Class information for:
Level 1: PORTMANTEAU TEST//VARIANCE RATIO TEST//FIXED SMOOTHING ASYMPTOTICS

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
17018 558 25.4 43%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
445 15497 LONG MEMORY//JOURNAL OF TIME SERIES ANALYSIS//JOURNAL OF ECONOMETRICS

Terms with highest relevance score


Rank Term Type of term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 PORTMANTEAU TEST Author keyword 17 59% 3% 19
2 VARIANCE RATIO TEST Author keyword 14 55% 3% 17
3 FIXED SMOOTHING ASYMPTOTICS Author keyword 9 83% 1% 5
4 PORTMANTEAU STATISTICS Author keyword 6 80% 1% 4
5 STRONG NEAR EPOCH DEPENDENCE Author keyword 6 100% 1% 4
6 RESIDUAL AUTOCORRELATIONS Author keyword 5 60% 1% 6
7 VARIANCE RATIO Author keyword 5 26% 3% 17
8 ADAPTIVE MARKETS HYPOTHESIS Author keyword 5 63% 1% 5
9 ABSOLUTELY REGULAR PROCESSES Author keyword 4 75% 1% 3
10 AFRICAN STOCK MARKETS Author keyword 4 75% 1% 3

Web of Science journal categories

Author Key Words


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class		 LCSH search Wikipedia search
1 PORTMANTEAU TEST 17 59% 3% 19 Search PORTMANTEAU+TEST Search PORTMANTEAU+TEST
2 VARIANCE RATIO TEST 14 55% 3% 17 Search VARIANCE+RATIO+TEST Search VARIANCE+RATIO+TEST
3 FIXED SMOOTHING ASYMPTOTICS 9 83% 1% 5 Search FIXED+SMOOTHING+ASYMPTOTICS Search FIXED+SMOOTHING+ASYMPTOTICS
4 PORTMANTEAU STATISTICS 6 80% 1% 4 Search PORTMANTEAU+STATISTICS Search PORTMANTEAU+STATISTICS
5 STRONG NEAR EPOCH DEPENDENCE 6 100% 1% 4 Search STRONG+NEAR+EPOCH+DEPENDENCE Search STRONG+NEAR+EPOCH+DEPENDENCE
6 RESIDUAL AUTOCORRELATIONS 5 60% 1% 6 Search RESIDUAL+AUTOCORRELATIONS Search RESIDUAL+AUTOCORRELATIONS
7 VARIANCE RATIO 5 26% 3% 17 Search VARIANCE+RATIO Search VARIANCE+RATIO
8 ADAPTIVE MARKETS HYPOTHESIS 5 63% 1% 5 Search ADAPTIVE+MARKETS+HYPOTHESIS Search ADAPTIVE+MARKETS+HYPOTHESIS
9 ABSOLUTELY REGULAR PROCESSES 4 75% 1% 3 Search ABSOLUTELY+REGULAR+PROCESSES Search ABSOLUTELY+REGULAR+PROCESSES
10 AFRICAN STOCK MARKETS 4 75% 1% 3 Search AFRICAN+STOCK+MARKETS Search AFRICAN+STOCK+MARKETS

Key Words Plus


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 VARIANCE RATIO TESTS 25 70% 4% 21
2 VARIANCE RATIO TEST 17 62% 3% 18
3 RESIDUAL AUTOCORRELATIONS 14 59% 3% 16
4 AUTOCORRELATION ROBUST TESTS 8 62% 1% 8
5 DIAGNOSTIC CHECKING 7 67% 1% 6
6 MARTINGALE DIFFERENCE HYPOTHESIS 6 71% 1% 5
7 PIERCE Q TEST 6 100% 1% 4
8 RANDOM WALK HYPOTHESIS 5 60% 1% 6
9 PORTMANTEAU TEST 5 55% 1% 6
10 EPOCH DEPENDENT FUNCTIONS 4 75% 1% 3

Journals

Reviews


Title Publ. year Cit. Active references % act. ref.
to same field
THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE 2011 39 167 21%
TESTING WEAK-FORM EFFICIENCY OF EMERGING ECONOMIES: A CRITICAL REVIEW OF LITERATURE 2012 3 38 24%

Address terms


Rank Address term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ.
in class
1 UAN INT BUSINESS FINANCE 2 22% 1.1% 6
2 FLUING MATEMAT MULTIDISCIPLINAR 1 100% 0.4% 2
3 INDEX DATA 1 50% 0.2% 1
4 MANAGEMENT INNOVAT SUSTAINABLE DEV LAMIDED 1 50% 0.2% 1
5 MANAGEMENT SCI FINANCE 1 50% 0.2% 1
6 EA 4265 0 33% 0.2% 1
7 ECON MANAGEMENT QUANTITAT FINANCE LAREM 0 33% 0.2% 1
8 LEHRSTUHL STOCHAST 3 0 33% 0.2% 1
9 GEST CALIDAD CAMBIO 0 14% 0.4% 2
10 CDME 0 25% 0.2% 1

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000180817 CONDITIONAL LIKELIHOOD FUNCTION//KRONECKER INDICES//CORNER METHOD
2 0.0000159507 LONG MEMORY//FRACTIONAL INTEGRATION//FRACTIONAL COINTEGRATION
3 0.0000137495 COMPASS ROSE//NOISY CHAOS//BICORRELATIONS
4 0.0000114684 INTEGRATED TIME SERIES//FUNCTIONAL COEFFICIENTS//NONPARAMETRIC KERNEL ESTIMATORS
5 0.0000111204 SEASONAL COINTEGRATION//SEASONAL UNIT ROOT TESTS//SEASONAL UNIT ROOTS
6 0.0000110284 REALIZED VOLATILITY//GARCH//MARKET MICROSTRUCTURE NOISE
7 0.0000099700 VALUE PREMIUM//JOURNAL OF PORTFOLIO MANAGEMENT//CROSS SECTION OF STOCK RETURNS
8 0.0000099188 SYNTHETIC FLOOD WAVE//PERIODIC AUTOCOVARIANCES//PARMA MODEL
9 0.0000097124 SELL IN MAY//DAY OF THE WEEK EFFECT//CALENDAR ANOMALIES
10 0.0000095503 ARRANGED AUTOREGRESSION//NONLINEAR TIME SERIES//SETAR MODELS