Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
18
Impact Factor (IF)
0.26
5 Years IF
0.19
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
1999 0 0.3 0 0 35 35 18 0 0 0 0 0 0.15
2000 0 0.36 0 0 19 54 21 0 35 35 0 0 0.16
2001 0.04 0.38 0.03 0.04 26 80 125 2 2 54 2 54 2 0 0 0.17
2002 0.07 0.41 0.03 0.04 31 111 34 3 5 45 3 80 3 0 0 0.21
2003 0.07 0.44 0.03 0.04 24 135 52 4 9 57 4 111 4 0 0 0.22
2004 0.02 0.49 0.04 0.05 27 162 37 7 16 55 1 135 7 0 0 0.22
2005 0.02 0.5 0.03 0.04 67 229 101 8 24 51 1 127 5 0 3 0.04 0.23
2006 0.04 0.5 0.03 0.04 42 271 46 8 32 94 4 175 7 0 0 0.22
2007 0.06 0.46 0.06 0.08 35 306 101 19 51 109 7 191 15 0 0 0.2
2008 0.06 0.49 0.09 0.09 40 346 111 32 83 77 5 195 17 1 3.1 3 0.08 0.23
2009 0.13 0.47 0.09 0.1 56 402 99 35 118 75 10 211 22 3 8.6 1 0.02 0.24
2010 0.1 0.48 0.08 0.09 52 454 119 36 154 96 10 240 22 2 5.6 2 0.04 0.21
2011 0.1 0.52 0.09 0.12 68 522 103 46 200 108 11 225 27 0 2 0.03 0.24
2012 0.09 0.52 0.12 0.15 51 573 66 66 267 120 11 251 37 0 2 0.04 0.22
2013 0.06 0.56 0.08 0.08 57 630 72 48 317 119 7 267 21 0 1 0.02 0.24
2014 0.07 0.55 0.1 0.09 68 698 79 67 384 108 8 284 26 0 0 0.23
2015 0.08 0.55 0.1 0.09 78 776 210 76 460 125 10 296 27 0 3 0.04 0.23
2016 0.08 0.53 0.12 0.1 70 846 125 98 558 146 12 322 32 0 1 0.01 0.21
2017 0.18 0.54 0.12 0.13 62 908 118 111 669 148 26 324 41 2 1.8 1 0.02 0.22
2018 0.19 0.56 0.13 0.17 84 992 44 124 793 132 25 335 57 1 0.8 1 0.01 0.24
2019 0.14 0.58 0.2 0.24 103 1095 92 219 1015 146 21 362 86 1 0.5 1 0.01 0.23
2020 0.16 0.7 0.23 0.28 82 1177 63 267 1282 187 29 397 112 9 3.4 5 0.06 0.33
2021 0.28 0.87 0.26 0.28 17 1194 10 310 1592 185 51 401 112 2 0.6 6 0.35 0.32
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
12015Stochastic modelling and analysis of degradation for highly reliable products. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:16-32.

Full description at Econpapers || Download paper

90
22015Rejoinder to ‘Stochastic modelling and analysis of degradation for highly reliable products’. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:35-36.

Full description at Econpapers || Download paper

66
32017Deep learning for finance: deep portfolios. (2017). Heaton, J B ; Witte, J H ; Polson, N G. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:3-12.

Full description at Econpapers || Download paper

56
42001Managing uncertainty in call centres using Poisson mixtures. (2001). Koole, Ger ; Jongbloed, Geurt. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:4:p:307-318.

Full description at Econpapers || Download paper

39
52001Analysis of regression in game theory approach. (2001). Conklin, Michael ; Lipovetsky, Stan. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:4:p:319-330.

Full description at Econpapers || Download paper

37
62017Rejoinder to ‘Deep learning for finance: deep portfolios’. (2017). Heaton, James B ; Witte, Jan H ; Polson, Nicholas. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:19-21.

Full description at Econpapers || Download paper

33
72011The usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:173-188.

Full description at Econpapers || Download paper

29
82011Rejoinder: the usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Jones, Bradley ; Goos, Peter. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:197-203.

Full description at Econpapers || Download paper

28
92007Fitting combinations of exponentials to probability distributions. (2007). Dufresne, Daniel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:1:p:23-48.

