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Linear cointegration of nonlinear time series with an application to interest rate dynamics
Jones, Barry E.; Nesmith, Travis D. - 2007
Persistent link: https://www.econbiz.de/10003425995
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Risk and concentration in payment and securities Settlement systems
Mills, David; Nesmith, Travis D. - 2007
Persistent link: https://www.econbiz.de/10003828685
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Solving stochastic money-in-the-utility-function models
Nesmith, Travis D. - 2005
Persistent link: https://www.econbiz.de/10003223301
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Tests for non-linear dynamics in systems of non-stationary economic time series : the case of short-term US interest rates
Jones, Barry E.; Nesmith, Travis D. - 1999
Persistent link: https://www.econbiz.de/10001443058
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Accurate evaluation of expected shortfall for linear portfolios with elliptically distributed risk factors
Dobrev, Dobrislav; Nesmith, Travis D.; Oh, Dong Hwan - 2016
Persistent link: https://www.econbiz.de/10011578299