John Galbraith

Galbraith, John and V. Zinde-Walsh. Reduced-Dimension Control Regression [.pdf]

Zhu, Dongming and J. Galbraith. Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution [.pdf]

Zhu, Dongming and J. Galbraith. A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics [.pdf], Appendix C [.pdf]