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...
|Place of publication:||
THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
|Data of publication:||2007|
THEMA Working Papers
|Online Access:||available in Bonn?|
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