Data analysis of Shenzhen and Shanghai land indices

被引：0
|
作者：
Ji, Meifeng [1 ]
Wang, Jun [1 ]
机构：
[1] Beijing Jiaotong Univ, Coll Sci, Dept Math, Beijing 100044, Peoples R China
来源：
PROCEEDINGS OF THE 6TH WSEAS INTERNATIONAL CONFERENCE ON APPLIED COMPUTER SCIENCE | 2007年
关键词：
land index; returns; power law distribution; relative price;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In this paper, the data of Shenzhen and Shanghai land indices is analyzed, and the statistical properties of Shenzhen and Shanghai land indices are studied. We select the data for Shenzhen and Shanghai land indices during the year 2001-2006, and investigate the statistical properties, fat tails phenomena and the power-law distributions of returns for these two land indices. Further, we analyze the fluctuation of the relative land prices, and discuss the corresponding probability distributions of the relative land prices.
引用
收藏
页码：602 / +
页数：2
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