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


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Impact Factor

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5-Years IF

6

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.220100 (%)0.13
19990.28000 (%)0.16
20000.371111700 (%)0.14
20010.36525340.0815511 (%)40.080.17
20020.090.370.095350.09535535 (%)0.18
20030.290.40.353170.3252155316 (%)0.19
20040.420.3853200.3805320 (%)0.19
20050.430.453210.405321 (%)0.21
20060.450.2553130.2505213 (%)0.2
20070.395370.1300 (%)0.17
20080.3953140.2600 (%)0.17
20090.3753130.2500 (%)0.18
20100.3353140.2600 (%)0.15
20110.415370.1300 (%)0.2
20120.465380.1500 (%)0.21
20130.55350.0900 (%)0.21
20140.545350.0900 (%)0.26
20150.65310.0200 (%)0.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
12001Asset Price and Wealth Dynamics under Heterogeneous Expectations. (2001). He, Xuezhong ; Chiarella, Carl. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:5a.2.

Full description at Econpapers || Download paper

93
22001Multivariate extremes, aggregation and risk estimation. (2001). Dacorogna, Michel ; Samorodnitsky, Gennady ; Muller, Ulrich ; Domenig, Thomas ; Hauksson, Hoskuldur Ari. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:p2.

Full description at Econpapers || Download paper

15
32001The Phillips Curve as a Long-Run Phenomenon in a Macroeconomic Model with Complex Dynamics. (2001). Colombo, Luca ; Weinrich, Gerd . In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:1b.3.

Full description at Econpapers || Download paper

10
42001Adaptive Beliefs and the volatility of asset prices. (2001). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, Andrea . In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:5a.1.

Full description at Econpapers || Download paper

10
52001Microeconomic Models for Long-Memory in the Volatility of Financial Time Series. (2001). Kirman, Alan ; TEYSSIERE, GILLES. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:5a.4.

Full description at Econpapers || Download paper

8
62000Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data. (2000). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:5b.1.

Full description at Econpapers || Download paper

7
72001Option prices and implied volatility dynamics under Bayesian learning. (2001). Timmermann, Allan ; Guidolin, Massimo. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:p3.

Full description at Econpapers || Download paper

6
82001Chaos and the exchange rate. (2001). Gandolfo, Giancarlo ; federici, daniela. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:4a.1.

Full description at Econpapers || Download paper

4
92001Error learning behaviour and stability revisited. (2001). Valori, Vincenzo ; colucci, domenico. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:1a.1.

Full description at Econpapers || Download paper

3
102001The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model. (2001). Niehaus, Frank. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:2a.2.

Full description at Econpapers || Download paper

2
112001Stochastic Consistent Expectations Equilibria. (2001). Hommes, Cars. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:po1.

Full description at Econpapers || Download paper

2
122001Advertising and congestion management policies for a museum temporary exhibition. (2001). Viscolani, Bruno ; Funari, Stefania. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:po7.

Full description at Econpapers || Download paper

1
132001Output and Interest Rates. Jump Variable and Phase Diagram Switching Methodologies. (2001). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Franke, Reiner . In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:1b.1.

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1
142001Success and Failure of Technical Trading Strategies in the Cocoa Futures Market. (2001). Hommes, Cars ; Boswijk, H. Peter ; Griffioen, Gerwin . In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:4a.4.

Full description at Econpapers || Download paper

1

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12001Asset Price and Wealth Dynamics under Heterogeneous Expectations. (2001). He, Xuezhong ; Chiarella, Carl. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:5a.2.

Full description at Econpapers || Download paper

5
22001Adaptive Beliefs and the volatility of asset prices. (2001). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, Andrea . In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:5a.1.

Full description at Econpapers || Download paper

3
32001Multivariate extremes, aggregation and risk estimation. (2001). Dacorogna, Michel ; Samorodnitsky, Gennady ; Muller, Ulrich ; Domenig, Thomas ; Hauksson, Hoskuldur Ari. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:p2.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


10 most frequent citing series


#SeriesCites

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team