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

Frantisek Turnovec ()

No 2015/11, Working Papers IES from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

Abstract: 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.

Keywords: Arrow’s theorem; dictatorship; Gibbard-Satterthwaite theorem; manipulation; Pareto efficiency; strategic voting; strategic nomination (search for similar items in EconPapers)
JEL-codes: D71 (search for similar items in EconPapers)
Pages: 13 pages
Date: 2015-05, Revised 2015-05
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