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Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
12
Impact Factor
0.17
5 Years IF
0.15
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 0.09 0.04 0.01 24 24 4 1 1 53 1 124 1 0 0 0.04
1991 0.02 0.08 0.05 0.02 20 44 4 2 3 48 1 126 2 0 0 0.04
1992 0 0.09 0.03 0.02 27 71 20 2 5 44 121 2 0 0 0.04
1993 0.04 0.11 0.04 0.02 25 96 8 4 9 47 2 124 3 0 0 0.05
1994 0.04 0.12 0.03 0.02 28 124 15 4 13 52 2 120 2 0 0 0.06
1995 0.04 0.19 0.04 0.02 26 150 20 6 19 53 2 124 3 0 0 0.08
1996 0.02 0.22 0.05 0.03 23 173 31 8 27 54 1 126 4 0 0 0.1
1997 0.02 0.22 0.09 0.06 25 198 9 18 45 49 1 129 8 0 1 0.04 0.09
1998 0.02 0.26 0.04 0.02 23 221 17 8 54 48 1 127 3 0 1 0.04 0.12
1999 0.02 0.27 0.03 0.03 23 244 6 7 61 48 1 125 4 0 0 0.13
2000 0.04 0.32 0.06 0.04 20 264 11 17 78 46 2 120 5 0 1 0.05 0.14
2001 0 0.35 0.06 0.04 23 287 21 18 96 43 114 4 1 5.6 0 0.15
2002 0.02 0.37 0.03 0.01 23 310 2 8 104 43 1 114 1 0 0 0.19
2003 0.02 0.4 0.04 0.02 21 331 52 14 118 46 1 112 2 1 7.1 0 0.19
2004 0.02 0.44 0.03 0.05 19 350 11 12 130 44 1 110 5 0 0 0.2
2005 0.05 0.45 0.05 0.05 23 373 42 19 149 40 2 106 5 0 0 0.21
2006 0.26 0.46 0.1 0.14 36 409 129 39 189 42 11 109 15 2 5.1 5 0.14 0.2
2007 0.12 0.42 0.07 0.08 15 424 9 31 220 59 7 122 10 0 0 0.18
2008 0.27 0.44 0.11 0.23 10 434 18 49 269 51 14 114 26 0 0 0.2
2009 0.12 0.43 0.09 0.14 28 462 9 40 309 25 3 103 14 2 5 0 0.21
2010 0.03 0.43 0.08 0.15 0 462 0 37 346 38 1 112 17 0 0 0.18
2011 0.04 0.45 0.07 0.11 20 482 24 33 379 28 1 89 10 4 12.1 0 0.2
2012 0.15 0.45 0.13 0.15 16 498 8 63 442 20 3 73 11 0 0 0.19
2013 0.17 0.5 0.1 0.16 19 517 12 54 496 36 6 74 12 0 1 0.05 0.21
2014 0.06 0.51 0.08 0.13 14 531 5 42 538 35 2 83 11 6 14.3 0 0.2
2015 0.06 0.5 0.06 0.04 7 538 0 30 568 33 2 69 3 0 0 0.19
2016 0 0.5 0.02 0.07 11 549 16 10 578 21 76 5 0 1 0.09 0.18
2017 0.33 0.5 0.04 0.13 9 558 7 25 603 18 6 67 9 0 0 0.18
2018 0.05 0.54 0.03 0.02 8 566 1 17 620 20 1 60 1 0 1 0.13 0.21
2019 0.12 0.58 0.04 0.1 4 570 1 21 641 17 2 49 5 0 0 0.21
2020 0.17 0.75 0.02 0.15 5 575 0 14 655 12 2 39 6 0 0 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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35
22006Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Dhaene, Jan ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene ; Michel, Denuit . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:1-25:n:2.

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32
32003On 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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24
42006Convex 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
52006Robust utility maximization in a stochastic factor model. (2006). Alexander, Schied ; Daniel, Hernandez-Hernandez . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:109-125:n:5.

