A Temporal and Spatial Correlation Study of Housing Price Fluctuation among Principal Cities of Yangtze River Delta

被引：0

作者：

Wu, Fei ^{[1
]}

Wu, Weiwei ^{[1
]}

Zheng, Yanlu

机构：

[1] Southeast Univ, Dept Construct & Real Estate, Nanjing 210096, Jiangsu, Peoples R China

来源：

PROCEEDINGS OF 2011 INTERNATIONAL CONFERENCE ON CONSTRUCTION AND REAL ESTATE MANAGEMENT, VOLS 1 AND 2 | 2011年

关键词：

volatility spillover effect; housing price; spatial econometrics; EGARCH; principal component analysis;

D O I：

暂无

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

Under the background of the integration of regional economics, the internal resource flow and allocation of Yangtze River Delta become more convenient and smooth, enabling the price fluctuation of real estate in this area to have internal conduction. There are few studies of housing price fluctuation both at home and abroad that touch upon the correlation of Cities, and the study of volatility spillover effect is mainly about financial problems. Moreover, the study of spillover effect of housing price fluctuation is mainly confined to the one-dimensional spatial or temporal perspective. Through qualitative theoretical hypopaper and quantitative empirical study of spatial auto-regression model of PCA-EGARCH (Principal Component Analysis - Exponential and generalized autoregressive conditional heteroscedasticity), this paper validates the temporal and spatial correlation of housing price fluctuation in principal cities of Yangtze River Delta for the recent years.

引用

页码：580 / 583

页数：4

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