Full description at Econpapers || Download paper

28
102010Comparisons of series and parallel systems with components sharing the same copula. (2010). Navarro, Jorge ; Spizzichino, Fabio. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:775-791.

Full description at Econpapers || Download paper

27
112020Vector error correction models to measure connectedness of Bitcoin exchange markets. (2020). Giudici, Paolo ; Pagnottoni, Paolo. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:36:y:2020:i:1:p:95-109.

Full description at Econpapers || Download paper

26
122015COPAR—multivariate time series modeling using the copula autoregressive model. (2015). Brechmann, Eike Christian ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:4:p:495-514.

Full description at Econpapers || Download paper

25
132003Applications of Hilbert–Huang transform to non‐stationary financial time series analysis. (2003). , Samuel ; Long, Steven R ; Qu, Wendong ; Wu, Manli ; Huang, Norden E. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:3:p:245-268.

Full description at Econpapers || Download paper

23
142010Spatial contagion between financial markets: a copula‐based approach. (2010). Durante, Fabrizio ; Jaworski, Piotr. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:5:p:551-564.

Full description at Econpapers || Download paper

22
152007Bankruptcy prediction by generalized additive models. (2007). Berg, Daniel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:2:p:129-143.

Full description at Econpapers || Download paper

21
162010A modern Bayesian look at the multi‐armed bandit. (2010). Scott, Steven L. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:639-658.

Full description at Econpapers || Download paper

21
172008Some stochastic comparisons of conditional coherent systems. (2008). Li, Xiaohu ; Zhang, Zhengcheng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:6:p:541-549.

Full description at Econpapers || Download paper

21
182009A multivariate time series approach to projected life tables. (2009). Denuit, Michel M ; Lazar, Dorina. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:6:p:806-823.

Full description at Econpapers || Download paper

19
192015Reliability of demand‐based warm standby systems subject to fault level coverage. (2015). Zhai, Q ; Yang, J ; Xing, L ; Peng, R. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:380-393.

Full description at Econpapers || Download paper

16
202014Predicting bank loan recovery rates with a mixed continuous‐discrete model. (2014). Calabrese, Raffaella. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:2:p:99-114.

Full description at Econpapers || Download paper

16
212012Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance. (2012). Paula, Gilberto A ; Liu, Shuangzhe ; Barros, Michelli ; Leiva, Victor. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:1:p:16-34.

Full description at Econpapers || Download paper

15
222011Risk modelling with the mixed Erlang distribution. (2011). Willmot, Gordon E ; Lin, Sheldon X. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:1:p:2-16.

Full description at Econpapers || Download paper

15
232013Statistical inference in massive data sets. (2013). Li, Runze ; Dennis, . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:29:y:2013:i:5:p:399-409.

Full description at Econpapers || Download paper

14
242016Comparisons in the mean residual life order of coherent systems with identically distributed components. (2016). Navarro, Jorge ; Gomis, Carmen M. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:1:p:33-47.

Full description at Econpapers || Download paper

14
252005Spatial models in marketing research and practice. (2005). Bronnenberg, Bart J. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:4-5:p:335-343.

Full description at Econpapers || Download paper

14
262016Dynamic dependence networks: Financial time series forecasting and portfolio decisions. (2016). Yi, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:311-332.

Full description at Econpapers || Download paper

13
272008Modelling a general standby system and evaluation of its performance. (2008). Hwan, JI ; Yun, Won Young ; Mi, Jie. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:2:p:159-169.

Full description at Econpapers || Download paper

13
282005Asymmetric extreme interdependence in emerging equity markets. (2005). de Melo, Beatriz Vaz. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:6:p:483-498.

Full description at Econpapers || Download paper

13
292011Markov chain models for delinquency: Transition matrix estimation and forecasting. (2011). Grimshaw, Scott D ; Alexander, William P. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:267-279.

Full description at Econpapers || Download paper

12
302010Implementing loss distribution approach for operational risk. (2010). Shevchenko, Pavel V. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:3:p:277-307.

Full description at Econpapers || Download paper

12
312001Exchange rate uncertainty and employment: an algorithm describing ‘play’. (2001). Göcke, Matthias ; Belke, Ansgar ; Gocke, Matthias. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:2:p:181-204.

