Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Statistics & Risk Modeling / De Gruyter


0.06

Impact Factor

0.04

5-Years IF

10

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.020.10.01242410.044521761 (%)0.04
19910.020.090.01204410.0254711001 (%)0.04
19920.10.02277120.0319441202 (%)0.04
19930.020.110.02259620.0284711232 (%)0.05
19940.020.120.032812430.02155211193 (%)0.05
19950.040.190.022615060.04195321243 (%)0.07
19960.020.220.032317380.05315411264 (%)0.09
19970.020.270.0625198160.08104911298 (%)10.040.09
19980.020.270.022322190.04164811273 (%)10.040.1
19990.020.310.022324460.0274811253 (%)0.13
20000.040.40.0520264160.06124621206 (%)10.050.15
20010.40.0423287130.0522431144 (%)0.15
20020.020.420.012331080.0334311141 (%)0.18
20030.020.440.0121331120.04384611121 (%)0.18
20040.020.490.0519350110.0374411105 (%)0.2
20050.030.530.0418368160.04344011064 (%)0.21
20060.240.510.1225393300.089837910412 (%)20.080.2
20070.210.440.1115408230.06843910612 (%)0.18
20080.350.470.2310418380.091040149823 (%)0.2
20090.080.470.1428446280.0682528712 (%)0.19
20100.030.440.18446340.083819617 (%)0.16
20110.040.510.1220466260.0615281789 (%)0.2
20120.150.560.1416482550.1132037310 (%)0.21
20130.140.660.1419501430.0963657410 (%)10.050.23
20140.060.670.1214515330.0613528310 (%)0.22
20150.060.820.047522150.03332693 (%)0.27
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
12006Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Goovaerts, Marc ; Dhaene, Jan ; Michel, Denuit ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:25:n:1.

Full description at Econpapers || Download paper

23
22006Convex risk measures and the dynamics of their penalty functions. (2006). Hans, Follmer ; Irina, Penner . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:36:n:9.

Full description at Econpapers || Download paper

17
32006Robust utility maximization in a stochastic factor model. (2006). Daniel, Hernandez-Hernandez ; Alexander, Schied . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:17:n:2.

Full description at Econpapers || Download paper

15
42005Duality theory for optimal investments under model uncertainty. (2005). Alexander, Schied ; Ching-Tang, Wu. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:3/2005:p:199-217:n:3.

Full description at Econpapers || Download paper

14
52006On the optimal risk allocation problem. (2006). Christian, Burgert ; Ludger, Ruschendorf . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:19:n:4.

Full description at Econpapers || Download paper

13
62003On arbitrage and replication in the fractional Black–Scholes pricing model. (2003). Sottinen, Tommi ; Tommi, Sottinen ; Esko, Valkeila . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:2/2003:p:93-108:n:7.

Full description at Econpapers || Download paper

13
72001ESTIMATION OF THE DENSITY AND THE REGRESSION FUNCTION UNDER MIXING CONDITIONS. (2001). Liebscher E., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:19:y:2001:i:1:p:9-26:n:8.

Full description at Econpapers || Download paper

13
82003Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models. (2003). Woerner Jeannette H. C., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:47-68:n:6.

Full description at Econpapers || Download paper

10
91987INADMISSIBILITY OF THE BEST EQUIVARIANT ESTIMATORS OF THE VARIANCE-COVARIANCE MATRIX, THE PRECISION MATRIX, AND THE GENERALIZED VARIANCE UNDER ENTROPY LOSS. (1987). Ghosh M., ; Sinha B. K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:3-4:p:201-228:n:1.

Full description at Econpapers || Download paper

10
102006Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. (2006). Dana, Rose-Anne ; Guillaume, Carlier ; Rose-anne, Dana. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:26:n:3.

Full description at Econpapers || Download paper

10
112011On the maximization of financial performance measures within mixture models. (2011). Prigent, Jean-Luc ; Rania, Hentati ; Jean-Luc, Prigent . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:63-80:n:5.

Full description at Econpapers || Download paper

9
122006Law invariant convex risk measures for portfolio vectors. (2006). Ludger, Ruschendorf . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:12:n:10.

