Edit Profile (opens in new tab) Zakoïan, Jean-Michel Co-Author Distance Author ID: zakoian.jean-michel Published as: Zakoïan, Jean-Michel; Zakoian, Jean-Michel; Zakoïan, J.-M.; Zakoıän, Jean-Michel; Zakoïan, J. M. more...less Documents Indexed: 62 Publications since 1993, including 1 Book 1 Contribution as Editor Co-Authors: 23 Co-Authors with 60 Joint Publications 384 Co-Co-Authors all top 5 Co-Authors 3 single-authored 48 Francq, Christian 4 Gourieroux, Christian 3 Broze, Laurence 2 Roussignol, Michel 2 Scaillet, Olivier 2 Wintenberger, Olivier 1 Cerovecki, Clément 1 Dabo-Niang, Sophie 1 El Babsiri, Mohamed 1 Fries, Sébastien 1 Hamadeh, Tawfik 1 Hörmann, Siegfried 1 Horváth, Lajos 1 Lepage, Guillaume 1 Li, Dong 1 Ling, Shiqing 1 Makarova, Svetlana 1 Monfort, Alain 1 Regnard, Nazim 1 Rombouts, Jeroen V. K. 1 Roy, Roch 1 Saïdi, Youssef 1 Veredas, David all top 5 Serials 13 Journal of Econometrics 9 Econometric Theory 6 Journal of Time Series Analysis 4 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 3 Journal of the American Statistical Association 3 Journal of Statistical Planning and Inference 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Econometrica 2 Journal of Economic Dynamics & Control 2 Stochastic Processes and their Applications 2 Bernoulli 1 Scandinavian Journal of Statistics 1 The Annals of Statistics 1 Cahiers du Centre d’Études de Recherche Opérationnelle 1 Journal of Multivariate Analysis 1 Publications de l’Institut de Statistique de l’Université de Paris 1 Stochastic Analysis and Applications 1 Economics Letters 1 The Annals of Applied Probability 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Computational Statistics and Data Analysis 1 Test Fields 63 Statistics (62-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Probability theory and stochastic processes (60-XX) 4 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 50 Publications have been cited 1,187 times in 763 Documents Cited by ▼ Year ▼ Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes. Zbl 1067.62094 Francq, Christian; Zakoïan, Jean-Michel 208 2004 Diagnostic checking in ARMA models with uncorrelated errors. Zbl 1117.62336 Francq, Christian; Roy, Roch; Zakoïan, Jean-Michel 83 2005 Threshold heteroskedastic models. Zbl 0875.90197 Zakoïan, Jean-Michel 82 1994 Stationarity of multivariate Markov-switching ARMA models. Zbl 0998.62076 Francq, C.; Zakoïan, J.-M. 74 2001 GARCH models. Structure, statistical inference and financial applications. 2nd edition. Zbl 1431.62004 Francq, Christian; Zakoian, Jean-Michel 74 2019 Estimating linear representations of nonlinear processes. Zbl 0942.62100 Francq, Christian; Zakoïan, Jean-Michel 52 1998 Threshold heteroskedastic models. Zbl 0806.90018 Zakoian, Jean-Michel 45 1994 Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models. Zbl 1274.62590 Francq, Christian; Zakoïan, Jean-Michel 40 2012 Mixing properties of a general class of \(\text{GARCH}(1,1)\) models without moment assumptions on the observed process. Zbl 1100.62083 Francq, Christian; Zakoïan, Jean-Michel 37 2006 Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero. Zbl 1116.62025 Francq, Christian; Zakoian, Jean-Michel 35 2007 The \(L^2\)-structures of standard and switching-regime GARCH models. Zbl 1074.60075 Francq, Christian; Zakoïan, Jean-Michel 32 2005 Conditional heteroskedasticity driven by hidden Markov chains. Zbl 0972.62077 Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel 31 2001 QML estimation of a class of multivariate asymmetric GARCH models. Zbl 1234.62120 