Mean reversion  

Mean Reversion   (german)

used for: Vasicek model, Ornstein-Uhlenbeck process, Mean-reverting process, Cox-Ingersoll-Ross model, CIR process

Related Terms

• Stochastic process  

Subject Categories

• N.09.02.05 Probability theory  
• V.05.04.01 Financial economics  

Links to other Thesauri and Vocabularies

<	Autokorrelation   (from GND)
=	mean reversion   (from Wikidata)
>	Cox–Ingersoll–Ross model   (from Wikidata)
>	Ornstein–Uhlenbeck process   (from Wikidata)
>	Vasicek model   (from Wikidata)
=	Mean reversion (finance)   (from DBpedia)

Persistent Identifier (for bookmarking and linking)

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