Citation analysis for Statistics & Risk Modeling / De Gruyter

Citation Profile [Updated: 2025-11-20 18:08:17]

5 Years H Index

Impact Factor (IF)

5 Years IF

0.05

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	0.11	0.08	0.02	24	24	9	2	2	52	1	123	2		0		0	0.05
1991	0.02	0.11	0.05	0.02	20	44	5	2	4	48	1	125	2		0		0	0.06
1992	0	0.12	0.04	0.02	27	71	22	3	7	44		120	2		0		0	0.06
1993	0.04	0.13	0.04	0.02	25	96	10	4	11	47	2	123	3		0		0	0.06
1994	0.04	0.14	0.04	0.02	28	124	16	5	16	52	2	120	2		0		0	0.06
1995	0.04	0.22	0.04	0.02	26	150	26	6	22	53	2	124	3		0		0	0.09
1996	0.02	0.25	0.05	0.03	23	173	44	8	30	54	1	126	4		0		0	0.11
1997	0.02	0.24	0.09	0.06	25	198	10	18	48	49	1	129	8		0	1	0.04	0.11
1998	0.02	0.27	0.04	0.02	23	221	25	8	57	48	1	127	3		0	1	0.04	0.13
1999	0.04	0.29	0.04	0.04	23	244	10	8	66	48	2	125	5		0		0	0.14
2000	0.09	0.34	0.09	0.07	20	264	13	23	89	46	4	120	8	3	13	1	0.05	0.16
2001	0	0.38	0.07	0.04	23	287	32	19	108	43		114	4	1	5.3		0	0.17
2002	0.02	0.39	0.05	0.04	22	309	4	14	122	43	1	114	5	1	7.1		0	0.2
2003	0.02	0.43	0.05	0.04	21	330	56	16	138	45	1	111	4	1	6.3		0	0.21
2004	0.02	0.47	0.04	0.05	19	349	11	14	152	43	1	109	5		0		0	0.21
2005	0.08	0.5	0.06	0.08	23	372	41	24	176	40	3	105	8	2	8.3		0	0.23
2006	0.26	0.49	0.12	0.14	36	408	162	46	223	42	11	108	15	3	6.5	6	0.17	0.22
2007	0.12	0.44	0.08	0.08	15	423	11	33	256	59	7	121	10		0		0	0.2
2008	0.27	0.47	0.12	0.22	10	433	27	50	306	51	14	114	25	1	2		0	0.22
2009	0.12	0.46	0.09	0.15	28	461	9	42	348	25	3	103	15	3	7.1		0	0.23
2011	0.04	0.51	0.09	0.15	20	481	26	41	432	28	1	89	13	4	9.8		0	0.24
2012	0.15	0.5	0.14	0.15	16	497	16	68	500	20	3	73	11	2	2.9	2	0.13	0.21
2013	0.17	0.54	0.12	0.16	19	516	30	63	563	36	6	74	12		0	3	0.16	0.24
2014	0.11	0.53	0.1	0.16	14	530	17	51	614	35	4	83	13	7	13.7		0	0.22
2015	0.09	0.53	0.07	0.06	7	537	0	38	652	33	3	69	4		0		0	0.22
2016	0	0.5	0.04	0.13	11	548	33	20	672	21		76	10		0	1	0.09	0.2
2017	0.39	0.52	0.06	0.16	9	557	10	32	704	18	7	67	11		0		0	0.21
2018	0.05	0.53	0.05	0.05	8	565	3	29	733	20	1	60	3		0	1	0.13	0.22
2019	0.18	0.54	0.05	0.12	4	569	2	28	761	17	3	49	6		0		0	0.21
2020	0.17	0.64	0.04	0.18	5	574	1	21	782	12	2	39	7		0		0	0.3
2021	0.11	0.74	0.09	0.41	5	579	4	52	834	9	1	37	15	1	1.9	1	0.2	0.27
2022	0.1	0.74	0.04	0.13	4	583	0	25	859	10	1	31	4		0		0	0.22
2023	0.11	0.7	0.02	0.08	4	587	0	13	872	9	1	26	2		0		0	0.2
2024	0	0.82	0.03	0.05	5	592	0	17	889	8		22	1		0		0	0.24

