Edit Profile Mittnik, Stefan Compute Distance To: Compute Author ID: mittnik.stefan Published as: Mittnik, S.; Mittnik, Stefan Documents Indexed: 63 Publications since 1987, including 7 Books all top 5 Co-Authors 13 single-authored 27 Rachev, Svetlozar T. 8 Paolella, Marc S. 6 Kim, Jeong-Ryeol 5 Doganoglu, Toker 3 Rodin, Ervin Y. 3 Semmler, Willi 2 Chenyao, D. 2 Fabozzi, Frank J. 2 Haas, Markus 2 Hartz, Christoph 2 Klebanov, Lev B. 2 Paterlini, Sandra 2 Zadrozny, Peter A. 1 Braun, Phillip A. 1 Chiarella, Carl 1 Corsi, Fulvio 1 Focardi, Sergio M. 1 Hansen, Gerd 1 Jašić, Teo 1 Kim, Young Shin S. 1 Klein, Ingo 1 Krink, Thiemo 1 Kuester, Keith 1 Lee, Jaesung 1 Lirov, Yuval 1 McElhaney, B. G. 1 Melamed, Joseph A. 1 Panorska, Anna K. 1 Park, Jiho 1 Paulauskas, Vygantas Ionovič 1 Pigorsch, Christian 1 Pigorsch, Uta 1 Rüschendorf, Ludger 1 Samorodnitsky, Gennady Pinkhosovich 1 Schwartz, Eduardo S. 1 Stoyanov, Stoyan V. 1 Volkovich, Vladimir E. 1 Wilbur, L. 1 Yener, Tina 1 Zhu, Peiyuan all top 5 Serials 8 Mathematical and Computer Modelling 7 Applied Mathematics Letters 4 Computers & Mathematics with Applications 4 Economics Letters 3 Journal of Econometrics 2 The Mathematical Scientist 2 Econometric Reviews 2 Journal of Economic Dynamics & Control 2 Communications in Statistics. Theory and Methods 2 Journal of the Royal Statistical Society. Series B 2 Computational Statistics and Data Analysis 2 Studies in Nonlinear Dynamics and Econometrics 1 Econometrica 1 Journal of Applied Probability 1 Communications in Statistics. Stochastic Models 1 Annals of Operations Research 1 Computational Statistics 1 Computational Economics 1 International Journal of Theoretical and Applied Finance 1 AStA. Allgemeines Statistisches Archiv 1 Asia-Pacific Financial Markets 1 Dynamic Modeling and Econometrics in Economics and Finance all top 5 Fields 46 Statistics (62-XX) 34 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Probability theory and stochastic processes (60-XX) 6 General and overarching topics; collections (00-XX) 6 Operations research, mathematical programming (90-XX) 5 Numerical analysis (65-XX) 1 Partial differential equations (35-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 53 Publications have been cited 594 times in 437 Documents Cited by ▼ Year ▼ Stable Paretian models in finance. Zbl 0972.91060Rachev, Svetlozar; Mittnik, Stefan 153 2000 Modeling asset returns with alternative stable distributions. (With comments and reply). Zbl 0801.62096Mittnik, Stefan; Rachev, Svetlozar T. 81 1993 The volatility of realized volatility. Zbl 1359.91032Corsi, Fulvio; Mittnik, Stefan; Pigorsch, Christian; Pigorsch, Uta 25 2008 Maximum likelihood estimation of stable Paretian models. Zbl 1098.62520Mittnik, S.; Rachev, S. T.; Doganoglu, T.; Chenyao, D. 25 1999 Alternative multivariate stable distributions and their applications to financial modeling. Zbl 0725.90006Mittnik, Stefan; Rachev, Svetlozar T. 22 1991 Computing the probability density function of the stable Paretian distribution. Zbl 1003.60020Mittnik, S.; Doganoglu, T.; Chenyao, D. 16 1999 Stable distributions for asset returns. Zbl 0709.62708Mittnik, Stefan; Rachev, Svetlozar T. 16 1989 Stable GARCH models for financial time series. Zbl 0836.90037Panorska, A. K.; Mittnik, S.; Rachev, S. T. 15 1995 Stable Paretian modeling in finance: Some empirical and theoretical aspects. Zbl 0926.91023Mittnik, Stefan; Rachev, Svetlozar T.; Paolella, Marc S. 14 1998 Differential evolution and combinatorial search for constrained index-tracking. Zbl 1183.91167Krink, Thiemo; Mittnik, Stefan; Paterlini, Sandra 13 2009 Unconditional and conditional distributional models for the Nikkei index. Zbl 1153.91721Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. 