Stock market returns, however, do tend to exhibit mean reversion.
但股票的回报率却呈现出均值回归的特性。
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。
Whether the stock market has the properties of mean reversion or not is still a very controversial issue.
证券市场是否具有均值回归特性仍是个十分有争议的问题。
It also is shown that mean reversion and stochastic volatility can have a major impact on derivative prices.
结果表明,均值回复和随机波动率在衍生品定价中起重要影响。
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。
According to the mean reversion theory, one of two things should happen: the price of gold should fall from its current levels or the Dow has to rise considerably.
根据“均数复归”理论,以下两件事的其中一样应该发生︰金价会由现水平下跌、或道指会显著上升。
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。
The article analyzed the reasons that aroused the mean reversion in stock index futures, and the calculation methods of the coefficient of the first-order autocorrelation in basis change.
阐述了指数期货中均值回复现象产生的原因,并进而分析了基差变化中的一阶自相关系数在不同情况下的计算方法。
Stock value is represented by stock price directly or indirectly. After market price deviates from its intrinsic value, it will follows a dynamic moving process, either bubble or mean reversion.
股票价值直接或间接表现为股票价格,股票市场价格偏离内在价值一般呈现两种动态演变过程,即价格泡沫和均值回复。
Mean reversion is a tendency for a stochastic process to remain near, or tend to return over time to a long-run average value.
均值回归是指随着时间的向前推进,一个随机过程向其均值靠近的趋势。
Under the guidance of the philosophy of the mean - reversion, we are able to achieve risk management successfully through dynamic asset allocation.
成功的风险管理是在均值回归的哲学指导下通过资产配置的动态优化实现的。
Under the guidance of the philosophy of the mean - reversion, we are able to achieve risk management successfully through dynamic asset allocation.
成功的风险管理是在均值回归的哲学指导下通过资产配置的动态优化实现的。
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