Open AccessAn Equilibrium Model of the Crash
Author(s) -
Fischer Black
Publication year - 1988
Publication title -
nber macroeconomics annual
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 10.535
H-Index - 61
eISSN - 1537-2642
pISSN - 0889-3365
DOI - 10.2307/3584955
Subject(s) - mean reversion , crash , economics , econometrics , financial economics , computer science , programming language