Dynamic equilibrium and volatility in financial asset markets

Yacine Ait-Sahalia

Journal of Econometrics, 1998, vol. 84, issue 1, 93-127

Date: 1998
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Working Paper: Dynamic Equilibrium and Volatility in Financial Asset Markets (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:84:y:1998:i:1:p:93-127

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