dc.contributor.author | Simon, Arnaud | |
dc.date.accessioned | 2010-01-19T15:22:08Z | |
dc.date.available | 2010-01-19T15:22:08Z | |
dc.date.issued | 2007-07 | |
dc.identifier.uri | https://basepub.dauphine.fr/handle/123456789/3044 | |
dc.language.iso | en | en |
dc.subject | Repeat-sales index | en |
dc.subject | information | en |
dc.subject | algorithmic decomposition | en |
dc.subject | volatility | en |
dc.subject | reversibility | en |
dc.subject.ddc | 332 | en |
dc.subject.classificationjel | G10 | en |
dc.subject.classificationjel | C32 | en |
dc.title | Information and repeat-sales | en |
dc.type | Document de travail / Working paper | |
dc.description.abstracten | What is the informational structure of the repeat-sales index? In this article we answer it, deconstructing the global index in its building blocks. As by-products of this reformulation we establish very simple and intuitive formulas for the volatility of the index and the reversibility phenomenon. We study the formal link between the repeat-sales index and the price indexes (median, hedonic…). We introduce a methodology of data analysis that improves greatly the extraction of the information embedded in a dataset. At last, we give some elements for a more general theory of the informational repeat-sales indexes. | en |
dc.publisher.name | Université Paris-Dauphine | |
dc.publisher.city | Paris | |
dc.identifier.citationpages | 58 | |
dc.identifier.urlsite | http://halshs.archives-ouvertes.fr/halshs-00164512/en/ | en |
dc.description.sponsorshipprivate | oui | en |
dc.subject.ddclabel | Economie financière | en |