Baroni, Michel; Barthélémy, Fabrice; Mokrane, Mahdi - In: Journal of Property Investment & Finance 29 (2011) 1, pp. 35-48
Purpose – This paper aims to test the robustness of the trend and volatility estimations for two indices: the classical Weighted Repeat Sales and a PCA factorial index. The estimations are computed from a dataset of Paris commercial properties. Design/methodology/approach – First, two...