risk premiums: Evidence from S&P 500 returns and options", Garland Durham, John Geweke, Pulak Ghosh
Finance

Improving Asset Price Prediction When All Models are False, Garland Durham, John Geweke
Finance

Beyond Stochastic Volatility and Jumps in Returns and Volatility, Garland Durham, Yang-Ho Park
Finance

Comment on "Iterative and Recursive Estimation in Structural Nonadaptive Models Iterative and Recursive Estimation in Structural Nonadaptive Models" by S. Pastorello, V. Patilea, and E. Renault, Garland Durham, John Geweke
Finance