CeNDEF Workshop Papers, January 2001 / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
7
Impact Factor (IF)
0
5 Years IF
0
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
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series ] [more data in
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2000 | 0 | 0.54 | 1 | 0 | 1 | 1 | 8 | 2 | 0 | 0 | 0 | 0 | 0.25 | |||||
| 2001 | 0 | 0.49 | 0.09 | 0 | 52 | 53 | 254 | 5 | 7 | 1 | 1 | 0 | 5 | 0.1 | 0.28 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until 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: | selft citations 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 |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2001 | Asset 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 | 175 |
| 2 | 2001 | Multivariate 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 | 21 |
| 3 | 2001 | Adaptive 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 | 12 |
| 4 | 2001 | Microeconomic 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 | 11 |
| 5 | 2001 | The 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 |
| 6 | 2000 | Exchange 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 | 9 |
| 7 | 2001 | Option 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 | 7 |
| 8 | 2001 | Stochastic Consistent Expectations Equilibria. (2001). Hommes, Cars. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:po1. Full description at Econpapers || Download paper | 5 |
| 9 | 2001 | Chaos 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 | 3 |
| 10 | 2001 | Error 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 |
| 11 | 2001 | The 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 |
| 12 | 2001 | Success 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 | 2 |
| 13 | 2001 | Output 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. Full description at Econpapers || Download paper | 2 |
| 14 | 2001 | Advertising 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 |
| 15 | 2001 | Expectations Driven Distortions in the Foreign Exchange Market. (2001). Westerhoff, Frank. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:1a.3. Full description at Econpapers || Download paper | 1 |
| 16 | 2001 | Another Paper on Ultimatum Games.This Time: Agent Based Simulations. (2001). Riechmann, Thomas. In: CeNDEF Workshop Papers, January 2001. RePEc:ams:cdws01:2b.1. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2001 | Asset 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 |
| 2 | 2001 | Multivariate 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:
| Year | Title |
|---|
Recent citations
10 most frequent citing series