13 1998 Asymmetric multivariate normal mixture GARCH. Zbl 1453.62101Haas, Markus; Mittnik, Stefan; Paolella, Marc S. 12 2009 Stationarity of stable power-GARCH processes. Zbl 1043.62074Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. 12 2002 Tail estimation of the stable index \(\alpha\). Zbl 0855.62015Mittnik, S.; Rachev, S. T. 12 1996 Option pricing for stable and infinitely divisible asset returns. Zbl 0990.91023Mittnik, S.; Rachev, S. T. 10 1999 Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models. Zbl 0780.62016Mittnik, Stefan; Zadrozny, Peter A. 9 1993 Multivariate time series analysis with state space models. Zbl 0666.62086Mittnik, S. 9 1989 Financial econometrics. From basics to advanced modeling techniques. Zbl 1154.62079Rachev, Svetlozar; Mittnik, Stefan; Fabozzi, Frank J.; Focardi, Sergio M.; Jašić, Teo 8 2007 Accurate value-at-risk forecasting based on the normal-GARCH model. Zbl 1157.62504Hartz, Christoph; Mittnik, Stefan; Paolella, Marc 8 2006 Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples. Zbl 0799.62100Zadrozny, P. A.; Mittnik, S. 8 1994 Computation of theoretical autocovariance matrices of multivariate autoregressive moving average time series. Zbl 0699.62085Mittnik, Stefan 8 1990 Integral and asymptotic representations of geo-stable densities. Zbl 0867.60005Klebanov, L. B.; Melamed, J. A.; Mittnik, S.; Rachev, S. T. 7 1996 Statistical inference in regression with heavy-tailed integrated variables. Zbl 1003.62070Mittnik, S.; Paulauskas, V.; Rachev, S. T. 6 2001 Artificial intelligence in air combat games. Zbl 0609.90108Rodin, E. Y.; Lirov, Y.; Mittnik, S.; McElhaney, B. G.; Wilbur, L. 6 1987 Value-at-risk prediction: a comparison of alternative strategies. Zbl 1418.91609Kuester, Keith; Mittnik, Stefan; Paolella, Marc S. 5 2007 Portfolio optimization when risk factors are conditionally varying and heavy tailed. Zbl 1161.91389Doganoglu, Toker; Hartz, Christoph; Mittnik, Stefan 5 2007 Stable Paretian models in econometrics. I. Zbl 0956.91065Rachev, Svetlozar T.; Kim, Jeong-Ryeol; Mittnik, Stefan 5 1999 Time series with unit roots and infinite-variance disturbances. Zbl 0939.62093Rachev, S. T.; Mittnik, S.; Kim, J.-R. 5 1998 An approximation procedure for asymmetric stable Paretian densities. Zbl 0924.65154Doganoglu, Toker; Mittnik, Stefan 5 1998 A tail estimator for the index of the stable Paretian distribution. Zbl 0908.62018Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. 5 1998 Econometric modeling in the presence of heavy-tailed innovations: A survey of some recent advances. Zbl 0888.90034Rachev, Svetlozar T.; Kim, Jeong-Ryeol; Mittnik, Stefan 5 1997 Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions. Zbl 0787.62093Braun, Phillip A.; Mittnik, Stefan 5 1993 Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes. Zbl 1328.62531Mittnik, Stefan 5 1987 The real consequences of financial stress. Zbl 1327.91051Mittnik, Stefan; Semmler, Willi 4 2013 A simple estimator for the characteristic exponent of the stable Paretian distribution. Zbl 0990.62021Mittnik, S.; Paolella, M. S. 4 1999 Quanto option pricing in the presence of fat tails and asymmetric dependence. Zbl 1337.91104Kim, Young Shin; Lee, Jaesung; Mittnik, Stefan; Park, Jiho 3 2015 Estimating a banking-macro model using a multi-regime VAR. Zbl 1315.91049Mittnik, Stefan; Semmler, Willi 3 2014 Value-at-risk and asset allocation with stable return distributions. Zbl 1177.62123Mittnik, Stefan; Rachev, Svetlozar; Schwartz, Eduardo 3 2002 Test of association between multivariate stable vectors. Zbl 1098.62534Mittnik, S.; Rachev, S. T.; Rüschendorf, L. 3 1999 Computing theoretical autocovariances of multivariate autoregressive moving average models by using a block Levinson