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Serguei Zernov
Serguei Zernov
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Verified email at mail.mcgill.ca
Title
Cited by
Cited by
Year
Circuit breakers and the tail index of equity returns
JW Galbraith, S Zernov
Journal of Financial Econometrics 2 (1), 109-129, 2004
562004
Extreme dependence in the NASDAQ and S&P 500 composite indexes
JW Galbraith, S Zernov
Applied financial economics 19 (13), 1019-1028, 2009
152009
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
62009
Conditional quantiles of volatility in equity index and foreign exchange data
JW Galbraith, S Zernov, V Zinde-Walsh
22001
Risk Shifting Versus Risk Management—Canadian Pension Plan Liability Discount Rates
S Shen, S Zernov
Canadian Public Policy 49 (1), 76-93, 2023
12023
Extremes and Extreme Dependence in the NASDAQ and S and P 500 Composite Indexes
J Galbraith, S Zernov
ES World Congress, 2005
12005
Dynamics of trade and price durations of currency futures
S Zernov
Working paper, Department of Economics, Mcgill University, 2003
12003
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
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Articles 1–10