dc.contributor.author 吴燕华 dc.contributor.author 罗乐勤 dc.date.accessioned 2012-12-27T06:49:32Z dc.date.available 2012-12-27T06:49:32Z dc.date.issued 2011-05 dc.identifier.citation 现代物业(上旬刊) ，2011（5）：121-124 zh_CN dc.identifier.issn 1671-8089 dc.identifier.uri https://dspace.xmu.edu.cn/handle/2288/14106 dc.description.abstract 本文采用VaR方法构建房地产市场风险的测量模型,通过收集1991年-2010年浙江省房地产业发展数据,应用SPSS17.0和Matlab软件进行回归分析和蒙特卡洛仿真,定量分析房地产市场风险累积程度的大小,为房地产政策制订和市场监管提供直观量化的决策依据。 This paper uses value at risk(VaR) model to predict the risk of real estate market. By collecting the real estate data of Zhejiang province in 1991- 2009, multinomial-regression analysis and Monte Carlo simulation were made by using SPSS 17.0 and Matlab software respectively. Then quantitative analyzing how big the accumulation zh_CN level of the market risk is. VaR method can offer reference index for the government to control the market risk and make effective policies. dc.description.sponsorship 浙江农林大学科研发展基金项目(项目编号:2351000935) zh_CN dc.language.iso zh zh_CN dc.publisher 现代物业(上旬刊) zh_CN dc.subject 房地产业 zh_CN dc.subject 市场风险 zh_CN dc.subject VaR zh_CN dc.subject 蒙特卡洛模拟 zh_CN dc.subject Real estate industry zh_CN dc.subject Market risk zh_CN dc.subject Value at risk (VaR) zh_CN dc.subject Monte Carlo simulation zh_CN dc.title 基于VaR的房地产市场风险分析——以浙江省为例 zh_CN dc.title.alternative Risk Analysis of Real Estate Market Based on VaR: Empirical Research on Zhejiang,China zh_CN dc.type Article zh_CN
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