本文借鉴西方的特征价格理论，建立特征价格模型来分析各个特征变量对价格的影响。
According to the hedonic price theory of western country, I make use of the hedonic price model to analyze characteristics of the various features of variable effects on prices.
特征价格模型(HPM)以住宅特征与住宅价格之间关系为基础，建立住宅价格的回归模型。
The Hedonic price model (HPM), which is based on the relationship between the housing characters and housing price characters, sets up the regressive model of housing price.
特征价格模型作为一种对商品住宅价格进行有效分析和评估的工具而广泛应用于房地产领域。
Hedonic price model, a tool to analyze and assess commercial housing price, is widely used in the field of real estate.
在特征价格模型的应用中，函数形式的选择具有多样化，包括线性函数、对数函数、半对数函数等。
In the application of hedonic price model, it has a wide choice of function forms, including linear function, logarithmic function and semi-logarithmic function, etc.
通过收集杭州市西湖区278套住宅交易资料，选择15个因素作为住宅特征，建立了住宅特征价格模型。
By collecting 278 housing data in the Xihu Section of Hangzhou City, a housing hedonic price model was set up with 15 factors as housing characteristics.
基于此，论文对住宅特征的涵义进行扩展，指出区域的经济、人口等变量也应作为住宅特征纳入住宅特征价格模型。
Because of this, the paper expands the meaning of housing characteristic and points out that the local economic and demographic variables should also be discussed in the housing hedonic price model.
[摘要]特征价格模型是国外广泛应用的制定住宅价格的模型，我国在住宅价格方面的理论研究大多集中在住宅均价的制定。
Abstract: Hedonic price model is widely used to fix house price, generally used to fix house's average price in our country.
然后，利用自回归条件异方差模型系统研究了我国封闭式基金市场的价格波动特性，分析了基金市场的风险特征。
Then, it studies the characteristic of price volatility and risk in closed-end securities investment fund market by use of ARCH models.
通过建立物理经济学模型，本文研究了市场在泡沫破灭前的价格波动特征。
By setting up econophysics model, the characteristic of price variability before a5 crash is presented.
股票价格的频繁波动是股票市场最明显的特征之一，自回归条件异方差类模型可以很好地预测金融资产收益率的方差。
Frequent volatility is a feature of stock market. Autoregressive Conditional Heteroscedasticity (ARCH) model is often used to forecast the variance of the benefit of financial capitals.
建立了一个简化的批发价格模型，求出了批发商和零售商纳什均衡解的特征，并且就其现实意义进行了讨论。
The paper builds up a simplified model of the wholesale price contract explains the characteristics of Nash equilibrium solution and discusses the application of the model.
最后，针对蒙特卡洛模型的上述缺陷我们提出了的两点改进方案，一、假设合约价格变化服从merton提出的跳跃扩散过程，以便捕捉收益率序列的厚尾特征。
Finally we propose two improvements to the Monte Carlo model, on one hand we assume price changes follows jump-diffusion process in order to capture the fat-tail feather of the yields sequence.
通过基本模型分别得到了15个住宅特征的特征价格。
再利用计算机模拟股票价格收益率的分布特征，模型很好的刻画了现实证券市场中股票收益率分布的宽尾现象、长记忆性，以及累积分布中尾部收益的指数递减现象。
We investigate the fluctuation of price process in a stock market with Ising model and the mean field theory, and construct the corresponding random logarithmic price returns process.
再利用计算机模拟股票价格收益率的分布特征，模型很好的刻画了现实证券市场中股票收益率分布的宽尾现象、长记忆性，以及累积分布中尾部收益的指数递减现象。
We investigate the fluctuation of price process in a stock market with Ising model and the mean field theory, and construct the corresponding random logarithmic price returns process.
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