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

#	Year	Title	Cited
1	2006	Risk 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	44
2	2006	Risk measurement with equivalent utility principles. (2006). Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene ; Michel, Denuit. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:25:n:1. Full description at Econpapers \|\| Download paper	36
3	2016	Leveraging the network: A stress-test framework based on DebtRank. (2016). battiston, stefano ; Stefano, Gurciullo ; 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	30
4	2003	On arbitrage and replication in the fractional BlackâScholes pricing model. (2003). Sottinen, Tommi ; Esko, Valkeila ; Tommi, Sottinen . 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	26
5	2006	Convex risk measures and the dynamics of their penalty functions. (2006). Irina, Penner ; Hans, Follmer. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:36:n:9. Full description at Econpapers \|\| Download paper	24
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	21
7	2006	Robust 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	20
8	2008	Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). Udina, Frederic ; Harro, Walk ; Frederic, Udina ; Laszlo, Gyorfi . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:145-157:n:5. Full description at Econpapers \|\| Download paper	18
9	2006	Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. (2006). Rose-Anne, Dana ; Guillaume, Carlier. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:26:n:3. Full description at Econpapers \|\| Download paper	17
10	2006	Robust 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:1/2006:p:17:n:2. Full description at Econpapers \|\| Download paper	16
11	2006	On the optimal risk allocation problem. (2006). Ludger, Ruschendorf ; Christian, Burgert. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:19:n:4. Full description at Econpapers \|\| Download paper	15
12	2005	Duality theory for optimal investments under model uncertainty. (2005). Ching-Tang, Wu ; Alexander, Schied. 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
13	1987	INADMISSIBILITY OF THE BEST EQUIVARIANT ESTIMATORS OF THE VARIANCE-COVARIANCE MATRIX, THE PRECISION MATRIX, AND THE GENERALIZED VARIANCE UNDER ENTROPY LOSS. (1987). Sinha B. K., ; Ghosh M., . 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	13
14	1995	PARTITIONING-ESTIMATES OF A REGRESSION FUNCTION UNDER RANDOM CENSORING. (1995). Meulen E. C. van der, ; Gyorfi L., ; Carbonez A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:13:y:1995:i:1:p:21-38:n:2. Full description at Econpapers \|\| Download paper	13
15	2006	Oracle inequalities for multi-fold cross validation. (2006). Vaart Aad W. van der, ; Laan Mark J. van der, ; Sandrine, Dudoit. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:21:n:3. Full description at Econpapers \|\| Download paper	12
16	2005	Optimal 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. Full description at Econpapers \|\| Download paper	12
17	1996	ON LEAST SQUARES ESTIMATES OF AN EXPONENTIAL TAIL COEFFICIENT. (1996). Steinebach J., ; Schultze 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	12
18	2012	Bounds for joint portfolios of dependent risks. (2012). Puccetti, Giovanni ; Ludger, Ruschendorf ; Giovanni, Puccetti. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:29:y:2012:i:2:p:107-132:n:4. Full description at Econpapers \|\| Download paper	11
19	1996	ON SOME ASPECTS OF RANKED SET SAMPLING FOR ESTIMATION OF NORMAL AND EXPONENTIAL PARAMETERS. (1996). Sinha Bimal K., ; Sinha Bikas K., ; Sumitra, Purkayastha . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:3:p:223-240:n:2. Full description at Econpapers \|\| Download paper	11
20	2013	Properties of hierarchical Archimedean copulas. (2013). Okhrin, Ostap ; Wolfgang, Schmid ; Yarema, Okhrin ; Ostap, 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	11
21	1996	ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES. (1996). Horvath, Lajos ; Marie, Huskova ; Lajos, Horvath ; Edit, Gombay . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:145-160:n:4. Full description at Econpapers \|\| Download paper	11
22	1998	WEAK AND STRONG UNIVERSAL CONSISTENCY OF SEMI-RECURSIVE KERNEL AND PARTITIONING REGRESSION ESTIMATES. (1998). Walk H., ; Kohler M., ; Gyorfi L., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:1:p:1-18:n:1. Full description at Econpapers \|\| Download paper	11
23	2006	The cross-validated adaptive epsilon-net estimator. (2006). Vaart Aad W. van der, ; Laan Mark J. van der, ; Sandrine, Dudoit. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:23:n:4. Full description at Econpapers \|\| Download paper	10
24	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
25	2006	Convex risk measures and the dynamics of their penalty functions. (2006). Irina, Penner ; Hans, Follmer. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1:p:61-96:n:3. Full description at Econpapers \|\| Download paper	9
