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A platform for research: civil engineering, architecture and urbanism
Comprehensive Evaluation of Chinese Listed Real Estate Company Based on GARCH Models and Factor Analysis
On the basis of the current comprehensive evaluation system and method both in domestic and abroad, this paper established an evaluation system, which contained value at risk (VaR), market occupancy and 12 financial indexes, to evaluate the comprehensive performance of Chinese listed real estate companies. First, the eviews 6.0 is used to calculate the value at risk of 50 sample companies. Then, SPSS is used to conduct the factor analysis and 5 factors are extracted among 14 indexes. At last, a rank of each factor and comprehensive score are showed and some comments are made according to the result.
Comprehensive Evaluation of Chinese Listed Real Estate Company Based on GARCH Models and Factor Analysis
On the basis of the current comprehensive evaluation system and method both in domestic and abroad, this paper established an evaluation system, which contained value at risk (VaR), market occupancy and 12 financial indexes, to evaluate the comprehensive performance of Chinese listed real estate companies. First, the eviews 6.0 is used to calculate the value at risk of 50 sample companies. Then, SPSS is used to conduct the factor analysis and 5 factors are extracted among 14 indexes. At last, a rank of each factor and comprehensive score are showed and some comments are made according to the result.
Comprehensive Evaluation of Chinese Listed Real Estate Company Based on GARCH Models and Factor Analysis
Jing, Yan (author) / Wu, Yongxiang (author)
International Conference on Construction and Real Estate Management 2013 ; 2013 ; Karlsruhe, Germany
ICCREM 2013 ; 885-893
2013-10-07
Conference paper
Electronic Resource
English
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