ISSN: 1386-1999

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Extremes Q1 Unclaimed

Springer Netherlands Netherlands

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Extremes is a journal indexed in SJR in Statistics and Probability and Economics, Econometrics and Finance (miscellaneous) with an H index of 37. It has a price of 2190 €. It has an SJR impact factor of 0,521 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 0,521.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Economics, Econometrics and Finance (miscellaneous) (Q1) Engineering (miscellaneous) (Q2) Statistics and Probability (Q2)

Price

2190 €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

0,521

SJR Impact factor

37

H Index

28

Total Docs (Last Year)

85

Total Docs (3 years)

1122

Total Refs

97

Total Cites (3 years)

84

Citable Docs (3 years)

1.05

Cites/Doc (2 years)

40.07

Ref/Doc

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Aims and Scope

Best articles by citations

Repeat sampling of extreme observations: regression to the mean revisited

Portfolio risk assessment using multivariate extreme value methods

Regular Score Tests of Independence in Multivariate Extreme Values

Partial Sum Process for Records

A comparison study of extreme precipitation from six different regional climate models via spatial hierarchical modeling

A note on the representation of parametric models for multivariate extremes

Models and Inference for Corrosion Pit Depth Data

Max-stable processes and the functional D-norm revisited

Heavy tailed time series with extremal independence

An interview with Laurens de Haan

Maximum Likelihood Estimators in a Statistical Model of Natural Catastrophe Claims with Trend

Tail correlation functions of max-stable processes

SHOW MORE ARTICLES

Bayesian Inference for Extremes: Accounting for the Three Extremal Types

The expected payoff to Internet auctions

The tail behaviour of a random sum of subexponential random variables and vectors

Discussion of "Copulas: Tales and facts", by Thomas Mikosch

Conditional limit results for type I polar distributions

Exceedance-based nonlinear regression of tail dependence

Extremes of Levy driven mixed MA processes with convolution equivalent distributions

On the Extremal Behaviour of Generalised Periodic Sub-Sampled Moving Average Models with Regularly Varying Tails

Editorial: special issue on extremes in finance

Criteria for Convergence of the Number of Near Maxima for Long Tails

On the Minimum and Maximum of Bivariate Lognormal Random Variables

Some Asymptotic Results for the Number of Generalized Records