Francq, Christian; Zakoïan, Jean-Michel 27 2012 Inference in nonstationary asymmetric GARCH models. Zbl 1277.62210 Francq, Christian; Zakoïan, Jean-Michel 24 2013 Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes. Zbl 1197.62128 Hamadeh, Tawfik; Zakoïan, Jean-Michel 24 2011 GARCH models without positivity constraints: exponential or log GARCH? Zbl 1285.62105 Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel 23 2013 Testing the nullity of GARCH coefficients: correction of the standard tests and relative efficiency comparisons. Zbl 1388.62252 Francq, Christian; Zakoïan, Jean-Michel 21 2009 Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference. Zbl 1452.62634 Francq, Christian; Zakoıän, Jean-Michel 19 2008 Inconsistency of the MLE and inference based on weighted LS for LARCH models. Zbl 1431.62372 Francq, Christian; Zakoïan, Jean-Michel 19 2010 Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE. Zbl 1441.62692 Francq, Christian; Lepage, Guillaume; Zakoïan, Jean-Michel 18 2011 Optimal predictions of powers of conditionally heteroscedastic processes. Zbl 07555451 Francq, Christian; Zakoïan, Jean-Michel 17 2013 Covariance matrix estimation for estimators of mixing weak ARMA models. Zbl 0976.62086 Francq, Christian; Zakoïan, Jean-Michel 15 2000 Risk-parameter estimation in volatility models. Zbl 1331.91138 Francq, Christian; Zakoïan, Jean-Michel 15 2015 HAC estimation and strong linearity testing in weak ARMA models. Zbl 1102.62096 Francq, Christian; Zakoïan, Jean-Michel 14 2007 Bartlett’s formula for a general class of nonlinear processes. Zbl 1224.62054 Francq, Christian; Zakoïan, Jean-Michel 13 2009 Estimating weak GARCH representations. Zbl 0967.62065 Francq, Christian; Zakoïan, Jean-Michel 13 2000 Local explosion modelling by non-causal process. Zbl 1411.62252 Gouriéroux, Christian; Zakoïan, Jean-Michel 13 2017 Estimating multivariate volatility models equation by equation. Zbl 1414.62362 Francq, Christian; Zakoïan, Jean-Michel 12 2016 A central limit theorem for mixing triangular arrays of variables whose dependence is allowed to grow with the sample size. Zbl 1083.62076 Francq, Christian; Zakoïan, Jean-Michel 11 2005 Asymptotic inference in multiple-threshold double autoregressive models. Zbl 1337.62272 Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel 11 2015 Sup-tests for linearity in a general nonlinear AR(1) model. Zbl 1294.62200 Francq, Christian; Horvath, Lajos; Zakoïan, Jean-Michel 8 2010 Stationarity and geometric ergodicity of a class of nonlinear ARCH models. Zbl 1121.60033 Saïdi, Youssef; Zakoïan, Jean-Michel 6 2006 Goodness-of-fit tests for Log-GARCH and EGARCH models. Zbl 06852281 Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel 6 2018 Contemporaneous asymmetry in GARCH processes. Zbl 0997.62084 El Babsiri, Mohamed; Zakoian, Jean-Michel 6 2001 Linear representation based estimation of stochastic volatility models. Zbl 1164.62379 Francq, Christian; Zakoïan, Jean-Michel 6 2006 Functional GARCH models: the quasi-likelihood approach and its applications. Zbl 1452.62988 Cerovecki, Clément; Francq, Christian; Hörmann, Siegfried; Zakoïan, Jean-Michel 6 2019 A tour in the asymptotic theory of GARCH estimation. Zbl 1178.62097 Francq, Christian; Zakoïan, Jean-Michel 5 2009 On uniqueness of moving average representations of heavy-tailed stationary processes. Zbl 1330.62330 Gouriéroux, Christian; Zakoïan, Jean-Michel 5 2015 Estimation-adjusted VaR. Zbl 1283.91087 Gourieroux, Christian; Zakoïan, Jean-Michel 5 2013 A class of stochastic unit-root bilinear processes: mixing properties and unit-root test. Zbl 1418.62321 Francq, Christian; Makarova, Svetlana; Zakoïan, Jean-Michel 4 2008 Comments on the paper by Minxian Yang: “Some properties of vector autoregressive processes with Markov-switching coefficients”. Zbl 1109.62336 Francq, Christian; Zakoïan, Jean-Michel 4 2002 Multivariate ARMA models with generalized autoregressive linear innovation. Zbl 0983.62058 Francq, C.; Zakoïan, J. M. 3 2000 Structure and estimation of a class of nonstationary yet nonexplosive GARCH models. Zbl 1416.62524 Regnard, Nazim; Zakoïan, Jean-Michel 3 2010 Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes. Zbl 1030.62064 Broze, L.; Francq, C.; Zakoïan, J.-M. 3 2001 On efficient inference in GARCH processes. Zbl 1102.62095 Francq, Christian; Zakoïan, Jean-Michel 3 2006 Testing the existence of moments for GARCH processes. Zbl 07491148 Francq, Christian; Zakoïan, Jean-Michel 3 2022 Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models. Zbl 1452.62763 Francq, Christian; Zakoïan, Jean-Michel 3 2018 Consistent pseudo-maximum likelihood estimators and groups of transformations. Zbl 1420.62412 Gouriéroux, C.; Monfort, A.; Zakoïan, J.-M. 3 2019 Mixed causal-noncausal AR processes and the modelling of explosive bubbles. Zbl 1433.62258 Fries, Sébastien; Zakoian, Jean-Michel 2 2019 Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models. Zbl 07467732 Francq, Christian; Zakoïan, Jean-Michel 1 2022 Testing the existence of moments for GARCH processes. Zbl 07491148 Francq, Christian; Zakoïan, Jean-Michel 3 2022 Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models. Zbl 07467732 Francq, Christian; Zakoïan, Jean-Michel 1 2022 GARCH models. Structure, statistical inference and financial applications. 2nd edition. Zbl 1431.62004 Francq, Christian; Zakoian, Jean-Michel 74 2019 Functional GARCH models: the quasi-likelihood approach and its applications. Zbl 1452.62988 Cerovecki, Clément; Francq, Christian; Hörmann, Siegfried; Zakoïan, Jean-Michel 6 2019 Consistent pseudo-maximum likelihood estimators and groups of transformations. Zbl 1420.62412 Gouriéroux, C.; Monfort, A.; Zakoïan, J.-M. 3 2019 Mixed causal-noncausal AR processes and the modelling of explosive bubbles. Zbl 1433.62258 Fries, Sébastien; Zakoian, Jean-Michel 2 2019 Goodness-of-fit tests for Log-GARCH and EGARCH models. Zbl 06852281 Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel 6 2018 Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models. Zbl 1452.62763 Francq, Christian; Zakoïan, Jean-Michel 3 2018 Local explosion modelling by non-causal process. Zbl 1411.62252 Gouriéroux, Christian; Zakoïan, Jean-Michel 13 2017 Estimating multivariate volatility models equation by equation. Zbl 1414.62362 Francq, Christian; Zakoïan, Jean-Michel 12 2016 Risk-parameter estimation in volatility models. Zbl 1331.91138 Francq, Christian; Zakoïan, Jean-Michel 15 2015 Asymptotic inference in multiple-threshold double autoregressive models. Zbl 1337.62272 Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel 11 2015 On uniqueness of moving average representations of heavy-tailed stationary processes. Zbl 1330.62330 Gouriéroux, Christian; Zakoïan, Jean-Michel 5 2015 Inference in nonstationary asymmetric GARCH models. Zbl 1277.62210 Francq, Christian; Zakoïan, Jean-Michel 24 2013 GARCH models without positivity constraints: exponential or log GARCH? Zbl 1285.62105 Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel 23 2013 Optimal predictions of powers of conditionally heteroscedastic processes. Zbl 07555451 