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mean reversion

  • 均值回归:一种金融市场现象,指价格波动会围绕着长期均值上下波动,当价格偏离均值过远时,市场会出现反向调整的趋势。

专业释义英英释义

  • 均值回归 - 引用次数:24

    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
    均值回复 - 引用次数:20

    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

Mean reversion

  • abstract: Mean reversion is a mathematical concept sometimes used for stock investing, but it can be applied to other assets. In general terms, the essence of the concept is the assumption that both a stock's high and low prices are temporary and that a stock's price will tend to move to the average price over time.

以上来源于: WordNet

双语例句权威例句

  • And "pigweed" all started with "mean reversion."

    野草意味着均值回归。

    youdao

  • In other words, Eckhardt was saying that they were not mean reversion traders.

    话说,埃克哈特的意思是,他们不是均值回归交易者。

    youdao

  • Furthermore, hyperbolic model characterize the mean reversion of interest rates better than AG model.

    双曲模型刻画利率均值回复特征方面还克服了AG模型的不足。

    youdao

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