Class information for: |
Basic class information |
Class id | #P | Avg. number of references |
Database coverage of references |
---|---|---|---|
815 | 3045 | 33.1 | 64% |
Hierarchy of classes |
The table includes all classes above and classes immediately below the current class. |
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 | ECONOPHYSICS | authKW | 1438928 | 12% | 41% | 353 |
2 | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | journal | 621557 | 36% | 6% | 1102 |
3 | DETRENDED FLUCTUATION ANALYSIS | authKW | 546286 | 5% | 34% | 158 |
4 | MULTIFRACTALITY | authKW | 402084 | 3% | 44% | 92 |
5 | MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS | authKW | 344754 | 2% | 72% | 48 |
6 | ECONOPHYS | address | 338796 | 2% | 57% | 59 |
7 | HURST EXPONENT | authKW | 328107 | 4% | 29% | 113 |
8 | POLYMER STUDIES | address | 254522 | 5% | 16% | 161 |
9 | STOCK MARKET | authKW | 190708 | 4% | 15% | 127 |
10 | GENERALIZED HURST EXPONENT | authKW | 184226 | 1% | 88% | 21 |
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 | Physics, Multidisciplinary | 48879 | 58% | 0% | 1755 |
2 | Physics, Mathematical | 14023 | 19% | 0% | 589 |
3 | Mathematics, Interdisciplinary Applications | 6377 | 11% | 0% | 327 |
4 | Physics, Fluids & Plasmas | 3773 | 9% | 0% | 276 |
5 | Business, Finance | 2437 | 4% | 0% | 134 |
6 | Social Sciences, Mathematical Methods | 1810 | 3% | 0% | 96 |
7 | Economics | 1139 | 8% | 0% | 229 |
8 | Computer Science, Interdisciplinary Applications | 515 | 4% | 0% | 126 |
9 | Physics, Condensed Matter | 122 | 6% | 0% | 171 |
10 | Meteorology & Atmospheric Sciences | 95 | 2% | 0% | 70 |
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 | ECONOPHYS | 338796 | 2% | 57% | 59 |
2 | POLYMER STUDIES | 254522 | 5% | 16% | 161 |
3 | FINANCIAL MATH FINANCIAL ENGN | 132871 | 1% | 51% | 26 |
4 | ENGN PROC SYST ENGN | 91654 | 1% | 57% | 16 |
5 | FUTU FINANCIAL DERIVAT | 83548 | 0% | 83% | 10 |
6 | MESTRADO ECON EMP AS | 61409 | 0% | 88% | 7 |
7 | EDUC PHYSIOL | 39676 | 1% | 20% | 20 |
8 | SUPRAS | 37310 | 1% | 21% | 18 |
9 | UMR 6622 | 35716 | 1% | 11% | 32 |
10 | MINERVA | 34682 | 1% | 9% | 37 |
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 | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 621557 | 36% | 6% | 1102 |
2 | QUANTITATIVE FINANCE | 44819 | 2% | 6% | 76 |
3 | FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY | 30290 | 2% | 5% | 59 |
4 | EUROPEAN PHYSICAL JOURNAL B | 23984 | 4% | 2% | 136 |
5 | INTERNATIONAL JOURNAL OF MODERN PHYSICS C | 22066 | 3% | 3% | 81 |
6 | CHAOS SOLITONS & FRACTALS | 12631 | 3% | 1% | 100 |
7 | FLUCTUATION AND NOISE LETTERS | 11939 | 1% | 4% | 29 |
8 | PHYSICAL REVIEW E | 10073 | 8% | 0% | 234 |
9 | JOURNAL OF ECONOMIC INTERACTION AND COORDINATION | 6695 | 0% | 7% | 9 |
10 | EPL | 3897 | 2% | 1% | 57 |
Author Key Words |
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 | DUTTA, S , GHOSH, D , CHATTERJEE, S , (2016) MULTIFRACTAL DETRENDED CROSS CORRELATION ANALYSIS OF FOREIGN EXCHANGE AND SENSEX FLUCTUATION IN INDIAN PERSPECTIVE.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. VOL. 463. ISSUE . P. 188 -201 | 95 | 90% | 1 |
2 | SHAO, YH , GU, GF , JIANG, ZQ , ZHOU, WX , (2015) EFFECTS OF POLYNOMIAL TRENDS ON DETRENDING MOVING AVERAGE ANALYSIS.FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY. VOL. 23. ISSUE 3. P. - | 61 | 95% | 5 |
3 | XIONG, H , SHANG, P , (2017) DETRENDED FLUCTUATION ANALYSIS OF MULTIVARIATE TIME SERIES.COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION. VOL. 42. ISSUE . P. 12 -21 | 39 | 87% | 1 |
4 | ZHOU, WX , (2012) FINITE-SIZE EFFECT AND THE COMPONENTS OF MULTIFRACTALITY IN FINANCIAL VOLATILITY.CHAOS SOLITONS & FRACTALS. VOL. 45. ISSUE 2. P. 147 -155 | 59 | 84% | 46 |
5 | KRISTOUFEK, L , (2015) FINITE SAMPLE PROPERTIES OF POWER-LAW CROSS-CORRELATIONS ESTIMATORS.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. VOL. 419. ISSUE . P. 513 -525 | 49 | 100% | 7 |
6 | RUAN, YP , ZHOU, WX , (2011) LONG-TERM CORRELATIONS AND MULTIFRACTAL NATURE IN THE INTERTRADE DURATIONS OF A LIQUID CHINESE STOCK AND ITS WARRANT.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. VOL. 390. ISSUE 9. P. 1646 -1654 | 68 | 81% | 24 |
7 | XIE, WJ , JIANG, ZQ , GU, GF , XIONG, X , ZHOU, WX , (2015) JOINT MULTIFRACTAL ANALYSIS BASED ON THE PARTITION FUNCTION APPROACH: ANALYTICAL ANALYSIS, NUMERICAL SIMULATION AND EMPIRICAL APPLICATION.NEW JOURNAL OF PHYSICS. VOL. 17. ISSUE . P. - | 55 | 80% | 13 |
8 | SUKPITAK, J , HENGPUNYA, V , (2016) THE INFLUENCE OF TRADING VOLUME ON MARKET EFFICIENCY: THE DCCA APPROACH.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. VOL. 458. ISSUE . P. 259 -265 | 51 | 91% | 1 |
9 | XIE, WJ , JIANG, ZQ , ZHOU, WX , (2014) EXTREME VALUE STATISTICS AND RECURRENCE INTERVALS OF NYMEX ENERGY FUTURES VOLATILITY.ECONOMIC MODELLING. VOL. 36. ISSUE . P. 8 -17 | 58 | 84% | 7 |
10 | GRECH, D , MAZUR, Z , (2013) ON THE SCALING RANGES OF DETRENDED FLUCTUATION ANALYSIS FOR LONG-TERM MEMORY CORRELATED SHORT SERIES OF DATA.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. VOL. 392. ISSUE 10. P. 2384 -2397 | 50 | 94% | 20 |
Classes with closest relation at Level 1 |