Francq, Christian; Zakoïan, Jean-Michel 17 2013 Estimation-adjusted VaR. Zbl 1283.91087 Gourieroux, Christian; Zakoïan, Jean-Michel 5 2013 Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models. Zbl 1274.62590 Francq, Christian; Zakoïan, Jean-Michel 40 2012 QML estimation of a class of multivariate asymmetric GARCH models. Zbl 1234.62120 Francq, Christian; Zakoïan, Jean-Michel 27 2012 Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes. Zbl 1197.62128 Hamadeh, Tawfik; Zakoïan, Jean-Michel 24 2011 Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE. Zbl 1441.62692 Francq, Christian; Lepage, Guillaume; Zakoïan, Jean-Michel 18 2011 Inconsistency of the MLE and inference based on weighted LS for LARCH models. Zbl 1431.62372 Francq, Christian; Zakoïan, Jean-Michel 19 2010 Sup-tests for linearity in a general nonlinear AR(1) model. Zbl 1294.62200 Francq, Christian; Horvath, Lajos; Zakoïan, Jean-Michel 8 2010 Structure and estimation of a class of nonstationary yet nonexplosive GARCH models. Zbl 1416.62524 Regnard, Nazim; Zakoïan, Jean-Michel 3 2010 Testing the nullity of GARCH coefficients: correction of the standard tests and relative efficiency comparisons. Zbl 1388.62252 Francq, Christian; Zakoïan, Jean-Michel 21 2009 Bartlett’s formula for a general class of nonlinear processes. Zbl 1224.62054 Francq, Christian; Zakoïan, Jean-Michel 13 2009 A tour in the asymptotic theory of GARCH estimation. Zbl 1178.62097 Francq, Christian; Zakoïan, Jean-Michel 5 2009 Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference. Zbl 1452.62634 Francq, Christian; Zakoıän, Jean-Michel 19 2008 A class of stochastic unit-root bilinear processes: mixing properties and unit-root test. Zbl 1418.62321 Francq, Christian; Makarova, Svetlana; Zakoïan, Jean-Michel 4 2008 Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero. Zbl 1116.62025 Francq, Christian; Zakoian, Jean-Michel 35 2007 HAC estimation and strong linearity testing in weak ARMA models. Zbl 1102.62096 Francq, Christian; Zakoïan, Jean-Michel 14 2007 Mixing properties of a general class of \(\text{GARCH}(1,1)\) models without moment assumptions on the observed process. Zbl 1100.62083 Francq, Christian; Zakoïan, Jean-Michel 37 2006 Stationarity and geometric ergodicity of a class of nonlinear ARCH models. Zbl 1121.60033 Saïdi, Youssef; Zakoïan, Jean-Michel 6 2006 Linear representation based estimation of stochastic volatility models. Zbl 1164.62379 Francq, Christian; Zakoïan, Jean-Michel 6 2006 On efficient inference in GARCH processes. Zbl 1102.62095 Francq, Christian; Zakoïan, Jean-Michel 3 2006 Diagnostic checking in ARMA models with uncorrelated errors. Zbl 1117.62336 Francq, Christian; Roy, Roch; Zakoïan, Jean-Michel 83 2005 The \(L^2\)-structures of standard and switching-regime GARCH models. Zbl 1074.60075 Francq, Christian; Zakoïan, Jean-Michel 32 2005 A central limit theorem for mixing triangular arrays of variables whose dependence is allowed to grow with the sample size. Zbl 1083.62076 Francq, Christian; Zakoïan, Jean-Michel 11 2005 Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes. Zbl 1067.62094 Francq, Christian; Zakoïan, Jean-Michel 208 2004 Comments on the paper by Minxian Yang: “Some properties of vector autoregressive processes with Markov-switching coefficients”. Zbl 1109.62336 Francq, Christian; Zakoïan, Jean-Michel 4 2002 Stationarity of multivariate Markov-switching ARMA models. Zbl 0998.62076 Francq, C.; Zakoïan, J.