Empirical research on the yield range of fluctuations and correlation of real estate market

被引：0
|
作者：
Gao, LL [1 ]
Xi, B [1 ]
Chen, HX [1 ]
机构：
[1] Harbin Inst Technol, Dept Construct & Real Estate, Harbin 150006, Peoples R China
来源：
Proceedings of 2005 International Conference on Construction & Real Estate Management, Vols 1 and 2: CHALLENGE OF INNOVATION IN CONSTRUCTION AND REAL ESTATE | 2005年
关键词：
real estate market; yield range of fluctuations; analysis of correlation;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The yield of real estate market of Shanghai and Beijing are research samples, the model GARCH (1, 1) is adopted. the quality character of yield range of fluctuation is studied, and the correlation of two cities is discussed. The result of empirical research are: the yield of real estate market of the two cities are all sharp crest and thick tails and have ARCH characters, such as fluctuate cluster, their range of fluctuations are G anger causality, so the trend of the two cities must be considered in forecasting.
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页码：745 / 747
页数：3
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