Is it possible to construct derivatives for the Paris residential market?

In this paper we address the issue of the robustness of the price level, mean, and variance estimates for two sets of repeat sales real estate price indices: the classical WRS method and a PCA factorial method, as elaborated in Baroni, Barthélémy and Mokrane (2007). Our work can be seen as an extens...

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Bibliographic details
Main Author: Baroni, Michel
Barthélémy, Fabrice
Mokrane, Mahdi
Format: Paper
Language: English
Place of publication: 2007
Related: THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
Data of publication: 2007
Series: THEMA Working Papers
Online Access: available in Bonn?
Database: RePEc IDEAS
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