-M. 74 2001 Conditional heteroskedasticity driven by hidden Markov chains. Zbl 0972.62077 Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel 31 2001 Contemporaneous asymmetry in GARCH processes. Zbl 0997.62084 El Babsiri, Mohamed; Zakoian, Jean-Michel 6 2001 Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes. Zbl 1030.62064 Broze, L.; Francq, C.; Zakoïan, J.-M. 3 2001 Covariance matrix estimation for estimators of mixing weak ARMA models. Zbl 0976.62086 Francq, Christian; Zakoïan, Jean-Michel 15 2000 Estimating weak GARCH representations. Zbl 0967.62065 Francq, Christian; Zakoïan, Jean-Michel 13 2000 Multivariate ARMA models with generalized autoregressive linear innovation. Zbl 0983.62058 Francq, C.; Zakoïan, J. M. 3 2000 Estimating linear representations of nonlinear processes. Zbl 0942.62100 Francq, Christian; Zakoïan, Jean-Michel 52 1998 Threshold heteroskedastic models. Zbl 0875.90197 Zakoïan, Jean-Michel 82 1994 Threshold heteroskedastic models. Zbl 0806.90018 Zakoian, Jean-Michel 45 1994 all cited Publications top 5 cited Publications all top 5 Cited by 946 Authors 43 Francq, Christian 33 Zakoïan, Jean-Michel 27 Lee, Sangyeol 21 Cavicchioli, Maddalena 20 Aknouche, Abdelhakim 19 Mainassara, Yacouba Boubacar 18 Bibi, Abdelouahab 18 Ling, Shiqing 15 Li, Dong 12 Zhu, Ke 11 Raïssi, Hamdi 10 Gourieroux, Christian 10 Zhang, Rongmao 9 Blasques, Francisco 9 Fokianos, Konstantinos 9 Meintanis, Simos G. 8 Doukhan, Paul 8 Ghezal, Ahmed 8 Lee, Taewook 8 Li, Guodong 8 Rahbek, Anders 8 Wintenberger, Olivier 7 Duchesne, Pierre 7 Hill, Jonathan B. 7 Jiménez-Gamero, María Dolores 7 Pedersen, Rasmus Søndergaard 7 Peng, Liang 7 Song, Junmo 6 Bardet, Jean-Marc 6 Chen, Cathy W. S. 6 Chen, Min 6 Gonçalves, Esmeralda 6 Koopman, Siem Jan 6 Liu, Jichun 6 Mendes Lopes, Nazaré 6 Saikkonen, Pentti 6 Saussereau, Bruno 5 Hafner, Christian Matthias 5 Jasiak, Joann 5 Kang, Jiwon 5 Lee, Oesook 5 Lescheb, Ines 5 Li, Wai Keung 5 McAleer, Michael 5 Meitz, Mika 5 Zhu, Fukang 5 Zhu, Qianqian 4 Arvanitis, Stelios 4 Cavaliere, Giuseppe 4 Escanciano, Juan Carlos 4 Gerlach, Richard H. 4 Ilmi Amir, Abdoulkarim 4 Kirch, Claudia 4 Kristensen, Dennis 4 Leite, Joana 4 Li, Muyi 4 Lucas, André 4 Neumann, Michael H. 4 Oh, Haejune 4 Pan, Jiazhu 4 Preminger, Arie 4 Rice, Gregory 4 Rombouts, Jeroen V. K. 4 So, Mike K. P. 4 Stelzer, Robert 4 Tadjuidje-Kamgaing, Joseph 4 Truquet, Lionel 4 Yang, Yaxing 4 Zhang, Xingfa 3 Almohaimeed, Bader S. 3 Anatolyev, Stanislav 3 Andrews, Beth 3 Beutner, Eric 3 Christou, Vasiliki 3 Cline, Daren B. H. 3 Davis, Richard A. 3 Dimitrakopoulos, Stefanos 3 Douc, Randal 3 El Ghini, Ahmed 3 Franke, Jürgen 3 Guerbyenne, Hafida 3 Haas, Markus 3 Hallin, Marc 3 Hamdi, Fayçal 3 Hong, Yongmiao 3 Horváth, Lajos 3 Hušková, Marie 3 Iglesias, Emma M. 3 Jiang, Feiyu 3 Kadmiri, Othman 3 Kim, Moosup 3 Lafaye de Micheaux, Pierre 3 Laurent, Sébastien-Yves 3 Li, Yuan 3 Linton, Oliver Bruce 3 Lobato, Ignacio Norberto 3 Márkus, László 3 Medeiros, Marcelo C. 3 Mikosch, Thomas 3 Niglio, Marcella ...and 846 more Authors all top 5 Cited in 116 Serials 108 Journal of Econometrics 81 Journal of Time Series Analysis 46 Econometric Theory 29 Computational Statistics and Data Analysis 27 Communications in Statistics. Theory and Methods 26 Statistics & Probability Letters 21 Economics Letters 21 Journal of Statistical Computation and Simulation 19 Journal of Multivariate Analysis 19 Econometric Reviews 19 Electronic Journal of Statistics 18 Journal of Statistical Planning and Inference 13 Test 12 Communications in Statistics. Simulation and Computation 12 Bernoulli 11 The Annals of Statistics 11 Journal of Economic Dynamics & Control 10 