DETERMINATION OF COEFFICIENT OF CAPITALIZATION FROM STATISTICAL DATA
The article introduces a new stochastic model of the real estate market pricing, cost of rent, capitalization ratio appraisals based on a lognormal distribution. Statistical processing of Saint-Petersburg real estate market data results that the empirical distributions of the prices signicantly t...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Plekhanov Russian University of Economics
2016-07-01
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| Series: | Статистика и экономика |
| Subjects: | |
| Online Access: | https://statecon.rea.ru/jour/article/view/5 |
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| _version_ | 1849411456265617408 |
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| author | M. . Laskin O. . Rusakov O. . Dzhaksumbaeva |
| author_facet | M. . Laskin O. . Rusakov O. . Dzhaksumbaeva |
| author_sort | M. . Laskin |
| collection | DOAJ |
| description | The article introduces a new stochastic model of the real estate market pricing, cost of rent, capitalization ratio appraisals based on a lognormal distribution. Statistical processing of Saint-Petersburg real estate market data results that the empirical distributions of the prices signicantly t to the two dimensional lognormal law of distribution. For establishing statistical hypotheses accordance we use Kolmogorov-Smirnov test of t. Basing on the Russian Federal standard FSO N2, we look to the market value as a numerical characteristic (mode) of a random value. We understand capitalization ratio as a random variable with the conditional lognormal distribution |
| format | Article |
| id | doaj-art-edfff3ecd59c43d791ccfea2da46fd5b |
| institution | Kabale University |
| issn | 2500-3925 |
| language | Russian |
| publishDate | 2016-07-01 |
| publisher | Plekhanov Russian University of Economics |
| record_format | Article |
| series | Статистика и экономика |
| spelling | doaj-art-edfff3ecd59c43d791ccfea2da46fd5b2025-08-20T03:34:45ZrusPlekhanov Russian University of EconomicsСтатистика и экономика2500-39252016-07-0101142210.21686/2500-3925-2016-1-14-224DETERMINATION OF COEFFICIENT OF CAPITALIZATION FROM STATISTICAL DATAM. . Laskin0O. . Rusakov1O. . Dzhaksumbaeva2ООО «Инвест-Строй»Санкт-Петербургский государственный университетСанкт-Петербургский государственный университетThe article introduces a new stochastic model of the real estate market pricing, cost of rent, capitalization ratio appraisals based on a lognormal distribution. Statistical processing of Saint-Petersburg real estate market data results that the empirical distributions of the prices signicantly t to the two dimensional lognormal law of distribution. For establishing statistical hypotheses accordance we use Kolmogorov-Smirnov test of t. Basing on the Russian Federal standard FSO N2, we look to the market value as a numerical characteristic (mode) of a random value. We understand capitalization ratio as a random variable with the conditional lognormal distributionhttps://statecon.rea.ru/jour/article/view/5рыночная стоимость недвижимостистохастическая модель ценообразованиякоэффициент капитализациимода логарифмически нормального закона распределениякритерий согласия колмогорова-смирноваreal estate market valuestochastic model of pricingcapitalization ratiomode of the logarithmically normal law of distributionkolmogorov-smirnov test of t |
| spellingShingle | M. . Laskin O. . Rusakov O. . Dzhaksumbaeva DETERMINATION OF COEFFICIENT OF CAPITALIZATION FROM STATISTICAL DATA Статистика и экономика рыночная стоимость недвижимости стохастическая модель ценообразования коэффициент капитализации мода логарифмически нормального закона распределения критерий согласия колмогорова-смирнова real estate market value stochastic model of pricing capitalization ratio mode of the logarithmically normal law of distribution kolmogorov-smirnov test of t |
| title | DETERMINATION OF COEFFICIENT OF CAPITALIZATION FROM STATISTICAL DATA |
| title_full | DETERMINATION OF COEFFICIENT OF CAPITALIZATION FROM STATISTICAL DATA |
| title_fullStr | DETERMINATION OF COEFFICIENT OF CAPITALIZATION FROM STATISTICAL DATA |
| title_full_unstemmed | DETERMINATION OF COEFFICIENT OF CAPITALIZATION FROM STATISTICAL DATA |
| title_short | DETERMINATION OF COEFFICIENT OF CAPITALIZATION FROM STATISTICAL DATA |
| title_sort | determination of coefficient of capitalization from statistical data |
| topic | рыночная стоимость недвижимости стохастическая модель ценообразования коэффициент капитализации мода логарифмически нормального закона распределения критерий согласия колмогорова-смирнова real estate market value stochastic model of pricing capitalization ratio mode of the logarithmically normal law of distribution kolmogorov-smirnov test of t |
| url | https://statecon.rea.ru/jour/article/view/5 |
| work_keys_str_mv | AT mlaskin determinationofcoefficientofcapitalizationfromstatisticaldata AT orusakov determinationofcoefficientofcapitalizationfromstatisticaldata AT odzhaksumbaeva determinationofcoefficientofcapitalizationfromstatisticaldata |