Class information for:
Level 1: BICORRELATION//SECTORAL SHARES//TRICORRELATION

Basic class information

Class id #P Avg. number of
references
Database coverage
of references
21918 400 27.6 40%



Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes

The table includes all classes above and classes immediately below the current class.



Cluster id Level Cluster label #P
15 4 MATHEMATICS//MATHEMATICS, APPLIED//MATH 719832
197 3       CHAOS//INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS//PHYSICS, MATHEMATICAL 53660
3115 2             IST SCI ECON//DUOPOLY GAMES//NONINVERTIBLE MAPS 2299
21918 1                   BICORRELATION//SECTORAL SHARES//TRICORRELATION 400

Terms with highest relevance score



rank Term termType Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
1 BICORRELATION authKW 392591 2% 86% 6
2 SECTORAL SHARES authKW 152675 1% 100% 2
3 TRICORRELATION authKW 152675 1% 100% 2
4 BDS TEST authKW 137399 2% 30% 6
5 NOISY CHAOS authKW 135707 1% 44% 4
6 ACTIVE TRADING authKW 76338 0% 100% 1
7 ARCH AND TRADING VOLUME authKW 76338 0% 100% 1
8 ARTIFICIAL INTELLIGENCE BASED OPTIMIZATION authKW 76338 0% 100% 1
9 BEKK GARCH AND MACKEY GLASS PROCESSES authKW 76338 0% 100% 1
10 BICOVARIANCE authKW 76338 0% 100% 1

Web of Science journal categories



Rank Term Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
1 Economics 14248 64% 0% 255
2 Social Sciences, Mathematical Methods 5063 14% 0% 56
3 Mathematics, Interdisciplinary Applications 684 10% 0% 39
4 Business, Finance 560 6% 0% 23
5 Statistics & Probability 464 9% 0% 35
6 Agricultural Economics & Policy 167 2% 0% 6
7 Physics, Multidisciplinary 103 9% 0% 36
8 Physics, Mathematical 96 5% 0% 20
9 Management 93 4% 0% 15
10 Operations Research & Management Science 72 4% 0% 14

Address terms



Rank Term Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
1 BUSINESS DIRECT MANAGEMENT 76338 0% 100% 1
2 COMMOD FUTU TRADING COMMISS ADJUNCT 76338 0% 100% 1
3 COMPUTAT SOCIOSCI 76338 0% 100% 1
4 DEP ECON LICADA 1 76338 0% 100% 1
5 DPTO ECON LICADA CUANTITAT 1 76338 0% 100% 1
6 ESCEULA NEGOCIAS VALPARAISO 76338 0% 100% 1
7 GLOBAL FINANCIAL PROD 76338 0% 100% 1
8 I PRIGOGINE STUDIES STAT MECH 76338 0% 100% 1
9 OFF 504 76338 0% 100% 1
10 OKONOM ANALYSE POLIT SYST 76338 0% 100% 1

Journals



Rank Term Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
1 EKONOMISKA SAMFUNDETS TIDSKRIFT 43110 3% 6% 10
2 STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS 16982 3% 2% 10
3 APPLIED ECONOMICS LETTERS 7940 6% 0% 23
4 MACROECONOMIC DYNAMICS 7335 2% 1% 9
5 JOURNAL OF BUSINESS & ECONOMIC STATISTICS 5456 3% 1% 10
6 JAHRBUCHER FUR NATIONALOKONOMIE UND STATISTIK 3972 2% 1% 8
7 ECONOMICS LETTERS 3827 6% 0% 22
8 JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION 3769 3% 0% 13
9 JOURNAL OF APPLIED ECONOMETRICS 3114 2% 1% 7
10 ROMANIAN JOURNAL OF ECONOMIC FORECASTING 2866 1% 1% 4

Author Key Words



Rank Term Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
LCSH search Wikipedia search
1 BICORRELATION 392591 2% 86% 6 Search BICORRELATION Search BICORRELATION
2 SECTORAL SHARES 152675 1% 100% 2 Search SECTORAL+SHARES Search SECTORAL+SHARES
3 TRICORRELATION 152675 1% 100% 2 Search TRICORRELATION Search TRICORRELATION
4 BDS TEST 137399 2% 30% 6 Search BDS+TEST Search BDS+TEST
5 NOISY CHAOS 135707 1% 44% 4 Search NOISY+CHAOS Search NOISY+CHAOS
6 ACTIVE TRADING 76338 0% 100% 1 Search ACTIVE+TRADING Search ACTIVE+TRADING
7 ARCH AND TRADING VOLUME 76338 0% 100% 1 Search ARCH+AND+TRADING+VOLUME Search ARCH+AND+TRADING+VOLUME
8 ARTIFICIAL INTELLIGENCE BASED OPTIMIZATION 76338 0% 100% 1 Search ARTIFICIAL+INTELLIGENCE+BASED+OPTIMIZATION Search ARTIFICIAL+INTELLIGENCE+BASED+OPTIMIZATION
9 BEKK GARCH AND MACKEY GLASS PROCESSES 76338 0% 100% 1 Search BEKK+GARCH+AND+MACKEY+GLASS+PROCESSES Search BEKK+GARCH+AND+MACKEY+GLASS+PROCESSES
10 BICOVARIANCE 76338 0% 100% 1 Search BICOVARIANCE Search BICOVARIANCE

Core articles

The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.