method. Zbl 0797.62074Mittnik, Stefan 3 1993 A new representation for the characteristic function of strictly geo-stable vectors. Zbl 0979.60008Klebanov, Lev B.; Mittnik, Stefan; Rachev, Svetlozar T.; Volkovich, Vladimir E. 2 2000 Stable Paretian models in econometrics. II. Zbl 0962.91065Rachev, Svetlozar T.; Kim, Jeong-Ryeol; Mittnik, Stefan 2 1999 Testing cointegrating coefficients in vector autoregressive error correction models. Zbl 0899.90054Hansen, Gerd; Kim, Jeong-Ryeol; Mittnik, Stefan 2 1998 System-theoretic methods in economic modelling. II. Zbl 0679.00023Mittnik, S. (ed.) 2 1989 The determination of the state covariance matrix of moving-average processes without computation. Zbl 1328.62530Mittnik, Stefan 2 1987 VaR-implied tail-correlation matrices. Zbl 1290.91191Mittnik, Stefan 1 2014 Portfolio selection with common correlation mixture models. Zbl 1154.91600Haas, Markus; Mittnik, Stefan 1 2009 Stock market, interest rate and output: a model and estimation for US time series data. Zbl 1080.91562Chiarella, Carl; Semmler, Willi; Mittnik, Stefan; Zhu, Peiyuan 1 2002 Special issue: Stable non-Gaussian models in finance and econometrics. Zbl 0991.00020Mittnik, Stefan (ed.); Rachev, Svetlozar (ed.) 1 2001 Detecting asymmetries in observed linear time series and unobserved disturbances. Zbl 1078.91567Kim, Jeong-Ryeol; Mittnik, Stefan; Rachev, Svetlozar T. 1 1996 Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models. Zbl 0727.62085Mittnik, Stefan 1 1991 Modeling nonlinear processes with generalized autoregressions. Zbl 0709.62082Mittnik, Stefan 1 1990 Iterative versus noniterative derivation of moving average parameters of ARMA processes. Zbl 0629.62093Mittnik, Stefan 1 1988 Quanto option pricing in the presence of fat tails and asymmetric dependence. Zbl 1337.91104Kim, Young Shin; Lee, Jaesung; Mittnik, Stefan; Park, Jiho 3 2015 Estimating a banking-macro model using a multi-regime VAR. Zbl 1315.91049Mittnik, Stefan; Semmler, Willi 3 2014 VaR-implied tail-correlation matrices. Zbl 1290.91191Mittnik, Stefan 1 2014 The real consequences of financial stress. Zbl 1327.91051Mittnik, Stefan; Semmler, Willi 4 2013 Differential evolution and combinatorial search for constrained index-tracking. Zbl 1183.91167Krink, Thiemo; Mittnik, Stefan; Paterlini, Sandra 13 2009 Asymmetric multivariate normal mixture GARCH. Zbl 1453.62101Haas, Markus; Mittnik, Stefan; Paolella, Marc S. 12 2009 Portfolio selection with common correlation mixture models. Zbl 1154.91600Haas, Markus; Mittnik, Stefan 1 2009 The volatility of realized volatility. Zbl 1359.91032Corsi, Fulvio; Mittnik, Stefan; Pigorsch, Christian; Pigorsch, Uta 25 2008 Financial econometrics. From basics to advanced modeling techniques. Zbl 1154.62079Rachev, Svetlozar; Mittnik, Stefan; Fabozzi, Frank J.; Focardi, Sergio M.; Jašić, Teo 8 2007 Value-at-risk prediction: a comparison of alternative strategies. Zbl 1418.91609Kuester, Keith; Mittnik, Stefan; Paolella, Marc S. 5 2007 Portfolio optimization when risk factors are conditionally varying and heavy tailed. Zbl 1161.91389Doganoglu, Toker; Hartz, Christoph; Mittnik, Stefan 5 2007 Accurate value-at-risk forecasting based on the normal-GARCH model. Zbl 1157.62504Hartz, Christoph; Mittnik, Stefan; Paolella, Marc 8 2006 Stationarity of stable power-GARCH processes. Zbl 1043.62074Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. 