Extremes
Extremes is a journal indexed in SJR in Statistics and Probability and Economics, Econometrics and Finance (miscellaneous) with an H index of 38. It has a price of 2190 €. It has an SJR impact factor of 0,782 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 0,782.
Metrics
Scimago and CountryOfPapers database fields
SJR Impact
0,782
H-index
38
Docs (year)
29
Docs 3y
86
Total refs
1188
Cites 3y
164
Citable 3y
83
Cites/Doc 2y
2.2
Ref/Doc
40.97
Immediate OA
2190 €
Embargoed OA
NPD
Non OA / Submission
0 €
Name good journals. Call out predatory ones.
Share what peer review, fees, and timelines were really like. Praise fair editors. Flag APC traps, fake metrics, or spam solicitations — with facts from your submission.
Researcher reviews
Best articles by citations
Maximum Likelihood Estimators in a Statistical Model of Natural Catastrophe Claims with Trend
View moreThe tail behaviour of a random sum of subexponential random variables and vectors
View moreThe expected payoff to Internet auctions
View moreTail correlation functions of max-stable processes
View moreSome Asymptotic Results for the Number of Generalized Records
View moreRepeat sampling of extreme observations: regression to the mean revisited
View moreRegular Score Tests of Independence in Multivariate Extreme Values
View morePortfolio risk assessment using multivariate extreme value methods
View morePartial Sum Process for Records
View moreOn the Minimum and Maximum of Bivariate Lognormal Random Variables
View moreOn the Extremal Behaviour of Generalised Periodic Sub-Sampled Moving Average Models with Regularly Varying Tails
View moreModels and Inference for Corrosion Pit Depth Data
View moreA comparison study of extreme precipitation from six different regional climate models via spatial hierarchical modeling
View moreMax-stable processes and the functional D-norm revisited
View moreHeavy tailed time series with extremal independence
View moreExtremes of Levy driven mixed MA processes with convolution equivalent distributions
View moreExceedance-based nonlinear regression of tail dependence
View moreEditorial: special issue on extremes in finance
View moreDiscussion of "Copulas: Tales and facts", by Thomas Mikosch
View moreCriteria for Convergence of the Number of Near Maxima for Long Tails
View moreConditional limit results for type I polar distributions
View moreBayesian Inference for Extremes: Accounting for the Three Extremal Types
View moreAn interview with Laurens de Haan
View moreA note on the representation of parametric models for multivariate extremes
View more