Rank Reference # ref.
in cl.
Shr. of ref. in
cl.
Citations
1 BASK, M , (2002) A POSITIVE LYAPUNOV EXPONENT IN SWEDISH EXCHANGE RATES?.CHAOS SOLITONS & FRACTALS. VOL. 14. ISSUE 8. P. 1295-1304 18 82% 16
2 FAGGINI, M , (2014) CHAOTIC TIME SERIES ANALYSIS IN ECONOMICS: BALANCE AND PERSPECTIVES.CHAOS. VOL. 24. ISSUE 4. P. - 23 43% 2
3 ESPINOSA, C , GORIGOITIA, J , MAQUIEIRA, C , VIEITO, JP , (2014) NONLINEAR BEHAVIOUR IN EMBI SERIES FROM EASTERN EUROPE: EVIDENCE OF 'WINDOW SIZE EFFECT'.APPLIED ECONOMICS LETTERS. VOL. 21. ISSUE 2. P. 107-112 8 100% 0
4 KOCENDA, E , BRIATKA, L , (2005) OPTIMAL RANGE FOR THE IID TEST BASED ON INTEGRATION ACROSS THE CORRELATION INTEGRAL.ECONOMETRIC REVIEWS. VOL. 24. ISSUE 3. P. 265 -296 18 55% 3
5 FAGGINI, M , (2009) CHAOS AND CHAOTIC DYNAMICS IN ECONOMICS.NONLINEAR DYNAMICS PSYCHOLOGY AND LIFE SCIENCES. VOL. 13. ISSUE 3. P. 327-340 18 47% 1
6 SERLETIS, A , URITSKAYA, OY , (2007) DETECTING SIGNATURES OF STOCHASTIC SELF-ORGANIZATION IN US MONEY AND VELOCITY MEASURES.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. VOL. 385. ISSUE 1. P. 281-291 13 68% 3
7 BARKOULAS, JT , CHAKRABORTY, A , OUANDLOUS, A , (2012) A METRIC AND TOPOLOGICAL ANALYSIS OF DETERMINISM IN THE CRUDE OIL SPOT MARKET.ENERGY ECONOMICS. VOL. 34. ISSUE 2. P. 584-591 14 52% 7
8 MOSHIRI, S , FOROUTAN, F , (2006) FORECASTING NONLINEAR CRUDE OIL FUTURES PRICES.ENERGY JOURNAL. VOL. 27. ISSUE 4. P. 81-95 15 56% 25
9 OLMEDO, E , (2014) FORECASTING SPANISH UNEMPLOYMENT USING NEAR NEIGHBOUR AND NEURAL NET TECHNIQUES.COMPUTATIONAL ECONOMICS. VOL. 43. ISSUE 2. P. 183 -197 18 38% 3
10 SERLETIS, A , SHINTANI, M , (2006) CHAOTIC MONETARY DYNAMICS WITH CONFIDENCE.JOURNAL OF MACROECONOMICS. VOL. 28. ISSUE 1. P. 228-252 14 61% 6

Classes with closest relation at Level 1



Rank Class id link
1 1362 CORRELATION DIMENSION//SURROGATE DATA//CHAOS
2 16650 TECHNICAL ANALYSIS//TECHNICAL TRADING RULES//TECHNICAL TRADING
3 20360 NONLINEAR TIME SERIES//BILINEAR MODEL//ARRANGED AUTOREGRESSION
4 13993 IST SCI ECON//DUOPOLY GAMES//NONINVERTIBLE MAPS
5 32302 DISCRETE TIME REPRESENTATION//MIXED SAMPLING FREQUENCIES//NEW KEYNESIAN MACROECONOMETRICS
6 11419 TERM SPREAD//MARKOV SWITCHING//MARKOV SWITCHING MODELS
7 1852 GARCH//GARCH MODELS//VALUE AT RISK
8 29230 SPONTANEOUS SOCIAL SYSTEMS//ACTIVE SERVICE SLOTS//AUTOCATAKINETICS
9 5074 INDETERMINACY//JOURNAL OF ECONOMIC THEORY//SECTOR SPECIFIC EXTERNALITIES
10 8707 HETEROGENEOUS EXPECTATIONS//CENDEF//COBWEB MODEL

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