12 2002 Value-at-risk and asset allocation with stable return distributions. Zbl 1177.62123Mittnik, Stefan; Rachev, Svetlozar; Schwartz, Eduardo 3 2002 Stock market, interest rate and output: a model and estimation for US time series data. Zbl 1080.91562Chiarella, Carl; Semmler, Willi; Mittnik, Stefan; Zhu, Peiyuan 1 2002 Statistical inference in regression with heavy-tailed integrated variables. Zbl 1003.62070Mittnik, S.; Paulauskas, V.; Rachev, S. T. 6 2001 Special issue: Stable non-Gaussian models in finance and econometrics. Zbl 0991.00020Mittnik, Stefan (ed.); Rachev, Svetlozar (ed.) 1 2001 Stable Paretian models in finance. Zbl 0972.91060Rachev, Svetlozar; Mittnik, Stefan 153 2000 A new representation for the characteristic function of strictly geo-stable vectors. Zbl 0979.60008Klebanov, Lev B.; Mittnik, Stefan; Rachev, Svetlozar T.; Volkovich, Vladimir E. 2 2000 Maximum likelihood estimation of stable Paretian models. Zbl 1098.62520Mittnik, S.; Rachev, S. T.; Doganoglu, T.; Chenyao, D. 25 1999 Computing the probability density function of the stable Paretian distribution. Zbl 1003.60020Mittnik, S.; Doganoglu, T.; Chenyao, D. 16 1999 Option pricing for stable and infinitely divisible asset returns. Zbl 0990.91023Mittnik, S.; Rachev, S. T. 10 1999 Stable Paretian models in econometrics. I. Zbl 0956.91065Rachev, Svetlozar T.; Kim, Jeong-Ryeol; Mittnik, Stefan 5 1999 A simple estimator for the characteristic exponent of the stable Paretian distribution. Zbl 0990.62021Mittnik, S.; Paolella, M. S. 4 1999 Test of association between multivariate stable vectors. Zbl 1098.62534Mittnik, S.; Rachev, S. T.; Rüschendorf, L. 3 1999 Stable Paretian models in econometrics. II. Zbl 0962.91065Rachev, Svetlozar T.; Kim, Jeong-Ryeol; Mittnik, Stefan 2 1999 Stable Paretian modeling in finance: Some empirical and theoretical aspects. Zbl 0926.91023Mittnik, Stefan; Rachev, Svetlozar T.; Paolella, Marc S. 14 1998 Unconditional and conditional distributional models for the Nikkei index. Zbl 1153.91721Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. 13 1998 Time series with unit roots and infinite-variance disturbances. Zbl 0939.62093Rachev, S. T.; Mittnik, S.; Kim, J.-R. 5 1998 An approximation procedure for asymmetric stable Paretian densities. Zbl 0924.65154Doganoglu, Toker; Mittnik, Stefan 5 1998 A tail estimator for the index of the stable Paretian distribution. Zbl 0908.62018Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. 5 1998 Testing cointegrating coefficients in vector autoregressive error correction models. Zbl 0899.90054Hansen, Gerd; Kim, Jeong-Ryeol; Mittnik, Stefan 2 1998 Econometric modeling in the presence of heavy-tailed innovations: A survey of some recent advances. Zbl 0888.90034Rachev, Svetlozar T.; Kim, Jeong-Ryeol; Mittnik, Stefan 5 1997 Tail estimation of the stable index \(\alpha\). Zbl 0855.62015Mittnik, S.; Rachev, S. T. 12 1996 Integral and asymptotic representations of geo-stable densities. Zbl 0867.60005Klebanov, L. B.; Melamed, J. A.; Mittnik, S.; Rachev, S. T. 7 1996 Detecting asymmetries in observed linear time series and unobserved disturbances. Zbl 1078.91567Kim, Jeong-Ryeol; Mittnik, Stefan; Rachev, Svetlozar T. 1 1996 Stable GARCH models for financial time series. Zbl 0836.90037Panorska, A. K.; Mittnik, S.; Rachev, S. T. 15 1995 Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples. Zbl 0799.62100Zadrozny, P. A.; Mittnik, S. 8 1994 Modeling asset returns with alternative stable distributions. (With comments and reply). Zbl 0801.62096Mittnik, Stefan; Rachev, Svetlozar T. 81 1993 Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models. Zbl 0780.62016Mittnik, Stefan; Zadrozny, Peter A. 9 1993 Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions. Zbl 0787.62093Braun, Phillip A.; Mittnik, Stefan 5 1993 Computing theoretical autocovariances of multivariate autoregressive moving average models by using a block Levinson method. Zbl 0797.62074Mittnik, Stefan 3 1993 Alternative multivariate stable distributions and their applications to financial modeling. Zbl 0725.90006Mittnik, Stefan; Rachev, Svetlozar