Full description at Econpapers || Download paper

12
322002Modelling recruitment training in mathematical human resource planning. (2002). Tsantas, N ; Georgiou, A C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:18:y:2002:i:1:p:53-74.

Full description at Econpapers || Download paper

12
332011Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis. (2011). Kenett, Ron ; Salini, Silvia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:5:p:465-475.

Full description at Econpapers || Download paper

12
342016Optimal replacement and allocation of multi‐state elements in k‐within‐m‐from‐r/n sliding window systems. (2016). Xiao, Hui ; Levitin, Gregory ; Peng, Rui. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:184-198.

Full description at Econpapers || Download paper

11
352016Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models. (2016). Almeida, Carlos ; Manner, Hans ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:5:p:621-638.

Full description at Econpapers || Download paper

11
362005Retail assortment, shelf and stockout management: issues, interplay and future challenges. (2005). Gijsbrechts, Els ; Campo, Katia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:4-5:p:383-392.

Full description at Econpapers || Download paper

11
372000Modelling heterogeneity in a manpower system: a review. (2000). Ugwuowo, F I ; McClean, S I. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:16:y:2000:i:2:p:99-110.

Full description at Econpapers || Download paper

10
382005Analysis of call centre arrival data using singular value decomposition. (2005). Huang, Jianhua Z ; Shen, Haipeng. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:3:p:251-263.

Full description at Econpapers || Download paper

10
392003A sequential condition‐based repair/replacement policy with non‐periodic inspections for a system subject to continuous wear. (2003). Castanier, B ; Grall, A ; Berenguer, C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:4:p:327-347.

Full description at Econpapers || Download paper

10
402016Preventive maintenance of multistate systems subject to shocks. (2016). Finkelstein, Maxim ; Gertsbakh, Ilya . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:283-291.

Full description at Econpapers || Download paper

10
412008On estimating the conditional expected shortfall. (2008). Peracchi, Franco ; Tanase, Andrei V. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:5:p:471-493.

Full description at Econpapers || Download paper

10
422014A condition‐based imperfect replacement policy for a periodically inspected system with two dependent wear indicators. (2014). Mercier, Sophie ; Ha, Hai . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:6:p:766-782.

Full description at Econpapers || Download paper

10
432019Birnbaum‐Saunders distribution: A review of models, analysis, and applications. (2019). Kundu, Debasis ; Balakrishnan, N. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:1:p:4-49.

Full description at Econpapers || Download paper

10
442016Nonlinear general path models for degradation data with dynamic covariates. (2016). Xu, Zhibing ; Jin, Ran ; Hong, Yili. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:153-167.

Full description at Econpapers || Download paper

9
452009Understanding the shape of the mixture failure rate (with engineering and demographic applications). (2009). Finkelstein, Maxim. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:6:p:643-663.

Full description at Econpapers || Download paper

9
462019A machine learning approach for individual claims reserving in insurance. (2019). Robert, Christian Y ; Baudry, Maximilien. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:5:p:1127-1155.

Full description at Econpapers || Download paper

9
472016Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’. (2016). Zhao, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:336-339.

Full description at Econpapers || Download paper

9
482008On the use of archetypes as benchmarks. (2008). Vistocco, Domenico ; Ragozini, Giancarlo ; Porzio, Giovanni C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:5:p:419-437.

Full description at Econpapers || Download paper

9
492006Copula models of joint last survivor analysis. (2006). Youn, Heekyung ; Shemyakin, Arkady E. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:22:y:2006:i:2:p:211-224.

Full description at Econpapers || Download paper

9
502005Predictability and model selection in the context of ARCH models. (2005). Degiannakis, Stavros ; Xekalaki, Evdokia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:1:p:55-82.

Full description at Econpapers || Download paper

8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Stochastic modelling and analysis of degradation for highly reliable products. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:16-32.

Full description at Econpapers || Download paper

46
22015Rejoinder to ‘Stochastic modelling and analysis of degradation for highly reliable products’. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:35-36.

Full description at Econpapers || Download paper

39
32017Deep learning for finance: deep portfolios. (2017). Heaton, J B ; Witte, J H ; Polson, N G. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:3-12.

