Citation analysis for Dependence Modeling / De Gruyter

Dependence Modeling / De Gruyter

0.1

Impact Factor

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5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.04
1991		0.1			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.04
1995		0.19			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.26			0				0		0		(%)			0.09
1998		0.28			0				0		0		(%)			0.1
1999		0.32			0				0		0		(%)			0.13
2000		0.39			0				0		0		(%)			0.15
2001		0.39			0				0		0		(%)			0.14
2002		0.4			0				0		0		(%)			0.17
2003		0.43			0				0		0		(%)			0.18
2004		0.48			0				0		0		(%)			0.19
2005		0.52			0				0		0		(%)			0.2
2006		0.51			0				0		0		(%)			0.2
2007		0.45			0				0		0		(%)			0.18
2008		0.48			0				0		0		(%)			0.2
2009		0.49			0				0		0		(%)			0.19
2010		0.46			0				0		0		(%)			0.17
2011		0.49			0				0		0		(%)			0.19
2012		0.52			0				0		0		(%)			0.19
2013		0.58		4	4			3	0		0		(%)			0.2
2014	0.5	0.6	0.5	7	11	2	0.18	1	4	2	4	2	(%)			0.2
2015	0.09	0.61	0.09	16	27	2	0.07	3	11	1	11	1	(%)	1	0.06	0.19
2016		0.68		24	51	1	0.02	5	23		27		(%)	1	0.04	0.2
2017	0.1	0.73	0.1	22	73	5	0.07	1	40	4	51	5	(%)			0.22

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:

#	Year	Title	Cited
1	2015	Quantile of a Mixture with Application to Model Risk Assessment. (2015). Vanduffel, Steven ; Carole, Bernard ; Steven, Vanduffel . In: Dependence Modeling. RePEc:vrs:demode:v:3:y:2015:i:1:p:10:n:12. Full description at Econpapers \|\| Download paper	2
2	2013	On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators. (2013). Rulliere, Didier ; Elena, Di Bernardino . In: Dependence Modeling. RePEc:vrs:demode:v:1:y:2013:i::p:1-36:n:1. Full description at Econpapers \|\| Download paper	1
3	2016	On an asymmetric extension of multivariate Archimedean copulas based on quadratic form. (2016). Rulliere, Didier ; Bernardino, DI. In: Dependence Modeling. RePEc:vrs:demode:v:4:y:2016:i:1:p:20:n:19. Full description at Econpapers \|\| Download paper	1
4	2016	An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios. (2016). Guojun, Gan ; Emiliano, Valdez. In: Dependence Modeling. RePEc:vrs:demode:v:4:y:2016:i:1:p:19:n:22. Full description at Econpapers \|\| Download paper	1
5	2014	Prediction of time series by statistical learning: general losses and fast rates. (2014). Wintenberger, Olivier ; Pierre, Alquier ; Olivier, Wintenberger ; Xiaoyin, Li. In: Dependence Modeling. RePEc:vrs:demode:v:1:y:2014:i::p:65-93:n:4. Full description at Econpapers \|\| Download paper	1
6	2018		1
7	2016	VaR bounds for joint portfolios with dependence constraints. (2016). Giovanni, Puccetti ; Dennis, Manko ; Ludger, Ruschendorf . In: Dependence Modeling. RePEc:vrs:demode:v:4:y:2016:i:1:p:14:n:21. Full description at Econpapers \|\| Download paper	1
8	2013	Dependence of Stock Returns in Bull and Bear Markets. (2013). Jadran, Dobric ; Friedrich, Schmid ; Gabriel, Frahm . In: Dependence Modeling. RePEc:vrs:demode:v:1:y:2013:i::p:94-110:n:5. Full description at Econpapers \|\| Download paper	1
9	2017	About tests of the âsimplifyingâ assumption for conditional copulas. (2017). Alexis, Derumigny ; Jean-David, Fermanian. In: Dependence Modeling. RePEc:vrs:demode:v:5:y:2017:i:1:p:154-197:n:11. Full description at Econpapers \|\| Download paper	1
10	2016	New copulas based on general partitions-of-unity and their applications to risk management. (2016). Dietmar, Pfeifer ; Come, Girschig ; Andreas, Mandle ; Awoumlac, Tsatedem Herve . In: Dependence Modeling. RePEc:vrs:demode:v:4:y:2016:i:1:p:123-140:n:6. Full description at Econpapers \|\| Download paper	1
11	2013	Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence. (2013). Carole, Bernard ; Jinyuan, Zhang ; Niall, MacGillivray ; Yuntao, Liu . In: Dependence Modeling. RePEc:vrs:demode:v:1:y:2013:i::p:37-53:n:2. Full description at Econpapers \|\| Download paper	1
12	2016	Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances. (2016). Pierre, Devolder ; Adrien, Lebegue . In: Dependence Modeling. RePEc:vrs:demode:v:4:y:2016:i:1:p:22:n:18. Full description at Econpapers \|\| Download paper	1
13	2015	Seven Proofs for the Subadditivity of Expected Shortfall. (2015). Paul, Embrechts ; Ruodu, Wang . In: Dependence Modeling. RePEc:vrs:demode:v:3:y:2015:i:1:p:15:n:9. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited

Citing documents used to compute impact factor 4:

Year	Title
2017	Data driven partition-of-unity copulas with applications to risk management. (2017). Ragulina, Olena ; Mandle, Andreas ; Pfeifer, Dietmar. In: Papers. RePEc:arx:papers:1703.05047. Full description at Econpapers \|\| Download paper
2017	On a construction of multivariate distributions given some multidimensional marginals. (2017). Rulliere, Didier ; Kazi-Tani, Nabil. In: Working Papers. RePEc:hal:wpaper:hal-01575169. Full description at Econpapers \|\| Download paper
2017	Improved algorithms for computing worst Value-at-Risk. (2017). Marius, Hofert ; Tony, Wirjanto ; David, Saunders ; Amir, Memartoluie . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:13-31:n:3. Full description at Econpapers \|\| Download paper
2017	A Review and Some Complements on Quantile Risk Measures and Their Domain. (2017). Fuchs, Sebastian ; Schmidt, Klaus D ; Schlotter, Ruben. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:59-:d:117902. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Compositions of Conditional Risk Measures and Solvency Capital. (2016). Devolder, Pierre ; Lebegue, Adrien . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:49-:d:85319. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Dependence Uncertainty Bounds for the Expectile of a Portfolio. (2015). Vanduffel, Steven ; Jakobsons, Edgars. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:599-623:d:60385. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#		Series	Cites

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.