开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

鹏鹏 · 2024年01月24日

请问老师这样答可以不

NO.PZ2020012102000007

问题如下:

Describe the main issues that arise when conducting historical analysis of real estate returns.

选项:

解释:

Properties trade infrequently so there is no data on simultaneous periodic transaction prices for a selection of properties. Analysis therefore relies on appraisals. Secondly, each property is different, it is said to be heterogenous. The returns calculated from appraisals represent weighted averages of unobservable returns. Published return series is too smooth and the sample volatility understates the true volatility of returns. It also distorts estimates of correlations.

解析:房地产交易不频繁,因此没有选择房地产的同时定期交易价格的数据。因此,分析依赖于评价。其次,每个属性都是不同的,它被称为异质的。从估价中计算出的收益是不可观察到的收益的加权平均数。公布的收益序列过于平滑,样本波动率低估了收益的真实波动率。它还扭曲了对相关性的估计。

the heterogeneity indivisibility, immobility and illiquidity of real estate pose a sever problem for historical analysis.

investor must rely on heavily appraisals, which may understate the true volatility and correlation

1 个答案

笛子_品职助教 · 2024年01月25日

嗨,爱思考的PZer你好:


可以这么回答的。

apparisal会understate the true volatility and correlation这是解释。

投资者在分析中面临immobility and illiquidity,因此有apparisal,这是证据。

解释证据都全了,就可以了。

----------------------------------------------
努力的时光都是限量版,加油!

  • 1

    回答
  • 1

    关注
  • 237

    浏览
相关问题

NO.PZ2020012102000007 问题如下 scrithe main issues tharise when concting historicanalysis of reestate returns. Properties tra infrequently so there is no ta on simultaneous perioc transaction prices for a selection of properties. Analysis therefore relies on appraisals. Secony, eaproperty is fferent, it is saito heterogenous. The returns calculatefrom appraisals represent weighteaverages of unobservable returns. Publishereturn series is too smooth anthe sample volatility unrstates the true volatility of returns. It also storts estimates of correlations. 解析:房地产交易不频繁,因此没有选择房地产的同时定期交易价格的数据。因此,分析依赖于评价。其次,每个属性都是不同的,它被称为异质的。从估价中计算出的收益是不可观察到的收益的加权平均数。公布的收益序列过于平滑,样本波动率低估了收益的真实波动率。它还扭曲了对相关性的估计。 Return calculation from apprisos not in generbithe mereturn.为什么这句话答案里没有写?还是这个观点不重要?只要问道smootheta,都认为是同时影响return 和risk 的?

2024-11-08 18:02 2 · 回答

NO.PZ2020012102000007 问题如下 scrithe main issues tharise when concting historicanalysis of reestate returns. Properties tra infrequently so there is no ta on simultaneous perioc transaction prices for a selection of properties. Analysis therefore relies on appraisals. Secony, eaproperty is fferent, it is saito heterogenous. The returns calculatefrom appraisals represent weighteaverages of unobservable returns. Publishereturn series is too smooth anthe sample volatility unrstates the true volatility of returns. It also storts estimates of correlations. 解析:房地产交易不频繁,因此没有选择房地产的同时定期交易价格的数据。因此,分析依赖于评价。其次,每个属性都是不同的,它被称为异质的。从估价中计算出的收益是不可观察到的收益的加权平均数。公布的收益序列过于平滑,样本波动率低估了收益的真实波动率。它还扭曲了对相关性的估计。 关于预测房地产 StatistiApproach的缺点,需要背诵(掌握主观题考法)嘛?

2024-10-23 22:40 1 · 回答

NO.PZ2020012102000007 问题如下 scrithe main issues tharise when concting historicanalysis of reestate returns. Properties tra infrequently so there is no ta on simultaneous perioc transaction prices for a selection of properties. Analysis therefore relies on appraisals. Secony, eaproperty is fferent, it is saito heterogenous. The returns calculatefrom appraisals represent weighteaverages of unobservable returns. Publishereturn series is too smooth anthe sample volatility unrstates the true volatility of returns. It also storts estimates of correlations. 解析:房地产交易不频繁,因此没有选择房地产的同时定期交易价格的数据。因此,分析依赖于评价。其次,每个属性都是不同的,它被称为异质的。从估价中计算出的收益是不可观察到的收益的加权平均数。公布的收益序列过于平滑,样本波动率低估了收益的真实波动率。它还扭曲了对相关性的估计。 如题。

2024-10-14 19:50 1 · 回答

NO.PZ2020012102000007 问题如下 scrithe main issues tharise when concting historicanalysis of reestate returns. Properties tra infrequently so there is no ta on simultaneous perioc transaction prices for a selection of properties. Analysis therefore relies on appraisals. Secony, eaproperty is fferent, it is saito heterogenous. The returns calculatefrom appraisals represent weighteaverages of unobservable returns. Publishereturn series is too smooth anthe sample volatility unrstates the true volatility of returns. It also storts estimates of correlations. 解析:房地产交易不频繁,因此没有选择房地产的同时定期交易价格的数据。因此,分析依赖于评价。其次,每个属性都是不同的,它被称为异质的。从估价中计算出的收益是不可观察到的收益的加权平均数。公布的收益序列过于平滑,样本波动率低估了收益的真实波动率。它还扭曲了对相关性的估计。 the analysis of reestate return is baseon appraista rather thtransaction ta.the use of appraista unrestimate volatility ancorrelation with other assets

2023-05-10 21:57 1 · 回答