Most cited documents in this series:

Year	Title	Cited
2000	Bifurcation Routes to Volatility Clustering RePEc:ams:ndfwpp:00-04 [Citation Analysis]	33
2000	A Nonlinear Structural Model for Volatility Clustering RePEc:ams:ndfwpp:00-02 [Citation Analysis]	32
2008	Complex evolutionary systems in behavioral finance RePEc:ams:ndfwpp:08-05 [Citation Analysis]	24
2001	Evolutionary Dynamics in Financial Markets With Many Trader Types RePEc:ams:ndfwpp:01-01 [Citation Analysis]	16
2004	Goodness-of-fit test for copulas RePEc:ams:ndfwpp:04-16 [Citation Analysis]	12
2001	Modeling the stylized facts in finance through simple nonlinear adaptive systems RePEc:ams:ndfwpp:01-06 [Citation Analysis]	12
2002	Evolutionary dynamics in markets with many trader types RePEc:ams:ndfwpp:02-10 [Citation Analysis]	11
1999	Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition RePEc:ams:ndfwpp:99-04 [Citation Analysis]	10
2004	A note on the Hiemstra-Jones test for Granger non-causality RePEc:ams:ndfwpp:04-10 [Citation Analysis]	10
2003	Bifurcation Routes to Volatility Clustering under Evolutionary Learning RePEc:ams:ndfwpp:03-03 [Citation Analysis]	10
2007	Evolution of Market Heuristics RePEc:ams:ndfwpp:07-06 [Citation Analysis]	9
2001	Individual Expectations and Aggregate Macro Behavior RePEc:ams:ndfwpp:11-01 [Citation Analysis]	8
2003	Heterogeneity as a natural source of randomness RePEc:ams:ndfwpp:03-05 [Citation Analysis]	7
2005	A nonlinear structural model for volatility clustering RePEc:ams:ndfwpp:05-02 [Citation Analysis]	7
0000	Evolutionary Selection of Individual Expectations and Aggregate Outcomes RePEc:ams:ndfwpp:09-09 [Citation Analysis]	7
2006	Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation RePEc:ams:ndfwpp:06-05 [Citation Analysis]	7
2009	Forward and Backward Dynamics in implicitly defined Overlapping Generations Models RePEc:ams:ndfwpp:09-02 [Citation Analysis]	6
1999	The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation RePEc:ams:ndfwpp:99-06 [Citation Analysis]	6
1999	Complex Nonlinear Dynamics and Computational Methods RePEc:ams:ndfwpp:99-01 [Citation Analysis]	5
2008	Interest Rate Rules with Heterogeneous Expectations RePEc:ams:ndfwpp:08-08 [Citation Analysis]	4
2002	Heterogeneous Expectations, Exchange Rate Dynamics and Predictability RePEc:ams:ndfwpp:02-14 [Citation Analysis]	4
2008	Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails RePEc:ams:ndfwpp:08-03 [Citation Analysis]	4
2004	A Computational Electoral Competition Model with Social Clustering and Endogenous Interest Groups as Information Brokers RePEc:ams:ndfwpp:04-08 [Citation Analysis]	4
2005	Illinois Walls: How barring indirect purchaser suits facilitates collusion RePEc:ams:ndfwpp:05-10 [Citation Analysis]	3
2000	Testing for a Unit Root with Near-Integrated Volatility RePEc:ams:ndfwpp:00-09 [Citation Analysis]	3
	repec:ams:ndfwpp:04-03 [Citation Analysis]	3
1999	Expectation Driven Price Volatility in an Experimental Cobweb Economy RePEc:ams:ndfwpp:99-07 [Citation Analysis]	3
0000	Bifurcations of optimal vector fields in the shallow lake model RePEc:ams:ndfwpp:09-12 [Citation Analysis]	3
2006	Markov-Perfect Nash Equilibria in Models With a Single Capital Stock RePEc:ams:ndfwpp:06-07 [Citation Analysis]	3
2004	Skiba points for small discount rates RePEc:ams:ndfwpp:04-09 [Citation Analysis]	3
2002	Continuous Beliefs Dynamics RePEc:ams:ndfwpp:02-11 [Citation Analysis]	3
2006	More hedging instruments may destabilize markets RePEc:ams:ndfwpp:06-12 [Citation Analysis]	3
2003	The dynamics of price dispersion, or Edgeworth variations RePEc:ams:ndfwpp:03-11 [Citation Analysis]	3
2005	Behavioral Heterogeneity in Stock Prices RePEc:ams:ndfwpp:05-12 [Citation Analysis]	3
1999	Cobweb Dynamics under Bounded Rationality RePEc:ams:ndfwpp:99-05 [Citation Analysis]	3
2003	Nonlinear Mean Reversion in Stock Prices RePEc:ams:ndfwpp:03-02 [Citation Analysis]	2
2004	Imperfect Competition Law Enforcement RePEc:ams:ndfwpp:04-07 [Citation Analysis]	2
2006	Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index RePEc:ams:ndfwpp:06-09 [Citation Analysis]	2
2003	Structural analysis of optimal investment for firms with non-concave production RePEc:ams:ndfwpp:03-08 [Citation Analysis]	2
2007	Wealth Selection in a Financial Market with Heterogeneous Agents RePEc:ams:ndfwpp:07-10 [Citation Analysis]	2
2006	E&F Chaos: a user friendly software package for nonlinear economic dynamics RePEc:ams:ndfwpp:06-15 [Citation Analysis]	2
1999	Consistent Testing for Serial Independence RePEc:ams:ndfwpp:99-02 [Citation Analysis]	2
2000	Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets RePEc:ams:ndfwpp:00-06 [Citation Analysis]	2
2002	Representativeness of News and Exchange Rate Dynamics RePEc:ams:ndfwpp:02-13 [Citation Analysis]	2
2006	Wake me up before you GO-GARCH RePEc:ams:ndfwpp:06-13 [Citation Analysis]	2
2003	Does eductive stability imply evolutionary stability? RePEc:ams:ndfwpp:03-04 [Citation Analysis]	2
0000	Bifurcations of Optimal Vector Fields RePEc:ams:ndfwpp:11-05 [Citation Analysis]	2
2007	Informative advertising by an environmental group RePEc:ams:ndfwpp:07-02 [Citation Analysis]	2
2000	Financial Markets as Nonlinear Adaptive Evolutionary Systems RePEc:ams:ndfwpp:00-03 [Citation Analysis]	2
2001	Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information RePEc:ams:ndfwpp:10-01 [Citation Analysis]	2

Citing documents used to compute impact factor 1:

Year	Title	See
2011	Chaos and capacity utilization under increasing returns to scale RePEc:eee:jeborg:v:77:y:2011:i:2:p:147-162	[Citation Analysis]

Cites in year: CiY