Scandinavian Journal of Statistics 10 Statistical Papers 9 Studies in Nonlinear Dynamics and Econometrics 9 Statistical Inference for Stochastic Processes 9 Quantitative Finance 9 Journal of the Korean Statistical Society 8 Statistics 8 Comptes Rendus. Mathématique. Académie des Sciences, Paris 7 Statistical Methods and Applications 7 Journal of Time Series Econometrics 6 Annals of the Institute of Statistical Mathematics 6 Stochastic Processes and their Applications 5 Journal of the American Statistical Association 5 Acta Mathematicae Applicatae Sinica. English Series 5 Annals of Operations Research 5 Computational Statistics 5 Journal of Business and Economic Statistics 4 The Canadian Journal of Statistics 4 Statistica Sinica 4 The Econometrics Journal 4 Journal of Applied Statistics 4 Asia-Pacific Financial Markets 4 Stochastics 3 Journal of Applied Probability 3 Statistica Neerlandica 3 Stochastic Analysis and Applications 3 The Annals of Applied Probability 3 Mathematical Methods of Statistics 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Methodology and Computing in Applied Probability 3 Statistical Modelling 3 Computational Management Science 3 Science China. Mathematics 3 Journal of Probability and Statistics 3 Communications in Mathematics and Statistics 2 Advances in Applied Probability 2 Physica A 2 Information Sciences 2 International Statistical Review 2 Kybernetika 2 Mathematics and Computers in Simulation 2 European Journal of Operational Research 2 Journal of Mathematical Sciences (New York) 2 Random Operators and Stochastic Equations 2 International Transactions in Operational Research 2 Review of Derivatives Research 2 AStA. Advances in Statistical Analysis 2 Statistics and Computing 2 Dependence Modeling 2 Journal of Econometric Methods 1 Computers & Mathematics with Applications 1 Metrika 1 Chaos, Solitons and Fractals 1 Econometrica 1 Journal of Computational and Applied Mathematics 1 Metron 1 Monatshefte für Mathematik 1 Acta Mathematica Hungarica 1 Journal of the Nigerian Mathematical Society 1 International Journal of Approximate Reasoning 1 Computational Economics 1 Applied Mathematics. Series B (English Edition) 1 Open Economies Review 1 Fractals 1 Applied Mathematical Finance 1 Electronic Journal of Probability 1 Journal of Nonparametric Statistics 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Mathematical Finance 1 Nonlinear Dynamics 1 Soft Computing 1 Journal of Inequalities and Applications 1 Australian & New Zealand Journal of Statistics 1 Discrete Dynamics in Nature and Society 1 Extremes 1 Communications in Nonlinear Science and Numerical Simulation 1 CEJOR. Central European Journal of Operations Research 1 Probability in the Engineering and Informational Sciences 1 Optimization and Engineering 1 Revista de Matemática: Teoría y Aplicaciones 1 Scandinavian Actuarial Journal 1 Journal of Systems Science and Complexity ...and 16 more Serials all top 5 Cited in 14 Fields 729 Statistics (62-XX) 195 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 115 Probability theory and stochastic processes (60-XX) 62 Numerical analysis (65-XX) 8 Operations research, mathematical programming (90-XX) 7 Dynamical systems and ergodic theory (37-XX) 3 General and overarching topics; collections (00-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Computer science (68-XX) 2 Geophysics (86-XX) 2 Systems theory; control (93-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Difference and functional equations (39-XX) 1 Operator theory (47-XX) Citations by Year