Citation profile for Rui Vilela Mendes

Rui Vilela Mendes : Citation Profile

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 2
   Journals where Rui Vilela Mendes has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 7 (9.59 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme147
   Updated: 2024-11-06    RAS profile: 2024-02-07
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Relations with other researchers

Works with:

Araújo, Tanya (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rui Vilela Mendes.

Is cited by:

Araújo, Tanya (33)

Louçã, Francisco (10)

Lopes, João (3)

Fontainha, Elsa (3)

Aubyn, Miguel (2)

Giudici, Paolo (1)

Jacquier, Antoine (1)

Silvestre, Joaquim (1)

Faustino, Rui (1)

Cites to:

Araújo, Tanya (7)

Engle, Robert (6)

Fehr, Ernst (3)

Henrich, Joseph (2)

Blume, Lawrence (2)

Louçã, Francisco (2)

Rogers, Leonard (2)

Renault, Eric (2)

Durlauf, Steven (2)

Crato, Nuno (2)

Patton, Andrew (2)

Main data

Where Rui Vilela Mendes has published?

Journals with more than one article published	# docs
Physica A: Statistical Mechanics and its Applications	5
Advances in Complex Systems (ACS)	3

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	8
Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa	7

Recent works citing Rui Vilela Mendes (2024 and 2023)

Year	Title of citing document
2023	Reconstructing cryptocurrency processes via Markov chains. (2023). Barbosa, Paulo ; Ara, Tanya. In: Papers. RePEc:arx:papers:2308.07626. Full description at Econpapers \|\| Download paper

Works by Rui Vilela Mendes:

Year	Title	Type	Cited
2007	The fractional volatility model: An agent-based interpretation In: Papers. [Full Text][Citation analysis]	paper	8
2008	The fractional volatility model: An agent-based interpretation.(2008) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	article
2010	The fractional volatility model: No-arbitrage, leverage and risk measures In: Papers. [Full Text][Citation analysis]	paper	0
2011	Portfolios and the market geometry In: Papers. [Full Text][Citation analysis]	paper	1
2012	Portfolios and the market geometry.(2012) In: Working Papers Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2012	The fractional volatility model: No-arbitrage, leverage and completeness In: Papers. [Full Text][Citation analysis]	paper	0
2001	A process-reconstruction analysis of market fluctuations In: Papers. [Full Text][Citation analysis]	paper	2
2002	Reconstructing an economic space from a market metric In: Papers. [Full Text][Citation analysis]	paper	28
2003	Reconstructing an economic space from a market metric.(2003) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28	article
2004	Option pricing with fractional volatility In: Papers. [Full Text][Citation analysis]	paper	0
2007	A data-reconstructed fractional volatility model In: Papers. [Full Text][Citation analysis]	paper	5
2008	A Data-Reconstructed Fractional Volatility Model.(2008) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	paper
2000	Characterizing self-organization and coevolution by ergodic invariants In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis]	article	0
1999	Characterizing self-organization and coevolution by ergodic invariants..(1999) In: Working Papers Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 0	paper
2001	Structure-generating mechanisms in agent-based models In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis]	article	5
2015	No-arbitrage, leverage and completeness in a fractional volatility model In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis]	article	4
2022	Long-range connections and mixed diffusion in fractional networks In: Working Papers Department of Economics. [Full Text][Citation analysis]	paper	0
2023	Long-range connections and mixed diffusion in fractional networks.(2023) In: Working Papers Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2007	Innovation Success and Structural Change: An Abstract Agent Based Study In: Working Papers Department of Economics. [Full Text][Citation analysis]	paper	1
2006	Market-oriented innovation: When is it profitable? An abstract agent-based study In: Working Papers Department of Economics. [Full Text][Citation analysis]	paper	2
2001	Function and form in networks of interacting agents In: Working Papers Department of Economics. [Citation analysis]	paper	8
2004	NETWORK DEPENDENCE OF STRONG RECIPROCITY In: Advances in Complex Systems (ACS). [Full Text][Citation analysis]	article	0
2009	INNOVATION AND SELF-ORGANIZATION IN A MULTI-AGENT MODEL In: Advances in Complex Systems (ACS). [Full Text][Citation analysis]	article	1
2015	LONG RANGE DEPENDENCE AND THE DYNAMICS OF EXPLOITED FISH POPULATIONS In: Advances in Complex Systems (ACS). [Full Text][Citation analysis]	article	1