Dynamic equilibrium and volatility in financial asset markets
By: Yacine Aït-Sahalia.
Series: NBER working paper series -- working paper no. 5479; Working paper series (National Bureau of Economic Research) -- working paper no. 5479.
Publisher: National Bureau of Economic Research
Published: 1996
Place of publication: Cambridge, MA
Language: eng
Number of pages: 34
Subjects: Equilibrium (Economics) -- Mathematical models.; Capital market -- Mathematical models.; Prices -- Mathematical models.
Notes: "March 1996."

Includes bibliographical references (p. 22-24).

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