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Dynamic equilibrium and volatility in financial asset markets
Yacine Aït-Sahalia
Research output
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Contribution to journal
›
Article
›
peer-review
5
Scopus citations
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Dive into the research topics of 'Dynamic equilibrium and volatility in financial asset markets'. Together they form a unique fingerprint.
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Business & Economics
Financial Asset Market
100%
Dynamic Equilibrium
77%
Fundamental Values
73%
Continuous-time Model
56%
Conditional Moments
42%
Excess Volatility
41%
Discretization
38%
Market Microstructure
38%
Best Response
36%
Kurtosis
35%
Investors
35%
Price Adjustment
33%
Asset Pricing
32%
Filter
31%
Trading Strategies
30%
Anomaly
29%
Price Changes
27%
Market Price
26%
Financial Markets
22%
Modeling
17%
Assets
17%