. Econometric theory -- pt. 10. Theory and methods for dependent processes / edited by Robert F. Engle and

-frequency observations: identifiability and asymptotic efficiency -- Estimating integrated volatility: the base case with

Empirical economic and financial research : theory, methods and practice / Beran, Jan, editor.

applied framework. This includes the empirical estimation of shadow prices of goods, of the social cost of

Arbitrage Pricing Theory (APT) 115 Further Reading 119 6 Market Risk and Fundamental Multifactors Model 120

lectures, the authors unite economic theory with a workable econometrics while going beyond and beneath