  We present a model of financial markets originally proposed for a turbulent
flow, as a dynamic basis of its intermittent behavior. Time evolution of the
price change is assumed to be described by Brownian motion in a power-law
potential, where the `temperature' fluctuates slowly. The model generally
yields a fat-tailed distribution of the price change. Specifically a Tsallis
distribution is obtained if the inverse temperature is $\chi^{2}$-distributed,
which qualitatively agrees with intraday data of foreign exchange market. The
so-called `volatility', a quantity indicating the risk or activity in financial
markets, corresponds to the temperature of markets and its fluctuation leads to
intermittency.
