Mean reversion (finance)
label: Mean-Reversion-Effekt @de

Concept
type: Class

alternative label
comment: skos:prefLabel, skos:altLabel and skos:hiddenLabel are pairwise disjoint properties.
comment: The range of skos:altLabel is the class of RDF plain literals.
sub property of: label
definition: An alternative lexical label for a resource.

has broader match
sub property of: mappingRelation
sub property of: has broader
definition: skos:broadMatch is used to state a hierarchical mapping link between two conceptual resources in different concept schemes.

has broader
comment: Broader concepts are typically rendered as parents in a concept hierarchy (tree).
sub property of: Transitive
definition: Relates a concept to a concept that is more general in meaning.

has exact match
comment: skos:exactMatch is disjoint with each of the properties skos:broadMatch and skos:relatedMatch.
sub property of: closeMatch
definition: skos:exactMatch is used to link two concepts, indicating a high degree of confidence that the concepts can be used interchangeably across a wide range of information retrieval applications. skos:exactMatch is a transitive property, and is a sub-property of skos:closeMatch.

is in scheme
definition: Relates a resource (for example a concept) to a concept scheme in which it is included.

has narrower match
sub property of: narrower
sub property of: mappingRelation
definition: skos:narrowMatch is used to state a hierarchical mapping link between two conceptual resources in different concept schemes.

preferred label
comment: skos:prefLabel, skos:altLabel and skos:hiddenLabel are pairwise disjoint properties.
comment: The range of skos:prefLabel is the class of RDF plain literals.
comment: A resource has no more than one value of skos:prefLabel per language tag.
sub property of: label
definition: The preferred lexical label for a resource, in a given language.

has related
comment: skos:related is disjoint with skos:broaderTransitive
sub property of: semanticRelation
definition: Relates a concept to a concept with which there is an associative semantic relationship.

Ornstein–Uhlenbeck process
label: Ornstein-Uhlenbeck-Prozess @de
label: OU-Prozess @de
label: Ornstein-Uhlenbeck process
has broader match: CIR process

Vasicek model
label: Vasicek-Modell @de
has broader match: CIR process

mean reversion
label: mean-reverting
label: Mean-Reversion-Effekt @de

square-root diffusion
label: Cox-Ingersoll-Ross model
label: CIR model
label: cir model
label: CIR-Modell @de
label: Wurzel-Diffusionsprozess @de
label: Cox–Ingersoll–Ross model
label: Cox-Ingersoll-Ross-Modell @de
has broader match: CIR process

Descriptor
type: Class

STW Thesaurus for Economics
type: Dataset
type: ConceptScheme
label: Standard-Thesaurus Wirtschaft @de

Brownian bridge
type: Descriptor
type: Concept
label: Stochastic process
label: Stochastischer Prozess @de
label: Bernoulli-Prozess @de
label: Bernoulli process
label: Stochastisches Modell @de
related: CIR process

CIR process
type: Concept
type: Descriptor
is part of: STW Thesaurus for Economics
gvkppn: 091376890
label: Mean reversion
label: Mean Reversion @de
label: Cox-Ingersoll-Ross model
label: Mean-reverting process
label: Vasicek model
label: Ornstein-Uhlenbeck process
has broader match: Autokorrelation
broader: Probability theory
broader: Financial economics
is in scheme: STW Thesaurus for Economics
has narrower match: square-root diffusion
has narrower match: Ornstein–Uhlenbeck process
has narrower match: Vasicek model
related: Brownian bridge

Financial economics
type: Concept
type: Thsys
label: V.05.04.01 Kapitalmarkttheorie @de
label: Kapitalmarkttheorie @de
label: V.05.04.01 Financial economics
narrower: CIR process
notation: V.05.04.01

Probability theory
type: Concept
type: Thsys
label: N.09.02.05 Probability theory
label: N.09.02.05 Wahrscheinlichkeitsrechnung @de
label: Wahrscheinlichkeitsrechnung @de
narrower: CIR process
notation: N.09.02.05

Autokorrelation
has narrower match: CIR process