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GARCH Models, Tail Indexes and Error Distributions: An Empirical Investigation

Listed author(s):
  • Frantisek Turnovec

    (Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, Smetanovo nábreží 6, 111 01 Prague 1, Czech Republic)

In this paper the concepts of manipulation as strategic voting (misrepresentation of true preferences) and strategic nomination (by adding, or removing alternatives) are investigated. The connection between Arrow’s and Gibbard-Satterthwaite theorems is discussed from the viewpoint of dilemma between dictatorship and manipulability.

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File URL: http://ies.fsv.cuni.cz/sci/publication/show/id/5281/lang/cs
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Paper provided by Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies in its series Working Papers IES with number 2015/11.

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Length: 13 pages
Date of creation: May 2015
Date of revision: May 2015
Handle: RePEc:fau:wpaper:wp2015_11
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