论文部分内容阅读
近年来,随着房地产市场的日趋成熟,房地产价格不断攀升,政府对此出台一系列调控政策,房价依然居高不下。房地产指数受房地产行业发展和政策调控的影响,不断波动。鉴于房地产行业和股市对我国经济发展的重要性,本文选取了2010年1月14日至2016年2月19日的日上证房地产指数作为研究对象,根据GARCH模型对数据进行模拟与波动性的研究。
In recent years, with the real estate market maturing, real estate prices continue to rise, the government introduced a series of regulatory policies, prices remain high. Real estate index by the real estate industry development and policy regulation and control, constantly fluctuating. In view of the importance of the real estate industry and the stock market to the economic development of our country, this paper selects the real estate index of Shanghai SSE from January 14, 2010 to February 19, 2016 as the research object, and conducts the research on the simulation and volatility of the data according to the GARCH model .