Title:Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue
Author(s):HERACLEOUS, Maria S.Date:2007Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:Econometric modeling based on the Student’s t distribution introduces an
additional parameter — the degree of freedom. In this paper we use a simulation
study to investigate the ability of (i) the GARCH-t model (Bollerslev, ...
Title:Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue
Author(s):HERACLEOUS, Maria S.Date:2007Type of Publication:Working PaperSeries/Report no.:EUI MWPAbstract:Econometric modeling based on the Student's t distribution introduces an additional
parameter -- the degree of freedom. In this paper we use a simulation study to
investigate the ability of (i) the GARCH-t model (Bollerslev, ...
Title:Sanction as a Viable Tool for Promoting Cooperation: A Cognitive and Simulation Model
Author(s):ANDRIGHETTO, Giulia; VILLATORO, DanielDate:2011-01-01Type of Publication:Working PaperSeries/Report no.:EUI MWPAbstract:Punishment plays a crucial role in achieving and maintaining norm compliance. Several works have shown that cooperation greatly increases when punishment opportunities are allowed. However, these studies have mainly looked ...
Title:Saranno Rispettati Come Per il Passato. Italian Colonial Policy towards Libyan Religious Endowments
Author(s):GAZZINI, ClaudiaDate:2010Type of Publication:Working PaperSeries/Report no.:EUI MWPAbstract:This paper offers a survey of Italian colonial policy towards Muslim religious endowments (waqf, pl. awqaf) in Libya from 1911 to 1943. Through an analysis of 41 lawsuits presented to the colonial Court of Appeals and a ...
Title:Satisfaction with Democracy in Post-Communist Multi-Ethnic Countries. The Effect of Political Institutions
Author(s):RUIZ-RUFINO, RubénDate:2008Type of Publication:Working PaperSeries/Report no.:EUI MWPAbstract:Why are some ethnic minorities more satisfied with democracy than others in postcommunist countries? This paper explores this question by looking at the impact of political institutions on satisfaction with democracy. Using ...
Title:The Saving Glut Explanation of Global Imbalances. The Role of Underinvestment
Author(s):CORNELI, FlaviaDate:2009Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:According to the “Saving Glut hypothesis”, global imbalances are caused by inefficiently high level of precautionary savings in .nancially underdeveloped regions, where agents have limited opportunity to diversify idiosyncratic ...
Title:Scarlet Robes, Dark Suits: The Social Recruitment of the European Court of Justice
Author(s):COHEN, AntoninDate:2008Type of Publication:Working PaperSeries/Report no.:EUI RSCASAbstract:This paper analyzes the social recruitment of the European Court of Justice from the early 1950s to the late 1990s with special focus on the early days of the Court (1950s-1960s). Early European integration can be described ...