26	2011	On the maximization of financial performance measures within mixture models. (2011). Prigent, Jean-Luc ; Jean-Luc, Prigent ; Rania, Hentati . 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
27	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
28	2014	Central clearing of OTC derivatives: Bilateral vs multilateral netting. (2014). Thomas, Kokholm ; Rama, Cont . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:20:n:1. Full description at Econpapers \|\| Download paper	8
29	2006	Parametric and semiparametric inference for shape: the role of the scale functional. (2006). Hallin, Marc ; Davy, Paindaveine ; Marc, Hallin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:24:n:2. Full description at Econpapers \|\| Download paper	8
30	2005	Optimal consumption strategies under model uncertainty. (2005). Ludger, Ruschendorf ; Christian, Burgert. 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
31	2008	Optimal portfolios with Haezendonck risk measures. (2008). Emanuela, Rosazza Gianin ; Fabio, Bellini . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:89-108:n:3. Full description at Econpapers \|\| Download paper	7
32	2014	On dependence consistency of CoVaRand some other systemic risk measures. (2014). Eric, Schaanning ; Georg, Mainik . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:31:y:2014:i:1:p:29:n:4. Full description at Econpapers \|\| Download paper	7
33	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	6
34	1989	ESTIMATING ORDERED LOCATION AND SCALE PARAMETERS. (1989). Kushary D., ; Cohen A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:3:p:201-214:n:1. Full description at Econpapers \|\| Download paper	6
35	2007	Estimating the error distribution function in semiparametric regression. (2007). Wolfgang, Wefelmeyer ; Anton, Schick ; Muller Ursula U., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:25:y:2007:i:1/2007:p:18:n:1. Full description at Econpapers \|\| Download paper	6
36	1985	ON THE LIMITING DISTRIBUTION OF AND CRITICAL VALUES FOR THE HOEFFDING, BLUM, KIEFER, ROSENBLATT INDEPENDENCE CRITERION. (1985). Miklos, Csorgo ; Derek, Cotterill . 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
37	1989	EMPIRICAL BAYES SUBSET ESTIMATION IN REGRESSION MODELS. (1989). Sen P. K., ; Saleh A. K. Md. E., ; Ghosh M., . 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
38	2013	Bernstein estimator for unbounded copula densities. (2013). Taamouti, Abderrahim ; Abderrahim, Taamouti ; El, Ghouch ; Taoufik, Bouezmarni . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:343-360:n:3. Full description at Econpapers \|\| Download paper	5
39	2011	Robust replication in H-self-similar Gaussian market models under uncertainty. (2011). Sottinen, Tommi ; Esko, Valkeila ; Tommi, Sottinen ; Pavel, Gapeev. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:37-50:n:3. Full description at Econpapers \|\| Download paper	5
40	2005	Perpetual convertible bonds in jump-diffusion models. (2005). Christoph, Kuhn ; Pavel, Gapeev. 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
41	1997	EXPANSION OF BAYES RISK FOR ENTROPY LOSS AND REFERENCE PRIOR IN NONREGULAR CASES. (1997). Tapas, Samanta ; Subhashis, Ghosal . 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
42	2013	Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50. (2013). Claudia, Czado ; Christain, Brechmann Eike . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:4:p:307-342:n:2. Full description at Econpapers \|\| Download paper	5
43	1996	DECISION THEORETIC ESTIMATION OF THE VARIANCE RATIO. (1996). Kundu S., ; Ghosh M., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:161-176:n:5. Full description at Econpapers \|\| Download paper	5
44	1989	FREQUENTIST BEHAVIOR OF ROBUST BAYES ESTIMATES OF NORMAL MEANS. (1989). Studden W. J., ; DasGupta A., . 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
45	1985	RANK ESTIMATORS OF SCORES FOR TESTING INDEPENDENCE. (1985). Georg, Neuhaus ; Marie, Hukova ; Konrad, Behnen . 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
46	1990	A NEW CLASS OF IMPROVED ESTIMATORS OF A MULTINORMAL PRECISION MATRIX. (1990). Srinivasan C., ; Ghosh M., ; Dey D. K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:8:y:1990:i:2:p:141-152:n:4. Full description at Econpapers \|\| Download paper	5
47	2003	Parameter estimation for some non-recurrent solutions of SDE. (2003). Kutoyants Yury A., ; Dietz Hans M., . 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
48	2017	The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks. (2017). Zachary, Feinstein ; Fatena, El-Masri. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:3-4:p:113-139:n:2. Full description at Econpapers \|\| Download paper	4
49	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	4
50	1983	ENTROPY-BASED STATISTICAL INFERENCE, II: SELECTION-OF-THE-BEST/COMPLETE RANKING FOR CONTINUOUS DISTRIBUTIONS ON (0,1), WITH APPLICATIONS TO RANDOM NUMBER GENERATORS. (1983). Meulen Edward C. van der, ; Dudewicz Edward J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:1:y:1983:i:2:p:131-146:n:2. Full description at Econpapers \|\| Download paper	4

