摘要
采用市场风险值(VaR)来度量酒店网上预定价格风险,并以同程网的月度五星、四星、三星、经济型酒店网上预订价格指数为数据来源进行实证分析,利用直线滑动平均法对数据进行趋势拟合并得出其相对随机波动值,并对该数据进行相关分布模型检验,再利用该概率分布计算出市场风险值(VaR)。在此基础上,选取相关宏观经济因素进行相关分析。
This paper measures the risk of hotel online reservation price by Value at Risk(VaR),conducts the empirical analysis on the data of monthly five-star,four-star,three-star and budget hotels online reservation price index on Tengcheng net,integrates the trend of data by linear sliding mean method and gets relatively random fluctuation value,and then tests the data by relevant distribution model and calculates Value at Risk(VaR)by probability distribution.On the basis of that,we analyze related macroeconomic factors.
基金
国家社会科学基金项目(10BGL048)
关键词
市场风险值
相关分析
酒店网上预订价格
Value at Risk
relevant analysis
hotel online reservation price