Full description at Econpapers || Download paper

9
131996ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES. (1996). Horvath, Lajos ; Edit, Gombay ; Marie, Huskova ; Lajos, Horvath . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:145-160:n:4.

Full description at Econpapers || Download paper

8
142006Parametric and semiparametric inference for shape: the role of the scale functional. (2006). Hallin, Marc ; Marc, Hallin ; Davy, Paindaveine . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:24:n:2.

Full description at Econpapers || Download paper

7
152005Optimal consumption strategies under model uncertainty. (2005). Christian, Burgert ; Ludger, Ruschendorf . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:1-14:n:1.

Full description at Econpapers || Download paper

7
161996ON SOME ASPECTS OF RANKED SET SAMPLING FOR ESTIMATION OF NORMAL AND EXPONENTIAL PARAMETERS. (1996). Sumitra, Purkayastha ; Sinha Bimal K., ; Sinha Bikas K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:3:p:223-240:n:2.

Full description at Econpapers || Download paper

7
171989EMPIRICAL BAYES SUBSET ESTIMATION IN REGRESSION MODELS. (1989). Ghosh M., ; Sen P. K., ; Saleh A. K. Md. E., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:1-2:p:15-36:n:4.

Full description at Econpapers || Download paper

6
181996ON LEAST SQUARES ESTIMATES OF AN EXPONENTIAL TAIL COEFFICIENT. (1996). Schultze J., ; Steinebach J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:4:p:353-372:n:3.

Full description at Econpapers || Download paper

6
192008Optimal portfolios with Haezendonck risk measures. (2008). Fabio, Bellini ; Emanuela, Rosazza Gianin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:89-108:n:3.

Full description at Econpapers || Download paper

5
201987ON ADAPTIVE ESTIMATION IN AUTOREGRESSIVE MODELS WHEN THERE ARE NUISANCE FUNCTIONS. (1987). Jens-Peter, Kreiss . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:1-2:p:59-76:n:12.

Full description at Econpapers || Download paper

5
212005Perpetual convertible bonds in jump-diffusion models. (2005). Pavel, Gapeev ; Christoph, Kuhn . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:15-31:n:2.

Full description at Econpapers || Download paper

5
221998WEAK AND STRONG UNIVERSAL CONSISTENCY OF SEMI-RECURSIVE KERNEL AND PARTITIONING REGRESSION ESTIMATES. (1998). Gyorfi L., ; Walk H., ; Kohler M., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:1:p:1-18:n:1.

Full description at Econpapers || Download paper

5
231995PARTITIONING-ESTIMATES OF A REGRESSION FUNCTION UNDER RANDOM CENSORING. (1995). Carbonez A., ; Meulen E. C. van der, ; Gyorfi L., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:13:y:1995:i:1:p:21-38:n:2.

Full description at Econpapers || Download paper

5
241989FREQUENTIST BEHAVIOR OF ROBUST BAYES ESTIMATES OF NORMAL MEANS. (1989). DasGupta A., ; Studden W. J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:4:p:333-362:n:3.

Full description at Econpapers || Download paper

5
251997EXPANSION OF BAYES RISK FOR ENTROPY LOSS AND REFERENCE PRIOR IN NONREGULAR CASES. (1997). Subhashis, Ghosal ; Tapas, Samanta . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:15:y:1997:i:2:p:129-140:n:2.

Full description at Econpapers || Download paper

5
262006Estimating market risk with neural networks. (2006). Mabouba, Diagne ; Jurgen, Franke . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:2:p:21:n:2.

Full description at Econpapers || Download paper

4
271996DECISION THEORETIC ESTIMATION OF THE VARIANCE RATIO. (1996). Ghosh M., ; Kundu S., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:161-176:n:5.

Full description at Econpapers || Download paper

4
282007Estimating the error distribution function in semiparametric regression. (2007). Muller Ursula U., ; Wolfgang, Wefelmeyer ; Anton, Schick . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:25:y:2007:i:1/2007:p:18:n:1.

Full description at Econpapers || Download paper

4
292008Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). Udina, Frederic ; Laszlo, Gyorfi ; Harro, Walk ; Frederic, Udina . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:145-157:n:5.

