...超过2,000 口 33 附录B:过去文献中使用的短期利率模型 过往文献中短率模型的设计主要涵盖三个特色:(1)均数复归(mean reversion) 即短期利率会收敛至长期平均水平,与经济体系中的景气循环相关,模型设定的 方式为下一期的短率与这一期的短率呈线性相关。
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mean-reversion 均值回复
mean- reversion model 均值回复过程
mean-reversion process 均值回归过程
mean-reversion equation 平均回帰式
Geometric Mean Reversion 几何均值回复随机
asymmetric mean-reversion 非对称均值回归
mean-reversion jump diffusion 均值自回归跳散
Reversion to the Mean 均值回归 ; 均值回复 ; 回归平均数
a reversion to the mean 确实是均值回归的意思
According to the Mean Reversion theory, in the long term, the yield rate of stock price appears to follow the rule of mean reversion and negative autocorrelation.
均值回归理论认为,从长期来看,股票收益率呈均值回归,即长期收益率呈负自相关。
参考来源 - 沪深股市均值回归的实证检验Interest rates exhibit complex stochastic behavior, is mean reversion and are not directly tradable, which means that the dynamic replication strategy is more complex.
利率具有复杂的随机行为,均值回复且不可直接交易,这意味着动态复制策略更复杂。
参考来源 - 利率衍生证券定价研究·2,447,543篇论文数据,部分数据来源于NoteExpress
以上来源于: WordNet
And "pigweed" all started with "mean reversion."
野草意味着均值回归。
In other words, Eckhardt was saying that they were not mean reversion traders.
换句话说,埃克哈特的意思是,他们不是均值回归交易者。
Furthermore, hyperbolic model characterize the mean reversion of interest rates better than AG model.
双曲模型在刻画利率的均值回复特征方面还克服了AG模型的不足。
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