Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Working Papers

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 0 0 0 0.08 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.3 8 15 0 0 2 0.25 0.19 2000 0.25 0.41 11 39 8 2 0 1 0.09 0.21 2001 0.53 0.37 6 21 19 10 30 1 0.17 0.19 2002 0.47 0.42 13 6 17 8 12.5 1 0.08 0.2 2003 0.32 0.43 10 16 19 6 50 2 0.2 0.21 2004 0.22 0.49 16 5 23 5 0 0.26 2005 0.35 0.48 17 9 26 9 33.3 5 0.29 0.29 2006 0.12 0.53 17 6 33 4 25 2 0.12 0.28
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:ams:ndfwpp:00-02 A Nonlinear Structural Model for Volatility Clustering (2000).
Cited: 26 times.

(2) RePEc:ams:ndfwpp:00-04 Bifurcation Routes to Volatility Clustering (2000).
Cited: 21 times.

(3) RePEc:ams:ndfwpp:01-06 Modeling the stylized facts in finance through simple nonlinear adaptive systems (2001).
Cited: 12 times.

(4) RePEc:ams:ndfwpp:01-01 Evolutionary Dynamics in Financial Markets With Many Trader Types (2001).
Cited: 11 times.

(5) RePEc:ams:ndfwpp:03-05 Heterogeneity as a natural source of randomness (2003).
Cited: 6 times.

(6) RePEc:ams:ndfwpp:03-03 Bifurcation Routes to Volatility Clustering under Evolutionary Learning (2003).
Cited: 6 times.

(7) RePEc:ams:ndfwpp:99-05 Cobweb Dynamics under Bounded Rationality (1999).
Cited: 4 times.

(8) RePEc:ams:ndfwpp:02-10 Evolutionary dynamics in markets with many trader types (2002).
Cited: 4 times.

(9) RePEc:ams:ndfwpp:03-04 Does eductive stability imply evolutionary stability? (2003).
Cited: 3 times.

(10) RePEc:ams:ndfwpp:05-02 A nonlinear structural model for volatility clustering (2005).
Cited: 3 times.

(11) RePEc:ams:ndfwpp:99-04 Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition (1999).
Cited: 3 times.

(12) RePEc:ams:ndfwpp:99-01 Complex Nonlinear Dynamics and Computational Methods (1999).
Cited: 3 times.

(13) RePEc:ams:ndfwpp:04-08 A Computational Electoral Competition Model with Social Clustering and Endogenous Interest Groups as Information Brokers (2004).
Cited: 3 times.

(14) RePEc:ams:ndfwpp:06-05 Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation (2006).
Cited: 3 times.

(15) RePEc:ams:ndfwpp:00-06 Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets (2000).
Cited: 2 times.

(16) RePEc:ams:ndfwpp:00-03 Financial Markets as Nonlinear Adaptive Evolutionary Systems (2000).
Cited: 2 times.

(17) RePEc:ams:ndfwpp:99-06 The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation (1999).
Cited: 2 times.

(18) RePEc:ams:ndfwpp:04-03 Illinois Walls (2004).
Cited: 2 times.

(19) RePEc:ams:ndfwpp:00-09 Testing for a Unit Root with Near-Integrated Volatility (2000).
Cited: 2 times.

(20) RePEc:ams:ndfwpp:05-12 Behavioral Heterogeneity in Stock Prices (2005).
Cited: 2 times.

(21) RePEc:ams:ndfwpp:05-10 Illinois Walls: How barring indirect purchaser suits facilitates collusion (2005).
Cited: 2 times.

(22) RePEc:ams:ndfwpp:99-07 Expectation Driven Price Volatility in an Experimental Cobweb Economy (1999).
Cited: 2 times.

(23) RePEc:ams:ndfwpp:99-02 Consistent Testing for Serial Independence (1999).
Cited: 2 times.

(24) RePEc:ams:ndfwpp:07-10 Wealth Selection in a Financial Market with Heterogeneous Agents (2007).
Cited: 1 times.

(25) RePEc:ams:ndfwpp:05-11 Illinois Walls in alternative market structures (2005).
Cited: 1 times.

(26) RePEc:ams:ndfwpp:03-02 Nonlinear Mean Reversion in Stock Prices (2003).
Cited: 1 times.

(27) RePEc:ams:ndfwpp:06-15 E&F Chaos: a user friendly software package for nonlinear economic dynamics (2006).
Cited: 1 times.

(28) RePEc:ams:ndfwpp:02-11 Continuous Beliefs Dynamics (2002).
Cited: 1 times.

(29) RePEc:ams:ndfwpp:06-07 Markov-Perfect Nash Equilibria in Models With a Single Capital Stock (2006).
Cited: 1 times.

(30) RePEc:ams:ndfwpp:06-02 Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders (2006).
Cited: 1 times.

(31) RePEc:ams:ndfwpp:07-06 Evolution of Market Heuristics (2007).
Cited: 1 times.

(32) RePEc:ams:ndfwpp:02-14 Heterogeneous Expectations, Exchange Rate Dynamics and Predictability (2002).
Cited: 1 times.

(33) RePEc:ams:ndfwpp:06-10 A Behavioral Model for Participation Games with Negative Feedback (2006).
Cited: 1 times.

(34) RePEc:ams:ndfwpp:03-11 The dynamics of price dispersion, or Edgeworth variations (2003).
Cited: 1 times.

(35) RePEc:ams:ndfwpp:05-17 Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents (2005).
Cited: 1 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:ams:ndfwpp:06-10 A Behavioral Model for Participation Games with Negative Feedback (2006). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Working Papers

(2) RePEc:dgr:uvatin:20060073 A Behavioral Model for Participation Games with Negative Feedback (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers

Recent citations received in: 2005

(1) RePEc:ams:ndfwpp:05-11 Illinois Walls in alternative market structures (2005). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Working Papers

(2) RePEc:dgr:uvatin:20050049 Illinois Walls (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers

(3) RePEc:sap:wpaper:88 Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays (2005). University of Rome La Sapienza, Department of Public Economics / Working Papers

(4) RePEc:wpa:wuwpfi:0510026 Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays (2005). EconWPA / Finance

(5) RePEc:zbw:cauewp:3559 A Noise Trader Model as a Generator of Apparent Financial Power Laws and Long Memory (2005). Christian-Albrechts-University of Kiel, Department of Economics / Economics working papers

Recent citations received in: 2004

Recent citations received in: 2003

(1) RePEc:ams:ndfwpp:03-06 Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS (2003). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Working Papers

(2) RePEc:dgr:uvatin:20030103 Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS (2003). Tinbergen Institute / Tinbergen Institute Discussion Papers

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Source data used to compute the impact factor of RePEc series.