Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Workshop Papers, January 2001

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

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.16 0 0 0 0.07 1997 0.17 0 0 0 0.09 1998 0.19 0 0 0 0.12 1999 0.29 0 0 0 0.19 2000 0.39 1 1 0 0 0.2 2001 0.34 52 52 1 0 4 0.08 0.18 2002 0.04 0.39 0 53 2 0 0.2 2003 0.13 0.41 0 52 7 0 0.21
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:cdws01:5a.2 Asset Price and Wealth Dynamics under Heterogeneous Expectations (2001). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Workshop Papers, January 2001
Cited: 31 times.

(2) RePEc:ams:cdws01:5a.4 Microeconomic Models for Long-Memory in the Volatility of Financial Time Series (2001). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Workshop Papers, January 2001
Cited: 5 times.

(3) RePEc:ams:cdws01:p3 Option prices and implied volatility dynamics under Bayesian learning (2001). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Workshop Papers, January 2001
Cited: 5 times.

(4) RePEc:ams:cdws01:5a.1 Adaptive Beliefs and the volatility of asset prices (2001). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Workshop Papers, January 2001
Cited: 3 times.

(5) RePEc:ams:cdws01:1b.3 The Phillips Curve as a Long-Run Phenomenon in a Macroeconomic Model with Complex Dynamics (2001). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Workshop Papers, January 2001
Cited: 3 times.

(6) RePEc:ams:cdws01:p2 Multivariate extremes, aggregation and risk estimation (2001). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Workshop Papers, January 2001
Cited: 2 times.

(7) RePEc:ams:cdws01:po7 Advertising and congestion management policies for a museum temporary exhibition (2001). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Workshop Papers, January 2001
Cited: 1 times.

(8) RePEc:ams:cdws01:1a.1 Error learning behaviour and stability revisited (2001). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Workshop Papers, January 2001
Cited: 1 times.

(9) RePEc:ams:cdws01:5b.1 Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data (2000). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Workshop Papers, January 2001
Cited: 1 times.

(10) RePEc:ams:cdws01:4a.4 Success and Failure of Technical Trading Strategies in the Cocoa Futures Market (2001). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Workshop Papers, January 2001
Cited: 1 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

Latest citations received in: 2002

Latest citations received in: 2001

(1) RePEc:att:wimass:20017 Evolutionary dynamics in financial markets with many trader types (2001). Wisconsin Madison - Social Systems / Working papers

(2) RePEc:bil:bilpap:0103 Overnight Borrowing, Interest Rates and Extreme Value Theory (2001). Bilkent University, Department of Economics / Departmental Working Papers

(3) RePEc:cir:cirwor:2001s-02 Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Varia (2001). CIRANO / CIRANO Working Papers

(4) RePEc:uts:rpaper:53 Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case (2001). Quantitative Finance Research Centre, University of Technology, Sydney / Research Paper Series

Latest citations received in: 2000

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.