Full description at Econpapers || Download paper

33
42017Rejoinder to ‘Deep learning for finance: deep portfolios’. (2017). Heaton, James B ; Witte, Jan H ; Polson, Nicholas. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:19-21.

Full description at Econpapers || Download paper

24
52001Analysis of regression in game theory approach. (2001). Conklin, Michael ; Lipovetsky, Stan. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:4:p:319-330.

Full description at Econpapers || Download paper

19
62020Vector error correction models to measure connectedness of Bitcoin exchange markets. (2020). Giudici, Paolo ; Pagnottoni, Paolo. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:36:y:2020:i:1:p:95-109.

Full description at Econpapers || Download paper

19
72011The usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:173-188.

Full description at Econpapers || Download paper

13
82011Rejoinder: the usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Jones, Bradley ; Goos, Peter. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:197-203.

Full description at Econpapers || Download paper

13
92015COPAR—multivariate time series modeling using the copula autoregressive model. (2015). Brechmann, Eike Christian ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:4:p:495-514.

Full description at Econpapers || Download paper

12
102003Applications of Hilbert–Huang transform to non‐stationary financial time series analysis. (2003). , Samuel ; Long, Steven R ; Qu, Wendong ; Wu, Manli ; Huang, Norden E. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:3:p:245-268.

Full description at Econpapers || Download paper

10
112015Reliability of demand‐based warm standby systems subject to fault level coverage. (2015). Zhai, Q ; Yang, J ; Xing, L ; Peng, R. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:380-393.

Full description at Econpapers || Download paper

9
122007Fitting combinations of exponentials to probability distributions. (2007). Dufresne, Daniel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:1:p:23-48.

Full description at Econpapers || Download paper

8
132010A modern Bayesian look at the multi‐armed bandit. (2010). Scott, Steven L. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:639-658.

Full description at Econpapers || Download paper

7
142013Statistical inference in massive data sets. (2013). Li, Runze ; Dennis, . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:29:y:2013:i:5:p:399-409.

Full description at Econpapers || Download paper

7
152016Nonlinear general path models for degradation data with dynamic covariates. (2016). Xu, Zhibing ; Jin, Ran ; Hong, Yili. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:153-167.

Full description at Econpapers || Download paper

6
162019Birnbaum‐Saunders distribution: A review of models, analysis, and applications. (2019). Kundu, Debasis ; Balakrishnan, N. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:1:p:4-49.

Full description at Econpapers || Download paper

6
172012The COM‐Poisson model for count data: a survey of methods and applications. (2012). Sellers, Kimberly F ; Shmueli, Galit ; Borle, Sharad. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:2:p:104-116.

Full description at Econpapers || Download paper

6
182020Nonparametric universal copula modeling. (2020). Mukhopadhyay, Subhadeep ; Parzen, Emanuel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:36:y:2020:i:1:p:77-94.

Full description at Econpapers || Download paper

6
192021Birnbaum?Saunders quantile regression and its diagnostics with application to economic data. (2021). Leiva, Victor ; Sanchez, Luis ; Saulo, Helton ; Galea, Manuel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:37:y:2021:i:1:p:53-73.

Full description at Econpapers || Download paper

6
202019Maintenance optimization for second‐hand products following periodic imperfect preventive maintenance warranty period. (2019). Ho, Dong ; Kim, Daekyung ; Lim, Jaehak. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:4:p:1077-1089.

Full description at Econpapers || Download paper

6
212019Good and bad market research: A critical review of Net Promoter Score. (2019). Kordupleski, Raymond E ; Fisher, Nicholas I. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:1:p:138-151.

Full description at Econpapers || Download paper

6
222003A sequential condition‐based repair/replacement policy with non‐periodic inspections for a system subject to continuous wear. (2003). Castanier, B ; Grall, A ; Berenguer, C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:4:p:327-347.

Full description at Econpapers || Download paper

5
232016Dynamic dependence networks: Financial time series forecasting and portfolio decisions. (2016). Yi, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:311-332.

Full description at Econpapers || Download paper

5
242014A condition‐based imperfect replacement policy for a periodically inspected system with two dependent wear indicators. (2014). Mercier, Sophie ; Ha, Hai . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:6:p:766-782.

