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Citation Profile [Updated: 2019-09-04 10:18:12]
5 Years H
10
Impact Factor
0.05
5 Years IF
0.03
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.02 0.1 0.04 0.01 24 24 3 1 1 53 1 124 1 0 0 0.04
1991 0.02 0.1 0.02 0.01 20 44 4 1 2 48 1 126 1 0 0 0.04
1992 0 0.09 0.03 0.02 27 71 18 2 4 44 121 2 0 0 0.04
1993 0.02 0.11 0.03 0.02 25 96 7 3 7 47 1 124 2 0 0 0.05
1994 0.02 0.11 0.02 0.01 28 124 14 3 10 52 1 120 1 0 0 0.04
1995 0.04 0.19 0.04 0.02 26 150 20 6 16 53 2 124 3 0 0 0.07
1996 0.02 0.22 0.05 0.03 23 173 31 8 24 54 1 126 4 0 0 0.09
1997 0.02 0.26 0.09 0.06 25 198 9 18 42 49 1 129 8 0 1 0.04 0.09
1998 0.02 0.27 0.04 0.02 23 221 16 8 51 48 1 127 3 0 1 0.04 0.1
1999 0.02 0.31 0.02 0.02 23 244 6 6 57 48 1 125 3 0 0 0.13
2000 0.04 0.38 0.06 0.04 20 264 11 17 74 46 2 120 5 0 1 0.05 0.15
2001 0 0.39 0.06 0.04 23 287 21 17 91 43 114 4 1 5.9 0 0.14
2002 0.02 0.4 0.03 0.01 23 310 2 8 99 43 1 114 1 0 0 0.17
2003 0.02 0.42 0.04 0.02 21 331 48 14 113 46 1 112 2 1 7.1 0 0.18
2004 0.02 0.47 0.03 0.05 19 350 8 12 125 44 1 110 5 0 0 0.19
2005 0.03 0.51 0.05 0.04 18 368 35 17 142 40 1 106 4 0 0 0.2
2006 0.27 0.5 0.09 0.13 25 393 112 33 176 37 10 104 14 1 3 3 0.12 0.2
2007 0.14 0.44 0.06 0.08 15 408 9 25 201 43 6 106 9 0 0 0.17
2008 0.35 0.47 0.1 0.24 10 418 15 41 242 40 14 98 24 0 0 0.19
2009 0.12 0.49 0.08 0.15 28 446 9 35 277 25 3 87 13 2 5.7 0 0.19
2010 0.03 0.46 0.08 0.18 0 446 0 34 311 38 1 96 17 0 0 0.16
2011 0.04 0.48 0.06 0.13 20 466 23 29 340 28 1 78 10 2 6.9 0 0.19
2012 0.15 0.51 0.12 0.15 16 482 4 59 399 20 3 73 11 0 0 0.19
2013 0.14 0.58 0.09 0.15 19 501 9 46 445 36 5 74 11 0 1 0.05 0.2
2014 0.06 0.58 0.08 0.13 14 515 2 39 484 35 2 83 11 4 10.3 0 0.19
2015 0.06 0.59 0.04 0.04 7 522 0 20 504 33 2 69 3 0 0 0.19
2016 0 0.64 0.02 0.07 11 533 6 10 514 21 76 5 0 1 0.09 0.19
2017 0.33 0.66 0.04 0.13 9 542 1 24 538 18 6 67 9 0 0 0.2
2018 0.05 0.89 0.02 0.03 8 550 0 13 551 20 1 60 2 0 1 0.13 0.29
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
52005Duality 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
62006Law 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
72006On 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
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
92003Variational 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
101987INADMISSIBILITY 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
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.

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9
121996ESTIMATORS 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
132006Law 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
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
151996ON 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
161995PARTITIONING-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
172008Optimal 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
182008Nonparametric 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
192005Optimal 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
202016Leveraging 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
211985ON 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
222007Estimating 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
231996ON 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
241989EMPIRICAL 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
251998WEAK 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
261987ON 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
271997EXPANSION 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
281989FREQUENTIST 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
292005Perpetual 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
301985RANK 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
312012Bounds 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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5
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
362006Estimating 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
372004Maximum 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
382007Dynamic 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
391992BEHAVIOUR 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
401992GEOMETRIC 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
411987A WEAK SYSTEM OF AXIOMS FOR RATIONAL BEHAVIOR AND THE NONSEPARABILITY OF UTILITY FROM PRIOR. (1987). Herman, Rubin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:1-2:p:47-58:n:11.

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3
422005On 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.

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3
432011Optimal 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.

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3
442013Membership 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.

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3
451992ON 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.

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3
461988GAMMA-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.

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3
471998THE 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
482003On 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
491998LINEAR 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
502000MINIMAX 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
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12003On 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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5
22016Leveraging 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
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.

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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
62012Bounds 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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2
72017The 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
82011A 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.

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2
92008Nonparametric 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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2
Citing documents used to compute impact factor: 1
YearTitle
2018Impact of Contingent Payments on Systemic Risk in Financial Networks. (2018). Banerjee, Tathagata ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1805.08544.

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Recent citations
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.

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