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~person:"Murphy, David"
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Murphy, David
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The journal of financial market infrastructures
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The journal of risk model validation
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ECONIS (ZBW)
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What can we expect from a good margin model? : observations from whole-distribution tests of risk-based initial margin models
Murphy, David
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10014485769
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Initial margin model sensitivity analysis and
volatility
estimation
Houllier, Melanie
;
Murphy, David
- In:
The journal of financial market infrastructures
5
(
2017
)
4
,
pp. 77-103
Persistent link: https://www.econbiz.de/10011729235
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