Full description at Econpapers || Download paper

5
252016Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models. (2016). Almeida, Carlos ; Manner, Hans ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:5:p:621-638.

Full description at Econpapers || Download paper

5
262016Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’. (2016). Zhao, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:336-339.

Full description at Econpapers || Download paper

5
272016Preventive maintenance of multistate systems subject to shocks. (2016). Finkelstein, Maxim ; Gertsbakh, Ilya . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:283-291.

Full description at Econpapers || Download paper

5
282018Reliability modelling incorporating load share and frailty. (2018). Asha, G ; Ravishanker, Nalini ; Raja, Vincent A. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:34:y:2018:i:2:p:206-223.

Full description at Econpapers || Download paper

5
292001Managing uncertainty in call centres using Poisson mixtures. (2001). Koole, Ger ; Jongbloed, Geurt. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:4:p:307-318.

Full description at Econpapers || Download paper

5
302019Imperfect repair in degradation processes: A Kijima‐type approach. (2019). Kahle, Waltraud. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:2:p:211-220.

Full description at Econpapers || Download paper

5
312015Multivariate conditional hazard rate functions – an overview. (2015). Shaked, Moshe ; Shanthikumar, George J. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:285-296.

Full description at Econpapers || Download paper

5
322008Modelling a general standby system and evaluation of its performance. (2008). Hwan, JI ; Yun, Won Young ; Mi, Jie. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:2:p:159-169.

Full description at Econpapers || Download paper

5
332021Virtual age, is it real? ? Discussing virtual age in reliability context. (2021). Cha, Ji Hwan ; Finkelstein, Maxim. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:37:y:2021:i:1:p:3-16.

Full description at Econpapers || Download paper

5
342011Risk modelling with the mixed Erlang distribution. (2011). Willmot, Gordon E ; Lin, Sheldon X. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:1:p:2-16.

Full description at Econpapers || Download paper

4
352015On generalized multi‐state start‐up demonstration tests. (2015). Zhao, Xian ; Lin, Cong ; Xie, Weijuan ; Sun, GE. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:325-338.

Full description at Econpapers || Download paper

4
362016Optimal replacement and allocation of multi‐state elements in k‐within‐m‐from‐r/n sliding window systems. (2016). Xiao, Hui ; Levitin, Gregory ; Peng, Rui. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:184-198.

Full description at Econpapers || Download paper

4
372011Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis. (2011). Kenett, Ron ; Salini, Silvia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:5:p:465-475.

Full description at Econpapers || Download paper

4
382013Electrical load forecasting by exponential smoothing with covariates. (2013). Gob, Rainer ; Pievatolo, Antonio ; Lurz, Kristina . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:29:y:2013:i:6:p:629-645.

Full description at Econpapers || Download paper

4
392015Bayesian gamma processes for optimizing condition‐based maintenance under uncertainty. (2015). Bousquet, N ; Paroissin, C ; Grall, A ; Fouladirad, M. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:360-379.

Full description at Econpapers || Download paper

4
402018Warranty cost analysis: Increasing warranty repair times. (2018). Marshall, Sarah ; Hayakawa, YU ; Chukova, Stefanka ; Arnold, Richard. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:34:y:2018:i:4:p:544-561.

Full description at Econpapers || Download paper

4
412015Optimal maintenance level for second‐hand product with periodic inspection schedule. (2015). Kim, Dae Kyung ; Ho, Dong ; Lim, Jaehak. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:349-359.

Full description at Econpapers || Download paper

4
422007Bankruptcy prediction by generalized additive models. (2007). Berg, Daniel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:2:p:129-143.

Full description at Econpapers || Download paper

4
432019A perturbed gamma degradation process with degradation dependent non‐Gaussian measurement errors. (2019). Pulcini, Gianpaolo ; Mele, Agostino ; Giorgio, Massimiliano. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:2:p:198-210.

Full description at Econpapers || Download paper

4
442005Spatial models in marketing research and practice. (2005). Bronnenberg, Bart J. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:4-5:p:335-343.

