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 Updated January, 2 2009 180.482 documents processed, 3.979.807 references and 1.716.086 citations

 

 
 

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
19960.180000.08
19970.190000.09
19980.20000.12
19990.298150020.250.19
20000.250.41114182010.090.21
20010.530.3762219103010.170.19
20020.470.4213617812.510.080.2
20030.370.43101719742.920.20.21
20040.220.4916723500.26
20050.350.4817926933.350.290.29
20060.120.541773342520.120.28
 
 
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: 23 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: 12 times.

(5) RePEc:ams:ndfwpp:03-03 Bifurcation Routes to Volatility Clustering under Evolutionary Learning (2003).
Cited: 7 times.

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

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

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

(9) RePEc:ams:ndfwpp:06-05 Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation (2006).
Cited: 4 times.

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

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

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

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

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

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

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

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

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

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

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

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

(22) RePEc:ams:ndfwpp:04-16 Goodness-of-fit test for copulas (2004).
Cited: 2 times.

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

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

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

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

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

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

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

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

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

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

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

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

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

(36) RePEc:ams:ndfwpp:02-11 Continuous Beliefs Dynamics (2002).
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

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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

©2009 Jose Manuel Barrueco | mail: barrueco@uv.es