Dependence Modeling
-
Edited by:
Giovanni Puccetti
About this journal
The journal Dependence Modeling aims at providing a medium for exchanging results and ideas in the area of multivariate dependence modeling.
It is an open access fully peer-reviewed journal providing the readers with free, instant, and permanent access to all content worldwide. Now it offers BEST PAPER AWARD (for details see below).
Dependence Modeling is listed by Web of Science (Emerging Sources Citation Index), Scopus, MathSciNet and Zentralblatt Math.
The journal presents different types of articles:
- "Research Articles" on fundamental theoretical aspects, as well as on significant applications in science, engineering, economics, finance, insurance and other fields.
- "Review Articles" which present the existing
literature on the specific topic from new perspectives.
- "Rapid Communication" brief communications (max. 8 pages) showing key theoretical results with a concise proof, or innovative applications of copulas/depencence to other scientific fields. We typically provide a rapid review of a submitted communication within 6 weeks of submission.
- "Interview articles" limited to two papers per year, covering interviews with milestone personalities in the field of Dependence Modeling.
Aims and Scope
The journal topics include (but are not limited to):
- Copula methods
- Multivariate distributions
- Estimation and goodness-of-fit tests
- Measures of association
- Quantitative risk management
- Risk measures and stochastic orders
- Time series
- Environmental sciences
- Computational methods and software
- Extreme-value theory
- Limit laws
- Mass Transportations
Your Benefits
Why submit
As an Author of Dependence Modeling, You benefit from
- Fast, fair and constructive peer review
- quick online publication of accepted papers (continuous publication model)
- language correction services upon acceptance for authors from non-English speaking regions
- no limitations on colour figures and word count in published articles
- all articles are freely available to the academic community worldwide without any restrictions
- promotion of published papers to readers and citers
- distribution to open access directories (such as DOAJ) and thousands of libraries worldwide
- liberal policies on copyrights (authors retain copyright) and on self-archiving (no embargo periods)
- secure archiving by De Gruyter and the independent archiving service Portico
Article Processing Charges
In order to
sustain the publishing process, each article accepted for publication in
Dependence Modeling is subject to an
Article Processing Charge of
€1050. This fee is used to cover the costs of manuscript processing,
professional typesetting and copyediting, as well as online hosting, long-term preservation,
and extensive promotion to potential readers. There is no submission
fee. Information regarding payment of the charge will be provided following
acceptance for publication.
For more information
please go to Article
Processing Charges.
------------------------------------
BEST PAPER AWARD
Starting in 2025, the Associate Editors of Dependence
Modeling will award a prize for the best paper published in each
issue.
The authors of the winning paper will receive a certificate and a full
waiver for a future submission to Dependence
Modeling.
Additionally, one of the authors may be
considered for a fully funded invitation to the Workshop on Dependence Modeling
with Applications in Finance, Insurance, and Pensions, organized by
Vrije Universiteit Brussel, provided the event takes place the
following year, or another workshop associated with the journal.
------------------------------------
Publication Ethics and Editorial Policies
Detailed information on Editorial Policy, Publication Ethics, Instructions for Authors etc. can be found in the Supplementary Materials section.
For more information on De Gruyter Publishing Ethics, please see the De Gruyter Guidelines online here.
Special Issues
Call for Papers
- 40th Linz Seminar on Fuzzy Set Theory - deadline extended to December 31, 2023
- Special Issue on Ten Years of Dependence Modelling
Call for Papers
Supplementary Materials
| Journal Impact Factor | 0.8 | 2024, Journal Citation Reports (Clarivate, 2025) |
| 5-year Journal Impact Factor | 1 | 2024, Journal Citation Reports (Clarivate, 2025) |
| Journal Citation Indicator | 0.37 | 2024, Journal Citation Reports (Clarivate, 2025) |
| CiteScore | 1.4 | 2024, Scopus (Elsevier B.V., 2025) |
| SCImago Journal Rank | 0.61 | 2024, SJR (Scimago Lab, 2025; Data Source: Scopus) |
| Source Normalized Impact per Paper | 0.777 | 2024, CWTS Journal Indicators (CWTS B.V., 2025; Data Source: Scopus) |
| Mathematical Citation Quotient | 0.22 |
MANUSCRIPTS
Dependence Modeling
encourages the submission of both substantial full-length bodies of work and shorter
manuscripts that report novel findings. There are no specific length restrictions for the
overall manuscript or individual sections; however, we urge the authors to present and
discuss their findings in a concise and accessible manner.
