Zobrazeno 1 - 5
of 5
pro vyhledávání: '"David Basterfield"'
Publikováno v:
Journal of Clinical Medicine, Vol 10, Iss 5806, p 5806 (2021)
Journal of Clinical Medicine; Volume 10; Issue 24; Pages: 5806
Journal of Clinical Medicine
Journal of Clinical Medicine; Volume 10; Issue 24; Pages: 5806
Journal of Clinical Medicine
Introduction: Falls cause 75% of trauma in patients above 65 years of age, and thoracic trauma is the second commonest injury; rib fractures are the most common thoracic injury. These patients have up to 12% mortality, with 31% developing pneumonias.
Autor:
David Basterfield, Thomas Bundt
Publikováno v:
Journal of Finance Issues. 8:29-37
This paper backtests Value-at-Risk (VaR) for the Stable Paretian and GARCH models applied to the real estate bubble of 2005-2008. Specifically, we use a rolling time-varying quantile estimation method to backtest Value-at-Risk (VaR) on a widely-held
Publikováno v:
Managerial Finance. 36:525-533
PurposeThe purpose of this paper is to explore risk management models applied to electric power markets. Several Value‐at‐Risk (VaR) models are applied to day‐ahead forward contract electric power price data to see which, if any, could be best
Autor:
David Basterfield, Thomas Bundt
Publikováno v:
Journal of Finance Issues. 5:187-195
This paper explores practical applications of multivariate stable distributions to value at risk modeling during the Asian currency crisis. We fit multivariate stable distributions to daily foreign exchange rate data 1996 through 1998 for six Asian c
Publikováno v:
2015 North American Power Symposium (NAPS).
The NPower Forecasting Challenge 2015 invited students and professionals worldwide to predict daily energy usage of a group of customers. The BigDEAL team from the Big Data Energy Analytics Laboratory landed a top 3 place in the final leaderboard. Th