0.06
Impact Factor
0.11
5-Years IF
10
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated December, 3 2015 760.408 documents
processed, 20.499.313 references and 8.066.571 citations
[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]
| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.02 | 0.09 | 0.01 | 24 | 24 | 1 | 0.04 | 4 | 52 | 1 | 76 | 1 | (%) | 0.03 | ||
| 1991 | 0.02 | 0.09 | 0.01 | 20 | 44 | 1 | 0.02 | 5 | 47 | 1 | 100 | 1 | (%) | 0.04 | ||
| 1992 | 0.09 | 0.02 | 27 | 71 | 2 | 0.03 | 19 | 44 | 120 | 2 | (%) | 0.04 | ||||
| 1993 | 0.02 | 0.1 | 0.02 | 25 | 96 | 2 | 0.02 | 8 | 47 | 1 | 123 | 2 | (%) | 0.05 | ||
| 1994 | 0.02 | 0.11 | 0.03 | 28 | 124 | 3 | 0.02 | 15 | 52 | 1 | 119 | 3 | (%) | 0.05 | ||
| 1995 | 0.04 | 0.19 | 0.02 | 26 | 150 | 6 | 0.04 | 18 | 53 | 2 | 124 | 3 | (%) | 0.07 | ||
| 1996 | 0.02 | 0.23 | 0.03 | 23 | 173 | 8 | 0.05 | 30 | 54 | 1 | 126 | 4 | (%) | 0.09 | ||
| 1997 | 0.02 | 0.27 | 0.06 | 25 | 198 | 16 | 0.08 | 10 | 49 | 1 | 129 | 8 | (%) | 1 | 0.04 | 0.09 |
| 1998 | 0.02 | 0.27 | 0.02 | 23 | 221 | 9 | 0.04 | 16 | 48 | 1 | 127 | 3 | (%) | 1 | 0.04 | 0.1 |
| 1999 | 0.02 | 0.31 | 0.02 | 23 | 244 | 6 | 0.02 | 7 | 48 | 1 | 125 | 3 | (%) | 0.13 | ||
| 2000 | 0.04 | 0.39 | 0.05 | 20 | 264 | 16 | 0.06 | 12 | 46 | 2 | 120 | 6 | (%) | 1 | 0.05 | 0.15 |
| 2001 | 0.41 | 0.04 | 23 | 287 | 13 | 0.05 | 22 | 43 | 114 | 4 | (%) | 0.16 | ||||
| 2002 | 0.02 | 0.43 | 0.01 | 23 | 310 | 8 | 0.03 | 3 | 43 | 1 | 114 | 1 | (%) | 0.19 | ||
| 2003 | 0.02 | 0.45 | 0.01 | 21 | 331 | 12 | 0.04 | 35 | 46 | 1 | 112 | 1 | (%) | 0.19 | ||
| 2004 | 0.02 | 0.51 | 0.05 | 19 | 350 | 11 | 0.03 | 7 | 44 | 1 | 110 | 5 | (%) | 0.21 | ||
| 2005 | 0.03 | 0.54 | 0.04 | 18 | 368 | 16 | 0.04 | 34 | 40 | 1 | 106 | 4 | (%) | 0.22 | ||
| 2006 | 0.24 | 0.52 | 0.12 | 25 | 393 | 30 | 0.08 | 96 | 37 | 9 | 104 | 12 | (%) | 2 | 0.08 | 0.21 |
| 2007 | 0.21 | 0.45 | 0.11 | 15 | 408 | 23 | 0.06 | 8 | 43 | 9 | 106 | 12 | (%) | 0.18 | ||
| 2008 | 0.35 | 0.48 | 0.23 | 10 | 418 | 38 | 0.09 | 9 | 40 | 14 | 98 | 23 | (%) | 0.2 | ||
| 2009 | 0.08 | 0.48 | 0.14 | 28 | 446 | 27 | 0.06 | 7 | 25 | 2 | 87 | 12 | (%) | 0.19 | ||
| 2010 | 0.03 | 0.44 | 0.18 | 446 | 34 | 0.08 | 38 | 1 | 96 | 17 | (%) | 0.16 | ||||
| 2011 | 0.04 | 0.53 | 0.12 | 20 | 466 | 26 | 0.06 | 12 | 28 | 1 | 78 | 9 | (%) | 0.21 | ||
| 2012 | 0.15 | 0.58 | 0.14 | 16 | 482 | 55 | 0.11 | 3 | 20 | 3 | 73 | 10 | (%) | 0.22 | ||
| 2013 | 0.14 | 0.71 | 0.14 | 19 | 501 | 40 | 0.08 | 3 | 36 | 5 | 74 | 10 | (%) | 1 | 0.05 | 0.25 |
| 2014 | 0.06 | 0.81 | 0.11 | 14 | 515 | 31 | 0.06 | 1 | 35 | 2 | 83 | 9 | (%) | 0.28 |
| 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:
[Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2006 | Risk measurement with equivalent utility principles. (2006). 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 |
| 2006 | Convex 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 |
| 2006 | Robust 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 |
| 2005 | Duality 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 |
| 2006 | On 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 |
| 2001 | ESTIMATION 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 |
| 2003 | Variational 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 |
| 2003 | On arbitrage and replication in the fractional BlackâScholes pricing model. (2003). 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 | 10 |
| 2006 | Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. (2006). 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 |
| 1987 | INADMISSIBILITY 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 |
| 2006 | Law 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 |
| 1996 | ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES. (1996). 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 | 7 |
| 2005 | Optimal 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 |
| 1996 | ON 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 |
| 1996 | ON 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 |
| 2011 | On the maximization of financial performance measures within mixture models. (2011). 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 | 6 |
| 1989 | EMPIRICAL 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 |
| 2008 | Optimal 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 |
| 1987 | ON 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 |
| 2006 | Parametric and semiparametric inference for shape: the role of the scale functional. (2006). 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 | 5 |