Full description at Econpapers || Download paper

4
452019A machine learning approach for individual claims reserving in insurance. (2019). Robert, Christian Y ; Baudry, Maximilien. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:35:y:2019:i:5:p:1127-1155.

Full description at Econpapers || Download paper

4
462009The dynamics of the relationship between spot and futures markets under high and low variance regimes. (2009). LI, MINGYUAN LEON . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:6:p:696-718.

Full description at Econpapers || Download paper

3
472012American option prices in a Markov chain market model. (2012). John van der Hoek, ; Elliott, Robert J. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:1:p:35-59.

Full description at Econpapers || Download paper

3
482002Modelling recruitment training in mathematical human resource planning. (2002). Tsantas, N ; Georgiou, A C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:18:y:2002:i:1:p:53-74.

Full description at Econpapers || Download paper

3
492017Bayesian tail‐risk forecasting using realized GARCH. (2017). Contino, Christian ; Gerlach, Richard H. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:2:p:213-236.

Full description at Econpapers || Download paper

3
502010Spatial contagion between financial markets: a copula‐based approach. (2010). Durante, Fabrizio ; Jaworski, Piotr. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:5:p:551-564.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor: 26
YearTitle
2022Big Data and Predictive Analytics for Business Intelligence: A Bibliographic Study (2000–2021). (2022). Wang, Han ; Li, Congdong ; Chen, Yili. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:4:p:42-786:d:923606.

Full description at Econpapers || Download paper

2022A Maximum Entropy Copula Model for Mixed Data: Representation, Estimation, and Applications. (2021). Mukhopadhyay, Subhadeep. In: Papers. RePEc:arx:papers:2108.09438.

Full description at Econpapers || Download paper

2022Analysis of critical events in the correlation dynamics of cryptocurrency market. (2022). Nie, Chun-Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007354.

Full description at Econpapers || Download paper

2022Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193.

Full description at Econpapers || Download paper

2022Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers. (2022). Giudici, Paolo ; Pagnottoni, Paolo ; Leach, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001355.

Full description at Econpapers || Download paper

2022Extreme tail network analysis of cryptocurrencies and trading strategies. (2022). Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001872.

Full description at Econpapers || Download paper

2022Forecasting the Price of the Cryptocurrency Using Linear and Nonlinear Error Correction Model. (2022). Jun, Chulhee ; Cho, Chanho ; Kim, Jong-Min. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:74-:d:746120.

Full description at Econpapers || Download paper

2022Risk spillovers and interconnectedness between systemically important institutions. (2022). Andrieș, Alin Marius ; Tunaru, Radu ; Sprincean, Nicu ; Ongena, Steven. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001224.

Full description at Econpapers || Download paper

2022A tail-revisited Markowitz mean-variance approach and a portfolio network centrality. (2022). Recchioni, Maria Cristina ; Polinesi, Gloria ; Mariani, Francesca. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:3:d:10.1007_s10287-022-00422-2.

Full description at Econpapers || Download paper

2022Effective transfer entropy to measure information flows in credit markets. (2022). Pagnottoni, Paolo ; Caserini, Nicolo Andrea. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:4:d:10.1007_s10260-021-00614-1.

Full description at Econpapers || Download paper

2022Network models to improve robot advisory portfolios. (2022). Giudici, Paolo ; Spelta, Alessandro ; Polinesi, Gloria. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04312-9.

Full description at Econpapers || Download paper

2022Climate change and financial stability: Natural disaster impacts on global stock markets. (2022). Pammolli, Fabio ; Flori, Andrea ; Spelta, Alessandro ; Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:599:y:2022:i:c:s037843712200365x.

Full description at Econpapers || Download paper

2022Sentiment, Google queries and explosivity in the cryptocurrency market. (2022). Pagnottoni, Paolo ; Cerchiello, Paola ; Agosto, Arianna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:605:y:2022:i:c:s0378437122006380.

Full description at Econpapers || Download paper

2022Modelling Energy Transition in Germany: An Analysis through Ordinary Differential Equations and System Dynamics. (2022). Guidolin, Mariangela ; de Giovanni, Luigi ; Savio, Andrea. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:25-455:d:790008.

Full description at Econpapers || Download paper

2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Bayesian analysis for the transformed exponential dispersion process with random effects. (2022). Wang, Guanjun ; Duan, Fengjun. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:217:y:2022:i:c:s0951832021005986.

