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Statistics & Risk Modeling / De Gruyter


0.1

Impact Factor

0.05

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
19900.020.10.01242410.0445311241 (%)0.04
19910.020.10.01204410.0254811261 (%)0.04
19920.090.02277120.0319441212 (%)0.04
19930.020.110.02259630.0384711242 (%)0.05
19940.020.110.032812430.02155211203 (%)0.04
19950.040.190.022615060.042153212431 (4.8%)0.07
19960.020.220.032317380.05325411264 (%)0.09
19970.020.260.0625198180.09104911298 (%)10.040.09
19980.020.280.022322190.041748112731 (5.9%)10.040.1
19990.020.310.022324460.0274811253 (%)0.13
20000.040.380.0520264170.06124621206 (%)10.050.15
20010.380.0423287170.0622431144 (%)0.14
20020.020.40.012331080.0334311141 (%)0.17
20030.020.420.0221331140.044946111222 (4.1%)0.18
20040.020.470.0519350120.0394411105 (%)0.19
20050.030.510.0418368170.05364011064 (%)0.2
20060.270.510.1325393340.091133710104144 (3.5%)30.120.2
20070.210.440.1115408250.061043910612 (%)0.17
20080.350.480.2410418410.11640149824 (%)0.19
20090.120.490.1628446350.08102538714 (%)0.19
20100.030.460.18446340.083819617 (%)0.16
20110.040.490.1320466290.06242817810 (%)0.19
20120.150.510.1516482590.1232037311 (%)0.19
20130.140.580.1519501460.09103657411 (%)10.050.2
20140.060.590.1314515390.0833528311 (%)0.19
20150.060.60.047522200.04332693 (%)0.19
20160.650.0711533100.02721765 (%)10.090.19
20170.330.690.139542240.042186679 (%)0.2
20180.11.010.058550150.031202603 (%)10.130.32
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.

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29
22003On 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.

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20
32006Convex 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.

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20
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.

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15
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.

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14
62005Duality 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.

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14
72006Law 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.

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14
82001ESTIMATION 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.

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13
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.

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10
102003Variational 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.

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10
112006Law 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.

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9
122011On 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.

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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.

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9
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.

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8
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.

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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.

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7
171995PARTITIONING-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.

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7
182008Optimal 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.

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7
192008Nonparametric 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.

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7
202007Estimating 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.

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6
211996ON 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.

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6
221989EMPIRICAL 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.

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6
232016Leveraging the network: A stress-test framework based on DebtRank. (2016). Stefano, Battiston ; Marco, Derrico ; Guido, Caldarelli . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:33:y:2016:i:3-4:p:117-138:n:2.

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6
241985ON THE LIMITING DISTRIBUTION OF AND CRITICAL VALUES FOR THE HOEFFDING, BLUM, KIEFER, ROSENBLATT INDEPENDENCE CRITERION. (1985). Derek, Cotterill ; Miklos, Csorgo . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:1-2:p:1-48:n:1.

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6
251989FREQUENTIST 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.

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5
261985RANK ESTIMATORS OF SCORES FOR TESTING INDEPENDENCE. (1985). Konrad, Behnen ; Georg, Neuhaus ; Marie, Hukova . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:3-4:p:239-262:n:4.

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5
272005Perpetual 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.

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5
281987ON 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.

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5
291998WEAK 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.

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5
301997EXPANSION 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.

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5
312006Estimating 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.

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4
321996DECISION 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.

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4
331989ESTIMATING 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.

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4
342011Robust replication in H-self-similar Gaussian market models under uncertainty. (2011). Sottinen, Tommi ; Pavel, Gapeev ; Esko, Valkeila ; Tommi, Sottinen . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:37-50:n:3.

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4
352003Parameter 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.

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4
361998THE 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.

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3
372003On 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.

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3
382012Bounds 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.

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3
391998LINEAR 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.

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3
402000MINIMAX 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.

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3
411985ESTIMATION OF LINEAR PARAMETRIC FUNCTIONS FOR SEVERAL EXPONENTIAL SAMPLES. (1985). , Rukhin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:3:y:1985:i:3-4:p:225-238:n:3.

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3
422005Quantile 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.

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3
432003A 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.

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3
442009Option pricing in bilateral Gamma stock models. (2009). Uwe, Kuchler ; Stefan, Tappe . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:27:y:2009:i:4:p:281-307:n:4.

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3
452005On 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.

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3
461994THE 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.

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3
472004Maximum 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.

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3
481992BEHAVIOUR 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.

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3
492007Dynamic 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.

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3
501992GEOMETRIC 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.

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3

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


#YearTitleCited
12016Leveraging the network: A stress-test framework based on DebtRank. (2016). Stefano, Battiston ; Marco, Derrico ; Guido, Caldarelli . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:33:y:2016:i:3-4:p:117-138:n:2.

Full description at Econpapers || Download paper

5
22003On 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

5
32011Robust replication in H-self-similar Gaussian market models under uncertainty. (2011). Sottinen, Tommi ; Pavel, Gapeev ; Esko, Valkeila ; Tommi, Sottinen . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:37-50:n:3.

Full description at Econpapers || Download paper

4
42006Risk 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

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
62011A note on moment convergence of bootstrap M-estimators. (2011). Kengo, Kato . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:51-61:n:4.

Full description at Econpapers || Download paper

2
72008Nonparametric 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

2
82017The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks. (2017). Zachary, Feinstein ; Fatena, El-Masri. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:3-4:p:113-139:n:2.

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2

Citing documents used to compute impact factor 2:


YearTitle
2018Impact of Contingent Payments on Systemic Risk in Financial Networks. (2018). Banerjee, Tathagata ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1805.08544.

Full description at Econpapers || Download paper

2018Capital Regulation under Price Impacts and Dynamic Financial Contagion. (2018). Feinstein, Zachary. In: Papers. RePEc:arx:papers:1807.02711.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document

Recent citations received in 2016

YearCiting document
2016How does risk flow in the credit default swap market?. (2016). Peltonen, Tuomas ; D'Errico, Marco ; Scheicher, Martin ; Battiston, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633.

Full description at Econpapers || Download paper

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 March, 4 2019. Contact: CitEc Team