| 2005 | Perpetual 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 |
| 1998 | WEAK 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 |
| 1995 | PARTITIONING-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 |
| 1997 | EXPANSION 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 |
| 2006 | Estimating 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 |
| 1996 | DECISION 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 |
| 2007 | Estimating 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 |
| 1989 | ESTIMATING 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 |
| 2003 | Parameter 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 |
| 1989 | FREQUENTIST 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 | 4 |
| 1992 | GEOMETRIC 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 |
| 2005 | On 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 |
| 2008 | Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). 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 | 3 |
| 1992 | ON 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 |
| 2005 | On 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 |
| 1998 | THE 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 |
| 1998 | LINEAR 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 |
| 1988 | GAMMA-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 |
| 2012 | Bounds 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 |
| 2003 | On 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 |
| 2007 | Dynamic 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 |
| 1994 | THE 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 |
| 2000 | MINIMAX 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 |
| 2003 | A 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 |
| 1992 | BEHAVIOUR 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 |
| 2004 | Maximum 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 |
| 2005 | Quantile 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 |
| 1994 | ROBUST 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 |
| 2002 | OPTIMAL 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 |
| 1995 | MINIMAX- AND Î-MINIMAX ESTIMATION OF A BOUNDED NORMAL MEAN UNDER LINEX LOSS. (1995). Wolfgang, Bischoff ; Stefanie, Wulfert ; Werner, Fieger . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:13:y:1995:i:3:p:287-298:n:6. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2006 | Risk measurement with equivalent utility principles. (2006). 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 | 9 |
| 2006 | Robust 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 | 7 |
| 2006 | Convex 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 | 6 |
| 2005 | Duality 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 | 5 |
| 2011 | On the maximization of financial performance measures within mixture models. (2011). 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 | 4 |
| 2012 | Bounds 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 |
| 2003 | Variational 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 | 3 |
| 2011 | Optimal 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 |
| 2013 | Properties of hierarchical Archimedean copulas. (2013). Ostap, Okhrin ; Wolfgang, Schmid ; Yarema, Okhrin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:1:p:21-54:n:2. Full description at Econpapers || Download paper | 2 |
| 1987 | INADMISSIBILITY 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 |
| 2006 | Law 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 | 2 |
| 2008 | Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). 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 |
| 2009 | Option 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. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 2:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Capital adequacy tests and limited liability of financial institutions. (2014). Munari, Cosimo ; Moreno-Bromberg, Santiago ; Koch-Medina, Pablo . In: Papers. RePEc:arx:papers:1401.3133. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Nonparametric estimation of the tree structure of a nested Archimedean copula. (2014). Segers, Johan ; Uyttendaele, Nathan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:190-204. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2013 | Valuation of collateralized debt obligations with hierarchical Archimedean copulae. (2013). 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 | [Citation Analysis] |
10 most frequent citing series:
[Click on heading to sort table]
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.