Full description at Econpapers || Download paper

2022Debt advice for consumers: nature, European debate and implications for Italy. (2022). Caldarelli, Gioia ; Antenucci, Diletta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_740_22.

Full description at Econpapers || Download paper

2022Ordinal response variation of the polytomous Rasch model. (2022). Turetsky, Vladimir ; Bashkansky, Emil. In: METRON. RePEc:spr:metron:v:80:y:2022:i:3:d:10.1007_s40300-022-00229-w.

Full description at Econpapers || Download paper

2022Density ratio model with data-adaptive basis function. (2022). Chen, Jiahua ; Zhang, Archer Gong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:191:y:2022:i:c:s0047259x22000586.

Full description at Econpapers || Download paper

2022Smooth LASSO estimator for the Function-on-Function linear regression model. (2022). Centofanti, Fabio ; Vantini, Simone ; Fontana, Matteo ; Lepore, Antonio. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:176:y:2022:i:c:s0167947322001360.

Full description at Econpapers || Download paper

2022Reliability of degrading complex systems with two dependent components per element. (2022). Razmkhah, Mostafa ; Saberzadeh, Zahra. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:222:y:2022:i:c:s0951832022000734.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck 4/2 models.. (2022). Escobar-Anel, Marcos ; Zhu, Yichen. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:418:y:2022:i:c:s009630032100919x.

Full description at Econpapers || Download paper

2022Optimum periodic maintenance policy of repairable multi-component system with component reallocation and system overhaul. (2022). Wang, Jun ; Fu, Yuqiang. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:219:y:2022:i:c:s095183202100702x.

Full description at Econpapers || Download paper

2022Log?symmetric quantile regression models. (2022). de la Fuentemella, Hanns ; Sanchez, Luis ; Leiva, Victor ; Dasilva, Alan ; Saulo, Helton. In: Statistica Neerlandica. RePEc:bla:stanee:v:76:y:2022:i:2:p:124-163.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2021

YearCiting document
2021On a quantile autoregressive conditional duration model applied to high-frequency financial data. (2021). Vila, Roberto ; Balakrishnan, Narayanaswamy ; Saulo, Helton. In: Papers. RePEc:arx:papers:2109.03844.

Full description at Econpapers || Download paper

2021Extended Arithmetic Reduction of Age Models for the Failure Process of a Repairable System. (2021). Wu, Shaomin ; Naikan, V. N. A., ; Syamsundar, A. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:215:y:2021:i:c:s095183202100394x.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Discussion of virtual age, is it real?. (2021). Cui, Lirong. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:37:y:2021:i:1:p:41-44.

Full description at Econpapers || Download paper

2021Rejoinder to “Virtual age, is it real?”. (2021). Cha, Ji Hwan ; Finkelstein, Maxim. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:37:y:2021:i:1:p:45-52.

Full description at Econpapers || Download paper

Recent citations received in 2020

YearCiting document
2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

Full description at Econpapers || Download paper

2020Lead Behaviour in Bitcoin Markets. (2020). Giudici, Paolo ; Chen, Ying ; Trimborn, Simon ; Misheva, Branka Hadji. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:4-:d:305277.

Full description at Econpapers || Download paper

2020Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market. (2020). Agosto, Arianna ; Cafferata, Alessia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:34-:d:343546.

Full description at Econpapers || Download paper

2020Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors’ Pitfall?. (2020). de Giuli, Maria Elena ; Pagnottoni, Paolo ; Resta, Marina ; DeGiuli, Maria Elena . In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:44-:d:354452.

Full description at Econpapers || Download paper

2020Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model. (2020). Bartolucci, Francesco ; Ametrano, Ferdinando ; Forte, Gianfranco ; Pennoni, Fulvia. In: MPRA Paper. RePEc:pra:mprapa:106150.

Full description at Econpapers || Download paper

Recent citations received in 2019

YearCiting document
2019Minimal repair of failed components in coherent systems. (2019). Suarez-Llorens, Alfonso ; Arriaza, Antonio ; Navarro, Jorge. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:951-964.

Full description at Econpapers || Download paper