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

#	Year	Title	Cited
1	2016	Leveraging the network: A stress-test framework based on DebtRank. (2016). battiston, stefano ; Stefano, Gurciullo ; 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	8
2	2008	Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). Udina, Frederic ; Harro, Walk ; Frederic, Udina ; Laszlo, Gyorfi . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:145-157:n:5. Full description at Econpapers \|\| Download paper	7
3	2006	Risk 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	4
4	2012	Bounds for joint portfolios of dependent risks. (2012). Puccetti, Giovanni ; Ludger, Ruschendorf ; Giovanni, Puccetti. 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
5	2006	Robust 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	2
6	2021	On the elicitability of range value at risk. (2021). Johanna, Ziegel ; Tobias, Fissler. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:38:y:2021:i:1-2:p:25-46:n:3. Full description at Econpapers \|\| Download paper	2
7	2003	On arbitrage and replication in the fractional BlackâScholes pricing model. (2003). Sottinen, Tommi ; Esko, Valkeila ; Tommi, Sottinen . 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	2
8	1995	PARTITIONING-ESTIMATES OF A REGRESSION FUNCTION UNDER RANDOM CENSORING. (1995). Meulen E. C. van der, ; Gyorfi L., ; Carbonez A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:13:y:1995:i:1:p:21-38:n:2. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor:

Year	Title

Recent citations

Recent citations received in 2021

Year	Citing document
2021	Set-Valued Dynamic Risk Measures for Processes and Vectors. (2021). Feinstein, Zachary ; Chen, Yanhong. In: Papers. RePEc:arx:papers:2103.00905. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	95	33
2	Insurance: Mathematics and Economics / Elsevier	58	9
3	JRFM / MDPI	28	8
4	Mathematics / MDPI	18	5
5	Journal of Financial Stability / Elsevier	72	5
6	European Journal of Operational Research / Elsevier	138	5
7	Statistical Papers / Springer	20	4
8	Risks / MDPI	20	4
9	Annals of Operations Research / Springer	53	4
10	Post-Print / HAL	216	3
11	IJFS / MDPI	19	3