GitHub - cufezhusy/Practical-Approximation-Approaches-to-Forecasting-and-Backtesting-Initial-Margin-Requirements: Tex source code for initial margin paper

Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
CDF_1w_Real.png		CDF_1w_Real.png
CDF_2w_Real.png		CDF_2w_Real.png
ExceptionAcrossScenarios_NadarayaWatson.png		ExceptionAcrossScenarios_NadarayaWatson.png
ExceptionAcrossScenarios_ParametricRegression.png		ExceptionAcrossScenarios_ParametricRegression.png
ExceptionThroughTime_NadarayaWatson.png		ExceptionThroughTime_NadarayaWatson.png
ExceptionThroughTime_ParametricRegression.png		ExceptionThroughTime_ParametricRegression.png
ExceptionThroughTime_SimpleVaR.png		ExceptionThroughTime_SimpleVaR.png
IMPaper.bbl		IMPaper.bbl
IMPaper.pdf		IMPaper.pdf
IMPaper.tex		IMPaper.tex
KS_1W_hypo.png		KS_1W_hypo.png
KS_1W_real.png		KS_1W_real.png
KS_2W_hypo.png		KS_2W_hypo.png
KS_2W_real.png		KS_2W_real.png
PVvsPnLNadarayaWatson.png		PVvsPnLNadarayaWatson.png
PVvsPnLNadarayaWatsonNoThinning.png		PVvsPnLNadarayaWatsonNoThinning.png
PVvsPnLNadarayaWatsonThinning.png		PVvsPnLNadarayaWatsonThinning.png
PVvsPnLParametricRegression.png		PVvsPnLParametricRegression.png
PVvsPnLSimpleVaR.png		PVvsPnLSimpleVaR.png
backTestingResult.PNG		backTestingResult.PNG
im_test_hypo_scenario.PNG		im_test_hypo_scenario.PNG
im_test_real_scenario.PNG		im_test_real_scenario.PNG
model1-num-names.bst		model1-num-names.bst
placeholder.jpg		placeholder.jpg
ref.bib		ref.bib