Chapter
Nov 12, 2013
Comprehensive Evaluation of Chinese Listed Real Estate Company Based on GARCH Models and Factor Analysis
Publication: ICCREM 2013: Construction and Operation in the Context of Sustainability
Abstract
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.
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Published In
ICCREM 2013: Construction and Operation in the Context of Sustainability
Pages: 885 - 893
Copyright
© 2013 American Society of Civil Engineers.
History
Published online: Nov 12, 2013
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Postgraduate, Department of Construction and Real Estate, School of Management, Harbin Institute of Technology, Harbin, China, 150001. E-mail: [email protected]
Professor, Department of Construction and Real Estate, School of Management, Harbin Institute of Technology, Harbin, China, 150001. E-mail: [email protected]
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ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.
Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.