All submissions must be made via online submission system Editorial Manager. In case of problems, please contact the Managing Editor of this journal (Ewa.Sarzynska@degruyter.com).
SUBMISSION OF
MANUSCRIPTS
Manuscripts have to be written in LATEX, AMS-TEX, AMS-LATEX. We do
not accept papers in Plain TEX format. For an initial submission, the authors are strongly
advised to upload their entire manuscript, including tables and figures, as a single PDF
file. Authors are strongly advised to submit the final version of the paper using the
journal’s LaTex
Template.
For detailed information, please see
Instruction
for Authors
EDITORIAL POLICY
Unpublished material: Submission of a manuscript implies that
the work described is not copyrighted, published or submitted elsewhere, except in abstract
form. The corresponding author should ensure that all authors approve the manuscript before
its submission.
Ethical conduct of
research: The authors must describe and confirm safeguards to meet ethical
standards when applicable. See Editorial
Policy for details.
Conflict of
interest: When authors submit a manuscript, they are responsible for
recognizing and disclosing financial and/or other conflicts of interest that might bias
their work and/or could inappropriately influence his/her judgment. If no specified
acknowledgement is given, the Editors assume that no conflict of interest exists. Authors
are encouraged to fill in the ICMJE Conflicts of Interest Form (available here) and send it
in the electronic format to the Managing Editor.
Copyright: All authors retain copyright, unless – due to
their local circumstances – their work is not copyrighted. The copyrights are governed by
the Creative-Commons
Attribution Only license (CC-BY) which is compliant with Plan-S. The corresponding
author grants the journal the license to use of the article, by signing the License
To Publish. Scanned copy of license should be sent to the journal, as soon as
possible.
Authorship:
Authorship should be limited to those who have made a significant contribution to the
conception, design, execution, or interpretation of the reported study. All those who have
made significant contributions should be listed as co-authors. Where there are others who
have participated in certain substantive aspects of the research project, they should be
named in an Acknowledgement section. For more details the role of authors please see: www.degruyter.com/publishing/for-authors/for-journal-authors/role-of-authors
Peer Review
process: Our standard policy requires each paper reporting primary research
or secondary analysis of primary research, together with relevant supplementary materials if
requested by Referees, to be reviewed by at least two Referees and the peer-review process
is single-blind. The Editors reserve the right to decline the submitted manuscript without
review, if the studies reported are not sufficiently novel or important to merit publication
in the journal. Manuscripts deemed unsuitable (insufficient originality or of limited
interest to the target audience) are returned to the author(s) without review. The Editor
seeks advice from experts in the appropriate field. Research articles and communications are
refereed by a minimum of two reviewers, review papers by at least three. Authors are
requested to suggest persons competent to review their manuscript. However, please note that
this will be treated only as a suggestion, and the final selection of reviewers is
exclusively the Editor's decision. The final decision of acceptance in made by Managing
Editor or, in case of conflict, by the Editor-in-Chief.
Scientific Misconduct: This journal publishes only
original manuscripts that are not also published or going to be published elsewhere.
Multiple submissions/publications, or redundant publications (re-packaging in different
words of data already published by the same authors) will be rejected. If they are detected
only after publication, the journal reserves the right to publish a Retraction Note. In each
particular case Editors will follow COPE’s Core Practices and
implement the advices.
