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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