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.

Create citation feed for this series

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.08 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.27 8 19 0 0 2 0.25 0.16 2000 0.25 0.37 11 45 8 2 0 1 0.09 0.19 2001 0.53 0.37 6 21 19 10 30 1 0.17 0.18 2002 0.29 0.4 13 10 17 5 20 1 0.08 0.19 2003 0.37 0.41 10 18 19 7 42.9 2 0.2 0.2 2004 0.22 0.46 16 14 23 5 0 0.22 2005 0.23 0.47 17 9 26 6 33.3 4 0.24 0.27 2006 0.12 0.5 17 11 33 4 25 2 0.12 0.27 2007 0.09 0.43 16 6 34 3 33.3 2 0.13 0.22 2008 0.24 0.41 12 6 33 8 0 0.22
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: 28 times.

(2) RePEc:ams:ndfwpp:00-04 Bifurcation Routes to Volatility Clustering (2000).
Cited: 24 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: 10 times.

(5) RePEc:ams:ndfwpp:06-05 Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation (2006).
Cited: 7 times.

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

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

(8) RePEc:ams:ndfwpp:02-10 Evolutionary dynamics in markets with many trader types (2002).
Cited: 5 times.

(9) RePEc:ams:ndfwpp:99-06 The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation (1999).
Cited: 5 times.

(10) RePEc:ams:ndfwpp:04-16 Goodness-of-fit test for copulas (2004).
Cited: 4 times.

(11) RePEc:ams:ndfwpp:99-04 Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition (1999).
Cited: 4 times.

(12) RePEc:ams:ndfwpp:99-01 Complex Nonlinear Dynamics and Computational Methods (1999).
Cited: 4 times.

(13) RePEc:ams:ndfwpp:99-05 Cobweb Dynamics under Bounded Rationality (1999).
Cited: 3 times.

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

(15) RePEc:ams:ndfwpp:02-14 Heterogeneous Expectations, Exchange Rate Dynamics and Predictability (2002).
Cited: 3 times.

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

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

(18) RePEc:ams:ndfwpp:00-09 Testing for a Unit Root with Near-Integrated Volatility (2000).
Cited: 3 times.

(19) RePEc:ams:ndfwpp:07-06 Evolution of Market Heuristics (2007).
Cited: 3 times.

(20) RePEc:ams:ndfwpp:05-10 Illinois Walls: How barring indirect purchaser suits facilitates collusion (2005).
Cited: 3 times.

(21) RePEc:ams:ndfwpp:03-11 The dynamics of price dispersion, or Edgeworth variations (2003).
Cited: 2 times.

(22) RePEc:ams:ndfwpp:06-07 Markov-Perfect Nash Equilibria in Models With a Single Capital Stock (2006).
Cited: 2 times.

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

(24) RePEc:ams:ndfwpp:04-10 A note on the Hiemstra-Jones test for Granger non-causality (2004).
Cited: 2 times.

(25) RePEc:ams:ndfwpp:08-05 Complex evolutionary systems in behavioral finance (2008).
Cited: 2 times.

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

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

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

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

(30) repec:ams:ndfwpp:04-03 ().
Cited: 2 times.

(31) RePEc:ams:ndfwpp:07-02 Informative advertising by an environmental group (2007).
Cited: 2 times.

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

(33) RePEc:ams:ndfwpp:02-06 Learning in Coweb Experiments (2002).
Cited: 1 times.

(34) RePEc:ams:ndfwpp:08-10 Out-of-sample comparison of copula specifications in multivariate density forecasts (2008).
Cited: 1 times.

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

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

(37) RePEc:ams:ndfwpp:08-11 The Hartwick rule as a conservation law (2008).
Cited: 1 times.

(38) RePEc:ams:ndfwpp:03-08 Structural analysis of optimal investment for firms with non-concave production (2003).
Cited: 1 times.

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

(40) RePEc:ams:ndfwpp:04-15 Forming price expectations in positive and negative feedback systems (2004).
Cited: 1 times.

(41) RePEc:ams:ndfwpp:08-08 Interest Rate Rules with Heterogeneous Expectations (2008).
Cited: 1 times.

(42) RePEc:ams:ndfwpp:04-09 Skiba points for small discount rates (2004).
Cited: 1 times.

(43) RePEc:ams:ndfwpp:08-03 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails (2008).
Cited: 1 times.

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

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

(46) RePEc:ams:ndfwpp:04-07 Imperfect Competition Law Enforcement (2004).
Cited: 1 times.

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

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

Recent citations received in: 2007

(1) RePEc:ams:ndfwpp:07-07 Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation. (2007). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Working Papers

(2) RePEc:ams:ndfwpp:07-14 Asset Prices, Traders Behavior, and Market Design (2007). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Working Papers

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: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

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

(4) 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

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.