STW Thesaurus for Economics

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V Economics > V.05 Money and financial markets > V.05.04 Financial markets > V.05.04.01 Financial economics > Mean reversion

N Related subject areas > N.09 Mathematical and statistical methods > N.09.02 Statistics > N.09.02.05 Probability theory > Mean reversion

TÉRMINO PREFERIDO

Mean reversion

TIPO

Descriptor

CONCEPTO GENÉRICO

CONCEPTOS RELACIONADOS

Stochastic process

ETIQUETA ALTERNATIVA

CIR process
Cox-Ingersoll-Ross model
Mean-reverting process
Ornstein-Uhlenbeck process
Vasicek model

EN OTRAS LENGUAS

Mean Reversion

alemán

URI

http://zbw.eu/stw/descriptor/20506-5

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