Show simple item record

dc.contributor.author吴燕华
dc.contributor.author罗乐勤
dc.date.accessioned2012-12-27T06:49:32Z
dc.date.available2012-12-27T06:49:32Z
dc.date.issued2011-05
dc.identifier.citation现代物业(上旬刊) ,2011(5):121-124zh_CN
dc.identifier.issn1671-8089
dc.identifier.urihttps://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 level of the market risk is. VaR method can offer reference index for the government to control the market risk and make effective policies.zh_CN
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.isozhzh_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.subjectVaRzh_CN
dc.subject蒙特卡洛模拟zh_CN
dc.subjectReal estate industryzh_CN
dc.subjectMarket riskzh_CN
dc.subjectValue at risk (VaR)zh_CN
dc.subjectMonte Carlo simulationzh_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.alternativeRisk Analysis of Real Estate Market Based on VaR: Empirical Research on Zhejiang,Chinazh_CN
dc.typeArticlezh_CN


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record