Full description at Econpapers || Download paper

4
302003Parameter estimation for some non-recurrent solutions of SDE. (2003). Dietz Hans M., ; Kutoyants Yury A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:29-46:n:4.

Full description at Econpapers || Download paper

4
311989ESTIMATING ORDERED LOCATION AND SCALE PARAMETERS. (1989). Cohen A., ; Kushary D., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:3:p:201-214:n:1.

Full description at Econpapers || Download paper

4
322005On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-Laguë divergence. (2005). Lothar, Heinrich ; Udo, Schwingenschlogl ; Friedrich, Pukelsheim . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:2/2005:p:117-129:n:2.

Full description at Econpapers || Download paper

3
331992GEOMETRIC STABLE DISTRIBUTIONS AND LAPLACE-WEIBULL MIXTURES. (1992). Rachev S. T., ; SenGupta A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:10:y:1992:i:3:p:251-272:n:4.

Full description at Econpapers || Download paper

3
342005On low dimensional case in the fundamental asset pricing theorem with transaction costs. (2005). Grigoriev Pavel G., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:33-48:n:3.

Full description at Econpapers || Download paper

3
351992ON TESTING EXPONENTIALITY AGAINST HNBUE ALTERNATIVES. (1992). Aly Emad-Eldin A. A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:10:y:1992:i:3:p:239-250:n:3.

Full description at Econpapers || Download paper

3
362012Bounds for joint portfolios of dependent risks. (2012). Giovanni, Puccetti ; Ludger, Ruschendorf . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:29:y:2012:i:2:p:107-132:n:4.

Full description at Econpapers || Download paper

3
371998THE EXACT RISK OF A WEIGHTED AVERAGE ESTIMATOR OF THE OLS AND STEIN-RULE ESTIMATORS IN REGRESSION UNDER BALANCED LOSS. (1998). Kazuhiro, Ohtani . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:1:p:35-46:n:5.

Full description at Econpapers || Download paper

3
381998LINEAR ESTIMATORS OF A POISSON MEAN UNDER BALANCED LOSS FUNCTIONS. (1998). Younshik, Chung ; Seongho, Song ; Chansoo, Kim . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:3:p:245-258:n:3.

Full description at Econpapers || Download paper

3
392007Dynamic utility-based good deal bounds. (2007). Susanne, Kloppel ; Martin, Schweizer . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:25:y:2007:i:4/2007:p:25:n:3.

Full description at Econpapers || Download paper

3
402003On the construction of efficient estimators in semiparametric models. (2003). Forrester Jeffrey S., ; Anton, Schick ; Hanxiang, Peng ; Hooper William J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:2/2003:p:109-138:n:2.

Full description at Econpapers || Download paper

3
411994THE INNER CHARACTERIZATION OF GEOMETRIC STABLE LAWS. (1994). Kozubowski Tomasz J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:12:y:1994:i:3:p:307-322:n:8.

Full description at Econpapers || Download paper

3
422000MINIMAX ESTIMATION OF A CONSTRAINED BINOMIAL PROPORTION. (2000). Brenda, MacGibbon ; eric, Marchand . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:18:y:2000:i:2:p:129-168:n:2.

Full description at Econpapers || Download paper

3
431988GAMMA-MINIMAX ESTIMATORS FOR A BOUNDED NORMAL MEAN. (1988). Eichenauer J., ; Lehn J., ; Kirschgarth P., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:6:y:1988:i:4:p:343-348:n:2.

Full description at Econpapers || Download paper

3
442003A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions. (2003). Yuzo, Maruyama . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:69-78:n:7.

Full description at Econpapers || Download paper

3
451992BEHAVIOUR OF THE POSTERIOR DISTRIBUTION AND INFERENCES FOR A NORMAL MEAN WITH t PRIOR DISTRIBUTIONS. (1992). Berger James O., ; Tsai-Hung, Fan . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:10:y:1992:i:1-2:p:99-120:n:17.

Full description at Econpapers || Download paper

3
462004Maximum likelihood estimator in a two-phase nonlinear random regression model. (2004). Gabriela, Ciuperca . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:22:y:2004:i:4/2004:p:335-349:n:6.

