Academic Journal
Q3Dependence Modeling
About Dependence Modeling
Dependence Modeling is a scholarly journal published by Walter de Gruyter GmbH. SCImago 2025 lists it in Q3, with an SJR of 0.368 and H-index of 17.
Coverage: 2013-2026. Research categories: Applied Mathematics (Q3); Modeling and Simulation (Q3); Statistics and Probability (Q3).
Open-access policies and author information
Reported in the official DOAJ public CSV snapshot (2026-09-01), downloaded 2026-10-03. Record updated 2026-07-24. This snapshot does not establish today’s listing status or fee quotation.
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Source-backed journal facts
Topics in published research
Financial Risk and Volatility Modeling; Statistical Methods and Inference; Statistical Distribution Estimation and Applications; Probability and Risk Models; Stochastic processes and financial applications; Complex Systems and Time Series Analysis.
OpenAlex classifies topics from published works. These topics are not the publisher’s official aims and scope.
Source: OpenAlex source record. Retrieved 2026-10-03. Source record updated 2026-10-02. OpenAlex metrics are different from SCImago metrics and the Clarivate Journal Impact Factor.
Journal Metrics
Quartile, SJR and the listed SCImago H-index use the 2025 imported SCImago dataset. A quartile may vary by subject category. Values without a source or reporting year are unverified historical entries. Verify the current Journal Impact Factor with Clarivate or the publisher before using it.
Aims & Scope
The publisher’s official aims and scope have not yet been verified for this profile. Use the journal website to check subject fit and accepted article types before submitting.
Recent Research Articles
Latest publications matched automatically by ISSN.
Probability equivalent level for CoVaR and VaR in bivariate Student- t copulas with application to foreign exchange risk monitoring
Daniela I. Flores-Silva, Miguel A. Sordo, Alfonso Suárez-Llorens
2026-01-23 · DOI: 10.1515/demo-2025-0022Model selection tests for truncated vine copulas under nested hypotheses
Ichiro Nishi, Yoshinori Kawasaki
2026-01-23 · DOI: 10.1515/demo-2025-0019Novel tau-informed initialization for maximum likelihood estimation of copulas with discrete margins
Anna van Es, Eva Cantoni
2026-01-23 · DOI: 10.1515/demo-2025-0020Multivariate tail dependence: further insights with an application to the Spanish banking sector
Fabrizio Durante, César García-Gómez, Ana Pérez, Mercedes Prieto-Alaiz et al.
2026-01-23 · DOI: 10.1515/demo-2025-0027Interval-conditioned quantiles of bivariate copulas
Thomas Molendijk, Özge Şahin
2026-01-23 · DOI: 10.1515/demo-2025-0025A dimension reduction for extreme types of directed dependence
Sebastian Fuchs, Carsten Limbach
2026-01-23 · DOI: 10.1515/demo-2025-0016Continuous displacement interpolation between checkerboard copulas
Oliver Grothe, Na Luo
2026-01-23 · DOI: 10.1515/demo-2025-0018Amortized neural inference on bivariate tail dependence and tail asymmetry
Lei Hua
2026-01-23 · DOI: 10.1515/demo-2025-0021On the local metric property for Hüsler–Reiss graphical models
Frank Röttger, Quentin Schmitz
2026-01-23 · DOI: 10.1515/demo-2025-0024Copulas and deep learning: a review
Maximilian Coblenz, Oliver Grothe, Bolin Liu, David Weniger et al.
2026-01-23 · DOI: 10.1515/demo-2025-0017Bernstein-based nonparametric estimation of the cross ratio function under univariate right censoring
Ömer Sercik, Steven Abrams, Anneleen Verhasselt
2026-01-23 · DOI: 10.1515/demo-2025-0023Bernstein’s inequality with a proper cover and upper bound of portfolio VaR and TVaR
Yuta Tanoue
2026-01-23 · DOI: 10.1515/demo-2025-0026Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
Rutger van der Spek, Alexis Derumigny
2025-04-04 · DOI: 10.1515/demo-2025-0012On bivariate Archimedean copulas with fractal support
Juan Fernández Sánchez, Wolfgang Trutschnig
2025-05-16 · DOI: 10.1515/demo-2025-0013A point on discrete versus continuous state-space Markov chains
Mathias Muia, Martial Longla
2025-08-13 · DOI: 10.1515/demo-2025-0015Tree-based conditional copula estimation
Francesco Bonacina, Olivier Lopez, Maud Thomas
2025-02-14 · DOI: 10.1515/demo-2024-0010Dependence modeling in general insurance using local Gaussian correlations and hidden Markov models
Zabibu Afazali, Kristian Gundersen, Juma Kasozi, Saint Kizito Omala et al.
2025-08-20 · DOI: 10.1515/demo-2025-0014Generalized Hoeffding-Fréchet functionals and mass transportation
Ludger Rüschendorf
2025-03-18 · DOI: 10.1515/demo-2024-0011Dependence properties of bivariate copula families
Jonathan Ansari, Marcus Rockel
2024-07-26 · DOI: 10.1515/demo-2024-0002Median and quantile conditional copulas
Irène Gijbels, Margot Matterne
2024-10-13 · DOI: 10.1515/demo-2024-0008Reviews
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Version History
October 2, 2026 at 9:47 pm
October 2, 2026