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verified SJR 0,782 · Q1 • database Scopus / SJR & Web of Science indexed
Extremes
Netherlands · Springer Netherlands
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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.

ISSN: 1386-1999
Publisher: Springer Netherlands
Category: Statistics and Probability
Indexation: verifiedScopus / SJR verifiedWeb of Science
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schedule CountryOfPapers database fields
SJR Impact Factor trending_up
0,782 Q1
H-index 38
Acceptance rate pie_chart
35%
Source Acceptance_Rate
Time to publication hourglass_top
NPD
Field NPD
Publication cost (APC) payments
2.190 € Subscription
Non-OA path 0 €

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR Web of Science

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 €

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Best articles by citations

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

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

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The expected payoff to Internet auctions

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Tail correlation functions of max-stable processes

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Some Asymptotic Results for the Number of Generalized Records

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Repeat sampling of extreme observations: regression to the mean revisited

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Regular Score Tests of Independence in Multivariate Extreme Values

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Portfolio risk assessment using multivariate extreme value methods

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Partial Sum Process for Records

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On the Minimum and Maximum of Bivariate Lognormal Random Variables

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

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Models and Inference for Corrosion Pit Depth Data

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

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Max-stable processes and the functional D-norm revisited

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Heavy tailed time series with extremal independence

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Extremes of Levy driven mixed MA processes with convolution equivalent distributions

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Exceedance-based nonlinear regression of tail dependence

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Editorial: special issue on extremes in finance

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

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

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Conditional limit results for type I polar distributions

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Bayesian Inference for Extremes: Accounting for the Three Extremal Types

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An interview with Laurens de Haan

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A note on the representation of parametric models for multivariate extremes

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