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19
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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17
72006Robust 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
82016Leveraging the network: A stress-test framework based on DebtRank. (2016). battiston, stefano ; 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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15
92006On 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
102005Duality 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
112001ESTIMATION 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
122005Optimal consumption strategies under model uncertainty. (2005). Ludger, Ruschendorf ; Christian, Burgert . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1:p:1-14:n:1.

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13
131987INADMISSIBILITY 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
142008Nonparametric 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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10
152003Variational 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
162011On 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
172006Law 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
181996ESTIMATORS 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
192006Parametric 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
202005Optimal 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
212012Bounds 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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7
221996ON 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
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.

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7
242008Optimal 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
251989EMPIRICAL 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
261996ON 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
271987ON 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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6
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.

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6
291985ON 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
302011Robust 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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5
311998WEAK 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
321997EXPANSION 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
331989FREQUENTIST 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
341985RANK 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
352005Perpetual 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
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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4
372014Central clearing of OTC derivatives: Bilateral vs multilateral netting. (2014). Rama, Cont ; Thomas, Kokholm . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:20:n:1.

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4
382006Estimating 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
392013Bernstein estimator for unbounded copula densities. (2013). Taamouti, Abderrahim ; Taoufik, Bouezmarni ; Abderrahim, Taamouti ; El, Ghouch . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:343-360:n:3.

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4
401989ESTIMATING 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
411996DECISION 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
422004Quantization of probability distributions under norm-based distortion measures. (2004). Sylvain, Delattre ; Gilles, Pages ; Harald, Luschgy ; Siegfried, Graf . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:22:y:2004:i:4/2004:p:261-282:n:2.

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4
432003Parameter 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
442017A double clustering algorithm for financial time series based on extreme events. (2017). Luca, DE ; Paola, Zuccolotto . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:1-12:n:2.

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4
451985ESTIMATION 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
462005Quantile 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
472003On 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
481992GEOMETRIC 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
492005On 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
502011Optimal 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
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). battiston, stefano ; 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

9
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
32006Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Dhaene, Jan ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene ; Michel, Denuit . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:1-25:n:2.

Full description at Econpapers || Download paper

5
42006Robust utility maximization in a stochastic factor model. (2006). Alexander, Schied ; Daniel, Hernandez-Hernandez . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:109-125:n:5.

Full description at Econpapers || Download paper

4
52003On 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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4
62014Central clearing of OTC derivatives: Bilateral vs multilateral netting. (2014). Rama, Cont ; Thomas, Kokholm . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:20:n:1.

Full description at Econpapers || Download paper

3
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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3
82012Bounds 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
92004Quantization of probability distributions under norm-based distortion measures. (2004). Sylvain, Delattre ; Gilles, Pages ; Harald, Luschgy ; Siegfried, Graf . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:22:y:2004:i:4/2004:p:261-282:n:2.

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2
102017The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks. (2017). Fatena, El-Masri ; Zachary, Feinstein. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:3-4:p:113-139:n:2.

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2
112006Convex 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

2
122008Nonparametric 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
132013Bernstein estimator for unbounded copula densities. (2013). Taamouti, Abderrahim ; Taoufik, Bouezmarni ; Abderrahim, Taamouti ; El, Ghouch . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:343-360:n:3.

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2
142019Optimal retirement planning under partial information. (2019). An, Chen ; Nicole, Bauerle. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:36:y:2019:i:1-4:p:37-55:n:1.

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2
152017A double clustering algorithm for financial time series based on extreme events. (2017). Luca, DE ; Paola, Zuccolotto . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:1-12:n:2.

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2
Citing documents used to compute impact factor: 2
YearTitle
2020.

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2020Responsabilidad Social Corporativa como la clave para las empresas exitosas. (2020). de la Vega, Jose Gerardo ; Herrera, Andrea Tolentino. In: Revista de Investigación en ciencias contables y Administrativas. RePEc:snh:journl:v:6:y:2020:i:1:p:116-129.

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Recent citations
Recent citations received in 2019

YearCiting document

Recent citations received in 2018

YearCiting document
2018A Credit-Risk Valuation under the Variance-Gamma Asset Return. (2018). Ivanov, Roman V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:58-:d:147258.

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Recent citations received in 2017

YearCiting document