Full description at Econpapers || Download paper

3
472005Quantile hedging and its application to life insurance. (2005). Alexander, Melnikov ; Victoria, Skornyakova . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:4/2005:p:301-316:n:3.

Full description at Econpapers || Download paper

3
481994ROBUST BAYESIAN ESTIMATION IN THE ONE-DIMENSIONAL NORMAL MODEL. (1994). Agata, Boratyska ; Marek, Mczarski . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:12:y:1994:i:3:p:221-230:n:1.

Full description at Econpapers || Download paper

2
492002OPTIMAL CHOICE OF NONPARAMETRIC ESTIMATES OF A DENSITY AND OF ITS DERIVATIVES. (2002). Ivana, Horova ; Jii, Zelinka ; Philippe, Vieu . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:20:y:2002:i:1-4:p:355-378:n:20.

Full description at Econpapers || Download paper

2
501989SENSITIVITY OF POSTERIOR MEAN TO UNIMODALITY PRESERVING CONTAMINATIONS. (1989). Sivaganesan S., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:1-2:p:77-94:n:13.

Full description at Econpapers || Download paper

2

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12011On the maximization of financial performance measures within mixture models. (2011). Prigent, Jean-Luc ; Rania, Hentati ; Jean-Luc, Prigent . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:63-80:n:5.

Full description at Econpapers || Download paper

7
22006Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Goovaerts, Marc ; Dhaene, Jan ; Michel, Denuit ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:25:n:1.

Full description at Econpapers || Download paper

6
32005Duality theory for optimal investments under model uncertainty. (2005). Alexander, Schied ; Ching-Tang, Wu. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:3/2005:p:199-217:n:3.

Full description at Econpapers || Download paper

3
42006Robust utility maximization in a stochastic factor model. (2006). Daniel, Hernandez-Hernandez ; Alexander, Schied . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:17:n:2.

Full description at Econpapers || Download paper

3
52006Convex risk measures and the dynamics of their penalty functions. (2006). Hans, Follmer ; Irina, Penner . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:36:n:9.

Full description at Econpapers || Download paper

3
62003On arbitrage and replication in the fractional Black–Scholes pricing model. (2003). Sottinen, Tommi ; Tommi, Sottinen ; Esko, Valkeila . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:2/2003:p:93-108:n:7.

Full description at Econpapers || Download paper

3
72011Optimal dividend-payout in random discrete time. (2011). Hansjorg, Albrecher ; Stefan, Thonhauser ; Nicole, Bauerle . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:3:p:251-276:n:2.

Full description at Econpapers || Download paper

2
82013Membership conditions for consistent families of monetary valuations. (2013). Schumacher, Johannes ; Berend, Roorda ; Hans, Schumacher . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:3:p:255-280:n:5.

Full description at Econpapers || Download paper

2
91987INADMISSIBILITY OF THE BEST EQUIVARIANT ESTIMATORS OF THE VARIANCE-COVARIANCE MATRIX, THE PRECISION MATRIX, AND THE GENERALIZED VARIANCE UNDER ENTROPY LOSS. (1987). Ghosh M., ; Sinha B. K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:3-4:p:201-228:n:1.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 2:


YearTitle
2015Network Structure and Counterparty Credit Risk. (2015). von Felbert, Alexander . In: Papers. RePEc:arx:papers:1504.06789.

Full description at Econpapers || Download paper

2015Residential emissions reductions through variable timing of electricity consumption. (2015). Harris, A R ; Wang, Caisheng ; McElmurry, Shawn P ; Miller, Carol J ; Rogers, Michelle Marinich . In: Applied Energy. RePEc:eee:appene:v:158:y:2015:i:c:p:484-489.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2013

YearCiting document
2013Valuation of collateralized debt obligations with hierarchical Archimedean copulae. (2013). Härdle, Wolfgang ; Choros-Tomczyk, Barbara ; Choro-Tomczyk, Barbara ; Hardle, Wolfgang Karl ; Okhrin, Ostap . In: Journal of Empirical Finance. RePEc:eee:empfin:v:24:y:2013:i:c:p:42-62.

Full description at Econpapers || Download paper

Recent citations received in 2012

YearCiting document

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team