Editor-in-Chief
Giovanni Puccetti, Università degli
Studi di Milano, Italy
Associate Editors
Fabrizio Durante, Università del Salento, Italy
Matthias
Scherer, Technische Universität München, Germany
Steven Vanduffel, Vrije
Universiteit Brussel, Belgium
Honorary Board Members:
Roger Cooke, Resources for
the Future, USA
Claudia Czado, Technische Universität München, Germany
Paul Embrechts, ETH Zürich, Switzerland
Edward (Jed) Frees, University of
Wisconsin-Madison, USA & Australian National University,
Australia
Christian Genest, McGill University, Canada
Irène Gijbels, KU Leuven,
Belgium
Harry Joe, University of British Columbia, Canada
Roger
Nelsen, Lewis & Clark College, USA
Ludger Rüschendorf,
Albert-Ludwigs-Universität Freiburg, Germany
Carlo Sempi, Università del Salento,
Italy
Editorial Advisory Board Members:
Beatrice Acciaio, ETH Zürich, Switzerland
Concepcion Ausin,
Universidad Carlos III de Madrid, Spain
Carole Bernard, Vrije Universiteit
Brussel, Belgium & Grenoble EM, France
Corina Constantinescu, University
of Liverpool, UK
Alexis Derumigny, TU Delft, Netherlands
Elena di
Bernardino, Université Côte d'Azur, France
Sebastian Engelke, Université de
Genève, Switzerland
Jean-David Fermanian, ENSAE Paris, France
Juan
Fernández-Sánchez, Universidad de Almería, Spain
Sebastian Fuchs, Universität
Salzburg, Austria
Stéphane Girard, Inria Grenoble Rhône-Alpes, France
Ingrid Hobæk Haff, University of Oslo, Norway
Fang Han, University of
Washington, USA
Enkelejd Hashorva, Université de Lausanne, Switzerland
Taizhong Hu, University of Science and Technology of China
Lei Hua, Northern
Illinois University, USA
Piotr Jaworski, Uniwersytet Warszawski, Poland
Shogo Kato, The Institute of Statistical Mathematics, Japan
Nadja Klein,
Karlsruhe Institute of Technology, Germany
Pavel Krupskiy, University of
Melbourne, Australia
Dorota Kurowicka, TU Delft, Netherlands
Woojoo
Lee, Seoul National University, Republic of Korea
Jan-Frederik Mai, XAIA
Investment, Germany
Mélina Mailhot, Concordia University, Canada
Gilles Mordant, Georg-August Universität Göttingen, Germany
Giampiero Marra,
University College London, UK
Thomas Nagler, LMU Munich, Germany
Ostap
Okhrin, Technische Universität Dresden, Germany
Silvana Pesenti, University of
Toronto, Canada
Artem Prokhorov, The University of Sydney Business School,
Australia
Jean-Francois Quessy, Université du Québec à Trois-Rivières,
Canada
Peng Shi, University of Wisconsin-Madison, USA
Wolfgang
Trutschnig, Universität Salzburg, Austria
Emiliano Valdez, University of
Connecticut, USA
Ruodu Wang, University of Waterloo, Canada
Johannes
Wiesel, Carnegie Mellon University, USA
Assistant
Editor
Andrew Chernih, University of New South Wales, Australia
Publisher
DE GRUYTER
Poland
Bogumiła Zuga 32A Str.
01-811 Warsaw, Poland
T: +48
22 701 50 15
Editorial Contact
Giovanni Puccetti
demo.editorial@degruyter.com
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Supplementary Materials
- Article Processing Charges
- Authors statements
- CFP 40th Linz Seminar on Fuzzy Set Theory
- CFP BEST PAPER AWARD
- CFP Eurandom Workshop on Dependence Modeling
- CFP Statistical Analysis of Dependence Models
- Data Sharing Policy
- Dependence Modeling_flyer
- Editorial Policy
- Guidelines for Reviewers
- Instructions for Authors
- LaTex Template
- License to Publish
- Privacy Statement
- Publication Ethics
- SI In Memory of Abe Sklar - print
- Special Issue in Memory of Abe Sklar
- Ten_Years_of_Dependence_Modelling