unbiased predictor

См. также в других словарях:

• Unbiased Predictor — The notion that the current market price of a physical commodity (its cash price or currency) will be equal to its anticipated future price based on the market s forward rate. Like anything that relies on interest rate projections, this outlook… …   Investment dictionary

• Unbiased predictor — A theory that spot prices at some future date will be equal to today s forward rates. The New York Times Financial Glossary …   Financial and business terms

• unbiased predictor — A theory that spot prices at some future date will be equal to today s forward rates. Bloomberg Financial Dictionary …   Financial and business terms

• Interest rate parity — is a no arbitrage condition representing an equilibrium state under which investors will be indifferent to interest rates available on bank deposits in two countries.[1] Two assumptions central to interest rate parity are capital mobility and… …   Wikipedia

• NATREX — The NATREX stands for NATural Real EXchange rate. It attempts to give a fair value for a currency. It is part of the family of long run equilibrium exchange rate theories (FEER, BEER, and NATREX). Notably the The approach offers an alternative… …   Wikipedia

• International Fisher effect — States that the interest rate differential between two countries should be an unbiased predictor of the future change in the spot rate. The New York Times Financial Glossary …   Financial and business terms

• forward parity — Notion that the forward rate is an unbiased predictor of future spot exchange rates. Bloomberg Financial Dictionary …   Financial and business terms

• international Fisher effect — States that the interest rate differential between two countries should be an unbiased predictor of the future change in the spot rate. Bloomberg Financial Dictionary …   Financial and business terms

• Linear regression — Example of simple linear regression, which has one independent variable In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one… …   Wikipedia

• Least squares — The method of least squares is a standard approach to the approximate solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. Least squares means that the overall solution minimizes the sum of… …   Wikipedia

• Kriging — is a group of geostatistical techniques to interpolate the value of a random field (e.g., the elevation, z , of the landscape as a function of the geographic location) at an unobserved location from observations of its value at nearby locations.… …   Wikipedia