| Circuit breakers and the tail index of equity returns JW Galbraith, S Zernov Journal of Financial Econometrics 2 (1), 109-129, 2004 | 54 | 2004 |
| Extreme dependence in the NASDAQ and S&P 500 composite indexes JW Galbraith, S Zernov Applied financial economics 19 (13), 1019-1028, 2009 | 15 | 2009 |
| Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes S Zernov, V Zinde-Walsh, JW Galbraith Journal of Multivariate Analysis 100 (3), 497-508, 2009 | 6 | 2009 |
| Conditional quantiles of volatility in equity index and foreign exchange data JW Galbraith, S Zernov, V Zinde-Walsh | 2 | 2001 |
| Risk Shifting Versus Risk Management—Canadian Pension Plan Liability Discount Rates S Shen, S Zernov Canadian Public Policy 49 (1), 76-93, 2023 | 1 | 2023 |
| Extremes and Extreme Dependence in the NASDAQ and S and P 500 Composite Indexes J Galbraith, S Zernov ES World Congress, 2005 | 1 | 2005 |
| Dynamics of trade and price durations of currency futures S Zernov Working paper, Department of Economics, Mcgill University, 2003 | 1 | 2003 |
| Asymptotics for Estimation of Truncated Infinite-Dimensional Quantile Regressions S Zernov, V Zinde-Walsh, JW Galbraith McGill University, Department of Economics Departmental Working Papers, 2006 | | 2006 |
| Asymptotics for Estimation of Truncated Infinite-Dimensional Quantile Regressions JW Galbraith, V Zinde-Walsh, S Zernov McGill University, 2006 | | 2006 |
| Three essays in financial econometrics S Zernov McGill University, 2004 | | 2004 |