T. 22 1991 Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models. Zbl 0727.62085Mittnik, Stefan 1 1991 Computation of theoretical autocovariance matrices of multivariate autoregressive moving average time series. Zbl 0699.62085Mittnik, Stefan 8 1990 Modeling nonlinear processes with generalized autoregressions. Zbl 0709.62082Mittnik, Stefan 1 1990 Stable distributions for asset returns. Zbl 0709.62708Mittnik, Stefan; Rachev, Svetlozar T. 16 1989 Multivariate time series analysis with state space models. Zbl 0666.62086Mittnik, S. 9 1989 System-theoretic methods in economic modelling. II. Zbl 0679.00023Mittnik, S. (ed.) 2 1989 Iterative versus noniterative derivation of moving average parameters of ARMA processes. Zbl 0629.62093Mittnik, Stefan 1 1988 Artificial intelligence in air combat games. Zbl 0609.90108Rodin, E. Y.; Lirov, Y.; Mittnik, S.; McElhaney, B. G.; Wilbur, L. 6 1987 Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes. Zbl 1328.62531Mittnik, Stefan 5 1987 The determination of the state covariance matrix of moving-average processes without computation. Zbl 1328.62530Mittnik, Stefan 2 1987 all cited Publications top 5 cited Publications all top 5 Cited by 655 Authors 45 Rachev, Svetlozar T. 29 Mittnik, Stefan 15 Fabozzi, Frank J. 14 Kozubowski, Tomasz J. 10 Panorska, Anna K. 9 Meintanis, Simos G. 8 Ortobelli, Sergio 8 Paolella, Marc S. 8 Tian, Zheng 6 Meerschaert, Mark M. 6 Mélard, Guy 6 Schmid, Wolfgang 6 Stoyanov, Stoyan V. 6 Tsionas, Efthymios G. 5 Kim, Young Shin S. 5 Klein, André 5 Paterlini, Sandra 5 Qin, Ruibing 5 Semmler, Willi 5 Tichý, Tomáš 4 Chan, Ngai Hang 4 Chen, Zhanshou 4 Havenner, Arthur M. 4 Heyde, Christopher Charles 4 Ibragimov, Rustam 4 Jin, Hao 4 Kim, Youngshin 4 Linton, Oliver Bruce 4 Liu, Shuangzhe 4 McAleer, Michael 4 Okhrin, Yarema 4 Ortobelli Lozza, Sergio 4 Paulauskas, Vygantas Ionovič 4 Peiris, M. Shelton 4 Rodin, Ervin Y. 4 Samorodnitsky, Gennady Pinkhosovich 4 Shin, Dongwan 3 Bianchi, Michele Leonardo 3 Bodnar, Taras 3 Calzolari, Giorgio 3 Fan, Zhaozhi 3 Giacometti, Rosella 3 Ignatieva, Katja 3 Kilian, Lutz 3 Klebanov, Lev B. 3 Kokoszka, Piotr S. 3 Lombardi, Marco J. 3 Marinelli, Carlo 3 Nolan, John P. 3 Peng, Liang 3 Peters, Gareth William 3 Ruiz, Esther 3 Rüschendorf, Ludger 3 Scheffler, Hans-Peter 3 Veredas, David 3 Wang, Jun 3 Weron, Aleksander 3 Weron, Rafał 3 Zhang, Rongmao 2 Angelelli, Enrico 2 Baek, Changryong 2 Bellini, Fabio 2 Biglova, Almira 2 Bottolo, Leonardo 2 Broda, Simon A. 2 Cavicchioli, Maddalena 2 Corsi, Fulvio 2 Curto, José Dias 2 D’Addona, Stefano 2 Doganoglu, Toker 2 Domma, Filippo 2 Dorfman, Jeffrey H. 2 Fasen, Vicky 2 Francq, Christian 2 Galbraith, John W. 2 Gerlach, Richard H. 2 Ghosh, B. K. 2 Giuzio, Margherita 2 Golosnoy, Vasyl 2 Halbleib, Roxana 2 Han, Sier 2 Hartz, Christoph 2 Horváth, Lajos 2 Hotta, Luiz Koodi 2 Jiménez-Gamero, María Dolores 2 Jin, Zi 2 Korolev, Viktor Yur’evich 2 Kouaissah, Noureddine 2 Krink, Thiemo 2 Lando, Tommaso 2 Lee, Sangyeol 2 Lee, Taewook 2 Lirov, Yuval 2 Matsui, Muneya 2 McCulloch, J. Huston 2 Medeiros, Marcelo C. 2 Menn, Christian 2 Pan, Jiazhu 2 Perera, Indeewara 2 Perri, Pier Francesco ...and 555 more Authors all top 5 Cited in 106 Serials 35 Journal of Econometrics 33 Mathematical and Computer Modelling 32 Computational Statistics and Data Analysis 15 Statistics & Probability Letters 15 Quantitative Finance 14 Annals of Operations Research 13 Econometric Theory 12 Journal of Economic Dynamics & Control 12 Communications in Statistics. Theory and Methods 10 Journal of Multivariate Analysis 10 Econometric Reviews 10 Applied Mathematics Letters 10 Journal of Statistical Computation and Simulation 8 Computers & Mathematics with Applications 8 Journal of Time Series