计量经济学里面一段文字the residual return component of the

问题描述:

计量经济学里面一段文字the residual return component of the
residual是残差,那么the residual return component翻译成残差回归项么?
那怎么还有个 of the return
黏下原文
This quantity is computed using the quoted prices of the two securities and forms a time series.The spread is in some ways related to the residual return component of the return already discussed.Pairs trading involves putting on positions when the spread is substantially away from its mean value,with the expectation that the spread will revert back.
1个回答 分类:英语 2014-10-21

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esidual在这里不是计量中残差的意思.residual return是剩余回报,是经济学的概念.
 
 
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