Citation analysis for Statistics & Risk Modeling / De Gruyter

Statistics & Risk Modeling / De Gruyter

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Impact Factor

0.07

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	0.02	0.1	0.01	24	24	1	0.04	4	53	1	124	1	(%)			0.04
1991	0.02	0.09	0.01	20	44	1	0.02	5	48	1	126	1	(%)			0.04
1992		0.09	0.02	27	71	2	0.03	19	44		121	2	(%)			0.04
1993	0.02	0.1	0.02	25	96	3	0.03	8	47	1	124	2	(%)			0.05
1994	0.02	0.11	0.03	28	124	3	0.02	15	52	1	120	3	(%)			0.05
1995	0.04	0.2	0.02	26	150	6	0.04	21	53	2	124	3	1 (4.8%)			0.07
1996	0.02	0.23	0.03	23	173	8	0.05	32	54	1	126	4	(%)			0.09
1997	0.02	0.27	0.06	25	198	18	0.09	10	49	1	129	8	(%)	1	0.04	0.09
1998	0.02	0.29	0.02	23	221	9	0.04	17	48	1	127	3	1 (5.9%)	1	0.04	0.1
1999	0.02	0.32	0.02	23	244	6	0.02	7	48	1	125	3	(%)			0.13
2000	0.04	0.4	0.05	20	264	16	0.06	12	46	2	120	6	(%)	1	0.05	0.15
2001		0.4	0.04	23	287	17	0.06	22	43		114	4	(%)			0.15
2002	0.02	0.42	0.01	23	310	8	0.03	3	43	1	114	1	(%)			0.18
2003	0.02	0.44	0.02	21	331	14	0.04	43	46	1	112	2	2 (4.7%)			0.19
2004	0.02	0.49	0.05	19	350	11	0.03	7	44	1	110	5	(%)			0.2
2005	0.03	0.53	0.04	18	368	17	0.05	34	40	1	106	4	(%)			0.21
2006	0.24	0.51	0.12	25	393	32	0.08	104	37	9	104	12	4 (3.8%)	3	0.12	0.2
2007	0.21	0.45	0.11	15	408	25	0.06	8	43	9	106	12	(%)			0.18
2008	0.35	0.48	0.23	10	418	40	0.1	12	40	14	98	23	(%)			0.2
2009	0.08	0.47	0.14	28	446	32	0.07	8	25	2	87	12	(%)			0.19
2010	0.03	0.45	0.18		446	34	0.08		38	1	96	17	(%)			0.16
2011	0.04	0.52	0.13	20	466	29	0.06	20	28	1	78	10	(%)			0.2
2012	0.15	0.55	0.14	16	482	56	0.12	3	20	3	73	10	(%)			0.2
2013	0.14	0.62	0.14	19	501	43	0.09	8	36	5	74	10	(%)	1	0.05	0.22
2014	0.06	0.64	0.12	14	515	38	0.07	1	35	2	83	10	(%)			0.21
2015	0.06	0.69	0.04	7	522	16	0.03		33	2	69	3	(%)			0.22
2016		0.85	0.07	11	533	10	0.02	6	21		76	5	(%)	1	0.09	0.26

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	2006	Risk 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	26
2	2003	On arbitrage and replication in the fractional BlackâScholes 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	18
3	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
4	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
5	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
6	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
7	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
8	2006	Law 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. Full description at Econpapers \|\| Download paper	12
9	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
10	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
11	1996	ESTIMATORS 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. Full description at Econpapers \|\| Download paper	9
12	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
13	2011	On 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. Full description at Econpapers \|\| Download paper	9
14	2006	Parametric 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. Full description at Econpapers \|\| Download paper	8
15	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
16	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
17	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	7
18	2016	Leveraging 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	6
19	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
20	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	6
21	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
22	1985	ON 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. Full description at Econpapers \|\| Download paper	6
23	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	5
24	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
25	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
26	2008	Nonparametric 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	5
27	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
28	1985	RANK 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. Full description at Econpapers \|\| Download paper	5
29	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
30	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
31	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
32	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
33	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
34	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
35	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
36	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
37	2011	Robust 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	3
38	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
39	1985	ESTIMATION 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. Full description at Econpapers \|\| Download paper	3
40	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
41	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
42	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
43	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
44	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
45	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
46	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
47	2013	Membership 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. Full description at Econpapers \|\| Download paper	3
48	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
49	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
50	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

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

#	Year	Title	Cited
1	2003	On arbitrage and replication in the fractional BlackâScholes 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	6
2	2016	Leveraging 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	6
3	2006	Risk 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	5
4	2013	Membership 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. Full description at Econpapers \|\| Download paper	3
5	2011	Robust 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	3
6	2011	On 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. Full description at Econpapers \|\| Download paper	3
7	2013	Bernstein 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. Full description at Econpapers \|\| Download paper	2
8	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	2
9	2008	Nonparametric 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

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	How does risk flow in the credit default swap market?. (2016). D'Errico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Valuation of collateralized debt obligations with hierarchical Archimedean copulae. (2013). HÃÂ¤rdle, Wolfgang ; Choros-Tomczyk, Barbara ; 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

10 most frequent citing series

#	Series	Cites
1	Papers / arXiv.org	10
2	Insurance: Mathematics and Economics / Elsevier	9
3	Statistics & Probability Letters / Elsevier	5
4	Journal of Multivariate Analysis / Elsevier	3
5	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	2
6	Working Papers / Department of Research, Ipag Business School	2
7	Economic Modelling / Elsevier	2
8	UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) / HAL	2
9	Stochastic Processes and their Applications / Elsevier	2
10	Journal of Econometrics / Elsevier	2
11	Statistical Papers / Springer	1

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.