Concepedia
Statistics
Publications
12
Citations
856
H-Index
10
Active since
2002
Affiliations
University of Technology Sydney(Current)
University of Colorado Boulder
California Polytechnic State University
Quantos (France)
University of Iowa
Garland Durham is an author at University of Technology Sydney specializing in finance, economics, and financial economics.
Publications per year
2002–2019
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes
Garland Durham, A. Ronald Gallant · Journal of Business and Economic Statistics · 2002 · 392 citations · Full text
Business, Economics, Finance +17
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Garland Durham · Journal of Financial Economics · 2003 · 115 citations
Social Sciences, Economics, Finance +16
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Garland Durham · Journal of Econometrics · 2005 · 90 citations
Business, Economics, Finance +14
SV mixture models with application to S&P 500 index returns
Garland Durham · Journal of Financial Economics · 2007 · 73 citations
Business, Economics, Finance +8
Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
Garland Durham, John Geweke · SSRN Electronic Journal · 2013 · 45 citations · Full text
Computing, Computer Science, Finance +17
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