Study on the Early Warning Method of Real Estate Bubble Based on Binary Response Model

被引:0
|
作者
Qu Shiyou [1 ]
Ni Ruyi [1 ]
机构
[1] Harbin Inst Technol, Dept Int Trade, Harbin 150001, Peoples R China
关键词
early warning system; real estate bubble; binary response model;
D O I
暂无
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Designing an effective real estate bubble early warning index system using available statistic index is significantly meaningful in practice. This paper investigates the application of binary response model, and studies on the early warning method of real estate bubble based on the current research on different real estate bubble supervising or early warning index systems. Thailand real estate market is taken for example to do the empirical study. As a result, the binary response model is a comparatively exact forecasting method. It also proves that relative variance of stock price can not forecast real estate bubble differed from other research.
引用
收藏
页码:939 / 942
页数:4
相关论文
共 50 条
  • [1] Early Warning Methods of Real Estate Bubbles-Empirical Research Based on Binary Response Model
    Cui, Ying
    Qu, Shiyou
    [J]. PROCEEDINGS OF 2011 INTERNATIONAL CONFERENCE ON CONSTRUCTION AND REAL ESTATE MANAGEMENT, VOLS 1 AND 2, 2011, : 648 - 651
  • [2] Study on the Hazards and Early Warning and Preventive Measures for Real Estate Bubble
    Lai Yifei
    Wei Yuanxin
    Luo Haiyun
    [J]. EBM 2010: INTERNATIONAL CONFERENCE ON ENGINEERING AND BUSINESS MANAGEMENT, VOLS 1-8, 2010, : 1998 - 2001
  • [3] Early Warning of the Real Estate Bubble Based on Entropy and Matter-Element Extension Model
    Lv, Meili
    Hang, Yanhong
    [J]. PROCEEDINGS OF 2011 INTERNATIONAL CONFERENCE ON CONSTRUCTION AND REAL ESTATE MANAGEMENT, VOLS 1 AND 2, 2011, : 652 - 655
  • [4] Establishment of the Real Estate Bubble Warning Indicator System and Early Warning
    Qin, Zhongfu
    Meng, Liqing
    Wu, Shulian
    [J]. PROCEEDINGS OF THE 2015 INTERNATIONAL CONFERENCE ON MANAGEMENT, EDUCATION, INFORMATION AND CONTROL, 2015, 125 : 316 - 321
  • [5] Cause Analysis and Early Warning System of Real Estate Bubble
    Wang, Bo
    Jin, Yiben
    [J]. EIGHTH WUHAN INTERNATIONAL CONFERENCE ON E-BUSINESS, VOLS I-III, 2009, : 1484 - 1488
  • [6] The research on early warning for bubble and price information management of real estate in China
    Wang, Y
    Xu, F
    [J]. PROCEEDINGS OF 2005 INTERNATIONAL CONFERENCE ON CONSTRUCTION & REAL ESTATE MANAGEMENT, VOLS 1 AND 2: CHALLENGE OF INNOVATION IN CONSTRUCTION AND REAL ESTATE, 2005, : 1100 - 1104
  • [7] The Speculative Real Estate Bubble's Feature and Early-Warning Research
    Wu Yanxia
    [J]. 2007 INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-15, 2007, : 4525 - 4530
  • [8] Real Estate Bubble in China: An Empirical Study Based on VaR Model
    Feng Lei
    Jia Lu-kui
    [J]. 2011 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING - 18TH ANNUAL CONFERENCE PROCEEDINGS, VOLS I AND II, 2011, : 1117 - 1122
  • [9] Wenzhou Real Estate Bubble and Rupture Risk Warning
    Pan, Anping
    Jiang, Dehua
    [J]. PROCEEDINGS OF THE FIFTH SYMPOSIUM OF RISK ANALYSIS AND RISK MANAGEMENT IN WESTERN CHINA (WRARM 2017), 2017, 152 : 262 - 267
  • [10] Index system for speculative real estate bubble early-warning: An empirical analysis
    Wu, Yanxia
    [J]. Proceedings of 2007 International Conference on Construction & Real Estate Management, Vols 1 and 2, 2007, : 662 - 665