To remove the general drift, tendency, or bent of a set of statistical data as related to time. Often accomplished by regressing a variable or a time index and perhaps the square of the time index and capturing the residuals. A stochastic detrend would be to subtract a moving-average (say for five years) from the value of the variable.
Found on
http://www.duke.edu/~charvey/Classes/wpg/bfglosd.htm
To remove the general drift, tendency or bent of a set of statistical data as related to time.
Found on
http://www.encyclo.co.uk/local/20047
Liability-matching models that assume that the liability payments and the asset cash flows are known
Found on
http://www.encyclo.co.uk/local/22402
No exact match found.