Analysis 8 Statistical Papers 7 International Journal of Theoretical and Applied Finance 6 Journal of Statistical Planning and Inference 6 European Journal of Operational Research 6 Journal of the Korean Statistical Society 5 Mathematics and Computers in Simulation 5 Economics Letters 5 Journal of Applied Statistics 5 Computational Management Science 5 Journal of Statistical Theory and Practice 4 Metrika 4 Chaos, Solitons and Fractals 4 Annals of the Institute of Statistical Mathematics 4 Statistics 4 Computational Statistics 4 Communications in Statistics. Simulation and Computation 4 Stochastic Processes and their Applications 4 Chaos 4 Statistics and Computing 3 Physica A 3 The Annals of Statistics 3 Journal of Computational and Applied Mathematics 3 Mathematical Methods of Operations Research 3 North American Actuarial Journal 3 Review of Derivatives Research 3 Statistical Methods and Applications 3 Annals of Finance 2 Scandinavian Journal of Statistics 2 Journal of Applied Probability 2 Insurance Mathematics & Economics 2 Computers & Operations Research 2 Journal of Theoretical Probability 2 The Annals of Applied Probability 2 Automation and Remote Control 2 Linear Algebra and its Applications 2 Test 2 The Journal of Fourier Analysis and Applications 2 The Econometrics Journal 2 ASTIN Bulletin 2 Asia-Pacific Financial Markets 2 AStA. Advances in Statistical Analysis 1 The Canadian Journal of Statistics 1 Computer Physics Communications 1 Journal of Computational Physics 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 The Annals of Probability 1 Duke Mathematical Journal 1 Fuzzy Sets and Systems 1 International Statistical Review 1 Journal of Differential Equations 1 Kybernetika 1 Metron 1 1 Operations Research Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Probability Theory and Related Fields 1 Sequential Analysis 1 Computational Economics 1 Journal of Mathematical Sciences (New York) 1 Applied Mathematical Finance 1 Mathematical Problems in Engineering 1 Mathematical Finance 1 Nonlinear Dynamics 1 Journal of Inequalities and Applications 1 Studies in Nonlinear Dynamics and Econometrics 1 Extremes 1 Statistical Inference for Stochastic Processes 1 Communications in Nonlinear Science and Numerical Simulation 1 Stochastic Environmental Research and Risk Assessment 1 CEJOR. Central European Journal of Operations Research 1 Acta et Commentationes Universitatis Tartuensis de Mathematica 1 Methodology and Computing in Applied Probability 1 Applied Stochastic Models in Business and Industry 1 International Game Theory Review 1 Brazilian Journal of Probability and Statistics 1 Decisions in Economics and Finance 1 Stochastic Models 1 Journal of Machine Learning Research (JMLR) 1 OR Spectrum 1 Journal of Applied Mathematics and Computing 1 Thai Journal of Mathematics 1 Journal of Industrial and Management Optimization 1 Advances in Data Analysis and Classification. ADAC 1 Optimization Letters ...and 6 more Serials all top 5 Cited in 21 Fields 314 Statistics (62-XX) 181 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 113 Probability theory and stochastic processes (60-XX) 57 Numerical analysis (65-XX) 25 Operations research, mathematical programming (90-XX) 11 Computer science (68-XX) 4 Systems theory; control (93-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Partial differential equations (35-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Biology and other natural sciences (92-XX) 2 General and overarching topics; collections (00-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Real functions (26-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of particles and systems (70-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) Citations by Year