5
H index
1
i10 index
68
Citations
Rui Vilela Mendes : Citation Profile
| RESEARCH PRODUCTION: 8 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1999 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Rui Vilela Mendes. | Is cited by:
| Cites to:
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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 (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2025 | Analyzing Communicability and Connectivity in the Indian Stock Market During Crises. (2025). Pawanesh, Pawanesh ; Sahni, Niteesh ; Sharma, Charu. In: Papers. RePEc:arx:papers:2502.08242. 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 | 4 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team